# EDGAR Filing Document

**Accession Number:** 0000857156
**File Stem:** 0001410368-25-014042
**Filing Date:** 2025-10
**Character Count:** 1551166
**Document Hash:** e6caae7ff0cfe1ddf3abab92fa42767e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-014042.hdr.sgml**: 20251007

**ACCESSION NUMBER**: 0001410368-25-014042

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251007

**DATE AS OF CHANGE**: 20251007

**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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05954
- **FILM NUMBER:** 251379538

**BUSINESS ADDRESS:**
- **STREET 1:** 211 MAIN STREET
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94105
- **BUSINESS PHONE:** 1-415-667-7000

**MAIL ADDRESS:**
- **STREET 1:** 211 MAIN STREET
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94105

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-09-30

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

**CIK Number of Registrant:** 0000857156

**LEI of Registrant:** 549300I77JNLD629OV19

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

**LEI of Series:** 549300622ITN50PWDE20

**EDGAR Series Identifier:** S000004506

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

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

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

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

### Service Providers
| Role                          | Details                                                      | File/CIK Number   |
|:---|:---|:---|
| Investment Adviser            | Charles Schwab Investment Management, Inc.                   | 801-35905         |
| Independent Public Accountant | Deloitte & Touche LLP<br>City: Denver<br>State: CO           |  |
| Administrator                 | Charles Schwab Investment Management, Inc.                   |  |
| Transfer Agent                | BNY Mellon Investment Servicing (US) Inc.<br>CIK: 0000849542 | 084-01761         |

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 38 days

- **WAL:** 108 days

- **Total Value of Portfolio Securities:** $84595985775.13

- **Amortized Cost of Portfolio Securities:** $84582907490.72

- **Cash:** $0.79

- **Total Other Assets:** $228564272.63

- **Total Liabilities:** $413909203.68

- **Net Assets of Series:** $84397562560.46

- **Number of Shares Outstanding (Series):** 84398144813.5300

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-09-02 | $41296800266.11           | $57572812609.70            | 49.2300%                  | 68.6300%                   |
| 2025-09-03 | $42400359642.69           | $58752976859.89            | 49.9900%                  | 69.2700%                   |
| 2025-09-04 | $39234191413.37           | $58279578625.50            | 46.1500%                  | 68.5500%                   |
| 2025-09-05 | $41255667718.83           | $58238583683.60            | 48.5400%                  | 68.5300%                   |
| 2025-09-08 | $41895709866.40           | $58432435996.02            | 49.3900%                  | 68.8800%                   |
| 2025-09-09 | $44271226605.04           | $58395823206.31            | 52.3000%                  | 68.9900%                   |
| 2025-09-10 | $44558973661.50           | $58973662469.06            | 52.3700%                  | 69.3200%                   |
| 2025-09-11 | $41017016494.26           | $58889137154.13            | 48.3200%                  | 69.3700%                   |
| 2025-09-12 | $40148415163.01           | $58994505452.83            | 47.2700%                  | 69.4500%                   |
| 2025-09-15 | $42086440421.71           | $59261816706.11            | 49.7800%                  | 70.1000%                   |
| 2025-09-16 | $44274648457.94           | $60147787532.68            | 51.9500%                  | 70.5800%                   |
| 2025-09-17 | $47148893656.95           | $59980243215.89            | 55.1900%                  | 70.2100%                   |
| 2025-09-18 | $44995971670.98           | $59122178580.38            | 52.6300%                  | 69.1500%                   |
| 2025-09-19 | $43845972977.81           | $58171858017.40            | 51.7800%                  | 68.7000%                   |
| 2025-09-22 | $41196912678.84           | $58122434528.70            | 48.4700%                  | 68.3900%                   |
| 2025-09-23 | $43073370036.85           | $57521145018.39            | 51.0400%                  | 68.1600%                   |
| 2025-09-24 | $43064103992.93           | $58183741511.13            | 50.7800%                  | 68.6100%                   |
| 2025-09-25 | $40357317087.55           | $58396615510.61            | 47.3000%                  | 68.4400%                   |
| 2025-09-26 | $39382576677.00           | $57966856442.28            | 46.3800%                  | 68.2700%                   |
| 2025-09-29 | $39158448979.81           | $58653897245.04            | 46.2300%                  | 69.2500%                   |
| 2025-09-30 | $41304925901.65           | $58531224227.67            | 48.6900%                  | 69.0000%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-09-02 | 4.3800%             |
| 2025-09-03 | 4.3800%             |
| 2025-09-04 | 4.3800%             |
| 2025-09-05 | 4.4000%             |
| 2025-09-08 | 4.4000%             |
| 2025-09-09 | 4.4000%             |
| 2025-09-10 | 4.4100%             |
| 2025-09-11 | 4.4100%             |
| 2025-09-12 | 4.4000%             |
| 2025-09-15 | 4.4100%             |
| 2025-09-16 | 4.4100%             |
| 2025-09-17 | 4.4000%             |
| 2025-09-18 | 4.3800%             |
| 2025-09-19 | 4.2900%             |
| 2025-09-22 | 4.2500%             |
| 2025-09-23 | 4.2200%             |
| 2025-09-24 | 4.1900%             |
| 2025-09-25 | 4.1900%             |
| 2025-09-26 | 4.1900%             |
| 2025-09-29 | 4.1900%             |
| 2025-09-30 | 4.2000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-09-02 | 1.0001                      |
|  |  |
| 2025-09-03 | 1.0001                      |
|  |  |
| 2025-09-04 | 1.0001                      |
|  |  |
| 2025-09-05 | 1.0002                      |
|  |  |
| 2025-09-08 | 1.0002                      |
|  |  |
| 2025-09-09 | 1.0001                      |
|  |  |
| 2025-09-10 | 1.0002                      |
|  |  |
| 2025-09-11 | 1.0002                      |
|  |  |
| 2025-09-12 | 1.0001                      |
|  |  |
| 2025-09-15 | 1.0002                      |
|  |  |
| 2025-09-16 | 1.0002                      |
|  |  |
| 2025-09-17 | 1.0002                      |
|  |  |
| 2025-09-18 | 1.0002                      |
|  |  |
| 2025-09-19 | 1.0002                      |
|  |  |
| 2025-09-22 | 1.0002                      |
|  |  |
| 2025-09-23 | 1.0002                      |
|  |  |
| 2025-09-24 | 1.0002                      |
|  |  |
| 2025-09-25 | 1.0001                      |
|  |  |
| 2025-09-26 | 1.0001                      |
|  |  |
| 2025-09-29 | 1.0001                      |
|  |  |
| 2025-09-30 | 1.0001                      |
|  |  |

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

### Class: Sweep Shares

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $20727487513.74

- **Number of Shares Outstanding:** 20727538041.0500

- **Expense Reimbursement/Waiver:** 123424.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 1.0001          |
|  |  |
| 2025-09-03 | 1.0001          |
|  |  |
| 2025-09-04 | 1.0001          |
|  |  |
| 2025-09-05 | 1.0002          |
|  |  |
| 2025-09-08 | 1.0002          |
|  |  |
| 2025-09-09 | 1.0002          |
|  |  |
| 2025-09-10 | 1.0002          |
|  |  |
| 2025-09-11 | 1.0002          |
|  |  |
| 2025-09-12 | 1.0001          |
|  |  |
| 2025-09-15 | 1.0002          |
|  |  |
| 2025-09-16 | 1.0002          |
|  |  |
| 2025-09-17 | 1.0002          |
|  |  |
| 2025-09-18 | 1.0002          |
|  |  |
| 2025-09-19 | 1.0002          |
|  |  |
| 2025-09-22 | 1.0002          |
|  |  |
| 2025-09-23 | 1.0002          |
|  |  |
| 2025-09-24 | 1.0002          |
|  |  |
| 2025-09-25 | 1.0001          |
|  |  |
| 2025-09-26 | 1.0001          |
|  |  |
| 2025-09-29 | 1.0001          |
|  |  |
| 2025-09-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $67362634.56              | $0.00                   |
| 2025-09-03 | $618406679.74             | $0.00                   |
| 2025-09-04 | $0.00                     | $181592250.94           |
| 2025-09-05 | $59295224.11              | $0.00                   |
| 2025-09-08 | $0.00                     | $81594871.39            |
| 2025-09-09 | $100789817.22             | $0.00                   |
| 2025-09-10 | $0.00                     | $53710074.59            |
| 2025-09-11 | $0.00                     | $176469473.70           |
| 2025-09-12 | $72017505.73              | $0.00                   |
| 2025-09-15 | $14320142.71              | $0.00                   |
| 2025-09-16 | $191407171.73             | $0.00                   |
| 2025-09-17 | $0.00                     | $25560035.92            |
| 2025-09-18 | $0.00                     | $19357735.71            |
| 2025-09-19 | $0.00                     | $47089061.70            |
| 2025-09-22 | $4074228.97               | $0.00                   |
| 2025-09-23 | $0.00                     | $58407665.91            |
| 2025-09-24 | $155816579.42             | $0.00                   |
| 2025-09-25 | $0.00                     | $127067848.08           |
| 2025-09-26 | $126058158.87             | $0.00                   |
| 2025-09-29 | $15589264.26              | $0.00                   |
| 2025-09-30 | $0.00                     | $24558652.40            |

**Total Gross Subscriptions (Month):** $1425137407.32

**Total Gross Redemptions (Month):** $795407670.34

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 3.9400%           |
| 2025-09-03 | 3.9400%           |
| 2025-09-04 | 3.9400%           |
| 2025-09-05 | 3.9600%           |
| 2025-09-08 | 3.9600%           |
| 2025-09-09 | 3.9600%           |
| 2025-09-10 | 3.9700%           |
| 2025-09-11 | 3.9700%           |
| 2025-09-12 | 3.9600%           |
| 2025-09-15 | 3.9700%           |
| 2025-09-16 | 3.9700%           |
| 2025-09-17 | 3.9600%           |
| 2025-09-18 | 3.9400%           |
| 2025-09-19 | 3.8500%           |
| 2025-09-22 | 3.8100%           |
| 2025-09-23 | 3.7800%           |
| 2025-09-24 | 3.7500%           |
| 2025-09-25 | 3.7500%           |
| 2025-09-26 | 3.7500%           |
| 2025-09-29 | 3.7500%           |
| 2025-09-30 | 3.7600%           |

**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:** $31746733895.01

- **Number of Shares Outstanding:** 31746920403.1900

- **Expense Reimbursement/Waiver:** 190577.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 1.0001          |
|  |  |
| 2025-09-03 | 1.0001          |
|  |  |
| 2025-09-04 | 1.0001          |
|  |  |
| 2025-09-05 | 1.0002          |
|  |  |
| 2025-09-08 | 1.0002          |
|  |  |
| 2025-09-09 | 1.0001          |
|  |  |
| 2025-09-10 | 1.0002          |
|  |  |
| 2025-09-11 | 1.0002          |
|  |  |
| 2025-09-12 | 1.0001          |
|  |  |
| 2025-09-15 | 1.0002          |
|  |  |
| 2025-09-16 | 1.0002          |
|  |  |
| 2025-09-17 | 1.0002          |
|  |  |
| 2025-09-18 | 1.0002          |
|  |  |
| 2025-09-19 | 1.0002          |
|  |  |
| 2025-09-22 | 1.0002          |
|  |  |
| 2025-09-23 | 1.0002          |
|  |  |
| 2025-09-24 | 1.0002          |
|  |  |
| 2025-09-25 | 1.0001          |
|  |  |
| 2025-09-26 | 1.0001          |
|  |  |
| 2025-09-29 | 1.0001          |
|  |  |
| 2025-09-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $264868151.62             | $128161319.52           |
| 2025-09-03 | $261345787.16             | $208819139.23           |
| 2025-09-04 | $176993991.46             | $139666532.70           |
| 2025-09-05 | $203483422.30             | $200837971.13           |
| 2025-09-08 | $174157698.98             | $124235764.32           |
| 2025-09-09 | $177735642.38             | $172113608.04           |
| 2025-09-10 | $128315774.16             | $152305164.23           |
| 2025-09-11 | $147550278.38             | $194126270.68           |
| 2025-09-12 | $199250350.71             | $191997628.17           |
| 2025-09-15 | $156137171.90             | $225171302.33           |
| 2025-09-16 | $227028115.93             | $193520845.70           |
| 2025-09-17 | $152358542.24             | $284543155.57           |
| 2025-09-18 | $150417603.48             | $150214812.55           |
| 2025-09-19 | $172574843.34             | $175010522.97           |
| 2025-09-22 | $190427146.28             | $131108588.72           |
| 2025-09-23 | $239244912.44             | $210331063.54           |
| 2025-09-24 | $146443338.58             | $165781361.75           |
| 2025-09-25 | $163831232.30             | $170575472.40           |
| 2025-09-26 | $131473553.99             | $166579996.08           |
| 2025-09-29 | $159899876.63             | $154199375.66           |
| 2025-09-30 | $164583178.59             | $203427970.61           |

**Total Gross Subscriptions (Month):** $3788120612.85

**Total Gross Redemptions (Month):** $3742727865.90

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 4.0400%           |
| 2025-09-03 | 4.0400%           |
| 2025-09-04 | 4.0400%           |
| 2025-09-05 | 4.0600%           |
| 2025-09-08 | 4.0600%           |
| 2025-09-09 | 4.0600%           |
| 2025-09-10 | 4.0700%           |
| 2025-09-11 | 4.0700%           |
| 2025-09-12 | 4.0600%           |
| 2025-09-15 | 4.0700%           |
| 2025-09-16 | 4.0700%           |
| 2025-09-17 | 4.0600%           |
| 2025-09-18 | 4.0400%           |
| 2025-09-19 | 3.9500%           |
| 2025-09-22 | 3.9100%           |
| 2025-09-23 | 3.8800%           |
| 2025-09-24 | 3.8500%           |
| 2025-09-25 | 3.8500%           |
| 2025-09-26 | 3.8500%           |
| 2025-09-29 | 3.8500%           |
| 2025-09-30 | 3.8600%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 99.9100%         | 0.0000%              |

### Class: Ultra Shares

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $31923341151.71

- **Number of Shares Outstanding:** 31923686369.2900

- **Expense Reimbursement/Waiver:** 189653.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 1.0001          |
|  |  |
| 2025-09-03 | 1.0001          |
|  |  |
| 2025-09-04 | 1.0001          |
|  |  |
| 2025-09-05 | 1.0001          |
|  |  |
| 2025-09-08 | 1.0002          |
|  |  |
| 2025-09-09 | 1.0001          |
|  |  |
| 2025-09-10 | 1.0001          |
|  |  |
| 2025-09-11 | 1.0002          |
|  |  |
| 2025-09-12 | 1.0001          |
|  |  |
| 2025-09-15 | 1.0002          |
|  |  |
| 2025-09-16 | 1.0002          |
|  |  |
| 2025-09-17 | 1.0002          |
|  |  |
| 2025-09-18 | 1.0002          |
|  |  |
| 2025-09-19 | 1.0002          |
|  |  |
| 2025-09-22 | 1.0002          |
|  |  |
| 2025-09-23 | 1.0002          |
|  |  |
| 2025-09-24 | 1.0002          |
|  |  |
| 2025-09-25 | 1.0001          |
|  |  |
| 2025-09-26 | 1.0001          |
|  |  |
| 2025-09-29 | 1.0001          |
|  |  |
| 2025-09-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $254664111.12             | $110242196.96           |
| 2025-09-03 | $218039054.14             | $188474790.45           |
| 2025-09-04 | $106950626.87             | $154288707.19           |
| 2025-09-05 | $226169683.13             | $109800814.13           |
| 2025-09-08 | $212212451.09             | $142977792.68           |
| 2025-09-09 | $125010467.75             | $180395819.12           |
| 2025-09-10 | $191818995.17             | $155903805.62           |
| 2025-09-11 | $139125508.40             | $205424601.80           |
| 2025-09-12 | $180458483.58             | $179044028.41           |
| 2025-09-15 | $246189328.31             | $140816232.37           |
| 2025-09-16 | $274398713.96             | $186038387.33           |
| 2025-09-17 | $176859701.43             | $196746403.30           |
| 2025-09-18 | $147119659.71             | $91331488.60            |
| 2025-09-19 | $139345724.15             | $213742630.27           |
| 2025-09-22 | $157910099.48             | $113377310.33           |
| 2025-09-23 | $202015292.81             | $182118963.98           |
| 2025-09-24 | $150611719.33             | $123281179.91           |
| 2025-09-25 | $334307744.65             | $188026815.41           |
| 2025-09-26 | $138313863.19             | $252930943.61           |
| 2025-09-29 | $162950476.55             | $154655670.16           |
| 2025-09-30 | $185175846.24             | $120389034.91           |

**Total Gross Subscriptions (Month):** $3969647551.06

**Total Gross Redemptions (Month):** $3390007616.54

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 4.1900%           |
| 2025-09-03 | 4.1900%           |
| 2025-09-04 | 4.1900%           |
| 2025-09-05 | 4.2100%           |
| 2025-09-08 | 4.2100%           |
| 2025-09-09 | 4.2100%           |
| 2025-09-10 | 4.2200%           |
| 2025-09-11 | 4.2200%           |
| 2025-09-12 | 4.2100%           |
| 2025-09-15 | 4.2200%           |
| 2025-09-16 | 4.2200%           |
| 2025-09-17 | 4.2100%           |
| 2025-09-18 | 4.1900%           |
| 2025-09-19 | 4.1000%           |
| 2025-09-22 | 4.0600%           |
| 2025-09-23 | 4.0300%           |
| 2025-09-24 | 4.0000%           |
| 2025-09-25 | 4.0000%           |
| 2025-09-26 | 4.0000%           |
| 2025-09-29 | 4.0000%           |
| 2025-09-30 | 4.0100%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 99.9400%         | 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 4.200000%
- **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:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2061-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 2: FARR LIFE LLC

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2022 4.200000%
- **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:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2072-03-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 3: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130ALCB8, C.4 - ISIN: US3130ALCB88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $23981694.06
- **C.18.a - Value (excl. sponsor support):** $23981694.06
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-02-24
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **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 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):** $58002373.35
- **C.18.a - Value (excl. sponsor support):** $58002373.35
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **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? No, C.23 Categorized at Level 3? No

### Security 5: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 2.500000%
- **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):** $12355362.72
- **C.18.a - Value (excl. sponsor support):** $12355362.72
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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):** $8526551.75
- **C.18.a - Value (excl. sponsor support):** $8526551.75
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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):** $4910467.35
- **C.18.a - Value (excl. sponsor support):** $4910467.35
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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 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):** $14968552.95
- **C.18.a - Value (excl. sponsor support):** $14968552.95
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 9: 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):** $35680027.60
- **C.18.a - Value (excl. sponsor support):** $35680027.60
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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 10: 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):** $22692751.07
- **C.18.a - Value (excl. sponsor support):** $22692751.07
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 11: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.230000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1D87, C.4 - ISIN: US3130B1D874, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $347228727.33
- **C.18.a - Value (excl. sponsor support):** $347228727.33
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-05-13
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **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 12: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.240000%
- **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):** $48916256.81
- **C.18.a - Value (excl. sponsor support):** $48916256.81
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 13: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.230000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2BP9, C.4 - ISIN: US3130B2BP94, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100032642.00
- **C.18.a - Value (excl. sponsor support):** $100032642.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **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 14: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.270000%
- **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):** $72667672.64
- **C.18.a - Value (excl. sponsor support):** $72667672.64
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-08
- **C.13 - Final Legal Maturity Date:** 2026-10-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4BD2, C.4 - ISIN: US3130B4BD21, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $72521692.00
- **C.18.a - Value (excl. sponsor support):** $72521692.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-12-23
- **C.13 - Final Legal Maturity Date:** 2026-12-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4KB6, C.4 - ISIN: US3130B4KB63, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $121000289.19
- **C.18.a - Value (excl. sponsor support):** $121000289.19
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-10
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **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 17: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.145000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4TT8, C.4 - ISIN: US3130B4TT80, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $242199825.62
- **C.18.a - Value (excl. sponsor support):** $242199825.62
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **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? Yes, C.23 Categorized at Level 3? No

### Security 18: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.155000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4U25, C.4 - ISIN: US3130B4U252, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145406554.63
- **C.18.a - Value (excl. sponsor support):** $145406554.63
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **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 19: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.335000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4UH2, C.4 - ISIN: US3130B4UH24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $121152139.33
- **C.18.a - Value (excl. sponsor support):** $121152139.33
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2026-02-25
- **C.12 - Maturity Date (WAL):** 2026-02-25
- **C.13 - Final Legal Maturity Date:** 2026-02-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.345000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4WA5, C.4 - ISIN: US3130B4WA52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $121203054.24
- **C.18.a - Value (excl. sponsor support):** $121203054.24
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **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? No, C.23 Categorized at Level 3? No

### Security 21: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4X97, C.4 - ISIN: US3130B4X975, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $218081007.85
- **C.18.a - Value (excl. sponsor support):** $218081007.85
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **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? No, C.23 Categorized at Level 3? No

### Security 22: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.145000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B53C0, C.4 - ISIN: US3130B53C08, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $193803263.59
- **C.18.a - Value (excl. sponsor support):** $193803263.59
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **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 23: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.135000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B56X1, C.4 - ISIN: US3130B56X18, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145399402.41
- **C.18.a - Value (excl. sponsor support):** $145399402.41
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **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 24: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.135000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5A81, C.4 - ISIN: US3130B5A814, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $124999502.50
- **C.18.a - Value (excl. sponsor support):** $124999502.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **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 25: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.235000%
- **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):** $245500788.06
- **C.18.a - Value (excl. sponsor support):** $245500788.06
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 26: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.235000%
- **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):** $121311817.05
- **C.18.a - Value (excl. sponsor support):** $121311817.05
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-03-10
- **C.13 - Final Legal Maturity Date:** 2027-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.155000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5G44, C.4 - ISIN: US3130B5G449, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $121315303.21
- **C.18.a - Value (excl. sponsor support):** $121315303.21
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 4.195000%
- **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):** $145214891.71
- **C.18.a - Value (excl. sponsor support):** $145214891.71
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-03-25
- **C.13 - Final Legal Maturity Date:** 2027-03-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.180000%
- **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):** $96789276.50
- **C.18.a - Value (excl. sponsor support):** $96789276.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-12-28
- **C.13 - Final Legal Maturity Date:** 2026-12-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.205000%
- **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):** $174417670.20
- **C.18.a - Value (excl. sponsor support):** $174417670.20
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-04-05
- **C.13 - Final Legal Maturity Date:** 2027-04-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.190000%
- **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):** $193516480.40
- **C.18.a - Value (excl. sponsor support):** $193516480.40
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-01-04
- **C.13 - Final Legal Maturity Date:** 2027-01-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.135000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5TR9, C.4 - ISIN: US3130B5TR99, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241903161.63
- **C.18.a - Value (excl. sponsor support):** $241903161.63
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-12
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.135000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5VD7, C.4 - ISIN: US3130B5VD75, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241901011.14
- **C.18.a - Value (excl. sponsor support):** $241901011.14
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **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 34: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.250000%
- **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):** $145184478.12
- **C.18.a - Value (excl. sponsor support):** $145184478.12
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.230000%
- **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):** $96741536.52
- **C.18.a - Value (excl. sponsor support):** $96741536.52
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.215000%
- **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):** $266597872.13
- **C.18.a - Value (excl. sponsor support):** $266597872.13
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.165000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Z50, C.4 - ISIN: US3130B5Z506, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $97213103.53
- **C.18.a - Value (excl. sponsor support):** $97213103.53
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **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 38: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.230000%
- **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):** $241928976.12
- **C.18.a - Value (excl. sponsor support):** $241928976.12
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.245000%
- **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):** $193518239.31
- **C.18.a - Value (excl. sponsor support):** $193518239.31
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-01-25
- **C.13 - Final Legal Maturity Date:** 2027-01-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B63H7, C.4 - ISIN: US3130B63H76, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $240901963.61
- **C.18.a - Value (excl. sponsor support):** $240901963.61
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2026-05-22
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **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 41: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6AF3, C.4 - ISIN: US3130B6AF36, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $265988298.66
- **C.18.a - Value (excl. sponsor support):** $265988298.66
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.395000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6AL0, C.4 - ISIN: US3130B6AL04, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145103733.42
- **C.18.a - Value (excl. sponsor support):** $145103733.42
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.210000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6FG6, C.4 - ISIN: US3130B6FG63, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $217674821.76
- **C.18.a - Value (excl. sponsor support):** $217674821.76
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **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 44: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6QN9, C.4 - ISIN: US3130B6QN95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $121283914.41
- **C.18.a - Value (excl. sponsor support):** $121283914.41
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **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 45: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6R65, C.4 - ISIN: US3130B6R659, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $9701242.28
- **C.18.a - Value (excl. sponsor support):** $9701242.28
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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 46: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.225000%
- **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):** $121265295.69
- **C.18.a - Value (excl. sponsor support):** $121265295.69
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-06-17
- **C.13 - Final Legal Maturity Date:** 2027-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.260000%
- **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):** $145097087.67
- **C.18.a - Value (excl. sponsor support):** $145097087.67
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-06-17
- **C.13 - Final Legal Maturity Date:** 2027-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.145000%
- **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):** $241708215.38
- **C.18.a - Value (excl. sponsor support):** $241708215.38
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 49: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B75R1, C.4 - ISIN: US3130B75R13, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $338805495.34
- **C.18.a - Value (excl. sponsor support):** $338805495.34
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-19
- **C.13 - Final Legal Maturity Date:** 2025-11-19
- **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 50: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7F90, C.4 - ISIN: US3130B7F900, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241404564.87
- **C.18.a - Value (excl. sponsor support):** $241404564.87
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **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 51: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.195000%
- **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):** $86605687.02
- **C.18.a - Value (excl. sponsor support):** $86605687.02
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.300000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7G99, C.4 - ISIN: US3130B7G999, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $144780506.25
- **C.18.a - Value (excl. sponsor support):** $144780506.25
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2026-09-08
- **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 53: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.165000%
- **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):** $145006633.75
- **C.18.a - Value (excl. sponsor support):** $145006633.75
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 54: 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: 3130B7GS7, C.4 - ISIN: US3130B7GS75, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241464988.89
- **C.18.a - Value (excl. sponsor support):** $241464988.89
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **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 55: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7GT5, C.4 - ISIN: US3130B7GT58, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $183797505.83
- **C.18.a - Value (excl. sponsor support):** $183797505.83
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-09-11
- **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 56: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.165000%
- **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):** $241008659.13
- **C.18.a - Value (excl. sponsor support):** $241008659.13
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: 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: 3130B7HN7, C.4 - ISIN: US3130B7HN79, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $144533310.09
- **C.18.a - Value (excl. sponsor support):** $144533310.09
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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 58: 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: 3130B7JF2, C.4 - ISIN: US3130B7JF28, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $207791658.83
- **C.18.a - Value (excl. sponsor support):** $207791658.83
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 59: 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):** $217089731.07
- **C.18.a - Value (excl. sponsor support):** $217089731.07
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **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 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: 3130B7Q64, C.4 - ISIN: US3130B7Q642, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241204546.70
- **C.18.a - Value (excl. sponsor support):** $241204546.70
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **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 61: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.290000%
- **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):** $145015467.15
- **C.18.a - Value (excl. sponsor support):** $145015467.15
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-09-15
- **C.13 - Final Legal Maturity Date:** 2027-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: 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):** $242295229.11
- **C.18.a - Value (excl. sponsor support):** $242295229.11
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **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 63: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.310000%
- **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):** $169030889.82
- **C.18.a - Value (excl. sponsor support):** $169030889.82
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-09-21
- **C.13 - Final Legal Maturity Date:** 2027-09-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: 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):** $241018438.33
- **C.18.a - Value (excl. sponsor support):** $241018438.33
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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 65: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.280000%
- **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):** $22201093.35
- **C.18.a - Value (excl. sponsor support):** $22201093.35
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **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 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: 313313ML9, C.4 - ISIN: US313313ML91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $18895779.06
- **C.18.a - Value (excl. sponsor support):** $18895779.06
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **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? 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: 313313PL6, C.4 - ISIN: US313313PL64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24171074.89
- **C.18.a - Value (excl. sponsor support):** $24171074.89
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2025-11-19
- **C.12 - Maturity Date (WAL):** 2025-11-19
- **C.13 - Final Legal Maturity Date:** 2025-11-19
- **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? Yes, 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: 313313QA9, C.4 - ISIN: US313313QA90, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9613831.78
- **C.18.a - Value (excl. sponsor support):** $9613831.78
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **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 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: 313313QC5, C.4 - ISIN: US313313QC56, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $33760328.22
- **C.18.a - Value (excl. sponsor support):** $33760328.22
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **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 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: 313313QP6, C.4 - ISIN: US313313QP69, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $38381730.04
- **C.18.a - Value (excl. sponsor support):** $38381730.04
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **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 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: 313313RL4, C.4 - ISIN: US313313RL47, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $71551112.26
- **C.18.a - Value (excl. sponsor support):** $71551112.26
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: 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: 313313RN0, C.4 - ISIN: US313313RN03, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $47492666.88
- **C.18.a - Value (excl. sponsor support):** $47492666.88
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **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 73: 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: 313313SD1, C.4 - ISIN: US313313SD12, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $28647509.06
- **C.18.a - Value (excl. sponsor support):** $28647509.06
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-23
- **C.12 - Maturity Date (WAL):** 2026-01-23
- **C.13 - Final Legal Maturity Date:** 2026-01-23
- **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 74: 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):** $47734676.79
- **C.18.a - Value (excl. sponsor support):** $47734676.79
- **C.19 - Percentage of Net Assets:** 0.0600%
- **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? No, C.23 Categorized at Level 3? No

### Security 75: 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):** $47700113.75
- **C.18.a - Value (excl. sponsor support):** $47700113.75
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? No, C.23 Categorized at Level 3? No

### Security 76: 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):** $47557416.50
- **C.18.a - Value (excl. sponsor support):** $47557416.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? No, C.23 Categorized at Level 3? No

### Security 77: 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):** $32809941.55
- **C.18.a - Value (excl. sponsor support):** $32809941.55
- **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 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: 313385C53, C.4 - ISIN: US313385C539, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $26063712.63
- **C.18.a - Value (excl. sponsor support):** $26063712.63
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **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 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: 313385MQ6, C.4 - ISIN: US313385MQ65, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145002783.00
- **C.18.a - Value (excl. sponsor support):** $145002783.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-10-06
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **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? Yes, C.23 Categorized at Level 3? No

### Security 80: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NR3, C.4 - ISIN: US313385NR30, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $144498057.85
- **C.18.a - Value (excl. sponsor support):** $144498057.85
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 81: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PD2, C.4 - ISIN: US313385PD26, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $240597176.07
- **C.18.a - Value (excl. sponsor support):** $240597176.07
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2025-11-12
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **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? 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: 313385QB5, C.4 - ISIN: US313385QB50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $143894052.04
- **C.18.a - Value (excl. sponsor support):** $143894052.04
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2025-12-04
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385RU2, C.4 - ISIN: US313385RU23, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $47857745.28
- **C.18.a - Value (excl. sponsor support):** $47857745.28
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-14
- **C.12 - Maturity Date (WAL):** 2026-01-14
- **C.13 - Final Legal Maturity Date:** 2026-01-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385RW8, C.4 - ISIN: US313385RW88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $239039853.00
- **C.18.a - Value (excl. sponsor support):** $239039853.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-16
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **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 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: 313385SR8, C.4 - ISIN: US313385SR84, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $190576101.90
- **C.18.a - Value (excl. sponsor support):** $190576101.90
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **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 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: 313385SY3, C.4 - ISIN: US313385SY36, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $333831804.05
- **C.18.a - Value (excl. sponsor support):** $333831804.05
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-11
- **C.12 - Maturity Date (WAL):** 2026-02-11
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385TH9, C.4 - ISIN: US313385TH93, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $332794085.47
- **C.18.a - Value (excl. sponsor support):** $332794085.47
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-20
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **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 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: 313385TP1, C.4 - ISIN: US313385TP10, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $238190565.10
- **C.18.a - Value (excl. sponsor support):** $238190565.10
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **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 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: 313385TW6, C.4 - ISIN: US313385TW60, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $285197492.03
- **C.18.a - Value (excl. sponsor support):** $285197492.03
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? No, 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: 313385TX4, C.4 - ISIN: US313385TX44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $237147983.73
- **C.18.a - Value (excl. sponsor support):** $237147983.73
- **C.19 - Percentage of Net Assets:** 0.2800%
- **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? No, 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: 313385UE4, C.4 - ISIN: US313385UE44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $312690637.02
- **C.18.a - Value (excl. sponsor support):** $312690637.02
- **C.19 - Percentage of Net Assets:** 0.3700%
- **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 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: 313385UK0, C.4 - ISIN: US313385UK04, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $332282942.17
- **C.18.a - Value (excl. sponsor support):** $332282942.17
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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? No, 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: 313385YD2, C.4 - ISIN: US313385YD25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $15591355.52
- **C.18.a - Value (excl. sponsor support):** $15591355.52
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **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 94: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313397NY3, C.4 - ISIN: US313397NY37, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $240576017.26
- **C.18.a - Value (excl. sponsor support):** $240576017.26
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 95: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313397RS2, C.4 - ISIN: US313397RS23, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $237361867.20
- **C.18.a - Value (excl. sponsor support):** $237361867.20
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-12
- **C.12 - Maturity Date (WAL):** 2026-01-12
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: 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):** $24756140.54
- **C.18.a - Value (excl. sponsor support):** $24756140.54
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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 97: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EMPC0, C.4 - ISIN: US3133EMPC01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $119388509.94
- **C.18.a - Value (excl. sponsor support):** $119388509.94
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **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 98: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.185000%
- **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):** $86732598.33
- **C.18.a - Value (excl. sponsor support):** $86732598.33
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 99: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.285000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPD44, C.4 - ISIN: US3133EPD443, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $168232052.19
- **C.18.a - Value (excl. sponsor support):** $168232052.19
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **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 100: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.285000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPH24, C.4 - ISIN: US3133EPH246, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $18904840.67
- **C.18.a - Value (excl. sponsor support):** $18904840.67
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **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 101: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.280000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPM69, C.4 - ISIN: US3133EPM691, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $14404728.09
- **C.18.a - Value (excl. sponsor support):** $14404728.09
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-15
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **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 102: 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):** $111834395.21
- **C.18.a - Value (excl. sponsor support):** $111834395.21
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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 103: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.255000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPP82, C.4 - ISIN: US3133EPP827, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $192408775.36
- **C.18.a - Value (excl. sponsor support):** $192408775.36
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **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 104: 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):** $44607908.71
- **C.18.a - Value (excl. sponsor support):** $44607908.71
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **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 105: 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):** $39027678.05
- **C.18.a - Value (excl. sponsor support):** $39027678.05
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-17
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.225000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPU45, C.4 - ISIN: US3133EPU454, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $38504825.59
- **C.18.a - Value (excl. sponsor support):** $38504825.59
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.285000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPXS9, C.4 - ISIN: US3133EPXS91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $228404670.79
- **C.18.a - Value (excl. sponsor support):** $228404670.79
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **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? Yes, C.23 Categorized at Level 3? No

### Security 108: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.245000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPY58, C.4 - ISIN: US3133EPY589, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $149910723.85
- **C.18.a - Value (excl. sponsor support):** $149910723.85
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-29
- **C.13 - Final Legal Maturity Date:** 2025-10-29
- **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 109: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 5.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPYK5, C.4 - ISIN: US3133EPYK56, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $138887147.13
- **C.18.a - Value (excl. sponsor support):** $138887147.13
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-10
- **C.12 - Maturity Date (WAL):** 2025-10-10
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **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 110: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.290000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPYR0, C.4 - ISIN: US3133EPYR00, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96106612.64
- **C.18.a - Value (excl. sponsor support):** $96106612.64
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **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 111: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 5.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPYW9, C.4 - ISIN: US3133EPYW94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24750411.09
- **C.18.a - Value (excl. sponsor support):** $24750411.09
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-20
- **C.12 - Maturity Date (WAL):** 2025-10-20
- **C.13 - Final Legal Maturity Date:** 2025-10-20
- **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 112: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPZ57, C.4 - ISIN: US3133EPZ578, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99645834.92
- **C.18.a - Value (excl. sponsor support):** $99645834.92
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **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 113: 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):** $23933207.94
- **C.18.a - Value (excl. sponsor support):** $23933207.94
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 114: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.260000%
- **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):** $196190204.04
- **C.18.a - Value (excl. sponsor support):** $196190204.04
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.190000%
- **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):** $77508207.25
- **C.18.a - Value (excl. sponsor support):** $77508207.25
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-02-18
- **C.13 - Final Legal Maturity Date:** 2027-02-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 116: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.225000%
- **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):** $87179926.56
- **C.18.a - Value (excl. sponsor support):** $87179926.56
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 117: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.205000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4P3, C.4 - ISIN: US3133ER4P39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100006060.00
- **C.18.a - Value (excl. sponsor support):** $100006060.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-08-24
- **C.13 - Final Legal Maturity Date:** 2026-08-24
- **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 118: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.180000%
- **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):** $169552269.47
- **C.18.a - Value (excl. sponsor support):** $169552269.47
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-01-25
- **C.13 - Final Legal Maturity Date:** 2027-01-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 119: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.170000%
- **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):** $121233658.45
- **C.18.a - Value (excl. sponsor support):** $121233658.45
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 120: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER5L1, C.4 - ISIN: US3133ER5L16, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $53718082.73
- **C.18.a - Value (excl. sponsor support):** $53718082.73
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **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 4.220000%
- **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):** $43704230.60
- **C.18.a - Value (excl. sponsor support):** $43704230.60
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 122: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.175000%
- **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):** $174209589.68
- **C.18.a - Value (excl. sponsor support):** $174209589.68
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-03-10
- **C.13 - Final Legal Maturity Date:** 2027-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.185000%
- **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):** $124995313.75
- **C.18.a - Value (excl. sponsor support):** $124995313.75
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 4.240000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERAG6, C.4 - ISIN: US3133ERAG66, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $148001666.48
- **C.18.a - Value (excl. sponsor support):** $148001666.48
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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? 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 4.265000%
- **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):** $72659426.00
- **C.18.a - Value (excl. sponsor support):** $72659426.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-11-18
- **C.13 - Final Legal Maturity Date:** 2026-11-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 126: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.225000%
- **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):** $96434491.92
- **C.18.a - Value (excl. sponsor support):** $96434491.92
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 127: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.235000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDP3, C.4 - ISIN: US3133ERDP39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $38002801.36
- **C.18.a - Value (excl. sponsor support):** $38002801.36
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 128: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.185000%
- **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):** $144643790.66
- **C.18.a - Value (excl. sponsor support):** $144643790.66
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.210000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERFS5, C.4 - ISIN: US3133ERFS59, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96423314.34
- **C.18.a - Value (excl. sponsor support):** $96423314.34
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 130: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.175000%
- **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):** $96323273.78
- **C.18.a - Value (excl. sponsor support):** $96323273.78
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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 4.230000%
- **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):** $144972836.89
- **C.18.a - Value (excl. sponsor support):** $144972836.89
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 132: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.240000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJD4, C.4 - ISIN: US3133ERJD45, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $97018306.81
- **C.18.a - Value (excl. sponsor support):** $97018306.81
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 133: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.225000%
- **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):** $96643154.12
- **C.18.a - Value (excl. sponsor support):** $96643154.12
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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 4.250000%
- **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):** $48934624.13
- **C.18.a - Value (excl. sponsor support):** $48934624.13
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 135: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.255000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERLR0, C.4 - ISIN: US3133ERLR03, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $58013671.18
- **C.18.a - Value (excl. sponsor support):** $58013671.18
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 136: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.265000%
- **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):** $19017661.45
- **C.18.a - Value (excl. sponsor support):** $19017661.45
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-12-23
- **C.13 - Final Legal Maturity Date:** 2026-12-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.185000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ87, C.4 - ISIN: US3133ERQ870, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96715915.85
- **C.18.a - Value (excl. sponsor support):** $96715915.85
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-30
- **C.13 - Final Legal Maturity Date:** 2025-12-30
- **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 138: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.260000%
- **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):** $144196784.77
- **C.18.a - Value (excl. sponsor support):** $144196784.77
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 139: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.255000%
- **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):** $40024474.80
- **C.18.a - Value (excl. sponsor support):** $40024474.80
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-06
- **C.13 - Final Legal Maturity Date:** 2026-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.265000%
- **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):** $40055878.00
- **C.18.a - Value (excl. sponsor support):** $40055878.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 141: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.270000%
- **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):** $17413651.69
- **C.18.a - Value (excl. sponsor support):** $17413651.69
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERS69, C.4 - ISIN: US3133ERS694, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100018620.00
- **C.18.a - Value (excl. sponsor support):** $100018620.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **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 143: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.240000%
- **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):** $38819019.76
- **C.18.a - Value (excl. sponsor support):** $38819019.76
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 144: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.280000%
- **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):** $145269889.12
- **C.18.a - Value (excl. sponsor support):** $145269889.12
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 145: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.220000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERUF6, C.4 - ISIN: US3133ERUF63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $145226705.18
- **C.18.a - Value (excl. sponsor support):** $145226705.18
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-22
- **C.13 - Final Legal Maturity Date:** 2025-12-22
- **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 146: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.275000%
- **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):** $58216889.64
- **C.18.a - Value (excl. sponsor support):** $58216889.64
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.250000%
- **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):** $200155416.00
- **C.18.a - Value (excl. sponsor support):** $200155416.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 148: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.195000%
- **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):** $48415195.18
- **C.18.a - Value (excl. sponsor support):** $48415195.18
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 149: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.210000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXA4, C.4 - ISIN: US3133ERXA40, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $212948679.59
- **C.18.a - Value (excl. sponsor support):** $212948679.59
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **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 150: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.285000%
- **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):** $121073699.89
- **C.18.a - Value (excl. sponsor support):** $121073699.89
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 151: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.280000%
- **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):** $63011989.53
- **C.18.a - Value (excl. sponsor support):** $63011989.53
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-09-29
- **C.13 - Final Legal Maturity Date:** 2027-09-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 152: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.235000%
- **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):** $145214835.08
- **C.18.a - Value (excl. sponsor support):** $145214835.08
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-04-01
- **C.13 - Final Legal Maturity Date:** 2027-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 153: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.175000%
- **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):** $116107988.84
- **C.18.a - Value (excl. sponsor support):** $116107988.84
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 154: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.230000%
- **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):** $280727205.45
- **C.18.a - Value (excl. sponsor support):** $280727205.45
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-04-01
- **C.13 - Final Legal Maturity Date:** 2027-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 155: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.190000%
- **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):** $241300000.00
- **C.18.a - Value (excl. sponsor support):** $241300000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 1.0000%
- **C.11 - Maturity Date (WAM):** 2025-10-06
- **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 156: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.255000%
- **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):** $96810200.78
- **C.18.a - Value (excl. sponsor support):** $96810200.78
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-04-16
- **C.13 - Final Legal Maturity Date:** 2027-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 157: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.260000%
- **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):** $241905052.43
- **C.18.a - Value (excl. sponsor support):** $241905052.43
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 158: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.190000%
- **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):** $209559996.61
- **C.18.a - Value (excl. sponsor support):** $209559996.61
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 159: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.058500%
- **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):** $62908275.12
- **C.18.a - Value (excl. sponsor support):** $62908275.12
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **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 160: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.170000%
- **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):** $38801520.18
- **C.18.a - Value (excl. sponsor support):** $38801520.18
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 161: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.175000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETLP0, C.4 - ISIN: US3133ETLP03, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $116105864.21
- **C.18.a - Value (excl. sponsor support):** $116105864.21
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 162: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.195000%
- **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):** $115008653.75
- **C.18.a - Value (excl. sponsor support):** $115008653.75
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 163: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETNY9, C.4 - ISIN: US3133ETNY91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96657835.42
- **C.18.a - Value (excl. sponsor support):** $96657835.42
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **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 164: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.215000%
- **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):** $96765855.39
- **C.18.a - Value (excl. sponsor support):** $96765855.39
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-07-09
- **C.13 - Final Legal Maturity Date:** 2027-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 165: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETSK4, C.4 - ISIN: US3133ETSK43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $95802563.61
- **C.18.a - Value (excl. sponsor support):** $95802563.61
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 166: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.165000%
- **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):** $231713088.73
- **C.18.a - Value (excl. sponsor support):** $231713088.73
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-08-11
- **C.13 - Final Legal Maturity Date:** 2026-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 167: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.270000%
- **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):** $48364431.51
- **C.18.a - Value (excl. sponsor support):** $48364431.51
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-08-25
- **C.13 - Final Legal Maturity Date:** 2027-08-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 168: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.160000%
- **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):** $433881540.90
- **C.18.a - Value (excl. sponsor support):** $433881540.90
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 169: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.250000%
- **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):** $144124711.71
- **C.18.a - Value (excl. sponsor support):** $144124711.71
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-07-19
- **C.13 - Final Legal Maturity Date:** 2027-07-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 170: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.270000%
- **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):** $144826363.74
- **C.18.a - Value (excl. sponsor support):** $144826363.74
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-09-23
- **C.13 - Final Legal Maturity Date:** 2027-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 171: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 0.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134GWZG4, C.4 - ISIN: US3134GWZG42, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $32283590.11
- **C.18.a - Value (excl. sponsor support):** $32283590.11
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-20
- **C.12 - Maturity Date (WAL):** 2025-10-20
- **C.13 - Final Legal Maturity Date:** 2025-10-20
- **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 172: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.240000%
- **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):** $153872202.95
- **C.18.a - Value (excl. sponsor support):** $153872202.95
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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? No, C.23 Categorized at Level 3? No

### Security 173: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.270000%
- **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):** $61050941.72
- **C.18.a - Value (excl. sponsor support):** $61050941.72
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 174: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.270000%
- **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):** $130716083.81
- **C.18.a - Value (excl. sponsor support):** $130716083.81
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 175: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.245000%
- **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):** $60035405.40
- **C.18.a - Value (excl. sponsor support):** $60035405.40
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 176: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.270000%
- **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):** $68653169.80
- **C.18.a - Value (excl. sponsor support):** $68653169.80
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 177: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.240000%
- **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):** $65839585.94
- **C.18.a - Value (excl. sponsor support):** $65839585.94
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 178: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.255000%
- **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):** $169333734.72
- **C.18.a - Value (excl. sponsor support):** $169333734.72
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 179: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBP54, C.4 - ISIN: US3134HBP547, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $239842108.59
- **C.18.a - Value (excl. sponsor support):** $239842108.59
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **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 180: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.245000%
- **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):** $120605281.07
- **C.18.a - Value (excl. sponsor support):** $120605281.07
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 181: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.270000%
- **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):** $144826052.42
- **C.18.a - Value (excl. sponsor support):** $144826052.42
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 182: 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: 3134HBR52, C.4 - ISIN: US3134HBR527, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $241317320.50
- **C.18.a - Value (excl. sponsor support):** $241317320.50
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-10-19
- **C.12 - Maturity Date (WAL):** 2026-10-19
- **C.13 - Final Legal Maturity Date:** 2026-10-19
- **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 183: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.675000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBR86, C.4 - ISIN: US3134HBR865, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $337550010.46
- **C.18.a - Value (excl. sponsor support):** $337550010.46
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-03-23
- **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 184: 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: 3134HBS77, C.4 - ISIN: US3134HBS772, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $192960085.53
- **C.18.a - Value (excl. sponsor support):** $192960085.53
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-10-23
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 185: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.210000%
- **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):** $72559226.91
- **C.18.a - Value (excl. sponsor support):** $72559226.91
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 186: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313589PZ0, C.4 - ISIN: US313589PZ08, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $240073661.13
- **C.18.a - Value (excl. sponsor support):** $240073661.13
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 187: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.230000%
- **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):** $96674231.30
- **C.18.a - Value (excl. sponsor support):** $96674231.30
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 188: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.250000%
- **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):** $42524820.85
- **C.18.a - Value (excl. sponsor support):** $42524820.85
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 189: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.265000%
- **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):** $239398439.82
- **C.18.a - Value (excl. sponsor support):** $239398439.82
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 190: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.270000%
- **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):** $113089812.40
- **C.18.a - Value (excl. sponsor support):** $113089812.40
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 191: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.270000%
- **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):** $100684329.97
- **C.18.a - Value (excl. sponsor support):** $100684329.97
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 192: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.270000%
- **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):** $140732216.01
- **C.18.a - Value (excl. sponsor support):** $140732216.01
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 193: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.270000%
- **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):** $52942057.62
- **C.18.a - Value (excl. sponsor support):** $52942057.62
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 194: RIVERSIDE HOME LENDING

- **C.1 - Title:** TAXABLE S/F RENTAL HOUSING RB SERIES 2021A 4.200000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 769141AA0, C.4 - ISIN: US769141AA08, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $77300000.00
- **C.18.a - Value (excl. sponsor support):** $77300000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2061-09-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 195: AVENTURA BORROWERS

- **C.1 - Title:** TAXABLE M/F HOUSING RB (AVENTURA SR LIVING) SERIES 2025A 4.200000%
- **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:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2065-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 196: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 2.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128285T3, C.4 - ISIN: US9128285T35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $247770416.83
- **C.18.a - Value (excl. sponsor support):** $247770416.83
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **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 197: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 2.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286A3, C.4 - ISIN: US9128286A35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $80049331.38
- **C.18.a - Value (excl. sponsor support):** $80049331.38
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **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 198: 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):** $29133013.15
- **C.18.a - Value (excl. sponsor support):** $29133013.15
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **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 199: 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):** $144902941.34
- **C.18.a - Value (excl. sponsor support):** $144902941.34
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 200: 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):** $72880800.92
- **C.18.a - Value (excl. sponsor support):** $72880800.92
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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 201: 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):** $64883294.14
- **C.18.a - Value (excl. sponsor support):** $64883294.14
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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 202: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 2.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828M56, C.4 - ISIN: US912828M565, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $48399180.14
- **C.18.a - Value (excl. sponsor support):** $48399180.14
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2025-11-15
- **C.12 - Maturity Date (WAL):** 2025-11-15
- **C.13 - Final Legal Maturity Date:** 2025-11-15
- **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 203: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 1.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828P46, C.4 - ISIN: US912828P469, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $142483787.87
- **C.18.a - Value (excl. sponsor support):** $142483787.87
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-02-15
- **C.12 - Maturity Date (WAL):** 2026-02-15
- **C.13 - Final Legal Maturity Date:** 2026-02-15
- **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 204: 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):** $35130664.20
- **C.18.a - Value (excl. sponsor support):** $35130664.20
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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 205: 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):** $32303515.58
- **C.18.a - Value (excl. sponsor support):** $32303515.58
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 206: 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):** $42487922.09
- **C.18.a - Value (excl. sponsor support):** $42487922.09
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 207: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAZ4, C.4 - ISIN: US91282CAZ41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $289834875.22
- **C.18.a - Value (excl. sponsor support):** $289834875.22
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-30
- **C.12 - Maturity Date (WAL):** 2025-11-30
- **C.13 - Final Legal Maturity Date:** 2025-11-30
- **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 208: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBC4, C.4 - ISIN: US91282CBC47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $415150426.10
- **C.18.a - Value (excl. sponsor support):** $415150426.10
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **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 209: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBH3, C.4 - ISIN: US91282CBH34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $129945476.70
- **C.18.a - Value (excl. sponsor support):** $129945476.70
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **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 210: 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):** $120319520.76
- **C.18.a - Value (excl. sponsor support):** $120319520.76
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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 211: 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):** $64016443.40
- **C.18.a - Value (excl. sponsor support):** $64016443.40
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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 212: 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):** $221464615.18
- **C.18.a - Value (excl. sponsor support):** $221464615.18
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **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 213: 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):** $486605950.34
- **C.18.a - Value (excl. sponsor support):** $486605950.34
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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 214: 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):** $392412197.33
- **C.18.a - Value (excl. sponsor support):** $392412197.33
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 215: 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):** $47951742.37
- **C.18.a - Value (excl. sponsor support):** $47951742.37
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 216: 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):** $224262001.16
- **C.18.a - Value (excl. sponsor support):** $224262001.16
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 217: 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):** $75266965.14
- **C.18.a - Value (excl. sponsor support):** $75266965.14
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 218: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 3.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGE5, C.4 - ISIN: US91282CGE57, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $101976442.08
- **C.18.a - Value (excl. sponsor support):** $101976442.08
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 219: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGL9, C.4 - ISIN: US91282CGL90, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $48011926.56
- **C.18.a - Value (excl. sponsor support):** $48011926.56
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-02-15
- **C.12 - Maturity Date (WAL):** 2026-02-15
- **C.13 - Final Legal Maturity Date:** 2026-02-15
- **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 220: 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):** $142491909.30
- **C.18.a - Value (excl. sponsor support):** $142491909.30
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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 221: 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):** $307938712.49
- **C.18.a - Value (excl. sponsor support):** $307938712.49
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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 222: 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):** $58185716.87
- **C.18.a - Value (excl. sponsor support):** $58185716.87
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 223: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJL6, C.4 - ISIN: US91282CJL63, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $79896821.34
- **C.18.a - Value (excl. sponsor support):** $79896821.34
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-30
- **C.12 - Maturity Date (WAL):** 2025-11-30
- **C.13 - Final Legal Maturity Date:** 2025-11-30
- **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 224: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJS1, C.4 - ISIN: US91282CJS17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $481164080.99
- **C.18.a - Value (excl. sponsor support):** $481164080.99
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **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 225: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.143500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $448407721.44
- **C.18.a - Value (excl. sponsor support):** $448407721.44
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **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 226: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJV4, C.4 - ISIN: US91282CJV46, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $149717521.27
- **C.18.a - Value (excl. sponsor support):** $149717521.27
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **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 227: 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):** $270774427.51
- **C.18.a - Value (excl. sponsor support):** $270774427.51
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **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 228: 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):** $257635134.15
- **C.18.a - Value (excl. sponsor support):** $257635134.15
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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 229: 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):** $458396258.42
- **C.18.a - Value (excl. sponsor support):** $458396258.42
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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 230: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.048500%
- **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):** $79886659.10
- **C.18.a - Value (excl. sponsor support):** $79886659.10
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 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):** $613648910.71
- **C.18.a - Value (excl. sponsor support):** $613648910.71
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-05-31
- **C.12 - Maturity Date (WAL):** 2026-05-31
- **C.13 - Final Legal Maturity Date:** 2026-05-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 232: 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):** $97492376.83
- **C.18.a - Value (excl. sponsor support):** $97492376.83
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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 4.080500%
- **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):** $117402694.34
- **C.18.a - Value (excl. sponsor support):** $117402694.34
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 234: 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):** $141294762.24
- **C.18.a - Value (excl. sponsor support):** $141294762.24
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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 235: 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):** $63672898.28
- **C.18.a - Value (excl. sponsor support):** $63672898.28
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 4.103500%
- **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):** $250591386.88
- **C.18.a - Value (excl. sponsor support):** $250591386.88
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 237: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 3.996500%
- **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):** $175298073.22
- **C.18.a - Value (excl. sponsor support):** $175298073.22
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 238: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.058500%
- **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):** $559208074.48
- **C.18.a - Value (excl. sponsor support):** $559208074.48
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 239: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.057500%
- **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):** $327469816.98
- **C.18.a - Value (excl. sponsor support):** $327469816.98
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 240: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.280000%
- **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: ARP19QB45, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP19QB45
- **C.18 - Value (incl. sponsor support):** $435000000.00
- **C.18.a - Value (excl. sponsor support):** $435000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNRM RC057EA R21F057                               | 2046-05-25      | 1.0000%  | 0.0000% | $18115488.00       | $6050350.63        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-001 FL                                   | 2053-01-20      | 5.3888%  | 0.0000% | $50000000.00       | $33926051.13       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-095 FN                                   | 2054-06-20      | 5.6388%  | 0.0000% | $100000000.00      | $39773250.42       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2052-11-25      | 5.0000%  | 0.0000% | $27755560.00       | $26975150.67       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2051-11-25      | 1.5000%  | 0.0000% | $36497360.00       | $19091073.29       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2052-04-25      | 4.5000%  | 0.0000% | $53197632.00       | $50698484.56       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-11-25      | 5.6060%  | 0.0000% | $66055552.00       | $60023654.65       | Agency Collateralized Mortgage Obligation |
| GNRM 2023-196 E                                    | 2048-09-20      | 3.0000%  | 0.0000% | $24021000.00       | $14756058.55       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-098 PW                                   | 2055-05-20      | 5.0000%  | 0.0000% | $8340080.00        | $8369631.30        | Agency Collateralized Mortgage Obligation |
| GNRM 2023-136 YC                                   | 2053-09-20      | 6.0000%  | 0.0000% | $14748496.00       | $15519227.82       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-J29       A-2    20271125 1.4 | 2027-11-25      | 1.4090%  | 0.0000% | $50000000.00       | $34178471.99       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-167 FA                                   | 2053-11-20      | 5.8888%  | 0.0000% | $30000000.00       | $11813021.06       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-098 NF                                   | 2055-06-20      | 6.0000%  | 0.0000% | $100000000.00      | $99902668.83       | Agency Collateralized Mortgage Obligation |
| GNRA 2019-20 EF                                    | 2049-02-20      | 4.5000%  | 0.0000% | $99999997.00       | $19305967.52       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2036-10-25      | 4.5000%  | 0.0000% | $2112100.00        | $2093179.81        | Agency Collateralized Mortgage Obligation |
| FNRM CL033PL R25F033                               | 2054-05-25      | 5.0000%  | 0.0000% | $9809664.00        | $9528173.51        | Agency Collateralized Mortgage Obligation |

### Security 241: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.280000%
- **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: ARP1A6S80, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1A6S80
- **C.18 - Value (incl. sponsor support):** $1213000000.00
- **C.18.a - Value (excl. sponsor support):** $1213000000.00
- **C.19 - Percentage of Net Assets:** 1.4400%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 04.500 CLAL0065                               | 2041-04-01      | 4.5000%  | 0.0000% | $11000.00          | $537.33            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL5259                               | 2029-05-01      | 3.5000%  | 0.0000% | $42000.00          | $2020.29           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL6307                               | 2045-02-01      | 4.5000%  | 0.0000% | $3000.00           | $195.70            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIAL8215                               | 2026-06-01      | 5.0000%  | 0.0000% | $70000.00          | $7.02              | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL190391                               | 2038-09-01      | 6.0000%  | 0.0000% | $14000.00          | $82.27             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAL6715                               | 2045-02-01      | 4.0000%  | 0.0000% | $1000.00           | $72.95             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIAH8168                               | 2026-04-01      | 4.5000%  | 0.0000% | $600000.00         | $1261.41           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL9259                               | 2031-08-01      | 3.5000%  | 0.0000% | $1000.00           | $97.32             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAI2095                               | 2026-05-01      | 4.0000%  | 0.0000% | $1170000.00        | $2849.74           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIAL4898                               | 2027-01-01      | 4.5000%  | 0.0000% | $7000.00           | $6.30              | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAL7387                               | 2029-07-01      | 4.0000%  | 0.0000% | $500000.00         | $1881.10           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD6447                               | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $925.11            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBR4393                               | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $576.29            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDD1115                               | 2055-01-01      | 7.0000%  | 0.0000% | $1000.00           | $634.53            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDC6979                               | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $974.29            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIAL3928                               | 2026-06-01      | 5.0000%  | 0.0000% | $400000.00         | $5.97              | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIAL4432                               | 2026-10-01      | 4.5000%  | 0.0000% | $175000.00         | $716.43            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIAL6468                               | 2026-07-01      | 5.0000%  | 0.0000% | $140000.00         | $2.63              | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3745                               | 2049-08-01      | 3.5000%  | 0.0000% | $17000.00          | $1731.07           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA3559                               | 2034-01-01      | 3.5000%  | 0.0000% | $27000.00          | $2085.58           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA3331                               | 2048-04-01      | 3.0000%  | 0.0000% | $3000.00           | $445.78            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA3106                               | 2047-08-01      | 3.0000%  | 0.0000% | $1000.00           | $175.21            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3306                               | 2048-03-01      | 4.0000%  | 0.0000% | $1000.00           | $118.56            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4437                               | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $635.06            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIMA3439                               | 2033-08-01      | 4.0000%  | 0.0000% | $12000.00          | $915.18            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA3448                               | 2048-08-01      | 5.0000%  | 0.0000% | $40000.00          | $3693.91           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIMA3060                               | 2032-07-01      | 3.0000%  | 0.0000% | $41000.00          | $4562.67           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3058                               | 2047-07-01      | 4.0000%  | 0.0000% | $29000.00          | $2889.20           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA2956                               | 2047-04-01      | 3.0000%  | 0.0000% | $2000.00           | $460.67            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA3632                               | 2034-04-01      | 3.5000%  | 0.0000% | $16000.00          | $1208.65           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA3073                               | 2047-07-01      | 4.5000%  | 0.0000% | $8000.00           | $778.16            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA7336                               | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $541.10            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CNMA2779                               | 2026-10-01      | 2.0000%  | 0.0000% | $30000.00          | $672.13            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIMA0888                               | 2026-09-01      | 4.0000%  | 0.0000% | $453000.00         | $2905.06           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA3358                               | 2048-05-01      | 4.5000%  | 0.0000% | $2000.00           | $185.13            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIFM3388                               | 2034-03-01      | 4.0000%  | 0.0000% | $25000.00          | $610.33            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA2539                               | 2046-02-01      | 4.0000%  | 0.0000% | $1000.00           | $106.86            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFA2010                               | 2052-05-01      | 2.5000%  | 0.0000% | $1024.00           | $853.58            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM3387                               | 2035-03-01      | 3.5000%  | 0.0000% | $4000.00           | $700.52            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFM0036                               | 2049-08-01      | 5.0000%  | 0.0000% | $3000.00           | $677.29            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIFM2875                               | 2027-03-01      | 5.0000%  | 0.0000% | $160000.00         | $57.16             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CRMA1253                               | 2042-11-01      | 4.0000%  | 0.0000% | $1000.00           | $111.58            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA2707                               | 2055-07-01      | 6.0000%  | 0.0000% | $1024.00           | $1048.52           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL976969                               | 2038-02-01      | 6.0000%  | 0.0000% | $125000.00         | $2969.11           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CIMA5747                               | 2040-06-01      | 6.0000%  | 0.0000% | $2000.00           | $1937.74           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAE4103                               | 2040-09-01      | 4.5000%  | 0.0000% | $1000.00           | $46.18             | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBAE0762                               | 2040-12-01      | 6.7860%  | 0.0000% | $257000.00         | $3202.20           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL932771                               | 2040-05-01      | 5.5000%  | 0.0000% | $92000.00          | $2393.96           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL883115                               | 2036-07-01      | 6.0000%  | 0.0000% | $115219.00         | $962.33            | Agency Mortgage-Backed Securities         |
| FNMS 05.600 CA969582                               | 2037-12-01      | 5.6000%  | 0.0000% | $1000.00           | $82.10             | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX S1888121                               | 2036-12-01      | 6.3150%  | 0.0000% | $570000.00         | $3251.07           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3803                               | 2049-10-01      | 3.5000%  | 0.0000% | $1000.00           | $121.88            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3803                               | 2049-10-01      | 3.5000%  | 0.0000% | $38000.00          | $4631.55           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA3905                               | 2050-01-01      | 3.0000%  | 0.0000% | $1000.00           | $176.82            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA3991                               | 2050-04-01      | 3.0000%  | 0.0000% | $7000.00           | $1369.11           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTMA3890                               | 2040-01-01      | 3.0000%  | 0.0000% | $2000.00           | $340.87            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA3902                               | 2050-01-01      | 2.5000%  | 0.0000% | $1000.00           | $228.80            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CNMA3097                               | 2027-08-01      | 3.5000%  | 0.0000% | $13000.00          | $516.00            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA3147                               | 2047-10-01      | 3.0000%  | 0.0000% | $3000.00           | $478.46            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA3377                               | 2048-05-01      | 3.0000%  | 0.0000% | $1000.00           | $164.73            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3238                               | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $140.27            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM3241                               | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $317.58            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM3241                               | 2050-03-01      | 3.0000%  | 0.0000% | $13000.00          | $4128.59           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB888502                               | 2033-06-01      | 6.0560%  | 0.0000% | $66000.00          | $825.99            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAB2302                               | 2026-02-01      | 3.5000%  | 0.0000% | $1760000.00        | $2613.12           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT922571                               | 2026-12-01      | 5.5000%  | 0.0000% | $44141.00          | $794.57            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL889643                               | 2038-03-01      | 6.0000%  | 0.0000% | $123000.00         | $1572.03           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL889414                               | 2037-11-01      | 6.0000%  | 0.0000% | $59000.00          | $748.58            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX S1914850                               | 2037-04-01      | 6.5950%  | 0.0000% | $33610.00          | $602.13            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL946282                               | 2037-09-01      | 6.0000%  | 0.0000% | $226146.00         | $782.88            | Agency Mortgage-Backed Securities         |
| 04.500 FGPC G08600 G                               | 2044-08-01      | 4.5000%  | 0.0000% | $4000.00           | $233.77            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTZA2009                               | 2027-06-01      | 5.0000%  | 0.0000% | $1555275.00        | $2719.22           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZK2631                               | 2025-10-25      | 3.5000%  | 0.0000% | $1000000.00        | $28.99             | Agency Mortgage-Backed Securities         |
| 06.500 FGPC C91169 G                               | 2028-02-01      | 6.5000%  | 0.0000% | $1083071.00        | $3540.49           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIZS6807                               | 2028-10-01      | 4.5000%  | 0.0000% | $440000.00         | $2038.36           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIZS6837                               | 2026-09-01      | 4.5000%  | 0.0000% | $3000.00           | $5.19              | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIZS6436                               | 2026-07-01      | 4.5000%  | 0.0000% | $205000.00         | $0.81              | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLZA0454                               | 2027-01-01      | 7.0000%  | 0.0000% | $33000.00          | $2.24              | Agency Mortgage-Backed Securities         |
| 02.500 FGPC G18536 G                               | 2030-01-01      | 2.5000%  | 0.0000% | $31000.00          | $2141.73           | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G08775 G                               | 2047-08-01      | 4.0000%  | 0.0000% | $1000.00           | $112.44            | Agency Mortgage-Backed Securities         |
| FMAR 848661 G                                      | 2041-12-01      | 6.4950%  | 0.0000% | $104847.00         | $1385.67           | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G08847 G                               | 2048-11-01      | 4.0000%  | 0.0000% | $2000.00           | $145.21            | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZA0659                               | 2030-03-01      | 7.5000%  | 0.0000% | $3977488.00        | $1124.39           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZA1566                               | 2026-04-01      | 6.5000%  | 0.0000% | $838500.00         | $28.97             | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZA0607                               | 2029-06-01      | 6.5000%  | 0.0000% | $27500.00          | $16.87             | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS544861                               | 2036-12-01      | 4.8910%  | 0.0000% | $2100000.00        | $1266.64           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL323832                               | 2029-07-01      | 7.5000%  | 0.0000% | $11000000.00       | $4326.20           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL545646                               | 2026-09-01      | 7.0000%  | 0.0000% | $4500000.00        | $651.31            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL8272                               | 2031-03-01      | 3.5000%  | 0.0000% | $5000.00           | $557.66            | Agency Mortgage-Backed Securities         |
| FMAR 420191 G                                      | 2030-06-01      | 4.6630%  | 0.0000% | $10000000.00       | $2997.16           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIAL5588                               | 2027-03-01      | 5.0000%  | 0.0000% | $691450.00         | $1.25              | Agency Mortgage-Backed Securities         |
| FNMS 08.000 CL745955                               | 2028-04-01      | 8.0000%  | 0.0000% | $1100000.00        | $2043.96           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 GO813836                               | 2032-02-01      | 7.5000%  | 0.0000% | $815244.00         | $2453.88           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAL5762                               | 2028-11-01      | 4.0000%  | 0.0000% | $19000.00          | $71.25             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL800468                               | 2034-10-01      | 6.0000%  | 0.0000% | $169983.00         | $1057.25           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL578569                               | 2031-04-01      | 5.5000%  | 0.0000% | $500000.00         | $2185.78           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL560457                               | 2030-12-01      | 7.5000%  | 0.0000% | $6000000.00        | $1659.25           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL571953                               | 2031-07-01      | 6.5000%  | 0.0000% | $6158392.00        | $4269.89           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CI890838                               | 2033-05-01      | 4.0000%  | 0.0000% | $13000.00          | $1926.25           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CI890430                               | 2027-07-01      | 3.5000%  | 0.0000% | $26000.00          | $247.44            | Agency Mortgage-Backed Securities         |
| FMAR 1G3589 G                                      | 2037-04-01      | 6.5340%  | 0.0000% | $100000.00         | $2804.15           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CTZS8821                               | 2027-01-01      | 6.5000%  | 0.0000% | $1514114.00        | $3279.78           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS555715                               | 2033-07-01      | 6.2120%  | 0.0000% | $130000.00         | $301.06            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAH6593                               | 2026-02-01      | 3.5000%  | 0.0000% | $850000.00         | $2145.17           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS573662                               | 2030-09-01      | 7.2750%  | 0.0000% | $24619562.00       | $474.65            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WC573667                               | 2030-06-01      | 6.0250%  | 0.0000% | $9050012.00        | $3196.76           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAS1758                               | 2029-02-01      | 3.5000%  | 0.0000% | $24000.00          | $947.98            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAH5801                               | 2026-02-01      | 3.5000%  | 0.0000% | $59000.00          | $77.89             | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAR1463                               | 2043-01-01      | 3.0000%  | 0.0000% | $1000.00           | $190.14            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAH0057                               | 2041-02-01      | 4.5000%  | 0.0000% | $34000.00          | $1321.45           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX AS037029                               | 2026-11-01      | 5.0000%  | 0.0000% | $2000000.00        | $144.02            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAJ1443                               | 2026-09-01      | 4.0000%  | 0.0000% | $245000.00         | $1526.65           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAH9021                               | 2026-03-01      | 4.0000%  | 0.0000% | $1245000.00        | $1048.69           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 K2596676                               | 2031-08-01      | 6.5000%  | 0.0000% | $309000.00         | $458.10            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAJ7717                               | 2026-12-01      | 3.0000%  | 0.0000% | $24000.00          | $218.21            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAK5545                               | 2027-03-01      | 3.5000%  | 0.0000% | $14000.00          | $263.55            | Agency Mortgage-Backed Securities         |
| FMAR 782785 G                                      | 2034-10-01      | 6.7140%  | 0.0000% | $140000.00         | $1393.52           | Agency Mortgage-Backed Securities         |
| FNRM CL028BC R13F028                               | 2028-04-25      | 1.2500%  | 0.0000% | $125000.00         | $1591.48           | Agency Collateralized Mortgage Obligation |
| FNMS 03.500 CTAO1130                               | 2032-05-01      | 3.5000%  | 0.0000% | $8840.00           | $1102.75           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                         | 2054-10-25      | 5.2560%  | 0.0000% | $42752256.00       | $39488397.45       | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CTAL1318                               | 2027-10-01      | 6.0000%  | 0.0000% | $200000.00         | $930.42            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAL7206                               | 2045-08-01      | 4.0000%  | 0.0000% | $30000.00          | $2812.00           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAL6289                               | 2042-02-01      | 5.5000%  | 0.0000% | $1000.00           | $98.11             | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAS5090                               | 2030-06-01      | 2.5000%  | 0.0000% | $25000.00          | $2551.47           | Agency Mortgage-Backed Securities         |
| GNRM 2025-060 AL                                   | 2055-03-20      | 5.0000%  | 0.0000% | $6436224.00        | $6173985.06        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-082 EF                                   | 2053-06-20      | 5.3888%  | 0.0000% | $100000000.00      | $43773659.93       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-114 LH                                   | 2055-07-20      | 4.5000%  | 0.0000% | $24816608.00       | $23290609.96       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-098 YF                                   | 2055-06-20      | 6.0000%  | 0.0000% | $100000000.00      | $99960552.58       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-104 FA                                   | 2054-06-20      | 5.4888%  | 0.0000% | $30000000.00       | $23824514.43       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-108 YF                                   | 2054-07-20      | 5.5388%  | 0.0000% | $50000000.00       | $46417698.49       | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CL669662                               | 2032-05-01      | 6.5000%  | 0.0000% | $1500000.00        | $1015.95           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL545562                               | 2032-03-01      | 7.5000%  | 0.0000% | $2675199.00        | $3464.13           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL771019                               | 2034-04-01      | 5.0000%  | 0.0000% | $249291.00         | $3965.39           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                         | 2042-09-25      | 4.8205%  | 0.0000% | $100000.00         | $1619.80           | Agency Collateralized Mortgage Obligation |
| FNMS 04.000 CIAI9798                               | 2026-08-01      | 4.0000%  | 0.0000% | $1060000.00        | $4513.57           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIAL0806                               | 2026-02-01      | 5.0000%  | 0.0000% | $248892.00         | $30.74             | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB820607                               | 2035-03-01      | 6.2620%  | 0.0000% | $183493.00         | $3712.49           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAL1061                               | 2041-02-01      | 4.0000%  | 0.0000% | $1002.00           | $47.04             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIBM4075                               | 2032-03-01      | 3.5000%  | 0.0000% | $15000.00          | $262.20            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM5861                               | 2047-05-01      | 4.5000%  | 0.0000% | $1000.00           | $201.13            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB823477                               | 2035-02-01      | 6.1530%  | 0.0000% | $10000.00          | $194.51            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIAL1379                               | 2026-10-01      | 4.5000%  | 0.0000% | $110000.00         | $334.64            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CTBM5651                               | 2029-09-01      | 6.0000%  | 0.0000% | $81360.00          | $1517.85           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBN0509                               | 2048-09-01      | 4.0000%  | 0.0000% | $27467.00          | $4735.87           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIAL0720                               | 2026-07-01      | 4.5000%  | 0.0000% | $655000.00         | $3170.43           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAL0243                               | 2026-01-01      | 4.0000%  | 0.0000% | $300000.00         | $121.21            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS781460                               | 2034-08-01      | 6.1180%  | 0.0000% | $600000.00         | $3939.35           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB817509                               | 2035-09-01      | 6.1630%  | 0.0000% | $50000.00          | $649.97            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBAI3571                               | 2041-06-01      | 6.5650%  | 0.0000% | $100000.00         | $2411.17           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2036-05-25      | 5.0000%  | 0.0000% | $6326848.00        | $6331729.62        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2047-10-25      | 3.5000%  | 0.0000% | $22287615.00       | $20690277.13       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2052-05-25      | 5.5000%  | 0.0000% | $19398699.00       | $13843031.87       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2036-06-25      | 4.5000%  | 0.0000% | $8341872.00        | $8144683.06        | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CT256715                               | 2027-05-01      | 6.0000%  | 0.0000% | $1000000.00        | $2736.59           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL256709                               | 2037-03-01      | 7.5000%  | 0.0000% | $141983.00         | $373.51            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CT256868                               | 2027-07-01      | 7.0000%  | 0.0000% | $791116.00         | $1046.44           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL0160                               | 2041-05-01      | 4.5000%  | 0.0000% | $72000.00          | $2830.64           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL366111                               | 2026-12-01      | 7.5000%  | 0.0000% | $3512712.00        | $828.20            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL484754                               | 2029-03-01      | 6.5000%  | 0.0000% | $4796842.00        | $2691.50           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAX5294                               | 2027-01-01      | 4.0000%  | 0.0000% | $16000.00          | $24.45             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIAL4148                               | 2027-01-01      | 4.5000%  | 0.0000% | $135000.00         | $49.58             | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS746335                               | 2033-09-01      | 6.3750%  | 0.0000% | $2000000.00        | $1857.81           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CZ257092                               | 2048-01-01      | 6.0000%  | 0.0000% | $1300736.00        | $1796.52           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB806721                               | 2034-11-01      | 6.8480%  | 0.0000% | $260000.00         | $1941.62           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL5213                               | 2044-04-01      | 4.5000%  | 0.0000% | $12000.00          | $902.15            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAL0045                               | 2032-02-01      | 6.0000%  | 0.0000% | $150000.00         | $4626.32           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 K2745556                               | 2034-08-01      | 7.5000%  | 0.0000% | $1300000.00        | $154.70            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBAL1043                               | 2038-10-01      | 6.2840%  | 0.0000% | $19000.00          | $443.20            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB784365                               | 2034-05-01      | 6.1750%  | 0.0000% | $300000.00         | $4341.66           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL535347                               | 2030-05-01      | 7.0000%  | 0.0000% | $500000.00         | $269.82            | Agency Mortgage-Backed Securities         |
| 08.000 FGPC C00922 G                               | 2030-02-01      | 8.0000%  | 0.0000% | $750000.00         | $198.34            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G16447 G                               | 2032-09-01      | 3.5000%  | 0.0000% | $15000.00          | $1025.65           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT257282                               | 2028-07-01      | 5.5000%  | 0.0000% | $500000.00         | $1331.85           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CT256994                               | 2027-10-01      | 7.0000%  | 0.0000% | $182674.00         | $1733.17           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2053-11-25      | 6.0000%  | 0.0000% | $5023152.00        | $4561677.48        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2036-11-25      | 6.0000%  | 0.0000% | $5558456.00        | $5687302.87        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-07-25      | 0.1250%  | 0.0000% | $31149000.00       | $19678841.26       | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 ZL310151                               | 2044-09-01      | 5.5000%  | 0.0000% | $32000.00          | $3152.94           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2034-10-15      | 4.5000%  | 0.0000% | $4790.00           | $395.03            | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 NP256776                               | 2037-06-01      | 5.5000%  | 0.0000% | $300000.00         | $800.01            | Agency Mortgage-Backed Securities         |
| FNMS 07.750 CL411530                               | 2026-12-01      | 7.7500%  | 0.0000% | $3995252.00        | $3708.28           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTFS9497                               | 2044-10-01      | 5.5000%  | 0.0000% | $1000.00           | $923.65            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA1814                               | 2055-04-01      | 5.0000%  | 0.0000% | $1024.00           | $996.67            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTMA1490                               | 2033-07-01      | 3.0000%  | 0.0000% | $17000.00          | $1961.83           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CVMA1557                               | 2028-07-01      | 3.0000%  | 0.0000% | $107000.00         | $4502.65           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS8361                               | 2053-12-01      | 3.5000%  | 0.0000% | $1000.00           | $837.90            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS9839                               | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $896.39            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFA1024                               | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $820.80            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM1578                               | 2034-09-01      | 3.5000%  | 0.0000% | $1000.00           | $212.21            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CTMA1982                               | 2034-08-01      | 3.5000%  | 0.0000% | $55000.00          | $4347.08           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIFM2235                               | 2028-12-01      | 4.5000%  | 0.0000% | $10000.00          | $35.13             | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTMA1200                               | 2032-10-01      | 3.0000%  | 0.0000% | $20000.00          | $1760.90           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL995876                               | 2038-11-01      | 6.0000%  | 0.0000% | $24000.00          | $252.92            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA3503                               | 2049-05-01      | 4.0000%  | 0.0000% | $17000.00          | $1668.30           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA2038                               | 2048-07-01      | 4.0000%  | 0.0000% | $31344.00          | $2399.72           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIFM1507                               | 2028-12-01      | 4.5000%  | 0.0000% | $25000.00          | $81.99             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA1034                               | 2027-04-01      | 3.5000%  | 0.0000% | $2000.00           | $27.28             | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL928938                               | 2037-12-01      | 7.0000%  | 0.0000% | $200000.00         | $1827.06           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB9007                               | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $943.49            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL976871                               | 2036-08-01      | 6.5000%  | 0.0000% | $175000.00         | $3664.11           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF1101                               | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1037.97           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE5117                               | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $951.49            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX S1868952                               | 2036-05-01      | 6.8050%  | 0.0000% | $180000.00         | $260.07            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB814418                               | 2035-03-01      | 6.3320%  | 0.0000% | $130000.00         | $1598.28           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB844773                               | 2035-12-01      | 6.2660%  | 0.0000% | $175000.00         | $1064.41           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA4074                               | 2049-08-01      | 3.5000%  | 0.0000% | $4000.00           | $570.20            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB5846                               | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $812.04            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB5994                               | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $936.63            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC3569                               | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.67           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAL3174                               | 2028-02-01      | 2.5000%  | 0.0000% | $30000.00          | $987.15            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBAL0139                               | 2039-02-01      | 6.6360%  | 0.0000% | $200000.00         | $3146.71           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB844000                               | 2035-11-01      | 6.5830%  | 0.0000% | $368000.00         | $2930.38           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBR6514                               | 2051-04-01      | 2.0000%  | 0.0000% | $1208.00           | $793.59            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CICA3163                               | 2034-02-01      | 4.5000%  | 0.0000% | $5000.00           | $545.28            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBU6585                               | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $570.47            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA1053                               | 2048-01-01      | 3.5000%  | 0.0000% | $25000.00          | $3661.88           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBQ3865                               | 2050-09-01      | 2.5000%  | 0.0000% | $4000.00           | $1852.41           | Agency Mortgage-Backed Securities         |
| FMAR 1B7789 G                                      | 2040-11-01      | 6.7550%  | 0.0000% | $125000.00         | $597.19            | Agency Mortgage-Backed Securities         |
| FMAR 1Q0379 G                                      | 2037-11-01      | 6.9540%  | 0.0000% | $1094000.00        | $2133.52           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZJ3586                               | 2029-05-01      | 6.5000%  | 0.0000% | $109000.00         | $18.11             | Agency Mortgage-Backed Securities         |
| 08.000 FGPC G01098 G                               | 2030-01-01      | 8.0000%  | 0.0000% | $884138.00         | $393.24            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC T49005 G                               | 2028-12-01      | 3.5000%  | 0.0000% | $10000.00          | $239.48            | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G08886 G                               | 2049-05-01      | 3.0000%  | 0.0000% | $1000.00           | $92.81             | Agency Mortgage-Backed Securities         |
| GNRA 2019-05 YF                                    | 2049-01-20      | 4.5000%  | 0.0000% | $100000000.00      | $13795628.25       | Agency Collateralized Mortgage Obligation |
| GNRM 2015-013 GY                                   | 2045-01-20      | 3.5000%  | 0.0000% | $2922000.00        | $1356021.25        | Agency Collateralized Mortgage Obligation |
| GNRM 2013-137 HE                                   | 2043-06-20      | 3.0000%  | 0.0000% | $500000.00         | $4311.97           | Agency Collateralized Mortgage Obligation |
| GNRA 2023-101 FL                                   | 2053-07-20      | 5.4388%  | 0.0000% | $30000000.00       | $25164825.06       | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLMA5673                               | 2055-04-01      | 5.5000%  | 0.0000% | $1024.00           | $999.41            | Agency Mortgage-Backed Securities         |
| GNRA 2023-100 FB                                   | 2053-07-20      | 5.3888%  | 0.0000% | $30000000.00       | $23427345.24       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-125 YF                                   | 2054-08-20      | 5.5888%  | 0.0000% | $30000000.00       | $18781658.44       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-060 CE                                   | 2050-05-20      | 4.5000%  | 0.0000% | $66757248.00       | $65221772.47       | Agency Collateralized Mortgage Obligation |
| GNRM 2014-003 GL                                   | 2044-01-16      | 2.5000%  | 0.0000% | $1000.00           | $807.79            | Agency Collateralized Mortgage Obligation |
| GNRM 2025-060 MB                                   | 2050-08-20      | 5.0000%  | 0.0000% | $14350000.00       | $13977603.75       | Agency Collateralized Mortgage Obligation |
| FNMS 03.000 CLFM4622                               | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $294.56            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIFM3422                               | 2035-05-01      | 3.0000%  | 0.0000% | $6000.00           | $1937.30           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB1434                               | 2051-08-01      | 4.0000%  | 0.0000% | $2411.00           | $1145.38           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM3098                               | 2030-08-01      | 3.5000%  | 0.0000% | $231000.00         | $2808.77           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE2960                               | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.80           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4121                               | 2050-09-01      | 3.0000%  | 0.0000% | $1000.00           | $311.66            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM7599                               | 2051-01-01      | 3.5000%  | 0.0000% | $1024.00           | $347.28            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3993                               | 2050-04-01      | 4.0000%  | 0.0000% | $2000.00           | $330.84            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4210                               | 2050-12-01      | 2.5000%  | 0.0000% | $1000.00           | $456.84            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFM8543                               | 2044-11-01      | 5.0000%  | 0.0000% | $4000.00           | $2059.65           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA3610                               | 2034-03-01      | 3.5000%  | 0.0000% | $18000.00          | $1392.47           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA3392                               | 2033-06-01      | 3.5000%  | 0.0000% | $10000.00          | $909.84            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM6479                               | 2051-03-01      | 2.5000%  | 0.0000% | $5400.00           | $3151.46           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFM3712                               | 2049-09-01      | 5.5000%  | 0.0000% | $26401.00          | $3870.71           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4378                               | 2051-07-01      | 2.0000%  | 0.0000% | $1000.00           | $617.38            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4307                               | 2051-04-01      | 3.0000%  | 0.0000% | $3000.00           | $1394.77           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIFM3464                               | 2027-03-01      | 5.0000%  | 0.0000% | $95000.00          | $29.07             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM8087                               | 2035-03-01      | 3.5000%  | 0.0000% | $1000.00           | $389.53            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CTMA4268                               | 2041-02-01      | 2.0000%  | 0.0000% | $3000.00           | $1629.95           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM4251                               | 2049-12-01      | 3.5000%  | 0.0000% | $14000.00          | $2132.99           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIFM1152                               | 2033-07-01      | 2.5000%  | 0.0000% | $21000.00          | $4380.81           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD6529                               | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1041.79           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA2007                               | 2055-04-01      | 5.5000%  | 0.0000% | $1024.00           | $1008.01           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL8115                               | 2030-06-01      | 3.5000%  | 0.0000% | $10000.00          | $857.53            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAZ7916                               | 2026-04-01      | 3.5000%  | 0.0000% | $15000.00          | $31.16             | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAO7628                               | 2027-06-01      | 3.0000%  | 0.0000% | $19000.00          | $397.60            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDE2186                               | 2055-06-01      | 7.0000%  | 0.0000% | $1000.00           | $1056.16           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAS1756                               | 2029-02-01      | 3.5000%  | 0.0000% | $2000.00           | $68.39             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM5106                               | 2048-12-01      | 4.5000%  | 0.0000% | $1000.00           | $177.11            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS0193                               | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $660.84            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA3747                               | 2049-08-01      | 4.5000%  | 0.0000% | $1000.00           | $96.72             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CTBM4277                               | 2026-06-01      | 6.0000%  | 0.0000% | $218232.00         | $122.80            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA3866                               | 2034-12-01      | 3.5000%  | 0.0000% | $38000.00          | $4939.37           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4026                               | 2050-05-01      | 4.0000%  | 0.0000% | $8000.00           | $1590.04           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4494                               | 2051-12-01      | 3.0000%  | 0.0000% | $4000.00           | $2440.17           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CKMA3726                               | 2049-07-01      | 4.0000%  | 0.0000% | $30000.00          | $2474.15           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBK6578                               | 2048-08-01      | 4.5000%  | 0.0000% | $2000.00           | $108.54            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM5127                               | 2050-09-01      | 3.5000%  | 0.0000% | $5000.00           | $1169.48           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4084                               | 2050-07-01      | 4.0000%  | 0.0000% | $8000.00           | $1931.55           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA4639                               | 2037-05-01      | 3.5000%  | 0.0000% | $1000.00           | $541.87            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA3658                               | 2034-05-01      | 3.5000%  | 0.0000% | $11000.00          | $1065.38           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIMA3738                               | 2034-08-01      | 3.0000%  | 0.0000% | $7000.00           | $692.56            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA3180                               | 2032-11-01      | 3.5000%  | 0.0000% | $11131.00          | $1271.27           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3775                               | 2049-09-01      | 3.5000%  | 0.0000% | $16000.00          | $1843.84           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIMA4014                               | 2035-05-01      | 3.0000%  | 0.0000% | $9000.00           | $1986.89           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIFM1155                               | 2032-06-01      | 2.5000%  | 0.0000% | $24000.00          | $4588.67           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTMA3934                               | 2040-02-01      | 3.0000%  | 0.0000% | $17000.00          | $3184.90           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIFM3034                               | 2033-10-01      | 3.0000%  | 0.0000% | $10000.00          | $2342.87           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB920961                               | 2037-01-01      | 5.8930%  | 0.0000% | $1055000.00        | $4473.11           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL946222                               | 2037-09-01      | 6.0000%  | 0.0000% | $661612.00         | $3101.07           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CT929064                               | 2028-02-01      | 7.0000%  | 0.0000% | $130501.00         | $502.36            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL992249                               | 2038-11-01      | 7.0000%  | 0.0000% | $100000.00         | $2464.69           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CI890400                               | 2026-08-01      | 5.0000%  | 0.0000% | $165000.00         | $533.09            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL976394                               | 2038-04-01      | 6.5000%  | 0.0000% | $11176.00          | $193.16            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTMA0436                               | 2030-04-01      | 5.5000%  | 0.0000% | $512800.00         | $2501.55           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL983447                               | 2038-05-01      | 6.0000%  | 0.0000% | $70000.00          | $1122.68           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL968252                               | 2038-02-01      | 7.0000%  | 0.0000% | $100000.00         | $1044.23           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZK4451                               | 2027-09-01      | 2.5000%  | 0.0000% | $89757.00          | $2016.59           | Agency Mortgage-Backed Securities         |
| 04.500 FGPC G08853 G                               | 2048-12-01      | 4.5000%  | 0.0000% | $2000.00           | $143.03            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G08872 G                               | 2049-04-01      | 4.0000%  | 0.0000% | $2000.00           | $149.69            | Agency Mortgage-Backed Securities         |
| FMAR 786590 G                                      | 2027-11-01      | 6.4000%  | 0.0000% | $76086274.00       | $3243.02           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZS0261                               | 2026-12-01      | 6.5000%  | 0.0000% | $26214.00          | $2.49              | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZK3510                               | 2026-09-01      | 3.5000%  | 0.0000% | $16000.00          | $46.10             | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G18509 G                               | 2029-04-01      | 3.5000%  | 0.0000% | $16000.00          | $706.76            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC J32203 G                               | 2030-07-01      | 3.5000%  | 0.0000% | $2000.00           | $140.81            | Agency Mortgage-Backed Securities         |
| FMAR 846988 G                                      | 2032-02-01      | 6.5980%  | 0.0000% | $1000000.00        | $1198.71           | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G08601 G                               | 2044-08-01      | 4.0000%  | 0.0000% | $5000.00           | $354.56            | Agency Mortgage-Backed Securities         |
| FMAR 789192 G                                      | 2032-04-01      | 6.4790%  | 0.0000% | $2000000.00        | $3748.14           | Agency Mortgage-Backed Securities         |
| 02.500 FGPC J32368 G                               | 2028-11-01      | 2.5000%  | 0.0000% | $58000.00          | $3480.02           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZJ3882                               | 2029-08-01      | 6.5000%  | 0.0000% | $750547.00         | $183.73            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZJ3803                               | 2029-07-01      | 6.5000%  | 0.0000% | $389629.00         | $359.54            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZJ5220                               | 2029-01-01      | 6.5000%  | 0.0000% | $58460.00          | $313.29            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIZK3050                               | 2026-03-01      | 4.0000%  | 0.0000% | $1000000.00        | $1695.34           | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZA1577                               | 2026-05-01      | 7.5000%  | 0.0000% | $3000000.00        | $110.90            | Agency Mortgage-Backed Securities         |
| FMAR 2B1056 G                                      | 2042-12-01      | 6.5250%  | 0.0000% | $25000.00          | $755.58            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLZA0496                               | 2027-10-01      | 7.0000%  | 0.0000% | $1510000.00        | $305.92            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLZA0649                               | 2030-01-01      | 7.0000%  | 0.0000% | $8447.00           | $4.73              | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLZA0646                               | 2029-12-01      | 7.0000%  | 0.0000% | $2200000.00        | $1018.65           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIZA2629                               | 2026-06-01      | 4.0000%  | 0.0000% | $700000.00         | $2096.97           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZA0566                               | 2028-12-01      | 6.5000%  | 0.0000% | $30000.00          | $18.52             | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZA0572                               | 2029-01-01      | 6.5000%  | 0.0000% | $457210.00         | $352.70            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZA2622                               | 2026-05-01      | 3.5000%  | 0.0000% | $28000.00          | $69.72             | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZA0590                               | 2029-04-01      | 6.5000%  | 0.0000% | $4317805.00        | $2533.32           | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G08799 G                               | 2048-02-01      | 3.0000%  | 0.0000% | $1000.00           | $140.57            | Agency Mortgage-Backed Securities         |
| 08.500 FGPC P50582 G                               | 2025-10-15      | 8.5000%  | 0.0000% | $524698.00         | $421.20            | Agency Mortgage-Backed Securities         |
| FMAR 782837 G                                      | 2034-11-01      | 6.4020%  | 0.0000% | $220000.00         | $2236.60           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 NP256219                               | 2036-04-01      | 5.5000%  | 0.0000% | $235000.00         | $222.69            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX AS048079                               | 2026-10-01      | 4.1870%  | 0.0000% | $225000.00         | $16.41             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT256041                               | 2025-12-01      | 5.5000%  | 0.0000% | $2000000.00        | $227.37            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAS0190                               | 2028-08-01      | 2.5000%  | 0.0000% | $41000.00          | $2039.21           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZS0452                               | 2029-07-01      | 6.5000%  | 0.0000% | $8983725.00        | $3339.54           | Agency Mortgage-Backed Securities         |
| 03.000 FGPC U70087 G                               | 2027-05-01      | 3.0000%  | 0.0000% | $150000.00         | $2376.83           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZK2849                               | 2026-01-01      | 3.5000%  | 0.0000% | $1000000.00        | $750.66            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLZS0478                               | 2029-12-01      | 7.0000%  | 0.0000% | $1608816.00        | $554.61            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC J17898 G                               | 2027-02-01      | 3.5000%  | 0.0000% | $4000.00           | $18.83             | Agency Mortgage-Backed Securities         |
| 04.500 FGPC G08843 G                               | 2048-10-01      | 4.5000%  | 0.0000% | $3000.00           | $277.47            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G14916 G                               | 2028-01-01      | 3.5000%  | 0.0000% | $6000.00           | $56.63             | Agency Mortgage-Backed Securities         |
| FMAR 1J1380 G                                      | 2036-03-01      | 7.4040%  | 0.0000% | $175000.00         | $378.32            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G08542 G                               | 2043-08-01      | 4.0000%  | 0.0000% | $26000.00          | $1741.80           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZA2849                               | 2027-06-01      | 2.5000%  | 0.0000% | $220000.00         | $3329.69           | Agency Mortgage-Backed Securities         |
| GNRA 2025-060 FQ                                   | 2055-03-20      | 5.4388%  | 0.0000% | $5220432.00        | $5097773.05        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-001 YF                                   | 2054-01-20      | 5.5388%  | 0.0000% | $100000000.00      | $48145069.05       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-083 MC                                   | 2051-06-20      | 5.0000%  | 0.0000% | $5373384.00        | $5393060.14        | Agency Collateralized Mortgage Obligation |
| FNMS 04.000 CLCB5118                               | 2052-11-01      | 4.0000%  | 0.0000% | $5000.00           | $3848.87           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIMA5013                               | 2038-05-01      | 4.5000%  | 0.0000% | $1000.00           | $668.70            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5188                               | 2053-11-01      | 4.5000%  | 0.0000% | $1024.00           | $902.09            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAE0217                               | 2040-08-01      | 4.5000%  | 0.0000% | $64000.00          | $1616.50           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4839                               | 2052-12-01      | 4.0000%  | 0.0000% | $1000.00           | $820.97            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA3799                               | 2034-10-01      | 3.5000%  | 0.0000% | $20000.00          | $2795.78           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3149                               | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $120.60            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB4109                               | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $737.15            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFS0471                               | 2033-05-01      | 3.5000%  | 0.0000% | $1000.00           | $353.07            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA4195                               | 2050-10-01      | 4.5000%  | 0.0000% | $9000.00           | $2317.72           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIFM6002                               | 2034-12-01      | 4.5000%  | 0.0000% | $6000.00           | $1836.23           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5823                               | 2055-09-01      | 6.0000%  | 0.0000% | $1024.00           | $1045.11           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS4114                               | 2053-03-01      | 4.5000%  | 0.0000% | $1000.00           | $788.60            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLAD0130                               | 2039-08-01      | 6.5000%  | 0.0000% | $83598.00          | $917.01            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBV3694                               | 2052-02-01      | 2.5000%  | 0.0000% | $7884.00           | $4453.49           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAB8870                               | 2028-04-01      | 2.5000%  | 0.0000% | $25000.00          | $924.72            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3692                               | 2049-07-01      | 3.5000%  | 0.0000% | $13000.00          | $1188.87           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA3616                               | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $78.99             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFS3563                               | 2038-06-01      | 3.5000%  | 0.0000% | $6000.00           | $4235.43           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS0630                               | 2052-02-01      | 3.0000%  | 0.0000% | $2000.00           | $1352.25           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3746                               | 2049-08-01      | 4.0000%  | 0.0000% | $1000.00           | $107.45            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3686                               | 2049-06-01      | 3.5000%  | 0.0000% | $34000.00          | $2959.81           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CNMA3345                               | 2028-04-01      | 3.5000%  | 0.0000% | $23000.00          | $1358.09           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3495                               | 2048-10-01      | 4.0000%  | 0.0000% | $3000.00           | $225.72            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA2705                               | 2046-08-01      | 3.0000%  | 0.0000% | $4000.00           | $623.50            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4481                               | 2051-10-01      | 4.0000%  | 0.0000% | $11000.00          | $4719.07           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA2877                               | 2032-01-01      | 3.5000%  | 0.0000% | $15000.00          | $1089.78           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4096                               | 2050-08-01      | 2.5000%  | 0.0000% | $7000.00           | $2638.60           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA3275                               | 2048-01-01      | 3.0000%  | 0.0000% | $17000.00          | $2669.84           | Agency Mortgage-Backed Securities         |
| GNRM 2025-060 AC                                   | 2049-08-20      | 5.0000%  | 0.0000% | $39052928.00       | $38417825.15       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-114 YF                                   | 2055-07-20      | 5.9088%  | 0.0000% | $100000000.00      | $99855072.95       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-080 FB                                   | 2055-05-20      | 5.8888%  | 0.0000% | $36000000.00       | $35155032.20       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-098 KA                                   | 2048-10-20      | 3.5000%  | 0.0000% | $31644960.00       | $29289250.86       | Agency Collateralized Mortgage Obligation |
| FNMS 03.500 CIAV1823                               | 2028-12-01      | 3.5000%  | 0.0000% | $33000.00          | $1955.19           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE9332                               | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.32           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAL8113                               | 2042-02-01      | 5.5000%  | 0.0000% | $4000.00           | $554.50            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS4783                               | 2045-04-01      | 3.5000%  | 0.0000% | $11000.00          | $2151.15           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAX7732                               | 2045-03-01      | 3.5000%  | 0.0000% | $7000.00           | $621.38            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL8081                               | 2031-02-01      | 3.5000%  | 0.0000% | $20000.00          | $247.86            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL641519                               | 2032-04-01      | 6.5000%  | 0.0000% | $402847.00         | $2219.53           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAP0262                               | 2027-08-01      | 3.5000%  | 0.0000% | $70000.00          | $516.98            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT256275                               | 2026-06-01      | 6.0000%  | 0.0000% | $463451.00         | $234.57            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS4371                               | 2045-02-01      | 3.5000%  | 0.0000% | $1000.00           | $156.65            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CTAS1406                               | 2034-01-01      | 3.5000%  | 0.0000% | $31018.00          | $3082.18           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAL6841                               | 2029-02-01      | 4.0000%  | 0.0000% | $12000.00          | $29.81             | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CT257371                               | 2028-09-01      | 5.0000%  | 0.0000% | $50000.00          | $180.10            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CQAL7167                               | 2041-01-01      | 4.0000%  | 0.0000% | $44026.00          | $3029.00           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS5640                               | 2045-08-01      | 3.5000%  | 0.0000% | $1000.00           | $178.12            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIBM3350                               | 2033-01-01      | 3.5000%  | 0.0000% | $7000.00           | $1103.56           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIBM1423                               | 2032-05-01      | 2.5000%  | 0.0000% | $3000.00           | $508.67            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIAS8291                               | 2031-11-01      | 2.0000%  | 0.0000% | $11000.00          | $1794.33           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBM1066                               | 2047-02-01      | 4.0000%  | 0.0000% | $10000.00          | $1305.63           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF1781                               | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.40           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIBM3552                               | 2030-08-01      | 2.5000%  | 0.0000% | $20000.00          | $1981.37           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS4928                               | 2050-06-01      | 3.5000%  | 0.0000% | $1000.00           | $762.66            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB0046                               | 2051-04-01      | 3.0000%  | 0.0000% | $6000.00           | $3764.81           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIBD9317                               | 2031-10-01      | 2.5000%  | 0.0000% | $1000.00           | $118.60            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBJ9366                               | 2048-04-01      | 4.0000%  | 0.0000% | $25468.00          | $1425.60           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC9823                               | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $802.74            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFS1163                               | 2037-01-01      | 3.5000%  | 0.0000% | $1000.00           | $495.71            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF0309                               | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.49           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS5973                               | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $804.05            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS4919                               | 2053-05-01      | 2.5000%  | 0.0000% | $1000.00           | $737.80            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB5479                               | 2053-01-01      | 6.0000%  | 0.0000% | $1024.00           | $785.52            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBD7883                               | 2046-09-01      | 3.5000%  | 0.0000% | $9000.00           | $1388.97           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBH9288                               | 2048-02-01      | 4.0000%  | 0.0000% | $5000.00           | $1433.89           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBJ4623                               | 2048-02-01      | 4.0000%  | 0.0000% | $27467.00          | $2331.44           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS2587                               | 2052-08-01      | 4.5000%  | 0.0000% | $4000.00           | $3114.78           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD4487                               | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.59           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAX7296                               | 2044-12-01      | 4.5000%  | 0.0000% | $2000.00           | $340.26            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAL9432                               | 2046-10-01      | 3.0000%  | 0.0000% | $12000.00          | $3063.57           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAL5058                               | 2037-08-01      | 6.0000%  | 0.0000% | $1000.00           | $92.92             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL8046                               | 2028-01-01      | 3.5000%  | 0.0000% | $440000.00         | $2821.93           | Agency Mortgage-Backed Securities         |
| MNRA CL010A2 R18M010                               | 2028-07-25      | 3.4661%  | 0.0000% | $5700000.00        | $5451490.25        | Agency Collateralized Mortgage Obligation |
| FMAR 783022 G                                      | 2035-02-01      | 6.5000%  | 0.0000% | $220000.00         | $1743.40           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 NQ256182                               | 2036-02-01      | 6.0000%  | 0.0000% | $300000.00         | $1806.45           | Agency Mortgage-Backed Securities         |
| FNRM RC106PY R13F106                               | 2033-10-25      | 3.0000%  | 0.0000% | $8777000.00        | $4285871.82        | Agency Collateralized Mortgage Obligation |
| FNRM RC112PC R12F112                               | 2042-10-25      | 2.0000%  | 0.0000% | $25000000.00       | $1904207.53        | Agency Collateralized Mortgage Obligation |
| FNMS 07.000 CL252244                               | 2028-12-01      | 7.0000%  | 0.0000% | $206655.00         | $49.95             | Agency Mortgage-Backed Securities         |
| FNMS 08.500 CL253598                               | 2030-12-01      | 8.5000%  | 0.0000% | $1560581.00        | $2466.85           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAL9421                               | 2031-03-01      | 4.0000%  | 0.0000% | $7000.00           | $175.90            | Agency Mortgage-Backed Securities         |
| FNRM CL040B R25F040                                | 2050-10-25      | 5.0000%  | 0.0000% | $8389680.00        | $7808734.54        | Agency Collateralized Mortgage Obligation |
| FNMS 07.500 CL252712                               | 2029-08-01      | 7.5000%  | 0.0000% | $2461000.00        | $1047.02           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CT256212                               | 2026-04-01      | 5.0000%  | 0.0000% | $4644646.00        | $1512.41           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL8235                               | 2030-06-01      | 3.5000%  | 0.0000% | $12000.00          | $872.18            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL8841                               | 2031-07-01      | 3.5000%  | 0.0000% | $10475.00          | $87.03             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAC8568                               | 2040-01-01      | 4.5000%  | 0.0000% | $129000.00         | $2572.64           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAB9352                               | 2043-05-01      | 3.0000%  | 0.0000% | $30873.00          | $4762.08           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL976853                               | 2029-11-01      | 5.5000%  | 0.0000% | $1046282.00        | $4704.88           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA2896                               | 2047-02-01      | 3.5000%  | 0.0000% | $7000.00           | $994.78            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA2670                               | 2046-06-01      | 3.0000%  | 0.0000% | $16000.00          | $2426.21           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA3074                               | 2032-07-01      | 3.5000%  | 0.0000% | $1000.00           | $96.38             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA2729                               | 2031-08-01      | 3.5000%  | 0.0000% | $2000.00           | $160.05            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM7031                               | 2051-01-01      | 4.0000%  | 0.0000% | $3000.00           | $905.21            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA2938                               | 2047-03-01      | 4.5000%  | 0.0000% | $3000.00           | $327.21            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA3219                               | 2032-12-01      | 3.5000%  | 0.0000% | $1000.00           | $126.01            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM5298                               | 2050-10-01      | 3.5000%  | 0.0000% | $1000.00           | $290.97            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS0015                               | 2050-01-01      | 4.0000%  | 0.0000% | $2000.00           | $1073.61           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA4118                               | 2050-08-01      | 4.5000%  | 0.0000% | $31000.00          | $4932.64           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA3932                               | 2035-02-01      | 3.5000%  | 0.0000% | $4000.00           | $650.72            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIFM2876                               | 2033-09-01      | 4.5000%  | 0.0000% | $15000.00          | $159.65            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4653                               | 2052-07-01      | 3.0000%  | 0.0000% | $4000.00           | $2965.42           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA3588                               | 2034-02-01      | 3.5000%  | 0.0000% | $40000.00          | $2888.09           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAB7247                               | 2027-12-01      | 2.5000%  | 0.0000% | $1000.00           | $23.76             | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL994641                               | 2038-11-01      | 7.5000%  | 0.0000% | $95750.00          | $174.72            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM7877                               | 2036-03-01      | 3.5000%  | 0.0000% | $1000.00           | $387.57            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CIMA5537                               | 2039-11-01      | 6.0000%  | 0.0000% | $6000.00           | $4346.68           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4564                               | 2052-03-01      | 3.0000%  | 0.0000% | $3000.00           | $2015.78           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5138                               | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $832.55            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB3110                               | 2047-03-01      | 2.5000%  | 0.0000% | $2000.00           | $1404.09           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS3021                               | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $753.30            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS1425                               | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $736.22            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA4876                               | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $747.35            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS3628                               | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $659.51            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA3870                               | 2049-07-01      | 4.0000%  | 0.0000% | $11000.00          | $1254.59           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBM5024                               | 2048-11-01      | 3.0000%  | 0.0000% | $15000.00          | $2624.24           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIBM3459                               | 2033-02-01      | 3.5000%  | 0.0000% | $6000.00           | $1195.32           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA4667                               | 2037-07-01      | 3.5000%  | 0.0000% | $8000.00           | $4908.64           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTFS2407                               | 2040-09-01      | 3.0000%  | 0.0000% | $1000.00           | $651.96            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM9681                               | 2051-08-01      | 4.0000%  | 0.0000% | $3000.00           | $1371.12           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM7973                               | 2050-05-01      | 4.0000%  | 0.0000% | $1000.00           | $403.53            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA8578                               | 2051-01-01      | 2.0000%  | 0.0000% | $1000.00           | $527.45            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE9111                               | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1023.33           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA1857                               | 2055-06-01      | 6.5000%  | 0.0000% | $1040.00           | $1073.17           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIFM2672                               | 2028-12-01      | 4.5000%  | 0.0000% | $50000.00          | $393.29            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM7592                               | 2050-03-01      | 3.5000%  | 0.0000% | $7000.00           | $2423.31           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB3586                               | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $736.82            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBE2103                               | 2046-12-01      | 3.5000%  | 0.0000% | $1000.00           | $335.36            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM8138                               | 2035-09-01      | 3.5000%  | 0.0000% | $1000.00           | $211.08            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM3628                               | 2035-04-01      | 3.5000%  | 0.0000% | $5000.00           | $1542.82           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA2948                               | 2048-09-01      | 4.0000%  | 0.0000% | $27077.00          | $2828.91           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIZS7694                               | 2029-01-01      | 4.0000%  | 0.0000% | $10000000.00       | $3550.64           | Agency Mortgage-Backed Securities         |
| FMAR 786921 G                                      | 2029-11-01      | 7.0930%  | 0.0000% | $1350000.00        | $904.43            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIZS6891                               | 2029-01-01      | 4.0000%  | 0.0000% | $1115244.00        | $4307.23           | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZJ3945                               | 2029-10-01      | 7.5000%  | 0.0000% | $506572.00         | $373.67            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZK3882                               | 2027-02-01      | 3.5000%  | 0.0000% | $91000.00          | $427.99            | Agency Mortgage-Backed Securities         |
| FMAR 848739 G                                      | 2035-09-01      | 6.7850%  | 0.0000% | $124000.00         | $4386.12           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZK5598                               | 2028-06-01      | 2.5000%  | 0.0000% | $50000.00          | $2529.31           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CKAS7661                               | 2046-08-01      | 3.0000%  | 0.0000% | $20000.00          | $2046.75           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS6408                               | 2046-01-01      | 3.5000%  | 0.0000% | $5000.00           | $547.73            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAS0012                               | 2028-07-01      | 3.5000%  | 0.0000% | $9000.00           | $317.21            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBK8852                               | 2048-09-01      | 4.0000%  | 0.0000% | $27468.00          | $2329.33           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIBE7150                               | 2032-02-01      | 3.5000%  | 0.0000% | $3000.00           | $300.67            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAS6627                               | 2046-02-01      | 4.5000%  | 0.0000% | $4000.00           | $357.67            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBH0158                               | 2047-03-01      | 3.5000%  | 0.0000% | $1000.00           | $174.35            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE8316                               | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.72           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS4169                               | 2044-12-01      | 4.0000%  | 0.0000% | $1000.00           | $95.20             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIBM3257                               | 2032-11-01      | 3.5000%  | 0.0000% | $11000.00          | $2738.24           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAS0617                               | 2043-10-01      | 4.5000%  | 0.0000% | $1000.00           | $30.15             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE4830                               | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1023.06           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF1091                               | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.19           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBY8292                               | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $863.50            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBC4714                               | 2046-10-01      | 3.0000%  | 0.0000% | $5000.00           | $1162.34           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS6337                               | 2045-12-01      | 3.5000%  | 0.0000% | $1024.00           | $230.71            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBA2889                               | 2045-11-01      | 4.0000%  | 0.0000% | $10000.00          | $587.39            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAS4485                               | 2030-02-01      | 2.5000%  | 0.0000% | $3000.00           | $238.64            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL6206                               | 2028-06-01      | 3.5000%  | 0.0000% | $87000.00          | $1010.33           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT256852                               | 2027-08-01      | 6.0000%  | 0.0000% | $700000.00         | $2105.62           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAL2956                               | 2028-01-01      | 2.5000%  | 0.0000% | $1000.00           | $36.85             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 GO254484                               | 2031-12-01      | 6.5000%  | 0.0000% | $275000.00         | $391.10            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 GL252290                               | 2028-11-01      | 6.0000%  | 0.0000% | $50000.00          | $144.06            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CT257163                               | 2028-04-01      | 5.0000%  | 0.0000% | $555000.00         | $1204.05           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL6306                               | 2045-01-01      | 4.5000%  | 0.0000% | $8000.00           | $627.18            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2042-04-15      | 2.0000%  | 0.0000% | $18204000.00       | $814152.30         | Agency Collateralized Mortgage Obligation |
| FNMS 03.500 CIAV2326                               | 2028-12-01      | 3.5000%  | 0.0000% | $55000.00          | $2275.76           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLDC6572                               | 2054-11-01      | 4.0000%  | 0.0000% | $1000.00           | $929.54            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS6675                               | 2046-02-01      | 4.0000%  | 0.0000% | $2000.00           | $187.53            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX AS072166                               | 2028-05-01      | 4.8500%  | 0.0000% | $534325.00         | $69.70             | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIAS3595                               | 2029-09-01      | 2.0000%  | 0.0000% | $42291.00          | $3044.88           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 NP256576                               | 2037-01-01      | 5.5000%  | 0.0000% | $1250000.00        | $3134.41           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 K2255538                               | 2034-11-01      | 5.5000%  | 0.0000% | $60000.00          | $1879.83           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD1128                               | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.02           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CT256915                               | 2027-08-01      | 7.0000%  | 0.0000% | $522292.00         | $1828.35           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIAY8790                               | 2030-04-01      | 2.0000%  | 0.0000% | $50000.00          | $4016.63           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAL9920                               | 2047-02-01      | 3.5000%  | 0.0000% | $1000.00           | $308.67            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8276                               | 2046-11-01      | 3.0000%  | 0.0000% | $7000.00           | $1198.28           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL8211                               | 2030-12-01      | 3.5000%  | 0.0000% | $20000.00          | $2133.15           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CT257575                               | 2029-01-01      | 5.0000%  | 0.0000% | $1550000.00        | $4254.23           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAL9994                               | 2032-04-01      | 2.5000%  | 0.0000% | $7000.00           | $1121.12           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAL7800                               | 2030-11-01      | 2.5000%  | 0.0000% | $18000.00          | $1924.81           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAL9903                               | 2044-05-01      | 5.5000%  | 0.0000% | $13000.00          | $2347.61           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIAS1382                               | 2028-07-01      | 2.0000%  | 0.0000% | $47321.00          | $2163.07           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF1096                               | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $998.60            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIAS2673                               | 2029-05-01      | 2.0000%  | 0.0000% | $25000.00          | $1220.38           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 K2255221                               | 2034-03-01      | 5.5000%  | 0.0000% | $70000.00          | $511.62            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL5851                               | 2029-10-01      | 3.5000%  | 0.0000% | $18000.00          | $981.37            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIAL1953                               | 2027-01-01      | 4.5000%  | 0.0000% | $340000.00         | $67.55             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIAL1245                               | 2026-12-01      | 4.5000%  | 0.0000% | $125000.00         | $273.39            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX AS052597                               | 2027-07-01      | 4.3100%  | 0.0000% | $19000000.00       | $3038.36           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAL2689                               | 2027-02-01      | 4.0000%  | 0.0000% | $8000.00           | $16.32             | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX AS074095                               | 2029-02-01      | 4.6700%  | 0.0000% | $4000000.00        | $1700.71           | Agency Mortgage-Backed Securities         |
| FMAR 781530 G                                      | 2034-05-01      | 6.4660%  | 0.0000% | $100000.00         | $553.01            | Agency Mortgage-Backed Securities         |
| FNRM CL072GY R13F072                               | 2043-07-25      | 2.5000%  | 0.0000% | $7522264.00        | $7080014.22        | Agency Collateralized Mortgage Obligation |
| FNMS 04.000 CIAH6960                               | 2026-02-01      | 4.0000%  | 0.0000% | $400000.00         | $537.52            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAH7535                               | 2026-03-01      | 3.5000%  | 0.0000% | $11000.00          | $29.31             | Agency Mortgage-Backed Securities         |
| FNRM CL072BA R25F072                               | 2051-03-25      | 4.5000%  | 0.0000% | $25341728.00       | $25140304.21       | Agency Collateralized Mortgage Obligation |
| FNMS 04.500 CIAL1204                               | 2026-09-01      | 4.5000%  | 0.0000% | $68000.00          | $65.54             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL8001                               | 2031-02-01      | 3.5000%  | 0.0000% | $1000.00           | $101.19            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBAH1204                               | 2041-01-01      | 6.7130%  | 0.0000% | $125000.00         | $1698.56           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIAS0338                               | 2028-08-01      | 2.0000%  | 0.0000% | $39669.00          | $2582.32           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIAS4858                               | 2030-04-01      | 2.0000%  | 0.0000% | $50000.00          | $4813.03           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2033-06-15      | 3.0000%  | 0.0000% | $6489130.00        | $6197746.43        | Agency Collateralized Mortgage Obligation |
| FNMS 02.500 CIAS8012                               | 2031-09-01      | 2.5000%  | 0.0000% | $20000.00          | $2913.13           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8483                               | 2046-12-01      | 3.0000%  | 0.0000% | $20000.00          | $3944.79           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT256714                               | 2027-05-01      | 5.5000%  | 0.0000% | $1000000.00        | $1673.08           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                         | 2055-01-25      | 5.2560%  | 0.0000% | $39736320.00       | $38803763.65       | Agency Collateralized Mortgage Obligation |
| FNRM CL040BV R25F040                               | 2036-06-25      | 5.0000%  | 0.0000% | $20078880.00       | $19886627.94       | Agency Collateralized Mortgage Obligation |
| FNMS 07.000 CL411528                               | 2026-04-01      | 7.0000%  | 0.0000% | $3785716.00        | $2031.17           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 GL252334                               | 2029-02-01      | 6.5000%  | 0.0000% | $488044.00         | $965.41            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL252497                               | 2029-06-01      | 6.5000%  | 0.0000% | $5918000.00        | $3304.26           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL592488                               | 2031-06-01      | 7.5000%  | 0.0000% | $1000000.00        | $3042.20           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAW6899                               | 2029-07-01      | 3.5000%  | 0.0000% | $7000.00           | $420.63            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CT256469                               | 2026-09-01      | 7.0000%  | 0.0000% | $170852.00         | $493.74            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 GL252410                               | 2029-03-01      | 7.0000%  | 0.0000% | $500000.00         | $437.78            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL545993                               | 2032-11-01      | 6.0000%  | 0.0000% | $191761.00         | $435.20            | Agency Mortgage-Backed Securities         |
| FKRA P016A1 03/25/29                               | 2029-03-25      | 4.7682%  | 0.0000% | $22000000.00       | $21389346.30       | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX AS029138                               | 2026-06-01      | 4.1870%  | 0.0000% | $900000.00         | $52.63             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAV8516                               | 2029-03-01      | 3.5000%  | 0.0000% | $25000.00          | $1016.59           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAW8992                               | 2044-07-01      | 4.5000%  | 0.0000% | $13000.00          | $1569.10           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL535895                               | 2031-02-01      | 6.5000%  | 0.0000% | $2000000.00        | $1663.33           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBBH5968                               | 2047-08-01      | 6.3500%  | 0.0000% | $30000.00          | $2603.49           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBH9215                               | 2048-01-01      | 3.5000%  | 0.0000% | $13000.00          | $2002.54           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS535598                               | 2040-10-01      | 5.6210%  | 0.0000% | $750000.00         | $482.84            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAX4887                               | 2044-12-01      | 4.0000%  | 0.0000% | $4000.00           | $494.51            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS544859                               | 2029-08-01      | 4.6430%  | 0.0000% | $51225970.00       | $1070.20           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB813174                               | 2035-02-01      | 6.7600%  | 0.0000% | $115000.00         | $151.57            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBBH5928                               | 2047-07-01      | 6.3090%  | 0.0000% | $10000.00          | $702.66            | Agency Mortgage-Backed Securities         |
| FNMS 08.000 CL535916                               | 2031-05-01      | 8.0000%  | 0.0000% | $3818000.00        | $1379.20           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 I4BF0179                               | 2057-01-01      | 3.5000%  | 0.0000% | $1000.00           | $348.11            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBJ6216                               | 2048-03-01      | 4.0000%  | 0.0000% | $32317.00          | $4517.64           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL535996                               | 2031-06-01      | 7.5000%  | 0.0000% | $9635798.00        | $4253.74           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAZ0084                               | 2030-06-01      | 3.5000%  | 0.0000% | $5000.00           | $293.44            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL848648                               | 2035-12-01      | 6.0000%  | 0.0000% | $50000.00          | $150.22            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL535164                               | 2030-02-01      | 7.0000%  | 0.0000% | $1480000.00        | $676.27            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL640996                               | 2032-05-01      | 7.5000%  | 0.0000% | $378000.00         | $921.89            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 K2545191                               | 2031-09-01      | 7.0000%  | 0.0000% | $485000.00         | $345.08            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBK4160                               | 2048-05-01      | 4.0000%  | 0.0000% | $50464.00          | $2748.81           | Agency Mortgage-Backed Securities         |
| 03.000 FGPC U40194 G                               | 2027-03-01      | 3.0000%  | 0.0000% | $280000.00         | $4179.71           | Agency Mortgage-Backed Securities         |
| FMAR 781773 G                                      | 2034-07-01      | 6.2500%  | 0.0000% | $675000.00         | $4747.85           | Agency Mortgage-Backed Securities         |
| FNRM CL033P R25F033                                | 2054-05-25      | 5.0000%  | 0.0000% | $46404000.00       | $44584532.87       | Agency Collateralized Mortgage Obligation |
| FNRM RC040BD R25F040                               | 2052-03-25      | 5.0000%  | 0.0000% | $37777664.00       | $35479482.90       | Agency Collateralized Mortgage Obligation |
| FMAR 780870 G                                      | 2033-09-01      | 6.9110%  | 0.0000% | $440000.00         | $1863.03           | Agency Mortgage-Backed Securities         |
| FMAR 780163 G                                      | 2033-01-01      | 6.4730%  | 0.0000% | $1000000.00        | $2186.30           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIZS6315                               | 2026-06-01      | 4.5000%  | 0.0000% | $680000.00         | $1642.00           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIZS6301                               | 2025-12-01      | 4.5000%  | 0.0000% | $95000.00          | $1.22              | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLZA0654                               | 2030-02-01      | 7.0000%  | 0.0000% | $11000000.00       | $2430.42           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIZS6362                               | 2026-09-01      | 4.5000%  | 0.0000% | $155000.00         | $501.19            | Agency Mortgage-Backed Securities         |
| FMAR 2B1638 G                                      | 2043-08-01      | 6.3700%  | 0.0000% | $14000.00          | $561.43            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C71012 G                               | 2032-09-01      | 6.0000%  | 0.0000% | $249976.00         | $169.98            | Agency Mortgage-Backed Securities         |
| 02.500 FGPC J32491 G                               | 2030-07-01      | 2.5000%  | 0.0000% | $29563.00          | $2609.66           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZS7613                               | 2030-07-01      | 3.5000%  | 0.0000% | $1000.00           | $65.41             | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZS6536                               | 2027-05-01      | 3.5000%  | 0.0000% | $200000.00         | $2678.88           | Agency Mortgage-Backed Securities         |
| 08.500 FGPC G00598 G                               | 2026-11-01      | 8.5000%  | 0.0000% | $4881781.00        | $356.36            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZS8433                               | 2026-06-01      | 3.5000%  | 0.0000% | $1000000.00        | $1533.91           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIZS6230                               | 2026-04-01      | 4.0000%  | 0.0000% | $1340688.00        | $1924.43           | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZS0401                               | 2028-04-01      | 7.5000%  | 0.0000% | $1636794.00        | $197.26            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4183                               | 2050-11-01      | 2.5000%  | 0.0000% | $11000.00          | $4839.95           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CNMA3650                               | 2029-04-01      | 3.5000%  | 0.0000% | $40000.00          | $3039.93           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4599                               | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $720.32            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB4687                               | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $765.98            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS7252                               | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $887.33            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL962589                               | 2038-04-01      | 5.5000%  | 0.0000% | $38000.00          | $334.60            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA8045                               | 2050-12-01      | 2.5000%  | 0.0000% | $5000.00           | $2485.75           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBD7081                               | 2047-03-01      | 4.0000%  | 0.0000% | $1000.00           | $112.36            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBJ5488                               | 2048-03-01      | 4.0000%  | 0.0000% | $31411.00          | $4770.79           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBK8810                               | 2048-08-01      | 4.0000%  | 0.0000% | $1000.00           | $66.26             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAX2187                               | 2029-11-01      | 3.5000%  | 0.0000% | $10000.00          | $871.17            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB816308                               | 2035-02-01      | 6.3130%  | 0.0000% | $100000.00         | $2077.22           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBJ9169                               | 2048-05-01      | 4.0000%  | 0.0000% | $25358.00          | $2608.57           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA6478                               | 2050-07-01      | 2.5000%  | 0.0000% | $1024.00           | $388.55            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBBC9053                               | 2046-12-01      | 6.3550%  | 0.0000% | $20000.00          | $1733.59           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAU6687                               | 2028-09-01      | 3.5000%  | 0.0000% | $22000.00          | $808.12            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL535425                               | 2030-08-01      | 7.5000%  | 0.0000% | $23145311.00       | $2354.38           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAW7396                               | 2027-01-01      | 3.5000%  | 0.0000% | $27000.00          | $120.26            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAS8714                               | 2032-02-01      | 2.5000%  | 0.0000% | $1000.00           | $162.51            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB813844                               | 2035-01-01      | 6.1960%  | 0.0000% | $350000.00         | $3640.04           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBO7222                               | 2050-01-01      | 4.0000%  | 0.0000% | $1000.00           | $188.60            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB827871                               | 2035-03-01      | 6.4550%  | 0.0000% | $2000000.00        | $1300.30           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBN4368                               | 2049-02-01      | 5.0000%  | 0.0000% | $1024.00           | $113.27            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CLFS8838                               | 2054-07-01      | 7.5000%  | 0.0000% | $1024.00           | $763.28            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6526                               | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $822.64            | Agency Mortgage-Backed Securities         |
| GNRA 2024-001 NF                                   | 2054-01-20      | 5.5388%  | 0.0000% | $100000000.00      | $63788268.49       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-149 YF                                   | 2053-10-20      | 5.6888%  | 0.0000% | $100000000.00      | $37185993.25       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-001 GF                                   | 2054-01-20      | 5.5388%  | 0.0000% | $100000000.00      | $48145069.05       | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLDE9208                               | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.68           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAZ6973                               | 2045-11-01      | 4.0000%  | 0.0000% | $1000.00           | $37.21             | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBN4718                               | 2049-02-01      | 5.0000%  | 0.0000% | $28000.00          | $2687.54           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CICA0251                               | 2032-08-01      | 3.5000%  | 0.0000% | $13000.00          | $1448.03           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBH7598                               | 2047-08-01      | 4.5000%  | 0.0000% | $56568.00          | $608.54            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIBM1036                               | 2032-02-01      | 2.5000%  | 0.0000% | $26000.00          | $4398.77           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAS9994                               | 2047-04-01      | 4.5000%  | 0.0000% | $2000.00           | $255.24            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS4168                               | 2044-12-01      | 4.0000%  | 0.0000% | $26000.00          | $3144.29           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBJ8093                               | 2048-03-01      | 4.0000%  | 0.0000% | $1000.00           | $198.26            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAW1543                               | 2029-03-01      | 3.5000%  | 0.0000% | $7000.00           | $224.94            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 I4BF0264                               | 2058-05-01      | 3.5000%  | 0.0000% | $1000.00           | $337.80            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAT2062                               | 2028-04-01      | 2.5000%  | 0.0000% | $20000.00          | $826.61            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBAX5591                               | 2045-01-01      | 6.5050%  | 0.0000% | $126000.00         | $1569.62           | Agency Mortgage-Backed Securities         |
| FNMA REMIC TRUST 2003-W18      1-A-7  20430825 5.8 | 2043-08-25      | 5.8070%  | 0.0000% | $28500000.00       | $6727693.36        | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLDF0809                               | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.37           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL8238                               | 2030-08-01      | 3.5000%  | 0.0000% | $14000.00          | $955.25            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2036-05-25      | 5.0000%  | 0.0000% | $12704896.00       | $12596851.42       | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CL732755                               | 2033-08-01      | 5.5000%  | 0.0000% | $250000.00         | $416.06            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAS0909                               | 2043-11-01      | 4.5000%  | 0.0000% | $4000.00           | $281.00            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2051-08-25      | 2.0000%  | 0.0000% | $1960000.00        | $1115330.38        | Agency Collateralized Mortgage Obligation |
| FNMS 03.500 CLAS6763                               | 2046-03-01      | 3.5000%  | 0.0000% | $1000.00           | $90.46             | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS843997                               | 2035-11-01      | 6.0340%  | 0.0000% | $200000.00         | $1587.49           | Agency Mortgage-Backed Securities         |
| FNMS 08.000 CL535290                               | 2030-05-01      | 8.0000%  | 0.0000% | $7712357.00        | $3203.44           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB745606                               | 2036-05-01      | 6.4330%  | 0.0000% | $75000.00          | $708.08            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB745169                               | 2036-01-01      | 6.8490%  | 0.0000% | $90000.00          | $420.47            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL504712                               | 2029-07-01      | 7.0000%  | 0.0000% | $1500000.00        | $2466.28           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 U3BF0198                               | 2040-11-01      | 4.0000%  | 0.0000% | $1000.00           | $195.85            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS7796                               | 2046-08-01      | 3.0000%  | 0.0000% | $4000.00           | $615.05            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL745405                               | 2035-12-01      | 5.5000%  | 0.0000% | $110000.00         | $1114.24           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAS1626                               | 2044-02-01      | 4.5000%  | 0.0000% | $31000.00          | $2019.24           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CTCB6022                               | 2043-04-01      | 5.0000%  | 0.0000% | $1000.00           | $788.90            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB3528                               | 2052-05-01      | 4.0000%  | 0.0000% | $5000.00           | $3692.70           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBBM6535                               | 2046-10-01      | 6.7220%  | 0.0000% | $1000.00           | $413.44            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS5200                               | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $820.78            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS3880                               | 2053-02-01      | 6.0000%  | 0.0000% | $1024.00           | $769.07            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CICB3393                               | 2037-04-01      | 3.5000%  | 0.0000% | $7000.00           | $4128.35           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS4849                               | 2042-01-01      | 6.0000%  | 0.0000% | $2000.00           | $1479.77           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS3686                               | 2053-01-01      | 5.0000%  | 0.0000% | $5000.00           | $3829.18           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CTMA5833                               | 2045-09-01      | 5.0000%  | 0.0000% | $1000.00           | $998.74            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBAE0420                               | 2040-10-01      | 6.8740%  | 0.0000% | $129000.00         | $642.15            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAE0949                               | 2041-02-01      | 4.0000%  | 0.0000% | $31000.00          | $1557.79           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA5857                               | 2040-09-01      | 3.5000%  | 0.0000% | $1000.00           | $970.36            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB2178                               | 2051-11-01      | 3.5000%  | 0.0000% | $1024.00           | $652.72            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAD5093                               | 2025-10-25      | 3.5000%  | 0.0000% | $24000.00          | $2.46              | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAD0440                               | 2039-10-01      | 6.0000%  | 0.0000% | $11000.00          | $201.16            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB1818                               | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $670.23            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5135                               | 2053-09-01      | 4.0000%  | 0.0000% | $2000.00           | $1692.21           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS7871                               | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $720.23            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS888507                               | 2035-02-01      | 6.4280%  | 0.0000% | $251000.00         | $2824.93           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIMA5770                               | 2040-07-01      | 4.5000%  | 0.0000% | $1000.00           | $977.21            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS7901                               | 2044-01-01      | 4.0000%  | 0.0000% | $1000.00           | $853.98            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CTMA5869                               | 2045-08-01      | 7.0000%  | 0.0000% | $1000.00           | $1051.46           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAE8048                               | 2025-11-01      | 3.5000%  | 0.0000% | $2000.00           | $0.98              | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAD8529                               | 2040-08-01      | 4.5000%  | 0.0000% | $90000.00          | $2256.67           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB3841                               | 2052-06-01      | 3.5000%  | 0.0000% | $4000.00           | $2932.37           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLAE0443                               | 2039-10-01      | 6.5000%  | 0.0000% | $10720.00          | $173.29            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBW1463                               | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $729.33            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTMA5834                               | 2045-09-01      | 5.5000%  | 0.0000% | $1008.00           | $1015.74           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0699                               | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1024.32           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS7130                               | 2054-01-01      | 5.0000%  | 0.0000% | $1000.00           | $888.99            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL890200                               | 2039-10-01      | 6.5000%  | 0.0000% | $315000.00         | $4606.40           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA3340                               | 2033-04-01      | 3.5000%  | 0.0000% | $5000.00           | $538.07            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3663                               | 2049-05-01      | 3.5000%  | 0.0000% | $7000.00           | $524.53            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA1658                               | 2028-10-01      | 3.5000%  | 0.0000% | $24000.00          | $1036.32           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3239                               | 2048-01-01      | 4.0000%  | 0.0000% | $1000.00           | $129.42            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4079                               | 2050-07-01      | 3.0000%  | 0.0000% | $2000.00           | $573.28            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS4283                               | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $699.61            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5417                               | 2054-07-01      | 4.0000%  | 0.0000% | $4000.00           | $3667.97           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA4684                               | 2052-06-01      | 4.5000%  | 0.0000% | $1000.00           | $737.90            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3637                               | 2049-04-01      | 3.5000%  | 0.0000% | $39000.00          | $2986.78           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA3936                               | 2050-02-01      | 2.5000%  | 0.0000% | $4000.00           | $904.75            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4624                               | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $735.59            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5850                               | 2055-09-01      | 4.0000%  | 0.0000% | $1024.00           | $970.13            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLAE0442                               | 2039-01-01      | 6.5000%  | 0.0000% | $199933.00         | $3681.29           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAD0220                               | 2038-10-01      | 6.0000%  | 0.0000% | $1000.00           | $11.31             | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS0124                               | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $748.97            | Agency Mortgage-Backed Securities         |
| GNRA 2023-115 FA                                   | 2053-08-20      | 5.4388%  | 0.0000% | $100000000.00      | $49810174.93       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-160 WF                                   | 2054-10-20      | 5.6388%  | 0.0000% | $30000000.00       | $29385224.07       | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLZS0378                               | 2028-01-01      | 6.5000%  | 0.0000% | $19440000.00       | $1913.12           | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZS0426                               | 2028-04-01      | 7.5000%  | 0.0000% | $10930.00          | $1.43              | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTZS8795                               | 2026-02-01      | 5.0000%  | 0.0000% | $675000.00         | $90.00             | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIZS6650                               | 2026-09-01      | 4.5000%  | 0.0000% | $47000.00          | $4.13              | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIZS6318                               | 2026-09-01      | 4.0000%  | 0.0000% | $1150000.00        | $2144.07           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZS7148                               | 2030-04-01      | 3.5000%  | 0.0000% | $27000.00          | $1822.73           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZA0598                               | 2029-05-01      | 6.5000%  | 0.0000% | $519144.00         | $393.97            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIZS6397                               | 2026-07-01      | 4.0000%  | 0.0000% | $950000.00         | $2534.63           | Agency Mortgage-Backed Securities         |
| FMAR 2B0180 G                                      | 2042-01-01      | 6.8700%  | 0.0000% | $101025.00         | $743.44            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLZJ8819                               | 2028-02-01      | 7.0000%  | 0.0000% | $3259879.00        | $4491.08           | Agency Mortgage-Backed Securities         |
| 02.500 FGPC G18470 G                               | 2028-06-01      | 2.5000%  | 0.0000% | $2000.00           | $96.11             | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G08857 G                               | 2049-01-01      | 4.0000%  | 0.0000% | $1000.00           | $65.41             | Agency Mortgage-Backed Securities         |
| 03.500 FGPC J13583 G                               | 2025-11-01      | 3.5000%  | 0.0000% | $1800000.00        | $874.91            | Agency Mortgage-Backed Securities         |
| FMAR 847512 G                                      | 2036-01-01      | 6.7480%  | 0.0000% | $110000.00         | $660.84            | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZS0486                               | 2030-03-01      | 7.5000%  | 0.0000% | $10966265.00       | $1849.03           | Agency Mortgage-Backed Securities         |
| 02.500 FGPC G14606 G                               | 2027-11-01      | 2.5000%  | 0.0000% | $8000.00           | $215.89            | Agency Mortgage-Backed Securities         |
| 02.500 FGPC T45023 G                               | 2028-02-01      | 2.5000%  | 0.0000% | $100000.00         | $4826.90           | Agency Mortgage-Backed Securities         |
| 04.500 FGPC G08858 G                               | 2049-01-01      | 4.5000%  | 0.0000% | $1000.00           | $61.48             | Agency Mortgage-Backed Securities         |
| 02.500 FGPC G16407 G                               | 2033-01-01      | 2.5000%  | 0.0000% | $2000.00           | $361.95            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIZS8096                               | 2029-01-01      | 4.0000%  | 0.0000% | $189143.00         | $195.01            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G07961 G                               | 2045-03-01      | 3.5000%  | 0.0000% | $11000.00          | $1415.30           | Agency Mortgage-Backed Securities         |
| 05.000 FGPC G30459 G                               | 2029-05-01      | 5.0000%  | 0.0000% | $25000.00          | $3.16              | Agency Mortgage-Backed Securities         |
| GNRM 2018-53 WJ                                    | 2045-11-20      | 3.0000%  | 0.0000% | $625000.00         | $1253.15           | Agency Collateralized Mortgage Obligation |
| FNMS 02.000 CIMA4627                               | 2037-06-01      | 2.0000%  | 0.0000% | $1000.00           | $657.90            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX S1905759                               | 2036-12-01      | 6.5840%  | 0.0000% | $200000.00         | $783.52            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA0296                               | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $954.59            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CI890468                               | 2027-09-01      | 3.5000%  | 0.0000% | $11000.00          | $38.80             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL889996                               | 2038-06-01      | 5.5000%  | 0.0000% | $9000.00           | $58.56             | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC0836                               | 2055-08-01      | 5.0000%  | 0.0000% | $1024.00           | $1020.11           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS8793                               | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $851.56            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC1001                               | 2055-09-01      | 5.0000%  | 0.0000% | $1024.00           | $1026.22           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAB6194                               | 2027-09-01      | 2.5000%  | 0.0000% | $25000.00          | $615.26            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 GLAB0462                               | 2037-02-01      | 6.0000%  | 0.0000% | $93000.00          | $4173.58           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL995681                               | 2038-05-01      | 6.0000%  | 0.0000% | $61364.00          | $269.46            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB936591                               | 2037-04-01      | 5.8150%  | 0.0000% | $250000.00         | $1199.09           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL969625                               | 2038-02-01      | 6.0000%  | 0.0000% | $158837.00         | $838.69            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CICC0765                               | 2040-07-01      | 5.0000%  | 0.0000% | $1000.00           | $1011.62           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CICB7910                               | 2038-11-01      | 4.0000%  | 0.0000% | $2133.00           | $1495.30           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL946008                               | 2037-09-01      | 6.0000%  | 0.0000% | $110384.00         | $429.02            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL889579                               | 2038-05-01      | 6.0000%  | 0.0000% | $342000.00         | $2143.67           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WD888527                               | 2034-04-01      | 6.5080%  | 0.0000% | $20000.00          | $187.80            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTMA0587                               | 2030-12-01      | 4.0000%  | 0.0000% | $3000.00           | $74.45             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAB5004                               | 2027-04-01      | 3.5000%  | 0.0000% | $8000.00           | $114.69            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL953495                               | 2037-11-01      | 6.0000%  | 0.0000% | $370000.00         | $1508.69           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS9662                               | 2054-10-01      | 5.5000%  | 0.0000% | $1024.00           | $996.61            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL995149                               | 2038-10-01      | 6.5000%  | 0.0000% | $230000.00         | $2097.32           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL924842                               | 2037-09-01      | 6.5000%  | 0.0000% | $15024.00          | $179.03            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA4868                               | 2049-12-01      | 3.0000%  | 0.0000% | $10000.00          | $4869.65           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS7294                               | 2044-05-01      | 5.5000%  | 0.0000% | $1000.00           | $829.93            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS8476                               | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $829.20            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS5050                               | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $761.51            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS8652                               | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $781.12            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS7890                               | 2047-07-01      | 5.0000%  | 0.0000% | $5000.00           | $4304.59           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAE0368                               | 2025-12-01      | 3.5000%  | 0.0000% | $42000.00          | $9.63              | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CTAD0838                               | 2027-10-01      | 6.5000%  | 0.0000% | $237813.00         | $15.51             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAI1915                               | 2026-04-01      | 4.0000%  | 0.0000% | $937815.00         | $2276.25           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAL0842                               | 2026-09-01      | 4.0000%  | 0.0000% | $1135000.00        | $2641.99           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT256803                               | 2027-07-01      | 6.0000%  | 0.0000% | $1300000.00        | $3556.55           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL620611                               | 2032-01-01      | 7.0000%  | 0.0000% | $242395.00         | $349.38            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL253397                               | 2030-07-01      | 7.5000%  | 0.0000% | $5488788.00        | $1807.75           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL253480                               | 2030-10-01      | 7.5000%  | 0.0000% | $5062579.00        | $1783.38           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL253515                               | 2030-11-01      | 7.5000%  | 0.0000% | $2946581.00        | $829.78            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAX3715                               | 2027-06-01      | 3.5000%  | 0.0000% | $83000.00          | $1038.05           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CZ256882                               | 2047-08-01      | 6.5000%  | 0.0000% | $135000.00         | $1093.23           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT256640                               | 2027-03-01      | 5.5000%  | 0.0000% | $89635.00          | $135.45            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT256928                               | 2027-10-01      | 6.0000%  | 0.0000% | $282424.00         | $724.63            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAI1888                               | 2041-05-01      | 4.5000%  | 0.0000% | $34000.00          | $1214.54           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAX2501                               | 2044-10-01      | 4.0000%  | 0.0000% | $1000.00           | $86.64             | Agency Mortgage-Backed Securities         |
| FNRM CL028LA R16F028                               | 2045-05-25      | 2.5000%  | 0.0000% | $25000000.00       | $1633227.67        | Agency Collateralized Mortgage Obligation |
| 02.500 FGPC V60905 G                               | 2030-07-01      | 2.5000%  | 0.0000% | $40454.00          | $3601.49           | Agency Mortgage-Backed Securities         |
| MNRA CL012A2 R18M012                               | 2030-08-25      | 3.7474%  | 0.0000% | $1636812.00        | $1608800.28        | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CT256103                               | 2026-02-01      | 5.5000%  | 0.0000% | $1680000.00        | $413.46            | Agency Mortgage-Backed Securities         |
| 03.000 FGPC U70048 G                               | 2027-08-01      | 3.0000%  | 0.0000% | $200000.00         | $4946.37           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAH5616                               | 2026-02-01      | 3.5000%  | 0.0000% | $20000.00          | $29.25             | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB675490                               | 2033-03-01      | 6.8330%  | 0.0000% | $325000.00         | $457.78            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL623613                               | 2032-03-01      | 6.5000%  | 0.0000% | $400413.00         | $325.16            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 NP745593                               | 2036-05-01      | 5.0000%  | 0.0000% | $2000000.00        | $2076.84           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAH4407                               | 2026-01-01      | 3.5000%  | 0.0000% | $9000.00           | $11.34             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBN0334                               | 2048-12-01      | 4.0000%  | 0.0000% | $39612.00          | $2822.87           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS795297                               | 2044-07-01      | 5.4210%  | 0.0000% | $1000000.00        | $4989.38           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB735648                               | 2034-02-01      | 6.7400%  | 0.0000% | $170000.00         | $1272.44           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL613142                               | 2031-11-01      | 7.0000%  | 0.0000% | $775000.00         | $3079.66           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIBM1896                               | 2031-11-01      | 2.5000%  | 0.0000% | $18000.00          | $2955.87           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL613024                               | 2031-07-01      | 6.5000%  | 0.0000% | $750000.00         | $2098.10           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL625666                               | 2032-01-01      | 7.0000%  | 0.0000% | $1885000.00        | $4834.34           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL580402                               | 2031-06-01      | 6.5000%  | 0.0000% | $2750000.00        | $4780.48           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAI8194                               | 2041-08-01      | 4.5000%  | 0.0000% | $63000.00          | $1963.20           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAH0969                               | 2025-12-01      | 3.5000%  | 0.0000% | $17000.00          | $11.59             | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2049-12-25      | 3.5000%  | 0.0000% | $1300000.00        | $219075.09         | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CL555528                               | 2033-04-01      | 6.0000%  | 0.0000% | $150000.00         | $396.66            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAZ2881                               | 2030-08-01      | 3.5000%  | 0.0000% | $11000.00          | $1205.51           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIBM1064                               | 2030-11-01      | 3.5000%  | 0.0000% | $38000.00          | $2387.85           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL745802                               | 2036-07-01      | 6.0000%  | 0.0000% | $1000.00           | $27.57             | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB796989                               | 2034-08-01      | 6.2390%  | 0.0000% | $300000.00         | $2958.22           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBM4422                               | 2048-08-01      | 5.5000%  | 0.0000% | $6000.00           | $566.71            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL821507                               | 2035-06-01      | 5.5000%  | 0.0000% | $208871.00         | $1250.98           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB3247                               | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $741.94            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB817330                               | 2035-07-01      | 6.1230%  | 0.0000% | $160000.00         | $938.08            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBO0988                               | 2049-07-01      | 3.5000%  | 0.0000% | $2000.00           | $257.17            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBBM6373                               | 2047-04-01      | 6.4960%  | 0.0000% | $1000.00           | $159.98            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX9981                               | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $606.48            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CICA9432                               | 2036-03-01      | 2.0000%  | 0.0000% | $1000.00           | $506.90            | Agency Mortgage-Backed Securities         |

### Security 242: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.160000%
- **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: ARP1AYXW0, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP1AYXW0
- **C.18 - Value (incl. sponsor support):** $718000000.00
- **C.18.a - Value (excl. sponsor support):** $718000000.00
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-22
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| 03.500 FGPC G08788 G   | 2047-11-01      | 3.5000%  | 0.0000% | $43259261.00       | $5368811.64        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $34756800.00       | $30921517.46       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $12533900.00       | $12899177.64       | U.S. Treasuries (including strips)        |
| FEPC 03.500 3VZN0506   | 2042-11-01      | 3.5000%  | 0.0000% | $66162090.00       | $10253008.81       | Agency Mortgage-Backed Securities         |
| 04.000 FGPC U99177 G   | 2044-02-01      | 4.0000%  | 0.0000% | $59000000.00       | $11520636.02       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8277   | 2052-12-01      | 5.5000%  | 0.0000% | $39652254.00       | $31434334.71       | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2041-03-15      | 5.0000%  | 0.0000% | $8141967.00        | $2353677.93        | Agency Collateralized Mortgage Obligation |
| FNMS 03.500 CLAL3092   | 2043-01-01      | 3.5000%  | 0.0000% | $46870610.00       | $8607112.98        | Agency Mortgage-Backed Securities         |
| MNRA CL013A2 R22M013   | 2032-05-25      | 2.6786%  | 0.0000% | $759434.00         | $688894.80         | Agency Collateralized Mortgage Obligation |
| FNMS 04.000 I4BF0605   | 2062-03-01      | 4.0000%  | 0.0000% | $60081015.00       | $46093775.82       | Agency Mortgage-Backed Securities         |
| MNRA CL003A1 R22M003   | 2031-11-25      | 1.7641%  | 0.0000% | $7041227.00        | $5697224.95        | Agency Collateralized Mortgage Obligation |
| FNMS 04.000 CLBE7474   | 2047-02-01      | 4.0000%  | 0.0000% | $22340436.00       | $4076130.91        | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2048-05-25      | 3.0000%  | 0.0000% | $21286241.00       | $13529875.08       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2054-08-25      | 5.4560%  | 0.0000% | $300000.00         | $268403.67         | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2054-12-25      | 5.5560%  | 0.0000% | $600000.00         | $519255.47         | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2055-02-25      | 5.7560%  | 0.0000% | $8600000.00        | $7098194.69        | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2054-12-25      | 5.5560%  | 0.0000% | $6300000.00        | $5159258.66        | Agency Collateralized Mortgage Obligation |
| FNMS 04.000 CLBD8447   | 2046-10-01      | 4.0000%  | 0.0000% | $3059022.00        | $453936.30         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBA4958   | 2046-10-01      | 4.0000%  | 0.0000% | $1284550.00        | $311294.07         | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2054-07-25      | 5.7060%  | 0.0000% | $6248495.00        | $4388548.79        | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLQG6728   | 2053-07-01      | 6.0000%  | 0.0000% | $2056866.00        | $1643778.24        | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2054-09-25      | 5.2560%  | 0.0000% | $29614728.00       | $27676356.35       | Agency Collateralized Mortgage Obligation |
| 04.500 FGPC Q60436 G   | 2048-12-01      | 4.5000%  | 0.0000% | $10695043.00       | $2420799.99        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA8546   | 2053-02-01      | 5.5000%  | 0.0000% | $2934988.00        | $2404201.59        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8258   | 2052-10-01      | 5.0000%  | 0.0000% | $53216876.00       | $41955008.63       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQF6627   | 2053-01-01      | 6.5000%  | 0.0000% | $112927.00         | $76444.57          | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2055-07-25      | 5.1560%  | 0.0000% | $100000000.00      | $98004042.52       | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2054-12-25      | 5.7560%  | 0.0000% | $1000.00           | $862.10            | Agency Collateralized Mortgage Obligation |
| MNRA CL012A2 R18M012   | 2030-08-25      | 3.7474%  | 0.0000% | $5000000.00        | $4914432.08        | Agency Collateralized Mortgage Obligation |
| 04.000 FGPC Q34318 G   | 2045-06-01      | 4.0000%  | 0.0000% | $63317047.00       | $10849709.04       | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2053-10-25      | 5.6560%  | 0.0000% | $1583.00           | $1034.92           | Agency Collateralized Mortgage Obligation |
| 04.000 FGPC Q38388 G   | 2046-01-01      | 4.0000%  | 0.0000% | $10995416.00       | $1357477.07        | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q30510 G   | 2044-12-01      | 3.5000%  | 0.0000% | $8300000.00        | $1945839.13        | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2053-09-25      | 5.2560%  | 0.0000% | $29520612.00       | $22604213.48       | Agency Collateralized Mortgage Obligation |
| MNRM CL001A2 R20M001   | 2029-10-25      | 2.4440%  | 0.0000% | $3968106.00        | $3717039.08        | Agency Collateralized Mortgage Obligation |
| MNRA RC004A1X R22M00   | 2030-05-25      | 2.5396%  | 0.0000% | $2583000.00        | $1209404.46        | Agency Collateralized Mortgage Obligation |
| MNRA CL003A2 R22M003   | 2031-11-25      | 1.7641%  | 0.0000% | $3500000.00        | $3018088.50        | Agency Collateralized Mortgage Obligation |
| 05.000 FGPC N70075 G   | 2035-01-01      | 5.0000%  | 0.0000% | $7174.00           | $136.28            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC P20586 G   | 2034-11-01      | 6.0000%  | 0.0000% | $6684.00           | $89.43             | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CLDD9025   | 2055-06-01      | 7.5000%  | 0.0000% | $1438969.00        | $1567990.10        | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2038-06-15      | 6.6026%  | 0.0000% | $60521856.00       | $395974.82         | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2039-12-25      | 6.7116%  | 0.0000% | $69259779.00       | $810195.79         | Agency Collateralized Mortgage Obligation |
| FNMS 03.500 I4BF0103   | 2056-06-01      | 3.5000%  | 0.0000% | $27700000.00       | $9546119.46        | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2037-12-15      | 6.7404%  | 0.0000% | $89429075.00       | $660333.58         | Agency Collateralized Mortgage Obligation |
| FNMS 02.500 I4BF0535   | 2061-03-01      | 2.5000%  | 0.0000% | $1293299.00        | $682486.71         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC1600   | 2054-09-01      | 5.5000%  | 0.0000% | $1000935.00        | $1008453.40        | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2039-10-15      | 6.6060%  | 0.0000% | $53677824.00       | $442861.50         | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLDC2263   | 2054-08-01      | 6.0000%  | 0.0000% | $3089041.00        | $2809253.14        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX XYBM6932   | 2032-05-01      | 3.1911%  | 0.0000% | $30568022.00       | $27261722.22       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA8246   | 2052-11-01      | 4.5000%  | 0.0000% | $36783677.00       | $27863699.82       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9264   | 2053-06-01      | 5.5000%  | 0.0000% | $14689000.00       | $12308194.44       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRA8215   | 2052-11-01      | 6.0000%  | 0.0000% | $52385727.00       | $37954196.90       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQG8671   | 2053-08-01      | 6.5000%  | 0.0000% | $11134244.00       | $10815375.22       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE3428   | 2052-06-01      | 5.0000%  | 0.0000% | $15155169.00       | $8962217.15        | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2053-11-25      | 5.8560%  | 0.0000% | $37603885.00       | $20123179.89       | Agency Collateralized Mortgage Obligation |
| 03.500 FGPC G61595 G   | 2048-07-01      | 3.5000%  | 0.0000% | $16715512.00       | $3524736.27        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD5457   | 2054-05-01      | 5.5000%  | 0.0000% | $1032.00           | $934.59            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A50739 G   | 2036-07-01      | 6.0000%  | 0.0000% | $9772.00           | $96.71             | Agency Mortgage-Backed Securities         |
| MNRA CL03GA2 R21M03G   | 2031-01-25      | 1.2862%  | 0.0000% | $31455000.00       | $27306712.84       | Agency Collateralized Mortgage Obligation |
| MNRA CL01GA2 R21M01G   | 2030-11-25      | 1.5173%  | 0.0000% | $8313573.00        | $7297679.55        | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2027-06-25      | 3.1625%  | 0.0000% | $1644000.00        | $946846.12         | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLRA8304   | 2052-12-01      | 5.5000%  | 0.0000% | $32205219.00       | $24806883.69       | Agency Mortgage-Backed Securities         |
| 04.000 FGPC V83149 G   | 2047-04-01      | 4.0000%  | 0.0000% | $11465705.00       | $2770414.91        | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2054-08-25      | 5.4060%  | 0.0000% | $1000000.00        | $717003.87         | Agency Collateralized Mortgage Obligation |
| FEPC 04.500 CLRA7924   | 2052-09-01      | 4.5000%  | 0.0000% | $2554672.00        | $1888096.19        | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2055-02-25      | 6.0060%  | 0.0000% | $2793471.00        | $2530576.39        | Agency Collateralized Mortgage Obligation |
| FEPC 04.500 CLSD1535   | 2052-09-01      | 4.5000%  | 0.0000% | $7548221.00        | $6038325.33        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD1041   | 2052-06-01      | 3.0000%  | 0.0000% | $7071583.00        | $4740412.00        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8315   | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $834.87            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDB7341   | 2054-07-01      | 7.0000%  | 0.0000% | $1787987.00        | $1704901.50        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB7358   | 2054-07-01      | 6.0000%  | 0.0000% | $9786796.00        | $9951849.45        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDD1867   | 2054-12-01      | 5.0000%  | 0.0000% | $1557503.00        | $1547862.48        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC8676   | 2055-01-01      | 6.5000%  | 0.0000% | $1614765.00        | $1665809.07        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC3211   | 2054-10-01      | 6.0000%  | 0.0000% | $1452173.00        | $1492407.53        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB6796   | 2054-07-01      | 6.5000%  | 0.0000% | $2795687.00        | $2851024.53        | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDC1630   | 2054-08-01      | 7.0000%  | 0.0000% | $2356160.00        | $2455272.58        | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDB6893   | 2054-06-01      | 7.0000%  | 0.0000% | $2000177.00        | $1593691.01        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC1985   | 2054-09-01      | 5.5000%  | 0.0000% | $682705.00         | $689598.80         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC3573   | 2054-09-01      | 6.0000%  | 0.0000% | $1869489.00        | $1444609.64        | Agency Mortgage-Backed Securities         |
| MNRM CL009A2 R19M009   | 2029-06-25      | 2.9370%  | 0.0000% | $2060.00           | $1255.44           | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2053-11-25      | 6.1060%  | 0.0000% | $1000.00           | $581.14            | Agency Collateralized Mortgage Obligation |
| 05.000 FGPC P00062 G   | 2035-01-01      | 5.0000%  | 0.0000% | $3775.00           | $141.56            | Agency Mortgage-Backed Securities         |
| 07.500 FGPC G20028 G   | 2036-12-01      | 7.5000%  | 0.0000% | $5352.00           | $114.59            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB7789   | 2054-08-01      | 5.5000%  | 0.0000% | $1641667.00        | $1557499.95        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIDB2344   | 2039-10-01      | 4.0000%  | 0.0000% | $712871.00         | $638321.26         | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDB5653   | 2054-07-01      | 7.0000%  | 0.0000% | $3718178.00        | $2443538.17        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB6791   | 2054-07-01      | 6.0000%  | 0.0000% | $2500325.00        | $2540514.66        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDD1866   | 2054-12-01      | 5.0000%  | 0.0000% | $1855418.00        | $1849890.07        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8029   | 2049-12-01      | 2.5000%  | 0.0000% | $3604297.00        | $870490.09         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH0278   | 2053-09-01      | 6.5000%  | 0.0000% | $10116389.00       | $8118849.05        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE8140   | 2052-08-01      | 5.0000%  | 0.0000% | $13800000.00       | $10735228.67       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQF8204   | 2053-02-01      | 6.0000%  | 0.0000% | $100000.00         | $79625.09          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF9670   | 2053-03-01      | 5.5000%  | 0.0000% | $104000.00         | $87794.19          | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2053-11-25      | 5.4560%  | 0.0000% | $718985.00         | $461990.42         | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2054-11-25      | 5.3060%  | 0.0000% | $5872665.00        | $5291007.13        | Agency Collateralized Mortgage Obligation |
| FNMS 03.000 CLAP2123   | 2042-08-01      | 3.0000%  | 0.0000% | $78333061.00       | $9731290.02        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDC8358   | 2054-12-01      | 4.5000%  | 0.0000% | $1295505.00        | $1156989.16        | Agency Mortgage-Backed Securities         |
| GNRA 2024-097 FT       | 2054-06-20      | 5.5388%  | 0.0000% | $1024.00           | $958.27            | Agency Collateralized Mortgage Obligation |

### Security 243: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.180000%
- **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: ARP1B1UM6, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1B1UM6
- **C.18 - Value (incl. sponsor support):** $485000000.00
- **C.18.a - Value (excl. sponsor support):** $485000000.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-17
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **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? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FKAR 03.830 WNWN5025 | 2029-07-01      | 3.8300%  | 0.0000% | $43940000.00       | $43695969.46       | Agency Mortgage-Backed Securities |
| FKAR 03.900 WAWA3194 | 2037-07-01      | 3.9000%  | 0.0000% | $1406432.00        | $1268911.79        | Agency Mortgage-Backed Securities |
| FKAR 03.850 WNWN5289 | 2029-04-01      | 3.8500%  | 0.0000% | $23975000.00       | $23862015.15       | Agency Mortgage-Backed Securities |
| FMAR 1Q0789 G        | 2038-05-01      | 6.8710%  | 0.0000% | $254700.00         | $554.78            | Agency Mortgage-Backed Securities |
| FMAR 1J1380 G        | 2036-03-01      | 7.4040%  | 0.0000% | $330000.00         | $713.40            | Agency Mortgage-Backed Securities |
| FMAR 2B0973 G        | 2042-11-01      | 6.3950%  | 0.0000% | $925000.00         | $11725.93          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBL4420 | 2029-10-01      | 2.1400%  | 0.0000% | $2300000.00        | $2104996.15        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4982 | 2030-09-01      | 4.3200%  | 0.0000% | $19764000.00       | $19933417.01       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5066 | 2030-09-01      | 4.7800%  | 0.0000% | $4100000.00        | $4220074.88        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BZ2664 | 2031-10-01      | 5.4400%  | 0.0000% | $500000.00         | $523966.15         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ0855 | 2029-04-01      | 4.5500%  | 0.0000% | $50000.00          | $50942.11          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ1076 | 2031-06-01      | 4.7300%  | 0.0000% | $6456000.00        | $6623425.24        | Agency Mortgage-Backed Securities |
| FKAR 05.030 WSWS3002 | 2038-05-01      | 5.0300%  | 0.0000% | $520000.00         | $525142.78         | Agency Mortgage-Backed Securities |
| FMAR 8C1164 G        | 2055-10-01      | 3.7190%  | 0.0000% | $10705086.00       | $10383022.00       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4869 | 2030-09-01      | 4.2900%  | 0.0000% | $12617000.00       | $12722501.25       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4972 | 2032-09-01      | 4.2000%  | 0.0000% | $6353000.00        | $6305786.62        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ0571 | 2034-02-01      | 5.3000%  | 0.0000% | $846000.00         | $878263.06         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ3164 | 2035-02-01      | 5.1700%  | 0.0000% | $3313000.00        | $3453349.40        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4777 | 2030-09-01      | 4.5700%  | 0.0000% | $2080000.00        | $2118306.09        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4948 | 2030-09-01      | 4.7200%  | 0.0000% | $6215329.00        | $6377009.73        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4493 | 2030-08-01      | 4.7400%  | 0.0000% | $2523424.00        | $2591908.04        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4931 | 2030-10-01      | 4.3800%  | 0.0000% | $2106000.00        | $2129836.41        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4863 | 2030-09-01      | 4.2950%  | 0.0000% | $8889000.00        | $8973399.82        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ3381 | 2030-03-01      | 4.4000%  | 0.0000% | $250000.00         | $251619.78         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4599 | 2030-08-01      | 4.7300%  | 0.0000% | $3360000.00        | $3447999.33        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4867 | 2030-09-01      | 4.2950%  | 0.0000% | $10325000.00       | $10423034.44       | Agency Mortgage-Backed Securities |
| FMAR 1Q1915 G        | 2040-06-01      | 6.6120%  | 0.0000% | $1562523.00        | $1499341.95        | Agency Mortgage-Backed Securities |
| FMAR 849192 G        | 2043-12-01      | 7.1150%  | 0.0000% | $10652481.00       | $630387.98         | Agency Mortgage-Backed Securities |
| FMAR 782836 G        | 2034-11-01      | 6.5280%  | 0.0000% | $2700000.00        | $17276.11          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4980 | 2030-09-01      | 4.0800%  | 0.0000% | $26068000.00       | $26055218.00       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4870 | 2030-09-01      | 4.2900%  | 0.0000% | $13356000.00       | $13479714.40       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ0281 | 2029-01-01      | 4.9100%  | 0.0000% | $50000.00          | $51426.76          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BZ0865 | 2031-04-01      | 5.2000%  | 0.0000% | $130000.00         | $135405.13         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ3315 | 2030-03-01      | 4.6800%  | 0.0000% | $1427000.00        | $1459842.41        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS4030 | 2032-01-01      | 1.9600%  | 0.0000% | $400000.00         | $348299.82         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS7108 | 2032-12-01      | 4.8300%  | 0.0000% | $2000000.00        | $2017151.52        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4956 | 2030-09-01      | 4.3700%  | 0.0000% | $7087000.00        | $7164243.18        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ3858 | 2032-06-01      | 4.7500%  | 0.0000% | $11982000.00       | $12295992.97       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5039 | 2030-09-01      | 4.4300%  | 0.0000% | $7250000.00        | $7361016.43        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5040 | 2030-09-01      | 4.2200%  | 0.0000% | $53720000.00       | $54042934.77       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ1226 | 2031-06-01      | 4.7650%  | 0.0000% | $6907000.00        | $7098334.07        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4423 | 2030-07-01      | 4.8900%  | 0.0000% | $1185000.00        | $1222687.94        | Agency Mortgage-Backed Securities |
| FKAR 03.200 WEWE5047 | 2040-09-01      | 3.2000%  | 0.0000% | $1000000.00        | $868484.71         | Agency Mortgage-Backed Securities |
| FKAR 01.250 WNWN2052 | 2027-03-01      | 1.2500%  | 0.0000% | $4000000.00        | $3614973.75        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBL4481 | 2026-11-01      | 2.1900%  | 0.0000% | $100000000.00      | $98203816.70       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4131 | 2030-06-01      | 4.4700%  | 0.0000% | $3400000.00        | $3447738.83        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ0959 | 2040-05-01      | 5.5500%  | 0.0000% | $1900000.00        | $2004542.50        | Agency Mortgage-Backed Securities |
| FMAR 1G2127 G        | 2037-08-01      | 6.4110%  | 0.0000% | $20408134.00       | $152898.76         | Agency Mortgage-Backed Securities |
| FMAR 841880 G        | 2045-03-01      | 6.6980%  | 0.0000% | $1184360.00        | $1103723.06        | Agency Mortgage-Backed Securities |
| FMAR 1B2321 G        | 2035-09-01      | 6.9260%  | 0.0000% | $4475000.00        | $187770.22         | Agency Mortgage-Backed Securities |
| FMAR 841938 G        | 2050-07-01      | 3.1610%  | 0.0000% | $5994124.00        | $5457022.11        | Agency Mortgage-Backed Securities |
| FKAR 04.000 WNWN0195 | 2040-05-01      | 4.0000%  | 0.0000% | $9240000.00        | $8491534.33        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBS9744 | 2028-10-01      | 5.2800%  | 0.0000% | $2755000.00        | $2858999.41        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS3801 | 2031-12-01      | 1.9000%  | 0.0000% | $100000.00         | $87810.56          | Agency Mortgage-Backed Securities |
| FMAR 8C1139 G        | 2055-09-01      | 5.3210%  | 0.0000% | $17112649.00       | $17323602.80       | Agency Mortgage-Backed Securities |
| FMAR 847986 G        | 2031-06-01      | 5.7090%  | 0.0000% | $10647613.00       | $403921.04         | Agency Mortgage-Backed Securities |
| FMAR 1J0506 G        | 2037-07-01      | 6.5190%  | 0.0000% | $43516047.00       | $289871.71         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS6673 | 2032-10-01      | 4.2300%  | 0.0000% | $850000.00         | $848500.18         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ0294 | 2029-01-01      | 4.5700%  | 0.0000% | $50000.00          | $50939.37          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4739 | 2030-08-01      | 4.6100%  | 0.0000% | $30000.00          | $30650.51          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ1883 | 2034-09-01      | 4.2900%  | 0.0000% | $579000.00         | $572433.46         | Agency Mortgage-Backed Securities |
| FKAR 04.350 WSWS4018 | 2038-03-01      | 4.3500%  | 0.0000% | $5065353.00        | $4786039.17        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ2775 | 2030-01-01      | 4.3250%  | 0.0000% | $570000.00         | $577091.96         | Agency Mortgage-Backed Securities |
| FKAR 04.650 WSWS4019 | 2040-07-01      | 4.6500%  | 0.0000% | $918225.00         | $890684.97         | Agency Mortgage-Backed Securities |
| FMAR 1L0132 G        | 2035-07-01      | 6.2500%  | 0.0000% | $42316866.00       | $340776.57         | Agency Mortgage-Backed Securities |
| FMAR 1G1850 G        | 2036-04-01      | 6.2390%  | 0.0000% | $70334541.00       | $156813.23         | Agency Mortgage-Backed Securities |
| FMAR 1J2876 G        | 2037-09-01      | 6.7710%  | 0.0000% | $9995224.00        | $272054.62         | Agency Mortgage-Backed Securities |
| FMAR 1G2603 G        | 2036-10-01      | 6.3580%  | 0.0000% | $2475000.00        | $5825.03           | Agency Mortgage-Backed Securities |
| FMAR 1G1471 G        | 2037-01-01      | 6.4850%  | 0.0000% | $500000.00         | $2593.47           | Agency Mortgage-Backed Securities |
| FMAR 1J1732 G        | 2037-06-01      | 6.6280%  | 0.0000% | $5190000.00        | $32592.20          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBS9156 | 2030-08-01      | 4.4600%  | 0.0000% | $1000000.00        | $1017167.78        | Agency Mortgage-Backed Securities |
| FMAR 8C1053 G        | 2055-06-01      | 5.7410%  | 0.0000% | $6974865.00        | $5593485.68        | Agency Mortgage-Backed Securities |
| FMAR 8B0490 G        | 2055-10-01      | 4.9500%  | 0.0000% | $1445062.00        | $1462214.16        | Agency Mortgage-Backed Securities |
| FMAR 1G1999 G        | 2037-06-01      | 6.3680%  | 0.0000% | $260000.00         | $3168.65           | Agency Mortgage-Backed Securities |
| FMAR 848595 G        | 2035-06-01      | 6.3620%  | 0.0000% | $5231621.00        | $363420.81         | Agency Mortgage-Backed Securities |
| FMAR 2B5130 G        | 2046-02-01      | 6.5570%  | 0.0000% | $610000.00         | $11599.51          | Agency Mortgage-Backed Securities |
| FMAR 2B5468 G        | 2046-07-01      | 6.3590%  | 0.0000% | $806000.00         | $97186.38          | Agency Mortgage-Backed Securities |
| FMAR 840698 G        | 2047-03-01      | 3.1130%  | 0.0000% | $9500000.00        | $1274768.25        | Agency Mortgage-Backed Securities |
| FMAR 410567 G        | 2027-10-01      | 7.3780%  | 0.0000% | $3262376.00        | $6558.55           | Agency Mortgage-Backed Securities |
| FKAR 03.850 WEWE5057 | 2040-01-01      | 3.8500%  | 0.0000% | $17000000.00       | $16108186.61       | Agency Mortgage-Backed Securities |
| FKAR 04.450 WNWN1559 | 2030-11-01      | 4.4500%  | 0.0000% | $1642000.00        | $1657654.37        | Agency Mortgage-Backed Securities |
| FMAR 783015 G        | 2035-02-01      | 6.4350%  | 0.0000% | $4780000.00        | $48037.40          | Agency Mortgage-Backed Securities |
| FMAR 1B1980 G        | 2034-04-01      | 6.7470%  | 0.0000% | $95000.00          | $691.25            | Agency Mortgage-Backed Securities |
| FMAR 847376 G        | 2034-12-01      | 6.4860%  | 0.0000% | $513000.00         | $1665.74           | Agency Mortgage-Backed Securities |
| FMAR 1G0626 G        | 2036-01-01      | 6.6030%  | 0.0000% | $13375620.00       | $33679.66          | Agency Mortgage-Backed Securities |
| FMAR 1N1463 G        | 2037-05-01      | 6.8560%  | 0.0000% | $3000000.00        | $14136.16          | Agency Mortgage-Backed Securities |
| FMAR 1Q0379 G        | 2037-11-01      | 6.9540%  | 0.0000% | $1385000.00        | $2701.03           | Agency Mortgage-Backed Securities |
| FMAR 1Q1467 G        | 2039-11-01      | 6.6330%  | 0.0000% | $795000.00         | $11026.10          | Agency Mortgage-Backed Securities |
| FMAR 1G1946 G        | 2037-05-01      | 6.1190%  | 0.0000% | $45971707.00       | $701000.26         | Agency Mortgage-Backed Securities |
| FMAR 1G1834 G        | 2036-02-01      | 7.3200%  | 0.0000% | $24354966.00       | $102209.93         | Agency Mortgage-Backed Securities |
| FMAR 1G0608 G        | 2035-12-01      | 6.6030%  | 0.0000% | $13676523.00       | $99659.91          | Agency Mortgage-Backed Securities |
| FMAR 1J1378 G        | 2036-11-01      | 6.2650%  | 0.0000% | $2454700.00        | $24390.02          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS8096 | 2033-04-01      | 4.7000%  | 0.0000% | $707000.00         | $714767.18         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ2700 | 2029-12-01      | 4.5200%  | 0.0000% | $300000.00         | $305787.33         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BZ4577 | 2030-05-01      | 4.3500%  | 0.0000% | $7694000.00        | $7762431.72        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4469 | 2030-07-01      | 4.4600%  | 0.0000% | $1884000.00        | $1910415.15        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBS8643 | 2030-06-01      | 4.4800%  | 0.0000% | $4950000.00        | $5030174.60        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BZ2890 | 2032-03-01      | 4.9500%  | 0.0000% | $500000.00         | $512349.27         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4648 | 2030-08-01      | 4.3600%  | 0.0000% | $25000.00          | $25272.98          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS6767 | 2032-10-01      | 4.2700%  | 0.0000% | $400000.00         | $381751.38         | Agency Mortgage-Backed Securities |

### Security 244: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 4.170000%
- **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: ARP1B1WT9, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: ARP1B1WT9
- **C.18 - Value (incl. sponsor support):** $333000000.00
- **C.18.a - Value (excl. sponsor support):** $333000000.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 04.500 CLMA4656 | 2052-07-01      | 4.5000%  | 0.0000% | $110004900.00      | $84618095.43       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB1876 | 2051-10-01      | 3.0000%  | 0.0000% | $119508967.00      | $86427911.42       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ4836 | 2055-09-01      | 5.5000%  | 0.0000% | $86857049.00       | $88680921.61       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8266 | 2052-11-01      | 4.5000%  | 0.0000% | $82935505.00       | $67271142.13       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD8455 | 2054-08-01      | 6.5000%  | 0.0000% | $22260022.00       | $16826252.70       | Agency Mortgage-Backed Securities |

### Security 245: RBC DOMINION SECURITIES INC

- **C.1 - Title:** RBC DOMINION SECURITIES INC 4.140000%
- **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: ARP1B1XA9, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1B1XA9
- **C.18 - Value (incl. sponsor support):** $1941000000.00
- **C.18.a - Value (excl. sponsor support):** $1941000000.00
- **C.19 - Percentage of Net Assets:** 2.3000%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2031-05-31      | 4.6250%  | 0.0000% | $800.00            | $845.08            | U.S. Treasuries (including strips)        |
| GNRA 2023-136 FC       | 2053-09-20      | 5.5888%  | 0.0000% | $27706164.00       | $9892768.83        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-148 FB       | 2054-09-20      | 5.5388%  | 0.0000% | $14192600.00       | $11492404.17       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-069 FA       | 2053-05-20      | 5.3388%  | 0.0000% | $21999735.00       | $13262205.64       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-160 YF       | 2054-09-20      | 5.5888%  | 0.0000% | $200000000.00      | $185304309.09      | Agency Collateralized Mortgage Obligation |
| GNII SF DL7020 C       | 2055-08-20      | 6.0000%  | 0.0000% | $9352.00           | $9542.04           | Agency Mortgage-Backed Securities         |
| GNII SF MA7939 M       | 2052-02-20      | 4.0000%  | 0.0000% | $21583.00          | $14811.63          | Agency Mortgage-Backed Securities         |
| GNII SP 786384 C       | 2052-09-20      | 5.5000%  | 0.0000% | $3385551.00        | $3249020.23        | Agency Mortgage-Backed Securities         |
| GNII SF DE5248 C       | 2054-11-20      | 5.0000%  | 0.0000% | $1000.00           | $994.97            | Agency Mortgage-Backed Securities         |
| GNII SF MA7649 M       | 2051-10-20      | 2.5000%  | 0.0000% | $1000.00           | $612.63            | Agency Mortgage-Backed Securities         |
| GNII SF MA8045 M       | 2052-05-20      | 4.0000%  | 0.0000% | $133677312.00      | $97988652.14       | Agency Mortgage-Backed Securities         |
| GNII SF MA8427 M       | 2052-11-20      | 4.5000%  | 0.0000% | $1546003.00        | $1211478.30        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTMA3988   | 2040-04-01      | 3.0000%  | 0.0000% | $15000000.00       | $3302412.90        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CTMA4054   | 2040-06-01      | 2.5000%  | 0.0000% | $725000.00         | $233453.51         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIFM1007   | 2034-05-01      | 4.0000%  | 0.0000% | $1089742.00        | $182017.08         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CTMA3181   | 2037-11-01      | 3.5000%  | 0.0000% | $215000.00         | $28732.47          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM4257   | 2050-09-01      | 2.5000%  | 0.0000% | $3536000.00        | $1724879.63        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ4167   | 2055-09-01      | 6.0000%  | 0.0000% | $2252267.00        | $2315734.38        | Agency Mortgage-Backed Securities         |
| GNII SF MA6767 M       | 2050-07-20      | 3.5000%  | 0.0000% | $3977684.00        | $1014631.06        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ4784   | 2055-10-01      | 6.0000%  | 0.0000% | $4282248.00        | $4404404.83        | Agency Mortgage-Backed Securities         |
| GNII SF MA5875 M       | 2049-04-20      | 3.5000%  | 0.0000% | $2000.00           | $185.72            | Agency Mortgage-Backed Securities         |
| GNII SF MA6039 M       | 2049-07-20      | 3.5000%  | 0.0000% | $48886.00          | $5294.29           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3182   | 2047-11-01      | 3.5000%  | 0.0000% | $1000.00           | $131.34            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CTAB6961   | 2032-11-01      | 3.5000%  | 0.0000% | $9008990.00        | $825750.13         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIMA3547   | 2033-12-01      | 3.0000%  | 0.0000% | $400000.00         | $40194.70          | Agency Mortgage-Backed Securities         |
| GNII SF MA6997 M       | 2050-11-20      | 3.5000%  | 0.0000% | $1000.00           | $316.11            | Agency Mortgage-Backed Securities         |
| GNII SF DK9599 C       | 2055-08-20      | 5.5000%  | 0.0000% | $1190654.00        | $1219501.12        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX6315   | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.93           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8000   | 2049-07-01      | 3.0000%  | 0.0000% | $3568.00           | $374.45            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8213   | 2052-05-01      | 3.0000%  | 0.0000% | $4413096.00        | $3173532.45        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $2000.00           | $1985.00           | U.S. Treasuries (including strips)        |
| GNRA 2022-024 FA       | 2052-02-20      | 3.0000%  | 0.0000% | $37505659.00       | $23413292.68       | Agency Collateralized Mortgage Obligation |
| GNII SF MA6541 M       | 2050-02-20      | 3.0000%  | 0.0000% | $9143070.00        | $1465354.50        | Agency Mortgage-Backed Securities         |
| GNII SF MB0368 M       | 2055-05-20      | 6.5000%  | 0.0000% | $1024.00           | $1045.02           | Agency Mortgage-Backed Securities         |
| GNRA 2021-197 FD       | 2051-11-20      | 2.5000%  | 0.0000% | $126991063.00      | $75429786.84       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $800.00            | $858.03            | U.S. Treasuries (including strips)        |
| GNRA 2022-075 FA       | 2052-04-20      | 4.0000%  | 0.0000% | $240731785.00      | $168863523.38      | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CTMA5623   | 2045-02-01      | 5.5000%  | 0.0000% | $6730944.00        | $5994929.23        | Agency Mortgage-Backed Securities         |
| GNII SF MA1012 M       | 2043-05-20      | 3.5000%  | 0.0000% | $199287.00         | $20330.62          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $100.00            | $67.11             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $100.00            | $77.42             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-09-30      | 3.5000%  | 0.0000% | $9420000.00        | $9395988.42        | U.S. Treasuries (including strips)        |
| FEPC 04.500 CLZT0543   | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $217.48            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQF0348   | 2052-09-01      | 4.0000%  | 0.0000% | $1000.00           | $527.80            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G67710 G   | 2048-03-01      | 3.5000%  | 0.0000% | $1000.00           | $216.33            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQE3333   | 2052-05-01      | 3.0000%  | 0.0000% | $1008.00           | $711.76            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE6784   | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $954.50            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD7088   | 2054-11-01      | 5.0000%  | 0.0000% | $8582215.00        | $7974702.05        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE8029   | 2052-08-01      | 5.0000%  | 0.0000% | $1153.00           | $861.65            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS9294   | 2054-10-01      | 5.5000%  | 0.0000% | $2178944.00        | $2083122.32        | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLFS9778   | 2054-10-01      | 7.0000%  | 0.0000% | $2000.00           | $1651.04           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY7419   | 2055-07-01      | 6.5000%  | 0.0000% | $1163247.00        | $1219272.03        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA2700   | 2055-08-01      | 5.5000%  | 0.0000% | $7968768.00        | $8118565.67        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6481   | 2053-06-01      | 5.5000%  | 0.0000% | $8509819.00        | $7919898.41        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6463   | 2053-06-01      | 5.5000%  | 0.0000% | $1064191.00        | $846660.37         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB6823   | 2054-07-01      | 6.0000%  | 0.0000% | $2087523.00        | $1910836.36        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2026-02-26      | 0.0000%  | 0.0000% | $100.00            | $98.46             | U.S. Treasuries (including strips)        |
| 05.000 FGPC P00062 G   | 2035-01-01      | 5.0000%  | 0.0000% | $1291.00           | $48.41             | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CISB8369   | 2040-03-01      | 4.0000%  | 0.0000% | $375036.00         | $338406.08         | Agency Mortgage-Backed Securities         |
| 06.000 FGPC G05097 G   | 2038-09-01      | 6.0000%  | 0.0000% | $1473.00           | $13.67             | Agency Mortgage-Backed Securities         |
| GNRA 2024-164 FH       | 2054-10-20      | 5.5888%  | 0.0000% | $63229440.00       | $49196583.17       | Agency Collateralized Mortgage Obligation |
| GNII SP 785225 C       | 2050-12-20      | 3.0000%  | 0.0000% | $2111.00           | $986.09            | Agency Mortgage-Backed Securities         |
| GNII SF MA7988 M       | 2052-04-20      | 3.0000%  | 0.0000% | $1000.00           | $675.87            | Agency Mortgage-Backed Securities         |
| GNRA 2024-160 AF       | 2054-10-20      | 5.4388%  | 0.0000% | $1000.00           | $832.69            | Agency Collateralized Mortgage Obligation |
| GNRA 2024-058 FB       | 2054-04-20      | 5.4888%  | 0.0000% | $29840600.00       | $20072237.50       | Agency Collateralized Mortgage Obligation |
| GNII SF MA7313 M       | 2051-04-20      | 3.0000%  | 0.0000% | $734857.00         | $334402.25         | Agency Mortgage-Backed Securities         |
| GNII SF MA9722 M       | 2054-06-20      | 4.0000%  | 0.0000% | $660091.00         | $590004.32         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8016   | 2049-10-01      | 3.0000%  | 0.0000% | $1889.00           | $282.99            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD0695   | 2049-12-01      | 4.0000%  | 0.0000% | $10420555.00       | $5617012.97        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD2917   | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $725.10            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD5454   | 2054-05-01      | 6.5000%  | 0.0000% | $994880.00         | $771353.40         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $800.00            | $702.59            | U.S. Treasuries (including strips)        |
| FEPC 06.000 CLSL0775   | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $894.52            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0446   | 2054-05-01      | 6.0000%  | 0.0000% | $433787.00         | $437074.42         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL0736   | 2055-02-01      | 5.5000%  | 0.0000% | $1024.00           | $1000.27           | Agency Mortgage-Backed Securities         |
| GNII SF MA4653 M       | 2047-08-20      | 4.0000%  | 0.0000% | $1024.00           | $112.25            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CTMA3660   | 2039-05-01      | 3.5000%  | 0.0000% | $402680.00         | $32538.37          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY8299   | 2055-07-01      | 6.5000%  | 0.0000% | $5076936.00        | $4869348.18        | Agency Mortgage-Backed Securities         |
| GNII SF MA6600 M       | 2050-04-20      | 3.5000%  | 0.0000% | $1003.00           | $202.07            | Agency Mortgage-Backed Securities         |
| GNII SF DK6361 C       | 2055-06-20      | 6.0000%  | 0.0000% | $1000.00           | $1018.29           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA4938   | 2050-01-01      | 3.0000%  | 0.0000% | $1792.00           | $666.17            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA1596   | 2055-05-01      | 5.5000%  | 0.0000% | $17952656.00       | $18115701.15       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9239   | 2054-09-01      | 5.5000%  | 0.0000% | $397917.00         | $377551.34         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ0069   | 2055-08-01      | 6.0000%  | 0.0000% | $1066000.00        | $1108218.92        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAC3032   | 2039-10-01      | 5.0000%  | 0.0000% | $1597504.00        | $65363.26          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ2909   | 2055-08-01      | 6.0000%  | 0.0000% | $1338619.00        | $1381731.01        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3521   | 2048-11-01      | 4.0000%  | 0.0000% | $1023.00           | $80.85             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFA1422   | 2054-05-01      | 4.5000%  | 0.0000% | $2647940.00        | $2561776.90        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ3385   | 2055-09-01      | 6.0000%  | 0.0000% | $7997649.00        | $8229007.65        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA2833   | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $189.28            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFM1242   | 2049-07-01      | 5.0000%  | 0.0000% | $373000.00         | $82718.98          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFM1386   | 2049-08-01      | 5.0000%  | 0.0000% | $1000.00           | $227.83            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CISB1549   | 2037-03-01      | 2.0000%  | 0.0000% | $5327523.00        | $4733770.36        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD6041   | 2054-08-01      | 5.0000%  | 0.0000% | $995671.00         | $958992.00         | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G61581 G   | 2048-08-01      | 4.0000%  | 0.0000% | $1000.00           | $146.92            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0565   | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $1012.58           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS7430   | 2052-09-01      | 3.5000%  | 0.0000% | $4380.00           | $3542.99           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX0353   | 2054-12-01      | 6.5000%  | 0.0000% | $1942779.00        | $1862805.41        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY8023   | 2055-07-01      | 6.5000%  | 0.0000% | $1217467.00        | $1280619.33        | Agency Mortgage-Backed Securities         |
| 03.500 FGPC C91925 G   | 2037-04-01      | 3.5000%  | 0.0000% | $10530000.00       | $1630005.45        | Agency Mortgage-Backed Securities         |
| GNRA 2024-126 FW       | 2054-08-20      | 5.5388%  | 0.0000% | $100000000.00      | $78891956.52       | Agency Collateralized Mortgage Obligation |
| GNII SP 783890 M       | 2038-11-20      | 7.0000%  | 0.0000% | $44926.00          | $6162.60           | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A50739 G   | 2036-07-01      | 6.0000%  | 0.0000% | $40886.00          | $404.64            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G61748 G   | 2048-11-01      | 3.5000%  | 0.0000% | $1429732.00        | $391669.50         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD2361   | 2053-02-01      | 6.0000%  | 0.0000% | $2117.00           | $1590.34           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $749500.00         | $747276.80         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-01-15      | 2.3750%  | 0.0000% | $5600.00           | $9172.07           | U.S. Treasuries (including strips)        |
| GNII SF MB0558 M       | 2055-07-20      | 6.5000%  | 0.0000% | $10023.00          | $10361.72          | Agency Mortgage-Backed Securities         |
| GNII SP 784131 M       | 2046-02-20      | 3.5000%  | 0.0000% | $1021.00           | $101.92            | Agency Mortgage-Backed Securities         |
| GNII SF MA8348 M       | 2052-10-20      | 5.0000%  | 0.0000% | $1984939.00        | $1520235.65        | Agency Mortgage-Backed Securities         |
| GNII SF MB0552 M       | 2055-07-20      | 3.5000%  | 0.0000% | $290001.00         | $265253.95         | Agency Mortgage-Backed Securities         |
| GNII SF MA9422 M       | 2054-01-20      | 5.0000%  | 0.0000% | $4307818.00        | $3914849.00        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS9184   | 2054-08-01      | 6.5000%  | 0.0000% | $12398974.00       | $7620147.73        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS8854   | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $916.45            | Agency Mortgage-Backed Securities         |
| GNII SF MA8569 M       | 2053-01-20      | 5.0000%  | 0.0000% | $5580.00           | $4330.05           | Agency Mortgage-Backed Securities         |
| GNII SF MA5985 M       | 2049-06-20      | 3.5000%  | 0.0000% | $2000.00           | $204.53            | Agency Mortgage-Backed Securities         |
| GNII SF MA6766 M       | 2050-07-20      | 3.0000%  | 0.0000% | $1030.00           | $281.83            | Agency Mortgage-Backed Securities         |
| GNII SF MB0025 M       | 2054-11-20      | 5.0000%  | 0.0000% | $1088.00           | $1047.84           | Agency Mortgage-Backed Securities         |
| GNRA 2022-056 FA       | 2052-03-20      | 3.5000%  | 0.0000% | $165070000.00      | $108270893.65      | Agency Collateralized Mortgage Obligation |
| GNRA 2021-223 FA       | 2051-12-20      | 2.5000%  | 0.0000% | $2000.00           | $1212.57           | Agency Collateralized Mortgage Obligation |
| GNRA 2021-077 FT       | 2051-05-20      | 3.5000%  | 0.0000% | $21249.00          | $12313.81          | Agency Collateralized Mortgage Obligation |
| GNRA 2021-226 FB       | 2051-12-20      | 2.5000%  | 0.0000% | $2870678.00        | $1802257.51        | Agency Collateralized Mortgage Obligation |
| GNII SP 784114 M       | 2046-02-20      | 3.5000%  | 0.0000% | $405548.00         | $40171.83          | Agency Mortgage-Backed Securities         |
| GNRA 2021-213 EF       | 2051-12-20      | 2.5000%  | 0.0000% | $68268329.00       | $40948917.95       | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLQY5550   | 2055-06-01      | 5.5000%  | 0.0000% | $2043189.00        | $2092696.24        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY7572   | 2055-07-01      | 5.5000%  | 0.0000% | $1048.00           | $1018.91           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB1561   | 2054-04-01      | 6.5000%  | 0.0000% | $371060.00         | $248377.73         | Agency Mortgage-Backed Securities         |
| GNII SF MA4511 M       | 2047-06-20      | 4.0000%  | 0.0000% | $7042578.00        | $694149.12         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAE0715   | 2040-12-01      | 4.0000%  | 0.0000% | $9044500.00        | $947115.45         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5215   | 2053-12-01      | 5.5000%  | 0.0000% | $1000.00           | $866.38            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ2843   | 2055-08-01      | 6.0000%  | 0.0000% | $1203457.00        | $1238066.42        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY5397   | 2055-06-01      | 6.0000%  | 0.0000% | $7243080.00        | $7304607.12        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY7393   | 2055-07-01      | 5.5000%  | 0.0000% | $4460286.00        | $4539804.59        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX4044   | 2055-01-01      | 6.0000%  | 0.0000% | $7080790.00        | $7212014.36        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQI5499   | 2054-05-01      | 4.5000%  | 0.0000% | $7000.00           | $6606.68           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL190445   | 2055-03-01      | 6.5000%  | 0.0000% | $43209685.00       | $38175360.93       | Agency Mortgage-Backed Securities         |
| GNII SF MA9015 M       | 2053-04-20      | 4.5000%  | 0.0000% | $413722.00         | $356563.96         | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CLMA4280   | 2051-03-01      | 1.5000%  | 0.0000% | $2061126.00        | $1191752.63        | Agency Mortgage-Backed Securities         |
| GNII SF MA8801 M       | 2053-04-20      | 5.5000%  | 0.0000% | $1028.00           | $769.81            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5850   | 2055-09-01      | 4.0000%  | 0.0000% | $9294320.00        | $8805329.30        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ1338   | 2055-08-01      | 5.5000%  | 0.0000% | $63097.00          | $64211.98          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ0545   | 2055-08-01      | 6.0000%  | 0.0000% | $2500000.00        | $2608737.21        | Agency Mortgage-Backed Securities         |
| GNII SF MA8571 M       | 2053-01-20      | 6.0000%  | 0.0000% | $32504420.00       | $18918075.78       | Agency Mortgage-Backed Securities         |
| GNII SF MA8268 M       | 2052-09-20      | 4.5000%  | 0.0000% | $85791964.00       | $65734339.21       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA2730   | 2046-08-01      | 2.5000%  | 0.0000% | $520000.00         | $94741.88          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTMA2083   | 2034-09-01      | 4.5000%  | 0.0000% | $1156030.00        | $55834.25          | Agency Mortgage-Backed Securities         |
| GNII SF MA9173 M       | 2053-09-20      | 6.5000%  | 0.0000% | $9847815.00        | $5094256.88        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB2835   | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $625.82            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB0496   | 2051-05-01      | 2.0000%  | 0.0000% | $10954.00          | $6728.46           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS5843   | 2052-10-01      | 4.0000%  | 0.0000% | $160000.00         | $129688.74         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS7096   | 2054-01-01      | 6.0000%  | 0.0000% | $8000.00           | $6410.38           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS4348   | 2049-07-01      | 4.0000%  | 0.0000% | $6228100.00        | $4792070.76        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS5890   | 2053-10-01      | 6.0000%  | 0.0000% | $395000.00         | $325759.59         | Agency Mortgage-Backed Securities         |
| GNRA 2025-069 FN       | 2055-04-20      | 5.6888%  | 0.0000% | $6293400.00        | $6262446.69        | Agency Collateralized Mortgage Obligation |
| GNPL PN CM3792         | 2058-04-15      | 4.7400%  | 0.0000% | $2330059.00        | $2276315.08        | Agency Mortgage-Backed Securities         |
| GNRA 2025-089 FG       | 2055-05-20      | 5.7888%  | 0.0000% | $17563566.00       | $17460731.29       | Agency Collateralized Mortgage Obligation |
| GNII SF MA9605 M       | 2054-04-20      | 5.5000%  | 0.0000% | $3197899.00        | $2838978.94        | Agency Mortgage-Backed Securities         |
| GNII SP 785089 M       | 2047-01-20      | 4.0000%  | 0.0000% | $506623.00         | $164818.38         | Agency Mortgage-Backed Securities         |
| GNII SF MA9540 M       | 2054-03-20      | 5.0000%  | 0.0000% | $8103448.00        | $7259936.31        | Agency Mortgage-Backed Securities         |
| GNII SF MB0618 M       | 2051-04-20      | 3.0000%  | 0.0000% | $444819.00         | $399556.74         | Agency Mortgage-Backed Securities         |
| GNII SF MA9488 M       | 2054-01-20      | 5.5000%  | 0.0000% | $1005.00           | $816.22            | Agency Mortgage-Backed Securities         |
| GNRA 2022-050 FH       | 2052-03-20      | 3.5000%  | 0.0000% | $301099156.00      | $198016415.21      | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $400.00            | $305.87            | U.S. Treasuries (including strips)        |
| GNII SF MB0205 M       | 2055-02-20      | 5.5000%  | 0.0000% | $8254514.00        | $8159395.33        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5851   | 2055-09-01      | 4.5000%  | 0.0000% | $3402798.00        | $3317779.09        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS4531   | 2052-11-01      | 5.5000%  | 0.0000% | $7000.00           | $5208.28           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX7195   | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.02           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQX2542   | 2055-01-01      | 5.0000%  | 0.0000% | $5388897.00        | $5039583.66        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX8824   | 2055-03-01      | 6.0000%  | 0.0000% | $521317.00         | $523953.98         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS9087   | 2052-04-01      | 2.5000%  | 0.0000% | $448297.00         | $355796.26         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC0218   | 2055-04-01      | 6.0000%  | 0.0000% | $542747.00         | $545602.79         | Agency Mortgage-Backed Securities         |
| GNII SF MB0027 M       | 2054-09-20      | 6.0000%  | 0.0000% | $7010.00           | $6208.93           | Agency Mortgage-Backed Securities         |
| GNII SF MA4587 M       | 2047-07-20      | 4.0000%  | 0.0000% | $2024.00           | $199.06            | Agency Mortgage-Backed Securities         |
| GNII SF MA8101 M       | 2052-06-20      | 4.5000%  | 0.0000% | $65126.00          | $48961.16          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL0199   | 2054-12-01      | 5.5000%  | 0.0000% | $9831792.00        | $9588276.92        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ2183   | 2055-09-01      | 5.5000%  | 0.0000% | $2362756.00        | $2387049.37        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX6712   | 2055-02-01      | 5.5000%  | 0.0000% | $3128815.00        | $3157809.98        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS4612   | 2053-04-01      | 5.5000%  | 0.0000% | $15935.00          | $12942.73          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ3472   | 2055-09-01      | 5.0000%  | 0.0000% | $7067097.00        | $7070954.07        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX2080   | 2054-12-01      | 6.5000%  | 0.0000% | $986465.00         | $1031036.09        | Agency Mortgage-Backed Securities         |
| GNII SF MA9538 M       | 2054-02-20      | 4.0000%  | 0.0000% | $1000.00           | $901.64            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA4088   | 2035-07-01      | 3.5000%  | 0.0000% | $189000.00         | $48889.80          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CTMA3869   | 2039-12-01      | 3.5000%  | 0.0000% | $832000.00         | $139117.72         | Agency Mortgage-Backed Securities         |
| GNII SF DG5226 C       | 2054-12-20      | 4.5000%  | 0.0000% | $5195404.00        | $5032645.67        | Agency Mortgage-Backed Securities         |
| GNII SF MA9489 M       | 2054-02-20      | 6.0000%  | 0.0000% | $3114886.00        | $2068496.87        | Agency Mortgage-Backed Securities         |
| 03.500 FGPC D98606 G   | 2031-04-01      | 3.5000%  | 0.0000% | $1960.00           | $51.74             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8506   | 2055-02-01      | 5.5000%  | 0.0000% | $11548991.00       | $11025546.14       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8331   | 2053-06-01      | 5.5000%  | 0.0000% | $10850312.00       | $8865758.26        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRA9174   | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $749.16            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | 0.0000% | $1059000.00        | $908610.09         | U.S. Treasuries (including strips)        |
| FNMS 02.500 CLCA7297   | 2050-10-01      | 2.5000%  | 0.0000% | $18061015.00       | $8742227.39        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM3381   | 2048-11-01      | 3.5000%  | 0.0000% | $515907.00         | $162251.73         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4801   | 2052-10-01      | 4.5000%  | 0.0000% | $23446982.00       | $18261176.29       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS2310   | 2048-09-01      | 5.0000%  | 0.0000% | $27000.00          | $17423.74          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2030-05-31      | 3.7500%  | 0.0000% | $12067100.00       | $12222162.23       | U.S. Treasuries (including strips)        |
| GNMI SF 716514 X       | 2039-07-15      | 5.0000%  | 0.0000% | $3744001.00        | $88406.80          | Agency Mortgage-Backed Securities         |
| GNII SF 005083 M       | 2041-06-20      | 5.0000%  | 0.0000% | $2242848.00        | $81926.60          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2044-02-15      | 1.3750%  | 0.0000% | $100.00            | $118.96            | U.S. Treasuries (including strips)        |
| GNII SF MA7650 M       | 2051-10-20      | 3.0000%  | 0.0000% | $564385.00         | $334454.51         | Agency Mortgage-Backed Securities         |
| GNII SF MA7254 M       | 2051-03-20      | 2.0000%  | 0.0000% | $110628179.00      | $57276763.17       | Agency Mortgage-Backed Securities         |
| GNII SF MA6932 M       | 2050-08-20      | 3.0000%  | 0.0000% | $37531864.00       | $12557792.18       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY4776   | 2055-05-01      | 6.0000%  | 0.0000% | $1040.00           | $1047.23           | Agency Mortgage-Backed Securities         |
| GNMI SF AB1295 X       | 2042-08-15      | 3.5000%  | 0.0000% | $1555889.00        | $130485.22         | Agency Mortgage-Backed Securities         |
| GNII JP 787788 M       | 2034-07-20      | 3.0000%  | 0.0000% | $55000.00          | $45849.79          | Agency Mortgage-Backed Securities         |
| GNII SF MA7990 M       | 2052-04-20      | 4.0000%  | 0.0000% | $90299763.00       | $64598790.27       | Agency Mortgage-Backed Securities         |
| GNII SF MA8100 M       | 2052-06-20      | 4.0000%  | 0.0000% | $83615536.00       | $61534115.88       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA4358   | 2051-06-01      | 3.5000%  | 0.0000% | $1000.00           | $398.96            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5271   | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $868.06            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA4919   | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $769.28            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS2321   | 2052-02-01      | 2.5000%  | 0.0000% | $14001.00          | $9543.61           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA4869   | 2053-01-01      | 5.5000%  | 0.0000% | $1008.00           | $782.77            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA7097   | 2052-04-01      | 3.5000%  | 0.0000% | $82517.00          | $57964.31          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8178   | 2051-11-01      | 2.5000%  | 0.0000% | $554753.00         | $354107.75         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD7509   | 2049-11-01      | 3.0000%  | 0.0000% | $16135000.00       | $5567304.45        | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G20032 G   | 2037-12-01      | 5.5000%  | 0.0000% | $2276.00           | $102.01            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD1549   | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $700.91            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD0481   | 2044-09-01      | 3.5000%  | 0.0000% | $5240036.00        | $2398848.32        | Agency Mortgage-Backed Securities         |
| GNRA 2025-010 FB       | 2055-01-20      | 5.4588%  | 0.0000% | $136700.00         | $129165.78         | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | 0.0000% | $1565000.00        | $1585657.22        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $100.00            | $88.97             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $800.00            | $869.34            | U.S. Treasuries (including strips)        |
| GNRA 2024-182 FA       | 2054-11-20      | 5.4888%  | 0.0000% | $7583600.00        | $6177361.35        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-080 FD       | 2055-05-20      | 5.7888%  | 0.0000% | $925007.00         | $918876.35         | Agency Collateralized Mortgage Obligation |
| GNII SF MB0366 M       | 2055-05-20      | 5.5000%  | 0.0000% | $3074.00           | $3078.58           | Agency Mortgage-Backed Securities         |
| GNII SF MB0366 M       | 2055-05-20      | 5.5000%  | 0.0000% | $43177472.00       | $43241820.89       | Agency Mortgage-Backed Securities         |
| GNII SF MA9018 M       | 2053-07-20      | 6.0000%  | 0.0000% | $17276.00          | $11369.02          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ2925   | 2055-09-01      | 5.0000%  | 0.0000% | $4792976.00        | $4777809.96        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY9915   | 2055-08-01      | 6.0000%  | 0.0000% | $695161.00         | $721850.42         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ0870   | 2055-08-01      | 6.0000%  | 0.0000% | $1892560.00        | $1965214.51        | Agency Mortgage-Backed Securities         |
| GNII SF MB0026 M       | 2054-11-20      | 5.5000%  | 0.0000% | $1000.00           | $963.39            | Agency Mortgage-Backed Securities         |
| GNRA 2024-058 AF       | 2054-04-20      | 5.4388%  | 0.0000% | $281500.00         | $189125.08         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-171 FA       | 2054-10-20      | 5.5388%  | 0.0000% | $55081700.00       | $50978840.25       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-194 FA       | 2051-11-20      | 2.5000%  | 0.0000% | $188184620.00      | $116414557.76      | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLRJ4183   | 2055-05-01      | 6.5000%  | 0.0000% | $20282042.00       | $20195499.55       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTMA0200   | 2029-10-01      | 4.5000%  | 0.0000% | $2149000.00        | $29294.36          | Agency Mortgage-Backed Securities         |
| GNII SF MA6867 M       | 2050-09-20      | 3.5000%  | 0.0000% | $2204.00           | $642.59            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4435   | 2051-09-01      | 4.0000%  | 0.0000% | $100000.00         | $48513.05          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ2045   | 2055-09-01      | 5.5000%  | 0.0000% | $1160250.00        | $1184890.36        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ0076   | 2055-08-01      | 6.5000%  | 0.0000% | $1063205.00        | $1108437.87        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY8675   | 2055-07-01      | 5.5000%  | 0.0000% | $1287704.00        | $1310190.88        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CKMA5898   | 2055-09-01      | 6.0000%  | 0.0000% | $4715448.00        | $4787114.95        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5445   | 2054-08-01      | 6.0000%  | 0.0000% | $2671020.00        | $2296362.28        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5791   | 2055-08-01      | 5.0000%  | 0.0000% | $471795.00         | $467020.33         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB4117   | 2052-07-01      | 3.5000%  | 0.0000% | $399000.00         | $310835.28         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM9668   | 2051-11-01      | 2.0000%  | 0.0000% | $3000.00           | $1933.55           | Agency Mortgage-Backed Securities         |
| GNII SF MA8267 M       | 2052-09-20      | 4.0000%  | 0.0000% | $1069288.00        | $816097.41         | Agency Mortgage-Backed Securities         |
| GNII SF MA7535 M       | 2051-08-20      | 3.0000%  | 0.0000% | $663915.00         | $379665.07         | Agency Mortgage-Backed Securities         |
| GNII SF MA7368 M       | 2051-05-20      | 3.0000%  | 0.0000% | $2000.00           | $982.39            | Agency Mortgage-Backed Securities         |
| GNII SF MA8349 M       | 2052-10-20      | 5.5000%  | 0.0000% | $6399677.00        | $4547780.83        | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G08788 G   | 2047-11-01      | 3.5000%  | 0.0000% | $819210.00         | $101670.35         | Agency Mortgage-Backed Securities         |
| 06.000 FGPC P20586 G   | 2034-11-01      | 6.0000%  | 0.0000% | $1138.00           | $15.23             | Agency Mortgage-Backed Securities         |
| 06.000 FGPC P50525 G   | 2036-10-01      | 6.0000%  | 0.0000% | $9782.00           | $169.13            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC V81932 G   | 2045-10-01      | 3.5000%  | 0.0000% | $937735.00         | $134836.71         | Agency Mortgage-Backed Securities         |

### Security 246: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.160000%
- **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: ARP1B4FD7, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP1B4FD7
- **C.18 - Value (incl. sponsor support):** $1941000000.00
- **C.18.a - Value (excl. sponsor support):** $1941000000.00
- **C.19 - Percentage of Net Assets:** 2.3000%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $583100.00         | $364800.48         | U.S. Treasuries (including strips)        |
| FNMS 02.000 CLMA4769   | 2052-09-01      | 2.0000%  | 0.0000% | $2323536.00        | $1516573.63        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL0301   | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $980.47            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB1024   | 2051-07-01      | 2.5000%  | 0.0000% | $160021.00         | $98073.24          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC8602   | 2055-01-01      | 5.0000%  | 0.0000% | $9177267.00        | $8911313.51        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA6901   | 2050-09-01      | 2.0000%  | 0.0000% | $15648767.00       | $8251077.91        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA6573   | 2050-08-01      | 2.5000%  | 0.0000% | $54054856.00       | $24653434.64       | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDD8956   | 2055-09-01      | 7.0000%  | 0.0000% | $1331700.00        | $1403979.20        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFA1352   | 2052-02-01      | 2.0000%  | 0.0000% | $765000.00         | $605754.17         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL1128   | 2055-04-01      | 5.0000%  | 0.0000% | $420232.00         | $417123.01         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY3347   | 2055-05-01      | 6.0000%  | 0.0000% | $419529.00         | $428983.62         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX5919   | 2055-02-01      | 6.0000%  | 0.0000% | $14380498.00       | $14111425.56       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD6042   | 2054-08-01      | 5.5000%  | 0.0000% | $15000000.00       | $14004843.10       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD7559   | 2053-03-01      | 5.5000%  | 0.0000% | $15992528.00       | $12534006.59       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $6191600.00        | $6966630.32        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $3248000.00        | $2438054.36        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-08-31      | 4.1250%  | 0.0000% | $65000.00          | $66298.73          | U.S. Treasuries (including strips)        |
| FEPC 04.500 CIRR0001   | 2040-06-01      | 4.5000%  | 0.0000% | $794572.00         | $764853.21         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | 0.0000% | $1382300.00        | $1135212.84        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $43900.00          | $31172.42          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $60300.00          | $36326.35          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | 0.0000% | $194100.00         | $182658.58         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $90000.00          | $83897.32          | U.S. Treasuries (including strips)        |
| FNMS 06.000 CLCB8862   | 2054-07-01      | 6.0000%  | 0.0000% | $14016661.00       | $13956051.42       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9364   | 2054-10-01      | 5.5000%  | 0.0000% | $278703.00         | $268486.45         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE8528   | 2055-09-01      | 5.5000%  | 0.0000% | $1000150.00        | $1023161.01        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB8656   | 2054-06-01      | 4.5000%  | 0.0000% | $2660000.00        | $2416398.96        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY3995   | 2055-05-01      | 5.5000%  | 0.0000% | $128368.00         | $129888.15         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC3721   | 2054-11-01      | 5.0000%  | 0.0000% | $5229652.00        | $5076271.33        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB2282   | 2054-09-01      | 6.5000%  | 0.0000% | $3009000.00        | $3137524.68        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $968900.00         | $750098.16         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $74700.00          | $43011.27          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $21433600.00       | $22349457.73       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $14961200.00       | $14571766.14       | U.S. Treasuries (including strips)        |
| FEPC 03.500 3VSF5034   | 2045-03-01      | 3.5000%  | 0.0000% | $1956328.00        | $1820619.92        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAO2978   | 2042-05-01      | 3.5000%  | 0.0000% | $28815964.00       | $2216194.09        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW9916   | 2052-10-01      | 5.0000%  | 0.0000% | $300000.00         | $218675.33         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAR2427   | 2043-01-01      | 3.0000%  | 0.0000% | $32092456.00       | $7433193.31        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD7345   | 2055-04-01      | 6.0000%  | 0.0000% | $3425390.00        | $3517700.27        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8419   | 2054-04-01      | 5.0000%  | 0.0000% | $390682.00         | $347277.28         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $18000.00          | $18314.11          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $100.00            | $108.76            | U.S. Treasuries (including strips)        |
| FNMS 02.000 CIMA4497   | 2036-12-01      | 2.0000%  | 0.0000% | $11000.00          | $6455.60           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA3991   | 2050-04-01      | 3.0000%  | 0.0000% | $634000.00         | $124002.27         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSL1072   | 2053-04-01      | 4.5000%  | 0.0000% | $11674368.00       | $10869616.91       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ3245   | 2055-01-01      | 5.0000%  | 0.0000% | $1132762.00        | $1092022.99        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC7426   | 2054-11-01      | 5.0000%  | 0.0000% | $9506401.00        | $8899276.71        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB8918   | 2054-07-01      | 5.5000%  | 0.0000% | $5294382.00        | $5154354.73        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CRAL3066   | 2043-01-01      | 3.0000%  | 0.0000% | $33539700.00       | $6099106.35        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBQ7729   | 2051-03-01      | 2.5000%  | 0.0000% | $110000.00         | $72815.22          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA4600   | 2052-05-01      | 3.5000%  | 0.0000% | $315001.00         | $227540.65         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4563   | 2052-03-01      | 2.5000%  | 0.0000% | $8273376.00        | $5543820.62        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA2130   | 2055-05-01      | 5.5000%  | 0.0000% | $72811854.00       | $72198083.42       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD2905   | 2053-05-01      | 5.5000%  | 0.0000% | $823352.00         | $641833.95         | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2055-08-25      | 5.5560%  | 0.0000% | $1000.00           | $987.78            | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2055-06-25      | 5.8560%  | 0.0000% | $57517284.00       | $54891563.63       | Agency Collateralized Mortgage Obligation |
| FNRM RC061BA R13F061   | 2043-01-25      | 3.0000%  | 0.0000% | $144060060.00      | $13898224.68       | Agency Collateralized Mortgage Obligation |
| MNRA CL03GA2 R21M03G   | 2031-01-25      | 1.2862%  | 0.0000% | $1000000.00        | $868119.94         | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2055-03-25      | 5.2560%  | 0.0000% | $1012.00           | $913.78            | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLCB9994   | 2055-02-01      | 6.0000%  | 0.0000% | $206936.00         | $205755.85         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $158120900.00      | $160658213.43      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2041-02-15      | 4.7500%  | 0.0000% | $80000.00          | $82687.24          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $155510800.00      | $154956945.33      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $1012300.00        | $1028119.72        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2040-11-15      | 4.2500%  | 0.0000% | $1599200.00        | $1581710.35        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2049-05-15      | 2.8750%  | 0.0000% | $503600.00         | $373996.15         | U.S. Treasuries (including strips)        |
| FNMS 05.000 CLMA5071   | 2053-07-01      | 5.0000%  | 0.0000% | $2975858.00        | $2538821.45        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4730   | 2052-09-01      | 3.0000%  | 0.0000% | $153000.00         | $114506.45         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY6656   | 2055-06-01      | 6.0000%  | 0.0000% | $630322.00         | $632559.01         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY5165   | 2055-06-01      | 5.5000%  | 0.0000% | $1280853.00        | $1306069.71        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD6414   | 2055-03-01      | 6.5000%  | 0.0000% | $648539.00         | $646722.40         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9484   | 2054-11-01      | 5.5000%  | 0.0000% | $865000.00         | $836972.52         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDA1047   | 2053-10-01      | 6.0000%  | 0.0000% | $8542136.00        | $7902514.05        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBX7862   | 2053-03-01      | 6.0000%  | 0.0000% | $8779151.00        | $6403585.81        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS8356   | 2052-08-01      | 3.5000%  | 0.0000% | $4801000.00        | $4024393.39        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ2695   | 2055-09-01      | 5.5000%  | 0.0000% | $8432153.00        | $8600224.38        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9270   | 2053-06-01      | 5.5000%  | 0.0000% | $39000.00          | $32212.23          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB6901   | 2054-07-01      | 6.0000%  | 0.0000% | $4890000.00        | $4312023.97        | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDD2993   | 2055-02-01      | 7.0000%  | 0.0000% | $1148410.00        | $1213794.40        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA4842   | 2052-12-01      | 5.5000%  | 0.0000% | $1148857.00        | $902495.09         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5137   | 2053-09-01      | 5.0000%  | 0.0000% | $46000.00          | $39590.07          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB3601   | 2052-05-01      | 3.5000%  | 0.0000% | $81000.00          | $58647.57          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS7129   | 2054-02-01      | 5.0000%  | 0.0000% | $50000.00          | $45517.22          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLMA5702   | 2055-05-01      | 6.5000%  | 0.0000% | $905600.00         | $880022.49         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB2803   | 2052-02-01      | 2.0000%  | 0.0000% | $181576.00         | $119161.42         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBM4027   | 2048-05-01      | 3.5000%  | 0.0000% | $5508299.00        | $1664146.66        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS5993   | 2045-10-01      | 3.0000%  | 0.0000% | $38880838.00       | $9156378.19        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ3713   | 2055-03-01      | 5.0000%  | 0.0000% | $4706256.00        | $4679414.16        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2045-05-15      | 3.0000%  | 0.0000% | $688200.00         | $544095.05         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2042-02-15      | 0.7500%  | 0.0000% | $400.00            | $454.58            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $1695000.00        | $1289845.84        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $134800.00         | $138593.81         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-01-02      | 0.0000%  | 0.0000% | $18500.00          | $18313.89          | U.S. Treasuries (including strips)        |
| FNMS 05.000 CLCB4786   | 2052-10-01      | 5.0000%  | 0.0000% | $101857.00         | $83132.26          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS7176   | 2052-07-01      | 3.0000%  | 0.0000% | $112112097.00      | $87125211.08       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS7016   | 2053-08-01      | 5.5000%  | 0.0000% | $14336625.00       | $10587151.23       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5851   | 2055-09-01      | 4.5000%  | 0.0000% | $1407775.00        | $1372601.74        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5270   | 2054-02-01      | 5.0000%  | 0.0000% | $5004760.00        | $4527015.30        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ4449   | 2055-07-01      | 6.0000%  | 0.0000% | $10410620.00       | $10899334.91       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS8065   | 2054-03-01      | 5.5000%  | 0.0000% | $393182.00         | $349368.52         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CTMA5452   | 2044-08-01      | 5.0000%  | 0.0000% | $866838.00         | $723600.91         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA5227   | 2053-11-01      | 3.0000%  | 0.0000% | $74858.00          | $59480.67          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAD7128   | 2040-07-01      | 4.5000%  | 0.0000% | $5602296.00        | $137719.39         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIMA5859   | 2040-09-01      | 4.5000%  | 0.0000% | $6998386.00        | $7011430.99        | Agency Mortgage-Backed Securities         |
| 05.500 FGPC L10214 G   | 2033-03-01      | 5.5000%  | 0.0000% | $22544.00          | $283.94            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC P20586 G   | 2034-11-01      | 6.0000%  | 0.0000% | $10325.00          | $138.14            | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2054-11-25      | 5.8260%  | 0.0000% | $1266671.00        | $957173.22         | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLQJ4585   | 2054-09-01      | 6.0000%  | 0.0000% | $19872263.00       | $17574431.44       | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2053-09-25      | 5.2560%  | 0.0000% | $27625315.00       | $21152966.54       | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLSD8475   | 2054-11-01      | 5.5000%  | 0.0000% | $34752400.00       | $32313213.84       | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD1151   | 2051-01-01      | 2.5000%  | 0.0000% | $1000.00           | $684.41            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2055-02-15      | 2.3750%  | 0.0000% | $144200.00         | $145097.46         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $13600.00          | $13791.22          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $7185000.00        | $6440761.53        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | 0.0000% | $60000.00          | $43795.23          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2037-02-15      | 4.7500%  | 0.0000% | $2880700.00        | $3043656.88        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2047-11-15      | 2.7500%  | 0.0000% | $79400.00          | $58354.67          | U.S. Treasuries (including strips)        |
| FEPC 05.000 CLSD3351   | 2053-06-01      | 5.0000%  | 0.0000% | $850000.00         | $658952.78         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD1868   | 2052-11-01      | 5.5000%  | 0.0000% | $10471744.00       | $9018506.74        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRA9861   | 2053-09-01      | 6.5000%  | 0.0000% | $1095544.00        | $904357.60         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA7932   | 2052-09-01      | 5.0000%  | 0.0000% | $41610.00          | $32330.75          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE4297   | 2055-07-01      | 6.0000%  | 0.0000% | $1078670.00        | $1120609.16        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF1077   | 2055-10-01      | 6.0000%  | 0.0000% | $1290000.00        | $1340590.36        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 I4BF0605   | 2062-03-01      | 4.0000%  | 0.0000% | $991318.00         | $760532.92         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA5744   | 2050-05-01      | 3.5000%  | 0.0000% | $11222208.00       | $5461091.15        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS4559   | 2045-03-01      | 3.5000%  | 0.0000% | $100506400.00      | $8925447.16        | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2055-01-25      | 5.4560%  | 0.0000% | $50000000.00       | $46334523.68       | Agency Collateralized Mortgage Obligation |
| FNMS 03.500 CLFS1262   | 2052-04-01      | 3.5000%  | 0.0000% | $888000.00         | $605408.84         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA4869   | 2053-01-01      | 5.5000%  | 0.0000% | $5638592.00        | $4378667.14        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA7131   | 2050-09-01      | 2.5000%  | 0.0000% | $13212996.00       | $5854302.15        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA4806   | 2052-11-01      | 5.0000%  | 0.0000% | $727348.00         | $577910.94         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM9706   | 2051-10-01      | 3.0000%  | 0.0000% | $1373932.00        | $917733.63         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA6578   | 2050-08-01      | 2.5000%  | 0.0000% | $216447844.00      | $92037480.57       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | 0.0000% | $100.00            | $82.36             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-11-15      | 1.7500%  | 0.0000% | $4668400.00        | $4358943.43        | U.S. Treasuries (including strips)        |
| FEPC 05.500 CLSL2081   | 2055-07-01      | 5.5000%  | 0.0000% | $22865985.00       | $23221819.08       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL2805   | 2055-10-01      | 6.0000%  | 0.0000% | $137682057.00      | $142578214.52      | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ0835   | 2054-02-01      | 5.5000%  | 0.0000% | $12397223.00       | $12170580.31       | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLRJ2235   | 2054-08-01      | 7.0000%  | 0.0000% | $1021.00           | $983.77            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ0942   | 2054-02-01      | 6.0000%  | 0.0000% | $3520848.00        | $2784492.56        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5293   | 2054-03-01      | 4.5000%  | 0.0000% | $7000.00           | $6229.17           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA4841   | 2052-12-01      | 5.0000%  | 0.0000% | $1098422.00        | $881277.27         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIRR0033   | 2040-09-01      | 5.5000%  | 0.0000% | $1261330.00        | $1294970.37        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CNMA5403   | 2034-06-01      | 5.0000%  | 0.0000% | $556601.00         | $364941.70         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4547   | 2052-02-01      | 2.0000%  | 0.0000% | $990920.00         | $657929.99         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA3403   | 2049-04-01      | 4.5000%  | 0.0000% | $20730560.00       | $6752782.34        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA6413   | 2050-07-01      | 2.5000%  | 0.0000% | $177231833.00      | $74959608.28       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA6635   | 2050-08-01      | 2.5000%  | 0.0000% | $177000.00         | $91755.14          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB1024   | 2051-07-01      | 2.5000%  | 0.0000% | $589001.00         | $360985.34         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE9111   | 2055-10-01      | 5.5000%  | 0.0000% | $4180760.00        | $4278303.64        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAL1851   | 2042-05-01      | 3.5000%  | 0.0000% | $66476736.00       | $8987460.98        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAL2251   | 2042-08-01      | 3.5000%  | 0.0000% | $69700992.00       | $8015130.07        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD8344   | 2053-07-01      | 6.5000%  | 0.0000% | $180000.00         | $124720.82         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB5213   | 2054-07-01      | 5.5000%  | 0.0000% | $53854.00          | $50107.04          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8451   | 2046-12-01      | 3.0000%  | 0.0000% | $230522.00         | $47091.88          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX HLAN5919   | 2047-07-01      | 3.4700%  | 0.0000% | $2170.00           | $1602.58           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS6002   | 2045-10-01      | 3.5000%  | 0.0000% | $66706391.00       | $5153335.86        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8269   | 2046-11-01      | 3.0000%  | 0.0000% | $2426116.00        | $427234.18         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD7553   | 2052-03-01      | 3.0000%  | 0.0000% | $11928699.00       | $7953845.16        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8453   | 2054-08-01      | 5.5000%  | 0.0000% | $1355266.00        | $1225426.11        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD3454   | 2053-08-01      | 5.5000%  | 0.0000% | $1100000.00        | $937572.28         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD5143   | 2054-04-01      | 6.0000%  | 0.0000% | $700000.00         | $600532.25         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD3098   | 2053-05-01      | 5.0000%  | 0.0000% | $64838513.00       | $49808545.84       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $110900.00         | $117467.50         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $25257200.00       | $25491549.13       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $1087000.00        | $1069080.80        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | 0.0000% | $42714400.00       | $43528643.25       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-06-30      | 0.5000%  | 0.0000% | $58883500.00       | $55825091.01       | U.S. Treasuries (including strips)        |
| FEPC 05.500 CLRJ2303   | 2054-09-01      | 5.5000%  | 0.0000% | $2878259.00        | $2837781.91        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0056   | 2055-09-01      | 5.5000%  | 0.0000% | $226391032.00      | $229395366.87      | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ4651   | 2055-08-01      | 6.0000%  | 0.0000% | $70590457.00       | $71967090.34       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTMA3413   | 2038-07-01      | 4.0000%  | 0.0000% | $24161696.00       | $2695562.54        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5038   | 2053-06-01      | 5.0000%  | 0.0000% | $5980000.00        | $5046874.76        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA4918   | 2053-02-01      | 5.0000%  | 0.0000% | $2494079.00        | $2014848.55        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5445   | 2054-08-01      | 6.0000%  | 0.0000% | $2756500.00        | $2369852.20        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIMA3955   | 2035-03-01      | 2.5000%  | 0.0000% | $725000.00         | $131578.45         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB4785   | 2052-10-01      | 5.0000%  | 0.0000% | $1721099.00        | $1370029.18        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5531   | 2054-11-01      | 5.5000%  | 0.0000% | $2103374.00        | $1957245.04        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2027-02-15      | 6.6250%  | 0.0000% | $27000.00          | $28357.32          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $21100.00          | $21041.20          | U.S. Treasuries (including strips)        |
| FEPC 07.500 CLQH5753   | 2053-12-01      | 7.5000%  | 0.0000% | $3832255.00        | $2274753.37        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8276   | 2052-12-01      | 5.0000%  | 0.0000% | $1024.00           | $835.67            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ4075   | 2054-09-01      | 5.5000%  | 0.0000% | $7418403.00        | $7405796.18        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD6883   | 2054-10-01      | 6.0000%  | 0.0000% | $1001.00           | $975.78            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD6186   | 2053-08-01      | 6.0000%  | 0.0000% | $1500000.00        | $1377163.44        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8394   | 2054-01-01      | 5.0000%  | 0.0000% | $905940.00         | $826272.41         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9380   | 2053-07-01      | 5.5000%  | 0.0000% | $30655031.00       | $24761176.79       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8349   | 2053-08-01      | 5.5000%  | 0.0000% | $49849991.00       | $41585062.79       | Agency Mortgage-Backed Securities         |

### Security 247: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.150000%
- **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: ARP1B4KY5, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1B4KY5
- **C.18 - Value (incl. sponsor support):** $1941000000.00
- **C.18.a - Value (excl. sponsor support):** $1941000000.00
- **C.19 - Percentage of Net Assets:** 2.3000%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF DK4128 C     | 2055-06-20      | 7.0000%  | 0.0000% | $1483138.00        | $1544521.62        | Agency Mortgage-Backed Securities |
| GNII RG CU1344 C     | 2038-11-20      | 6.0000%  | 0.0000% | $1027368.00        | $655211.66         | Agency Mortgage-Backed Securities |
| GNII SF 003053 M     | 2031-03-20      | 6.5000%  | 0.0000% | $24547314.00       | $24100.62          | Agency Mortgage-Backed Securities |
| GNII RG CM5273 C     | 2048-03-20      | 3.5000%  | 0.0000% | $2475000.00        | $1706726.09        | Agency Mortgage-Backed Securities |
| GNII SF DI8253 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1080482.00        | $1122477.32        | Agency Mortgage-Backed Securities |
| GNII RG CN2044 C     | 2048-01-20      | 3.5000%  | 0.0000% | $950000.00         | $705461.33         | Agency Mortgage-Backed Securities |
| GNII SF DH3433 C     | 2055-01-20      | 6.5000%  | 0.0000% | $2799040.00        | $2866260.80        | Agency Mortgage-Backed Securities |
| GNII SF MA9608 M     | 2054-04-20      | 7.0000%  | 0.0000% | $231110400.00      | $104515060.71      | Agency Mortgage-Backed Securities |
| GNII RG CN9813 C     | 2043-02-20      | 2.5000%  | 0.0000% | $1467946.00        | $859284.82         | Agency Mortgage-Backed Securities |
| GNII JM MA4501 M     | 2047-06-20      | 3.5000%  | 0.0000% | $1500000.00        | $61532.14          | Agency Mortgage-Backed Securities |
| GNII SF BV4484 C     | 2050-06-20      | 4.0000%  | 0.0000% | $1072358.00        | $487544.43         | Agency Mortgage-Backed Securities |
| GNII SF BW4513 C     | 2033-01-20      | 6.5000%  | 0.0000% | $3285484.00        | $1136576.13        | Agency Mortgage-Backed Securities |
| GNII SF DI5881 C     | 2055-04-20      | 5.5000%  | 0.0000% | $1032724.00        | $1052271.46        | Agency Mortgage-Backed Securities |
| GNII SF DI8275 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1400636.00        | $1455954.81        | Agency Mortgage-Backed Securities |
| GNII SF DI9252 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1207114.00        | $1256481.68        | Agency Mortgage-Backed Securities |
| GNII SF MA8569 M     | 2053-01-20      | 5.0000%  | 0.0000% | $304839680.00      | $236553905.91      | Agency Mortgage-Backed Securities |
| GNII ET DI1788 C     | 2065-03-20      | 6.0000%  | 0.0000% | $2880664.00        | $2737530.69        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIRR0025 | 2040-09-01      | 5.0000%  | 0.0000% | $190831104.00      | $190842797.29      | Agency Mortgage-Backed Securities |
| GNII SF 794944 C     | 2035-10-20      | 5.5000%  | 0.0000% | $694016.00         | $60986.09          | Agency Mortgage-Backed Securities |
| GNII SF BM7486 C     | 2049-07-20      | 3.5000%  | 0.0000% | $800000.00         | $155846.63         | Agency Mortgage-Backed Securities |
| GNII ET CZ3060 C     | 2063-12-20      | 7.5000%  | 0.0000% | $182734.00         | $187724.53         | Agency Mortgage-Backed Securities |
| GNII SF DI4716 C     | 2055-08-20      | 6.5000%  | 0.0000% | $4854700.00        | $5090624.29        | Agency Mortgage-Backed Securities |
| GNII SF DI9557 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1123488.00        | $1179648.60        | Agency Mortgage-Backed Securities |
| GNII SF MB0173 M     | 2034-01-20      | 1.5000%  | 0.0000% | $47291.00          | $39636.59          | Agency Mortgage-Backed Securities |
| GNMI SP 786767 X     | 2048-02-15      | 5.0000%  | 0.0000% | $8777968.00        | $6632937.44        | Agency Mortgage-Backed Securities |
| GNAR AT 080893 M     | 2034-04-20      | 6.1250%  | 0.0000% | $2967756.00        | $55297.02          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX0652 | 2054-12-01      | 5.0000%  | 0.0000% | $3896472.00        | $3258456.18        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY4984 | 2055-06-01      | 6.0000%  | 0.0000% | $19123104.00       | $19351058.22       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ0924 | 2055-08-01      | 6.5000%  | 0.0000% | $19008.00          | $20264.69          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4223 | 2040-09-01      | 6.0000%  | 0.0000% | $21047.00          | $21905.60          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA8407 | 2053-01-01      | 5.0000%  | 0.0000% | $25108.00          | $21555.93          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA4070 | 2050-11-01      | 2.5000%  | 0.0000% | $43099.00          | $20855.02          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB8132 | 2036-12-01      | 2.0000%  | 0.0000% | $14750736.00       | $8546051.97        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD0297 | 2050-03-01      | 4.0000%  | 0.0000% | $847000.00         | $262230.24         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD0863 | 2051-12-01      | 3.0000%  | 0.0000% | $278000.00         | $200010.36         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4655 | 2046-03-01      | 3.5000%  | 0.0000% | $6000000.00        | $640130.24         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4764 | 2048-04-01      | 4.0000%  | 0.0000% | $1533954.00        | $157008.46         | Agency Mortgage-Backed Securities |
| GNII SF DH3437 C     | 2040-02-20      | 4.5000%  | 0.0000% | $1794270.00        | $1691032.10        | Agency Mortgage-Backed Securities |
| GNII SF CT8321 C     | 2053-05-20      | 6.0000%  | 0.0000% | $1117136.00        | $798640.74         | Agency Mortgage-Backed Securities |
| GNII SF MB0257 M     | 2055-03-20      | 4.5000%  | 0.0000% | $80000000.00       | $77024531.84       | Agency Mortgage-Backed Securities |
| GNII SF DI3374 C     | 2050-03-20      | 6.5000%  | 0.0000% | $3270136.00        | $3390466.00        | Agency Mortgage-Backed Securities |
| GNII SF DI0177 C     | 2055-04-20      | 5.5000%  | 0.0000% | $117743.00         | $120019.34         | Agency Mortgage-Backed Securities |
| GNII SF CX0274 C     | 2053-09-20      | 6.5000%  | 0.0000% | $1069988.00        | $852551.65         | Agency Mortgage-Backed Securities |
| GNII RG CO7527 C     | 2051-08-20      | 2.5000%  | 0.0000% | $5744752.00        | $3680836.58        | Agency Mortgage-Backed Securities |
| GNII AP 784924 M     | 2047-02-20      | 3.0000%  | 0.0000% | $847722.00         | $286640.79         | Agency Mortgage-Backed Securities |
| GNII SF DM7182 C     | 2055-09-20      | 6.5000%  | 0.0000% | $4275304.00        | $4460467.89        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ2411 | 2055-09-01      | 7.0000%  | 0.0000% | $5915688.00        | $6310911.56        | Agency Mortgage-Backed Securities |
| GNII SF DF5609 C     | 2054-11-20      | 4.5000%  | 0.0000% | $701327.00         | $678530.82         | Agency Mortgage-Backed Securities |
| GNII ET DG6618 C     | 2063-12-20      | 7.5000%  | 0.0000% | $87771.00          | $90052.01          | Agency Mortgage-Backed Securities |
| GNII SF DM3154 C     | 2055-08-20      | 6.5000%  | 0.0000% | $4747230.00        | $4954951.66        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ3852 | 2055-09-01      | 7.0000%  | 0.0000% | $5323296.00        | $5608608.10        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX5225 | 2055-02-01      | 6.5000%  | 0.0000% | $2570900.00        | $2109066.84        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX2577 | 2054-12-01      | 4.5000%  | 0.0000% | $22458.00          | $21668.24          | Agency Mortgage-Backed Securities |
| GNII SF MA7826 M     | 2052-01-20      | 2.0000%  | 0.0000% | $352907264.00      | $221559899.92      | Agency Mortgage-Backed Securities |
| GNII JM MA8785 M     | 2053-03-20      | 3.5000%  | 0.0000% | $979385.00         | $660637.70         | Agency Mortgage-Backed Securities |
| GNII ET DL8466 C     | 2065-08-20      | 5.5000%  | 0.0000% | $397347.00         | $400205.74         | Agency Mortgage-Backed Securities |
| GNII ET DL9179 C     | 2065-06-20      | 5.0000%  | 0.0000% | $424146.00         | $421614.88         | Agency Mortgage-Backed Securities |
| GNII SF MB0461 M     | 2040-06-20      | 6.5000%  | 0.0000% | $269882.00         | $284135.64         | Agency Mortgage-Backed Securities |
| GNII SF MB0482 M     | 2055-07-20      | 4.0000%  | 0.0000% | $563047.00         | $530374.48         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL1605 | 2055-01-01      | 5.5000%  | 0.0000% | $21800.00          | $21900.11          | Agency Mortgage-Backed Securities |
| GNII SF MA9536 M     | 2046-12-20      | 3.0000%  | 0.0000% | $144214.00         | $109599.90         | Agency Mortgage-Backed Securities |
| GNII SF DH4938 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1330788.00        | $1387907.97        | Agency Mortgage-Backed Securities |
| GNII ET DJ7641 C     | 2062-08-20      | 3.0000%  | 0.0000% | $109835.00         | $96362.38          | Agency Mortgage-Backed Securities |
| GNII SF MA9391 M     | 2039-01-20      | 6.5000%  | 0.0000% | $330943.00         | $211284.73         | Agency Mortgage-Backed Securities |
| GNMI SF AO0535 X     | 2045-08-15      | 4.5000%  | 0.0000% | $2359548.00        | $220333.43         | Agency Mortgage-Backed Securities |
| GNII SF MA0139 M     | 2027-06-20      | 3.0000%  | 0.0000% | $1500000.00        | $21187.45          | Agency Mortgage-Backed Securities |
| GNII RG CN2001 C     | 2047-12-20      | 3.5000%  | 0.0000% | $175000.00         | $115736.34         | Agency Mortgage-Backed Securities |
| GNII SF MA8568 M     | 2052-06-20      | 4.5000%  | 0.0000% | $1000000.00        | $806113.80         | Agency Mortgage-Backed Securities |
| GNII SF MA9425 M     | 2053-12-20      | 6.5000%  | 0.0000% | $437122.00         | $217166.41         | Agency Mortgage-Backed Securities |
| GNII SF DF7703 C     | 2054-11-20      | 5.0000%  | 0.0000% | $1404460.00        | $1401447.62        | Agency Mortgage-Backed Securities |
| GNII SF MA9300 M     | 2046-09-20      | 3.0000%  | 0.0000% | $5000000.00        | $3501839.83        | Agency Mortgage-Backed Securities |
| GNII SF MA7391 M     | 2036-06-20      | 2.0000%  | 0.0000% | $10000000.00       | $4718488.03        | Agency Mortgage-Backed Securities |
| GNII SF DJ1929 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1084892.00        | $1132723.33        | Agency Mortgage-Backed Securities |
| GNII ET DM0309 C     | 2065-08-20      | 5.5000%  | 0.0000% | $453846.00         | $457804.24         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY0658 | 2055-03-01      | 6.5000%  | 0.0000% | $1017666.00        | $1041708.64        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY2712 | 2055-05-01      | 6.5000%  | 0.0000% | $8574112.00        | $8705537.30        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY2440 | 2055-05-01      | 6.5000%  | 0.0000% | $19775.00          | $20619.19          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX8565 | 2055-03-01      | 5.5000%  | 0.0000% | $21620.00          | $21864.99          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD0865 | 2052-02-01      | 3.5000%  | 0.0000% | $186000.00         | $120154.38         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS3930 | 2040-08-01      | 5.5000%  | 0.0000% | $1612504.00        | $119677.63         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB0556 | 2036-09-01      | 3.0000%  | 0.0000% | $414588.00         | $218278.59         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB0378 | 2034-04-01      | 3.5000%  | 0.0000% | $1342000.00        | $295017.54         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA7194 | 2052-04-01      | 3.5000%  | 0.0000% | $203000.00         | $146541.03         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA7152 | 2052-03-01      | 2.5000%  | 0.0000% | $2402364.00        | $1634259.70        | Agency Mortgage-Backed Securities |
| GNCL CS CV1941       | 2065-10-15      | 10.6000% | 0.0000% | $162368.00         | $178032.27         | Agency Mortgage-Backed Securities |
| GNII SF DK6639 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1297028.00        | $1352645.53        | Agency Mortgage-Backed Securities |
| GNII SF DL8193 C     | 2055-09-20      | 6.5000%  | 0.0000% | $2933652.00        | $3077495.15        | Agency Mortgage-Backed Securities |
| GNII SF DM3434 C     | 2055-09-20      | 6.5000%  | 0.0000% | $3547112.00        | $3713791.19        | Agency Mortgage-Backed Securities |
| GNII SF DK5758 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2760044.00        | $2878375.37        | Agency Mortgage-Backed Securities |
| GNII SF BW4522 C     | 2035-04-20      | 6.5000%  | 0.0000% | $2790036.00        | $973353.53         | Agency Mortgage-Backed Securities |
| GNII SF AC0092 C     | 2042-11-20      | 3.5000%  | 0.0000% | $3208800.00        | $421175.07         | Agency Mortgage-Backed Securities |
| GNAR AF MA1853 M     | 2044-04-20      | 5.6250%  | 0.0000% | $142846240.00      | $2882084.69        | Agency Mortgage-Backed Securities |
| GNII ET DK6047 C     | 2065-08-20      | 6.5000%  | 0.0000% | $1566946.00        | $1615017.29        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRQ0038 | 2055-08-01      | 4.5000%  | 0.0000% | $111424.00         | $107241.16         | Agency Mortgage-Backed Securities |
| GNII JM MA6811 M     | 2050-08-20      | 3.5000%  | 0.0000% | $630778.00         | $104332.66         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CIRR0020 | 2040-07-01      | 6.5000%  | 0.0000% | $747140.00         | $693911.76         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL2854 | 2055-09-01      | 6.5000%  | 0.0000% | $51467520.00       | $53487059.74       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD1414 | 2050-10-01      | 4.0000%  | 0.0000% | $42919.00          | $21924.94          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1164 | 2052-03-01      | 3.5000%  | 0.0000% | $3625240.00        | $2763308.05        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIQN7225 | 2036-08-01      | 2.0000%  | 0.0000% | $681445.00         | $394971.61         | Agency Mortgage-Backed Securities |
| GNII ET DM1674 C     | 2065-09-20      | 4.0000%  | 0.0000% | $697804.00         | $656204.57         | Agency Mortgage-Backed Securities |
| GNII SF DL7073 C     | 2055-08-20      | 6.5000%  | 0.0000% | $4455304.00        | $4646795.75        | Agency Mortgage-Backed Securities |
| GNII SF DL7677 C     | 2055-09-20      | 6.5000%  | 0.0000% | $3414348.00        | $3566682.93        | Agency Mortgage-Backed Securities |
| GNPL PN CA0648       | 2063-05-15      | 2.8300%  | 0.0000% | $71337.00          | $61195.61          | Agency Mortgage-Backed Securities |
| GNII RG CE7157 C     | 2048-11-20      | 5.5000%  | 0.0000% | $1088882.00        | $268279.72         | Agency Mortgage-Backed Securities |
| GNII SF DH3001 C     | 2055-01-20      | 7.0000%  | 0.0000% | $1003824.00        | $1046704.40        | Agency Mortgage-Backed Securities |
| GNII SF DG9213 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1132452.00        | $1173637.51        | Agency Mortgage-Backed Securities |
| GNII SF DG7442 C     | 2055-04-20      | 7.0000%  | 0.0000% | $6076056.00        | $6468600.45        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD4396 | 2053-11-01      | 5.5000%  | 0.0000% | $3065572.00        | $2600747.11        | Agency Mortgage-Backed Securities |
| GNII SF 005304 M     | 2042-01-20      | 3.5000%  | 0.0000% | $45000000.00       | $3236031.55        | Agency Mortgage-Backed Securities |
| GNII SF 004832 M     | 2040-10-20      | 3.5000%  | 0.0000% | $501375.00         | $28546.62          | Agency Mortgage-Backed Securities |
| GNII ET DH7637 C     | 2065-01-20      | 2.5000%  | 0.0000% | $80437.00          | $65671.11          | Agency Mortgage-Backed Securities |
| GNMI SF 503515 X     | 2029-03-15      | 7.0000%  | 0.0000% | $2013468.00        | $9986.25           | Agency Mortgage-Backed Securities |
| GNII ET DF3627 C     | 2063-12-20      | 7.5000%  | 0.0000% | $733413.00         | $749015.45         | Agency Mortgage-Backed Securities |
| GNII SF DG1073 C     | 2054-11-20      | 6.5000%  | 0.0000% | $1447300.00        | $990193.25         | Agency Mortgage-Backed Securities |
| GNII ET DL4148 C     | 2065-07-20      | 3.5000%  | 0.0000% | $366500.00         | $329970.57         | Agency Mortgage-Backed Securities |
| GNII JM MA7083 M     | 2050-11-20      | 1.5000%  | 0.0000% | $730448.00         | $504818.57         | Agency Mortgage-Backed Securities |
| GNII SF CY3023 C     | 2053-12-20      | 8.0000%  | 0.0000% | $1040642.00        | $199341.87         | Agency Mortgage-Backed Securities |
| GNII SF CY0864 C     | 2054-01-20      | 6.5000%  | 0.0000% | $5084280.00        | $3025205.10        | Agency Mortgage-Backed Securities |
| GNII SF MA8151 M     | 2052-07-20      | 4.5000%  | 0.0000% | $65000.00          | $49160.49          | Agency Mortgage-Backed Securities |
| GNII SF MA7937 M     | 2052-03-20      | 3.0000%  | 0.0000% | $371114240.00      | $244011954.17      | Agency Mortgage-Backed Securities |
| GNII SF MA8726 M     | 2053-03-20      | 5.5000%  | 0.0000% | $11892240.00       | $8732881.29        | Agency Mortgage-Backed Securities |
| GNII SF CX7173 C     | 2054-05-20      | 6.0000%  | 0.0000% | $1250010.00        | $1201403.24        | Agency Mortgage-Backed Securities |
| GNII SF CX5760 C     | 2053-10-20      | 7.0000%  | 0.0000% | $1658334.00        | $1493683.85        | Agency Mortgage-Backed Securities |
| GNII SF DH1579 C     | 2055-01-20      | 5.5000%  | 0.0000% | $1550978.00        | $1552488.38        | Agency Mortgage-Backed Securities |
| GNII SF DM6189 C     | 2055-09-20      | 6.5000%  | 0.0000% | $3733944.00        | $3900534.33        | Agency Mortgage-Backed Securities |
| GNII SF MB0486 M     | 2055-06-20      | 6.0000%  | 0.0000% | $1208954.00        | $1228441.99        | Agency Mortgage-Backed Securities |
| GNII SF DN0688 C     | 2055-09-20      | 6.0000%  | 0.0000% | $10147872.00       | $10506663.54       | Agency Mortgage-Backed Securities |
| GNII SF DN0716 C     | 2055-09-20      | 6.0000%  | 0.0000% | $2254916.00        | $2346545.26        | Agency Mortgage-Backed Securities |
| GNII SF DF3464 C     | 2054-10-20      | 4.5000%  | 0.0000% | $6559384.00        | $6251149.97        | Agency Mortgage-Backed Securities |
| GNII JM MA9159 M     | 2053-09-20      | 5.5000%  | 0.0000% | $300000.00         | $199362.83         | Agency Mortgage-Backed Securities |
| GNII SF MA9490 M     | 2054-02-20      | 6.5000%  | 0.0000% | $341971.00         | $182358.55         | Agency Mortgage-Backed Securities |
| GNII SF CM2446 C     | 2036-03-20      | 6.0000%  | 0.0000% | $1713212.00        | $1076637.89        | Agency Mortgage-Backed Securities |
| GNMI SF AQ0573 X     | 2047-02-15      | 4.0000%  | 0.0000% | $10870944.00       | $625213.22         | Agency Mortgage-Backed Securities |
| GNII SF AL5896 C     | 2045-03-20      | 3.5000%  | 0.0000% | $3487392.00        | $418498.87         | Agency Mortgage-Backed Securities |
| GNII JM MA9952 M     | 2054-10-20      | 5.5000%  | 0.0000% | $2853908.00        | $2665699.83        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIQO4009 | 2040-08-01      | 3.5000%  | 0.0000% | $22474.00          | $21730.31          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4104 | 2040-09-01      | 6.0000%  | 0.0000% | $21344.00          | $21840.63          | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQJ2379 | 2054-08-01      | 7.0000%  | 0.0000% | $4888008.00        | $4908296.26        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ6652 | 2054-10-01      | 5.5000%  | 0.0000% | $21866.00          | $21908.58          | Agency Mortgage-Backed Securities |
| GNII JM MA5977 M     | 2049-06-20      | 4.0000%  | 0.0000% | $1349250.00        | $46152.36          | Agency Mortgage-Backed Securities |
| GNII SF DK1877 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1125954.00        | $1171701.20        | Agency Mortgage-Backed Securities |
| GNII SF MA6064 M     | 2034-08-20      | 3.0000%  | 0.0000% | $100000.00         | $12377.08          | Agency Mortgage-Backed Securities |
| GNII SF MA7194 M     | 2051-02-20      | 3.0000%  | 0.0000% | $101154240.00      | $37975625.72       | Agency Mortgage-Backed Securities |
| GNII SF MA5879 M     | 2049-03-20      | 5.5000%  | 0.0000% | $137135104.00      | $12635747.54       | Agency Mortgage-Backed Securities |
| GNII SF DK6448 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1208060.00        | $1260650.54        | Agency Mortgage-Backed Securities |
| GNII SF BO9520 C     | 2050-01-20      | 2.5000%  | 0.0000% | $1573792.00        | $1006216.03        | Agency Mortgage-Backed Securities |
| GNII SF BT3813 C     | 2050-05-20      | 4.0000%  | 0.0000% | $10196528.00       | $1707220.83        | Agency Mortgage-Backed Securities |
| GNII SP 787169 C     | 2052-09-20      | 5.0000%  | 0.0000% | $6550984.00        | $6439574.48        | Agency Mortgage-Backed Securities |
| GNII SF DJ9134 C     | 2055-05-20      | 7.0000%  | 0.0000% | $2393032.00        | $2499937.48        | Agency Mortgage-Backed Securities |
| GNII SF DJ9835 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2110604.00        | $2200647.07        | Agency Mortgage-Backed Securities |
| GNII ET CZ8013 C     | 2063-12-20      | 7.5000%  | 0.0000% | $891229.00         | $399140.50         | Agency Mortgage-Backed Securities |
| GNII SF DK1425 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2991980.00        | $3117653.26        | Agency Mortgage-Backed Securities |
| GNII SF DK7935 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1601280.00        | $1670722.96        | Agency Mortgage-Backed Securities |
| GNII SF MA6286 M     | 2049-10-20      | 4.5000%  | 0.0000% | $21134528.00       | $2790517.87        | Agency Mortgage-Backed Securities |
| GNII JM MA6401 M     | 2049-12-20      | 4.0000%  | 0.0000% | $603810.00         | $67400.42          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL2129 | 2055-09-01      | 6.0000%  | 0.0000% | $21687.00          | $22583.13          | Agency Mortgage-Backed Securities |
| GNII JM MA7638 M     | 2051-10-20      | 2.0000%  | 0.0000% | $25580000.00       | $15916646.80       | Agency Mortgage-Backed Securities |
| GNMI SF AX5857 X     | 2047-01-15      | 4.0000%  | 0.0000% | $354245.00         | $27559.47          | Agency Mortgage-Backed Securities |
| GNII SF DF1936 C     | 2054-11-20      | 7.0000%  | 0.0000% | $1182680.00        | $879578.18         | Agency Mortgage-Backed Securities |
| GNII ET DL4814 C     | 2062-05-20      | 3.0000%  | 0.0000% | $248075.00         | $218373.52         | Agency Mortgage-Backed Securities |
| GNII SF BY6412 C     | 2050-10-20      | 3.0000%  | 0.0000% | $678164.00         | $257140.66         | Agency Mortgage-Backed Securities |
| GNII SF 002729 M     | 2029-03-20      | 6.5000%  | 0.0000% | $10473472.00       | $10309.42          | Agency Mortgage-Backed Securities |
| GNII SF CL6988 C     | 2052-06-20      | 4.0000%  | 0.0000% | $1035000.00        | $926079.01         | Agency Mortgage-Backed Securities |
| GNII SF DJ9120 C     | 2055-05-20      | 6.5000%  | 0.0000% | $2020224.00        | $2129634.08        | Agency Mortgage-Backed Securities |
| GNII SF DI8364 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1288936.00        | $1336726.15        | Agency Mortgage-Backed Securities |
| GNII SF MA8691 M     | 2031-07-20      | 3.0000%  | 0.0000% | $140715.00         | $44279.95          | Agency Mortgage-Backed Securities |
| GNII SF BY0776 C     | 2050-09-20      | 2.5000%  | 0.0000% | $327000.00         | $148478.45         | Agency Mortgage-Backed Securities |
| GNII SF BX4944 C     | 2050-09-20      | 3.0000%  | 0.0000% | $148000.00         | $92438.40          | Agency Mortgage-Backed Securities |
| GNII SF DH6888 C     | 2055-02-20      | 6.5000%  | 0.0000% | $4202400.00        | $4363511.87        | Agency Mortgage-Backed Securities |
| GNII SF BV7356 C     | 2036-06-20      | 6.5000%  | 0.0000% | $1183072.00        | $716579.66         | Agency Mortgage-Backed Securities |
| GNII SP 785161 C     | 2050-10-20      | 3.0000%  | 0.0000% | $1500000.00        | $593338.77         | Agency Mortgage-Backed Securities |
| GNII SF DK6459 C     | 2055-07-20      | 5.5000%  | 0.0000% | $1124896.00        | $1150979.13        | Agency Mortgage-Backed Securities |
| GNII SF DF1666 C     | 2054-09-20      | 5.0000%  | 0.0000% | $1187130.00        | $1174928.07        | Agency Mortgage-Backed Securities |
| GNII SF MA6766 M     | 2050-07-20      | 3.0000%  | 0.0000% | $214600192.00      | $58719189.32       | Agency Mortgage-Backed Securities |
| GNII JM MA6402 M     | 2049-12-20      | 4.5000%  | 0.0000% | $2888040.00        | $105372.51         | Agency Mortgage-Backed Securities |
| GNII SF DI1641 C     | 2055-03-20      | 7.5000%  | 0.0000% | $1296430.00        | $1363903.81        | Agency Mortgage-Backed Securities |
| GNII SF DI0484 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1008628.00        | $1049404.91        | Agency Mortgage-Backed Securities |
| GNII SF DK6656 C     | 2055-06-20      | 7.0000%  | 0.0000% | $2108452.00        | $2218513.97        | Agency Mortgage-Backed Securities |
| GNII ET CZ9537 C     | 2064-01-20      | 7.5000%  | 0.0000% | $286169.00         | $293934.87         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB1649 | 2040-08-01      | 5.5000%  | 0.0000% | $39256064.00       | $40460854.43       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY7311 | 2055-06-01      | 5.5000%  | 0.0000% | $23105184.00       | $23452159.09       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ0005 | 2055-07-01      | 5.5000%  | 0.0000% | $21113.00          | $21372.87          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD7133 | 2054-12-01      | 5.5000%  | 0.0000% | $8895200.00        | $8575619.92        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQE2601 | 2052-05-01      | 4.0000%  | 0.0000% | $3000000.00        | $2128187.54        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF0213 | 2052-09-01      | 4.5000%  | 0.0000% | $10249760.00       | $7908520.80        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD4990 | 2053-10-01      | 5.0000%  | 0.0000% | $16261632.00       | $14217023.39       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8149 | 2037-04-01      | 2.5000%  | 0.0000% | $32351.00          | $19569.27          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQC7173 | 2051-09-01      | 2.5000%  | 0.0000% | $600000.00         | $399971.55         | Agency Mortgage-Backed Securities |
| GNII SF MA9010 M     | 2053-07-20      | 2.0000%  | 0.0000% | $219500.00         | $128886.68         | Agency Mortgage-Backed Securities |
| GNII SF DJ1448 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1213990.00        | $1262998.00        | Agency Mortgage-Backed Securities |
| GNII SF DJ1857 C     | 2055-05-20      | 6.5000%  | 0.0000% | $2697356.00        | $2806776.96        | Agency Mortgage-Backed Securities |
| GNII SF BU6352 C     | 2051-06-20      | 3.5000%  | 0.0000% | $750000.00         | $133946.26         | Agency Mortgage-Backed Securities |
| GNII SF CZ3278 C     | 2054-01-20      | 6.0000%  | 0.0000% | $8179792.00        | $6756193.89        | Agency Mortgage-Backed Securities |
| GNII SF DI9447 C     | 2055-04-20      | 5.0000%  | 0.0000% | $1176098.00        | $1182633.75        | Agency Mortgage-Backed Securities |
| GNII SP 783604 M     | 2042-06-20      | 3.5000%  | 0.0000% | $1024036.00        | $78584.15          | Agency Mortgage-Backed Securities |
| GNII SF DK7576 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1061842.00        | $1118636.91        | Agency Mortgage-Backed Securities |
| GNII SF DK9267 C     | 2055-07-20      | 4.5000%  | 0.0000% | $1976672.00        | $1909592.37        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB1626 | 2040-09-01      | 5.0000%  | 0.0000% | $25515072.00       | $25749726.29       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ2996 | 2055-09-01      | 5.0000%  | 0.0000% | $3064848.00        | $3055150.14        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ4717 | 2055-10-01      | 5.0000%  | 0.0000% | $3808304.00        | $3828414.81        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ3856 | 2055-09-01      | 6.5000%  | 0.0000% | $1742952.00        | $1814697.33        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ5041 | 2055-09-01      | 7.0000%  | 0.0000% | $20085536.00       | $21155932.16       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1504 | 2055-06-01      | 6.0000%  | 0.0000% | $114532736.00      | $115876132.22      | Agency Mortgage-Backed Securities |
| GNII SF MA8774 M     | 2029-07-20      | 7.0000%  | 0.0000% | $255367.00         | $135797.79         | Agency Mortgage-Backed Securities |
| GNII SF CK6045 C     | 2043-06-20      | 3.0000%  | 0.0000% | $1092556.00        | $591452.87         | Agency Mortgage-Backed Securities |
| GNII RG CQ2806 C     | 2039-09-20      | 6.0000%  | 0.0000% | $2254684.00        | $1585147.00        | Agency Mortgage-Backed Securities |
| GNII SF MA9904 M     | 2053-05-20      | 4.5000%  | 0.0000% | $3058800.00        | $2877291.87        | Agency Mortgage-Backed Securities |
| GNII JM MA5517 M     | 2048-09-20      | 3.5000%  | 0.0000% | $4160984.00        | $129607.36         | Agency Mortgage-Backed Securities |
| GNII SF MA5962 M     | 2034-05-20      | 4.5000%  | 0.0000% | $424399.00         | $115150.69         | Agency Mortgage-Backed Securities |
| GNAR AF MA6166 M     | 2049-09-20      | 4.5000%  | 0.0000% | $1057290.00        | $125703.55         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY8402 | 2055-07-01      | 6.0000%  | 0.0000% | $21060.00          | $21799.10          | Agency Mortgage-Backed Securities |
| GNII RG CK9540 C     | 2047-09-20      | 4.0000%  | 0.0000% | $1600000.00        | $1209985.31        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLSD5853 | 2054-07-01      | 7.0000%  | 0.0000% | $51562688.00       | $32748508.76       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8044 | 2050-02-01      | 3.0000%  | 0.0000% | $1175000.00        | $217307.90         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8226 | 2052-07-01      | 3.5000%  | 0.0000% | $28798.00          | $21689.49          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1809 | 2052-09-01      | 4.5000%  | 0.0000% | $381000.00         | $294276.18         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD3395 | 2053-07-01      | 5.5000%  | 0.0000% | $1180000.00        | $962902.85         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQE5759 | 2052-07-01      | 4.0000%  | 0.0000% | $496778.00         | $447594.08         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQA8058 | 2050-03-01      | 4.0000%  | 0.0000% | $1903334.00        | $401830.45         | Agency Mortgage-Backed Securities |
| FEPC 03.500 3PRE6053 | 2050-06-01      | 3.5000%  | 0.0000% | $1891862.00        | $661527.12         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF1765 | 2052-10-01      | 4.5000%  | 0.0000% | $287550.00         | $233917.02         | Agency Mortgage-Backed Securities |
| GNII JM MA4185 M     | 2047-01-20      | 3.5000%  | 0.0000% | $571908.00         | $25987.24          | Agency Mortgage-Backed Securities |
| GNII SF MA5082 M     | 2048-03-20      | 6.0000%  | 0.0000% | $46000.00          | $5631.20           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX0073 | 2054-11-01      | 5.5000%  | 0.0000% | $2168600.00        | $2076867.06        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1535 | 2055-06-01      | 6.0000%  | 0.0000% | $150527488.00      | $150210899.55      | Agency Mortgage-Backed Securities |

### Security 248: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.170000%
- **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: ARP1B5QB6, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP1B5QB6
- **C.18 - Value (incl. sponsor support):** $2766000000.00
- **C.18.a - Value (excl. sponsor support):** $2766000000.00
- **C.19 - Percentage of Net Assets:** 3.2800%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2037-05-15      | 5.0000%  | 0.0000% | $64500.00          | $70404.78          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | 0.0000% | $387600.00         | $391205.16         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | 0.0000% | $4428800.00        | $4459984.29        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-03-15      | 4.2500%  | 0.0000% | $100241600.00      | $101213046.36      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $21636100.00       | $21998743.39       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $748300.00         | $768234.71         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | 0.0000% | $13059800.00       | $13095453.25       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $170569000.00      | $171842410.67      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-11-30      | 4.3750%  | 0.0000% | $3000.00           | $3128.14           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-10-31      | 4.8750%  | 0.0000% | $1132900.00        | $1195819.39        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $36900.00          | $38375.86          | U.S. Treasuries (including strips)        |
| FNMS 03.500 CLAO2978   | 2042-05-01      | 3.5000%  | 0.0000% | $1076934366.00     | $82825463.57       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD8653   | 2055-05-01      | 5.5000%  | 0.0000% | $577474.00         | $584763.92         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAR8866   | 2043-06-01      | 3.5000%  | 0.0000% | $3193908.00        | $726152.23         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFM4946   | 2048-09-01      | 5.0000%  | 0.0000% | $1000000.00        | $306909.29         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBY1455   | 2053-12-01      | 3.0000%  | 0.0000% | $8250.00           | $6953.06           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3961   | 2050-03-01      | 3.5000%  | 0.0000% | $2500000.00        | $365045.94         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB1024   | 2051-07-01      | 2.5000%  | 0.0000% | $1944000.00        | $1191433.46        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA6643   | 2050-08-01      | 2.5000%  | 0.0000% | $67854031.00       | $29362017.91       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL2815   | 2055-10-01      | 6.0000%  | 0.0000% | $48199744.00       | $50121965.86       | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQX6092   | 2055-02-01      | 7.0000%  | 0.0000% | $22930.00          | $23367.35          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY3347   | 2055-05-01      | 6.0000%  | 0.0000% | $1624118.00        | $1660719.55        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX4086   | 2055-01-01      | 6.5000%  | 0.0000% | $351655.00         | $347987.74         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM3241   | 2050-03-01      | 3.0000%  | 0.0000% | $4054152.00        | $1287531.79        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ4780   | 2055-09-01      | 6.5000%  | 0.0000% | $61725056.00       | $64419238.10       | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZA4949   | 2047-07-01      | 4.0000%  | 0.0000% | $148636771.00      | $31377700.51       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2031-02-15      | 5.3750%  | 0.0000% | $5559100.00        | $6019603.34        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $10558700.00       | $9514228.12        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $4819100.00        | $4834924.72        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $79300.00          | $78705.35          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $17200.00          | $16952.94          | U.S. Treasuries (including strips)        |
| FNRM RC073KA R13F073   | 2042-10-25      | 3.0000%  | 0.0000% | $158987000.00      | $15872995.24       | Agency Collateralized Mortgage Obligation |
| FKAR 03.830 WAWA4438   | 2029-07-01      | 3.8300%  | 0.0000% | $12783155.00       | $12540100.02       | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2055-08-25      | 5.5560%  | 0.0000% | $8715599.00        | $8609073.66        | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLRA1300   | 2049-08-01      | 5.5000%  | 0.0000% | $773666.00         | $260106.53         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CTBQ4473   | 2041-02-01      | 2.0000%  | 0.0000% | $147922768.00      | $84361861.73       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAL3832   | 2043-07-01      | 3.5000%  | 0.0000% | $22665856.00       | $4393167.42        | Agency Mortgage-Backed Securities         |
| FKAR 03.830 WAWA4439   | 2029-07-01      | 3.8300%  | 0.0000% | $8986643.00        | $8815773.55        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE6385   | 2052-07-01      | 4.5000%  | 0.0000% | $34474054.00       | $25971209.79       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD3236   | 2053-05-01      | 5.0000%  | 0.0000% | $502789.00         | $444802.65         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE8509   | 2052-08-01      | 4.5000%  | 0.0000% | $36979055.00       | $26428952.45       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA1547   | 2055-05-01      | 6.0000%  | 0.0000% | $1429119.00        | $1389861.82        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $7703200.00        | $6045769.86        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | 0.0000% | $2517200.00        | $1907204.41        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $4700.00           | $4979.68           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $9532200.00        | $9717220.00        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-10-31      | 4.0000%  | 0.0000% | $1700.00           | $1746.94           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-11-15      | 4.6250%  | 0.0000% | $403500.00         | $414430.31         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $1157300.00        | $788878.75         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $9000000.00        | $9089853.75        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $974300.00         | $963111.38         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-10-31      | 0.5000%  | 0.0000% | $2020500.00        | $1898257.33        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-02-28      | 0.5000%  | 0.0000% | $138400.00         | $136505.91         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-07-31      | 0.6250%  | 0.0000% | $150000.00         | $146295.75         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $1500.00           | $1687.76           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-10-31      | 3.0000%  | 0.0000% | $78700.00          | $79601.42          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $1109800.00        | $1490505.12        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $643400.00         | $611908.30         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $928800.00         | $937296.66         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $35489200.00       | $35716597.05       | U.S. Treasuries (including strips)        |
| FEPC 06.000 CLSL1522   | 2055-02-01      | 6.0000%  | 0.0000% | $22557154.00       | $22689194.25       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2026-01-31      | 2.6250%  | 0.0000% | $66900.00          | $66873.99          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-01-15      | 0.3750%  | 0.0000% | $140000.00         | $185879.02         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | 0.0000% | $6331100.00        | $6161204.93        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | 0.0000% | $3386100.00        | $3093246.37        | U.S. Treasuries (including strips)        |
| FEPC 06.500 CLQG2402   | 2053-05-01      | 6.5000%  | 0.0000% | $927490.00         | $674074.25         | Agency Mortgage-Backed Securities         |
| MNRM CL051A1 R20M051   | 2030-12-25      | 0.8500%  | 0.0000% | $3486360.00        | $1852244.21        | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLDD6665   | 2055-06-01      | 5.5000%  | 0.0000% | $4033759.00        | $4115638.87        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQJ3006   | 2054-09-01      | 5.0000%  | 0.0000% | $2761609.00        | $2635963.10        | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQH7924   | 2054-01-01      | 7.0000%  | 0.0000% | $1117561.00        | $1072982.61        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH3719   | 2053-09-01      | 6.5000%  | 0.0000% | $1588832.00        | $1332664.98        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQH4693   | 2053-11-01      | 5.5000%  | 0.0000% | $79169.00          | $74099.55          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $5871200.00        | $6034698.24        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $5453300.00        | $4925426.01        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-09-15      | 3.3750%  | 0.0000% | $1611600.00        | $1602237.38        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $514100.00         | $469070.11         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $4512800.00        | $4618577.78        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $200.00            | $188.74            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $6000.00           | $5982.55           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-03-31      | 3.6250%  | 0.0000% | $223400.00         | $222430.44         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-04-30      | 4.8750%  | 0.0000% | $105100.00         | $107846.09         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-12-15      | 4.3750%  | 0.0000% | $152200.00         | $155318.02         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-09-30      | 1.6250%  | 0.0000% | $13000.00          | $12732.98          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | 0.0000% | $2000.00           | $1889.21           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-11-15      | 4.5000%  | 0.0000% | $500.00            | $508.62            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-02-28      | 1.1250%  | 0.0000% | $5000.00           | $4828.68           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-12-31      | 0.3750%  | 0.0000% | $200.00            | $198.38            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-04-15      | 0.1250%  | 0.0000% | $911600.00         | $1117643.61        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2036-02-15      | 4.5000%  | 0.0000% | $6497600.00        | $6747049.36        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-01-15      | 1.7500%  | 0.0000% | $155000.00         | $243748.30         | U.S. Treasuries (including strips)        |
| FNMS 06.000 CLDE6477   | 2055-08-01      | 6.0000%  | 0.0000% | $5020153.00        | $5150909.44        | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLBX4447   | 2053-09-01      | 7.0000%  | 0.0000% | $2615246.00        | $1859154.21        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAQ7191   | 2043-07-01      | 3.0000%  | 0.0000% | $2518292.00        | $462815.95         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTBY1392   | 2043-11-01      | 4.0000%  | 0.0000% | $2302719.00        | $1937076.25        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA6573   | 2050-08-01      | 2.5000%  | 0.0000% | $9112207.00        | $4155911.54        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBW1374   | 2052-11-01      | 4.5000%  | 0.0000% | $987180.00         | $818445.53         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAB7304   | 2042-12-01      | 3.5000%  | 0.0000% | $13703151.00       | $2572619.55        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ3245   | 2055-01-01      | 5.0000%  | 0.0000% | $13955534.00       | $13453632.72       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5497   | 2054-10-01      | 5.5000%  | 0.0000% | $1369000.00        | $1267147.76        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX5036   | 2055-02-01      | 5.5000%  | 0.0000% | $2888625.00        | $2760298.55        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQG2488   | 2053-05-01      | 6.5000%  | 0.0000% | $1138906.00        | $915024.79         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1490   | 2052-08-01      | 4.5000%  | 0.0000% | $37564707.00       | $26892713.71       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD7138   | 2054-11-01      | 5.0000%  | 0.0000% | $2624747.00        | $2542903.96        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD5076   | 2054-03-01      | 6.5000%  | 0.0000% | $117210661.00      | $104476760.50      | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2055-02-25      | 6.0060%  | 0.0000% | $12111022.00       | $10971249.13       | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLQA8843   | 2050-04-01      | 5.0000%  | 0.0000% | $2303040.00        | $937494.54         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7924   | 2052-09-01      | 4.5000%  | 0.0000% | $33104140.00       | $24466467.91       | Agency Mortgage-Backed Securities         |
| MNRA CL01GA2 R21M01G   | 2030-11-25      | 1.5173%  | 0.0000% | $1111352.00        | $975548.15         | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLQX0521   | 2054-12-01      | 5.0000%  | 0.0000% | $1441780.00        | $1423349.87        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2028-08-15      | 5.5000%  | 0.0000% | $6470700.00        | $6846291.78        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2039-02-15      | 3.5000%  | 0.0000% | $12660200.00       | $11647320.70       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2035-07-15      | 1.8750%  | 0.0000% | $168000.00         | $171036.95         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $7500.00           | $7617.21           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $1158000.00        | $1158363.78        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-02-15      | 4.1250%  | 0.0000% | $175600.00         | $177472.99         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-07-15      | 4.5000%  | 0.0000% | $131300.00         | $133250.69         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $4769400.00        | $5025008.79        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-10-15      | 4.2500%  | 0.0000% | $59700.00          | $60864.64          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-03-15      | 4.6250%  | 0.0000% | $10500.00          | $10555.30          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-01-15      | 4.0000%  | 0.0000% | $7600.00           | $7690.89           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | 0.0000% | $300900.00         | $306655.21         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $9714300.00        | $9929492.14        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $2550600.00        | $2680137.17        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $10300.00          | $10529.08          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-12-31      | 2.6250%  | 0.0000% | $387300.00         | $388493.85         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $79214100.00       | $80485222.28       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2038-05-15      | 4.5000%  | 0.0000% | $4023700.00        | $4179380.98        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $19800.00          | $13659.96          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $714300.00         | $355143.17         | U.S. Treasuries (including strips)        |
| 04.000 FGPC Q52133 G   | 2047-11-01      | 4.0000%  | 0.0000% | $4332.00           | $1785.93           | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2054-12-25      | 5.5060%  | 0.0000% | $94100000.00       | $84160458.81       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2055-03-25      | 5.4560%  | 0.0000% | $40845313.00       | $38579444.97       | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLCB6258   | 2053-05-01      | 5.5000%  | 0.0000% | $1589952.00        | $1285147.56        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB7361   | 2054-07-01      | 6.5000%  | 0.0000% | $5637053.00        | $4369278.95        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4095   | 2052-07-01      | 4.5000%  | 0.0000% | $27348908.00       | $20132758.52       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC0552   | 2054-07-01      | 6.0000%  | 0.0000% | $612951.00         | $624009.76         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC4569   | 2054-11-01      | 5.0000%  | 0.0000% | $7485827.00        | $6996959.39        | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2054-11-25      | 5.3060%  | 0.0000% | $8127335.00        | $7322363.43        | Agency Collateralized Mortgage Obligation |
| FEPC 03.500 CLRA7122   | 2052-04-01      | 3.5000%  | 0.0000% | $4963.00           | $3410.61           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7500   | 2052-07-01      | 4.5000%  | 0.0000% | $3852706.00        | $2792489.91        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY7059   | 2055-07-01      | 5.5000%  | 0.0000% | $1823231.00        | $1855801.53        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX4489   | 2054-12-01      | 6.0000%  | 0.0000% | $1460448.00        | $1486192.74        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBZ3206   | 2035-02-01      | 5.3000%  | 0.0000% | $4200000.00        | $4404740.25        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8170   | 2054-03-01      | 6.5000%  | 0.0000% | $257873.00         | $229286.65         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBQ9453   | 2051-03-01      | 2.0000%  | 0.0000% | $700000.00         | $399785.49         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB5901   | 2053-03-01      | 5.0000%  | 0.0000% | $34807286.00       | $29000207.52       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB7479   | 2053-11-01      | 6.0000%  | 0.0000% | $21415914.00       | $18736879.59       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9364   | 2054-10-01      | 5.5000%  | 0.0000% | $6389153.00        | $6154942.78        | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2045-08-15      | 4.8366%  | 0.0000% | $5187751.00        | $4080944.84        | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2047-01-15      | 4.7866%  | 0.0000% | $7844090.00        | $6138072.72        | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2054-12-25      | 5.5560%  | 0.0000% | $15500000.00       | $13414099.58       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2054-08-25      | 5.4560%  | 0.0000% | $10700000.00       | $9573064.23        | Agency Collateralized Mortgage Obligation |
| FNMS 04.000 CLBJ8093   | 2048-03-01      | 4.0000%  | 0.0000% | $350000.00         | $69391.77          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBM4027   | 2048-05-01      | 3.5000%  | 0.0000% | $11245419.00       | $3397423.87        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | 0.0000% | $308900.00         | $289437.29         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-10-31      | 0.2500%  | 0.0000% | $7700.00           | $7682.75           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $2247900.00        | $1421385.95        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $2491100.00        | $1904903.69        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $224000.00         | $229576.11         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $1168700.00        | $1232180.48        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-04-15      | 3.7500%  | 0.0000% | $30114300.00       | $30713969.52       | U.S. Treasuries (including strips)        |
| FNMS 03.500 CLAY8587   | 2045-08-01      | 3.5000%  | 0.0000% | $7720400.00        | $486848.95         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX2138   | 2054-12-01      | 6.0000%  | 0.0000% | $332789.00         | $269203.79         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQX4486   | 2054-12-01      | 5.0000%  | 0.0000% | $1213898.00        | $1209270.93        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQX4383   | 2055-01-01      | 5.0000%  | 0.0000% | $1322019.00        | $1311492.26        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2029-01-15      | 0.8750%  | 0.0000% | $3139200.00        | $3990873.75        | U.S. Treasuries (including strips)        |
| Fannie Mae             | 2054-11-25      | 5.8260%  | 0.0000% | $23330429.00       | $17629883.26       | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CL190350   | 2034-03-01      | 5.5000%  | 0.0000% | $1632048.00        | $11663.36          | Agency Mortgage-Backed Securities         |
| MNRA CL025A2 R19M025   | 2029-11-25      | 2.3300%  | 0.0000% | $2000000.00        | $1751757.68        | Agency Collateralized Mortgage Obligation |
| MNRA CL002A2 R19M002   | 2028-11-25      | 3.7428%  | 0.0000% | $100000.00         | $86267.92          | Agency Collateralized Mortgage Obligation |
| FNRM RC025GA R21F025   | 2051-05-25      | 1.0000%  | 0.0000% | $28086867.00       | $9505781.09        | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLRA8276   | 2052-12-01      | 5.5000%  | 0.0000% | $1136691.00        | $921266.99         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $13637500.00       | $12466594.48       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $3999000.00        | $3369780.34        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $15432300.00       | $10899412.96       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | 0.0000% | $20801000.00       | $17018800.97       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $10000.00          | $8964.18           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $1000.00           | $973.68            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-06-30      | 1.8750%  | 0.0000% | $300.00            | $297.15            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $663000.00         | $571923.19         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-01-15      | 0.1250%  | 0.0000% | $100.00            | $116.49            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | 0.0000% | $49000.00          | $47564.95          | U.S. Treasuries (including strips)        |
| FNMS 03.500 CLAR3320   | 2043-02-01      | 3.5000%  | 0.0000% | $28263712.00       | $4600458.93        | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2054-12-25      | 5.5060%  | 0.0000% | $35000000.00       | $30290861.13       | Agency Collateralized Mortgage Obligation |
| FNMS 04.000 I4BF0605   | 2062-03-01      | 4.0000%  | 0.0000% | $1000.00           | $767.19            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8420   | 2046-12-01      | 3.0000%  | 0.0000% | $53972151.00       | $14567462.79       | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL1040   | 2028-12-01      | 3.8100%  | 0.0000% | $657825.00         | $656074.64         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS1533   | 2052-04-01      | 3.0000%  | 0.0000% | $1250000.00        | $849659.20         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA6908   | 2050-09-01      | 2.0000%  | 0.0000% | $130917771.00      | $65659657.70       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA6413   | 2050-07-01      | 2.5000%  | 0.0000% | $73279271.00       | $30993221.45       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $1495400.00        | $1458829.99        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | 0.0000% | $39700.00          | $41261.80          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $45300.00          | $46667.90          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $980800.00         | $964629.06         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $2652900.00        | $2782279.86        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $26100.00          | $20751.15          | U.S. Treasuries (including strips)        |
| FEPC 07.500 CLQH4054   | 2053-11-01      | 7.5000%  | 0.0000% | $2330954.00        | $1810733.69        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL7278   | 2030-08-01      | 3.5000%  | 0.0000% | $6500000.00        | $601250.37         | Agency Mortgage-Backed Securities         |
| FNRM CL068CV R25F068   | 2036-08-25      | 5.0000%  | 0.0000% | $3480998.00        | $3441637.33        | Agency Collateralized Mortgage Obligation |
| FEPC 04.500 CLRA7396   | 2052-05-01      | 4.5000%  | 0.0000% | $4244940.00        | $3156509.64        | Agency Mortgage-Backed Securities         |
| MNRA CL013A1 R22M013   | 2032-05-25      | 2.6786%  | 0.0000% | $18000000.00       | $14172747.91       | Agency Collateralized Mortgage Obligation |
| FNMS 03.000 CIAS3594   | 2029-10-01      | 3.0000%  | 0.0000% | $171136.00         | $12531.32          | Agency Mortgage-Backed Securities         |
| MNRM CL009A2 R19M009   | 2029-06-25      | 2.9370%  | 0.0000% | $2997940.00        | $1827052.19        | Agency Collateralized Mortgage Obligation |
| FEPC 02.000 CLSD8121   | 2050-12-01      | 2.0000%  | 0.0000% | $5000.00           | $2747.98           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBY7296   | 2053-08-01      | 6.5000%  | 0.0000% | $2260496.00        | $1317128.23        | Agency Mortgage-Backed Securities         |
| MNRA CL004A1 R23M004   | 2032-09-25      | 3.8925%  | 0.0000% | $14000000.00       | $12120815.32       | Agency Collateralized Mortgage Obligation |
| FNMS 03.500 CLAS9449   | 2047-04-01      | 3.5000%  | 0.0000% | $21211328.00       | $4443507.10        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD7559   | 2053-03-01      | 5.5000%  | 0.0000% | $98145012.00       | $76920310.96       | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL2727   | 2042-02-01      | 4.0000%  | 0.0000% | $4364.00           | $627.00            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZL1534   | 2041-06-01      | 4.5000%  | 0.0000% | $1365070.00        | $136020.60         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD5359   | 2054-05-01      | 5.5000%  | 0.0000% | $5207845.00        | $5025559.89        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBY0889   | 2053-04-01      | 5.0000%  | 0.0000% | $700645.00         | $583330.59         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA4806   | 2052-11-01      | 5.0000%  | 0.0000% | $242999.00         | $193073.72         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS1855   | 2052-05-01      | 4.0000%  | 0.0000% | $64413.00          | $40693.03          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZA6078   | 2049-01-01      | 4.5000%  | 0.0000% | $171704221.00      | $30259795.59       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD4264   | 2053-11-01      | 6.0000%  | 0.0000% | $2499762.00        | $2218495.68        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZA4881   | 2047-03-01      | 4.0000%  | 0.0000% | $18791592.00       | $4369703.04        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2026-05-15      | 3.6250%  | 0.0000% | $5400.00           | $5466.28           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $443500.00         | $441920.47         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-07-31      | 4.0805%  | 0.0000% | $17065600.00       | $17186701.10       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-10-31      | 4.1250%  | 0.0000% | $4568800.00        | $4715322.04        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | 0.0000% | $510900.00         | $519671.39         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | 0.0000% | $332700.00         | $339249.08         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $6359700.00        | $6467372.49        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $45719500.00       | $47071654.21       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $2172000.00        | $2235298.98        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-11-15      | 6.5000%  | 0.0000% | $2876700.00        | $3042326.00        | U.S. Treasuries (including strips)        |
| 06.000 FGPC P58016 G   | 2037-08-01      | 6.0000%  | 0.0000% | $1513.00           | $70.90             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9269   | 2053-06-01      | 5.5000%  | 0.0000% | $116736813.00      | $100345073.55      | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTRB5274   | 2044-01-01      | 6.0000%  | 0.0000% | $51000.00          | $29824.20          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD4230   | 2052-06-01      | 3.0000%  | 0.0000% | $12783354.00       | $9594029.32        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8360   | 2053-09-01      | 4.5000%  | 0.0000% | $688027.00         | $601303.58         | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2044-03-15      | 4.9366%  | 0.0000% | $27000000.00       | $2142305.22        | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLQG7548   | 2053-08-01      | 6.5000%  | 0.0000% | $1470426.00        | $1003107.18        | Agency Mortgage-Backed Securities         |
| MNRA RC004A1X R22M00   | 2030-05-25      | 2.5396%  | 0.0000% | $456000.00         | $213506.94         | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLSD6883   | 2054-10-01      | 6.0000%  | 0.0000% | $96532737.00       | $94100301.41       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD2531   | 2053-02-01      | 4.5000%  | 0.0000% | $555713.00         | $463864.24         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | 0.0000% | $1300400.00        | $1222033.62        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $130600.00         | $121747.15         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $1543100.00        | $1343517.37        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-06-30      | 0.8750%  | 0.0000% | $206400.00         | $202409.36         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | 0.0000% | $14926700.00       | $14130465.21       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-11-30      | 0.3750%  | 0.0000% | $7000.00           | $6965.28           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | 0.0000% | $2216900.00        | $2176751.45        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | 0.0000% | $1100.00           | $1092.18           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | 0.0000% | $105600.00         | $100408.25         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $1901600.00        | $1767594.72        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | 0.0000% | $176100.00         | $153458.25         | U.S. Treasuries (including strips)        |
| FNMS 05.000 CLMA4918   | 2053-02-01      | 5.0000%  | 0.0000% | $4250.00           | $3433.37           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4783   | 2052-10-01      | 4.0000%  | 0.0000% | $1999000.00        | $1563454.99        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB3630   | 2052-05-01      | 4.0000%  | 0.0000% | $17549.00          | $13419.87          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ2303   | 2054-09-01      | 5.5000%  | 0.0000% | $1207.00           | $1190.03           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2044-05-15      | 3.3750%  | 0.0000% | $9279500.00        | $7873955.01        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-06-30      | 0.5000%  | 0.0000% | $204812800.00      | $194174823.17      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-11-15      | 2.2500%  | 0.0000% | $200.00            | $201.21            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $484100.00         | $501073.53         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $20000.00          | $20915.62          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-01-31      | 4.1435%  | 0.0000% | $201700.00         | $203181.68         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | 0.0000% | $3700.00           | $3748.84           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $2947900.00        | $2923123.64        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-07-31      | 4.0000%  | 0.0000% | $1627300.00        | $1655957.46        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $1324800.00        | $1439623.79        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-10-31      | 4.1250%  | 0.0000% | $644000.00         | $661233.53         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-12-15      | 4.0000%  | 0.0000% | $7600.00           | $7689.41           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-04-15      | 3.7500%  | 0.0000% | $11100.00          | $11285.00          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $60000.00          | $55992.99          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | 0.0000% | $26640500.00       | $25064980.83       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | 0.0000% | $293500.00         | $276832.37         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $2286500.00        | $2034193.30        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | 0.0000% | $110245700.00      | $112347258.66      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $222444400.00      | $224508352.14      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-12-31      | 4.5000%  | 0.0000% | $186300.00         | $194886.57         | U.S. Treasuries (including strips)        |

### Security 249: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.150000%
- **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: ARP1B7319, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1B7319
- **C.18 - Value (incl. sponsor support):** $483000000.00
- **C.18.a - Value (excl. sponsor support):** $483000000.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF MA9848 M       | 2050-01-20      | 4.0000%  | 0.0000% | $8508640.00        | $7794171.65        | Agency Mortgage-Backed Securities   |
| GNMI SF CL1779 X       | 2052-03-15      | 4.0000%  | 0.0000% | $416442.00         | $310995.42         | Agency Mortgage-Backed Securities   |
| Fannie Mae             | 2037-07-15      | 5.6250%  | 0.0000% | $65000.00          | $72491.17          | Agency Debentures and Agency Strips |
| GNII SP 785035 C       | 2050-06-20      | 5.5000%  | 0.0000% | $4909913.00        | $1527919.44        | Agency Mortgage-Backed Securities   |
| GNMI SP 782379 X       | 2038-08-15      | 6.0000%  | 0.0000% | $1929744.00        | $8104.10           | Agency Mortgage-Backed Securities   |
| GNII SF 004619 M       | 2040-01-20      | 5.5000%  | 0.0000% | $581278.00         | $22312.76          | Agency Mortgage-Backed Securities   |
| GNMI SF 668745 X       | 2038-02-15      | 6.0000%  | 0.0000% | $254714.00         | $6558.80           | Agency Mortgage-Backed Securities   |
| GNMI SF 699113 X       | 2038-09-15      | 6.0000%  | 0.0000% | $1884870.00        | $13123.39          | Agency Mortgage-Backed Securities   |
| GNII SF MA8147 M       | 2052-02-20      | 2.5000%  | 0.0000% | $50000.00          | $31933.55          | Agency Mortgage-Backed Securities   |
| GNII SF 005338 M       | 2042-03-20      | 6.0000%  | 0.0000% | $1992352.00        | $72096.60          | Agency Mortgage-Backed Securities   |
| GNMI SF 728837 X       | 2040-01-15      | 5.0000%  | 0.0000% | $367434.00         | $24542.37          | Agency Mortgage-Backed Securities   |
| GNII SF 005177 M       | 2041-09-20      | 5.5000%  | 0.0000% | $960309.00         | $43174.89          | Agency Mortgage-Backed Securities   |
| GNMI SF BQ7371 X       | 2049-11-15      | 3.5000%  | 0.0000% | $2627673.00        | $352346.50         | Agency Mortgage-Backed Securities   |
| GNMI SF 744060 X       | 2041-05-15      | 6.0000%  | 0.0000% | $254623.00         | $10588.89          | Agency Mortgage-Backed Securities   |
| GNII SF MA9728 M       | 2054-05-20      | 7.0000%  | 0.0000% | $1387827.00        | $625451.93         | Agency Mortgage-Backed Securities   |
| GNII SF MA8149 M       | 2052-07-20      | 3.5000%  | 0.0000% | $83219125.00       | $59763839.15       | Agency Mortgage-Backed Securities   |
| GNII SF MA9963 M       | 2054-10-20      | 4.5000%  | 0.0000% | $30464680.00       | $28496281.52       | Agency Mortgage-Backed Securities   |
| GNII SF MA8044 M       | 2052-05-20      | 3.5000%  | 0.0000% | $27062981.00       | $19109328.51       | Agency Mortgage-Backed Securities   |
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $2000000.00        | $1685311.50        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | 0.0000% | $2596700.00        | $2458184.26        | U.S. Treasuries (including strips)  |
| GNII SF MB0023 M       | 2054-11-20      | 4.0000%  | 0.0000% | $30683493.00       | $28209039.13       | Agency Mortgage-Backed Securities   |
| GNMI SP 783655 X       | 2040-05-15      | 6.5000%  | 0.0000% | $14348.00          | $844.10            | Agency Mortgage-Backed Securities   |
| GNMI SF 688022 X       | 2038-10-15      | 6.0000%  | 0.0000% | $1245892.00        | $19812.78          | Agency Mortgage-Backed Securities   |
| GNII SF 004696 M       | 2040-05-20      | 4.5000%  | 0.0000% | $20114384.00       | $714624.94         | Agency Mortgage-Backed Securities   |
| GNMI SF 726832 X       | 2039-10-15      | 5.0000%  | 0.0000% | $2950993.00        | $123970.57         | Agency Mortgage-Backed Securities   |
| UNITED STATES TREASURY | 2045-05-15      | 3.0000%  | 0.0000% | $7000000.00        | $5534242.00        | U.S. Treasuries (including strips)  |
| GNMI SP 782916 X       | 2040-02-15      | 5.5000%  | 0.0000% | $683477.00         | $19094.73          | Agency Mortgage-Backed Securities   |
| GNMI SF 681624 X       | 2038-11-15      | 6.0000%  | 0.0000% | $221699.00         | $14952.01          | Agency Mortgage-Backed Securities   |
| GNMI SF 700918 X       | 2038-11-15      | 5.5000%  | 0.0000% | $3332424.00        | $12669.14          | Agency Mortgage-Backed Securities   |
| GNII SF MA9240 M       | 2053-10-20      | 5.0000%  | 0.0000% | $43000000.00       | $38740151.90       | Agency Mortgage-Backed Securities   |
| GNII SF MA9485 M       | 2052-10-20      | 4.0000%  | 0.0000% | $67674775.00       | $58000686.85       | Agency Mortgage-Backed Securities   |
| GNMI SF AP5305 X       | 2046-01-15      | 5.0000%  | 0.0000% | $4263052.00        | $153919.51         | Agency Mortgage-Backed Securities   |
| GNII SF MA6409 M       | 2050-01-20      | 3.0000%  | 0.0000% | $74208970.00       | $13350493.55       | Agency Mortgage-Backed Securities   |
| Freddie Mac            | 2032-07-15      | 6.2500%  | 0.0000% | $102000.00         | $117018.26         | Agency Debentures and Agency Strips |
| GNMI SP 783179 X       | 2039-12-15      | 5.5000%  | 0.0000% | $852261.00         | $14351.00          | Agency Mortgage-Backed Securities   |
| GNII SF MB0426 M       | 2055-05-20      | 6.5000%  | 0.0000% | $29195.00          | $29978.16          | Agency Mortgage-Backed Securities   |
| GNII SF DI8718 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1302.00           | $1357.64           | Agency Mortgage-Backed Securities   |
| GNII SF DI8711 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1013.00           | $1055.60           | Agency Mortgage-Backed Securities   |
| GNMI SF 709788 X       | 2039-09-15      | 5.5000%  | 0.0000% | $2189594.00        | $9092.18           | Agency Mortgage-Backed Securities   |
| GNII SF MA9608 M       | 2054-04-20      | 7.0000%  | 0.0000% | $421111.00         | $190439.04         | Agency Mortgage-Backed Securities   |
| GNMI SF BC8968 X       | 2047-10-15      | 4.5000%  | 0.0000% | $745841.00         | $102170.88         | Agency Mortgage-Backed Securities   |
| GNMI SF BC1382 X       | 2047-09-15      | 4.5000%  | 0.0000% | $1652671.00        | $164133.05         | Agency Mortgage-Backed Securities   |
| GNMI SF BD6110 X       | 2047-11-15      | 3.5000%  | 0.0000% | $1000000.00        | $109107.14         | Agency Mortgage-Backed Securities   |
| GNMI SF BE7988 X       | 2048-01-15      | 5.0000%  | 0.0000% | $4185032.00        | $871531.33         | Agency Mortgage-Backed Securities   |
| GNMI SF 654432 X       | 2036-09-15      | 6.5000%  | 0.0000% | $2762966.00        | $53508.77          | Agency Mortgage-Backed Securities   |
| GNMI SF 677101 X       | 2038-07-15      | 5.5000%  | 0.0000% | $2041841.00        | $8461.53           | Agency Mortgage-Backed Securities   |
| GNMI SF 702547 X       | 2038-11-15      | 5.5000%  | 0.0000% | $9543428.00        | $29613.42          | Agency Mortgage-Backed Securities   |
| GNMI SF 676843 X       | 2038-05-15      | 6.0000%  | 0.0000% | $1360461.00        | $9351.06           | Agency Mortgage-Backed Securities   |
| GNMI SP 782474 X       | 2038-12-15      | 5.5000%  | 0.0000% | $1553042.00        | $19194.21          | Agency Mortgage-Backed Securities   |
| GNMI SF 687923 X       | 2038-09-15      | 6.0000%  | 0.0000% | $1943451.00        | $7863.45           | Agency Mortgage-Backed Securities   |
| GNMI SF 708520 X       | 2039-04-15      | 5.0000%  | 0.0000% | $1333305.00        | $7133.29           | Agency Mortgage-Backed Securities   |
| GNMI SF 674510 X       | 2037-10-15      | 6.0000%  | 0.0000% | $500000.00         | $6126.81           | Agency Mortgage-Backed Securities   |
| GNMI SF 680184 X       | 2038-03-15      | 5.5000%  | 0.0000% | $2864454.00        | $12402.68          | Agency Mortgage-Backed Securities   |
| GNMI SF BO5617 X       | 2049-01-15      | 4.5000%  | 0.0000% | $74851.00          | $6572.07           | Agency Mortgage-Backed Securities   |
| GNMI SF BS5065 X       | 2050-02-15      | 3.5000%  | 0.0000% | $425846.00         | $72085.77          | Agency Mortgage-Backed Securities   |
| GNMI SF BB7228 X       | 2047-09-15      | 4.5000%  | 0.0000% | $3247809.00        | $187444.67         | Agency Mortgage-Backed Securities   |
| GNMI SF AZ3489 X       | 2049-01-15      | 4.5000%  | 0.0000% | $201347.00         | $23043.69          | Agency Mortgage-Backed Securities   |
| GNMI SF AU8925 X       | 2046-08-15      | 4.5000%  | 0.0000% | $2659989.00        | $104782.39         | Agency Mortgage-Backed Securities   |
| GNMI SF BQ7172 X       | 2049-10-15      | 3.5000%  | 0.0000% | $939391.00         | $96636.74          | Agency Mortgage-Backed Securities   |
| Freddie Mac            | 2029-09-15      | 6.7500%  | 0.0000% | $25000.00          | $27843.71          | Agency Debentures and Agency Strips |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | 0.0000% | $1131900.00        | $1065179.02        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $200.00            | $120.49            | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $4099900.00        | $2794715.28        | U.S. Treasuries (including strips)  |
| GNMI SF BA0224 X       | 2047-06-15      | 4.5000%  | 0.0000% | $2174216.00        | $60392.23          | Agency Mortgage-Backed Securities   |
| GNII SF MB0308 M       | 2055-04-20      | 5.5000%  | 0.0000% | $13398673.00       | $13358158.44       | Agency Mortgage-Backed Securities   |
| GNMI SF 711752 X       | 2043-05-15      | 2.5000%  | 0.0000% | $496995.00         | $180582.84         | Agency Mortgage-Backed Securities   |
| GNMI SF 694462 X       | 2038-10-15      | 6.0000%  | 0.0000% | $706209.00         | $17260.32          | Agency Mortgage-Backed Securities   |
| GNMI SF 618681 X       | 2036-10-15      | 6.5000%  | 0.0000% | $2256068.00        | $15902.66          | Agency Mortgage-Backed Securities   |
| GNMI SF 688386 X       | 2038-04-15      | 5.5000%  | 0.0000% | $3905745.00        | $7489.32           | Agency Mortgage-Backed Securities   |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $11500000.00       | $11769554.25       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $8206500.00        | $8005810.04        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $5200000.00        | $5512670.49        | U.S. Treasuries (including strips)  |
| GNMI SF AY3765 X       | 2047-03-15      | 4.5000%  | 0.0000% | $947416.00         | $43603.18          | Agency Mortgage-Backed Securities   |
| GNII SF 004266 M       | 2038-10-20      | 5.5000%  | 0.0000% | $675749.00         | $7565.00           | Agency Mortgage-Backed Securities   |
| GNII SF 004029 M       | 2037-09-20      | 6.5000%  | 0.0000% | $10942187.00       | $114942.38         | Agency Mortgage-Backed Securities   |
| GNMI SF AX0416 X       | 2046-10-15      | 4.5000%  | 0.0000% | $694964.00         | $34491.35          | Agency Mortgage-Backed Securities   |
| GNII SF MA7367 M       | 2051-05-20      | 2.5000%  | 0.0000% | $2781879.00        | $1476296.17        | Agency Mortgage-Backed Securities   |
| GNMI SP 783551 X       | 2040-12-15      | 6.0000%  | 0.0000% | $162262.00         | $8329.83           | Agency Mortgage-Backed Securities   |
| GNII SF DK3599 C       | 2055-07-20      | 7.0000%  | 0.0000% | $1051548.00        | $1095660.89        | Agency Mortgage-Backed Securities   |
| GNMI SF AU6655 X       | 2047-01-15      | 4.5000%  | 0.0000% | $808390.00         | $44259.45          | Agency Mortgage-Backed Securities   |
| GNMI SF AW5781 X       | 2047-02-15      | 4.5000%  | 0.0000% | $1813707.00        | $94717.10          | Agency Mortgage-Backed Securities   |
| UNITED STATES TREASURY | 2026-06-30      | 4.6250%  | 0.0000% | $3993100.00        | $4063308.68        | U.S. Treasuries (including strips)  |
| GNII SF MA9665 M       | 2054-04-20      | 4.0000%  | 0.0000% | $29728425.00       | $26858517.60       | Agency Mortgage-Backed Securities   |
| GNMI SF BC8961 X       | 2047-10-15      | 4.5000%  | 0.0000% | $226493.00         | $17823.60          | Agency Mortgage-Backed Securities   |
| GNMI SF BB8885 X       | 2047-07-15      | 5.0000%  | 0.0000% | $1695683.00        | $276598.93         | Agency Mortgage-Backed Securities   |
| GNMI SF 723341 X       | 2039-09-15      | 6.0000%  | 0.0000% | $120262.00         | $9359.29           | Agency Mortgage-Backed Securities   |
| GNII SF 004006 M       | 2037-07-20      | 6.0000%  | 0.0000% | $4840800.00        | $51110.27          | Agency Mortgage-Backed Securities   |
| GNII SF MA7988 M       | 2052-04-20      | 3.0000%  | 0.0000% | $67122821.00       | $45366327.28       | Agency Mortgage-Backed Securities   |
| GNMI SF AT6459 X       | 2046-07-15      | 5.0000%  | 0.0000% | $225001.00         | $18367.96          | Agency Mortgage-Backed Securities   |
| GNMI SP 783720 X       | 2040-09-15      | 6.0000%  | 0.0000% | $96063.00          | $5454.53           | Agency Mortgage-Backed Securities   |
| GNMI SF BT3502 X       | 2050-02-15      | 3.5000%  | 0.0000% | $1937687.00        | $138246.81         | Agency Mortgage-Backed Securities   |
| GNII RG CI4580 C       | 2042-01-20      | 4.0000%  | 0.0000% | $1554710.00        | $1120307.76        | Agency Mortgage-Backed Securities   |
| GNMI SF AQ0483 X       | 2046-03-15      | 4.5000%  | 0.0000% | $1721260.00        | $51327.71          | Agency Mortgage-Backed Securities   |
| GNII SF MA4451 M       | 2047-05-20      | 3.5000%  | 0.0000% | $234642564.00      | $27492779.43       | Agency Mortgage-Backed Securities   |
| GNMI SF 595260 X       | 2032-12-15      | 5.5000%  | 0.0000% | $1702622.00        | $10334.96          | Agency Mortgage-Backed Securities   |
| GNMI SF 675513 X       | 2038-06-15      | 5.5000%  | 0.0000% | $3737869.00        | $24362.26          | Agency Mortgage-Backed Securities   |
| GNMI SF 688099 X       | 2038-11-15      | 6.0000%  | 0.0000% | $1952000.00        | $14634.86          | Agency Mortgage-Backed Securities   |
| GNMI SF AY0512 X       | 2047-06-15      | 4.5000%  | 0.0000% | $658449.00         | $65286.57          | Agency Mortgage-Backed Securities   |
| GNII SF MA7135 M       | 2051-01-20      | 2.0000%  | 0.0000% | $100237119.00      | $50156608.93       | Agency Mortgage-Backed Securities   |
| GNII SF 004246 M       | 2038-09-20      | 6.5000%  | 0.0000% | $8723305.00        | $92200.97          | Agency Mortgage-Backed Securities   |
| GNII SF 005085 M       | 2038-10-20      | 6.0000%  | 0.0000% | $5158496.00        | $128733.70         | Agency Mortgage-Backed Securities   |
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | 0.0000% | $12000000.00       | $12212672.00       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $2800000.00        | $1610809.90        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $14399900.00       | $13423478.78       | U.S. Treasuries (including strips)  |
| GNII SF DI8712 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1001.00           | $1043.84           | Agency Mortgage-Backed Securities   |

### Security 250: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.150000%
- **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: ARP1B87Q8, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1B87Q8
- **C.18 - Value (incl. sponsor support):** $360000000.00
- **C.18.a - Value (excl. sponsor support):** $360000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMI SF AB9109 X     | 2042-10-15      | 3.0000%  | 0.0000% | $1050000.00        | $114462.79         | Agency Mortgage-Backed Securities |
| GNII SF BY6409 C     | 2050-10-20      | 2.5000%  | 0.0000% | $308890.00         | $189778.51         | Agency Mortgage-Backed Securities |
| FEPC 04.000 3SZN0084 | 2040-10-01      | 4.0000%  | 0.0000% | $351000.00         | $15212.16          | Agency Mortgage-Backed Securities |
| 09.000 FGPC C44395 G | 2030-11-01      | 9.0000%  | 0.0000% | $58982398.00       | $7807.08           | Agency Mortgage-Backed Securities |
| GNII SF MA9242 M     | 2053-09-20      | 6.0000%  | 0.0000% | $1680000.00        | $1144272.62        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA1033 | 2053-09-01      | 3.5000%  | 0.0000% | $92626048.00       | $81730787.44       | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZS0570 | 2031-06-01      | 7.0000%  | 0.0000% | $17997824.00       | $15402.34          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE8023 | 2055-09-01      | 5.5000%  | 0.0000% | $5522864.00        | $5620194.77        | Agency Mortgage-Backed Securities |
| GNII SF BT3114 C     | 2050-03-20      | 3.0000%  | 0.0000% | $332659.00         | $22227.38          | Agency Mortgage-Backed Securities |
| GNMI SF CR2378 X     | 2053-02-15      | 6.5000%  | 0.0000% | $2570832.00        | $2432273.69        | Agency Mortgage-Backed Securities |
| GNMI SF AD9472 X     | 2043-04-15      | 3.5000%  | 0.0000% | $36788.00          | $6197.36           | Agency Mortgage-Backed Securities |
| GNII SF DL2626 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1955170.00        | $2043606.47        | Agency Mortgage-Backed Securities |
| GNII EP 787493 C     | 2063-08-20      | 1.5000%  | 0.0000% | $5043928.00        | $3553354.87        | Agency Mortgage-Backed Securities |
| GNII SF DI0930 C     | 2055-02-20      | 7.0000%  | 0.0000% | $2131696.00        | $2250260.13        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5793 | 2055-08-01      | 6.0000%  | 0.0000% | $62613504.00       | $62987150.21       | Agency Mortgage-Backed Securities |
| GNII SF DJ2967 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1792300.00        | $1865850.46        | Agency Mortgage-Backed Securities |
| GNMI SF BQ0724 X     | 2049-10-15      | 3.5000%  | 0.0000% | $619213.00         | $80423.04          | Agency Mortgage-Backed Securities |
| GNII SF BT3116 C     | 2050-03-20      | 3.0000%  | 0.0000% | $302721.00         | $89190.49          | Agency Mortgage-Backed Securities |
| GNII SF DJ1415 C     | 2055-08-20      | 6.0000%  | 0.0000% | $2988512.00        | $3093326.82        | Agency Mortgage-Backed Securities |
| GNII SF AX4342 C     | 2046-10-20      | 3.5000%  | 0.0000% | $91604.00          | $27657.18          | Agency Mortgage-Backed Securities |
| GNII SF DK0157 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2263576.00        | $2358407.50        | Agency Mortgage-Backed Securities |
| GNII SF DG7337 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2470324.00        | $2605644.03        | Agency Mortgage-Backed Securities |
| GNII SF DH4858 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2041556.00        | $2119705.68        | Agency Mortgage-Backed Securities |
| GNII SF MA3520 M     | 2046-03-20      | 3.0000%  | 0.0000% | $7060000.00        | $756306.59         | Agency Mortgage-Backed Securities |
| GNII SF DJ2968 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1911840.00        | $2000656.31        | Agency Mortgage-Backed Securities |
| GNPL PN BW3037       | 2062-11-15      | 3.0000%  | 0.0000% | $51282.00          | $44799.63          | Agency Mortgage-Backed Securities |
| GNII RG CM2645 C     | 2046-10-20      | 3.5000%  | 0.0000% | $644108.00         | $433562.76         | Agency Mortgage-Backed Securities |
| GNMI SF 711731 X     | 2043-03-15      | 3.0000%  | 0.0000% | $1293144.00        | $465042.59         | Agency Mortgage-Backed Securities |
| GNII ET DH0123 C     | 2064-12-20      | 6.5000%  | 0.0000% | $10103952.00       | $9303767.47        | Agency Mortgage-Backed Securities |
| GNII SF MA8916 M     | 2038-06-20      | 4.5000%  | 0.0000% | $140895.00         | $94952.56          | Agency Mortgage-Backed Securities |
| GNAR AT 080913 M     | 2034-05-20      | 5.6250%  | 0.0000% | $1040000.00        | $7697.96           | Agency Mortgage-Backed Securities |
| GNII SF MA5441 M     | 2031-07-20      | 6.5000%  | 0.0000% | $231156.00         | $29634.73          | Agency Mortgage-Backed Securities |
| GNII JM MA6678 M     | 2035-06-20      | 2.5000%  | 0.0000% | $200000.00         | $90540.09          | Agency Mortgage-Backed Securities |
| GNII JM MA6985 M     | 2050-11-20      | 2.0000%  | 0.0000% | $1225000.00        | $624944.13         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS9789 | 2046-06-01      | 4.5000%  | 0.0000% | $4300000.00        | $689761.17         | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLZA0719 | 2030-12-01      | 7.5000%  | 0.0000% | $14147572.00       | $7642.90           | Agency Mortgage-Backed Securities |
| GNII SF 545608 C     | 2030-10-20      | 3.5000%  | 0.0000% | $363214.00         | $33242.67          | Agency Mortgage-Backed Securities |
| GNII SF DH3365 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1084002.00        | $1136347.55        | Agency Mortgage-Backed Securities |
| GNII SP 785622 C     | 2051-09-20      | 2.5000%  | 0.0000% | $445600.00         | $253991.39         | Agency Mortgage-Backed Securities |
| GNII SF DM3840 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1002598.00        | $1053260.44        | Agency Mortgage-Backed Securities |
| GNII SF MA6604 M     | 2039-08-20      | 5.5000%  | 0.0000% | $39000.00          | $5814.38           | Agency Mortgage-Backed Securities |
| GNII SF DF2705 C     | 2055-01-20      | 6.5000%  | 0.0000% | $1098800.00        | $739361.34         | Agency Mortgage-Backed Securities |
| GNPL PN DC7235       | 2060-03-15      | 5.8200%  | 0.0000% | $279290.00         | $297746.18         | Agency Mortgage-Backed Securities |
| GNII SF CX2364 C     | 2053-09-20      | 6.5000%  | 0.0000% | $1994122.00        | $1718047.41        | Agency Mortgage-Backed Securities |
| GNII SF MA7535 M     | 2051-08-20      | 3.0000%  | 0.0000% | $35227776.00       | $20145283.86       | Agency Mortgage-Backed Securities |
| GNII SF DJ1986 C     | 2055-05-20      | 5.0000%  | 0.0000% | $1523344.00        | $1517038.51        | Agency Mortgage-Backed Securities |
| GNII SF DJ1773 C     | 2055-03-20      | 7.0000%  | 0.0000% | $8754784.00        | $9092744.99        | Agency Mortgage-Backed Securities |
| GNII ET DM1679 C     | 2065-09-20      | 4.5000%  | 0.0000% | $231908.00         | $224837.36         | Agency Mortgage-Backed Securities |
| GNII SF MA7967 M     | 2037-07-20      | 5.0000%  | 0.0000% | $107625.00         | $73934.00          | Agency Mortgage-Backed Securities |
| GNII SF DM1543 C     | 2055-08-20      | 5.5000%  | 0.0000% | $4112432.00        | $4211959.25        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI8329 | 2038-12-01      | 5.5000%  | 0.0000% | $2000000.00        | $11166.99          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM8197 | 2048-09-01      | 4.0000%  | 0.0000% | $5756600.00        | $511685.59         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5823 | 2055-09-01      | 6.0000%  | 0.0000% | $20535296.00       | $20958703.11       | Agency Mortgage-Backed Securities |
| GNII SF DM6191 C     | 2055-09-20      | 6.5000%  | 0.0000% | $5942344.00        | $6207480.16        | Agency Mortgage-Backed Securities |
| GNMI SF BX6816 X     | 2050-11-15      | 2.5000%  | 0.0000% | $514958.00         | $249172.68         | Agency Mortgage-Backed Securities |
| GNII SF BV0541 C     | 2050-10-20      | 3.0000%  | 0.0000% | $292000.00         | $159944.54         | Agency Mortgage-Backed Securities |
| GNII SF BS7618 C     | 2050-06-20      | 3.0000%  | 0.0000% | $546000.00         | $216032.71         | Agency Mortgage-Backed Securities |
| GNII SF DL6500 C     | 2055-08-20      | 5.5000%  | 0.0000% | $10767216.00       | $10856685.22       | Agency Mortgage-Backed Securities |
| GNMI SF BG0080 X     | 2048-06-15      | 5.0000%  | 0.0000% | $759024.00         | $267073.11         | Agency Mortgage-Backed Securities |
| GNII SF MA6867 M     | 2050-09-20      | 3.5000%  | 0.0000% | $7695208.00        | $2243574.24        | Agency Mortgage-Backed Securities |
| GNII SF CY8234 C     | 2054-01-20      | 7.5000%  | 0.0000% | $1333922.00        | $551221.40         | Agency Mortgage-Backed Securities |
| GNII ET CV3980 C     | 2063-06-20      | 6.0000%  | 0.0000% | $621921.00         | $248465.48         | Agency Mortgage-Backed Securities |
| GNII SF CV6268 C     | 2053-09-20      | 7.0000%  | 0.0000% | $25000000.00       | $21294550.35       | Agency Mortgage-Backed Securities |
| GNII SF DC1385 C     | 2054-05-20      | 7.5000%  | 0.0000% | $1865378.00        | $1964182.03        | Agency Mortgage-Backed Securities |
| GNII SF MA9108 M     | 2053-08-20      | 6.5000%  | 0.0000% | $113000.00         | $58199.49          | Agency Mortgage-Backed Securities |
| GNII SP 785349 C     | 2051-03-20      | 2.5000%  | 0.0000% | $1065000.00        | $645635.26         | Agency Mortgage-Backed Securities |
| GNII SP 787108 C     | 2053-11-20      | 6.5000%  | 0.0000% | $8800000.00        | $6752192.97        | Agency Mortgage-Backed Securities |
| GNII SP 785447 C     | 2051-03-20      | 2.5000%  | 0.0000% | $650000.00         | $336555.80         | Agency Mortgage-Backed Securities |
| GNAR AT 081224 M     | 2035-01-20      | 5.6250%  | 0.0000% | $1449990.00        | $15780.31          | Agency Mortgage-Backed Securities |
| GNII SF DL6403 C     | 2055-09-20      | 5.5000%  | 0.0000% | $18701056.00       | $19173286.76       | Agency Mortgage-Backed Securities |
| GNII SF DL5857 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1605924.00        | $1681096.26        | Agency Mortgage-Backed Securities |
| GNII SF DL6854 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2064032.00        | $2154162.60        | Agency Mortgage-Backed Securities |
| GNMI SF 757390 X     | 2046-10-15      | 2.5000%  | 0.0000% | $1264588.00        | $747607.93         | Agency Mortgage-Backed Securities |
| GNII SF DN0006 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1290806.00        | $1352375.01        | Agency Mortgage-Backed Securities |
| GNII SF DM3005 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1142452.00        | $1203448.78        | Agency Mortgage-Backed Securities |
| GNII SF DK5602 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1060812.00        | $1108721.41        | Agency Mortgage-Backed Securities |
| GNII SF MB0555 M     | 2055-08-20      | 5.0000%  | 0.0000% | $18000000.00       | $17977447.52       | Agency Mortgage-Backed Securities |
| GNII SF DJ8288 C     | 2055-08-20      | 6.5000%  | 0.0000% | $3109456.00        | $3245358.66        | Agency Mortgage-Backed Securities |
| GNII SF DK1492 C     | 2055-06-20      | 6.5000%  | 0.0000% | $3112496.00        | $3239282.60        | Agency Mortgage-Backed Securities |
| GNII SF DK1426 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2117332.00        | $2205819.17        | Agency Mortgage-Backed Securities |
| GNAR AT 080952 M     | 2034-06-20      | 5.6250%  | 0.0000% | $8000000.00        | $141963.25         | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLZA0747 | 2031-04-01      | 7.5000%  | 0.0000% | $12255232.00       | $7135.90           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZT0220 | 2045-12-01      | 4.5000%  | 0.0000% | $729735.00         | $132360.05         | Agency Mortgage-Backed Securities |
| FEPC 04.000 3VZN0534 | 2042-05-01      | 4.0000%  | 0.0000% | $141219.00         | $21360.13          | Agency Mortgage-Backed Securities |
| 06.500 FGPC P00023 G | 2032-11-01      | 6.5000%  | 0.0000% | $3000000.00        | $6887.88           | Agency Mortgage-Backed Securities |
| GNII SF DI1762 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1137346.00        | $1181083.46        | Agency Mortgage-Backed Securities |
| GNII ET DK8084 C     | 2065-07-20      | 4.0000%  | 0.0000% | $1024830.00        | $962255.63         | Agency Mortgage-Backed Securities |
| GNII SF DM3886 C     | 2055-09-20      | 6.0000%  | 0.0000% | $1060366.00        | $1102340.94        | Agency Mortgage-Backed Securities |
| GNII SF DG9214 C     | 2055-02-20      | 7.0000%  | 0.0000% | $2907092.00        | $3036126.18        | Agency Mortgage-Backed Securities |
| GNII SF AQ3110 C     | 2045-11-20      | 3.0000%  | 0.0000% | $16869600.00       | $2442365.04        | Agency Mortgage-Backed Securities |
| GNII SF DM9316 C     | 2055-09-20      | 5.5000%  | 0.0000% | $2852460.00        | $2909679.08        | Agency Mortgage-Backed Securities |
| GNII JM MB0079 M     | 2054-12-20      | 5.5000%  | 0.0000% | $1978332.00        | $1885699.78        | Agency Mortgage-Backed Securities |
| GNII ET DK6233 C     | 2060-11-20      | 3.0000%  | 0.0000% | $188530.00         | $165945.34         | Agency Mortgage-Backed Securities |

### Security 251: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 4.170000%
- **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: ARP1B8A27, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: ARP1B8A27
- **C.18 - Value (incl. sponsor support):** $477500000.00
- **C.18.a - Value (excl. sponsor support):** $477500000.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 CLMA3522 | 2048-11-01      | 4.5000%  | 0.0000% | $500000000.00      | $41272025.08       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4493 | 2051-12-01      | 2.5000%  | 0.0000% | $147747594.00      | $95304936.20       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS4827 | 2053-05-01      | 5.0000%  | 0.0000% | $60314712.00       | $49258096.15       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8400 | 2054-07-01      | 6.0000%  | 0.0000% | $62466978.00       | $56629162.78       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7916 | 2050-11-01      | 2.0000%  | 0.0000% | $1103652.00        | $495432.26         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6360 | 2053-05-01      | 4.5000%  | 0.0000% | $3027574.00        | $2512016.12        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBN9019 | 2051-02-01      | 2.0000%  | 0.0000% | $67559787.00       | $38918882.35       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9352 | 2054-10-01      | 6.5000%  | 0.0000% | $27981000.00       | $26684396.08       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0988 | 2055-03-01      | 5.5000%  | 0.0000% | $143898100.00      | $142525103.69      | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAB6495 | 2037-10-01      | 3.0000%  | 0.0000% | $2000000.00        | $275396.13         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5498 | 2054-10-01      | 6.0000%  | 0.0000% | $23536216.00       | $20650494.75       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5204 | 2053-07-01      | 6.0000%  | 0.0000% | $28467894.00       | $22092273.56       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC8824 | 2054-12-01      | 6.0000%  | 0.0000% | $233145.00         | $204635.15         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS4522 | 2053-05-01      | 5.0000%  | 0.0000% | $221900.00         | $179809.90         | Agency Mortgage-Backed Securities |

### Security 252: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 4.170000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1B8AS0, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1B8AS0
- **C.18 - Value (incl. sponsor support):** $263000000.00
- **C.18.a - Value (excl. sponsor support):** $263000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | 0.0000% | $114192600.00      | $107310978.46      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | 0.0000% | $39972200.00       | $40759038.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $106309600.00      | $107505583.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | 0.0000% | $13198100.00       | $12901994.03       | U.S. Treasuries (including strips) |

### Security 253: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** GOLDMAN SACHS & CO LLC 4.160000%
- **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: ARP1B8NR8, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP1B8NR8
- **C.18 - Value (incl. sponsor support):** $1451000000.00
- **C.18.a - Value (excl. sponsor support):** $1451000000.00
- **C.19 - Percentage of Net Assets:** 1.7200%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 CLAQ7003 | 2042-12-01      | 4.0000%  | 0.0000% | $100000.00         | $10777.44          | Agency Mortgage-Backed Securities         |
| GNII SF 565271 C     | 2041-08-20      | 5.0000%  | 0.0000% | $2486120.00        | $238616.73         | Agency Mortgage-Backed Securities         |
| GNRA 2023-034 B      | 2064-11-16      | 2.7500%  | 0.0000% | $38465216.00       | $29047903.26       | Agency Collateralized Mortgage Obligation |
| GNII SF DH7684 C     | 2055-02-20      | 6.0000%  | 0.0000% | $7195224.00        | $7325086.14        | Agency Mortgage-Backed Securities         |
| GNII SF DJ3732 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1900214.00        | $1838775.35        | Agency Mortgage-Backed Securities         |
| GNRA 2023-124 GH     | 2064-09-16      | 3.2500%  | 0.0000% | $108592768.00      | $92862746.99       | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLQZ4043 | 2055-09-01      | 6.0000%  | 0.0000% | $1180956.00        | $1225793.75        | Agency Mortgage-Backed Securities         |
| GNII SF MA3638 M     | 2031-05-20      | 2.5000%  | 0.0000% | $155694.00         | $14268.16          | Agency Mortgage-Backed Securities         |
| GNII SF DJ7004 C     | 2055-08-20      | 5.5000%  | 0.0000% | $1109476.00        | $1133035.23        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIMA4497 | 2036-12-01      | 2.0000%  | 0.0000% | $54163328.00       | $31786964.88       | Agency Mortgage-Backed Securities         |
| GNII SF MA4322 M     | 2047-03-20      | 4.0000%  | 0.0000% | $4180000.00        | $372164.57         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL1834 | 2054-06-01      | 5.5000%  | 0.0000% | $10916304.00       | $10943863.43       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQJ5643 | 2054-09-01      | 6.5000%  | 0.0000% | $111544.00         | $102846.49         | Agency Mortgage-Backed Securities         |
| 05.000 FGPC G07642 G | 2041-10-01      | 5.0000%  | 0.0000% | $294000.00         | $30689.29          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBU8750 | 2052-06-01      | 5.0000%  | 0.0000% | $100000.00         | $76603.95          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY9834 | 2055-08-01      | 6.5000%  | 0.0000% | $2487468.00        | $2607425.24        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA3328 | 2050-08-01      | 2.0000%  | 0.0000% | $156219.00         | $74306.94          | Agency Mortgage-Backed Securities         |
| GNII SF DH3119 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1693818.00        | $1765820.98        | Agency Mortgage-Backed Securities         |
| GNRM 2013-167 PA     | 2043-11-20      | 2.3750%  | 0.0000% | $127158912.00      | $10317486.61       | Agency Collateralized Mortgage Obligation |
| GNII SF DI3766 C     | 2055-08-20      | 6.0000%  | 0.0000% | $897980.00         | $926449.57         | Agency Mortgage-Backed Securities         |
| GNRA 2024-198 FC     | 2054-12-20      | 5.8188%  | 0.0000% | $100000000.00      | $82223141.09       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-044 BF     | 2055-03-20      | 5.2888%  | 0.0000% | $19511580.00       | $18181926.58       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-057 GB     | 2054-04-20      | 5.5000%  | 0.0000% | $1000000.00        | $1021219.56        | Agency Collateralized Mortgage Obligation |
| GNPL PN CZ2408       | 2059-09-15      | 6.0400%  | 0.0000% | $443462.00         | $476709.21         | Agency Mortgage-Backed Securities         |
| GNRA 2023-156 GK     | 2064-01-16      | 3.5000%  | 0.0000% | $93626752.00       | $83635960.16       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-073 GA     | 2055-09-16      | 3.2500%  | 0.0000% | $32938496.00       | $28709515.93       | Agency Collateralized Mortgage Obligation |
| GNPL PN CQ8777       | 2058-10-15      | 5.5100%  | 0.0000% | $250000.00         | $257021.27         | Agency Mortgage-Backed Securities         |
| GNII SF DL0429 C     | 2055-08-20      | 6.0000%  | 0.0000% | $2946864.00        | $3031233.45        | Agency Mortgage-Backed Securities         |
| GNII SF DK6046 C     | 2055-09-20      | 5.5000%  | 0.0000% | $1065756.00        | $1085750.18        | Agency Mortgage-Backed Securities         |
| GNII SF DK5806 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1860018.00        | $1946596.96        | Agency Mortgage-Backed Securities         |
| GNII SF BR4627 C     | 2049-11-20      | 3.0000%  | 0.0000% | $1944000.00        | $961749.97         | Agency Mortgage-Backed Securities         |
| GNII SF DK7889 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1094814.00        | $1146360.15        | Agency Mortgage-Backed Securities         |
| GNII ET CP4997 C     | 2062-08-20      | 5.5000%  | 0.0000% | $12246000.00       | $5617262.23        | Agency Mortgage-Backed Securities         |
| GNMI SF AJ1886 X     | 2044-08-15      | 4.0000%  | 0.0000% | $99962112.00       | $4154415.98        | Agency Mortgage-Backed Securities         |
| GNMI SF AD8777 X     | 2043-03-15      | 2.5000%  | 0.0000% | $1341000.00        | $188758.08         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM1280 | 2049-05-01      | 4.0000%  | 0.0000% | $1400000.00        | $219561.16         | Agency Mortgage-Backed Securities         |
| GNPL PN DE5554       | 2059-12-15      | 5.4600%  | 0.0000% | $6000.00           | $6217.51           | Agency Mortgage-Backed Securities         |
| GNRM 2022-024 GA     | 2052-02-20      | 3.0000%  | 0.0000% | $1872000.00        | $1137423.68        | Agency Collateralized Mortgage Obligation |
| GNRM 2013-099 CP     | 2043-03-20      | 2.5000%  | 0.0000% | $150000000.00      | $9062950.60        | Agency Collateralized Mortgage Obligation |
| FNMS 04.500 I4BF0118 | 2056-06-01      | 4.5000%  | 0.0000% | $1030000.00        | $225641.85         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD3977 | 2053-04-01      | 5.0000%  | 0.0000% | $146000.00         | $129609.50         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQA5111 | 2049-11-01      | 3.5000%  | 0.0000% | $1620324.00        | $336926.64         | Agency Mortgage-Backed Securities         |
| GNII SF MA7368 M     | 2051-05-20      | 3.0000%  | 0.0000% | $6663960.00        | $3273317.08        | Agency Mortgage-Backed Securities         |
| GNII SF DF7075 C     | 2054-10-20      | 5.0000%  | 0.0000% | $1114458.00        | $1106294.82        | Agency Mortgage-Backed Securities         |
| GNII SF MA7736 M     | 2036-12-20      | 1.5000%  | 0.0000% | $82116.00          | $44184.55          | Agency Mortgage-Backed Securities         |
| GNMI SP 784745 X     | 2046-03-15      | 3.5000%  | 0.0000% | $1000000.00        | $315309.76         | Agency Mortgage-Backed Securities         |
| GNII SF DL3634 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1296746.00        | $1359394.54        | Agency Mortgage-Backed Securities         |
| GNMI SF 768613 X     | 2041-06-15      | 4.2900%  | 0.0000% | $170000.00         | $15615.60          | Agency Mortgage-Backed Securities         |
| GNII SF DL0338 C     | 2055-09-20      | 6.0000%  | 0.0000% | $1827604.00        | $1918849.57        | Agency Mortgage-Backed Securities         |
| GNII SF MA9777 M     | 2054-06-20      | 4.5000%  | 0.0000% | $48776.00          | $46005.88          | Agency Mortgage-Backed Securities         |
| GNII SF MA4196 M     | 2047-01-20      | 3.5000%  | 0.0000% | $11716944.00       | $1525487.99        | Agency Mortgage-Backed Securities         |
| GNRM 2025-058 LB     | 2066-06-16      | 4.5000%  | 0.0000% | $15978608.00       | $13699722.95       | Agency Collateralized Mortgage Obligation |
| FNMS 04.000 CTFM8952 | 2037-12-01      | 4.0000%  | 0.0000% | $996940.00         | $432791.23         | Agency Mortgage-Backed Securities         |
| GNII SF DM0429 C     | 2055-09-20      | 5.5000%  | 0.0000% | $3224228.00        | $3315362.60        | Agency Mortgage-Backed Securities         |
| GNRA 2024-183 FD     | 2054-11-20      | 6.0000%  | 0.0000% | $30000000.00       | $24640658.76       | Agency Collateralized Mortgage Obligation |
| GNII SF DI8729 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1062504.00        | $1108759.37        | Agency Mortgage-Backed Securities         |
| GNRM 2022-013 AH     | 2053-05-16      | 1.5000%  | 0.0000% | $25000000.00       | $18365473.64       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-134 AG     | 2051-10-20      | 5.2500%  | 0.0000% | $50000000.00       | $50292164.11       | Agency Collateralized Mortgage Obligation |
| FNMS 04.000 CLCA4820 | 2049-12-01      | 4.0000%  | 0.0000% | $35000000.00       | $8790771.21        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQJ3811 | 2054-09-01      | 6.5000%  | 0.0000% | $1134742.00        | $1067925.51        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIMA4536 | 2037-02-01      | 2.0000%  | 0.0000% | $38062656.00       | $22837224.90       | Agency Mortgage-Backed Securities         |
| GNII SF MA6997 M     | 2050-11-20      | 3.5000%  | 0.0000% | $10000000.00       | $3161096.60        | Agency Mortgage-Backed Securities         |
| GNII ET DL0897 C     | 2065-09-20      | 5.5000%  | 0.0000% | $49048512.00       | $49476242.30       | Agency Mortgage-Backed Securities         |
| GNPL PN CS2725       | 2058-05-15      | 5.4400%  | 0.0000% | $10101.00          | $10311.20          | Agency Mortgage-Backed Securities         |
| GNII SF MA5764 M     | 2049-02-20      | 4.5000%  | 0.0000% | $293569024.00      | $21890652.28       | Agency Mortgage-Backed Securities         |
| GNMI SF 720178 X     | 2039-06-15      | 5.0000%  | 0.0000% | $92133.00          | $10615.26          | Agency Mortgage-Backed Securities         |
| GNII SF DF5781 C     | 2054-11-20      | 5.0000%  | 0.0000% | $348033.00         | $346304.94         | Agency Mortgage-Backed Securities         |
| GNII JM MA8143 M     | 2052-07-20      | 4.5000%  | 0.0000% | $31192448.00       | $23743851.95       | Agency Mortgage-Backed Securities         |
| GNRM 2025-044 B      | 2055-03-20      | 5.0000%  | 0.0000% | $13174384.00       | $12930272.91       | Agency Collateralized Mortgage Obligation |
| GNPL PN DF2999       | 2060-01-15      | 5.6000%  | 0.0000% | $138080.00         | $144344.52         | Agency Mortgage-Backed Securities         |
| GNII SF DG9353 C     | 2055-03-20      | 6.5000%  | 0.0000% | $772000.00         | $803772.56         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ1942 | 2055-08-01      | 6.0000%  | 0.0000% | $1270700.00        | $1306533.06        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBJ3881 | 2048-01-01      | 3.5000%  | 0.0000% | $1703018.00        | $407347.21         | Agency Mortgage-Backed Securities         |
| GNII SF DJ4653 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1215612.00        | $1263823.10        | Agency Mortgage-Backed Securities         |
| GNRA 2024-042 FB     | 2054-03-20      | 5.6888%  | 0.0000% | $50000000.00       | $25946488.41       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-146 KF     | 2054-09-20      | 5.4888%  | 0.0000% | $100000000.00      | $97333469.79       | Agency Collateralized Mortgage Obligation |
| GNII SF DJ2924 C     | 2055-07-20      | 5.5000%  | 0.0000% | $5202520.00        | $5322395.37        | Agency Mortgage-Backed Securities         |
| GNII SF DJ7854 C     | 2055-05-20      | 5.5000%  | 0.0000% | $28398304.00       | $28790340.23       | Agency Mortgage-Backed Securities         |
| GNMI SF 752072 X     | 2040-12-15      | 4.0000%  | 0.0000% | $1000000.00        | $78056.08          | Agency Mortgage-Backed Securities         |
| GNRA 2025-099 FD     | 2055-06-20      | 5.4388%  | 0.0000% | $25000000.00       | $24865350.49       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-143 FA     | 2054-09-20      | 5.5388%  | 0.0000% | $100000000.00      | $84781415.91       | Agency Collateralized Mortgage Obligation |
| GNII SF MA1135 M     | 2028-07-20      | 3.5000%  | 0.0000% | $1203710.00        | $44006.62          | Agency Mortgage-Backed Securities         |
| GNII SF MA5467 M     | 2048-09-20      | 4.5000%  | 0.0000% | $23663488.00       | $1844604.08        | Agency Mortgage-Backed Securities         |
| GNII SF DI3640 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1717858.00        | $1786271.26        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY5808 | 2055-06-01      | 6.0000%  | 0.0000% | $45500736.00       | $45898261.06       | Agency Mortgage-Backed Securities         |
| FEPC 02.500 ZLSI2106 | 2051-05-25      | 2.5000%  | 0.0000% | $38012000.00       | $29394843.73       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 I4BF0249 | 2058-01-01      | 3.5000%  | 0.0000% | $11500000.00       | $3961103.49        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 ZC310210 | 2044-05-25      | 4.0000%  | 0.0000% | $39100000.00       | $27174697.25       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9602 | 2054-09-01      | 5.5000%  | 0.0000% | $98765280.00       | $94502969.09       | Agency Mortgage-Backed Securities         |
| GNII SF MA9725 M     | 2054-06-20      | 5.5000%  | 0.0000% | $156626944.00      | $142344730.37      | Agency Mortgage-Backed Securities         |
| GNII SF DF5246 C     | 2054-11-20      | 5.5000%  | 0.0000% | $752098.00         | $755916.35         | Agency Mortgage-Backed Securities         |
| GNPL PN DJ4692       | 2060-06-15      | 4.9200%  | 0.0000% | $7900749.00        | $7496423.38        | Agency Mortgage-Backed Securities         |
| GNII SF MA5076 M     | 2048-03-20      | 3.0000%  | 0.0000% | $500000.00         | $68569.41          | Agency Mortgage-Backed Securities         |
| GNII SF MA9363 M     | 2053-11-20      | 6.0000%  | 0.0000% | $353380.00         | $228379.46         | Agency Mortgage-Backed Securities         |
| GNPL PN DG8450       | 2060-01-15      | 5.3600%  | 0.0000% | $999000.00         | $1029027.85        | Agency Mortgage-Backed Securities         |
| GNMI SF AE8309 X     | 2044-04-15      | 4.0000%  | 0.0000% | $27032000.00       | $1679682.53        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZN3056 | 2049-01-01      | 3.0000%  | 0.0000% | $885000.00         | $96068.14          | Agency Mortgage-Backed Securities         |
| GNII SF DI7764 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1655808.00        | $1672319.41        | Agency Mortgage-Backed Securities         |
| GNRA 2021-153 FA     | 2061-08-16      | 4.0000%  | 0.0000% | $50000000.00       | $41516757.70       | Agency Collateralized Mortgage Obligation |
| GNRM 2023-156 PT     | 2039-10-16      | 2.0000%  | 0.0000% | $101257856.00      | $86450382.22       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-160 NF     | 2054-10-20      | 5.3388%  | 0.0000% | $30802000.00       | $27240312.13       | Agency Collateralized Mortgage Obligation |

### Security 254: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 4.170000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1B8PJ4, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP1B8PJ4
- **C.18 - Value (incl. sponsor support):** $156000000.00
- **C.18.a - Value (excl. sponsor support):** $156000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 | 2025-10-21      | 0.0000%  | 0.0000% | $8203600.00        | $8185166.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $100.00            | $68.90             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $4696800.00        | $4806350.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.8750%  | 0.0000% | $62776500.00       | $61571285.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $28680000.00       | $28612728.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-19      | 0.0000%  | 0.0000% | $1300.00           | $1281.05           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.1250%  | 0.0000% | $750000.00         | $766065.85         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $249900.00         | $258845.68         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $108700.00         | $111914.82         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $6865900.00        | $7027046.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 3.6250%  | 0.0000% | $5928900.00        | $5901994.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $7100.00           | $7165.52           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $10248000.00       | $10152588.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-04      | 0.0000%  | 0.0000% | $686100.00         | $681349.44         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $1300.00           | $657.47            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $41500.00          | $41552.27          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $100.00            | $101.72            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $3869000.00        | $3946817.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $6584600.00        | $6755422.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | 0.0000% | $5063500.00        | $5079389.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $15348500.00       | $15212239.85       | U.S. Treasuries (including strips) |

### Security 255: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.190000%
- **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: ARP1B9GF0, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1B9GF0
- **C.18 - Value (incl. sponsor support):** $356000000.00
- **C.18.a - Value (excl. sponsor support):** $356000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **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? 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 CTFM8410 | 2041-08-01      | 2.0000%  | 0.0000% | $3699856.00        | $2224601.01        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBT8277 | 2052-08-01      | 5.0000%  | 0.0000% | $6009448.00        | $4494677.58        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD2328 | 2055-02-01      | 5.0000%  | 0.0000% | $1682429.00        | $1676705.49        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF1170 | 2055-09-01      | 6.0000%  | 0.0000% | $1184737.00        | $1229719.49        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB1019 | 2051-07-01      | 2.0000%  | 0.0000% | $200000.00         | $127391.80         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7143 | 2053-09-01      | 6.5000%  | 0.0000% | $1203723.00        | $890904.81         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5822 | 2055-09-01      | 5.5000%  | 0.0000% | $72566111.00       | $73239021.77       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA4842 | 2052-12-01      | 5.5000%  | 0.0000% | $12540969.00       | $9851672.52        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODF0012 | 2055-10-01      | 4.6410%  | 0.0000% | $3466418.00        | $3479467.62        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS735356 | 2035-01-01      | 6.0810%  | 0.0000% | $700000.00         | $7507.86           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC4811 | 2055-05-01      | 6.0000%  | 0.0000% | $1715023.00        | $1681170.00        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE7043 | 2055-08-01      | 7.0000%  | 0.0000% | $8176103.00        | $8584594.11        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5648 | 2053-02-01      | 6.0000%  | 0.0000% | $62814331.00       | $44847576.86       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM4216 | 2049-06-01      | 3.5000%  | 0.0000% | $3000.00           | $674.11            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM2373 | 2049-12-01      | 5.0000%  | 0.0000% | $760000.00         | $112627.49         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS2616 | 2052-08-01      | 5.0000%  | 0.0000% | $1057000.00        | $816676.25         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1893580 | 2036-09-01      | 7.0650%  | 0.0000% | $166854.00         | $948.44            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL455422 | 2028-12-01      | 5.5000%  | 0.0000% | $1010000.00        | $3291.05           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAL9521 | 2046-10-01      | 3.0000%  | 0.0000% | $1393000.00        | $536192.01         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC3150 | 2054-10-01      | 5.0000%  | 0.0000% | $1298262.00        | $1251284.39        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WDAL0332 | 2034-09-01      | 6.3610%  | 0.0000% | $2679223.00        | $111658.07         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5651 | 2040-03-01      | 5.0000%  | 0.0000% | $245528.00         | $222813.73         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM3090 | 2035-04-01      | 3.5000%  | 0.0000% | $3800000.00        | $786341.61         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB888526 | 2035-08-01      | 6.3510%  | 0.0000% | $17853000.00       | $256888.21         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA2057 | 2055-07-01      | 6.0000%  | 0.0000% | $71005711.00       | $73283949.30       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLFS6770 | 2054-01-01      | 7.0000%  | 0.0000% | $158349330.00      | $116806208.80      | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS9194 | 2052-02-01      | 3.5000%  | 0.0000% | $5657295.00        | $4831697.00        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL9367 | 2046-11-01      | 3.5000%  | 0.0000% | $6000.00           | $1130.05           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODE9983 | 2055-10-01      | 4.4350%  | 0.0000% | $17580843.00       | $17495833.28       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA3872 | 2049-07-01      | 3.5000%  | 0.0000% | $127000.00         | $12727.45          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA1043 | 2042-03-01      | 4.5000%  | 0.0000% | $87754.00          | $4373.74           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBV2255 | 2052-02-01      | 2.5000%  | 0.0000% | $27000.00          | $19337.80          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODE2899 | 2055-07-01      | 5.1790%  | 0.0000% | $1622750.00        | $1646236.91        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAH5236 | 2026-01-01      | 3.5000%  | 0.0000% | $3000000.00        | $5742.98           | Agency Mortgage-Backed Securities |

### Security 256: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 4.190000%
- **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: ARP1B9GP8, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: ARP1B9GP8
- **C.18 - Value (incl. sponsor support):** $475000000.00
- **C.18.a - Value (excl. sponsor support):** $475000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **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? 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 005280 M       | 2042-01-20      | 4.0000%  | 0.0000% | $6115000.00        | $330235.15         | Agency Mortgage-Backed Securities         |
| GNRM 2024-064 BD       | 2054-04-20      | 5.7500%  | 0.0000% | $45000000.00       | $45810222.48       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-159 ML       | 2054-10-20      | 5.0000%  | 0.0000% | $25000000.00       | $24483269.45       | Agency Collateralized Mortgage Obligation |
| GNII SF DM1122 C       | 2055-08-20      | 5.5000%  | 0.0000% | $4961334.00        | $5050421.44        | Agency Mortgage-Backed Securities         |
| GNII SF DH3511 C       | 2055-09-20      | 5.5000%  | 0.0000% | $1128060.00        | $1145738.46        | Agency Mortgage-Backed Securities         |
| GNII SF DL2699 C       | 2055-07-20      | 5.5000%  | 0.0000% | $4845652.00        | $4926956.59        | Agency Mortgage-Backed Securities         |
| GNII SF DK9274 C       | 2055-07-20      | 6.0000%  | 0.0000% | $1717488.00        | $1761609.14        | Agency Mortgage-Backed Securities         |
| GNII SF DL7966 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1438842.00        | $1501779.10        | Agency Mortgage-Backed Securities         |
| GNRM 2025-047 BA       | 2052-08-20      | 5.0000%  | 0.0000% | $9923000.00        | $9561862.85        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-045 C        | 2054-03-20      | 0.1250%  | 0.0000% | $43624755.00       | $28168543.91       | Agency Collateralized Mortgage Obligation |
| GNII SF DL8205 C       | 2055-09-20      | 5.5000%  | 0.0000% | $2884990.00        | $2940253.59        | Agency Mortgage-Backed Securities         |
| GNII SF DL8201 C       | 2055-09-20      | 5.5000%  | 0.0000% | $17816921.00       | $18126428.64       | Agency Mortgage-Backed Securities         |
| GNII SF DL8207 C       | 2055-09-20      | 5.5000%  | 0.0000% | $1862613.00        | $1899875.61        | Agency Mortgage-Backed Securities         |
| GNII SF DL9280 C       | 2055-09-20      | 6.0000%  | 0.0000% | $7722272.00        | $7974314.09        | Agency Mortgage-Backed Securities         |
| GNII SF DL9287 C       | 2055-09-20      | 5.5000%  | 0.0000% | $3972699.00        | $4064414.94        | Agency Mortgage-Backed Securities         |
| GNII SF MA7650 M       | 2051-10-20      | 3.0000%  | 0.0000% | $25000000.00       | $14814998.07       | Agency Mortgage-Backed Securities         |
| GNII SF DK9605 C       | 2055-08-20      | 6.0000%  | 0.0000% | $1177526.00        | $1216661.61        | Agency Mortgage-Backed Securities         |
| GNII SF DK9448 C       | 2055-07-20      | 6.0000%  | 0.0000% | $4994578.00        | $5153063.18        | Agency Mortgage-Backed Securities         |
| GNII SF DK9606 C       | 2055-08-20      | 6.0000%  | 0.0000% | $1546198.00        | $1598498.57        | Agency Mortgage-Backed Securities         |
| GNII SF MA7768 M       | 2051-12-20      | 3.0000%  | 0.0000% | $50000000.00       | $31358824.83       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $1041600.00        | $1064673.63        | U.S. Treasuries (including strips)        |
| GNII SF MA8150 M       | 2052-07-20      | 4.0000%  | 0.0000% | $50000000.00       | $37397411.34       | Agency Mortgage-Backed Securities         |
| GNII SF DI3687 C       | 2055-04-20      | 5.5000%  | 0.0000% | $1523472.00        | $1543342.53        | Agency Mortgage-Backed Securities         |
| GNII SF DF0570 C       | 2054-10-20      | 6.0000%  | 0.0000% | $2258285.00        | $1958906.82        | Agency Mortgage-Backed Securities         |
| GNII SF DI8961 C       | 2055-09-20      | 6.5000%  | 0.0000% | $1121369.00        | $1178010.59        | Agency Mortgage-Backed Securities         |
| GNII SF MA9542 M       | 2054-03-20      | 6.0000%  | 0.0000% | $25000000.00       | $17156553.90       | Agency Mortgage-Backed Securities         |
| GNII SF DE4879 C       | 2055-07-20      | 6.0000%  | 0.0000% | $482926.00         | $501750.37         | Agency Mortgage-Backed Securities         |
| GNII SF DM6503 C       | 2055-08-20      | 5.0000%  | 0.0000% | $1077503.00        | $1069032.51        | Agency Mortgage-Backed Securities         |
| GNII SF DL7973 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1624051.00        | $1700498.02        | Agency Mortgage-Backed Securities         |
| GNII SF DM1917 C       | 2055-08-20      | 5.5000%  | 0.0000% | $5804721.00        | $5921737.61        | Agency Mortgage-Backed Securities         |
| GNII SF DM4049 C       | 2055-09-20      | 5.0000%  | 0.0000% | $5541015.00        | $5497461.39        | Agency Mortgage-Backed Securities         |
| GNII SF DJ3114 C       | 2055-08-20      | 6.0000%  | 0.0000% | $5460019.00        | $5632877.22        | Agency Mortgage-Backed Securities         |
| GNII SF DK9446 C       | 2055-07-20      | 6.0000%  | 0.0000% | $5602987.00        | $5766209.39        | Agency Mortgage-Backed Securities         |
| GNII SF MA5020 M       | 2048-02-20      | 4.0000%  | 0.0000% | $156805872.00      | $15830948.27       | Agency Mortgage-Backed Securities         |
| GNII SF DL3470 C       | 2055-08-20      | 6.0000%  | 0.0000% | $991321.00         | $1029853.08        | Agency Mortgage-Backed Securities         |
| GNRM 2024-177 DL       | 2054-09-20      | 5.2500%  | 0.0000% | $25000000.00       | $24698804.18       | Agency Collateralized Mortgage Obligation |
| GNII SF DI8957 C       | 2055-09-20      | 6.0000%  | 0.0000% | $458769.00         | $475549.09         | Agency Mortgage-Backed Securities         |
| GNII SF DI9388 C       | 2055-04-20      | 6.0000%  | 0.0000% | $6286222.00        | $6460100.40        | Agency Mortgage-Backed Securities         |
| GNII SF DL8372 C       | 2055-07-20      | 6.0000%  | 0.0000% | $658366.00         | $683360.28         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | 0.0000% | $800.00            | $802.18            | U.S. Treasuries (including strips)        |
| GNII SF DH3490 C       | 2055-09-20      | 5.5000%  | 0.0000% | $1767668.00        | $1795709.50        | Agency Mortgage-Backed Securities         |
| GNII SF DH6210 C       | 2055-02-20      | 5.5000%  | 0.0000% | $23784302.00       | $24053384.98       | Agency Mortgage-Backed Securities         |
| GNRM 2015-095 KA       | 2043-02-20      | 2.5000%  | 0.0000% | $3820000.00        | $511948.71         | Agency Collateralized Mortgage Obligation |
| GNII SF DI6213 C       | 2055-04-20      | 6.0000%  | 0.0000% | $166515.00         | $170720.97         | Agency Mortgage-Backed Securities         |
| GNII SF DI6902 C       | 2055-03-20      | 5.5000%  | 0.0000% | $6794933.00        | $6304841.36        | Agency Mortgage-Backed Securities         |
| GNII SF DK6220 C       | 2055-08-20      | 6.0000%  | 0.0000% | $578098.00         | $601543.83         | Agency Mortgage-Backed Securities         |
| GNII SF DK9359 C       | 2055-07-20      | 6.0000%  | 0.0000% | $6683186.00        | $6873780.82        | Agency Mortgage-Backed Securities         |
| GNRM 2025-132 ME       | 2051-05-20      | 5.0000%  | 0.0000% | $60726000.00       | $61263486.48       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-060 CE       | 2050-05-20      | 4.5000%  | 0.0000% | $7000000.00        | $6838993.83        | Agency Collateralized Mortgage Obligation |
| GNII SF DL2135 C       | 2055-08-20      | 6.0000%  | 0.0000% | $448540.00         | $462935.44         | Agency Mortgage-Backed Securities         |
| GNII SF MA5466 M       | 2048-09-20      | 4.0000%  | 0.0000% | $266760000.00      | $25319758.68       | Agency Mortgage-Backed Securities         |
| GNII SF DJ0735 C       | 2055-09-20      | 6.0000%  | 0.0000% | $13760327.00       | $14168325.28       | Agency Mortgage-Backed Securities         |
| GNII SF DJ9560 C       | 2055-08-20      | 6.0000%  | 0.0000% | $459830.00         | $478333.31         | Agency Mortgage-Backed Securities         |

### Security 257: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.150000%
- **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: ARP1B9JT7, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1B9JT7
- **C.18 - Value (incl. sponsor support):** $971000000.00
- **C.18.a - Value (excl. sponsor support):** $971000000.00
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 07.000 CLQY2286 | 2055-05-01      | 7.0000%  | 0.0000% | $1665464.00        | $1753769.99        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQG4998 | 2053-06-01      | 3.0000%  | 0.0000% | $4702656.00        | $3758841.25        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4069 | 2040-09-01      | 5.5000%  | 0.0000% | $1904334.00        | $1949040.78        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD2918 | 2053-05-01      | 4.5000%  | 0.0000% | $385000.00         | $336576.35         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD2374 | 2053-01-01      | 5.0000%  | 0.0000% | $500000.00         | $394397.53         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ3169 | 2055-08-01      | 5.0000%  | 0.0000% | $1004098.00        | $1002595.65        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL8347 | 2029-03-01      | 4.0000%  | 0.0000% | $3250000.00        | $6073.58           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CTAL8223 | 2029-02-01      | 6.5000%  | 0.0000% | $1423500.00        | $58269.36          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC2055 | 2054-09-01      | 5.5000%  | 0.0000% | $1172268.00        | $1057162.81        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3712 | 2040-06-01      | 5.5000%  | 0.0000% | $1713050.00        | $1705588.11        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL915845 | 2037-03-01      | 6.0000%  | 0.0000% | $200000.00         | $5545.02           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC8350 | 2054-12-01      | 5.5000%  | 0.0000% | $5693352.00        | $5743793.03        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY8462 | 2055-07-01      | 5.0000%  | 0.0000% | $2179712.00        | $2186986.41        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQE4404 | 2052-06-01      | 3.0000%  | 0.0000% | $2669544.00        | $1789127.81        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD2251 | 2052-11-01      | 4.5000%  | 0.0000% | $142000.00         | $105800.18         | Agency Mortgage-Backed Securities |
| GNII SF DI8912 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1136286.00        | $1186986.07        | Agency Mortgage-Backed Securities |
| GNII JM MA9713 M     | 2054-06-20      | 6.0000%  | 0.0000% | $928725.00         | $651026.44         | Agency Mortgage-Backed Securities |
| GNAR AF MB0634 M     | 2055-08-20      | 5.5000%  | 0.0000% | $292761.00         | $297155.51         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZA6139 | 2048-12-01      | 4.5000%  | 0.0000% | $4719570.00        | $234086.97         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0914 | 2037-11-01      | 2.5000%  | 0.0000% | $332881.00         | $235313.42         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8500 | 2035-07-01      | 2.5000%  | 0.0000% | $93162.00          | $34482.35          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8100 | 2050-10-01      | 3.0000%  | 0.0000% | $33728320.00       | $10833413.49       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE7028 | 2052-08-01      | 4.5000%  | 0.0000% | $2690604.00        | $2077133.86        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4004 | 2040-08-01      | 5.5000%  | 0.0000% | $1106850.00        | $1133324.40        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL3909 | 2027-05-01      | 4.0000%  | 0.0000% | $15627824.00       | $79679.15          | Agency Mortgage-Backed Securities |
| FEPC 07.000 3PQU8293 | 2055-02-01      | 7.0000%  | 0.0000% | $1138384.00        | $1181330.27        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTFA2908 | 2045-09-01      | 4.5000%  | 0.0000% | $19470560.00       | $19510727.77       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBV1576 | 2055-05-01      | 5.5000%  | 0.0000% | $6684900.00        | $6628031.49        | Agency Mortgage-Backed Securities |
| GNII RG DK6163 C     | 2044-10-20      | 3.5000%  | 0.0000% | $1495706.00        | $1359369.47        | Agency Mortgage-Backed Securities |
| GNPL PN CY8224       | 2059-02-15      | 5.7200%  | 0.0000% | $60545.00          | $63327.93          | Agency Mortgage-Backed Securities |
| GNII ET CV5472 C     | 2063-05-20      | 6.5000%  | 0.0000% | $11738896.00       | $7751796.57        | Agency Mortgage-Backed Securities |
| GNII ET DK6025 C     | 2065-07-20      | 6.5000%  | 0.0000% | $1059390.00        | $1091479.33        | Agency Mortgage-Backed Securities |
| GNII SF CI0196 C     | 2035-08-20      | 5.0000%  | 0.0000% | $1443982.00        | $492730.94         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5772 | 2040-07-01      | 5.5000%  | 0.0000% | $42960896.00       | $40842306.36       | Agency Mortgage-Backed Securities |
| GNII ET DG7226 C     | 2065-03-20      | 5.5000%  | 0.0000% | $537536.00         | $540781.23         | Agency Mortgage-Backed Securities |
| GNII ET DF7153 C     | 2064-11-20      | 5.5000%  | 0.0000% | $1649420.00        | $1122164.93        | Agency Mortgage-Backed Securities |
| GNII ET DG6711 C     | 2064-12-20      | 7.0000%  | 0.0000% | $4293936.00        | $3994250.89        | Agency Mortgage-Backed Securities |
| GNII JM MA6530 M     | 2050-03-20      | 2.5000%  | 0.0000% | $300000.00         | $26521.06          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSL1894 | 2052-02-01      | 3.0000%  | 0.0000% | $20515360.00       | $17867952.78       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ4555 | 2055-10-01      | 5.5000%  | 0.0000% | $49697792.00       | $50411231.44       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM2690 | 2050-01-01      | 2.5000%  | 0.0000% | $333879.00         | $76352.56          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBY8477 | 2053-08-01      | 4.5000%  | 0.0000% | $1259812.00        | $1191905.07        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF0026 | 2055-10-01      | 6.0000%  | 0.0000% | $4378560.00        | $4532647.36        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC8823 | 2054-12-01      | 5.5000%  | 0.0000% | $29890.00          | $29904.77          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQX1815 | 2054-12-01      | 4.0000%  | 0.0000% | $2117540.00        | $1992943.63        | Agency Mortgage-Backed Securities |
| GNII SF DL0858 C     | 2055-09-20      | 5.5000%  | 0.0000% | $10156992.00       | $10347563.13       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY9021 | 2055-08-01      | 5.5000%  | 0.0000% | $7447488.00        | $7568023.85        | Agency Mortgage-Backed Securities |
| GNII RG CL7259 C     | 2043-07-20      | 2.5000%  | 0.0000% | $2179280.00        | $1288469.07        | Agency Mortgage-Backed Securities |
| GNII ET CQ3339 C     | 2062-09-20      | 5.0000%  | 0.0000% | $3753072.00        | $2558675.29        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ0432 | 2055-08-01      | 6.0000%  | 0.0000% | $8038848.00        | $8263207.86        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL0617 | 2055-01-01      | 5.0000%  | 0.0000% | $85205632.00       | $80365821.73       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM0724 | 2046-01-01      | 4.0000%  | 0.0000% | $96454400.00       | $11462054.71       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQJ8901 | 2054-11-01      | 5.0000%  | 0.0000% | $1582736.00        | $1335473.75        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN1699 | 2048-12-01      | 4.5000%  | 0.0000% | $2307504.00        | $284109.08         | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLZS3915 | 2038-05-01      | 7.5000%  | 0.0000% | $2646028.00        | $272227.54         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZT0537 | 2048-03-01      | 3.5000%  | 0.0000% | $90691456.00       | $24270353.63       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3636 | 2053-08-01      | 6.0000%  | 0.0000% | $6000000.00        | $4815583.59        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZM7169 | 2048-06-01      | 5.5000%  | 0.0000% | $1142740.00        | $219073.62         | Agency Mortgage-Backed Securities |
| FMAR 1G1962 G        | 2037-05-01      | 6.3000%  | 0.0000% | $100007936.00      | $39720.04          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM8513 | 2048-10-01      | 4.0000%  | 0.0000% | $2716550.00        | $417521.32         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CWMA2454 | 2030-09-01      | 3.5000%  | 0.0000% | $976584.00         | $113555.54         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE5267 | 2052-06-01      | 4.5000%  | 0.0000% | $2204376.00        | $1747986.71        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL9715 | 2027-01-01      | 4.0000%  | 0.0000% | $20000000.00       | $125241.99         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO1925 | 2039-03-01      | 5.5000%  | 0.0000% | $1747620.00        | $1122571.09        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG4156 | 2053-06-01      | 6.5000%  | 0.0000% | $2544932.00        | $1778339.73        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC6719 | 2054-12-01      | 4.5000%  | 0.0000% | $12976.00          | $12477.59          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF0824 | 2055-10-01      | 6.5000%  | 0.0000% | $5000232.00        | $5240103.68        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDE9432 | 2040-09-01      | 6.0000%  | 0.0000% | $1957664.00        | $2032416.09        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBM3579 | 2030-09-01      | 3.0000%  | 0.0000% | $5000000.00        | $382393.30         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA1895 | 2049-12-01      | 3.0000%  | 0.0000% | $6000000.00        | $3124951.88        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA7386 | 2052-05-01      | 3.5000%  | 0.0000% | $913045.00         | $682456.62         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3500 | 2040-04-01      | 5.5000%  | 0.0000% | $1238624.00        | $1246176.10        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CTRB5276 | 2043-12-01      | 7.0000%  | 0.0000% | $277638.00         | $126533.68         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA7501 | 2052-07-01      | 4.5000%  | 0.0000% | $21909920.00       | $18536303.52       | Agency Mortgage-Backed Securities |
| FNMS 06.500 KL252477 | 2029-04-01      | 6.5000%  | 0.0000% | $4066198.00        | $10984.22          | Agency Mortgage-Backed Securities |
| FEPC 03.500 3PQU7232 | 2049-04-01      | 3.5000%  | 0.0000% | $5620624.00        | $299258.68         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD8503 | 2055-05-01      | 6.0000%  | 0.0000% | $130999552.00      | $132405600.97      | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE1903 | 2055-07-01      | 5.5000%  | 0.0000% | $5193112.00        | $5321589.37        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD6768 | 2055-05-01      | 6.5000%  | 0.0000% | $451656.00         | $470974.06         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAQ7860 | 2027-12-01      | 2.5000%  | 0.0000% | $12818240.00       | $402485.22         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD5273 | 2052-04-01      | 2.5000%  | 0.0000% | $300000.00         | $225569.85         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS2020 | 2049-04-01      | 4.0000%  | 0.0000% | $110000.00         | $67905.90          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDE7831 | 2040-08-01      | 5.5000%  | 0.0000% | $1780444.00        | $1823743.12        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY4012 | 2053-06-01      | 6.5000%  | 0.0000% | $1271594.00        | $954525.37         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM7796 | 2048-06-01      | 4.0000%  | 0.0000% | $100000.00         | $47168.23          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ4778 | 2055-09-01      | 5.5000%  | 0.0000% | $15835392.00       | $16094515.32       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CNMA5688 | 2035-03-01      | 5.5000%  | 0.0000% | $145000.00         | $137660.03         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRQ0026 | 2055-07-01      | 5.0000%  | 0.0000% | $1489896.00        | $1461031.17        | Agency Mortgage-Backed Securities |
| GNII SF MA7828 M     | 2052-01-20      | 3.0000%  | 0.0000% | $236070656.00      | $150695508.45      | Agency Mortgage-Backed Securities |
| GNSN 530824 001-100  | 2033-01-15      | 6.5000%  | 0.0000% | $2511811.00        | $88496.36          | Agency Mortgage-Backed Securities |
| GNII SF DK3213 C     | 2055-09-20      | 6.5000%  | 0.0000% | $2325356.00        | $2457750.40        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ3298 | 2055-01-01      | 6.0000%  | 0.0000% | $110499712.00      | $107536853.09      | Agency Mortgage-Backed Securities |
| GNPL PN CW0764       | 2058-12-15      | 6.0300%  | 0.0000% | $88254.00          | $93970.07          | Agency Mortgage-Backed Securities |
| GNII JM MA6925 M     | 2050-10-20      | 4.0000%  | 0.0000% | $1000000.00        | $120197.10         | Agency Mortgage-Backed Securities |
| GNII SF MA7986 M     | 2052-03-20      | 2.0000%  | 0.0000% | $107678848.00      | $69054726.79       | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL516151 | 2029-07-01      | 7.5000%  | 0.0000% | $7950000.00        | $111268.18         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ9112 | 2054-11-01      | 5.5000%  | 0.0000% | $1454944.00        | $1467049.02        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS573676 | 2027-12-01      | 3.1500%  | 0.0000% | $11198464.00       | $10022.30          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZM7177 | 2048-07-01      | 5.5000%  | 0.0000% | $3058844.00        | $246195.91         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD3722 | 2053-05-01      | 5.0000%  | 0.0000% | $300000.00         | $234974.50         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD3958 | 2053-09-01      | 5.0000%  | 0.0000% | $205000.00         | $168699.39         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX2542 | 2055-01-01      | 5.0000%  | 0.0000% | $1011394.00        | $945834.50         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CV890615 | 2029-06-01      | 4.0000%  | 0.0000% | $674000.00         | $31152.18          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4527 | 2053-04-01      | 5.5000%  | 0.0000% | $200000.00         | $155939.67         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3627 | 2052-05-01      | 4.0000%  | 0.0000% | $182424.00         | $145504.13         | Agency Mortgage-Backed Securities |
| GNII SF MA0908 M     | 2028-04-20      | 2.5000%  | 0.0000% | $650000.00         | $21641.52          | Agency Mortgage-Backed Securities |
| GNAR AT MA0243 M     | 2042-07-20      | 4.6250%  | 0.0000% | $6940000.00        | $225969.65         | Agency Mortgage-Backed Securities |
| GNII RG CN9851 C     | 2049-10-20      | 4.0000%  | 0.0000% | $358329.00         | $244090.50         | Agency Mortgage-Backed Securities |
| GNII RG CN6338 C     | 2047-06-20      | 3.5000%  | 0.0000% | $400000.00         | $256683.05         | Agency Mortgage-Backed Securities |
| GNII SF DM4256 C     | 2055-09-20      | 5.5000%  | 0.0000% | $2148000.00        | $2167060.40        | Agency Mortgage-Backed Securities |
| GNII SF MB0117 M     | 2028-01-20      | 3.0000%  | 0.0000% | $34152.00          | $26341.23          | Agency Mortgage-Backed Securities |
| GNII SF MB0204 M     | 2055-02-20      | 5.0000%  | 0.0000% | $75000000.00       | $73598015.19       | Agency Mortgage-Backed Securities |
| GNII SF BC4732 C     | 2047-10-20      | 3.5000%  | 0.0000% | $200000.00         | $36402.68          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY0454 | 2055-04-01      | 5.5000%  | 0.0000% | $1230478.00        | $963875.88         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5507 | 2039-10-01      | 5.0000%  | 0.0000% | $732333.00         | $598234.21         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFS1615 | 2037-04-01      | 3.0000%  | 0.0000% | $285883.00         | $183765.69         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX0932 | 2054-12-01      | 5.0000%  | 0.0000% | $2871650.00        | $2850397.89        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ0374 | 2055-07-01      | 6.5000%  | 0.0000% | $1745990.00        | $1829456.63        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL0799 | 2055-03-01      | 5.0000%  | 0.0000% | $3599156.00        | $3489240.91        | Agency Mortgage-Backed Securities |
| GNII JM MA8258 M     | 2052-08-20      | 3.0000%  | 0.0000% | $6709856.00        | $4459352.73        | Agency Mortgage-Backed Securities |
| GNII SF MA8173 M     | 2033-06-20      | 2.5000%  | 0.0000% | $56631.00          | $33162.88          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL452850 | 2028-11-01      | 6.5000%  | 0.0000% | $10305534.00       | $8403.12           | Agency Mortgage-Backed Securities |
| GNII RG CI8117 C     | 2049-12-20      | 5.5000%  | 0.0000% | $2851576.00        | $1515113.65        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA4404 | 2049-11-01      | 3.0000%  | 0.0000% | $6560000.00        | $1959861.37        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQD4698 | 2051-12-01      | 4.0000%  | 0.0000% | $1669852.00        | $1243197.80        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CISB8369 | 2040-03-01      | 4.0000%  | 0.0000% | $9219184.00        | $8318742.41        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQE4386 | 2052-06-01      | 4.0000%  | 0.0000% | $8793000.00        | $6176648.67        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL645360 | 2032-06-01      | 7.0000%  | 0.0000% | $5910000.00        | $10340.48          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC4700 | 2054-10-01      | 6.5000%  | 0.0000% | $732804.00         | $763242.05         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY6466 | 2055-06-01      | 5.0000%  | 0.0000% | $1321110.00        | $1254010.53        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS4997 | 2048-12-01      | 4.5000%  | 0.0000% | $7204680.00        | $5846566.04        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CT928776 | 2027-10-01      | 6.0000%  | 0.0000% | $6000000.00        | $10913.26          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8505 | 2054-05-01      | 6.5000%  | 0.0000% | $49300.00          | $42377.58          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV1252 | 2052-04-01      | 3.0000%  | 0.0000% | $21166.00          | $17494.23          | Agency Mortgage-Backed Securities |
| FNMS 05.500 2LAE5533 | 2037-11-01      | 5.5000%  | 0.0000% | $3708584.00        | $62276.46          | Agency Mortgage-Backed Securities |
| GNII SF MA3980 M     | 2031-10-20      | 3.5000%  | 0.0000% | $88000.00          | $6692.64           | Agency Mortgage-Backed Securities |
| GNAR AF 082359 M     | 2039-07-20      | 4.6250%  | 0.0000% | $9745664.00        | $101429.53         | Agency Mortgage-Backed Securities |

### Security 258: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 4.190000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1B9KP3, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1B9KP3
- **C.18 - Value (incl. sponsor support):** $197000000.00
- **C.18.a - Value (excl. sponsor support):** $197000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-03-15      | 4.2500%  | 0.0000% | $97714200.00       | $98661153.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | 0.0000% | $107739600.00      | $102442654.43      | U.S. Treasuries (including strips) |

### Security 259: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** GOLDMAN SACHS & CO LLC 4.190000%
- **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: ARP1B9L80, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP1B9L80
- **C.18 - Value (incl. sponsor support):** $1008000000.00
- **C.18.a - Value (excl. sponsor support):** $1008000000.00
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **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? 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 DI5292 C                                   | 2055-03-20      | 6.5000%  | 0.0000% | $1116720.00        | $1160552.93        | Agency Mortgage-Backed Securities         |
| GNRM 2005-74 HA                                    | 2035-09-16      | 7.5000%  | 0.0000% | $12119.00          | $1.96              | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 ZTZT1316                               | 2026-06-01      | 5.5000%  | 0.0000% | $50698.00          | $256.38            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZI2395                               | 2034-08-01      | 6.5000%  | 0.0000% | $26363.00          | $106.31            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G18653 G                               | 2032-07-01      | 3.5000%  | 0.0000% | $22943.00          | $2859.44           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CTZJ9339                               | 2031-03-01      | 4.5000%  | 0.0000% | $112971.00         | $2848.03           | Agency Mortgage-Backed Securities         |
| 06.000 FGPC G00816 G                               | 2027-09-01      | 6.0000%  | 0.0000% | $90000.00          | $3.02              | Agency Mortgage-Backed Securities         |
| 02.500 FGPC G18626 G                               | 2032-01-01      | 2.5000%  | 0.0000% | $1000.00           | $162.36            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C67305 G                               | 2032-05-01      | 7.0000%  | 0.0000% | $59000.00          | $345.29            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C64807 G                               | 2032-02-01      | 6.0000%  | 0.0000% | $350000.00         | $607.26            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G01276 G                               | 2031-06-01      | 7.0000%  | 0.0000% | $70000.00          | $59.96             | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZK4039                               | 2027-03-01      | 3.0000%  | 0.0000% | $350000.00         | $3591.49           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G16308 G                               | 2032-08-01      | 3.5000%  | 0.0000% | $1000.00           | $123.39            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTSC0006                               | 2029-09-01      | 6.0000%  | 0.0000% | $5428.00           | $110.14            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZI7661                               | 2038-06-01      | 5.5000%  | 0.0000% | $62689.00          | $546.89            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZS8691                               | 2033-03-01      | 3.5000%  | 0.0000% | $11000.00          | $1133.14           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI4614                               | 2035-09-01      | 4.5000%  | 0.0000% | $32000.00          | $245.74            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZS7744                               | 2031-04-01      | 2.5000%  | 0.0000% | $16000.00          | $2487.11           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C57321 G                               | 2031-09-01      | 7.0000%  | 0.0000% | $32168.00          | $26.69             | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C60443 G                               | 2031-11-01      | 7.0000%  | 0.0000% | $75000.00          | $1142.21           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT1818                               | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $132.51            | Agency Mortgage-Backed Securities         |
| 05.000 FGPC N70075 G                               | 2035-01-01      | 5.0000%  | 0.0000% | $25444.00          | $483.33            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZT1864                               | 2049-04-01      | 4.0000%  | 0.0000% | $49000.00          | $3662.99           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI6043                               | 2036-04-01      | 5.0000%  | 0.0000% | $57000.00          | $342.06            | Agency Mortgage-Backed Securities         |
| 04.500 FGPC G16357 G                               | 2026-09-01      | 4.5000%  | 0.0000% | $4699000.00        | $62.72             | Agency Mortgage-Backed Securities         |
| 02.500 FGPC J24065 G                               | 2028-06-01      | 2.5000%  | 0.0000% | $1000.00           | $44.00             | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C71150 G                               | 2032-09-01      | 6.0000%  | 0.0000% | $11756.00          | $108.64            | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G08370 G                               | 2039-10-01      | 5.5000%  | 0.0000% | $4316.00           | $92.84             | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZT1872                               | 2034-04-01      | 3.5000%  | 0.0000% | $33000.00          | $2738.13           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC D82064 G                               | 2027-09-01      | 7.0000%  | 0.0000% | $209955.00         | $214.84            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI9022                               | 2039-08-01      | 5.0000%  | 0.0000% | $29495.00          | $3037.32           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC J29219 G                               | 2029-07-01      | 3.5000%  | 0.0000% | $15231.00          | $1117.16           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS9959                               | 2044-04-01      | 5.0000%  | 0.0000% | $11442.00          | $2035.98           | Agency Mortgage-Backed Securities         |
| 08.500 FGPC G01220 G                               | 2031-03-01      | 8.5000%  | 0.0000% | $208083.00         | $31.99             | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI0253                               | 2033-06-01      | 4.5000%  | 0.0000% | $31900.00          | $257.51            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZS9340                               | 2028-11-01      | 5.5000%  | 0.0000% | $47462.00          | $2392.60           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G01707 G                               | 2034-06-01      | 7.0000%  | 0.0000% | $5000.00           | $28.45             | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C66239 G                               | 2032-04-01      | 7.0000%  | 0.0000% | $823074.00         | $1836.68           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C68162 G                               | 2032-06-01      | 7.0000%  | 0.0000% | $56593.00          | $29.74             | Agency Mortgage-Backed Securities         |
| 08.000 FGPC C41636 G                               | 2030-08-01      | 8.0000%  | 0.0000% | $6126838.00        | $2131.59           | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C00602 G                               | 2028-02-01      | 6.0000%  | 0.0000% | $150000.00         | $36.26             | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C29244 G                               | 2029-07-01      | 7.0000%  | 0.0000% | $50000.00          | $42.47             | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI3401                               | 2035-08-01      | 5.0000%  | 0.0000% | $110754.00         | $758.36            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G16099 G                               | 2029-07-01      | 4.0000%  | 0.0000% | $130000.00         | $1261.75           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZS8820                               | 2027-01-01      | 6.0000%  | 0.0000% | $1870000.00        | $3230.96           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI9668                               | 2040-01-01      | 5.0000%  | 0.0000% | $46000.00          | $2367.38           | Agency Mortgage-Backed Securities         |
| 02.000 FGPC G18469 G                               | 2028-06-01      | 2.0000%  | 0.0000% | $2000.00           | $108.97            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI9358                               | 2039-10-01      | 4.5000%  | 0.0000% | $8000.00           | $185.35            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G16210 G                               | 2032-06-01      | 3.5000%  | 0.0000% | $1000.00           | $181.36            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZI6601                               | 2037-09-01      | 6.5000%  | 0.0000% | $1319437.00        | $2543.92           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZI8971                               | 2039-07-01      | 4.0000%  | 0.0000% | $55319.00          | $4481.92           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZJ1245                               | 2041-02-01      | 4.5000%  | 0.0000% | $70000.00          | $2475.96           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZJ1033                               | 2040-11-01      | 4.0000%  | 0.0000% | $84311.00          | $3064.54           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZS6869                               | 2029-01-01      | 3.5000%  | 0.0000% | $32000.00          | $1452.71           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQA8518                               | 2050-04-01      | 3.0000%  | 0.0000% | $1002.00           | $335.17            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CTZS8801                               | 2026-03-01      | 6.5000%  | 0.0000% | $3020000.00        | $9.08              | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS2614                               | 2039-03-01      | 5.0000%  | 0.0000% | $82976.00          | $3281.82           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS2417                               | 2038-10-01      | 6.0000%  | 0.0000% | $120000.00         | $2334.58           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZT1725                               | 2034-01-01      | 3.5000%  | 0.0000% | $1000.00           | $127.57            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZT1725                               | 2034-01-01      | 3.5000%  | 0.0000% | $28000.00          | $3572.02           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF7192                               | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $697.72            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQD7865                               | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $743.55            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTZA1914                               | 2025-12-01      | 5.0000%  | 0.0000% | $10000000.00       | $1197.32           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZT1320                               | 2048-11-01      | 4.0000%  | 0.0000% | $8000.00           | $580.13            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS1618                               | 2034-05-01      | 5.0000%  | 0.0000% | $123000.00         | $1328.33           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT1595                               | 2049-01-01      | 4.5000%  | 0.0000% | $10000.00          | $614.05            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIZT1612                               | 2034-01-01      | 4.5000%  | 0.0000% | $25000.00          | $2921.13           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS1142                               | 2036-06-01      | 5.0000%  | 0.0000% | $39791.00          | $360.30            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZS9090                               | 2028-06-01      | 6.0000%  | 0.0000% | $24223.00          | $1698.52           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQD5114                               | 2052-01-01      | 3.0000%  | 0.0000% | $3678.00           | $2397.61           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQB1488                               | 2050-07-01      | 3.0000%  | 0.0000% | $10256.00          | $4763.44           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS9995                               | 2046-09-01      | 4.0000%  | 0.0000% | $1013.00           | $158.68            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 3LZT0691                               | 2032-05-01      | 6.0000%  | 0.0000% | $1000000.00        | $63.00             | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZS8859                               | 2027-12-01      | 6.0000%  | 0.0000% | $71620.00          | $222.01            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZS8862                               | 2028-02-01      | 5.5000%  | 0.0000% | $930000.00         | $2791.83           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CTZS9335                               | 2035-11-01      | 4.0000%  | 0.0000% | $22000.00          | $4422.95           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD4553                               | 2053-09-01      | 3.0000%  | 0.0000% | $2000.00           | $1563.65           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZS7122                               | 2027-08-01      | 3.5000%  | 0.0000% | $218303.00         | $875.96            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIZT0661                               | 2033-09-01      | 4.0000%  | 0.0000% | $7172.00           | $955.50            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS3351                               | 2041-10-01      | 4.0000%  | 0.0000% | $10017.00          | $1017.88           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTZS8845                               | 2027-08-01      | 5.0000%  | 0.0000% | $47625.00          | $106.36            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIZS8702                               | 2033-05-01      | 4.0000%  | 0.0000% | $22393.00          | $2087.72           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZS8664                               | 2032-08-01      | 2.5000%  | 0.0000% | $9900.00           | $1272.69           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4756                               | 2048-02-01      | 4.0000%  | 0.0000% | $8000.00           | $1001.30           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZA1924                               | 2026-02-01      | 6.0000%  | 0.0000% | $200000.00         | $100.87            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZS8856                               | 2027-12-01      | 6.0000%  | 0.0000% | $1000000.00        | $1982.34           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CTZS8853                               | 2027-08-01      | 6.5000%  | 0.0000% | $1515000.00        | $3330.91           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZA4903                               | 2047-04-01      | 4.5000%  | 0.0000% | $5000.00           | $541.34            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQC5033                               | 2051-08-01      | 4.5000%  | 0.0000% | $1000.00           | $214.64            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZS8911                               | 2029-01-01      | 6.0000%  | 0.0000% | $78000.00          | $425.31            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTZA2176                               | 2030-08-01      | 5.0000%  | 0.0000% | $500000.00         | $4927.93           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZA0558                               | 2028-10-01      | 6.0000%  | 0.0000% | $171929.00         | $86.12             | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIZA6851                               | 2027-01-01      | 4.5000%  | 0.0000% | $726325.00         | $2889.05           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZS8816                               | 2027-01-01      | 5.5000%  | 0.0000% | $1246315.00        | $3236.49           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZA3790                               | 2030-05-01      | 2.5000%  | 0.0000% | $35325.00          | $3678.67           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTZA2120                               | 2029-04-01      | 5.0000%  | 0.0000% | $300087.00         | $2426.79           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CTZA2160                               | 2030-04-01      | 4.0000%  | 0.0000% | $195623.00         | $1997.83           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C71857 G                               | 2032-10-01      | 7.0000%  | 0.0000% | $26000.00          | $923.16            | Agency Mortgage-Backed Securities         |
| 02.000 FGPC J25686 G                               | 2028-09-01      | 2.0000%  | 0.0000% | $18530.00          | $1100.85           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 3XZT0981                               | 2028-07-01      | 3.0000%  | 0.0000% | $23000.00          | $713.75            | Agency Mortgage-Backed Securities         |
| 06.500 FGPC C46902 G                               | 2030-09-01      | 6.5000%  | 0.0000% | $200000.00         | $163.11            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZI4560                               | 2035-08-01      | 5.5000%  | 0.0000% | $33179.00          | $693.41            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G01309 G                               | 2031-08-01      | 7.0000%  | 0.0000% | $110000.00         | $46.79             | Agency Mortgage-Backed Securities         |
| 07.500 FGPC C45720 G                               | 2030-12-01      | 7.5000%  | 0.0000% | $88900.00          | $299.74            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZS8951                               | 2026-03-01      | 6.0000%  | 0.0000% | $56094.00          | $3.90              | Agency Mortgage-Backed Securities         |
| GNII SF DI3593 C                                   | 2055-05-20      | 6.5000%  | 0.0000% | $1497964.00        | $1558468.78        | Agency Mortgage-Backed Securities         |
| GNRM 2021-136 LB                                   | 2051-08-20      | 2.5000%  | 0.0000% | $2100.00           | $1680.09           | Agency Collateralized Mortgage Obligation |
| GNPL PN BC5743                                     | 2058-05-15      | 4.8700%  | 0.0000% | $13541600.00       | $13351306.55       | Agency Mortgage-Backed Securities         |
| GNPL PN DE5558                                     | 2059-12-15      | 5.7300%  | 0.0000% | $16032.00          | $16784.60          | Agency Mortgage-Backed Securities         |
| GNII SF DH1036 C                                   | 2054-12-20      | 6.5000%  | 0.0000% | $165093.00         | $143072.65         | Agency Mortgage-Backed Securities         |
| GNMI SF BE0144 X                                   | 2048-01-15      | 4.0000%  | 0.0000% | $135997.00         | $48001.11          | Agency Mortgage-Backed Securities         |
| GNII SF DH7296 C                                   | 2055-03-20      | 6.5000%  | 0.0000% | $654513.00         | $680047.41         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAE1428                               | 2040-08-01      | 4.5000%  | 0.0000% | $6947.00           | $187.11            | Agency Mortgage-Backed Securities         |
| GNCL CL CP2692                                     | 2066-12-15      | 5.4500%  | 0.0000% | $5002.00           | $5191.58           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAD6083                               | 2040-06-01      | 4.5000%  | 0.0000% | $14478.00          | $449.19            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY1141                               | 2055-04-01      | 6.0000%  | 0.0000% | $19278752.00       | $19302009.64       | Agency Mortgage-Backed Securities         |
| GNII SF DH7384 C                                   | 2055-04-20      | 6.5000%  | 0.0000% | $791436.00         | $825477.72         | Agency Mortgage-Backed Securities         |
| GNII SF BB8802 C                                   | 2048-02-20      | 4.0000%  | 0.0000% | $9722240.00        | $3041812.25        | Agency Mortgage-Backed Securities         |
| GNII SF MA3243 M                                   | 2045-11-20      | 3.0000%  | 0.0000% | $425791.00         | $50175.48          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ0194                               | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1045.71           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ1221                               | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1043.48           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTAE0213                               | 2029-12-01      | 5.5000%  | 0.0000% | $492433.00         | $3312.71           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAD5524                               | 2040-05-01      | 4.5000%  | 0.0000% | $6720.00           | $493.92            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAE3450                               | 2040-08-01      | 4.5000%  | 0.0000% | $33000.00          | $1910.65           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAD6454                               | 2040-05-01      | 4.5000%  | 0.0000% | $7116.00           | $95.56             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS8154                               | 2054-06-01      | 6.0000%  | 0.0000% | $45249792.00       | $40928104.40       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA5159                               | 2038-08-01      | 3.5000%  | 0.0000% | $4000.00           | $2885.88           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX5710                               | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.75           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAD6437                               | 2040-06-01      | 5.0000%  | 0.0000% | $39000.00          | $1765.35           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL942291                               | 2037-08-01      | 6.0000%  | 0.0000% | $1000100.00        | $4099.32           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA1096                               | 2027-05-01      | 3.5000%  | 0.0000% | $53332.00          | $1420.83           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL992144                               | 2038-10-01      | 6.0000%  | 0.0000% | $225000.00         | $313.32            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL938342                               | 2037-07-01      | 6.0000%  | 0.0000% | $3000.00           | $17.97             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL922433                               | 2037-01-01      | 5.5000%  | 0.0000% | $94705.00          | $856.36            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBD1002                               | 2046-03-01      | 3.5000%  | 0.0000% | $1000.00           | $78.80             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA0462                               | 2047-09-01      | 3.5000%  | 0.0000% | $4440.00           | $462.19            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL947216                               | 2037-10-01      | 6.0000%  | 0.0000% | $1000.00           | $17.57             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL888034                               | 2036-08-01      | 6.5000%  | 0.0000% | $224700.00         | $3059.92           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL885704                               | 2036-10-01      | 6.0000%  | 0.0000% | $1250000.00        | $1279.16           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL928739                               | 2037-10-01      | 6.5000%  | 0.0000% | $40000.00          | $409.71            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL952425                               | 2037-09-01      | 7.0000%  | 0.0000% | $75000.00          | $39.33             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX4810                               | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1008.92           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL888021                               | 2036-12-01      | 6.0000%  | 0.0000% | $500000.00         | $2437.85           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL988580                               | 2038-08-01      | 6.0000%  | 0.0000% | $364000.00         | $3184.29           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCA1398                               | 2048-03-01      | 5.0000%  | 0.0000% | $3659.00           | $602.59            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC0578                               | 2055-06-01      | 6.0000%  | 0.0000% | $3000.00           | $3039.98           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CZ994137                               | 2048-11-01      | 5.5000%  | 0.0000% | $38393.00          | $2399.65           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB7573                               | 2053-11-01      | 6.0000%  | 0.0000% | $1297312.00        | $1105999.88        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAA9154                               | 2039-08-01      | 4.5000%  | 0.0000% | $25013.00          | $2468.83           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL890097                               | 2038-10-01      | 6.0000%  | 0.0000% | $200000.00         | $2150.49           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL889881                               | 2038-08-01      | 6.0000%  | 0.0000% | $25000000.00       | $502125.01         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAB5004                               | 2027-04-01      | 3.5000%  | 0.0000% | $9000.00           | $129.03            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL985160                               | 2038-09-01      | 6.0000%  | 0.0000% | $103000.00         | $1286.74           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 NP954959                               | 2037-10-01      | 7.0000%  | 0.0000% | $598382.00         | $1837.24           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL954165                               | 2038-01-01      | 6.0000%  | 0.0000% | $2424.00           | $28.87             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL930407                               | 2039-01-01      | 6.0000%  | 0.0000% | $40737.00          | $615.41            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL896303                               | 2036-07-01      | 6.0000%  | 0.0000% | $35263.00          | $276.22            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL905141                               | 2037-02-01      | 5.5000%  | 0.0000% | $280000.00         | $2018.19           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL866049                               | 2036-03-01      | 5.5000%  | 0.0000% | $270000.00         | $1716.23           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBO6225                               | 2049-12-01      | 3.0000%  | 0.0000% | $1000.00           | $233.23            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL805317                               | 2035-01-01      | 6.0000%  | 0.0000% | $251829.00         | $1551.93           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB6087                               | 2053-04-01      | 6.0000%  | 0.0000% | $6144.00           | $4809.03           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL844415                               | 2035-10-01      | 5.5000%  | 0.0000% | $29009.00          | $404.64            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL831679                               | 2036-08-01      | 6.5000%  | 0.0000% | $750000.00         | $3838.73           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL709697                               | 2033-06-01      | 5.5000%  | 0.0000% | $39486.00          | $28.76             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC0717                               | 2055-07-01      | 6.0000%  | 0.0000% | $21821280.00       | $22691250.76       | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDE4115                               | 2055-08-01      | 7.0000%  | 0.0000% | $1000.00           | $1065.56           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAH3575                               | 2041-01-01      | 4.5000%  | 0.0000% | $29000.00          | $3339.67           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL633866                               | 2032-03-01      | 6.0000%  | 0.0000% | $2000000.00        | $4431.95           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2053-04-25      | 6.0000%  | 0.0000% | $5000.00           | $4909.77           | Agency Collateralized Mortgage Obligation |
| FNMS 04.500 CLAW8749                               | 2044-07-01      | 4.5000%  | 0.0000% | $3970.00           | $201.91            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT256896                               | 2027-09-01      | 5.5000%  | 0.0000% | $465000.00         | $515.48            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIAH6831                               | 2026-03-01      | 4.5000%  | 0.0000% | $1140000.00        | $2213.33           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL629224                               | 2032-02-01      | 5.5000%  | 0.0000% | $31791.00          | $698.18            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAH7507                               | 2026-03-01      | 3.5000%  | 0.0000% | $144403.00         | $227.23            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL254766                               | 2033-06-01      | 5.0000%  | 0.0000% | $272000.00         | $1776.68           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAX9644                               | 2030-04-01      | 2.5000%  | 0.0000% | $23419.00          | $2029.20           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2041-11-15      | 2.5000%  | 0.0000% | $105000.00         | $4714.22           | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CL636758                               | 2032-05-01      | 6.5000%  | 0.0000% | $154000.00         | $140.71            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL579800                               | 2031-05-01      | 6.0000%  | 0.0000% | $4004343.00        | $4979.07           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAX3715                               | 2027-06-01      | 3.5000%  | 0.0000% | $100000.00         | $1250.66           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAH8854                               | 2041-04-01      | 4.5000%  | 0.0000% | $38000.00          | $2128.75           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA7678                               | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $787.89            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL589084                               | 2031-09-01      | 6.5000%  | 0.0000% | $82000.00          | $63.88             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL555783                               | 2033-10-01      | 4.5000%  | 0.0000% | $104000.00         | $954.69            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL563097                               | 2030-09-01      | 6.5000%  | 0.0000% | $280000.00         | $292.53            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL535699                               | 2031-01-01      | 6.5000%  | 0.0000% | $40000.00          | $15.11             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL535908                               | 2031-04-01      | 6.0000%  | 0.0000% | $10400409.00       | $3244.76           | Agency Mortgage-Backed Securities         |
| FNRM CL083BJ R21F083                               | 2050-04-25      | 3.0000%  | 0.0000% | $1000.00           | $705.21            | Agency Collateralized Mortgage Obligation |
| FNMS 03.500 CIAX1319                               | 2029-09-01      | 3.5000%  | 0.0000% | $33702.00          | $1409.03           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQG6478                               | 2053-07-01      | 4.0000%  | 0.0000% | $1000.00           | $887.70            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT256803                               | 2027-07-01      | 6.0000%  | 0.0000% | $70383.00          | $192.55            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIAH2888                               | 2026-02-01      | 4.5000%  | 0.0000% | $1700000.00        | $2208.22           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL545304                               | 2031-11-01      | 7.5000%  | 0.0000% | $2112447.00        | $1175.33           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRA2621                               | 2050-05-01      | 4.0000%  | 0.0000% | $22000.00          | $3875.46           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAW3321                               | 2044-06-01      | 3.5000%  | 0.0000% | $1794.00           | $111.32            | Agency Mortgage-Backed Securities         |
| FNMS 08.000 GO630873                               | 2030-09-01      | 8.0000%  | 0.0000% | $500000.00         | $23.97             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAJ1405                               | 2041-09-01      | 4.0000%  | 0.0000% | $37832.00          | $2739.30           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA6704                               | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $647.47            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT256600                               | 2027-02-01      | 5.5000%  | 0.0000% | $850000.00         | $1447.38           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL579463                               | 2031-04-01      | 6.0000%  | 0.0000% | $1002841.00        | $313.48            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAW9153                               | 2044-07-01      | 5.0000%  | 0.0000% | $38000.00          | $4535.44           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL630907                               | 2032-02-01      | 7.5000%  | 0.0000% | $630169.00         | $4304.82           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL633323                               | 2032-04-01      | 5.5000%  | 0.0000% | $100000.00         | $2252.18           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAX3008                               | 2044-10-01      | 4.0000%  | 0.0000% | $2000.00           | $179.31            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQI0213                               | 2054-02-01      | 6.5000%  | 0.0000% | $2891.00           | $2100.47           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL625536                               | 2032-01-01      | 6.0000%  | 0.0000% | $252621.00         | $394.78            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQC2074                               | 2051-04-01      | 4.0000%  | 0.0000% | $2000.00           | $717.42            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQC7411                               | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $655.38            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL252570                               | 2029-07-01      | 6.5000%  | 0.0000% | $125300.00         | $99.81             | Agency Mortgage-Backed Securities         |
| 04.000 FGPC U65457 G                               | 2048-04-01      | 4.0000%  | 0.0000% | $1000.00           | $374.10            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL255900                               | 2035-09-01      | 6.0000%  | 0.0000% | $250000.00         | $2600.37           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQA1839                               | 2049-08-01      | 4.0000%  | 0.0000% | $4000.00           | $946.06            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL252645                               | 2029-08-01      | 6.5000%  | 0.0000% | $15000.00          | $9.43              | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q10749 G                               | 2042-09-01      | 3.5000%  | 0.0000% | $11088.00          | $2175.87           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT256490                               | 2026-11-01      | 5.5000%  | 0.0000% | $1719742.00        | $2039.69           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQA8805                               | 2050-04-01      | 3.0000%  | 0.0000% | $17000.00          | $4831.35           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQD3009                               | 2051-12-01      | 3.0000%  | 0.0000% | $7897.00           | $2868.84           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT257372                               | 2028-09-01      | 6.0000%  | 0.0000% | $949132.00         | $3495.81           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQC4747                               | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $543.30            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL313182                               | 2026-10-01      | 7.5000%  | 0.0000% | $64420.00          | $2.35              | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT256751                               | 2027-06-01      | 5.5000%  | 0.0000% | $1073591.00        | $2071.89           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CT256518                               | 2026-11-01      | 6.5000%  | 0.0000% | $108457.00         | $121.43            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL253836                               | 2031-06-01      | 6.0000%  | 0.0000% | $5779042.00        | $4753.40           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQE0808                               | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $704.67            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL254416                               | 2032-06-01      | 7.5000%  | 0.0000% | $2099702.00        | $2383.65           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL252715                               | 2029-08-01      | 6.5000%  | 0.0000% | $410165.00         | $328.71            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQH8657                               | 2054-01-01      | 7.0000%  | 0.0000% | $1000.00           | $1037.79           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CT256045                               | 2025-12-01      | 5.0000%  | 0.0000% | $15000000.00       | $1212.49           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT257282                               | 2028-07-01      | 5.5000%  | 0.0000% | $589617.00         | $1570.56           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL424242                               | 2028-04-01      | 6.0000%  | 0.0000% | $481570.00         | $134.88            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL251613                               | 2028-04-01      | 6.5000%  | 0.0000% | $198500.00         | $48.19             | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL253950                               | 2031-08-01      | 7.0000%  | 0.0000% | $266702.00         | $241.03            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL825940                               | 2035-07-01      | 6.0000%  | 0.0000% | $30622.00          | $331.44            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL813660                               | 2035-02-01      | 6.0000%  | 0.0000% | $102360.00         | $1937.74           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CTBM5922                               | 2029-09-01      | 6.0000%  | 0.0000% | $31595.00          | $434.28            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CICA0599                               | 2032-10-01      | 4.0000%  | 0.0000% | $4000.00           | $724.93            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIBM3501                               | 2032-04-01      | 3.0000%  | 0.0000% | $25000.00          | $1622.58           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB4424                               | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $788.98            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 RE828546                               | 2035-08-01      | 5.0000%  | 0.0000% | $500000.00         | $4292.49           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL871232                               | 2036-04-01      | 6.0000%  | 0.0000% | $1463903.00        | $3671.05           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL740944                               | 2033-07-01      | 6.5000%  | 0.0000% | $26824.00          | $10.66             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBK8810                               | 2048-08-01      | 4.0000%  | 0.0000% | $26000.00          | $1722.66           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL775296                               | 2034-05-01      | 4.5000%  | 0.0000% | $9000.00           | $116.52            | Agency Mortgage-Backed Securities         |
| FNMA REMIC TRUST 2002-33       A1     20420625 7.0 | 2042-06-25      | 7.0000%  | 0.0000% | $150000.00         | $3673.75           | Agency Collateralized Mortgage Obligation |
| FNMS 04.500 CL740345                               | 2033-10-01      | 4.5000%  | 0.0000% | $27000.00          | $228.66            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL713385                               | 2032-11-01      | 5.5000%  | 0.0000% | $6569.00           | $481.72            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL733743                               | 2033-09-01      | 6.0000%  | 0.0000% | $1132212.00        | $1918.76           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL678145                               | 2032-12-01      | 5.5000%  | 0.0000% | $14824.00          | $659.87            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTBM4146                               | 2029-12-01      | 5.5000%  | 0.0000% | $37135.00          | $432.07            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL711445                               | 2033-05-01      | 5.5000%  | 0.0000% | $5676.00           | $377.04            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL1751                               | 2027-05-01      | 3.5000%  | 0.0000% | $310185.00         | $2708.63           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL735126                               | 2034-12-01      | 6.5000%  | 0.0000% | $30000.00          | $286.44            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBM5179                               | 2047-07-01      | 3.0000%  | 0.0000% | $1000.00           | $237.94            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL535823                               | 2031-04-01      | 6.5000%  | 0.0000% | $113070.00         | $70.22             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAH4407                               | 2026-01-01      | 3.5000%  | 0.0000% | $22000.00          | $27.73             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL498610                               | 2029-05-01      | 6.0000%  | 0.0000% | $10000.00          | $14.52             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL636846                               | 2032-03-01      | 6.5000%  | 0.0000% | $306000.00         | $532.05            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAH5620                               | 2026-02-01      | 4.0000%  | 0.0000% | $1019000.00        | $894.51            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAH5574                               | 2041-02-01      | 4.0000%  | 0.0000% | $4000.00           | $308.59            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL724783                               | 2033-06-01      | 5.5000%  | 0.0000% | $31780.00          | $2117.08           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBM4963                               | 2048-05-01      | 3.0000%  | 0.0000% | $2000.00           | $639.51            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL729535                               | 2033-07-01      | 5.5000%  | 0.0000% | $41207.00          | $123.46            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2035-06-15      | 4.5000%  | 0.0000% | $2000000.00        | $2052.48           | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CLDD1639                               | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $623.38            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI2239                               | 2054-03-01      | 6.0000%  | 0.0000% | $1008.00           | $848.06            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL630401                               | 2032-03-01      | 6.5000%  | 0.0000% | $50000.00          | $3.99              | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CTBM3905                               | 2031-08-01      | 5.0000%  | 0.0000% | $179462.00         | $491.12            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL619063                               | 2031-12-01      | 6.0000%  | 0.0000% | $64000.00          | $53.21             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAH8932                               | 2041-04-01      | 4.5000%  | 0.0000% | $128000.00         | $4492.16           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL595797                               | 2031-09-01      | 7.0000%  | 0.0000% | $226543.00         | $129.38            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBK8816                               | 2048-08-01      | 5.0000%  | 0.0000% | $14628.00          | $1525.45           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL745823                               | 2036-08-01      | 6.0000%  | 0.0000% | $250000.00         | $1122.48           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAJ4147                               | 2026-11-01      | 3.5000%  | 0.0000% | $41670.00          | $213.49            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA1741                               | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $226.95            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAY4707                               | 2031-08-01      | 4.0000%  | 0.0000% | $27000.00          | $4053.88           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL535300                               | 2030-05-01      | 6.5000%  | 0.0000% | $292499.00         | $168.49            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL580077                               | 2031-09-01      | 6.5000%  | 0.0000% | $4691.00           | $0.23              | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL673928                               | 2032-10-01      | 6.5000%  | 0.0000% | $109908.00         | $1924.01           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL611144                               | 2032-01-01      | 6.0000%  | 0.0000% | $85802.00          | $762.52            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL656871                               | 2032-08-01      | 6.5000%  | 0.0000% | $90000.00          | $298.23            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAH6827                               | 2026-03-01      | 4.0000%  | 0.0000% | $990000.00         | $1222.77           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2026-01-15      | 5.5000%  | 0.0000% | $200000.00         | $149.55            | Agency Collateralized Mortgage Obligation |
| FNMS 04.500 CLAJ3120                               | 2041-10-01      | 4.5000%  | 0.0000% | $28000.00          | $2876.46           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL675815                               | 2032-12-01      | 5.5000%  | 0.0000% | $42689.00          | $882.94            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL710653                               | 2033-05-01      | 5.0000%  | 0.0000% | $33391.00          | $65.01             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL725866                               | 2034-09-01      | 4.5000%  | 0.0000% | $54000.00          | $663.79            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL606764                               | 2031-10-01      | 7.0000%  | 0.0000% | $240298.00         | $415.64            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL697161                               | 2033-04-01      | 5.5000%  | 0.0000% | $35372.00          | $783.30            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAL0608                               | 2041-08-01      | 5.0000%  | 0.0000% | $100000.00         | $2789.01           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAJ7688                               | 2041-12-01      | 4.0000%  | 0.0000% | $10000.00          | $419.63            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAH9719                               | 2041-04-01      | 4.5000%  | 0.0000% | $54000.00          | $2780.27           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL824324                               | 2035-06-01      | 6.0000%  | 0.0000% | $3551.00           | $16.02             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL773597                               | 2034-08-01      | 6.5000%  | 0.0000% | $28279.00          | $652.84            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAH7052                               | 2026-02-01      | 3.5000%  | 0.0000% | $1864128.00        | $2140.64           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL824343                               | 2035-08-01      | 5.0000%  | 0.0000% | $45116.00          | $105.47            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL763798                               | 2034-03-01      | 5.5000%  | 0.0000% | $340000.00         | $4096.85           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL604845                               | 2031-05-01      | 6.0000%  | 0.0000% | $53789.00          | $703.12            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL785355                               | 2034-05-01      | 4.5000%  | 0.0000% | $1534825.00        | $412.23            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL621252                               | 2032-02-01      | 6.5000%  | 0.0000% | $165370.00         | $358.25            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CNBM3267                               | 2028-01-01      | 3.5000%  | 0.0000% | $20628.00          | $839.28            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL763527                               | 2034-02-01      | 6.5000%  | 0.0000% | $170000.00         | $2025.17           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAH0969                               | 2025-12-01      | 3.5000%  | 0.0000% | $77000.00          | $52.51             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAH9054                               | 2041-04-01      | 4.5000%  | 0.0000% | $41000.00          | $1632.14           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAI1961                               | 2041-05-01      | 4.5000%  | 0.0000% | $27000.00          | $1822.82           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBM3288                               | 2046-12-01      | 3.5000%  | 0.0000% | $1000.00           | $236.83            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAJ3258                               | 2041-10-01      | 4.5000%  | 0.0000% | $1351.00           | $44.15             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL804556                               | 2034-12-01      | 4.5000%  | 0.0000% | $228300.00         | $2547.93           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIBM3921                               | 2033-02-01      | 3.0000%  | 0.0000% | $1000.00           | $190.43            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAH3428                               | 2026-01-01      | 3.5000%  | 0.0000% | $50101.00          | $68.22             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAH9695                               | 2026-04-01      | 4.0000%  | 0.0000% | $84000.00          | $139.86            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAH1097                               | 2025-12-01      | 4.0000%  | 0.0000% | $3186043.00        | $692.59            | Agency Mortgage-Backed Securities         |
| FNRM RC133NA R13F133                               | 2036-05-25      | 3.0000%  | 0.0000% | $1000000.00        | $326.97            | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CL442294                               | 2028-10-01      | 6.0000%  | 0.0000% | $410373.00         | $393.02            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL427832                               | 2028-05-01      | 6.0000%  | 0.0000% | $264148.00         | $461.09            | Agency Mortgage-Backed Securities         |
| FNRM CL083MY R21F083                               | 2050-06-25      | 3.0000%  | 0.0000% | $1000.00           | $650.39            | Agency Collateralized Mortgage Obligation |
| FNMS 07.500 CL253673                               | 2031-03-01      | 7.5000%  | 0.0000% | $322792.00         | $239.78            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA6254                               | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $597.28            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL535811                               | 2031-04-01      | 6.5000%  | 0.0000% | $773977.00         | $417.39            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL447629                               | 2028-10-01      | 6.0000%  | 0.0000% | $54751.00          | $10.26             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAV0692                               | 2043-12-01      | 4.0000%  | 0.0000% | $11000.00          | $1188.19           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAV8516                               | 2029-03-01      | 3.5000%  | 0.0000% | $7000.00           | $284.65            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL252439                               | 2029-04-01      | 6.5000%  | 0.0000% | $58500.00          | $43.29             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 K2253777                               | 2031-03-01      | 6.5000%  | 0.0000% | $220000.00         | $627.15            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL535334                               | 2030-06-01      | 7.5000%  | 0.0000% | $381326.00         | $80.75             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL545638                               | 2032-05-01      | 6.5000%  | 0.0000% | $32000.00          | $88.71             | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAS7605                               | 2031-07-01      | 2.5000%  | 0.0000% | $25144.00          | $3506.23           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL480950                               | 2029-03-01      | 6.5000%  | 0.0000% | $174900.00         | $380.83            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS5595                               | 2045-08-01      | 3.5000%  | 0.0000% | $11000.00          | $640.05            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL254199                               | 2032-01-01      | 6.5000%  | 0.0000% | $94500.00          | $138.39            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAV0001                               | 2028-10-01      | 2.5000%  | 0.0000% | $24765.00          | $671.41            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL254379                               | 2032-07-01      | 7.0000%  | 0.0000% | $626645.00         | $1496.65           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL636983                               | 2032-06-01      | 7.0000%  | 0.0000% | $104000.00         | $1148.10           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL604629                               | 2031-09-01      | 6.0000%  | 0.0000% | $5000000.00        | $3762.47           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAW6899                               | 2029-07-01      | 3.5000%  | 0.0000% | $2000.00           | $120.18            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL250569                               | 2026-05-01      | 6.0000%  | 0.0000% | $125245.00         | $13.50             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAV2092                               | 2043-11-01      | 3.5000%  | 0.0000% | $15516.00          | $984.18            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL250511                               | 2026-03-01      | 6.5000%  | 0.0000% | $435200.00         | $5.67              | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAV0315                               | 2028-11-01      | 2.5000%  | 0.0000% | $11422.00          | $1133.38           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL616609                               | 2031-11-01      | 7.0000%  | 0.0000% | $114950.00         | $366.43            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA9056                               | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $844.73            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL601433                               | 2031-12-01      | 6.0000%  | 0.0000% | $60276.00          | $1574.32           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL581716                               | 2031-07-01      | 7.0000%  | 0.0000% | $276000.00         | $380.96            | Agency Mortgage-Backed Securities         |
| FNMS 08.000 CL252926                               | 2029-12-01      | 8.0000%  | 0.0000% | $50000.00          | $22.73             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL628881                               | 2032-03-01      | 6.5000%  | 0.0000% | $80567.00          | $49.14             | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAU8968                               | 2029-01-01      | 2.5000%  | 0.0000% | $3885.00           | $124.74            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBJ4916                               | 2048-03-01      | 3.5000%  | 0.0000% | $14000.00          | $1999.54           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL871256                               | 2036-04-01      | 6.0000%  | 0.0000% | $1006528.00        | $4250.37           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIBJ4892                               | 2033-02-01      | 3.5000%  | 0.0000% | $3752.00           | $1235.38           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL575645                               | 2031-03-01      | 6.0000%  | 0.0000% | $380000.00         | $62.01             | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAS9495                               | 2032-04-01      | 2.5000%  | 0.0000% | $21112.00          | $3478.97           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAS5403                               | 2030-07-01      | 2.5000%  | 0.0000% | $22000.00          | $2254.25           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL869081                               | 2036-05-01      | 6.0000%  | 0.0000% | $15000.00          | $469.79            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAW8285                               | 2044-08-01      | 3.5000%  | 0.0000% | $9961.00           | $507.40            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAZ0084                               | 2030-06-01      | 3.5000%  | 0.0000% | $15000.00          | $880.33            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAX9718                               | 2029-12-01      | 2.5000%  | 0.0000% | $8835.00           | $1249.15           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL482402                               | 2029-02-01      | 6.0000%  | 0.0000% | $998617.00         | $123.89            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL609648                               | 2031-11-01      | 6.5000%  | 0.0000% | $89840.00          | $187.84            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAW1543                               | 2029-03-01      | 3.5000%  | 0.0000% | $19000.00          | $610.54            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL580040                               | 2031-06-01      | 6.0000%  | 0.0000% | $1000000.00        | $711.29            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL545762                               | 2032-07-01      | 6.5000%  | 0.0000% | $1669933.00        | $2133.67           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL398337                               | 2028-04-01      | 7.5000%  | 0.0000% | $91000.00          | $226.80            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL535154                               | 2030-01-01      | 7.0000%  | 0.0000% | $219323.00         | $72.73             | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIBH5022                               | 2032-08-01      | 2.5000%  | 0.0000% | $20948.00          | $1344.32           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL724940                               | 2033-06-01      | 5.5000%  | 0.0000% | $31160.00          | $1176.62           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBK8798                               | 2048-08-01      | 4.0000%  | 0.0000% | $11000.00          | $2696.84           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAW1538                               | 2029-03-01      | 3.5000%  | 0.0000% | $69520.00          | $1591.76           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAT1107                               | 2043-04-01      | 3.5000%  | 0.0000% | $40111.00          | $4412.44           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDA1268                               | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $737.94            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 NP844838                               | 2036-04-01      | 5.5000%  | 0.0000% | $2000000.00        | $2390.10           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL535909                               | 2031-05-01      | 6.0000%  | 0.0000% | $5805000.00        | $3342.93           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL562328                               | 2031-01-01      | 7.0000%  | 0.0000% | $504874.00         | $221.33            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL585061                               | 2031-10-01      | 6.5000%  | 0.0000% | $36788.00          | $153.53            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL822789                               | 2035-04-01      | 5.0000%  | 0.0000% | $31679.00          | $309.76            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAX3601                               | 2045-01-01      | 3.5000%  | 0.0000% | $6273.00           | $650.06            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBK1042                               | 2048-04-01      | 4.0000%  | 0.0000% | $11000.00          | $3928.29           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL658351                               | 2033-05-01      | 6.0000%  | 0.0000% | $89266.00          | $694.49            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAW4182                               | 2044-02-01      | 3.5000%  | 0.0000% | $5618.00           | $471.09            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAV0087                               | 2043-10-01      | 3.5000%  | 0.0000% | $25892.00          | $3516.50           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL450627                               | 2028-12-01      | 6.0000%  | 0.0000% | $750000.00         | $447.82            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL613922                               | 2031-12-01      | 6.0000%  | 0.0000% | $110000.00         | $505.64            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAH3551                               | 2026-03-01      | 3.5000%  | 0.0000% | $73381.00          | $134.71            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL645174                               | 2032-08-01      | 6.5000%  | 0.0000% | $95329.00          | $356.56            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBJ4594                               | 2048-02-01      | 3.5000%  | 0.0000% | $30000.00          | $4209.56           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL659325                               | 2032-10-01      | 5.5000%  | 0.0000% | $30142.00          | $646.11            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL624639                               | 2031-11-01      | 7.0000%  | 0.0000% | $234132.00         | $204.18            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIBM1064                               | 2030-11-01      | 3.5000%  | 0.0000% | $11000.00          | $691.22            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAH5616                               | 2026-02-01      | 3.5000%  | 0.0000% | $16000.00          | $23.40             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL505121                               | 2029-07-01      | 6.5000%  | 0.0000% | $150000.00         | $146.30            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL596460                               | 2031-08-01      | 6.0000%  | 0.0000% | $148431.00         | $1885.57           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL581669                               | 2031-07-01      | 6.5000%  | 0.0000% | $166700.00         | $106.89            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAI1059                               | 2041-06-01      | 4.5000%  | 0.0000% | $91000.00          | $2862.45           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL639690                               | 2032-03-01      | 6.0000%  | 0.0000% | $2001926.00        | $2403.16           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIBM1896                               | 2031-11-01      | 2.5000%  | 0.0000% | $24833.00          | $4077.95           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL603617                               | 2031-09-01      | 7.0000%  | 0.0000% | $109771.00         | $34.37             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL452026                               | 2028-11-01      | 6.5000%  | 0.0000% | $33000.00          | $4.41              | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL572221                               | 2031-03-01      | 6.0000%  | 0.0000% | $2012204.00        | $1506.28           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL567182                               | 2031-03-01      | 6.5000%  | 0.0000% | $40000.00          | $7.34              | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAX6528                               | 2044-12-01      | 3.5000%  | 0.0000% | $12062.00          | $797.29            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL878092                               | 2036-04-01      | 6.0000%  | 0.0000% | $255780.00         | $2776.26           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAY2062                               | 2045-01-01      | 4.0000%  | 0.0000% | $1409.00           | $99.01             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB5467                               | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $999.52            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL590057                               | 2031-06-01      | 6.5000%  | 0.0000% | $119470.00         | $83.67             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL817421                               | 2035-08-01      | 4.5000%  | 0.0000% | $125940.00         | $3547.85           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL545759                               | 2032-07-01      | 6.5000%  | 0.0000% | $3287953.00        | $4813.09           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL627702                               | 2032-02-01      | 6.5000%  | 0.0000% | $49000.00          | $129.75            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAY8351                               | 2045-05-01      | 4.0000%  | 0.0000% | $7000.00           | $190.34            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIBK7900                               | 2033-10-01      | 4.0000%  | 0.0000% | $6268.00           | $695.04            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL597497                               | 2031-09-01      | 6.5000%  | 0.0000% | $459438.00         | $996.02            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL585629                               | 2031-05-01      | 6.0000%  | 0.0000% | $1000998.00        | $727.59            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDB6357                               | 2054-07-01      | 7.0000%  | 0.0000% | $1000.00           | $826.44            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL602391                               | 2031-08-01      | 7.0000%  | 0.0000% | $117315.00         | $284.26            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL607055                               | 2031-10-01      | 6.5000%  | 0.0000% | $225600.00         | $191.42            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL641249                               | 2032-06-01      | 7.0000%  | 0.0000% | $104430.00         | $649.44            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL481162                               | 2029-01-01      | 6.0000%  | 0.0000% | $54008.00          | $20.46             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL566818                               | 2031-05-01      | 6.5000%  | 0.0000% | $145800.00         | $201.87            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAS9680                               | 2032-05-01      | 2.5000%  | 0.0000% | $19844.00          | $3984.18           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL579142                               | 2031-05-01      | 6.5000%  | 0.0000% | $336860.00         | $1185.30           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL579160                               | 2031-04-01      | 6.5000%  | 0.0000% | $660000.00         | $693.80            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAV1710                               | 2043-11-01      | 4.5000%  | 0.0000% | $1000.00           | $184.08            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL614929                               | 2031-12-01      | 7.0000%  | 0.0000% | $121506.00         | $202.81            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAH4679                               | 2026-03-01      | 3.5000%  | 0.0000% | $72866.00          | $23.32             | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIZS7381                               | 2026-08-01      | 4.5000%  | 0.0000% | $1335000.00        | $1356.54           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 3TZN0054                               | 2033-09-01      | 4.0000%  | 0.0000% | $6000.00           | $519.58            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZS8843                               | 2027-09-01      | 6.0000%  | 0.0000% | $901502.00         | $2555.46           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZA1995                               | 2027-06-01      | 5.5000%  | 0.0000% | $1410000.00        | $2937.65           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CTZA1950                               | 2026-08-01      | 6.5000%  | 0.0000% | $500000.00         | $577.29            | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZA0636                               | 2029-10-01      | 7.5000%  | 0.0000% | $5642030.00        | $2716.60           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS1824                               | 2037-12-01      | 6.0000%  | 0.0000% | $823718.00         | $4357.05           | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZA0741                               | 2031-03-01      | 7.5000%  | 0.0000% | $4698549.00        | $3768.51           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZA5235                               | 2048-01-01      | 3.5000%  | 0.0000% | $25000.00          | $2586.87           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS3125                               | 2039-12-01      | 5.5000%  | 0.0000% | $183044.00         | $3677.85           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZS8592                               | 2030-12-01      | 3.5000%  | 0.0000% | $19000.00          | $1519.96           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZS8701                               | 2033-06-01      | 3.5000%  | 0.0000% | $17000.00          | $1567.19           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIZS6971                               | 2026-09-01      | 4.5000%  | 0.0000% | $146150.00         | $0.10              | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZA2652                               | 2026-08-01      | 3.5000%  | 0.0000% | $266316.00         | $804.74            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTZA2073                               | 2028-06-01      | 5.0000%  | 0.0000% | $1252903.00        | $2519.57           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIZS7892                               | 2026-09-01      | 4.5000%  | 0.0000% | $841000.00         | $11.21             | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZS2091                               | 2038-03-01      | 6.5000%  | 0.0000% | $525000.00         | $4245.89           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS0411                               | 2028-07-01      | 6.0000%  | 0.0000% | $100335.00         | $36.47             | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM6152                               | 2048-04-01      | 3.5000%  | 0.0000% | $1000.00           | $129.26            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1641                               | 2052-09-01      | 4.5000%  | 0.0000% | $2001.00           | $1542.13           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZA0748                               | 2031-04-01      | 6.0000%  | 0.0000% | $95000.00          | $100.43            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS2927                               | 2039-09-01      | 5.0000%  | 0.0000% | $44686.00          | $478.12            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZS9115                               | 2028-05-01      | 6.0000%  | 0.0000% | $135808.00         | $4527.16           | Agency Mortgage-Backed Securities         |
| 02.500 FGPC J32491 G                               | 2030-07-01      | 2.5000%  | 0.0000% | $4848.00           | $427.96            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C01437 G                               | 2032-10-01      | 7.0000%  | 0.0000% | $106365.00         | $369.91            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC U65451 G                               | 2048-02-01      | 4.0000%  | 0.0000% | $1000.00           | $480.53            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL9012                               | 2045-02-01      | 4.0000%  | 0.0000% | $22886.00          | $3481.49           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM0426                               | 2045-11-01      | 3.5000%  | 0.0000% | $25000.00          | $3898.08           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM5993                               | 2048-04-01      | 3.5000%  | 0.0000% | $27906.00          | $4297.00           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4527                               | 2043-08-01      | 4.0000%  | 0.0000% | $5000.00           | $334.56            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4655                               | 2046-03-01      | 3.5000%  | 0.0000% | $1000.00           | $106.69            | Agency Mortgage-Backed Securities         |
| FNRM CL090KB R20F090                               | 2049-09-25      | 1.0000%  | 0.0000% | $10000.00          | $3878.07           | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLQI4437                               | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $942.46            | Agency Mortgage-Backed Securities         |
| 02.500 FGPC V60905 G                               | 2030-07-01      | 2.5000%  | 0.0000% | $6634.00           | $590.60            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD4050                               | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $830.76            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 K2253974                               | 2031-08-01      | 7.0000%  | 0.0000% | $375000.00         | $171.79            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3642                               | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $823.62            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8242                               | 2052-09-01      | 3.0000%  | 0.0000% | $1605526.00        | $1185471.30        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQA7238                               | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $275.28            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD4004                               | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $707.95            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL250884                               | 2027-04-01      | 7.0000%  | 0.0000% | $292701.00         | $13.73             | Agency Mortgage-Backed Securities         |
| 06.500 FGPC H09197 G                               | 2038-10-01      | 6.5000%  | 0.0000% | $571000.00         | $4760.45           | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C01186 G                               | 2031-06-01      | 6.0000%  | 0.0000% | $300000.00         | $247.65            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZS8837                               | 2026-08-01      | 6.0000%  | 0.0000% | $776484.00         | $300.47            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC D98606 G                               | 2031-04-01      | 3.5000%  | 0.0000% | $31127.00          | $821.73            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A82829 G                               | 2038-11-01      | 6.0000%  | 0.0000% | $13396.00          | $47.59             | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS2678                               | 2035-12-01      | 5.0000%  | 0.0000% | $36000.00          | $1356.13           | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C00583 G                               | 2027-12-01      | 6.0000%  | 0.0000% | $8000.00           | $2.00              | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS3665                               | 2041-10-01      | 4.5000%  | 0.0000% | $36000.00          | $2052.28           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G01315 G                               | 2031-09-01      | 7.0000%  | 0.0000% | $665000.00         | $353.71            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC N31025 G                               | 2033-09-01      | 4.0000%  | 0.0000% | $1000000.00        | $1283.87           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C61105 G                               | 2031-12-01      | 7.0000%  | 0.0000% | $95000.00          | $1054.81           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZS8861                               | 2028-01-01      | 6.0000%  | 0.0000% | $376200.00         | $654.63            | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZS0296                               | 2027-05-01      | 7.5000%  | 0.0000% | $67736.00          | $6.28              | Agency Mortgage-Backed Securities         |
| 06.000 FGPC G04628 G                               | 2038-08-01      | 6.0000%  | 0.0000% | $3414.00           | $118.86            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZA7009                               | 2049-05-01      | 4.5000%  | 0.0000% | $2000.00           | $216.73            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4740                               | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $122.91            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4586                               | 2044-10-01      | 4.0000%  | 0.0000% | $39000.00          | $2862.27           | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A14174 G                               | 2033-10-01      | 6.0000%  | 0.0000% | $55000.00          | $690.23            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4785                               | 2048-08-01      | 4.0000%  | 0.0000% | $52000.00          | $3889.84           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS0363                               | 2027-12-01      | 6.0000%  | 0.0000% | $29736.00          | $3.61              | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZN1093                               | 2033-11-01      | 3.5000%  | 0.0000% | $14000.00          | $3317.53           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS1105                               | 2036-06-01      | 6.0000%  | 0.0000% | $300000.00         | $1361.54           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD2067                               | 2052-08-01      | 4.0000%  | 0.0000% | $2000.00           | $1529.55           | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C75592 G                               | 2033-01-01      | 6.0000%  | 0.0000% | $53000.00          | $743.36            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C66168 G                               | 2032-04-01      | 7.0000%  | 0.0000% | $26531.00          | $99.29             | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZS7462                               | 2028-11-01      | 3.0000%  | 0.0000% | $175000.00         | $4331.51           | Agency Mortgage-Backed Securities         |
| 06.500 FGPC C64672 G                               | 2032-03-01      | 6.5000%  | 0.0000% | $1108300.00        | $694.58            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZS8636                               | 2032-01-01      | 2.5000%  | 0.0000% | $11366.00          | $1843.47           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CIZS7893                               | 2026-06-01      | 5.0000%  | 0.0000% | $43000.00          | $0.02              | Agency Mortgage-Backed Securities         |
| 08.000 FGPC C43909 G                               | 2030-10-01      | 8.0000%  | 0.0000% | $82984.00          | $155.69            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C38530 G                               | 2030-05-01      | 7.0000%  | 0.0000% | $116509.00         | $60.93             | Agency Mortgage-Backed Securities         |
| 06.500 FGPC G01443 G                               | 2032-08-01      | 6.5000%  | 0.0000% | $79400.00          | $87.08             | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G14257 G                               | 2026-10-01      | 3.5000%  | 0.0000% | $14969.00          | $42.60             | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A64067 G                               | 2037-08-01      | 6.0000%  | 0.0000% | $25690.00          | $84.79             | Agency Mortgage-Backed Securities         |
| 06.000 FGPC G01580 G                               | 2033-06-01      | 6.0000%  | 0.0000% | $101704.00         | $572.64            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZS6194                               | 2026-01-01      | 3.5000%  | 0.0000% | $66213.00          | $79.19             | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIZS6561                               | 2026-09-01      | 4.5000%  | 0.0000% | $445034.00         | $24.13             | Agency Mortgage-Backed Securities         |
| 08.500 FGPC C48569 G                               | 2031-03-01      | 8.5000%  | 0.0000% | $323808.00         | $323.05            | Agency Mortgage-Backed Securities         |
| 06.500 FGPC C01364 G                               | 2032-06-01      | 6.5000%  | 0.0000% | $374963.00         | $566.29            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZS8931                               | 2026-07-01      | 5.5000%  | 0.0000% | $63052.00          | $12.76             | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C38679 G                               | 2030-06-01      | 7.0000%  | 0.0000% | $301711.00         | $148.57            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC G01660 G                               | 2034-02-01      | 6.0000%  | 0.0000% | $18000.00          | $113.85            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C63171 G                               | 2032-01-01      | 7.0000%  | 0.0000% | $151376.00         | $1020.01           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZS7928                               | 2033-02-01      | 3.5000%  | 0.0000% | $1000.00           | $130.54            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZS8416                               | 2025-11-01      | 3.5000%  | 0.0000% | $333629.00         | $171.42            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS4762                               | 2048-04-01      | 3.0000%  | 0.0000% | $4000.00           | $612.20            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C66164 G                               | 2032-04-01      | 7.0000%  | 0.0000% | $45000.00          | $662.30            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C68917 G                               | 2032-07-01      | 6.0000%  | 0.0000% | $1560.00           | $43.18             | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C01136 G                               | 2031-02-01      | 7.0000%  | 0.0000% | $125320.00         | $62.57             | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G18579 G                               | 2030-12-01      | 3.5000%  | 0.0000% | $3000.00           | $240.25            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL937009                               | 2037-06-01      | 6.0000%  | 0.0000% | $85000.00          | $1202.00           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAD7140                               | 2040-07-01      | 5.5000%  | 0.0000% | $53808.00          | $2099.42           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY1656                               | 2055-03-01      | 6.5000%  | 0.0000% | $1008.00           | $1008.86           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL929962                               | 2038-09-01      | 6.0000%  | 0.0000% | $23000.00          | $535.53            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL933727                               | 2038-04-01      | 6.0000%  | 0.0000% | $16000.00          | $199.40            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL942283                               | 2037-08-01      | 6.0000%  | 0.0000% | $34950.00          | $425.91            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CI890802                               | 2027-01-01      | 4.5000%  | 0.0000% | $2000000.00        | $290.08            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY1402                               | 2055-04-01      | 6.0000%  | 0.0000% | $17063808.00       | $17284939.83       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL930919                               | 2039-04-01      | 4.5000%  | 0.0000% | $4000.00           | $155.37            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL911617                               | 2037-05-01      | 6.0000%  | 0.0000% | $500000.00         | $2981.13           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL928497                               | 2037-07-01      | 6.5000%  | 0.0000% | $800000.00         | $4426.58           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL986946                               | 2038-09-01      | 6.0000%  | 0.0000% | $154000.00         | $1365.28           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL903010                               | 2036-12-01      | 5.5000%  | 0.0000% | $33300.00          | $360.78            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL935039                               | 2039-03-01      | 4.5000%  | 0.0000% | $71946.00          | $3147.61           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CL932123                               | 2039-10-01      | 4.0000%  | 0.0000% | $35536.00          | $3358.24           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL932124                               | 2039-11-01      | 4.5000%  | 0.0000% | $63000.00          | $2845.91           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 JL889649                               | 2037-08-01      | 6.5000%  | 0.0000% | $1100000.00        | $4105.84           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAD5093                               | 2025-10-25      | 3.5000%  | 0.0000% | $70000.00          | $7.18              | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB5472                               | 2053-01-01      | 6.0000%  | 0.0000% | $35917312.00       | $27833570.65       | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDE4116                               | 2055-08-01      | 7.0000%  | 0.0000% | $1000.00           | $1059.62           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBU7619                               | 2051-12-01      | 4.0000%  | 0.0000% | $1000.00           | $696.98            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAD0227                               | 2034-05-01      | 5.5000%  | 0.0000% | $26000.00          | $265.34            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAD7679                               | 2040-10-01      | 3.5000%  | 0.0000% | $25056.00          | $1409.30           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL891799                               | 2036-07-01      | 6.0000%  | 0.0000% | $334495.00         | $726.61            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT929054                               | 2028-01-01      | 6.0000%  | 0.0000% | $183702.00         | $906.92            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS7423                               | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $920.56            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAD8529                               | 2040-08-01      | 4.5000%  | 0.0000% | $116000.00         | $2908.59           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL897161                               | 2036-10-01      | 6.0000%  | 0.0000% | $1131789.00        | $2195.80           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL888029                               | 2036-12-01      | 6.0000%  | 0.0000% | $750000.00         | $3793.84           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAE9743                               | 2025-12-01      | 3.5000%  | 0.0000% | $219316.00         | $73.36             | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFS2931                               | 2037-03-01      | 2.0000%  | 0.0000% | $5000.00           | $3152.08           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CKBT0972                               | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $698.26            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBQ6652                               | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $589.17            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS8874                               | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $823.24            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS8189                               | 2054-06-01      | 5.5000%  | 0.0000% | $3000.00           | $2876.79           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTBM5440                               | 2038-11-01      | 4.5000%  | 0.0000% | $9000.00           | $1534.79           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL831872                               | 2036-11-01      | 6.5000%  | 0.0000% | $4000.00           | $19.90             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBN6141                               | 2049-02-01      | 4.0000%  | 0.0000% | $11000.00          | $1310.77           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL865854                               | 2036-03-01      | 6.0000%  | 0.0000% | $349778.00         | $4262.52           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL735415                               | 2032-12-01      | 6.5000%  | 0.0000% | $270634.00         | $2365.15           | Agency Mortgage-Backed Securities         |
| FHLMC REMIC SERIES T-063       1A1    20450225 FLT | 2045-02-25      | 5.3534%  | 0.0000% | $200000.00         | $4515.06           | Agency Collateralized Mortgage Obligation |
| FNMS 04.500 CL730510                               | 2033-08-01      | 4.5000%  | 0.0000% | $89320.00          | $566.61            | Agency Mortgage-Backed Securities         |
| FNRM CL022GP R02F022                               | 2032-04-25      | 6.2500%  | 0.0000% | $64000.00          | $1595.85           | Agency Collateralized Mortgage Obligation |
| FNMS 04.000 CLBJ9169                               | 2048-05-01      | 4.0000%  | 0.0000% | $7000.00           | $720.09            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL673591                               | 2033-01-01      | 5.5000%  | 0.0000% | $38288.00          | $341.80            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL787592                               | 2034-08-01      | 6.5000%  | 0.0000% | $60000.00          | $652.04            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL810426                               | 2035-03-01      | 6.0000%  | 0.0000% | $10000.00          | $41.90             | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB2556                               | 2052-01-01      | 3.0000%  | 0.0000% | $2000.00           | $1427.62           | Agency Mortgage-Backed Securities         |
| FNRM CL057BP R02F057                               | 2032-09-25      | 6.0000%  | 0.0000% | $8000.00           | $97.13             | Agency Collateralized Mortgage Obligation |
| FNMS 02.000 CLCB3346                               | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $708.21            | Agency Mortgage-Backed Securities         |
| FNRM RC014AQ R03F014                               | 2033-03-25      | 3.5000%  | 0.0000% | $200000.00         | $235.69            | Agency Collateralized Mortgage Obligation |
| FNMS 04.500 CL776657                               | 2029-06-01      | 4.5000%  | 0.0000% | $200000.00         | $2214.72           | Agency Mortgage-Backed Securities         |
| FNRM RC064QH R01F064                               | 2031-11-25      | 6.0000%  | 0.0000% | $337000.00         | $4928.00           | Agency Collateralized Mortgage Obligation |
| FNMS 04.500 CLAU5241                               | 2044-02-01      | 4.5000%  | 0.0000% | $6165.00           | $252.38            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL526057                               | 2029-12-01      | 7.0000%  | 0.0000% | $183176.00         | $160.02            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL597418                               | 2031-09-01      | 7.0000%  | 0.0000% | $116037.00         | $175.85            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBT4813                               | 2051-07-01      | 2.5000%  | 0.0000% | $1001.00           | $463.90            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAY2974                               | 2045-05-01      | 3.5000%  | 0.0000% | $23434.00          | $2203.72           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL827953                               | 2035-05-01      | 6.0000%  | 0.0000% | $25540.00          | $406.58            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIBM1810                               | 2031-10-01      | 3.5000%  | 0.0000% | $1001.00           | $87.97             | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBU0720                               | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $642.57            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIBC5953                               | 2031-03-01      | 2.5000%  | 0.0000% | $12436.00          | $1665.03           | Agency Mortgage-Backed Securities         |
| GNII SF BG3768 C                                   | 2048-07-20      | 5.0000%  | 0.0000% | $14589456.00       | $1034633.78        | Agency Mortgage-Backed Securities         |
| GNCL CL CP2704                                     | 2067-03-15      | 5.5800%  | 0.0000% | $3511688.00        | $3684972.24        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS7065                               | 2053-03-01      | 3.0000%  | 0.0000% | $1000.00           | $779.31            | Agency Mortgage-Backed Securities         |
| GNII SF MA1285 M                                   | 2043-09-20      | 3.5000%  | 0.0000% | $391000.00         | $38247.68          | Agency Mortgage-Backed Securities         |
| GNMI SF AB8350 X                                   | 2042-10-15      | 2.5000%  | 0.0000% | $416836.00         | $47120.54          | Agency Mortgage-Backed Securities         |
| GNII SF DM3413 C                                   | 2055-09-20      | 6.0000%  | 0.0000% | $3336576.00        | $3456810.63        | Agency Mortgage-Backed Securities         |
| GNII SF MA4719 M                                   | 2047-09-20      | 3.5000%  | 0.0000% | $300000000.00      | $35376585.31       | Agency Mortgage-Backed Securities         |
| GNII SF MA4588 M                                   | 2047-07-20      | 4.5000%  | 0.0000% | $159508736.00      | $14415096.04       | Agency Mortgage-Backed Securities         |
| GNMI SF 700822 X                                   | 2038-10-15      | 6.0000%  | 0.0000% | $936877.00         | $6130.51           | Agency Mortgage-Backed Securities         |
| GNPL PN CU1269                                     | 2058-04-15      | 5.0800%  | 0.0000% | $12125340.00       | $12078237.71       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBE2974                               | 2047-01-01      | 4.0000%  | 0.0000% | $1000.00           | $200.75            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBC0605                               | 2046-02-01      | 4.0000%  | 0.0000% | $41453.00          | $4951.84           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL440738                               | 2028-12-01      | 6.0000%  | 0.0000% | $224818.00         | $104.79            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS4783                               | 2045-04-01      | 3.5000%  | 0.0000% | $22000.00          | $4302.30           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL720147                               | 2033-07-01      | 4.5000%  | 0.0000% | $272000.00         | $2382.96           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL731793                               | 2033-09-01      | 6.5000%  | 0.0000% | $120000.00         | $155.38            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                         | 2038-03-25      | 5.2205%  | 0.0000% | $700000.00         | $4022.15           | Agency Collateralized Mortgage Obligation |
| FNMS 03.500 CLAS5944                               | 2045-10-01      | 3.5000%  | 0.0000% | $29000.00          | $4788.43           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAS1665                               | 2044-02-01      | 4.5000%  | 0.0000% | $20660.00          | $277.95            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL727201                               | 2033-08-01      | 4.5000%  | 0.0000% | $243000.00         | $2160.99           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL424186                               | 2028-04-01      | 6.0000%  | 0.0000% | $1761354.00        | $31.32             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL814522                               | 2035-04-01      | 4.5000%  | 0.0000% | $117960.00         | $1610.52           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL453863                               | 2028-12-01      | 6.0000%  | 0.0000% | $590000.00         | $319.49            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL535831                               | 2031-04-01      | 6.5000%  | 0.0000% | $478440.00         | $293.94            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL456276                               | 2028-12-01      | 6.0000%  | 0.0000% | $139000.00         | $112.80            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBC1219                               | 2046-07-01      | 3.5000%  | 0.0000% | $4600000.00        | $536651.66         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAS5405                               | 2030-07-01      | 2.5000%  | 0.0000% | $6000.00           | $566.58            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL659490                               | 2033-02-01      | 6.0000%  | 0.0000% | $25000.00          | $124.13            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL313819                               | 2027-11-01      | 6.5000%  | 0.0000% | $36500.00          | $6.65              | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIBD4529                               | 2031-09-01      | 2.5000%  | 0.0000% | $4608.00           | $840.78            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS4168                               | 2044-12-01      | 4.0000%  | 0.0000% | $11000.00          | $1330.27           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAV8196                               | 2044-02-01      | 4.5000%  | 0.0000% | $13451.00          | $896.57            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL510894                               | 2031-04-01      | 6.0000%  | 0.0000% | $1002061.00        | $1042.36           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL508677                               | 2029-08-01      | 6.5000%  | 0.0000% | $280000.00         | $2441.43           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL748115                               | 2033-10-01      | 6.0000%  | 0.0000% | $400000.00         | $2727.84           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL496250                               | 2029-04-01      | 6.5000%  | 0.0000% | $200000.00         | $146.95            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAU0675                               | 2028-08-01      | 3.5000%  | 0.0000% | $55224.00          | $1154.55           | Agency Mortgage-Backed Securities         |
| FNMS 08.000 CL695533                               | 2027-06-01      | 8.0000%  | 0.0000% | $250000.00         | $744.02            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL500683                               | 2029-06-01      | 6.5000%  | 0.0000% | $300800.00         | $245.28            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAR5215                               | 2029-01-01      | 2.5000%  | 0.0000% | $14244.00          | $1651.31           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL457001                               | 2029-01-01      | 6.0000%  | 0.0000% | $507600.00         | $310.01            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL449112                               | 2028-11-01      | 6.5000%  | 0.0000% | $1041419.00        | $163.12            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAT7216                               | 2028-06-01      | 2.5000%  | 0.0000% | $23548.00          | $1160.36           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL769790                               | 2034-02-01      | 6.0000%  | 0.0000% | $1800000.00        | $3406.98           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBC1507                               | 2046-08-01      | 4.5000%  | 0.0000% | $14813.00          | $1085.74           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL484975                               | 2029-06-01      | 6.5000%  | 0.0000% | $302500.00         | $243.07            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAX3086                               | 2044-09-01      | 3.5000%  | 0.0000% | $4441.00           | $291.96            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS9829                               | 2047-06-01      | 3.5000%  | 0.0000% | $2000.00           | $208.95            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIBM5108                               | 2033-02-01      | 3.0000%  | 0.0000% | $10000.00          | $1637.77           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAZ6973                               | 2045-11-01      | 4.0000%  | 0.0000% | $48000.00          | $1786.15           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAT0442                               | 2043-03-01      | 3.0000%  | 0.0000% | $25639.00          | $3292.45           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAU0801                               | 2028-08-01      | 2.5000%  | 0.0000% | $12874.00          | $210.63            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL820242                               | 2035-07-01      | 5.0000%  | 0.0000% | $256000.00         | $3314.49           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL500293                               | 2029-06-01      | 6.5000%  | 0.0000% | $307300.00         | $476.08            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL831604                               | 2036-06-01      | 6.0000%  | 0.0000% | $34247.00          | $113.09            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL833320                               | 2035-08-01      | 4.5000%  | 0.0000% | $10001.00          | $104.73            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                         | 2032-09-25      | 4.8705%  | 0.0000% | $2500000.00        | $1143.35           | Agency Collateralized Mortgage Obligation |
| FNMS 02.500 CIBM1036                               | 2032-02-01      | 2.5000%  | 0.0000% | $2000.00           | $338.37            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAU5665                               | 2043-09-01      | 4.5000%  | 0.0000% | $24038.00          | $1982.16           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAX7350                               | 2044-11-01      | 4.5000%  | 0.0000% | $7798.00           | $461.02            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAU7325                               | 2028-09-01      | 3.5000%  | 0.0000% | $39744.00          | $565.32            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL649879                               | 2032-09-01      | 6.0000%  | 0.0000% | $3491790.00        | $1479.51           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL649812                               | 2032-06-01      | 6.5000%  | 0.0000% | $51000.00          | $48.29             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAU7552                               | 2028-10-01      | 3.5000%  | 0.0000% | $12000.00          | $222.43            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIBE2322                               | 2032-01-01      | 2.5000%  | 0.0000% | $9275.00           | $1497.02           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL661968                               | 2032-10-01      | 6.5000%  | 0.0000% | $122806.00         | $425.24            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAU8780                               | 2028-10-01      | 2.5000%  | 0.0000% | $4384.00           | $283.61            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAW0715                               | 2044-03-01      | 3.5000%  | 0.0000% | $7432.00           | $1383.05           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAU7258                               | 2043-10-01      | 3.5000%  | 0.0000% | $1000.00           | $178.72            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAY4301                               | 2044-12-01      | 4.0000%  | 0.0000% | $1600.00           | $410.39            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL535136                               | 2029-10-01      | 6.0000%  | 0.0000% | $8000.00           | $7.36              | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL479081                               | 2029-01-01      | 6.0000%  | 0.0000% | $1352134.00        | $939.31            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAX9172                               | 2045-01-01      | 3.5000%  | 0.0000% | $1257.00           | $90.79             | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBE0531                               | 2046-11-01      | 3.0000%  | 0.0000% | $3000.00           | $216.44            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL648004                               | 2032-06-01      | 6.5000%  | 0.0000% | $189100.00         | $89.42             | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL648385                               | 2031-10-01      | 7.0000%  | 0.0000% | $209000.00         | $2241.17           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAW3613                               | 2044-06-01      | 3.5000%  | 0.0000% | $6953.00           | $479.13            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIBM1400                               | 2029-04-01      | 3.5000%  | 0.0000% | $14000.00          | $1277.07           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBP9638                               | 2050-06-01      | 3.0000%  | 0.0000% | $2000.00           | $602.44            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL704869                               | 2033-01-01      | 5.5000%  | 0.0000% | $129372.00         | $158.27            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAX7183                               | 2029-11-01      | 2.5000%  | 0.0000% | $7511.00           | $116.32            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBH9277                               | 2048-02-01      | 3.5000%  | 0.0000% | $29000.00          | $4439.59           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAW9522                               | 2045-02-01      | 3.5000%  | 0.0000% | $50148.00          | $4639.20           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL670405                               | 2032-07-01      | 6.5000%  | 0.0000% | $248622.00         | $243.24            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAS8195                               | 2031-10-01      | 2.5000%  | 0.0000% | $16003.00          | $2224.26           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL772103                               | 2033-09-01      | 6.0000%  | 0.0000% | $1049028.00        | $3683.37           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAV0663                               | 2043-12-01      | 4.5000%  | 0.0000% | $13867.00          | $733.78            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBP9638                               | 2050-06-01      | 3.0000%  | 0.0000% | $1000.00           | $301.22            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIBJ3940                               | 2032-12-01      | 2.5000%  | 0.0000% | $12762.00          | $1196.58           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAS9316                               | 2032-03-01      | 2.5000%  | 0.0000% | $13646.00          | $2200.53           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL720735                               | 2033-07-01      | 5.5000%  | 0.0000% | $201807.00         | $1618.38           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAU2394                               | 2029-05-01      | 2.5000%  | 0.0000% | $17183.00          | $489.18            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAW1544                               | 2029-03-01      | 4.0000%  | 0.0000% | $20000.00          | $661.83            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL651463                               | 2032-07-01      | 6.5000%  | 0.0000% | $108956.00         | $628.47            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2026-05-15      | 5.0000%  | 0.0000% | $25000.00          | $30.12             | Agency Collateralized Mortgage Obligation |
| FNMS 04.000 CLAU0080                               | 2043-09-01      | 4.0000%  | 0.0000% | $61468.00          | $4016.85           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBH0304                               | 2047-04-01      | 4.5000%  | 0.0000% | $19415.00          | $1012.78           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBE6503                               | 2047-01-01      | 4.5000%  | 0.0000% | $30000.00          | $397.58            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAZ1870                               | 2045-06-01      | 4.0000%  | 0.0000% | $5000.00           | $917.93            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAW5199                               | 2044-05-01      | 3.5000%  | 0.0000% | $17088.00          | $2424.69           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL751182                               | 2034-03-01      | 5.5000%  | 0.0000% | $150000.00         | $4775.35           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAE6620                               | 2025-10-25      | 4.0000%  | 0.0000% | $3000000.00        | $625.53            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4129                               | 2052-07-01      | 4.5000%  | 0.0000% | $3000.00           | $2329.83           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAD3650                               | 2040-03-01      | 5.0000%  | 0.0000% | $48000.00          | $1714.93           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAE0949                               | 2041-02-01      | 4.0000%  | 0.0000% | $8000.00           | $402.01            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAE5143                               | 2040-11-01      | 4.0000%  | 0.0000% | $50000.00          | $2840.92           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CV890615                               | 2029-06-01      | 4.0000%  | 0.0000% | $96000.00          | $4437.11           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB3510                               | 2052-05-01      | 4.0000%  | 0.0000% | $1040.00           | $757.56            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLAD0130                               | 2039-08-01      | 6.5000%  | 0.0000% | $380220.00         | $4170.75           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAD0440                               | 2039-10-01      | 6.0000%  | 0.0000% | $43000.00          | $786.34            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB4036                               | 2052-07-01      | 5.0000%  | 0.0000% | $6000.00           | $4535.68           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS2050                               | 2051-02-01      | 4.0000%  | 0.0000% | $5000.00           | $3255.95           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CICB1488                               | 2036-08-01      | 3.5000%  | 0.0000% | $3800.00           | $1605.90           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBM4024                               | 2048-05-01      | 3.5000%  | 0.0000% | $1125.00           | $362.85            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CICB1489                               | 2036-08-01      | 3.5000%  | 0.0000% | $2534.00           | $1564.44           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD0281                               | 2055-01-01      | 5.5000%  | 0.0000% | $3470.00           | $3374.71           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBH1172                               | 2047-05-01      | 4.5000%  | 0.0000% | $1000.00           | $192.02            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA8606                               | 2051-01-01      | 2.5000%  | 0.0000% | $24429216.00       | $14123388.47       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBJ0632                               | 2048-03-01      | 4.0000%  | 0.0000% | $11000.00          | $1482.31           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFS1163                               | 2037-01-01      | 3.5000%  | 0.0000% | $5000.00           | $2478.57           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS0631                               | 2052-02-01      | 3.0000%  | 0.0000% | $4000.00           | $2646.36           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CICB1492                               | 2036-08-01      | 3.5000%  | 0.0000% | $2519.00           | $1280.71           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBK1168                               | 2048-08-01      | 5.0000%  | 0.0000% | $21000.00          | $2631.08           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBK0677                               | 2050-02-01      | 3.0000%  | 0.0000% | $21000.00          | $3546.36           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBM1277                               | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $189.70            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAE8870                               | 2040-11-01      | 4.5000%  | 0.0000% | $2927.00           | $45.31             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAE1658                               | 2040-08-01      | 4.5000%  | 0.0000% | $14632.00          | $178.63            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB5693                               | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $767.79            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAE2873                               | 2040-08-01      | 4.5000%  | 0.0000% | $57219.00          | $2107.07           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAD6895                               | 2040-06-01      | 4.5000%  | 0.0000% | $5472.00           | $187.03            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CTAD0756                               | 2028-11-01      | 6.5000%  | 0.0000% | $2000000.00        | $2688.09           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY6467                               | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.34           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQY3450                               | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $983.26            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA3936                               | 2050-02-01      | 2.5000%  | 0.0000% | $9000.00           | $2035.68           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4079                               | 2050-07-01      | 3.0000%  | 0.0000% | $16000.00          | $4586.25           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA3898                               | 2035-01-01      | 3.5000%  | 0.0000% | $11000.00          | $1587.45           | Agency Mortgage-Backed Securities         |
| GNII SF MA8488 M                                   | 2052-12-20      | 4.0000%  | 0.0000% | $342806.00         | $273123.36         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIFS3713                               | 2036-12-01      | 2.5000%  | 0.0000% | $1000.00           | $613.53            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3637                               | 2049-04-01      | 3.5000%  | 0.0000% | $29000.00          | $2220.94           | Agency Mortgage-Backed Securities         |
| GNPL PN DF4296                                     | 2060-05-15      | 5.3900%  | 0.0000% | $11122200.00       | $11514218.53       | Agency Mortgage-Backed Securities         |
| GNII SF MA7474 M                                   | 2051-07-20      | 3.5000%  | 0.0000% | $70868736.00       | $37387812.32       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0328                               | 2055-02-01      | 6.0000%  | 0.0000% | $21413088.00       | $20718725.22       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ4060                               | 2055-09-01      | 6.5000%  | 0.0000% | $1213808.00        | $1270298.76        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL0810                               | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $986.88            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3663                               | 2049-05-01      | 3.5000%  | 0.0000% | $4000.00           | $299.73            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3992                               | 2050-04-01      | 3.5000%  | 0.0000% | $15000.00          | $2448.19           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIMA3985                               | 2035-04-01      | 3.0000%  | 0.0000% | $11000.00          | $1992.94           | Agency Mortgage-Backed Securities         |
| GNII SF MA9306 M                                   | 2053-10-20      | 6.0000%  | 0.0000% | $50000000.00       | $34114197.59       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA1658                               | 2028-10-01      | 3.5000%  | 0.0000% | $4000.00           | $172.72            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3548                               | 2048-12-01      | 3.5000%  | 0.0000% | $8000.00           | $686.35            | Agency Mortgage-Backed Securities         |
| GNPL PN CP7220                                     | 2057-10-15      | 4.1200%  | 0.0000% | $1250000.00        | $1166532.40        | Agency Mortgage-Backed Securities         |
| GNII SF 004026 M                                   | 2037-09-20      | 5.0000%  | 0.0000% | $1000000.00        | $15849.59          | Agency Mortgage-Backed Securities         |
| GNII SF MA8487 M                                   | 2052-11-20      | 3.5000%  | 0.0000% | $30000.00          | $22597.17          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL985462                               | 2038-07-01      | 6.0000%  | 0.0000% | $3249850.00        | $3006.30           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL2008                               | 2055-06-01      | 6.5000%  | 0.0000% | $44682304.00       | $44982267.77       | Agency Mortgage-Backed Securities         |
| GNCL CL CR8823                                     | 2064-10-15      | 5.3400%  | 0.0000% | $1224646.00        | $1226415.21        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL995654                               | 2039-02-01      | 6.0000%  | 0.0000% | $9000.00           | $100.65            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAA2139                               | 2039-01-01      | 5.0000%  | 0.0000% | $39433.00          | $296.24            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL966347                               | 2037-12-01      | 6.0000%  | 0.0000% | $106000.00         | $1502.53           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSL1622                               | 2052-05-01      | 3.5000%  | 0.0000% | $11966384.00       | $10918193.35       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAB4036                               | 2026-12-01      | 3.5000%  | 0.0000% | $436206.00         | $4977.96           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAA0653                               | 2038-12-01      | 5.0000%  | 0.0000% | $311660.00         | $2111.18           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ4831                               | 2055-09-01      | 6.0000%  | 0.0000% | $1024.00           | $1075.26           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA3219                               | 2032-12-01      | 3.5000%  | 0.0000% | $1000.00           | $126.01            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIMA2845                               | 2031-12-01      | 2.0000%  | 0.0000% | $26000.00          | $4327.63           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA1316                               | 2042-12-01      | 2.5000%  | 0.0000% | $15028.00          | $2742.91           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CTMA0494                               | 2030-08-01      | 5.0000%  | 0.0000% | $67000.00          | $1555.65           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3148                               | 2047-10-01      | 3.5000%  | 0.0000% | $15000.00          | $1811.86           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM6063                               | 2051-02-01      | 3.0000%  | 0.0000% | $6000.00           | $3220.18           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAD6378                               | 2040-05-01      | 5.5000%  | 0.0000% | $3000.00           | $195.68            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM9088                               | 2035-06-01      | 3.5000%  | 0.0000% | $5000.00           | $2136.34           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB3104                               | 2052-03-01      | 2.5000%  | 0.0000% | $2000.00           | $1321.50           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4700                               | 2052-08-01      | 4.0000%  | 0.0000% | $6000.00           | $4665.13           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM7877                               | 2036-03-01      | 3.5000%  | 0.0000% | $3000.00           | $1162.72           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA4028                               | 2035-05-01      | 3.5000%  | 0.0000% | $7000.00           | $1504.50           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3835                               | 2049-11-01      | 3.5000%  | 0.0000% | $5000.00           | $631.38            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIFM1418                               | 2034-09-01      | 4.0000%  | 0.0000% | $2236.00           | $219.44            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5027                               | 2053-05-01      | 4.0000%  | 0.0000% | $5000.00           | $4155.18           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRJ4656                               | 2055-07-01      | 4.0000%  | 0.0000% | $2117680.00        | $2012544.14        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB3744                               | 2052-03-01      | 2.5000%  | 0.0000% | $1485.00           | $1057.99           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB4157                               | 2052-07-01      | 4.0000%  | 0.0000% | $4627.00           | $3695.90           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM7879                               | 2035-05-01      | 3.5000%  | 0.0000% | $2000.00           | $595.24            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM3098                               | 2030-08-01      | 3.5000%  | 0.0000% | $96000.00          | $1167.28           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CICB1490                               | 2036-08-01      | 3.5000%  | 0.0000% | $2652.00           | $1439.49           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIFM1810                               | 2034-04-01      | 4.0000%  | 0.0000% | $10000.00          | $1622.74           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM1367                               | 2049-08-01      | 3.5000%  | 0.0000% | $3000.00           | $270.16            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CICB1233                               | 2036-07-01      | 3.5000%  | 0.0000% | $5030.00           | $2297.11           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIBC0732                               | 2031-03-01      | 3.0000%  | 0.0000% | $55827.00          | $2361.91           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDE3427                               | 2055-06-01      | 7.0000%  | 0.0000% | $1000.00           | $1052.43           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM7745                               | 2034-10-01      | 3.5000%  | 0.0000% | $13000.00          | $4572.62           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIBC2629                               | 2031-11-01      | 2.5000%  | 0.0000% | $24329.00          | $3927.71           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIBC9040                               | 2031-11-01      | 2.0000%  | 0.0000% | $33000.00          | $4925.36           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA2190                               | 2048-08-01      | 4.0000%  | 0.0000% | $2000.00           | $153.46            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFM5893                               | 2050-08-01      | 5.0000%  | 0.0000% | $9000.00           | $3255.15           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4210                               | 2050-12-01      | 2.5000%  | 0.0000% | $2000.00           | $913.67            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBP1932                               | 2050-04-01      | 3.0000%  | 0.0000% | $14000.00          | $4060.35           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4804                               | 2052-11-01      | 4.0000%  | 0.0000% | $5000.00           | $4040.49           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIBN3975                               | 2034-01-01      | 3.0000%  | 0.0000% | $12000.00          | $1347.75           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5135                               | 2053-09-01      | 4.0000%  | 0.0000% | $5000.00           | $4230.54           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB0912                               | 2051-07-01      | 3.0000%  | 0.0000% | $66515200.00       | $46090866.68       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBQ3700                               | 2050-09-01      | 3.0000%  | 0.0000% | $13417.00          | $4954.74           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL3761                               | 2042-09-01      | 3.5000%  | 0.0000% | $8378.00           | $1409.17           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8406                               | 2054-01-01      | 4.0000%  | 0.0000% | $4000.00           | $3446.50           | Agency Mortgage-Backed Securities         |
| 08.500 FGPC C39511 G                               | 2030-06-01      | 8.5000%  | 0.0000% | $989806.00         | $1649.81           | Agency Mortgage-Backed Securities         |
| 03.000 FGPC T61610 G                               | 2043-06-01      | 3.0000%  | 0.0000% | $50647.00          | $1125.23           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8484                               | 2054-11-01      | 4.0000%  | 0.0000% | $2000.00           | $1823.94           | Agency Mortgage-Backed Securities         |
| 02.500 FGPC J20129 G                               | 2027-08-01      | 2.5000%  | 0.0000% | $1000.00           | $22.08             | Agency Mortgage-Backed Securities         |
| 08.500 FGPC C39584 G                               | 2030-07-01      | 8.5000%  | 0.0000% | $765000.00         | $3079.94           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI4909                               | 2036-06-01      | 6.0000%  | 0.0000% | $730000.00         | $3167.44           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS4142                               | 2034-10-01      | 5.0000%  | 0.0000% | $50000.00          | $549.11            | Agency Mortgage-Backed Securities         |
| 08.000 FGPC C37710 G                               | 2030-04-01      | 8.0000%  | 0.0000% | $731912.00         | $2138.90           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZJ9152                               | 2027-02-01      | 5.5000%  | 0.0000% | $3136722.00        | $4999.62           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS1358                               | 2037-04-01      | 4.5000%  | 0.0000% | $301134.00         | $4584.04           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C24260 G                               | 2029-04-01      | 7.0000%  | 0.0000% | $25000.00          | $47.24             | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZK3778                               | 2026-12-01      | 3.5000%  | 0.0000% | $84251.00          | $641.19            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4652                               | 2046-02-01      | 4.0000%  | 0.0000% | $27000.00          | $2617.34           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C57764 G                               | 2031-09-01      | 7.0000%  | 0.0000% | $53643.00          | $32.94             | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C01166 G                               | 2031-04-01      | 6.0000%  | 0.0000% | $30653.00          | $32.44             | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZS6739                               | 2026-10-01      | 3.5000%  | 0.0000% | $112000.00         | $561.34            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM6217                               | 2048-04-01      | 4.0000%  | 0.0000% | $21000.00          | $3486.86           | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C15584 G                               | 2028-09-01      | 6.0000%  | 0.0000% | $62913.00          | $78.67             | Agency Mortgage-Backed Securities         |
| 03.500 FGPC J15183 G                               | 2026-05-01      | 3.5000%  | 0.0000% | $24100.00          | $31.84             | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZK7276                               | 2030-05-01      | 2.5000%  | 0.0000% | $24463.00          | $2424.87           | Agency Mortgage-Backed Securities         |
| 09.000 FGPC C40893 G                               | 2030-07-01      | 9.0000%  | 0.0000% | $210000.00         | $2325.24           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI9471                               | 2039-12-01      | 4.5000%  | 0.0000% | $43000.00          | $2939.52           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZJ9265                               | 2027-12-01      | 5.5000%  | 0.0000% | $11795582.00       | $2238.33           | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C01383 G                               | 2032-07-01      | 6.0000%  | 0.0000% | $344414.00         | $751.22            | Agency Mortgage-Backed Securities         |
| 06.500 FGPC C12662 G                               | 2028-07-01      | 6.5000%  | 0.0000% | $18890.00          | $3.98              | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS4754                               | 2048-02-01      | 3.0000%  | 0.0000% | $21000.00          | $2948.36           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS3095                               | 2040-05-01      | 6.0000%  | 0.0000% | $115202.00         | $1256.55           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZJ6588                               | 2032-11-01      | 5.5000%  | 0.0000% | $26000.00          | $80.47             | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI7996                               | 2038-08-01      | 6.0000%  | 0.0000% | $30000.00          | $412.38            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI6391                               | 2037-08-01      | 6.0000%  | 0.0000% | $100000.00         | $689.79            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZK3882                               | 2027-02-01      | 3.5000%  | 0.0000% | $69000.00          | $324.52            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS1030                               | 2035-07-01      | 4.5000%  | 0.0000% | $56995.00          | $567.00            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C01120 G                               | 2031-01-01      | 7.0000%  | 0.0000% | $57000.00          | $17.16             | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS2117                               | 2038-04-01      | 5.0000%  | 0.0000% | $200000.00         | $4347.13           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZI9436                               | 2039-11-01      | 4.0000%  | 0.0000% | $44714.00          | $1437.16           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC H09059 G                               | 2037-08-01      | 7.0000%  | 0.0000% | $295000.00         | $825.72            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI7982                               | 2038-08-01      | 6.0000%  | 0.0000% | $337891.00         | $4489.36           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZI3847                               | 2035-11-01      | 5.5000%  | 0.0000% | $100000.00         | $826.84            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C00644 G                               | 2028-08-01      | 6.0000%  | 0.0000% | $480000.00         | $316.29            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTZS8889                               | 2028-11-01      | 5.0000%  | 0.0000% | $369827.00         | $1154.75           | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A17241 G                               | 2033-12-01      | 6.0000%  | 0.0000% | $29773.00          | $201.02            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G01501 G                               | 2032-09-01      | 7.0000%  | 0.0000% | $57692.00          | $222.65            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZJ6481                               | 2032-04-01      | 6.5000%  | 0.0000% | $1044482.00        | $1152.96           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI8703                               | 2039-04-01      | 5.0000%  | 0.0000% | $156000.00         | $1406.65           | Agency Mortgage-Backed Securities         |
| 06.000 FGPC G00951 G                               | 2028-07-01      | 6.0000%  | 0.0000% | $130000.00         | $77.13             | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C68290 G                               | 2032-06-01      | 7.0000%  | 0.0000% | $252250.00         | $2278.08           | Agency Mortgage-Backed Securities         |
| 06.500 FGPC C66957 G                               | 2032-05-01      | 6.5000%  | 0.0000% | $595944.00         | $133.82            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZJ5581                               | 2032-01-01      | 5.5000%  | 0.0000% | $2216000.00        | $2582.45           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI3182                               | 2035-04-01      | 5.0000%  | 0.0000% | $90766.00          | $1386.54           | Agency Mortgage-Backed Securities         |
| 06.000 FGPC G01800 G                               | 2035-01-01      | 6.0000%  | 0.0000% | $14000.00          | $73.76             | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZJ1210                               | 2041-02-01      | 5.0000%  | 0.0000% | $21699.00          | $3917.73           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL2669                               | 2042-02-01      | 3.5000%  | 0.0000% | $20000.00          | $670.43            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZK2786                               | 2025-12-01      | 3.5000%  | 0.0000% | $630636.00         | $441.73            | Agency Mortgage-Backed Securities         |
| 06.500 FGPC G01433 G                               | 2032-07-01      | 6.5000%  | 0.0000% | $332400.00         | $275.82            | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G20032 G                               | 2037-12-01      | 5.5000%  | 0.0000% | $3629.00           | $162.66            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZK7528                               | 2030-07-01      | 2.5000%  | 0.0000% | $10000.00          | $1048.63           | Agency Mortgage-Backed Securities         |
| 06.000 FGPC G00433 G                               | 2026-01-01      | 6.0000%  | 0.0000% | $1100000.00        | $93.02             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZI3725                               | 2035-05-01      | 5.5000%  | 0.0000% | $640419.00         | $4012.32           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI4593                               | 2035-09-01      | 4.5000%  | 0.0000% | $26000.00          | $190.38            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZK7606                               | 2030-08-01      | 2.5000%  | 0.0000% | $5469.00           | $419.05            | Agency Mortgage-Backed Securities         |
| 08.000 FGPC C28141 G                               | 2028-09-01      | 8.0000%  | 0.0000% | $150905.00         | $73.42             | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL2350                               | 2041-11-01      | 3.5000%  | 0.0000% | $14000.00          | $800.51            | Agency Mortgage-Backed Securities         |
| 02.000 FGPC J23434 G                               | 2028-04-01      | 2.0000%  | 0.0000% | $1000000.00        | $50188.56          | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C68004 G                               | 2032-06-01      | 7.0000%  | 0.0000% | $598134.00         | $3793.39           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL5636                               | 2043-04-01      | 3.5000%  | 0.0000% | $8335.00           | $816.80            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G01317 G                               | 2031-10-01      | 7.0000%  | 0.0000% | $571095.00         | $229.86            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM6457                               | 2048-05-01      | 3.5000%  | 0.0000% | $83823.00          | $4050.12           | Agency Mortgage-Backed Securities         |
| 08.500 FGPC C35676 G                               | 2030-01-01      | 8.5000%  | 0.0000% | $1824000.00        | $1139.25           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI8000                               | 2038-08-01      | 6.0000%  | 0.0000% | $1000.00           | $9.81              | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CTZL0249                               | 2037-03-01      | 4.0000%  | 0.0000% | $26000.00          | $4572.44           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD0520                               | 2050-12-01      | 4.0000%  | 0.0000% | $1000.00           | $371.40            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS9926                               | 2046-09-01      | 4.5000%  | 0.0000% | $24782.00          | $3532.79           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZS8906                               | 2029-01-01      | 6.0000%  | 0.0000% | $187090.00         | $993.58            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL3106                               | 2042-05-01      | 3.5000%  | 0.0000% | $8000.00           | $1048.98           | Agency Mortgage-Backed Securities         |
| 02.000 FGPC J32659 G                               | 2030-09-01      | 2.0000%  | 0.0000% | $6833.00           | $1034.72           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS4356                               | 2038-11-01      | 5.5000%  | 0.0000% | $108533.00         | $540.35            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZA0567                               | 2028-12-01      | 6.0000%  | 0.0000% | $567777.00         | $363.43            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C57485 G                               | 2031-08-01      | 7.0000%  | 0.0000% | $50070.00          | $58.36             | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZS8914                               | 2027-12-01      | 6.0000%  | 0.0000% | $195791.00         | $858.93            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8002                               | 2049-07-01      | 4.5000%  | 0.0000% | $1000.00           | $110.45            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8045                               | 2050-02-01      | 3.5000%  | 0.0000% | $10000.00          | $1458.45           | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQH7191                               | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $723.23            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8107                               | 2050-11-01      | 2.5000%  | 0.0000% | $6000.00           | $2618.59           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD2756                               | 2053-05-01      | 5.5000%  | 0.0000% | $1010.00           | $825.48            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD3362                               | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $716.71            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8002                               | 2049-07-01      | 4.5000%  | 0.0000% | $2000.00           | $220.90            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD7525                               | 2050-10-01      | 2.5000%  | 0.0000% | $1000.00           | $501.01            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8191                               | 2052-01-01      | 3.5000%  | 0.0000% | $3000.00           | $1794.86           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8046                               | 2050-02-01      | 4.0000%  | 0.0000% | $19000.00          | $2442.87           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD2390                               | 2053-03-01      | 5.0000%  | 0.0000% | $3000.00           | $2430.67           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 ZT310184                               | 2026-01-01      | 5.5000%  | 0.0000% | $228655.00         | $9.68              | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT255970                               | 2025-10-25      | 6.0000%  | 0.0000% | $787967.00         | $22.38             | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL323705                               | 2029-04-01      | 7.5000%  | 0.0000% | $1250000.00        | $457.27            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CTAL8209                               | 2028-11-01      | 6.0000%  | 0.0000% | $225191.00         | $1397.21           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAS9490                               | 2047-04-01      | 4.5000%  | 0.0000% | $22000.00          | $2131.65           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAU0992                               | 2043-09-01      | 4.5000%  | 0.0000% | $3033.00           | $152.94            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL250641                               | 2026-08-01      | 7.5000%  | 0.0000% | $133358.00         | $6.53              | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAV6368                               | 2029-01-01      | 3.5000%  | 0.0000% | $189000.00         | $4213.19           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAV5119                               | 2029-01-01      | 2.5000%  | 0.0000% | $11066.00          | $319.68            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL253796                               | 2031-04-01      | 7.5000%  | 0.0000% | $1602329.00        | $150.48            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT256752                               | 2027-06-01      | 6.0000%  | 0.0000% | $35000.00          | $121.37            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CT256653                               | 2027-03-01      | 6.5000%  | 0.0000% | $1583003.00        | $1855.95           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL252569                               | 2029-06-01      | 6.0000%  | 0.0000% | $5000.00           | $8.35              | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL254092                               | 2031-12-01      | 6.5000%  | 0.0000% | $92799.00          | $148.47            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT255994                               | 2025-11-01      | 5.5000%  | 0.0000% | $1125000.00        | $64.97             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAL6442                               | 2039-10-01      | 6.0000%  | 0.0000% | $12000.00          | $1249.94           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAU4422                               | 2028-10-01      | 2.5000%  | 0.0000% | $1695.00           | $99.58             | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIAT6440                               | 2028-06-01      | 2.0000%  | 0.0000% | $22947.00          | $1310.01           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS6675                               | 2046-02-01      | 4.0000%  | 0.0000% | $35000.00          | $3281.78           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CT256126                               | 2026-01-01      | 6.5000%  | 0.0000% | $64644.00          | $18.33             | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8269                               | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $176.10            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL6206                               | 2028-06-01      | 3.5000%  | 0.0000% | $64000.00          | $743.23            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT256852                               | 2027-08-01      | 6.0000%  | 0.0000% | $255000.00         | $767.05            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL255741                               | 2035-05-01      | 6.0000%  | 0.0000% | $20351.00          | $239.05            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 NP256178                               | 2036-03-01      | 6.0000%  | 0.0000% | $820000.00         | $1629.86           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAQ4712                               | 2027-11-01      | 3.5000%  | 0.0000% | $103964.00         | $2107.05           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIBE7150                               | 2032-02-01      | 3.5000%  | 0.0000% | $36000.00          | $3608.09           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS7155                               | 2046-05-01      | 3.0000%  | 0.0000% | $1000.00           | $141.75            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBY0448                               | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $919.70            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBA6972                               | 2046-03-01      | 4.0000%  | 0.0000% | $49023.00          | $4260.34           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAP5118                               | 2042-09-01      | 3.5000%  | 0.0000% | $11088.00          | $1948.82           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIBC2628                               | 2031-11-01      | 2.5000%  | 0.0000% | $8305.00           | $1583.64           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAP5205                               | 2027-09-01      | 2.5000%  | 0.0000% | $173000.00         | $4361.19           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAR4150                               | 2043-02-01      | 3.0000%  | 0.0000% | $25086.00          | $4663.15           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS6408                               | 2046-01-01      | 3.5000%  | 0.0000% | $16000.00          | $1752.75           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIBE3634                               | 2032-05-01      | 4.0000%  | 0.0000% | $18000.00          | $618.42            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE2380                               | 2055-06-01      | 5.5000%  | 0.0000% | $1053.00           | $1075.30           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIBM1791                               | 2032-06-01      | 3.0000%  | 0.0000% | $27718.00          | $4861.97           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTAR9642                               | 2033-04-01      | 3.0000%  | 0.0000% | $1037.00           | $119.36            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM3386                               | 2034-07-01      | 3.5000%  | 0.0000% | $30000.00          | $3496.10           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS5942                               | 2045-10-01      | 4.0000%  | 0.0000% | $50000.00          | $4720.24           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLAT2297                               | 2043-03-01      | 2.5000%  | 0.0000% | $1125.00           | $305.23            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAS0012                               | 2028-07-01      | 3.5000%  | 0.0000% | $18000.00          | $634.41            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAS7320                               | 2031-06-01      | 2.5000%  | 0.0000% | $21334.00          | $3014.40           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBJ5940                               | 2048-05-01      | 4.0000%  | 0.0000% | $12000.00          | $3045.93           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZJ6948                               | 2033-03-01      | 6.0000%  | 0.0000% | $1024835.00        | $1748.84           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZJ0546                               | 2040-10-01      | 4.0000%  | 0.0000% | $1345.00           | $57.68             | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZK3536                               | 2026-09-01      | 3.5000%  | 0.0000% | $490324.00         | $3638.89           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZI8828                               | 2033-01-01      | 5.5000%  | 0.0000% | $346541.00         | $2355.42           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C57765 G                               | 2031-09-01      | 7.0000%  | 0.0000% | $469492.00         | $414.00            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C01188 G                               | 2031-06-01      | 7.0000%  | 0.0000% | $300634.00         | $182.61            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZK3510                               | 2026-09-01      | 3.5000%  | 0.0000% | $8000.00           | $23.05             | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQI3534                               | 2054-04-01      | 5.0000%  | 0.0000% | $1008.00           | $963.50            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL1561                               | 2027-04-01      | 3.5000%  | 0.0000% | $103656.00         | $183.40            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA2319                               | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $371.90            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL626504                               | 2032-01-01      | 6.0000%  | 0.0000% | $51930.00          | $1246.03           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL629303                               | 2032-02-01      | 6.0000%  | 0.0000% | $77750.00          | $157.12            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM2231                               | 2046-11-01      | 4.5000%  | 0.0000% | $1821.00           | $401.13            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZI8073                               | 2038-09-01      | 5.5000%  | 0.0000% | $150000.00         | $4422.35           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZJ5522                               | 2031-12-01      | 5.0000%  | 0.0000% | $950000.00         | $3682.24           | Agency Mortgage-Backed Securities         |
| 07.500 FGPC C68825 G                               | 2032-07-01      | 7.5000%  | 0.0000% | $1322732.00        | $4310.18           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI5750                               | 2036-12-01      | 6.0000%  | 0.0000% | $350000.00         | $1797.84           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI1904                               | 2034-05-01      | 5.0000%  | 0.0000% | $260000.00         | $1431.68           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF6931                               | 2053-02-01      | 5.0000%  | 0.0000% | $1024.00           | $843.31            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAH3613                               | 2026-01-01      | 3.5000%  | 0.0000% | $69000.00          | $100.18            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAK6544                               | 2027-04-01      | 3.0000%  | 0.0000% | $100000.00         | $1949.06           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAL3195                               | 2028-03-01      | 2.5000%  | 0.0000% | $1000.00           | $42.42             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAI1969                               | 2041-05-01      | 4.5000%  | 0.0000% | $10000.00          | $905.00            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAL0784                               | 2040-07-01      | 6.0000%  | 0.0000% | $1934000.00        | $51937.69          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIQO0746                               | 2037-08-01      | 4.5000%  | 0.0000% | $2078.00           | $1252.95           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL606799                               | 2031-10-01      | 7.0000%  | 0.0000% | $123741.00         | $667.15            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL614978                               | 2031-12-01      | 7.0000%  | 0.0000% | $111000.00         | $581.51            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQB9482                               | 2051-03-01      | 2.0000%  | 0.0000% | $2210552.00        | $1107277.56        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA3935                               | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $491.22            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL639625                               | 2032-02-01      | 6.0000%  | 0.0000% | $23585.00          | $744.99            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL596270                               | 2031-08-01      | 7.5000%  | 0.0000% | $876866.00         | $2810.16           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL579458                               | 2031-04-01      | 6.5000%  | 0.0000% | $747626.00         | $654.91            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL0822                               | 2041-10-01      | 4.5000%  | 0.0000% | $55000.00          | $4504.33           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF0409                               | 2052-09-01      | 5.0000%  | 0.0000% | $4003.00           | $3545.24           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL571949                               | 2031-07-01      | 6.5000%  | 0.0000% | $256700.00         | $183.95            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTAL1443                               | 2029-10-01      | 5.5000%  | 0.0000% | $280558.00         | $1388.22           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAH4068                               | 2041-02-01      | 4.5000%  | 0.0000% | $5429.00           | $195.00            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAJ6086                               | 2026-12-01      | 3.0000%  | 0.0000% | $500000.00         | $4645.00           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL602454                               | 2031-09-01      | 6.5000%  | 0.0000% | $395500.00         | $1658.77           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQA8274                               | 2050-03-01      | 3.5000%  | 0.0000% | $12000.00          | $2479.97           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAH1983                               | 2040-12-01      | 4.0000%  | 0.0000% | $48948.00          | $2639.15           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAL1489                               | 2042-02-01      | 3.5000%  | 0.0000% | $20000.00          | $2437.96           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE4965                               | 2052-06-01      | 5.0000%  | 0.0000% | $2635.00           | $2323.58           | Agency Mortgage-Backed Securities         |
| GNII SF DH4863 C                                   | 2055-06-20      | 6.5000%  | 0.0000% | $1547650.00        | $1612851.98        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA4215                               | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $568.04            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8157                               | 2051-07-01      | 3.0000%  | 0.0000% | $9000.00           | $4741.45           | Agency Mortgage-Backed Securities         |
| 04.500 FGPC G30761 G                               | 2034-04-01      | 4.5000%  | 0.0000% | $1000.00           | $61.42             | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8505                               | 2055-02-01      | 5.0000%  | 0.0000% | $1024.00           | $975.60            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8168                               | 2051-09-01      | 3.0000%  | 0.0000% | $1000.00           | $569.76            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD7504                               | 2049-08-01      | 3.5000%  | 0.0000% | $1084000.00        | $202569.13         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8201                               | 2052-03-01      | 3.0000%  | 0.0000% | $3000.00           | $2035.27           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8304                               | 2053-03-01      | 3.5000%  | 0.0000% | $2000.00           | $1606.95           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7522                               | 2052-06-01      | 4.5000%  | 0.0000% | $1000.00           | $717.50            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA6136                               | 2051-10-01      | 2.5000%  | 0.0000% | $6000.00           | $4283.69           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQF8469                               | 2053-03-01      | 6.5000%  | 0.0000% | $1000.00           | $704.36            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL5369                               | 2044-05-01      | 4.5000%  | 0.0000% | $1000.00           | $40.27             | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL252806                               | 2029-10-01      | 7.5000%  | 0.0000% | $3535632.00        | $2669.10           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL253894                               | 2031-07-01      | 6.5000%  | 0.0000% | $134615.00         | $107.00            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8063                               | 2050-05-01      | 3.5000%  | 0.0000% | $1000.00           | $224.92            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQA4650                               | 2049-11-01      | 4.0000%  | 0.0000% | $1000.00           | $428.71            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8038                               | 2050-01-01      | 3.5000%  | 0.0000% | $4000.00           | $591.19            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2028-11-15      | 6.0000%  | 0.0000% | $15000.00          | $97.54             | Agency Collateralized Mortgage Obligation |
| FEPC 03.000 CLSD8062                               | 2050-05-01      | 3.0000%  | 0.0000% | $2000.00           | $501.88            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL254918                               | 2033-09-01      | 4.5000%  | 0.0000% | $242000.00         | $2898.18           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAL6031                               | 2044-10-01      | 4.0000%  | 0.0000% | $4000.00           | $606.42            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIAL3084                               | 2026-03-01      | 4.5000%  | 0.0000% | $2307.00           | $0.01              | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT256041                               | 2025-12-01      | 5.5000%  | 0.0000% | $234298.00         | $26.64             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL250550                               | 2026-05-01      | 6.5000%  | 0.0000% | $97100.00          | $7.13              | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL254114                               | 2031-10-01      | 6.0000%  | 0.0000% | $100233.00         | $1547.35           | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQH6533                               | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $905.17            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAP0462                               | 2027-07-01      | 3.5000%  | 0.0000% | $32038.00          | $231.16            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAR9891                               | 2028-03-01      | 3.5000%  | 0.0000% | $28468.00          | $1120.36           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT256275                               | 2026-06-01      | 6.0000%  | 0.0000% | $558469.00         | $282.66            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG7322                               | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $748.07            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CT256212                               | 2026-04-01      | 5.0000%  | 0.0000% | $2800000.00        | $911.75            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL256273                               | 2036-04-01      | 5.5000%  | 0.0000% | $96376.00          | $1003.07           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS4703                               | 2053-05-01      | 4.5000%  | 0.0000% | $5000.00           | $3770.52           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CICA5461                               | 2035-03-01      | 2.5000%  | 0.0000% | $1000.00           | $173.12            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB2644                               | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $703.89            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBM3549                               | 2047-06-01      | 4.0000%  | 0.0000% | $25000.00          | $4055.00           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBC0311                               | 2046-03-01      | 4.5000%  | 0.0000% | $33024.00          | $2011.55           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAT2062                               | 2028-04-01      | 2.5000%  | 0.0000% | $2016.00           | $83.32             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL747417                               | 2033-10-01      | 6.0000%  | 0.0000% | $1168627.00        | $2577.47           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAV9274                               | 2029-02-01      | 3.5000%  | 0.0000% | $27686.00          | $1102.00           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBD7883                               | 2046-09-01      | 3.5000%  | 0.0000% | $1000.00           | $154.33            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIBD6323                               | 2031-12-01      | 2.0000%  | 0.0000% | $9545.00           | $1222.07           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM8138                               | 2035-09-01      | 3.5000%  | 0.0000% | $8000.00           | $1688.61           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIFS0114                               | 2035-08-01      | 3.0000%  | 0.0000% | $3000.00           | $1346.35           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 I3BF0295                               | 2048-08-01      | 4.0000%  | 0.0000% | $1000.00           | $182.90            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA1188                               | 2048-02-01      | 3.5000%  | 0.0000% | $1653.00           | $199.19            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAW7396                               | 2027-01-01      | 3.5000%  | 0.0000% | $31000.00          | $138.08            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBC0827                               | 2046-04-01      | 4.5000%  | 0.0000% | $4654.00           | $644.98            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL689416                               | 2033-02-01      | 5.5000%  | 0.0000% | $30614.00          | $144.26            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAW5578                               | 2044-08-01      | 3.5000%  | 0.0000% | $10710.00          | $814.66            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAY0828                               | 2030-05-01      | 2.5000%  | 0.0000% | $12197.00          | $847.72            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAW3616                               | 2044-06-01      | 4.0000%  | 0.0000% | $2000.00           | $260.33            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIBC8409                               | 2031-06-01      | 2.5000%  | 0.0000% | $11000.00          | $1278.77           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBC2849                               | 2046-09-01      | 3.0000%  | 0.0000% | $8000.00           | $1429.69           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAZ1577                               | 2045-06-01      | 3.5000%  | 0.0000% | $11703.00          | $1281.88           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAY3416                               | 2030-04-01      | 2.5000%  | 0.0000% | $25392.00          | $1826.80           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL672415                               | 2032-09-01      | 6.5000%  | 0.0000% | $50000.00          | $329.96            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL729713                               | 2033-08-01      | 4.5000%  | 0.0000% | $231304.00         | $2542.64           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAX3195                               | 2044-09-01      | 4.0000%  | 0.0000% | $3000.00           | $150.81            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA2469                               | 2048-10-01      | 4.0000%  | 0.0000% | $43413.00          | $3379.11           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL745092                               | 2035-07-01      | 6.5000%  | 0.0000% | $207900.00         | $2640.34           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA7012                               | 2050-09-01      | 2.0000%  | 0.0000% | $3000.00           | $1563.20           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                         | 2035-05-25      | 6.3730%  | 0.0000% | $200000.00         | $2802.89           | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CL672820                               | 2032-10-01      | 6.5000%  | 0.0000% | $46568.00          | $155.95            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CICB1231                               | 2036-07-01      | 3.5000%  | 0.0000% | $5544.00           | $1838.49           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB0217                               | 2051-04-01      | 4.0000%  | 0.0000% | $3683592.00        | $2108454.72        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM5035                               | 2050-07-01      | 4.0000%  | 0.0000% | $1000.00           | $232.20            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2025-12-15      | 3.5000%  | 0.0000% | $209990.00         | $1326.34           | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2031-07-15      | 2.0000%  | 0.0000% | $75000.00          | $529.48            | Agency Collateralized Mortgage Obligation |
| FNMS 07.500 CL254223                               | 2032-01-01      | 7.5000%  | 0.0000% | $1919018.00        | $4257.20           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL413212                               | 2028-03-01      | 6.0000%  | 0.0000% | $494627.00         | $100.24            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL8081                               | 2031-02-01      | 3.5000%  | 0.0000% | $43000.00          | $532.90            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 ZL310113                               | 2042-01-01      | 4.0000%  | 0.0000% | $9817.00           | $325.70            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAW7132                               | 2044-10-01      | 4.0000%  | 0.0000% | $15000.00          | $2158.20           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2051-08-25      | 1.5000%  | 0.0000% | $1250.00           | $538.05            | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CL323812                               | 2029-07-01      | 6.0000%  | 0.0000% | $7000.00           | $5.18              | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAX0672                               | 2044-08-01      | 3.5000%  | 0.0000% | $17407.00          | $1099.60           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CTAL9073                               | 2029-09-01      | 6.0000%  | 0.0000% | $48364.00          | $1639.55           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT256517                               | 2026-12-01      | 6.0000%  | 0.0000% | $1000000.00        | $1334.31           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL411493                               | 2028-04-01      | 6.0000%  | 0.0000% | $280000.00         | $224.67            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAU2437                               | 2030-06-01      | 2.5000%  | 0.0000% | $10777.00          | $934.03            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAL7800                               | 2030-11-01      | 2.5000%  | 0.0000% | $3000.00           | $320.80            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT256677                               | 2027-04-01      | 6.0000%  | 0.0000% | $722745.00         | $1542.41           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT257424                               | 2028-10-01      | 5.5000%  | 0.0000% | $1557860.00        | $4248.64           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQF8352                               | 2053-03-01      | 6.0000%  | 0.0000% | $1008.00           | $768.67            | Agency Mortgage-Backed Securities         |
| FNRM CL051BH R21F051                               | 2051-08-25      | 1.5000%  | 0.0000% | $1000.00           | $421.47            | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2051-08-25      | 1.5000%  | 0.0000% | $1267.00           | $537.72            | Agency Collateralized Mortgage Obligation |
| FNMS 03.500 CIAV2326                               | 2028-12-01      | 3.5000%  | 0.0000% | $38000.00          | $1572.34           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAW2045                               | 2044-04-01      | 4.5000%  | 0.0000% | $20178.00          | $2124.28           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBD2440                               | 2047-01-01      | 3.5000%  | 0.0000% | $15000.00          | $2594.54           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAX1556                               | 2030-02-01      | 2.5000%  | 0.0000% | $2625.00           | $184.29            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAO3000                               | 2042-05-01      | 4.0000%  | 0.0000% | $1051.00           | $83.02             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAY7065                               | 2045-04-01      | 3.5000%  | 0.0000% | $18591.00          | $3780.98           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL405865                               | 2027-11-01      | 7.5000%  | 0.0000% | $57000.00          | $88.15             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAY0253                               | 2030-03-01      | 3.5000%  | 0.0000% | $4000.00           | $382.41            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT256802                               | 2027-07-01      | 5.5000%  | 0.0000% | $800000.00         | $1538.71           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL403503                               | 2028-04-01      | 6.5000%  | 0.0000% | $374400.00         | $251.63            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL323640                               | 2029-04-01      | 7.5000%  | 0.0000% | $870000.00         | $240.49            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL253642                               | 2031-02-01      | 7.0000%  | 0.0000% | $346401.00         | $331.63            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL323995                               | 2029-10-01      | 6.0000%  | 0.0000% | $5000.00           | $3.18              | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAZ1450                               | 2045-07-01      | 3.5000%  | 0.0000% | $18792.00          | $1185.13           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAX1542                               | 2045-01-01      | 3.5000%  | 0.0000% | $12162.00          | $677.53            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL366200                               | 2026-06-01      | 6.5000%  | 0.0000% | $43400.00          | $9.01              | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL254008                               | 2031-10-01      | 7.0000%  | 0.0000% | $253756.00         | $277.50            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAZ2375                               | 2030-05-01      | 3.5000%  | 0.0000% | $30054.00          | $3039.45           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT256885                               | 2027-09-01      | 6.0000%  | 0.0000% | $1840000.00        | $4300.04           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT257125                               | 2028-03-01      | 5.5000%  | 0.0000% | $1200000.00        | $3958.60           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIAS8291                               | 2031-11-01      | 2.0000%  | 0.0000% | $6000.00           | $978.73            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF0503                               | 2055-09-01      | 6.0000%  | 0.0000% | $1001.00           | $1044.29           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA6014                               | 2050-06-01      | 3.0000%  | 0.0000% | $11000.00          | $3990.07           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIBM3174                               | 2032-05-01      | 3.5000%  | 0.0000% | $12000.00          | $1196.28           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBC0178                               | 2046-01-01      | 4.5000%  | 0.0000% | $32931.00          | $2552.81           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAT8845                               | 2028-06-01      | 2.5000%  | 0.0000% | $21754.00          | $966.27            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAV8830                               | 2044-08-01      | 3.5000%  | 0.0000% | $1000.00           | $110.44            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT256676                               | 2027-04-01      | 5.5000%  | 0.0000% | $1050000.00        | $1640.34           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL454969                               | 2029-01-01      | 6.0000%  | 0.0000% | $29446.00          | $108.74            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2026-01-15      | 3.5000%  | 0.0000% | $90000.00          | $483.62            | Agency Collateralized Mortgage Obligation |
| FNMS 03.500 CLAP3839                               | 2042-09-01      | 3.5000%  | 0.0000% | $1000.00           | $235.53            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL674952                               | 2032-12-01      | 5.5000%  | 0.0000% | $157861.00         | $1619.53           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL484683                               | 2029-02-01      | 6.0000%  | 0.0000% | $238553.00         | $265.31            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAS1361                               | 2028-12-01      | 3.5000%  | 0.0000% | $39268.00          | $1420.89           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL669573                               | 2033-01-01      | 6.5000%  | 0.0000% | $59588.00          | $217.47            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS6520                               | 2046-01-01      | 3.5000%  | 0.0000% | $3000.00           | $358.97            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAS6141                               | 2030-11-01      | 2.5000%  | 0.0000% | $23380.00          | $3013.20           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS8380                               | 2046-11-01      | 4.0000%  | 0.0000% | $47479.00          | $4923.38           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIBC2631                               | 2031-11-01      | 2.5000%  | 0.0000% | $24242.00          | $4099.88           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIBM3350                               | 2033-01-01      | 3.5000%  | 0.0000% | $6000.00           | $945.91            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS8966                               | 2047-03-01      | 4.0000%  | 0.0000% | $1000.00           | $63.86             | Agency Mortgage-Backed Securities         |
| GNII SF DF8539 C                                   | 2055-01-20      | 5.5000%  | 0.0000% | $5682392.00        | $5776269.38        | Agency Mortgage-Backed Securities         |
| GNII SF MA6544 M                                   | 2049-07-20      | 4.5000%  | 0.0000% | $2215616.00        | $307081.47         | Agency Mortgage-Backed Securities         |
| GNII SF DL0492 C                                   | 2055-08-20      | 6.0000%  | 0.0000% | $3901512.00        | $4028090.47        | Agency Mortgage-Backed Securities         |
| GNII SF MA9018 M                                   | 2053-07-20      | 6.0000%  | 0.0000% | $155842.00         | $102556.81         | Agency Mortgage-Backed Securities         |
| GNPL PN DH1756                                     | 2060-03-15      | 5.7700%  | 0.0000% | $2427000.00        | $2569345.97        | Agency Mortgage-Backed Securities         |
| GNII SF DM7222 C                                   | 2055-09-20      | 6.0000%  | 0.0000% | $9360960.00        | $9653783.31        | Agency Mortgage-Backed Securities         |
| GNII SF DM8182 C                                   | 2055-09-20      | 6.0000%  | 0.0000% | $6314072.00        | $6566946.37        | Agency Mortgage-Backed Securities         |
| GNPL PN CS2714                                     | 2058-04-15      | 4.6700%  | 0.0000% | $2165450.00        | $2104870.27        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CVMA1358                               | 2028-01-01      | 3.0000%  | 0.0000% | $75082.00          | $2139.77           | Agency Mortgage-Backed Securities         |
| GNII SF MA7937 M                                   | 2052-03-20      | 3.0000%  | 0.0000% | $55579072.00       | $36543890.01       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3276                               | 2048-02-01      | 3.5000%  | 0.0000% | $4000.00           | $518.89            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM7003                               | 2051-02-01      | 4.0000%  | 0.0000% | $3456.00           | $1029.83           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTFS0314                               | 2033-06-01      | 3.0000%  | 0.0000% | $3000.00           | $1419.77           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3692                               | 2049-07-01      | 3.5000%  | 0.0000% | $30000.00          | $2743.54           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ1515                               | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $880.43            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAC1921                               | 2039-09-01      | 4.0000%  | 0.0000% | $8217.00           | $321.71            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CVMA1481                               | 2028-06-01      | 3.0000%  | 0.0000% | $73039.00          | $2879.86           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAC0746                               | 2039-09-01      | 5.0000%  | 0.0000% | $36583.00          | $972.24            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA1396                               | 2043-02-01      | 3.5000%  | 0.0000% | $26516.00          | $3712.02           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CVMA1837                               | 2029-02-01      | 3.0000%  | 0.0000% | $61771.00          | $4619.79           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY9203                               | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1047.99           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA3484                               | 2048-08-01      | 6.0000%  | 0.0000% | $6897.00           | $517.94            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA3275                               | 2048-01-01      | 3.0000%  | 0.0000% | $12000.00          | $1884.59           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA3340                               | 2033-04-01      | 3.5000%  | 0.0000% | $20000.00          | $2152.26           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA2730                               | 2046-08-01      | 2.5000%  | 0.0000% | $299995.00         | $54657.86          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CVMA1449                               | 2028-04-01      | 3.0000%  | 0.0000% | $83941.00          | $2967.73           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CVMA1387                               | 2028-03-01      | 3.0000%  | 0.0000% | $165705.00         | $4928.38           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA6912                               | 2050-09-01      | 2.5000%  | 0.0000% | $151111936.00      | $63757505.91       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CICB1491                               | 2036-08-01      | 3.5000%  | 0.0000% | $2819.00           | $1494.05           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAE9319                               | 2040-12-01      | 4.5000%  | 0.0000% | $1396.00           | $40.00             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAE8939                               | 2025-11-01      | 3.5000%  | 0.0000% | $427601.00         | $240.36            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX1438                               | 2054-12-01      | 5.5000%  | 0.0000% | $1008.00           | $1012.67           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM6753                               | 2050-10-01      | 4.0000%  | 0.0000% | $14000.00          | $4132.19           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM8911                               | 2051-02-01      | 3.5000%  | 0.0000% | $8000.00           | $3521.48           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAE8048                               | 2025-11-01      | 3.5000%  | 0.0000% | $50000.00          | $24.50             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS2018                               | 2050-03-01      | 4.5000%  | 0.0000% | $4119.00           | $2635.19           | Agency Mortgage-Backed Securities         |
| 02.500 FGPC G16659 G                               | 2032-08-01      | 2.5000%  | 0.0000% | $5538.00           | $1146.28           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G18710 G                               | 2033-10-01      | 3.5000%  | 0.0000% | $17000.00          | $1353.86           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZA1928                               | 2026-03-01      | 5.5000%  | 0.0000% | $1965000.00        | $798.23            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZA0948                               | 2034-04-01      | 5.0000%  | 0.0000% | $94000.00          | $992.57            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CTZA2174                               | 2030-08-01      | 4.5000%  | 0.0000% | $39634.00          | $674.54            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZA1910                               | 2025-11-01      | 5.5000%  | 0.0000% | $25000000.00       | $3127.03           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD3937                               | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $723.87            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL258672                               | 2036-04-01      | 6.0000%  | 0.0000% | $98380.00          | $1979.19           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD8433                               | 2054-05-01      | 6.5000%  | 0.0000% | $2714.00           | $1902.49           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAP8929                               | 2027-10-01      | 3.0000%  | 0.0000% | $115000.00         | $2337.52           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL8001                               | 2031-02-01      | 3.5000%  | 0.0000% | $10000.00          | $1011.92           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL253893                               | 2031-08-01      | 6.0000%  | 0.0000% | $1503590.00        | $1773.65           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF8538                               | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $765.17            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI5813                               | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $864.37            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CT256294                               | 2026-05-01      | 5.0000%  | 0.0000% | $748529.00         | $549.72            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAO8187                               | 2027-06-01      | 3.0000%  | 0.0000% | $41757.00          | $1155.95           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL398136                               | 2027-12-01      | 6.5000%  | 0.0000% | $174400.00         | $233.22            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL8841                               | 2031-07-01      | 3.5000%  | 0.0000% | $6000.00           | $49.85             | Agency Mortgage-Backed Securities         |
| 04.500 FGPC G61606 G                               | 2048-09-01      | 4.5000%  | 0.0000% | $5000.00           | $594.31            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD5617                               | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $875.48            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI3496                               | 2054-04-01      | 5.5000%  | 0.0000% | $33594.00          | $27894.94          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD3833                               | 2053-07-01      | 6.5000%  | 0.0000% | $1024.00           | $699.28            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT256395                               | 2026-09-01      | 6.0000%  | 0.0000% | $650000.00         | $514.34            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 ZL310068                               | 2037-07-01      | 5.0000%  | 0.0000% | $118963.00         | $2661.24           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQJ6133                               | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $892.57            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS7538                               | 2046-07-01      | 3.0000%  | 0.0000% | $1000.00           | $121.44            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ7866                               | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.68           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL313208                               | 2025-12-01      | 6.5000%  | 0.0000% | $208000.00         | $2.18              | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAO9700                               | 2042-07-01      | 3.5000%  | 0.0000% | $15745.00          | $2565.45           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL395811                               | 2027-11-01      | 7.0000%  | 0.0000% | $16008.00          | $7.16              | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2047-06-15      | 4.0000%  | 0.0000% | $75000.00          | $756.10            | Agency Collateralized Mortgage Obligation |
| FNMS 03.000 CLAR6313                               | 2043-04-01      | 3.0000%  | 0.0000% | $30456.00          | $4878.28           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2049-02-15      | 3.5000%  | 0.0000% | $45000.00          | $4247.23           | Agency Collateralized Mortgage Obligation |
| FNRM CL061PL R98F061                               | 2028-11-25      | 6.0000%  | 0.0000% | $52000.00          | $335.76            | Agency Collateralized Mortgage Obligation |
| FNMS 03.000 CLAS8483                               | 2046-12-01      | 3.0000%  | 0.0000% | $20000.00          | $3944.79           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAT3434                               | 2043-10-01      | 3.0000%  | 0.0000% | $28463.00          | $1183.66           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQJ4917                               | 2054-10-01      | 4.5000%  | 0.0000% | $1000.00           | $960.59            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS4156                               | 2044-12-01      | 3.5000%  | 0.0000% | $17905.00          | $1308.38           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT256516                               | 2026-12-01      | 5.5000%  | 0.0000% | $1221265.00        | $1471.29           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAS5619                               | 2030-08-01      | 2.5000%  | 0.0000% | $4999.00           | $249.53            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL374459                               | 2027-03-01      | 6.5000%  | 0.0000% | $185700.00         | $40.02             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL457997                               | 2029-01-01      | 6.5000%  | 0.0000% | $50000.00          | $47.46             | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL432061                               | 2028-06-01      | 7.0000%  | 0.0000% | $103993.00         | $3124.22           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL456791                               | 2029-01-01      | 6.0000%  | 0.0000% | $203492.00         | $45.23             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL8839                               | 2043-03-01      | 4.5000%  | 0.0000% | $13000.00          | $1900.46           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAS2228                               | 2029-04-01      | 3.0000%  | 0.0000% | $26187.00          | $1040.40           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL652825                               | 2032-09-01      | 5.5000%  | 0.0000% | $48875.00          | $1825.31           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL434957                               | 2028-07-01      | 6.0000%  | 0.0000% | $670000.00         | $296.52            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL677666                               | 2033-02-01      | 6.5000%  | 0.0000% | $190723.00         | $450.70            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CVAP4736                               | 2027-08-01      | 3.0000%  | 0.0000% | $128483.00         | $2682.27           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA2117                               | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $348.62            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT257239                               | 2028-06-01      | 5.5000%  | 0.0000% | $716699.00         | $2918.28           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLAU3194                               | 2043-07-01      | 2.5000%  | 0.0000% | $13647.00          | $3268.90           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAS5614                               | 2030-08-01      | 2.5000%  | 0.0000% | $23986.00          | $2201.08           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA2194                               | 2050-02-01      | 3.0000%  | 0.0000% | $427549.00         | $162098.79         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBC9078                               | 2046-12-01      | 4.0000%  | 0.0000% | $1000.00           | $189.22            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS0209                               | 2043-08-01      | 3.5000%  | 0.0000% | $7000.00           | $1217.54           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8030                               | 2049-12-01      | 3.0000%  | 0.0000% | $2000.00           | $351.30            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS1860                               | 2038-01-01      | 6.0000%  | 0.0000% | $288904.00         | $1130.56           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS2735                               | 2039-07-01      | 5.5000%  | 0.0000% | $44492.00          | $762.14            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q50914 G                               | 2047-09-01      | 3.5000%  | 0.0000% | $1000.00           | $272.12            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4642                               | 2045-12-01      | 3.5000%  | 0.0000% | $1000.00           | $108.76            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZA2028                               | 2027-10-01      | 6.0000%  | 0.0000% | $1600000.00        | $2146.71           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS4697                               | 2047-01-01      | 3.0000%  | 0.0000% | $1000.00           | $189.95            | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZS0595                               | 2028-07-01      | 7.5000%  | 0.0000% | $1729801.00        | $977.95            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZA5297                               | 2048-03-01      | 4.0000%  | 0.0000% | $1000.00           | $180.36            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZA3831                               | 2030-08-01      | 2.5000%  | 0.0000% | $28520.00          | $3312.14           | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZA0687                               | 2030-07-01      | 7.5000%  | 0.0000% | $1917324.00        | $291.00            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS1690                               | 2037-10-01      | 6.0000%  | 0.0000% | $30064.00          | $204.42            | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZS0385                               | 2028-03-01      | 7.5000%  | 0.0000% | $117202.00         | $23.74             | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS1294                               | 2037-01-01      | 6.0000%  | 0.0000% | $126000.00         | $794.52            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZK6039                               | 2028-09-01      | 2.5000%  | 0.0000% | $23040.00          | $1273.51           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI0678                               | 2033-09-01      | 5.0000%  | 0.0000% | $371000.00         | $2338.76           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZA1984                               | 2027-03-01      | 6.0000%  | 0.0000% | $2325000.00        | $4382.77           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL6698                               | 2043-08-01      | 3.5000%  | 0.0000% | $16937.00          | $3834.74           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZA2031                               | 2027-11-01      | 5.5000%  | 0.0000% | $1550000.00        | $2359.69           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZA0910                               | 2033-08-01      | 4.5000%  | 0.0000% | $127584.00         | $1381.13           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZA3832                               | 2030-09-01      | 2.5000%  | 0.0000% | $28642.00          | $3311.02           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZA1992                               | 2027-05-01      | 5.5000%  | 0.0000% | $2267114.00        | $4231.46           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI1230                               | 2033-12-01      | 6.0000%  | 0.0000% | $1878535.00        | $3510.22           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZA1958                               | 2026-10-01      | 6.0000%  | 0.0000% | $1000000.00        | $1531.93           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM7365                               | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $81.01             | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZT1345                               | 2033-11-01      | 3.5000%  | 0.0000% | $21000.00          | $1920.26           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS0773                               | 2033-12-01      | 5.0000%  | 0.0000% | $90000.00          | $447.23            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZN1256                               | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $35.29             | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS1334                               | 2037-03-01      | 6.0000%  | 0.0000% | $638588.00         | $3696.61           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL5060                               | 2043-02-01      | 3.5000%  | 0.0000% | $5000.00           | $621.52            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTZT0799                               | 2031-09-01      | 5.0000%  | 0.0000% | $105086.00         | $78.16             | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL7781                               | 2044-02-01      | 4.0000%  | 0.0000% | $2000.00           | $212.10            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS1162                               | 2036-10-01      | 5.0000%  | 0.0000% | $75000.00          | $745.93            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZK3471                               | 2026-08-01      | 3.5000%  | 0.0000% | $290737.00         | $786.52            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS0442                               | 2029-01-01      | 6.0000%  | 0.0000% | $88315.00          | $48.66             | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CTZA1977                               | 2027-01-01      | 6.5000%  | 0.0000% | $733445.00         | $1193.67           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZK3355                               | 2026-07-01      | 3.5000%  | 0.0000% | $29574.00          | $124.46            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CISB8000                               | 2034-07-01      | 3.0000%  | 0.0000% | $20000.00          | $2064.98           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS0956                               | 2035-10-01      | 4.5000%  | 0.0000% | $25000.00          | $167.06            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM8302                               | 2048-09-01      | 4.5000%  | 0.0000% | $1950.00           | $227.46            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZK2785                               | 2025-12-01      | 3.5000%  | 0.0000% | $1615184.00        | $1068.60           | Agency Mortgage-Backed Securities         |
| 03.000 FGPC Q15842 G                               | 2043-02-01      | 3.0000%  | 0.0000% | $1000.00           | $180.91            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB8012                               | 2034-10-01      | 3.5000%  | 0.0000% | $12000.00          | $1608.98           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS2334                               | 2038-09-01      | 5.5000%  | 0.0000% | $55000.00          | $2231.21           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4567                               | 2044-05-01      | 4.0000%  | 0.0000% | $8000.00           | $474.48            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTZA2179                               | 2030-09-01      | 5.0000%  | 0.0000% | $355624.00         | $4555.37           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS0921                               | 2035-10-01      | 4.5000%  | 0.0000% | $40293.00          | $319.53            | Agency Mortgage-Backed Securities         |
| 03.000 FGPC Q16403 G                               | 2043-03-01      | 3.0000%  | 0.0000% | $1000.00           | $119.85            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G01724 G                               | 2034-04-01      | 7.0000%  | 0.0000% | $42916.00          | $318.77            | Agency Mortgage-Backed Securities         |
| 06.500 FGPC G01486 G                               | 2032-12-01      | 6.5000%  | 0.0000% | $151435.00         | $359.97            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS0602                               | 2031-12-01      | 5.5000%  | 0.0000% | $478000.00         | $1120.86           | Agency Mortgage-Backed Securities         |
| 08.000 FGPC C61298 G                               | 2031-11-01      | 8.0000%  | 0.0000% | $152123.00         | $1157.54           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZA0563                               | 2028-11-01      | 6.0000%  | 0.0000% | $3074015.00        | $1586.70           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL2195                               | 2041-10-01      | 3.5000%  | 0.0000% | $16000.00          | $657.39            | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZS0375                               | 2028-01-01      | 7.5000%  | 0.0000% | $6167184.00        | $995.20            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4731                               | 2047-08-01      | 4.0000%  | 0.0000% | $31000.00          | $3481.57           | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZA0535                               | 2028-05-01      | 7.5000%  | 0.0000% | $29192.00          | $11.66             | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZT1952                               | 2049-05-01      | 4.0000%  | 0.0000% | $38000.00          | $3201.71           | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZJ4782                               | 2031-01-01      | 7.5000%  | 0.0000% | $1000000.00        | $2857.50           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZA2093                               | 2028-09-01      | 6.0000%  | 0.0000% | $1084452.00        | $3628.01           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL8925                               | 2045-01-01      | 4.0000%  | 0.0000% | $14591.00          | $4206.18           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS2339                               | 2038-10-01      | 6.0000%  | 0.0000% | $220820.00         | $1293.96           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTZA2041                               | 2027-11-01      | 5.0000%  | 0.0000% | $127458.00         | $182.57            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTZA2058                               | 2028-04-01      | 5.0000%  | 0.0000% | $63329.00          | $167.15            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC J17898 G                               | 2027-02-01      | 3.5000%  | 0.0000% | $50000.00          | $235.41            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZA2054                               | 2028-02-01      | 6.0000%  | 0.0000% | $379577.00         | $1961.86           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4526                               | 2043-08-01      | 3.5000%  | 0.0000% | $3000.00           | $341.47            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G01217 G                               | 2031-03-01      | 7.0000%  | 0.0000% | $596145.00         | $352.76            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS0949                               | 2035-10-01      | 5.0000%  | 0.0000% | $199467.00         | $1797.92           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G01233 G                               | 2031-04-01      | 7.0000%  | 0.0000% | $92316.00          | $33.26             | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G18519 G                               | 2029-07-01      | 3.5000%  | 0.0000% | $7000.00           | $370.56            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZA3780                               | 2030-03-01      | 2.5000%  | 0.0000% | $24746.00          | $2371.95           | Agency Mortgage-Backed Securities         |
| 06.000 FGPC G01041 G                               | 2029-06-01      | 6.0000%  | 0.0000% | $322000.00         | $195.56            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS0784                               | 2034-03-01      | 6.0000%  | 0.0000% | $33000.00          | $577.10            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZA0618                               | 2029-07-01      | 6.0000%  | 0.0000% | $25000.00          | $21.14             | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZA2622                               | 2026-05-01      | 3.5000%  | 0.0000% | $25000.00          | $62.25             | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL2967                               | 2042-04-01      | 3.5000%  | 0.0000% | $4022.00           | $356.68            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZT1594                               | 2049-01-01      | 4.0000%  | 0.0000% | $13000.00          | $849.31            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZI3477                               | 2035-09-01      | 5.5000%  | 0.0000% | $46043.00          | $368.45            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZJ3669                               | 2029-06-01      | 6.0000%  | 0.0000% | $372007.00         | $202.14            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZN1389                               | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $133.22            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI8487                               | 2039-01-01      | 4.5000%  | 0.0000% | $39226.00          | $100.62            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI2345                               | 2034-08-01      | 4.5000%  | 0.0000% | $231787.00         | $3981.87           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZT0717                               | 2033-10-01      | 3.5000%  | 0.0000% | $28000.00          | $2227.54           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL2445                               | 2041-12-01      | 3.5000%  | 0.0000% | $5000.00           | $630.57            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZA0935                               | 2034-01-01      | 5.0000%  | 0.0000% | $30000.00          | $344.07            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CTZA2109                               | 2029-02-01      | 4.5000%  | 0.0000% | $91186.00          | $296.65            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZJ5582                               | 2032-01-01      | 6.0000%  | 0.0000% | $5161301.00        | $1917.93           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZJ1244                               | 2041-02-01      | 4.5000%  | 0.0000% | $48000.00          | $1395.65           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZT1962                               | 2033-02-01      | 3.5000%  | 0.0000% | $1000.00           | $179.31            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZA0980                               | 2036-11-01      | 6.5000%  | 0.0000% | $200000.00         | $2061.15           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZA0587                               | 2029-02-01      | 5.5000%  | 0.0000% | $2712000.00        | $4330.11           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS0901                               | 2035-08-01      | 4.5000%  | 0.0000% | $223000.00         | $2178.41           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZJ9298                               | 2028-08-01      | 6.0000%  | 0.0000% | $640730.00         | $2148.82           | Agency Mortgage-Backed Securities         |
| 03.000 FGPC J20471 G                               | 2027-09-01      | 3.0000%  | 0.0000% | $267645.00         | $4872.81           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZI0448                               | 2033-08-01      | 6.5000%  | 0.0000% | $250000.00         | $3061.52           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM1562                               | 2046-08-01      | 3.5000%  | 0.0000% | $1000.00           | $201.52            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI8371                               | 2038-12-01      | 6.0000%  | 0.0000% | $354356.00         | $4188.87           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C55740 G                               | 2030-01-01      | 7.0000%  | 0.0000% | $402542.00         | $783.06            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI8767                               | 2039-05-01      | 5.0000%  | 0.0000% | $100000.00         | $4193.53           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZI8960                               | 2039-07-01      | 4.0000%  | 0.0000% | $35767.00          | $2285.40           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL3613                               | 2042-09-01      | 3.5000%  | 0.0000% | $24000.00          | $2478.34           | Agency Mortgage-Backed Securities         |
| 08.500 FGPC C43899 G                               | 2030-10-01      | 8.5000%  | 0.0000% | $569523.00         | $3750.47           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZS8543                               | 2029-11-01      | 2.5000%  | 0.0000% | $16539.00          | $1011.72           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZA0566                               | 2028-12-01      | 6.5000%  | 0.0000% | $225096.00         | $138.97            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3737                               | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $839.32            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTZJ9243                               | 2028-03-01      | 5.0000%  | 0.0000% | $340000.00         | $554.68            | Agency Mortgage-Backed Securities         |
| FEPC 08.500 CLZA0693                               | 2030-08-01      | 8.5000%  | 0.0000% | $250400.00         | $128.41            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZA0582                               | 2029-03-01      | 6.0000%  | 0.0000% | $3300626.00        | $3003.55           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CTZS9001                               | 2032-10-01      | 4.0000%  | 0.0000% | $2000.00           | $128.34            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZS8652                               | 2032-04-01      | 3.5000%  | 0.0000% | $4000.00           | $407.57            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZT0066                               | 2041-05-01      | 5.0000%  | 0.0000% | $3000.00           | $619.50            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI9890                               | 2040-04-01      | 5.0000%  | 0.0000% | $96746.00          | $4865.40           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC T65441 G                               | 2047-10-01      | 3.5000%  | 0.0000% | $1000.00           | $66.27             | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI4668                               | 2035-10-01      | 5.0000%  | 0.0000% | $275000.00         | $2394.93           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM1446                               | 2046-07-01      | 4.5000%  | 0.0000% | $71832.00          | $4123.59           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTZS8807                               | 2026-08-01      | 5.0000%  | 0.0000% | $4300000.00        | $2131.33           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI3342                               | 2035-07-01      | 4.5000%  | 0.0000% | $127256.00         | $1354.77           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZS9132                               | 2029-01-01      | 5.5000%  | 0.0000% | $173654.00         | $595.77            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI5248                               | 2036-09-01      | 6.0000%  | 0.0000% | $261786.00         | $2759.63           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZK7625                               | 2030-07-01      | 2.5000%  | 0.0000% | $1874.00           | $165.25            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZK2849                               | 2026-01-01      | 3.5000%  | 0.0000% | $2394816.00        | $1797.69           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM1032                               | 2046-04-01      | 4.5000%  | 0.0000% | $19016.00          | $4924.78           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZJ6826                               | 2033-01-01      | 6.0000%  | 0.0000% | $1856705.00        | $3884.43           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZJ3788                               | 2029-07-01      | 6.0000%  | 0.0000% | $3000000.00        | $3439.38           | Agency Mortgage-Backed Securities         |
| 06.000 FGPC D70285 G                               | 2026-04-01      | 6.0000%  | 0.0000% | $25000.00          | $0.04              | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C66308 G                               | 2032-04-01      | 7.0000%  | 0.0000% | $141995.00         | $2028.57           | Agency Mortgage-Backed Securities         |
| 07.500 FGPC C75528 G                               | 2033-01-01      | 7.5000%  | 0.0000% | $248315.00         | $1450.05           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM2727                               | 2047-02-01      | 3.5000%  | 0.0000% | $29506.00          | $4288.56           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZK5766                               | 2028-07-01      | 2.5000%  | 0.0000% | $1430.00           | $110.48            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZJ6846                               | 2033-01-01      | 6.0000%  | 0.0000% | $2077041.00        | $3512.77           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM4628                               | 2047-10-01      | 3.5000%  | 0.0000% | $14903.00          | $4373.51           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C62525 G                               | 2032-01-01      | 7.0000%  | 0.0000% | $642674.00         | $1517.73           | Agency Mortgage-Backed Securities         |
| 06.500 FGPC G01444 G                               | 2032-08-01      | 6.5000%  | 0.0000% | $75000.00          | $115.81            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZK7466                               | 2030-07-01      | 2.5000%  | 0.0000% | $3592.00           | $440.99            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL6092                               | 2043-05-01      | 3.5000%  | 0.0000% | $11673.00          | $975.85            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZA0727                               | 2030-11-01      | 6.5000%  | 0.0000% | $500000.00         | $970.46            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZA1119                               | 2042-02-01      | 3.5000%  | 0.0000% | $14000.00          | $653.87            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G14916 G                               | 2028-01-01      | 3.5000%  | 0.0000% | $5000.00           | $47.19             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZA2022                               | 2027-09-01      | 5.5000%  | 0.0000% | $1831000.00        | $2494.85           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZA2101                               | 2028-12-01      | 6.0000%  | 0.0000% | $762175.00         | $2908.95           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZA1953                               | 2026-09-01      | 5.5000%  | 0.0000% | $1100000.00        | $884.27            | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZA0782                               | 2031-09-01      | 7.5000%  | 0.0000% | $1450000.00        | $2182.11           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C64920 G                               | 2032-03-01      | 7.0000%  | 0.0000% | $25381.00          | $297.69            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C61792 G                               | 2031-12-01      | 7.0000%  | 0.0000% | $51943.00          | $41.63             | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G01641 G                               | 2034-01-01      | 7.0000%  | 0.0000% | $12000.00          | $64.86             | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G01704 G                               | 2033-07-01      | 5.5000%  | 0.0000% | $2238.00           | $10.18             | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZA2032                               | 2027-11-01      | 6.0000%  | 0.0000% | $1460000.00        | $4259.23           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTZA1990                               | 2027-02-01      | 5.0000%  | 0.0000% | $3500000.00        | $3841.14           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 3XZN0194                               | 2027-09-01      | 3.0000%  | 0.0000% | $54000.00          | $1199.13           | Agency Mortgage-Backed Securities         |
| 06.000 FGPC G01943 G                               | 2035-10-01      | 6.0000%  | 0.0000% | $11555.00          | $112.38            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZA2095                               | 2028-11-01      | 6.0000%  | 0.0000% | $674276.00         | $3582.74           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CTZA2065                               | 2028-03-01      | 4.5000%  | 0.0000% | $1744306.00        | $3355.43           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTZA2099                               | 2028-12-01      | 5.0000%  | 0.0000% | $991979.00         | $1452.61           | Agency Mortgage-Backed Securities         |
| GNMI SF 615281 X                                   | 2033-07-15      | 5.5000%  | 0.0000% | $6940378.00        | $176147.36         | Agency Mortgage-Backed Securities         |
| GNPL PN DA8500                                     | 2060-03-15      | 5.7200%  | 0.0000% | $7000.00           | $7390.93           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL2148                               | 2055-07-01      | 5.5000%  | 0.0000% | $11865344.00       | $11847880.56       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL988936                               | 2038-08-01      | 6.0000%  | 0.0000% | $161746.00         | $1229.42           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL960428                               | 2037-12-01      | 6.5000%  | 0.0000% | $728128.00         | $2659.89           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL995676                               | 2039-05-01      | 4.5000%  | 0.0000% | $121000.00         | $4538.47           | Agency Mortgage-Backed Securities         |
| GNII SF MA6602 M                                   | 2050-04-20      | 4.5000%  | 0.0000% | $425261.00         | $78603.93          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ0954                               | 2054-02-01      | 6.5000%  | 0.0000% | $1000.00           | $769.01            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM5768                               | 2044-11-01      | 4.0000%  | 0.0000% | $7000.00           | $2940.09           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAA9611                               | 2039-07-01      | 4.0000%  | 0.0000% | $58854.00          | $1278.20           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFM5798                               | 2036-01-01      | 2.0000%  | 0.0000% | $9000.00           | $4055.84           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB3599                               | 2052-05-01      | 3.5000%  | 0.0000% | $4000.00           | $2975.85           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM3783                               | 2050-03-01      | 4.0000%  | 0.0000% | $5000.00           | $1542.31           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CICB2201                               | 2036-09-01      | 2.5000%  | 0.0000% | $6697.00           | $4730.08           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM2690                               | 2050-01-01      | 2.5000%  | 0.0000% | $18660.00          | $4267.23           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4655                               | 2052-07-01      | 4.0000%  | 0.0000% | $5000.00           | $3829.03           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4120                               | 2050-09-01      | 2.5000%  | 0.0000% | $4000.00           | $1632.01           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM3662                               | 2050-03-01      | 3.0000%  | 0.0000% | $18260.00          | $4801.12           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ2205                               | 2054-08-01      | 5.5000%  | 0.0000% | $38627160.00       | $36387166.96       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM1028                               | 2049-06-01      | 3.5000%  | 0.0000% | $57000.00          | $4634.98           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA3143                               | 2047-09-01      | 3.0000%  | 0.0000% | $25000.00          | $4362.67           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3574                               | 2049-01-01      | 3.5000%  | 0.0000% | $14000.00          | $1448.86           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA3658                               | 2034-05-01      | 3.5000%  | 0.0000% | $35000.00          | $3389.84           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ1038                               | 2055-08-01      | 6.0000%  | 0.0000% | $1996.00           | $2058.11           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA8177                               | 2050-12-01      | 4.0000%  | 0.0000% | $4836.00           | $1219.06           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL2532                               | 2055-09-01      | 6.0000%  | 0.0000% | $1024.00           | $1063.30           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ4003                               | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1036.58           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIMA2830                               | 2031-12-01      | 2.5000%  | 0.0000% | $1560.00           | $232.62            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM1866                               | 2048-12-01      | 4.0000%  | 0.0000% | $3385.00           | $377.57            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3745                               | 2049-08-01      | 3.5000%  | 0.0000% | $25000.00          | $2545.69           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBY0060                               | 2053-04-01      | 5.0000%  | 0.0000% | $12106272.00       | $9952432.64        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS2010                               | 2052-05-01      | 3.0000%  | 0.0000% | $6000.00           | $4124.76           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBN6710                               | 2049-06-01      | 4.5000%  | 0.0000% | $7000.00           | $2123.26           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA4731                               | 2052-09-01      | 3.5000%  | 0.0000% | $4000.00           | $3095.33           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFM5137                               | 2050-05-01      | 5.0000%  | 0.0000% | $4000.00           | $1281.91           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CTMA4072                               | 2040-07-01      | 2.5000%  | 0.0000% | $13218.00          | $4485.33           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBM5098                               | 2048-12-01      | 5.0000%  | 0.0000% | $3000.00           | $585.62            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS0227                               | 2047-07-01      | 5.0000%  | 0.0000% | $3000.00           | $1686.92           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIBM1275                               | 2032-06-01      | 3.0000%  | 0.0000% | $6000.00           | $977.68            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIBM4905                               | 2033-11-01      | 3.5000%  | 0.0000% | $11000.00          | $2322.34           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBM3327                               | 2047-12-01      | 3.5000%  | 0.0000% | $18000.00          | $4666.49           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBV4133                               | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $664.88            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL8743                               | 2046-06-01      | 4.5000%  | 0.0000% | $7000.00           | $1112.34           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAS1756                               | 2029-02-01      | 3.5000%  | 0.0000% | $25000.00          | $854.91            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBD5232                               | 2046-08-01      | 4.5000%  | 0.0000% | $30000.00          | $2081.36           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM9043                               | 2049-02-01      | 4.0000%  | 0.0000% | $6000.00           | $2789.48           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBY1455                               | 2053-12-01      | 3.0000%  | 0.0000% | $5000.00           | $4213.98           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIBM1275                               | 2032-06-01      | 3.0000%  | 0.0000% | $1000.00           | $162.95            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA3082                               | 2047-07-01      | 3.0000%  | 0.0000% | $1000.00           | $172.56            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM8087                               | 2035-03-01      | 3.5000%  | 0.0000% | $3000.00           | $1168.58           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CVMA1162                               | 2027-07-01      | 3.0000%  | 0.0000% | $60479.00          | $1228.95           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAA8781                               | 2039-06-01      | 4.0000%  | 0.0000% | $49582.00          | $4481.17           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL979919                               | 2038-05-01      | 6.0000%  | 0.0000% | $135000.00         | $4840.92           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL1262                               | 2055-05-01      | 5.5000%  | 0.0000% | $1974656.00        | $1950936.40        | Agency Mortgage-Backed Securities         |
| GNII SF MA7594 M                                   | 2049-02-20      | 5.0000%  | 0.0000% | $273000.00         | $119126.57         | Agency Mortgage-Backed Securities         |
| GNPL PN CR2284                                     | 2057-12-15      | 4.8200%  | 0.0000% | $5061350.00        | $4954858.20        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL916916                               | 2037-05-01      | 6.0000%  | 0.0000% | $147000.00         | $1092.17           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL992249                               | 2038-11-01      | 7.0000%  | 0.0000% | $10000.00          | $246.47            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL905648                               | 2036-12-01      | 5.5000%  | 0.0000% | $143000.00         | $1346.68           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL930731                               | 2039-03-01      | 4.5000%  | 0.0000% | $2706.00           | $36.70             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL942569                               | 2037-08-01      | 6.0000%  | 0.0000% | $57738.00          | $647.25            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL894675                               | 2036-11-01      | 6.5000%  | 0.0000% | $1000.00           | $5.53              | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL986385                               | 2038-07-01      | 6.0000%  | 0.0000% | $1000000.00        | $2655.14           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL942165                               | 2037-07-01      | 6.0000%  | 0.0000% | $379671.00         | $1930.10           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ1510                               | 2055-08-01      | 5.5000%  | 0.0000% | $1999.00           | $2047.88           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL992033                               | 2038-10-01      | 6.0000%  | 0.0000% | $540000.00         | $820.42            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL0880                               | 2055-04-01      | 5.5000%  | 0.0000% | $1024.00           | $966.03            | Agency Mortgage-Backed Securities         |
| GNPL PN CR3471                                     | 2058-01-15      | 5.7000%  | 0.0000% | $15000.00          | $15479.33          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL2137                               | 2054-09-01      | 5.5000%  | 0.0000% | $18078432.00       | $18240186.89       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL993138                               | 2038-10-01      | 6.0000%  | 0.0000% | $376400.00         | $1866.47           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL931555                               | 2039-07-01      | 4.5000%  | 0.0000% | $60163.00          | $1962.51           | Agency Mortgage-Backed Securities         |
| GNII SF MA6654 M                                   | 2050-05-20      | 2.0000%  | 0.0000% | $79212.00          | $33562.32          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3087                               | 2047-08-01      | 3.5000%  | 0.0000% | $13000.00          | $1471.69           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTAB0218                               | 2029-02-01      | 5.5000%  | 0.0000% | $795033.00         | $554.90            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA2764                               | 2046-09-01      | 2.5000%  | 0.0000% | $25250.00          | $4727.04           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL981740                               | 2038-07-01      | 6.0000%  | 0.0000% | $500000.00         | $2716.78           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAA9762                               | 2039-07-01      | 5.5000%  | 0.0000% | $30872.00          | $706.02            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL953725                               | 2037-11-01      | 6.0000%  | 0.0000% | $67998.00          | $492.97            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTMA0436                               | 2030-04-01      | 5.5000%  | 0.0000% | $500000.00         | $2439.11           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA3588                               | 2034-02-01      | 3.5000%  | 0.0000% | $29000.00          | $2093.86           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM2330                               | 2049-06-01      | 3.5000%  | 0.0000% | $19000.00          | $3172.50           | Agency Mortgage-Backed Securities         |
| GNII SF MA7369 M                                   | 2051-05-20      | 3.5000%  | 0.0000% | $376482304.00      | $176743408.75      | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQY3530                               | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $994.62            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G01697 G                               | 2034-01-01      | 7.0000%  | 0.0000% | $16399.00          | $83.04             | Agency Mortgage-Backed Securities         |
| 03.500 FGPC J32203 G                               | 2030-07-01      | 3.5000%  | 0.0000% | $10000.00          | $704.03            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC J16564 G                               | 2026-09-01      | 3.5000%  | 0.0000% | $12000.00          | $34.61             | Agency Mortgage-Backed Securities         |
| 08.000 FGPC C37463 G                               | 2030-04-01      | 8.0000%  | 0.0000% | $1333110.00        | $3501.75           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI9623                               | 2040-01-01      | 4.5000%  | 0.0000% | $3550.00           | $81.09             | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI4636                               | 2035-10-01      | 4.5000%  | 0.0000% | $52754.00          | $334.82            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G01168 G                               | 2031-01-01      | 7.0000%  | 0.0000% | $2065561.00        | $253.59            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL4675                               | 2043-01-01      | 4.0000%  | 0.0000% | $28064.00          | $2143.08           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZJ9282                               | 2026-10-01      | 6.0000%  | 0.0000% | $1048032.00        | $1139.08           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C54261 G                               | 2031-07-01      | 7.0000%  | 0.0000% | $115224.00         | $1285.33           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI4594                               | 2035-09-01      | 4.5000%  | 0.0000% | $189025.00         | $1359.13           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZJ5689                               | 2032-01-01      | 6.0000%  | 0.0000% | $2000000.00        | $775.75            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G01340 G                               | 2031-11-01      | 7.0000%  | 0.0000% | $780172.00         | $439.79            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI6778                               | 2037-11-01      | 6.0000%  | 0.0000% | $91986.00          | $623.87            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZK4458                               | 2027-09-01      | 3.0000%  | 0.0000% | $100000.00         | $1818.72           | Agency Mortgage-Backed Securities         |
| 08.000 FGPC C49267 G                               | 2031-03-01      | 8.0000%  | 0.0000% | $194000.00         | $3316.76           | Agency Mortgage-Backed Securities         |
| 02.500 FGPC J32204 G                               | 2030-07-01      | 2.5000%  | 0.0000% | $25000.00          | $2624.32           | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A16817 G                               | 2033-12-01      | 6.0000%  | 0.0000% | $50000.00          | $267.93            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC J30279 G                               | 2030-01-01      | 3.5000%  | 0.0000% | $32943.00          | $3776.92           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZK3413                               | 2026-07-01      | 3.5000%  | 0.0000% | $1112990.00        | $3640.40           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC J40419 G                               | 2034-03-01      | 3.5000%  | 0.0000% | $41000.00          | $3786.31           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G18730 G                               | 2034-04-01      | 3.5000%  | 0.0000% | $20000.00          | $1661.23           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZA1964                               | 2026-11-01      | 6.0000%  | 0.0000% | $1425000.00        | $2665.51           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZL7894                               | 2044-03-01      | 4.5000%  | 0.0000% | $106000.00         | $3426.23           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C01175 G                               | 2031-05-01      | 7.0000%  | 0.0000% | $5000.00           | $2.18              | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C55711 G                               | 2031-03-01      | 7.0000%  | 0.0000% | $1108904.00        | $3353.34           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G18513 G                               | 2029-05-01      | 3.5000%  | 0.0000% | $8305.00           | $466.48            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI4483                               | 2035-07-01      | 4.5000%  | 0.0000% | $25179.00          | $285.09            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZJ3798                               | 2029-07-01      | 6.5000%  | 0.0000% | $100000.00         | $82.42             | Agency Mortgage-Backed Securities         |
| 08.000 FGPC C41674 G                               | 2030-08-01      | 8.0000%  | 0.0000% | $3749446.00        | $1124.14           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZA1937                               | 2026-05-01      | 5.5000%  | 0.0000% | $647598.00         | $140.24            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C51923 G                               | 2031-05-01      | 6.0000%  | 0.0000% | $236000.00         | $212.60            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZA0765                               | 2031-08-01      | 6.5000%  | 0.0000% | $480514.00         | $336.51            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZA3834                               | 2030-07-01      | 2.5000%  | 0.0000% | $2564.00           | $228.03            | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G16056 G                               | 2027-08-01      | 3.0000%  | 0.0000% | $1000.00           | $29.41             | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL6483                               | 2043-07-01      | 3.5000%  | 0.0000% | $3000.00           | $760.85            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC A28797 G                               | 2034-11-01      | 7.0000%  | 0.0000% | $6434.00           | $23.70             | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C01458 G                               | 2032-11-01      | 7.0000%  | 0.0000% | $142444.00         | $174.63            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZJ9294                               | 2027-11-01      | 5.5000%  | 0.0000% | $2415897.00        | $1820.67           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C48005 G                               | 2031-02-01      | 7.0000%  | 0.0000% | $1585475.00        | $1663.07           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZJ3015                               | 2028-09-01      | 6.0000%  | 0.0000% | $2546000.00        | $2746.40           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4582                               | 2044-09-01      | 4.0000%  | 0.0000% | $10000.00          | $672.61            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLZS0260                               | 2026-06-01      | 7.0000%  | 0.0000% | $51793.00          | $2.75              | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G18689 G                               | 2033-05-01      | 3.5000%  | 0.0000% | $16000.00          | $1550.88           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS0708                               | 2032-02-01      | 6.0000%  | 0.0000% | $267305.00         | $432.47            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C60012 G                               | 2031-11-01      | 7.0000%  | 0.0000% | $72458.00          | $63.90             | Agency Mortgage-Backed Securities         |
| 08.500 FGPC C37627 G                               | 2030-04-01      | 8.5000%  | 0.0000% | $952263.00         | $691.32            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS2547                               | 2038-09-01      | 5.0000%  | 0.0000% | $5000.00           | $42.59             | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS1055                               | 2036-03-01      | 6.0000%  | 0.0000% | $141918.00         | $677.45            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZA3822                               | 2030-08-01      | 2.5000%  | 0.0000% | $39630.00          | $4130.21           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL3955                               | 2042-10-01      | 3.5000%  | 0.0000% | $67466.00          | $3868.72           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZK6914                               | 2029-04-01      | 3.5000%  | 0.0000% | $34922.00          | $350.34            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZI5455                               | 2036-06-01      | 6.5000%  | 0.0000% | $110000.00         | $500.92            | Agency Mortgage-Backed Securities         |
| 08.000 FGPC C48007 G                               | 2031-02-01      | 8.0000%  | 0.0000% | $181000.00         | $1476.32           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C01147 G                               | 2031-03-01      | 7.0000%  | 0.0000% | $66069.00          | $58.62             | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C32282 G                               | 2029-10-01      | 7.0000%  | 0.0000% | $105000.00         | $72.38             | Agency Mortgage-Backed Securities         |
| 03.500 FGPC E02892 G                               | 2026-05-01      | 3.5000%  | 0.0000% | $24000.00          | $59.82             | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI8567                               | 2039-02-01      | 4.5000%  | 0.0000% | $249513.00         | $976.15            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS0622                               | 2032-03-01      | 5.5000%  | 0.0000% | $912312.00         | $1841.33           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI1098                               | 2033-11-01      | 5.0000%  | 0.0000% | $50000.00          | $2677.94           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS4372                               | 2039-03-01      | 6.0000%  | 0.0000% | $337410.00         | $2801.31           | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZJ4354                               | 2027-10-01      | 7.5000%  | 0.0000% | $25000.00          | $2.41              | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZK3619                               | 2026-10-01      | 3.0000%  | 0.0000% | $5000.00           | $32.87             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZJ7004                               | 2033-04-01      | 5.5000%  | 0.0000% | $520408.00         | $1306.66           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZS0386                               | 2027-12-01      | 6.5000%  | 0.0000% | $14941029.00       | $1188.04           | Agency Mortgage-Backed Securities         |
| 08.000 FGPC C00569 G                               | 2027-11-01      | 8.0000%  | 0.0000% | $94500.00          | $9.13              | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZJ5591                               | 2032-01-01      | 6.5000%  | 0.0000% | $984976.00         | $2509.35           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZJ3482                               | 2029-04-01      | 6.0000%  | 0.0000% | $4185671.00        | $1063.91           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS4308                               | 2037-09-01      | 6.0000%  | 0.0000% | $150000.00         | $909.45            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI9008                               | 2039-08-01      | 5.0000%  | 0.0000% | $34830.00          | $2036.84           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZK3078                               | 2026-03-01      | 3.5000%  | 0.0000% | $379683.00         | $728.15            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS3225                               | 2037-11-01      | 6.0000%  | 0.0000% | $191495.00         | $3208.85           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI8671                               | 2039-04-01      | 4.5000%  | 0.0000% | $16554.00          | $123.88            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZI9251                               | 2039-09-01      | 5.5000%  | 0.0000% | $10000.00          | $276.34            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS1865                               | 2038-01-01      | 6.0000%  | 0.0000% | $150000.00         | $919.69            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM3904                               | 2047-08-01      | 3.5000%  | 0.0000% | $19118.00          | $3289.07           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G18597 G                               | 2031-04-01      | 3.5000%  | 0.0000% | $4000.00           | $413.62            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZS3287                               | 2039-09-01      | 6.5000%  | 0.0000% | $100000.00         | $3041.24           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI0993                               | 2033-11-01      | 5.0000%  | 0.0000% | $75000.00          | $831.78            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZJ5852                               | 2032-03-01      | 6.0000%  | 0.0000% | $35000.00          | $42.73             | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZJ1067                               | 2041-01-01      | 4.5000%  | 0.0000% | $16000.00          | $943.60            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC J39815 G                               | 2033-11-01      | 3.5000%  | 0.0000% | $18000.00          | $4269.91           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS3881                               | 2041-06-01      | 5.5000%  | 0.0000% | $22000.00          | $1463.88           | Agency Mortgage-Backed Securities         |
| GNPL PN CJ1375                                     | 2058-02-15      | 5.0400%  | 0.0000% | $8987000.00        | $8914336.73        | Agency Mortgage-Backed Securities         |
| GNII ET DG2849 C                                   | 2064-10-20      | 6.0000%  | 0.0000% | $1769260.00        | $492558.14         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAD1594                               | 2040-02-01      | 5.0000%  | 0.0000% | $65000.00          | $4736.33           | Agency Mortgage-Backed Securities         |
| GNPL PN DJ5976                                     | 2060-08-15      | 5.7000%  | 0.0000% | $6602096.00        | $6952993.23        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CISB0361                               | 2035-07-01      | 3.0000%  | 0.0000% | $1000.00           | $286.66            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS4693                               | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $180.69            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB8017                               | 2034-11-01      | 3.5000%  | 0.0000% | $24000.00          | $2805.67           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL323210                               | 2028-06-01      | 6.0000%  | 0.0000% | $706272.00         | $21.08             | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2027-12-15      | 1.5000%  | 0.0000% | $60000.00          | $1546.62           | Agency Collateralized Mortgage Obligation |
| FNMS 07.500 CL370777                               | 2027-06-01      | 7.5000%  | 0.0000% | $63176.00          | $45.60             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 ZL310151                               | 2044-09-01      | 5.5000%  | 0.0000% | $18000.00          | $1773.53           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ8018                               | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $965.96            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL255554                               | 2034-12-04      | 5.5000%  | 0.0000% | $297435.00         | $3037.62           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL394854                               | 2027-05-01      | 6.5000%  | 0.0000% | $575000.00         | $309.25            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL395761                               | 2027-09-01      | 7.5000%  | 0.0000% | $59139.00          | $85.73             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CT256946                               | 2027-10-01      | 6.5000%  | 0.0000% | $1432911.00        | $4544.79           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF2436                               | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $886.40            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZT1955                               | 2049-05-01      | 3.0000%  | 0.0000% | $1000.00           | $92.70             | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIZT2093                               | 2034-06-01      | 4.0000%  | 0.0000% | $7581.00           | $945.15            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZT1732                               | 2034-02-01      | 3.5000%  | 0.0000% | $20000.00          | $1362.05           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQE0764                               | 2052-04-01      | 3.0000%  | 0.0000% | $4000.00           | $2886.53           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8004                               | 2049-08-01      | 3.0000%  | 0.0000% | $14000.00          | $1520.09           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CTZA2134                               | 2029-09-01      | 4.5000%  | 0.0000% | $67792.00          | $982.41            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT0231                               | 2046-04-01      | 4.5000%  | 0.0000% | $14000.00          | $3613.46           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZT1807                               | 2030-06-01      | 5.5000%  | 0.0000% | $244560.00         | $2283.12           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD7508                               | 2049-10-01      | 3.5000%  | 0.0000% | $8000.00           | $2437.61           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZT1566                               | 2033-12-01      | 3.5000%  | 0.0000% | $40000.00          | $3080.00           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CISB8327                               | 2039-09-01      | 5.0000%  | 0.0000% | $5000.00           | $3865.15           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD4905                               | 2053-10-01      | 6.0000%  | 0.0000% | $1024.00           | $868.95            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4510                               | 2043-02-01      | 3.5000%  | 0.0000% | $13950.00          | $2025.49           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZA1912                               | 2025-10-25      | 6.0000%  | 0.0000% | $758234.00         | $12.03             | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8006                               | 2049-08-01      | 4.0000%  | 0.0000% | $2000.00           | $206.48            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZT1887                               | 2029-02-01      | 6.0000%  | 0.0000% | $5279.00           | $173.79            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8019                               | 2049-10-01      | 4.5000%  | 0.0000% | $3000.00           | $392.32            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C01106 G                               | 2030-12-01      | 7.0000%  | 0.0000% | $175000.00         | $73.09             | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL7059                               | 2043-09-01      | 4.0000%  | 0.0000% | $40800.00          | $4660.56           | Agency Mortgage-Backed Securities         |
| 07.500 FGPC C32288 G                               | 2029-10-01      | 7.5000%  | 0.0000% | $10000.00          | $4.37              | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C36306 G                               | 2030-02-01      | 7.0000%  | 0.0000% | $1072417.00        | $819.53            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C00782 G                               | 2029-04-01      | 7.0000%  | 0.0000% | $23000.00          | $13.77             | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C01161 G                               | 2031-04-01      | 7.0000%  | 0.0000% | $88000.00          | $43.72             | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM3025                               | 2047-04-01      | 4.5000%  | 0.0000% | $6540.00           | $932.52            | Agency Mortgage-Backed Securities         |
| 04.500 FGPC C91366 G                               | 2031-04-01      | 4.5000%  | 0.0000% | $1000.00           | $33.22             | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZM2156                               | 2046-12-01      | 3.0000%  | 0.0000% | $15544.00          | $4675.66           | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C25638 G                               | 2029-04-01      | 6.0000%  | 0.0000% | $1570.00           | $3.10              | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD1389                               | 2052-07-01      | 3.0000%  | 0.0000% | $5000.00           | $3577.02           | Agency Mortgage-Backed Securities         |
| 04.000 FGPC E02905 G                               | 2026-06-01      | 4.0000%  | 0.0000% | $500000.00         | $1442.74           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1015                               | 2048-05-01      | 4.5000%  | 0.0000% | $4000.00           | $2553.23           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZK7530                               | 2030-07-01      | 2.5000%  | 0.0000% | $9353.00           | $758.59            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC J13949 G                               | 2025-12-01      | 3.5000%  | 0.0000% | $9736.00           | $6.40              | Agency Mortgage-Backed Securities         |
| 08.000 FGPC C39762 G                               | 2030-06-01      | 8.0000%  | 0.0000% | $34377.00          | $45.53             | Agency Mortgage-Backed Securities         |
| 07.500 FGPC C00454 G                               | 2026-04-01      | 7.5000%  | 0.0000% | $95600.00          | $5.44              | Agency Mortgage-Backed Securities         |
| 07.000 FGPC A15678 G                               | 2033-11-01      | 7.0000%  | 0.0000% | $40000.00          | $265.79            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G18369 G                               | 2025-12-01      | 3.5000%  | 0.0000% | $15554.00          | $16.12             | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM2377                               | 2046-04-01      | 4.5000%  | 0.0000% | $16804.00          | $2691.56           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAZ1938                               | 2045-03-01      | 3.5000%  | 0.0000% | $1000.00           | $114.25            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT256198                               | 2026-04-01      | 5.5000%  | 0.0000% | $3674034.00        | $1712.66           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL0160                               | 2041-05-01      | 4.5000%  | 0.0000% | $26000.00          | $1022.18           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 ZL310104                               | 2037-08-01      | 5.5000%  | 0.0000% | $72000.00          | $2473.55           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL433663                               | 2028-10-01      | 6.0000%  | 0.0000% | $444387.00         | $774.89            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQA8490                               | 2050-04-01      | 3.0000%  | 0.0000% | $1000.00           | $420.90            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL323694                               | 2029-05-01      | 7.5000%  | 0.0000% | $600000.00         | $257.00            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL642958                               | 2032-04-01      | 6.5000%  | 0.0000% | $120897.00         | $317.40            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CZ257339                               | 2048-07-01      | 6.0000%  | 0.0000% | $163882.00         | $975.25            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL637274                               | 2032-05-01      | 6.5000%  | 0.0000% | $17000.00          | $179.30            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAZ1772                               | 2045-07-01      | 3.5000%  | 0.0000% | $50117.00          | $1704.80           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL667972                               | 2032-10-01      | 5.5000%  | 0.0000% | $24129.00          | $577.32            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL725236                               | 2034-03-01      | 4.5000%  | 0.0000% | $40000.00          | $489.62            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL745408                               | 2036-01-01      | 6.5000%  | 0.0000% | $30631.00          | $437.21            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAZ2170                               | 2030-07-01      | 2.5000%  | 0.0000% | $11000.00          | $1198.26           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL644591                               | 2032-05-01      | 7.0000%  | 0.0000% | $212090.00         | $45.52             | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL648565                               | 2031-04-01      | 7.5000%  | 0.0000% | $681214.00         | $3956.05           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTAL5542                               | 2031-04-01      | 5.5000%  | 0.0000% | $109395.00         | $1800.87           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL697296                               | 2033-10-01      | 6.0000%  | 0.0000% | $3354209.00        | $1199.45           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL670551                               | 2032-08-01      | 6.5000%  | 0.0000% | $1489615.00        | $1870.11           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAJ3058                               | 2026-10-01      | 3.5000%  | 0.0000% | $28266.00          | $155.49            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL653359                               | 2032-09-01      | 6.5000%  | 0.0000% | $221003.00         | $390.61            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL535285                               | 2030-02-01      | 6.5000%  | 0.0000% | $249078.00         | $216.31            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL663224                               | 2032-10-01      | 6.0000%  | 0.0000% | $423066.00         | $824.81            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL735036                               | 2034-12-01      | 5.5000%  | 0.0000% | $1001.00           | $8.18              | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL545072                               | 2031-07-01      | 6.0000%  | 0.0000% | $3522.00           | $3.86              | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAL6715                               | 2045-02-01      | 4.0000%  | 0.0000% | $1000.00           | $72.95             | Agency Mortgage-Backed Securities         |
| FNRM CL055PC R01F055                               | 2031-10-25      | 6.5000%  | 0.0000% | $140000.00         | $361.49            | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CL303828                               | 2026-04-01      | 6.5000%  | 0.0000% | $56200.00          | $2.49              | Agency Mortgage-Backed Securities         |
| FNMS 08.000 CL834758                               | 2029-05-01      | 8.0000%  | 0.0000% | $1000000.00        | $4480.63           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL1746                               | 2027-03-01      | 3.5000%  | 0.0000% | $475694.00         | $3012.29           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIAL1859                               | 2026-06-01      | 5.0000%  | 0.0000% | $1182100.00        | $25.51             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT831063                               | 2025-10-25      | 5.5000%  | 0.0000% | $4890534.00        | $176.67            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBN3009                               | 2048-11-01      | 4.0000%  | 0.0000% | $6000.00           | $687.15            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIAL2456                               | 2026-10-01      | 4.5000%  | 0.0000% | $8520000.00        | $1050.68           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL775645                               | 2034-05-01      | 6.0000%  | 0.0000% | $40000.00          | $278.00            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL831936                               | 2036-11-01      | 6.0000%  | 0.0000% | $144000.00         | $780.11            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAJ5934                               | 2026-12-01      | 3.5000%  | 0.0000% | $337761.00         | $1467.65           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL621421                               | 2032-05-01      | 7.0000%  | 0.0000% | $198619.00         | $300.48            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL745514                               | 2036-01-01      | 6.5000%  | 0.0000% | $35000.00          | $542.06            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL1107                               | 2041-11-01      | 4.5000%  | 0.0000% | $28000.00          | $1539.67           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL724785                               | 2033-06-01      | 5.5000%  | 0.0000% | $30766.00          | $438.78            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAH3483                               | 2026-02-01      | 3.5000%  | 0.0000% | $237281.00         | $440.93            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL836456                               | 2035-10-01      | 6.0000%  | 0.0000% | $25551.00          | $352.27            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAJ5380                               | 2041-11-01      | 4.0000%  | 0.0000% | $9000.00           | $358.97            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL689415                               | 2033-02-01      | 5.5000%  | 0.0000% | $13452.00          | $133.60            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL790968                               | 2034-09-01      | 4.5000%  | 0.0000% | $179093.00         | $4319.80           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAI8946                               | 2026-09-01      | 3.5000%  | 0.0000% | $27424.00          | $134.32            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL303713                               | 2026-02-01      | 6.5000%  | 0.0000% | $148200.00         | $1.09              | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL6146                               | 2030-01-01      | 3.5000%  | 0.0000% | $6000.00           | $387.55            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL535193                               | 2030-03-01      | 7.5000%  | 0.0000% | $66226.00          | $37.65             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL479502                               | 2029-04-01      | 6.5000%  | 0.0000% | $226503.00         | $72.37             | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL771548                               | 2034-03-01      | 5.0000%  | 0.0000% | $227000.00         | $1195.01           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL784328                               | 2034-12-01      | 5.5000%  | 0.0000% | $50001.00          | $393.17            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL628193                               | 2032-02-01      | 6.5000%  | 0.0000% | $141800.00         | $163.66            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL602518                               | 2031-09-01      | 6.0000%  | 0.0000% | $500000.00         | $343.70            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL722813                               | 2033-05-01      | 5.5000%  | 0.0000% | $3714.00           | $818.61            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL759090                               | 2034-01-01      | 6.0000%  | 0.0000% | $1543746.00        | $4275.27           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL1741                               | 2027-05-01      | 3.5000%  | 0.0000% | $320565.00         | $4082.86           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CT257522                               | 2028-11-01      | 5.0000%  | 0.0000% | $1300000.00        | $2604.05           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL767378                               | 2034-03-01      | 5.5000%  | 0.0000% | $150000.00         | $3280.12           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL781300                               | 2034-07-01      | 6.5000%  | 0.0000% | $109994.00         | $493.42            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL729379                               | 2033-08-01      | 6.0000%  | 0.0000% | $100000.00         | $1252.38           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAL2687                               | 2027-01-01      | 4.0000%  | 0.0000% | $1050000.00        | $1921.54           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL991549                               | 2038-11-01      | 7.0000%  | 0.0000% | $20888.00          | $434.56            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL955183                               | 2037-11-01      | 7.0000%  | 0.0000% | $101786.00         | $2980.03           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM1578                               | 2034-09-01      | 3.5000%  | 0.0000% | $3000.00           | $636.63            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBD8963                               | 2046-11-01      | 3.0000%  | 0.0000% | $24000.00          | $4504.02           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAC9236                               | 2040-07-01      | 4.5000%  | 0.0000% | $27000.00          | $225.79            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAC7260                               | 2039-09-01      | 4.0000%  | 0.0000% | $50498.00          | $3780.28           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 REAC5864                               | 2040-05-01      | 4.0000%  | 0.0000% | $1000000.00        | $2339.88           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL929589                               | 2038-06-01      | 5.0000%  | 0.0000% | $172782.00         | $3419.45           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL986046                               | 2038-07-01      | 6.0000%  | 0.0000% | $500000.00         | $3855.30           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CICA2528                               | 2033-10-01      | 4.0000%  | 0.0000% | $10048.00          | $1818.98           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT995628                               | 2029-02-01      | 5.5000%  | 0.0000% | $145000.00         | $486.35            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAA4584                               | 2039-04-01      | 4.5000%  | 0.0000% | $18000.00          | $694.56            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL943728                               | 2037-10-01      | 6.5000%  | 0.0000% | $49222.00          | $56.83             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAA7937                               | 2037-01-01      | 4.5000%  | 0.0000% | $20623.00          | $232.09            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAB3608                               | 2026-10-01      | 3.5000%  | 0.0000% | $133545.00         | $817.23            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA3970                               | 2049-08-01      | 3.5000%  | 0.0000% | $1000.00           | $237.77            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3027                               | 2047-06-01      | 4.0000%  | 0.0000% | $1000.00           | $105.64            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIMA1386                               | 2028-02-01      | 2.0000%  | 0.0000% | $8582.00           | $341.10            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CRMA1510                               | 2043-07-01      | 4.0000%  | 0.0000% | $20888.00          | $3069.68           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAC8517                               | 2039-12-01      | 5.0000%  | 0.0000% | $100000.00         | $3968.45           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB9630                               | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $946.57            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL905057                               | 2036-11-01      | 5.5000%  | 0.0000% | $145367.00         | $3931.78           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAB8446                               | 2028-02-01      | 2.5000%  | 0.0000% | $43000.00          | $1736.70           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA3527                               | 2048-11-01      | 5.0000%  | 0.0000% | $20000.00          | $1687.51           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA2920                               | 2047-03-01      | 3.0000%  | 0.0000% | $6000.00           | $1345.37           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL909141                               | 2038-01-01      | 6.0000%  | 0.0000% | $25000.00          | $649.93            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA1980                               | 2044-07-01      | 3.5000%  | 0.0000% | $20957.00          | $1387.00           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3563                               | 2049-01-01      | 4.0000%  | 0.0000% | $24000.00          | $1629.53           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAA3222                               | 2039-04-01      | 4.0000%  | 0.0000% | $34795.00          | $2520.87           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL937300                               | 2037-04-01      | 6.0000%  | 0.0000% | $85783.00          | $1151.19           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA5371                               | 2050-03-01      | 4.0000%  | 0.0000% | $281000.00         | $120853.95         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLAB8465                               | 2043-02-01      | 2.5000%  | 0.0000% | $20287.00          | $3622.15           | Agency Mortgage-Backed Securities         |
| FNMS 08.000 NP995783                               | 2037-11-01      | 8.0000%  | 0.0000% | $710000.00         | $3675.72           | Agency Mortgage-Backed Securities         |
| GNII SF MA4385 M                                   | 2047-04-20      | 5.0000%  | 0.0000% | $302000.00         | $28265.67          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY9240                               | 2055-08-01      | 6.0000%  | 0.0000% | $1992.00           | $2013.89           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ2137                               | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1032.93           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSL0012                               | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $875.97            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3597                               | 2049-02-01      | 3.5000%  | 0.0000% | $12000.00          | $936.39            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3210                               | 2047-12-01      | 3.5000%  | 0.0000% | $33000.00          | $4298.48           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CNMA2899                               | 2027-02-01      | 2.5000%  | 0.0000% | $4574.00           | $144.99            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA3106                               | 2047-08-01      | 3.0000%  | 0.0000% | $1000.00           | $175.21            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAA8729                               | 2039-06-01      | 6.0000%  | 0.0000% | $160000.00         | $4894.55           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CVMA1320                               | 2028-01-01      | 3.0000%  | 0.0000% | $79207.00          | $2455.27           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA3331                               | 2048-04-01      | 3.0000%  | 0.0000% | $23000.00          | $3417.64           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAA0938                               | 2038-12-01      | 5.0000%  | 0.0000% | $32574.00          | $631.99            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAB1940                               | 2025-12-01      | 3.5000%  | 0.0000% | $123629.00         | $71.37             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL940717                               | 2037-10-01      | 6.0000%  | 0.0000% | $37151.00          | $448.16            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAB3956                               | 2026-11-01      | 2.5000%  | 0.0000% | $1000.00           | $7.72              | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL882533                               | 2036-05-01      | 6.0000%  | 0.0000% | $9101.00           | $23.10             | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC4986                               | 2054-11-01      | 5.0000%  | 0.0000% | $1024.00           | $975.25            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA4582                               | 2049-08-01      | 4.5000%  | 0.0000% | $4220.00           | $1070.38           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL872851                               | 2036-06-01      | 6.0000%  | 0.0000% | $34247.00          | $177.92            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CRAL3024                               | 2043-01-01      | 3.5000%  | 0.0000% | $1001.00           | $135.82            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTAL3285                               | 2029-04-01      | 5.5000%  | 0.0000% | $199060.00         | $2438.52           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CTAL1237                               | 2026-02-01      | 6.5000%  | 0.0000% | $1584297.00        | $53.22             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL1006                               | 2026-09-01      | 3.5000%  | 0.0000% | $179608.00         | $175.46            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTAL7077                               | 2035-07-01      | 4.0000%  | 0.0000% | $2000.00           | $377.58            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAL4746                               | 2027-02-01      | 4.0000%  | 0.0000% | $646573.00         | $763.61            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL929838                               | 2038-08-01      | 6.0000%  | 0.0000% | $49000.00          | $570.60            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL966463                               | 2038-01-01      | 6.0000%  | 0.0000% | $33216.00          | $390.75            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL928938                               | 2037-12-01      | 7.0000%  | 0.0000% | $241776.00         | $2208.70           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAB3387                               | 2041-08-01      | 4.0000%  | 0.0000% | $2000.00           | $89.71             | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL934272                               | 2038-06-01      | 5.0000%  | 0.0000% | $185641.00         | $2799.26           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAB1939                               | 2025-12-01      | 3.5000%  | 0.0000% | $176734.00         | $116.14            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL942786                               | 2037-08-01      | 6.0000%  | 0.0000% | $43618.00          | $532.53            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTFM2837                               | 2035-12-01      | 4.0000%  | 0.0000% | $4000.00           | $1059.28           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA1034                               | 2027-04-01      | 3.5000%  | 0.0000% | $10000.00          | $136.40            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAB9469                               | 2043-05-01      | 3.5000%  | 0.0000% | $45623.00          | $3408.06           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 NP923743                               | 2037-04-01      | 6.0000%  | 0.0000% | $400000.00         | $3865.83           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CI890398                               | 2027-02-01      | 3.5000%  | 0.0000% | $101092.00         | $534.89            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL953582                               | 2037-12-01      | 6.0000%  | 0.0000% | $302000.00         | $3919.24           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBA2835                               | 2046-03-01      | 3.5000%  | 0.0000% | $11088.00          | $1389.22           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL901690                               | 2036-10-01      | 6.0000%  | 0.0000% | $41679.00          | $210.79            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL889697                               | 2038-07-01      | 6.0000%  | 0.0000% | $458000.00         | $2956.16           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL2636                               | 2042-02-01      | 3.5000%  | 0.0000% | $21000.00          | $1822.82           | Agency Mortgage-Backed Securities         |
| 07.500 FGPC G01186 G                               | 2031-02-01      | 7.5000%  | 0.0000% | $130000.00         | $23.61             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZJ3118                               | 2028-11-01      | 5.5000%  | 0.0000% | $35000.00          | $116.23            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC J14494 G                               | 2026-02-01      | 4.0000%  | 0.0000% | $3108382.00        | $3473.27           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD0451                               | 2050-10-01      | 3.0000%  | 0.0000% | $1008.00           | $458.78            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZK3931                               | 2027-03-01      | 3.0000%  | 0.0000% | $275000.00         | $3879.12           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZJ7043                               | 2033-03-01      | 6.0000%  | 0.0000% | $1066986.00        | $1525.70           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZK4416                               | 2027-09-01      | 2.5000%  | 0.0000% | $8929.00           | $262.59            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZK4029                               | 2027-04-01      | 3.0000%  | 0.0000% | $47840.00          | $1335.10           | Agency Mortgage-Backed Securities         |
| 06.000 FGPC G02382 G                               | 2035-06-01      | 6.0000%  | 0.0000% | $20000.00          | $307.74            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C62740 G                               | 2032-01-01      | 7.0000%  | 0.0000% | $15000.00          | $186.07            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZK4223                               | 2027-06-01      | 2.5000%  | 0.0000% | $24479.00          | $477.96            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A80697 G                               | 2038-08-01      | 6.0000%  | 0.0000% | $12270.00          | $110.60            | Agency Mortgage-Backed Securities         |
| 06.500 FGPC C01310 G                               | 2032-03-01      | 6.5000%  | 0.0000% | $49100.00          | $77.01             | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G16141 G                               | 2027-04-01      | 3.5000%  | 0.0000% | $841004.00         | $2570.47           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB8183                               | 2037-10-01      | 3.5000%  | 0.0000% | $3000.00           | $1885.27           | Agency Mortgage-Backed Securities         |
| 07.500 FGPC C01325 G                               | 2032-01-01      | 7.5000%  | 0.0000% | $26711.00          | $44.07             | Agency Mortgage-Backed Securities         |
| 08.500 FGPC C37140 G                               | 2030-03-01      | 8.5000%  | 0.0000% | $153535.00         | $337.53            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G14370 G                               | 2027-02-01      | 3.5000%  | 0.0000% | $14281.00          | $61.11             | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL2511                               | 2041-12-01      | 4.0000%  | 0.0000% | $18000.00          | $2367.85           | Agency Mortgage-Backed Securities         |
| 08.000 FGPC C48567 G                               | 2031-03-01      | 8.0000%  | 0.0000% | $744256.00         | $470.20            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD5367                               | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $913.40            | Agency Mortgage-Backed Securities         |
| 08.000 FGPC C38818 G                               | 2030-04-01      | 8.0000%  | 0.0000% | $266503.00         | $1909.23           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL4615                               | 2043-01-01      | 3.5000%  | 0.0000% | $3441.00           | $490.05            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZK3248                               | 2026-05-01      | 3.5000%  | 0.0000% | $975000.00         | $2399.88           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB8236                               | 2038-04-01      | 3.5000%  | 0.0000% | $8000.00           | $4323.41           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL5099                               | 2043-02-01      | 3.5000%  | 0.0000% | $4028.00           | $353.54            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL3119                               | 2042-05-01      | 3.5000%  | 0.0000% | $3000.00           | $443.50            | Agency Mortgage-Backed Securities         |
| 07.500 FGPC C01009 G                               | 2030-06-01      | 7.5000%  | 0.0000% | $1450145.00        | $158.92            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZK2879                               | 2026-01-01      | 3.5000%  | 0.0000% | $282800.00         | $325.27            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIZS7351                               | 2029-01-01      | 4.0000%  | 0.0000% | $18000.00          | $97.22             | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C77416 G                               | 2033-03-01      | 6.0000%  | 0.0000% | $461000.00         | $1392.33           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZK7527                               | 2030-07-01      | 3.5000%  | 0.0000% | $4000.00           | $281.31            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G01713 G                               | 2034-01-01      | 7.0000%  | 0.0000% | $24887.00          | $179.92            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB0979                               | 2038-01-01      | 3.5000%  | 0.0000% | $5000.00           | $3591.41           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G01947 G                               | 2035-05-01      | 7.0000%  | 0.0000% | $4959.00           | $55.93             | Agency Mortgage-Backed Securities         |
| 06.000 FGPC G04626 G                               | 2038-08-01      | 6.0000%  | 0.0000% | $18149.00          | $108.93            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C70228 G                               | 2032-08-01      | 6.0000%  | 0.0000% | $2782.00           | $72.62             | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C67052 G                               | 2032-05-01      | 7.0000%  | 0.0000% | $57090.00          | $100.88            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G14239 G                               | 2026-09-01      | 4.0000%  | 0.0000% | $2000000.00        | $3732.88           | Agency Mortgage-Backed Securities         |
| 06.500 FGPC C64936 G                               | 2032-03-01      | 6.5000%  | 0.0000% | $71700.00          | $49.70             | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G01227 G                               | 2031-03-01      | 7.0000%  | 0.0000% | $59000.00          | $155.36            | Agency Mortgage-Backed Securities         |
| 07.500 FGPC G00818 G                               | 2027-11-01      | 7.5000%  | 0.0000% | $2100.00           | $0.31              | Agency Mortgage-Backed Securities         |
| 07.500 FGPC G01158 G                               | 2030-12-01      | 7.5000%  | 0.0000% | $27900.00          | $11.75             | Agency Mortgage-Backed Securities         |
| 08.000 FGPC G01098 G                               | 2030-01-01      | 8.0000%  | 0.0000% | $516285.00         | $229.63            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTAL8062                               | 2029-06-01      | 5.5000%  | 0.0000% | $133067.00         | $196.73            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI2029                               | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $914.65            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL846177                               | 2035-11-01      | 5.5000%  | 0.0000% | $48883.00          | $801.32            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIAL6447                               | 2026-01-01      | 4.5000%  | 0.0000% | $110000.00         | $4.32              | Agency Mortgage-Backed Securities         |
| FNMS 06.000 K2596693                               | 2032-01-01      | 6.0000%  | 0.0000% | $3000000.00        | $2764.75           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAL6761                               | 2030-05-01      | 3.0000%  | 0.0000% | $17678.00          | $1541.75           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL753589                               | 2033-11-01      | 6.5000%  | 0.0000% | $99000.00          | $437.77            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIQO1479                               | 2038-07-01      | 3.0000%  | 0.0000% | $1231.00           | $1017.53           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL545998                               | 2032-11-01      | 6.0000%  | 0.0000% | $42864.00          | $85.91             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL872277                               | 2036-05-01      | 6.0000%  | 0.0000% | $25697.00          | $145.70            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL745283                               | 2036-01-01      | 5.5000%  | 0.0000% | $28000.00          | $369.43            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL730637                               | 2033-08-01      | 5.0000%  | 0.0000% | $57000.00          | $307.21            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQE0394                               | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $618.21            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE8440                               | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $798.39            | Agency Mortgage-Backed Securities         |
| FNMS 09.000 CL564318                               | 2030-11-01      | 9.0000%  | 0.0000% | $3560000.00        | $1144.29           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQC3597                               | 2051-06-01      | 2.0000%  | 0.0000% | $1000.00           | $613.74            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL815426                               | 2035-02-01      | 4.5000%  | 0.0000% | $27000.00          | $172.26            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAH5801                               | 2026-02-01      | 3.5000%  | 0.0000% | $5000.00           | $6.60              | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL535902                               | 2031-05-01      | 6.0000%  | 0.0000% | $6077653.00        | $3911.20           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL672488                               | 2032-11-01      | 5.5000%  | 0.0000% | $1477414.00        | $4793.51           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL651895                               | 2032-08-01      | 6.0000%  | 0.0000% | $1246000.00        | $1521.13           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQC0885                               | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $541.57            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL545491                               | 2032-02-01      | 7.5000%  | 0.0000% | $4049391.00        | $2204.68           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9840                               | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $853.83            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQB8251                               | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $525.05            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL566834                               | 2031-07-01      | 6.5000%  | 0.0000% | $58528.00          | $72.41             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTAL7755                               | 2034-10-01      | 4.0000%  | 0.0000% | $18000.00          | $1805.87           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL812977                               | 2035-02-01      | 6.5000%  | 0.0000% | $54756.00          | $2548.29           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL600659                               | 2031-08-01      | 7.0000%  | 0.0000% | $1143887.00        | $4888.75           | Agency Mortgage-Backed Securities         |
| FNRM CL051MB R21F051                               | 2051-08-25      | 3.0000%  | 0.0000% | $2700.00           | $1597.38           | Agency Collateralized Mortgage Obligation |
| FNMS 04.000 CLAL6745                               | 2044-08-01      | 4.0000%  | 0.0000% | $3000.00           | $368.44            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL190370                               | 2036-06-01      | 6.0000%  | 0.0000% | $43000.00          | $350.17            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL880330                               | 2036-04-01      | 6.0000%  | 0.0000% | $109000.00         | $814.27            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAH5583                               | 2041-02-01      | 4.5000%  | 0.0000% | $27000.00          | $877.91            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL437394                               | 2028-09-01      | 6.5000%  | 0.0000% | $30000.00          | $37.36             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL813957                               | 2035-05-01      | 6.0000%  | 0.0000% | $37512.00          | $81.21             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL555202                               | 2033-01-01      | 6.5000%  | 0.0000% | $479000.00         | $572.31            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL8272                               | 2031-03-01      | 3.5000%  | 0.0000% | $19000.00          | $2119.09           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL9259                               | 2031-08-01      | 3.5000%  | 0.0000% | $6000.00           | $583.94            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL632768                               | 2032-02-01      | 6.5000%  | 0.0000% | $60000.00          | $241.18            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAK5545                               | 2027-03-01      | 3.5000%  | 0.0000% | $44000.00          | $828.29            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAY0693                               | 2029-12-01      | 2.5000%  | 0.0000% | $14154.00          | $332.47            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL254902                               | 2033-08-01      | 6.0000%  | 0.0000% | $50000.00          | $268.30            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAH3847                               | 2026-04-01      | 4.0000%  | 0.0000% | $50104.00          | $143.32            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL5213                               | 2044-04-01      | 4.5000%  | 0.0000% | $3000.00           | $225.54            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI6357                               | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $968.72            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL7767                               | 2044-06-01      | 4.5000%  | 0.0000% | $25000.00          | $2825.69           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL608187                               | 2031-12-01      | 6.0000%  | 0.0000% | $184488.00         | $1466.78           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL535157                               | 2030-02-01      | 6.5000%  | 0.0000% | $22000.00          | $18.67             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL731773                               | 2033-10-01      | 6.0000%  | 0.0000% | $48334.00          | $558.06            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL555570                               | 2033-06-01      | 6.0000%  | 0.0000% | $47359.00          | $105.58            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL604916                               | 2032-10-01      | 6.0000%  | 0.0000% | $93000.00          | $1137.79           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL589643                               | 2031-06-01      | 6.5000%  | 0.0000% | $289949.00         | $403.13            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAL9445                               | 2031-07-01      | 3.0000%  | 0.0000% | $1000000.00        | $123009.54         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIAL3963                               | 2027-01-01      | 4.5000%  | 0.0000% | $128423.00         | $2.79              | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL804641                               | 2034-12-01      | 6.0000%  | 0.0000% | $20000.00          | $102.86            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL839067                               | 2035-10-01      | 5.5000%  | 0.0000% | $802687.00         | $2332.58           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL558921                               | 2030-11-01      | 6.5000%  | 0.0000% | $36042.00          | $152.72            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF3006                               | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $856.68            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF8506                               | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $926.61            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL435082                               | 2028-07-01      | 6.0000%  | 0.0000% | $100000.00         | $391.30            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL535475                               | 2029-03-01      | 6.0000%  | 0.0000% | $120330.00         | $76.77             | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA3384                               | 2050-08-01      | 3.0000%  | 0.0000% | $8000.00           | $2725.47           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL442263                               | 2028-10-01      | 6.0000%  | 0.0000% | $717125.00         | $1533.80           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQC3242                               | 2051-06-01      | 3.0000%  | 0.0000% | $2000.00           | $1115.25           | Agency Mortgage-Backed Securities         |
| FNMS 08.000 CL535031                               | 2029-12-01      | 8.0000%  | 0.0000% | $797000.00         | $403.70            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CISB8155                               | 2037-05-01      | 3.0000%  | 0.0000% | $1000.00           | $627.87            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD0777                               | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $635.42            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQA5519                               | 2049-12-01      | 3.0000%  | 0.0000% | $1000.00           | $362.30            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL429544                               | 2028-06-01      | 6.0000%  | 0.0000% | $122000.00         | $121.33            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQJ8801                               | 2054-11-01      | 5.0000%  | 0.0000% | $1008.00           | $950.91            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQA5511                               | 2049-12-01      | 2.5000%  | 0.0000% | $4079.00           | $1178.60           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA3520                               | 2050-09-01      | 2.0000%  | 0.0000% | $3600.00           | $1774.88           | Agency Mortgage-Backed Securities         |
| 08.000 FGPC C80359 G                               | 2025-11-01      | 8.0000%  | 0.0000% | $153000.00         | $0.88              | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2029-12-15      | 4.8366%  | 0.0000% | $1000000.00        | $1057.26           | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CTZS8935                               | 2029-01-01      | 6.5000%  | 0.0000% | $400000.00         | $1123.68           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS4574                               | 2044-07-01      | 4.5000%  | 0.0000% | $5838.00           | $457.21            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB0100                               | 2034-10-01      | 2.5000%  | 0.0000% | $3000.00           | $848.35            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZS8883                               | 2028-03-01      | 6.0000%  | 0.0000% | $125000.00         | $784.41            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS4712                               | 2047-04-01      | 3.0000%  | 0.0000% | $1000.00           | $217.38            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS4186                               | 2035-06-01      | 5.0000%  | 0.0000% | $26000.00          | $223.67            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB0856                               | 2035-06-01      | 3.5000%  | 0.0000% | $1000.00           | $618.72            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB8505                               | 2035-10-01      | 2.5000%  | 0.0000% | $3000.00           | $1159.01           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZS9174                               | 2029-01-01      | 6.0000%  | 0.0000% | $8926.00           | $41.39             | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT1546                               | 2048-12-01      | 4.5000%  | 0.0000% | $1000.00           | $71.43             | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI8496                               | 2039-02-01      | 4.5000%  | 0.0000% | $522534.00         | $4067.16           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI8557                               | 2039-02-01      | 4.5000%  | 0.0000% | $71707.00          | $2357.48           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL5051                               | 2043-02-01      | 3.5000%  | 0.0000% | $10183.00          | $625.09            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD2570                               | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $768.92            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI3717                               | 2035-05-01      | 4.5000%  | 0.0000% | $66744.00          | $443.93            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G18555 G                               | 2030-05-01      | 3.5000%  | 0.0000% | $3000.00           | $290.08            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI7350                               | 2038-04-01      | 4.5000%  | 0.0000% | $29277.00          | $108.50            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CTZA1951                               | 2026-06-01      | 7.0000%  | 0.0000% | $145000.00         | $106.11            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZA1947                               | 2026-07-01      | 5.5000%  | 0.0000% | $1000000.00        | $532.93            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZK2631                               | 2025-10-25      | 3.5000%  | 0.0000% | $1243000.00        | $36.04             | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A13713 G                               | 2033-09-01      | 6.0000%  | 0.0000% | $33000.00          | $64.92             | Agency Mortgage-Backed Securities         |
| 08.500 FGPC C36261 G                               | 2030-02-01      | 8.5000%  | 0.0000% | $2241546.00        | $586.08            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZN4949                               | 2049-04-01      | 5.0000%  | 0.0000% | $26000.00          | $3013.96           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CTZA2079                               | 2028-05-01      | 4.5000%  | 0.0000% | $102000.00         | $339.56            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC J30383 G                               | 2030-01-01      | 3.5000%  | 0.0000% | $34016.00          | $657.50            | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZJ4659                               | 2030-12-01      | 7.5000%  | 0.0000% | $6571144.00        | $3454.54           | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C24962 G                               | 2029-04-01      | 6.0000%  | 0.0000% | $480000.00         | $260.95            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTZA1909                               | 2025-11-01      | 5.0000%  | 0.0000% | $3150000.00        | $242.49            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZA1939                               | 2026-06-01      | 6.0000%  | 0.0000% | $237778.00         | $203.08            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8043                               | 2050-02-01      | 2.5000%  | 0.0000% | $5000.00           | $1232.36           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZI3564                               | 2035-09-01      | 5.5000%  | 0.0000% | $78686.00          | $237.32            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G16756 G                               | 2034-01-01      | 3.5000%  | 0.0000% | $1000.00           | $127.71            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI6531                               | 2037-09-01      | 6.0000%  | 0.0000% | $13000.00          | $166.85            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTZA2104                               | 2028-10-01      | 5.0000%  | 0.0000% | $750000.00         | $3163.05           | Agency Mortgage-Backed Securities         |
| 06.500 FGPC C01197 G                               | 2031-07-01      | 6.5000%  | 0.0000% | $216718.00         | $123.39            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM2484                               | 2047-01-01      | 4.5000%  | 0.0000% | $16886.00          | $4383.44           | Agency Mortgage-Backed Securities         |
| 06.500 FGPC H09098 G                               | 2037-10-01      | 6.5000%  | 0.0000% | $401000.00         | $890.84            | Agency Mortgage-Backed Securities         |
| 06.500 FGPC C29919 G                               | 2029-08-01      | 6.5000%  | 0.0000% | $298100.00         | $357.63            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A49705 G                               | 2036-06-01      | 6.0000%  | 0.0000% | $25000.00          | $143.50            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C29215 G                               | 2029-07-01      | 6.0000%  | 0.0000% | $165069.00         | $446.71            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C54269 G                               | 2031-07-01      | 7.0000%  | 0.0000% | $12000.00          | $30.45             | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI8716                               | 2039-04-01      | 4.5000%  | 0.0000% | $80781.00          | $734.65            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIZA2614                               | 2026-04-01      | 4.0000%  | 0.0000% | $340000.00         | $1042.33           | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C18457 G                               | 2028-12-01      | 6.0000%  | 0.0000% | $495000.00         | $431.92            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM8576                               | 2048-10-01      | 4.0000%  | 0.0000% | $13000.00          | $942.85            | Agency Mortgage-Backed Securities         |
| 05.500 FGPC A89145 G                               | 2039-10-01      | 5.5000%  | 0.0000% | $12342.00          | $375.60            | Agency Mortgage-Backed Securities         |
| 06.500 FGPC C35683 G                               | 2030-01-01      | 6.5000%  | 0.0000% | $1000000.00        | $2609.06           | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZJ4394                               | 2030-08-01      | 7.5000%  | 0.0000% | $9607594.00        | $2582.68           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZN3772                               | 2034-03-01      | 3.5000%  | 0.0000% | $15000.00          | $1383.77           | Agency Mortgage-Backed Securities         |
| 08.500 FGPC C41171 G                               | 2030-08-01      | 8.5000%  | 0.0000% | $240303.00         | $305.63            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A25837 G                               | 2034-08-01      | 6.0000%  | 0.0000% | $175000.00         | $377.53            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G16040 G                               | 2030-07-01      | 3.5000%  | 0.0000% | $5000.00           | $327.40            | Agency Mortgage-Backed Securities         |
| 05.000 FGPC C90931 G                               | 2025-11-01      | 5.0000%  | 0.0000% | $25000.00          | $1.93              | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A80852 G                               | 2038-08-01      | 6.0000%  | 0.0000% | $15952.00          | $319.01            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD4660                               | 2052-08-01      | 4.0000%  | 0.0000% | $1000.00           | $764.01            | Agency Mortgage-Backed Securities         |
| 06.500 FGPC C13949 G                               | 2028-08-01      | 6.5000%  | 0.0000% | $21000.00          | $14.55             | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD5942                               | 2054-06-01      | 6.0000%  | 0.0000% | $2000.00           | $1783.79           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CTZA1959                               | 2026-10-01      | 6.5000%  | 0.0000% | $2207540.00        | $4878.43           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C47217 G                               | 2031-02-01      | 7.0000%  | 0.0000% | $39782.00          | $19.74             | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZJ5549                               | 2031-12-01      | 7.5000%  | 0.0000% | $500467.00         | $2353.61           | Agency Mortgage-Backed Securities         |
| 08.000 FGPC C59341 G                               | 2031-10-01      | 8.0000%  | 0.0000% | $42153.00          | $255.05            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZI9474                               | 2039-12-01      | 4.0000%  | 0.0000% | $73714.00          | $2872.33           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC J25562 G                               | 2028-09-01      | 3.5000%  | 0.0000% | $84481.00          | $2602.72           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CTZA2122                               | 2029-05-01      | 4.5000%  | 0.0000% | $725620.00         | $4431.05           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZA1949                               | 2026-08-01      | 6.0000%  | 0.0000% | $375000.00         | $324.10            | Agency Mortgage-Backed Securities         |
| GNII SF MA4451 M                                   | 2047-05-20      | 3.5000%  | 0.0000% | $218000.00         | $25542.79          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CI890263                               | 2025-11-01      | 4.0000%  | 0.0000% | $2049229.00        | $332.33            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CI890446                               | 2026-06-01      | 4.5000%  | 0.0000% | $238324.00         | $50.28             | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL890154                               | 2038-03-01      | 5.0000%  | 0.0000% | $101321.00         | $1729.16           | Agency Mortgage-Backed Securities         |
| GNII SF MA4511 M                                   | 2047-06-20      | 4.0000%  | 0.0000% | $326158800.00      | $32147722.55       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAE7929                               | 2025-12-01      | 3.5000%  | 0.0000% | $53334.00          | $20.02             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAE7731                               | 2040-11-01      | 4.5000%  | 0.0000% | $76000.00          | $2667.52           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL888352                               | 2037-05-01      | 5.5000%  | 0.0000% | $29000.00          | $384.66            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CLFS8372                               | 2054-06-01      | 7.5000%  | 0.0000% | $2110.00           | $1404.09           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C33164 G                               | 2029-11-01      | 7.0000%  | 0.0000% | $300385.00         | $2563.48           | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C00716 G                               | 2029-02-01      | 6.0000%  | 0.0000% | $546000.00         | $452.67            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C11920 G                               | 2028-07-01      | 6.0000%  | 0.0000% | $1741.00           | $5.72              | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C65574 G                               | 2032-04-01      | 7.0000%  | 0.0000% | $66000.00          | $286.09            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI0320                               | 2033-07-01      | 5.0000%  | 0.0000% | $279851.00         | $1505.63           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C01306 G                               | 2032-01-01      | 7.0000%  | 0.0000% | $217000.00         | $274.99            | Agency Mortgage-Backed Securities         |
| 08.000 FGPC C34785 G                               | 2029-12-01      | 8.0000%  | 0.0000% | $705000.00         | $200.18            | Agency Mortgage-Backed Securities         |
| 08.000 FGPC C37136 G                               | 2030-03-01      | 8.0000%  | 0.0000% | $1346971.00        | $1127.25           | Agency Mortgage-Backed Securities         |
| 06.000 FGPC G04617 G                               | 2038-08-01      | 6.0000%  | 0.0000% | $43444.00          | $676.28            | Agency Mortgage-Backed Securities         |
| 05.000 FGPC G16358 G                               | 2026-06-01      | 5.0000%  | 0.0000% | $2891000.00        | $1.44              | Agency Mortgage-Backed Securities         |
| 04.000 FGPC J15305 G                               | 2026-05-01      | 4.0000%  | 0.0000% | $483517.00         | $563.32            | Agency Mortgage-Backed Securities         |
| 07.500 FGPC C66709 G                               | 2032-05-01      | 7.5000%  | 0.0000% | $13737.00          | $81.37             | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C67056 G                               | 2032-05-01      | 7.0000%  | 0.0000% | $142750.00         | $1274.38           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C62869 G                               | 2032-01-01      | 7.0000%  | 0.0000% | $28000.00          | $80.92             | Agency Mortgage-Backed Securities         |
| 06.500 FGPC C61765 G                               | 2031-12-01      | 6.5000%  | 0.0000% | $499200.00         | $3483.70           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C67215 G                               | 2032-05-01      | 7.0000%  | 0.0000% | $43105.00          | $91.12             | Agency Mortgage-Backed Securities         |
| 06.500 FGPC C70067 G                               | 2032-08-01      | 6.5000%  | 0.0000% | $45700.00          | $320.02            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C68248 G                               | 2032-06-01      | 7.0000%  | 0.0000% | $45000.00          | $97.05             | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G18493 G                               | 2029-01-01      | 3.5000%  | 0.0000% | $27237.00          | $1247.68           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAL9031                               | 2046-08-01      | 3.0000%  | 0.0000% | $3380.00           | $758.63            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTAL4778                               | 2032-10-01      | 4.0000%  | 0.0000% | $1000.00           | $53.35             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAO7523                               | 2042-07-01      | 3.5000%  | 0.0000% | $21548.00          | $2390.57           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL5749                               | 2044-09-01      | 4.5000%  | 0.0000% | $42000.00          | $4607.07           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CICA2404                               | 2033-10-01      | 4.0000%  | 0.0000% | $20000.00          | $2944.51           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDA7568                               | 2054-02-01      | 7.0000%  | 0.0000% | $1000.00           | $1045.48           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQA5381                               | 2049-12-01      | 3.0000%  | 0.0000% | $7000.00           | $1366.28           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL795746                               | 2029-05-01      | 6.0000%  | 0.0000% | $41258.00          | $121.09            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL7306                               | 2042-09-01      | 4.5000%  | 0.0000% | $17000.00          | $2198.68           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL654871                               | 2032-08-01      | 6.5000%  | 0.0000% | $314398.00         | $130.53            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL785868                               | 2034-07-01      | 6.5000%  | 0.0000% | $510000.00         | $4928.65           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL252255                               | 2029-02-01      | 6.5000%  | 0.0000% | $196000.00         | $155.66            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL602006                               | 2031-08-01      | 6.5000%  | 0.0000% | $267100.00         | $414.60            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL852029                               | 2036-01-01      | 6.0000%  | 0.0000% | $149000.00         | $754.84            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIAL6713                               | 2027-01-01      | 4.5000%  | 0.0000% | $1400000.00        | $1947.53           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL601415                               | 2031-11-01      | 6.5000%  | 0.0000% | $205035.00         | $110.85            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAL4010                               | 2043-07-01      | 3.5000%  | 0.0000% | $6000.00           | $1020.86           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBQ3023                               | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $554.56            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CWAL3797                               | 2028-06-01      | 2.5000%  | 0.0000% | $1000.00           | $41.36             | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDB6834                               | 2054-07-01      | 5.0000%  | 0.0000% | $1000.00           | $890.13            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL9243                               | 2044-06-01      | 4.5000%  | 0.0000% | $18000.00          | $2951.54           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAO4133                               | 2042-06-01      | 3.5000%  | 0.0000% | $1000.00           | $136.14            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAL7970                               | 2029-04-01      | 4.0000%  | 0.0000% | $34000.00          | $100.65            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIAL3197                               | 2026-06-01      | 5.0000%  | 0.0000% | $24456.00          | $0.02              | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIAL6449                               | 2027-01-01      | 4.5000%  | 0.0000% | $245000.00         | $21.26             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB6204                               | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1002.01           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBQ6913                               | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $657.53            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBV0922                               | 2052-06-01      | 3.0000%  | 0.0000% | $3000.00           | $1990.79           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM6599                               | 2050-06-01      | 3.5000%  | 0.0000% | $3000.00           | $958.62            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBE9028                               | 2047-04-01      | 4.0000%  | 0.0000% | $1282.00           | $104.57            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3664                               | 2049-05-01      | 4.0000%  | 0.0000% | $11000.00          | $939.76            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAC1329                               | 2039-03-01      | 4.5000%  | 0.0000% | $190206.00         | $1706.40           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CVMA1257                               | 2027-10-01      | 3.0000%  | 0.0000% | $65121.00          | $1287.69           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM1449                               | 2049-09-01      | 3.5000%  | 0.0000% | $15000.00          | $2207.01           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3494                               | 2048-10-01      | 3.5000%  | 0.0000% | $16000.00          | $1389.93           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFM7261                               | 2036-05-01      | 2.0000%  | 0.0000% | $4000.00           | $1796.08           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAZ8075                               | 2045-08-01      | 3.5000%  | 0.0000% | $24999.00          | $3321.03           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTFM3321                               | 2038-11-01      | 4.5000%  | 0.0000% | $8000.00           | $1699.98           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM6558                               | 2051-03-01      | 2.0000%  | 0.0000% | $5600.00           | $3531.35           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA3851                               | 2049-11-01      | 4.5000%  | 0.0000% | $17000.00          | $2146.38           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA3008                               | 2047-05-01      | 4.5000%  | 0.0000% | $2000.00           | $203.00            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIMA0732                               | 2026-04-01      | 4.0000%  | 0.0000% | $50000.00          | $139.45            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT995477                               | 2029-01-01      | 5.5000%  | 0.0000% | $454464.00         | $1493.50           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL940730                               | 2037-10-01      | 6.0000%  | 0.0000% | $435000.00         | $1595.09           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIBC6850                               | 2031-05-01      | 2.5000%  | 0.0000% | $4691.00           | $1091.35           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM3102                               | 2049-09-01      | 4.0000%  | 0.0000% | $19793.00          | $2688.16           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM3387                               | 2035-03-01      | 3.5000%  | 0.0000% | $14000.00          | $2451.82           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA2539                               | 2046-02-01      | 4.0000%  | 0.0000% | $10000.00          | $1068.62           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL959642                               | 2037-11-01      | 6.0000%  | 0.0000% | $228000.00         | $2314.62           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIBH5023                               | 2032-08-01      | 2.5000%  | 0.0000% | $2808.00           | $300.62            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM1793                               | 2034-02-01      | 3.5000%  | 0.0000% | $32113.00          | $2908.48           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAA9133                               | 2039-08-01      | 4.5000%  | 0.0000% | $25924.00          | $1749.52           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIFM4382                               | 2035-10-01      | 2.5000%  | 0.0000% | $1000.00           | $395.13            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAC8719                               | 2039-12-01      | 4.5000%  | 0.0000% | $4415.00           | $142.25            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBE8541                               | 2047-05-01      | 4.5000%  | 0.0000% | $2874.00           | $342.68            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL878201                               | 2036-09-01      | 6.0000%  | 0.0000% | $25000.00          | $253.91            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA7052                               | 2050-09-01      | 3.0000%  | 0.0000% | $6000.00           | $2386.02           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT960213                               | 2027-09-01      | 5.5000%  | 0.0000% | $425000.00         | $2264.21           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL942950                               | 2037-09-01      | 6.0000%  | 0.0000% | $169422.00         | $522.56            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL968252                               | 2038-02-01      | 7.0000%  | 0.0000% | $200000.00         | $2088.46           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAB0194                               | 2039-01-01      | 5.5000%  | 0.0000% | $21000.00          | $255.23            | Agency Mortgage-Backed Securities         |
| GNII JM MA6645 M                                   | 2050-05-20      | 2.5000%  | 0.0000% | $2995000.00        | $596081.53         | Agency Mortgage-Backed Securities         |
| GNPL PN CJ9085                                     | 2057-05-15      | 2.4300%  | 0.0000% | $4421536.00        | $3689577.07        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CI890430                               | 2027-07-01      | 3.5000%  | 0.0000% | $13000.00          | $123.72            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL890519                               | 2040-10-01      | 6.0000%  | 0.0000% | $8098.00           | $285.42            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT888281                               | 2027-04-01      | 6.0000%  | 0.0000% | $450000.00         | $836.24            | Agency Mortgage-Backed Securities         |
| GNPL PN CM8605                                     | 2064-08-15      | 2.7100%  | 0.0000% | $9128040.00        | $7692780.25        | Agency Mortgage-Backed Securities         |
| GNMI SF AD3148 X                                   | 2043-05-15      | 3.0000%  | 0.0000% | $13690336.00       | $1561921.08        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAE9432                               | 2040-12-01      | 4.0000%  | 0.0000% | $346316.00         | $2841.17           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAD9751                               | 2025-12-01      | 3.5000%  | 0.0000% | $60314.00          | $36.89             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAD4377                               | 2040-05-01      | 4.5000%  | 0.0000% | $2162.00           | $55.08             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL892528                               | 2036-09-01      | 6.0000%  | 0.0000% | $41506.00          | $312.07            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CTFM1196                               | 2029-09-01      | 6.0000%  | 0.0000% | $10303.00          | $436.06            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ2309                               | 2054-09-01      | 6.0000%  | 0.0000% | $180000.00         | $163314.29         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL894964                               | 2036-08-01      | 6.0000%  | 0.0000% | $25000.00          | $547.96            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ3593                               | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.41           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL931227                               | 2039-05-01      | 4.5000%  | 0.0000% | $91339.00          | $4438.87           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA2503                               | 2052-07-01      | 5.0000%  | 0.0000% | $32229760.00       | $32456395.01       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIMA3173                               | 2032-09-01      | 4.0000%  | 0.0000% | $6947.00           | $1072.82           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CVMA1419                               | 2028-03-01      | 3.0000%  | 0.0000% | $77125.00          | $2406.15           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CVMA1775                               | 2028-12-01      | 3.0000%  | 0.0000% | $61366.00          | $2702.38           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIMA0678                               | 2026-03-01      | 4.0000%  | 0.0000% | $1000000.00        | $1905.97           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA3632                               | 2034-04-01      | 3.5000%  | 0.0000% | $59000.00          | $4456.89           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CVMA1580                               | 2028-09-01      | 3.0000%  | 0.0000% | $83604.00          | $3719.01           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA3377                               | 2048-05-01      | 3.0000%  | 0.0000% | $14000.00          | $2306.28           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA3147                               | 2047-10-01      | 3.0000%  | 0.0000% | $3000.00           | $478.46            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA3462                               | 2033-09-01      | 3.5000%  | 0.0000% | $18000.00          | $1407.13           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CNMA2958                               | 2027-02-01      | 2.0000%  | 0.0000% | $45434.00          | $1624.92           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ1589                               | 2055-08-01      | 6.0000%  | 0.0000% | $1008.00           | $1042.53           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL889190                               | 2038-03-01      | 6.0000%  | 0.0000% | $175216.00         | $1251.47           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL915662                               | 2037-04-01      | 6.0000%  | 0.0000% | $175000.00         | $3770.91           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL930071                               | 2038-10-01      | 6.0000%  | 0.0000% | $567000.00         | $1937.89           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ1478                               | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1027.70           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL889691                               | 2038-07-01      | 6.0000%  | 0.0000% | $2000.00           | $14.81             | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQX1122                               | 2054-12-01      | 5.0000%  | 0.0000% | $7800020.00        | $7035835.30        | Agency Mortgage-Backed Securities         |
| GNII SF MA6256 M                                   | 2034-12-20      | 3.5000%  | 0.0000% | $285000.00         | $51716.27          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY4436                               | 2055-06-01      | 5.5000%  | 0.0000% | $1024.00           | $1002.50           | Agency Mortgage-Backed Securities         |
| GNII SF MA5932 M                                   | 2049-05-20      | 4.5000%  | 0.0000% | $129348400.00      | $12545479.37       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL981445                               | 2038-09-01      | 6.0000%  | 0.0000% | $50000.00          | $559.89            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL1520                               | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $986.99            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL919168                               | 2037-05-01      | 6.0000%  | 0.0000% | $94000.00          | $326.24            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL929013                               | 2037-12-01      | 6.0000%  | 0.0000% | $250000.00         | $1390.72           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL946114                               | 2037-09-01      | 6.0000%  | 0.0000% | $500000.00         | $3725.70           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL918555                               | 2037-06-01      | 6.0000%  | 0.0000% | $448573.00         | $1839.32           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAB1389                               | 2040-08-01      | 4.5000%  | 0.0000% | $30000.00          | $723.73            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT995498                               | 2026-11-01      | 6.0000%  | 0.0000% | $55544.00          | $68.31             | Agency Mortgage-Backed Securities         |
| GNII SF MA7196 M                                   | 2051-02-20      | 4.0000%  | 0.0000% | $158447872.00      | $57511757.32       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL972448                               | 2038-03-01      | 6.0000%  | 0.0000% | $235000.00         | $1148.17           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ0191                               | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $908.09            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL928125                               | 2037-03-01      | 5.5000%  | 0.0000% | $97111.00          | $1105.35           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAB5890                               | 2027-08-01      | 3.0000%  | 0.0000% | $31155.00          | $637.97            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM3035                               | 2049-09-01      | 4.0000%  | 0.0000% | $2000.00           | $594.15            | Agency Mortgage-Backed Securities         |
| GNMI SF 693623 X                                   | 2038-07-15      | 5.0000%  | 0.0000% | $734574.00         | $13308.08          | Agency Mortgage-Backed Securities         |
| GNII SF DL0220 C                                   | 2055-08-20      | 6.0000%  | 0.0000% | $665388.00         | $686484.68         | Agency Mortgage-Backed Securities         |
| GNII SF MA9307 M                                   | 2053-11-20      | 6.5000%  | 0.0000% | $103000.00         | $54558.80          | Agency Mortgage-Backed Securities         |
| GNII SF DJ3738 C                                   | 2055-03-20      | 6.5000%  | 0.0000% | $777758.00         | $808113.82         | Agency Mortgage-Backed Securities         |
| GNPL PN DC4422                                     | 2059-09-15      | 5.6900%  | 0.0000% | $2229660.00        | $2340367.02        | Agency Mortgage-Backed Securities         |
| GNII SF DL0561 C                                   | 2055-09-20      | 6.0000%  | 0.0000% | $3856936.00        | $3971037.02        | Agency Mortgage-Backed Securities         |
| GNRM 2008-001 LB                                   | 2038-01-20      | 5.5000%  | 0.0000% | $33000.00          | $1713.08           | Agency Collateralized Mortgage Obligation |
| FNMS 07.500 CL545546                               | 2032-03-01      | 7.5000%  | 0.0000% | $318302.00         | $350.41            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL505614                               | 2029-07-01      | 6.5000%  | 0.0000% | $260000.00         | $230.08            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZT1702                               | 2049-01-01      | 4.0000%  | 0.0000% | $1000.00           | $61.58             | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CISB8032                               | 2035-02-01      | 3.0000%  | 0.0000% | $1000.00           | $164.97            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD2563                               | 2052-10-01      | 4.5000%  | 0.0000% | $2000.00           | $1583.26           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD2578                               | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $771.91            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZS6734                               | 2028-05-01      | 3.5000%  | 0.0000% | $259900.00         | $3824.30           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZS7854                               | 2032-09-01      | 3.5000%  | 0.0000% | $1000.00           | $123.26            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD5196                               | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $801.46            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB0019                               | 2034-06-01      | 3.5000%  | 0.0000% | $1000.00           | $127.12            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD5726                               | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $801.53            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD4679                               | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $878.55            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZS8836                               | 2027-08-01      | 6.0000%  | 0.0000% | $250000.00         | $1027.91           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CISB8155                               | 2037-05-01      | 3.0000%  | 0.0000% | $4000.00           | $2511.48           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2029-02-15      | 6.0000%  | 0.0000% | $74000.00          | $471.67            | Agency Collateralized Mortgage Obligation |
| FNMS 04.500 CLAL8383                               | 2045-10-01      | 4.5000%  | 0.0000% | $9000.00           | $1193.97           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAJ7715                               | 2026-12-01      | 3.0000%  | 0.0000% | $450271.00         | $4136.93           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL606341                               | 2031-10-01      | 6.0000%  | 0.0000% | $999900.00         | $360.35            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAH0057                               | 2041-02-01      | 4.5000%  | 0.0000% | $20000.00          | $777.33            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT831901                               | 2026-10-01      | 5.5000%  | 0.0000% | $2000000.00        | $701.41            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL253037                               | 2030-02-01      | 7.5000%  | 0.0000% | $525000.00         | $327.99            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAL9578                               | 2045-06-01      | 4.0000%  | 0.0000% | $3000.00           | $454.69            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL840112                               | 2035-10-01      | 5.5000%  | 0.0000% | $300000.00         | $4167.95           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL555071                               | 2032-02-01      | 6.5000%  | 0.0000% | $298800.00         | $412.74            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL449277                               | 2029-02-01      | 6.0000%  | 0.0000% | $65703.00          | $46.03             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL567640                               | 2031-02-01      | 6.0000%  | 0.0000% | $6500000.00        | $1518.78           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL634603                               | 2031-11-01      | 6.0000%  | 0.0000% | $61927.00          | $537.29            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAH4890                               | 2026-03-01      | 4.0000%  | 0.0000% | $51948.00          | $121.22            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL555000                               | 2032-10-01      | 6.0000%  | 0.0000% | $37825.00          | $267.54            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL584932                               | 2031-06-01      | 6.0000%  | 0.0000% | $1000100.00        | $1266.07           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQB1469                               | 2050-07-01      | 2.5000%  | 0.0000% | $1008.00           | $462.71            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL581806                               | 2031-07-01      | 7.0000%  | 0.0000% | $254000.00         | $95.25             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL575331                               | 2031-04-01      | 6.0000%  | 0.0000% | $4000000.00        | $4149.62           | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQI6952                               | 2054-05-01      | 7.0000%  | 0.0000% | $1000.00           | $913.74            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL581157                               | 2031-04-01      | 6.5000%  | 0.0000% | $182298.00         | $111.80            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL600799                               | 2031-08-01      | 6.5000%  | 0.0000% | $335209.00         | $967.17            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL610107                               | 2031-10-01      | 6.5000%  | 0.0000% | $26035.00          | $5.48              | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL615364                               | 2031-11-01      | 6.0000%  | 0.0000% | $50466.00          | $1290.50           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAQ8046                               | 2043-01-01      | 3.5000%  | 0.0000% | $77669.00          | $3797.81           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL190312                               | 2031-04-01      | 6.5000%  | 0.0000% | $184000.00         | $118.25            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL254180                               | 2032-01-01      | 7.5000%  | 0.0000% | $4000400.00        | $592.59            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAL1719                               | 2027-05-01      | 3.0000%  | 0.0000% | $300000.00         | $4449.16           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL822508                               | 2035-05-01      | 6.5000%  | 0.0000% | $27000.00          | $89.44             | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIAL2439                               | 2027-09-01      | 5.0000%  | 0.0000% | $947000.00         | $0.11              | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL8206                               | 2043-01-01      | 4.5000%  | 0.0000% | $11000.00          | $1370.34           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAJ8203                               | 2042-01-01      | 4.5000%  | 0.0000% | $36000.00          | $3529.25           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAS1758                               | 2029-02-01      | 3.5000%  | 0.0000% | $45000.00          | $1777.46           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL125474                               | 2027-02-01      | 7.5000%  | 0.0000% | $565000.00         | $42.07             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT831438                               | 2026-04-01      | 6.0000%  | 0.0000% | $100000.00         | $14.37             | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIAR3967                               | 2028-04-01      | 2.0000%  | 0.0000% | $19984.00          | $820.49            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAP8449                               | 2027-11-01      | 2.5000%  | 0.0000% | $1000.00           | $23.63             | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDB1967                               | 2054-10-01      | 5.0000%  | 0.0000% | $1008.00           | $992.66            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIAS4309                               | 2030-01-01      | 2.0000%  | 0.0000% | $22252.00          | $2198.16           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS1558                               | 2044-01-01      | 4.0000%  | 0.0000% | $8000.00           | $874.91            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAP9565                               | 2027-10-01      | 3.5000%  | 0.0000% | $58054.00          | $1372.56           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBD7043                               | 2047-03-01      | 4.0000%  | 0.0000% | $1000.00           | $148.14            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAZ7916                               | 2026-04-01      | 3.5000%  | 0.0000% | $23000.00          | $47.77             | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAS5548                               | 2030-08-01      | 2.5000%  | 0.0000% | $46029.00          | $4844.92           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CTAL7924                               | 2028-12-01      | 6.0000%  | 0.0000% | $13251.00          | $0.37              | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAQ1283                               | 2043-02-01      | 3.0000%  | 0.0000% | $11000.00          | $2068.90           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAS4684                               | 2030-03-01      | 3.5000%  | 0.0000% | $40393.00          | $1585.84           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAL6583                               | 2030-03-01      | 3.0000%  | 0.0000% | $36904.00          | $3593.84           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL8204                               | 2046-03-01      | 4.5000%  | 0.0000% | $8756.00           | $213.67            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL1168                               | 2026-01-01      | 3.5000%  | 0.0000% | $78145.00          | $52.69             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIAL3042                               | 2026-03-01      | 4.5000%  | 0.0000% | $28847.00          | $0.34              | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIAL1953                               | 2027-01-01      | 4.5000%  | 0.0000% | $6000000.00        | $1192.08           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL5930                               | 2043-01-01      | 4.5000%  | 0.0000% | $13000.00          | $1179.44           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIAL6132                               | 2029-03-01      | 4.5000%  | 0.0000% | $218000.00         | $347.04            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAS3594                               | 2029-10-01      | 3.0000%  | 0.0000% | $6000.00           | $439.35            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAS5872                               | 2030-09-01      | 2.5000%  | 0.0000% | $25036.00          | $3278.54           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAS3834                               | 2029-11-01      | 2.5000%  | 0.0000% | $1000.00           | $63.84             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAL0003                               | 2026-02-01      | 4.0000%  | 0.0000% | $1100000.00        | $592.20            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIAL2665                               | 2026-04-01      | 4.5000%  | 0.0000% | $1309000.00        | $1277.59           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAS3499                               | 2029-10-01      | 2.5000%  | 0.0000% | $7885.00           | $489.10            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAR7312                               | 2028-08-01      | 3.0000%  | 0.0000% | $103791.00         | $2710.68           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL1831                               | 2027-05-01      | 3.5000%  | 0.0000% | $32357.00          | $324.57            | Agency Mortgage-Backed Securities         |

### Security 260: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 4.180000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1B9NZ8, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP1B9NZ8
- **C.18 - Value (incl. sponsor support):** $289000000.00
- **C.18.a - Value (excl. sponsor support):** $289000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **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? 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 | 2055-02-15      | 4.6250%  | 0.0000% | $21683100.00       | $21490602.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $100.00            | $57.49             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $16123500.00       | $16400502.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $3698400.00        | $3763109.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $9000000.00        | $9547145.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-04      | 0.0000%  | 0.0000% | $1033800.00        | $1029885.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-08      | 0.0000%  | 0.0000% | $100.00            | $98.96             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-02-15      | 4.7500%  | 0.0000% | $157000.00         | $165908.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $5268500.00        | $5340436.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | 0.0000% | $149304300.00      | $145770665.41      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 4.5000%  | 0.0000% | $4826000.00        | $5012944.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-09      | 0.0000%  | 0.0000% | $217800.00         | $211750.17         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $100.00            | $68.11             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $200.00            | $137.81            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $108000.00         | $108996.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-31      | 3.0000%  | 0.0000% | $4743000.00        | $4797429.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-09      | 0.0000%  | 0.0000% | $333400.00         | $330954.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-23      | 0.0000%  | 0.0000% | $100.00            | $99.75             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-19      | 0.0000%  | 0.0000% | $3941800.00        | $3872735.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | 0.0000% | $28100.00          | $28088.96          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $200.00            | $101.15            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $100.00            | $102.35            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $2699800.00        | $2934333.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-13      | 0.0000%  | 0.0000% | $8625200.00        | $8529986.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-11      | 0.0000%  | 0.0000% | $210800.00         | $209200.45         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $100.00            | $93.01             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $100.00            | $104.93            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | 0.0000% | $514000.00         | $534562.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $100.00            | $103.58            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | 0.0000% | $100.00            | $78.57             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $100.00            | $70.58             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-06      | 0.0000%  | 0.0000% | $4468800.00        | $4450862.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $100.00            | $76.42             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | 0.0000% | $61357000.00       | $60248749.43       | U.S. Treasuries (including strips) |

### Security 261: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.200000%
- **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: ARP1B9TE9, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1B9TE9
- **C.18 - Value (incl. sponsor support):** $270000000.00
- **C.18.a - Value (excl. sponsor support):** $270000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **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? 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 CLAC6608 | 2039-11-01      | 4.5000%  | 0.0000% | $55000.00          | $1504.23           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW7604 | 2052-08-01      | 4.5000%  | 0.0000% | $1262556.00        | $1005281.05        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC8921 | 2055-01-01      | 5.5000%  | 0.0000% | $1118000.00        | $983557.03         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAE0395 | 2040-10-01      | 4.5000%  | 0.0000% | $174994.00         | $4865.76           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAI9224 | 2041-08-01      | 4.5000%  | 0.0000% | $73404.00          | $10097.63          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC6101 | 2055-04-01      | 6.0000%  | 0.0000% | $3867894.00        | $3897686.60        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA3027 | 2055-07-01      | 6.5000%  | 0.0000% | $210600843.00      | $219076707.93      | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE0765 | 2055-06-01      | 6.0000%  | 0.0000% | $4363072.00        | $4521730.20        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY4833 | 2053-06-01      | 6.0000%  | 0.0000% | $600000.00         | $466478.17         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4072 | 2053-03-01      | 5.5000%  | 0.0000% | $12627369.00       | $11176453.24       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE0679 | 2055-06-01      | 6.5000%  | 0.0000% | $10075334.00       | $10221457.77       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5137 | 2053-09-01      | 5.0000%  | 0.0000% | $139000.00         | $119630.87         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE3042 | 2055-06-01      | 6.0000%  | 0.0000% | $6459380.00        | $6675696.45        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ6530 | 2051-08-01      | 2.0000%  | 0.0000% | $25864.00          | $16341.01          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAJ4994 | 2041-11-01      | 4.5000%  | 0.0000% | $503381.00         | $38981.75          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL961205 | 2038-01-01      | 6.0000%  | 0.0000% | $2578697.00        | $10009.02          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF1173 | 2055-09-01      | 6.0000%  | 0.0000% | $3141920.00        | $3252488.35        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB5156 | 2052-11-01      | 6.5000%  | 0.0000% | $775000.00         | $543464.64         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB6704 | 2053-07-01      | 6.5000%  | 0.0000% | $15181265.00       | $12343502.21       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS9126 | 2053-02-01      | 5.0000%  | 0.0000% | $1897169.00        | $1699414.21        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS4371 | 2052-02-01      | 3.5000%  | 0.0000% | $1000.00           | $759.23            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS1334 | 2051-11-01      | 2.0000%  | 0.0000% | $2210787.00        | $1402058.48        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM7877 | 2036-03-01      | 3.5000%  | 0.0000% | $21000.00          | $8139.06           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBD8498 | 2046-12-01      | 3.0000%  | 0.0000% | $2500000.00        | $844459.01         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM9745 | 2036-11-01      | 2.5000%  | 0.0000% | $391289.00         | $223299.75         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS2619 | 2052-08-01      | 5.0000%  | 0.0000% | $3026376.00        | $2452496.38        | Agency Mortgage-Backed Securities |

### Security 262: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 4.190000%
- **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: ARP1BAPO8, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1BAPO8
- **C.18 - Value (incl. sponsor support):** $241000000.00
- **C.18.a - Value (excl. sponsor support):** $241000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-03
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRM 2016-121 AV       | 2045-05-20      | 4.0000%  | 0.0000% | $3962728.00        | $881935.18         | Agency Collateralized Mortgage Obligation |
| GNRM 2021-089 EY       | 2051-05-20      | 1.5000%  | 0.0000% | $705496.00         | $371366.98         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-136 BQ       | 2051-09-20      | 4.7500%  | 0.0000% | $43873084.00       | $43769546.04       | Agency Collateralized Mortgage Obligation |
| GNRA 2020-034 AF       | 2050-03-20      | 3.5000%  | 0.0000% | $170000000.00      | $31673600.27       | Agency Collateralized Mortgage Obligation |
| GNRM 2021-107 EY       | 2051-06-20      | 2.0000%  | 0.0000% | $575771.00         | $336709.79         | Agency Collateralized Mortgage Obligation |
| GNRM 2019-43 PL        | 2049-04-20      | 3.0000%  | 0.0000% | $936000.00         | $184924.60         | Agency Collateralized Mortgage Obligation |
| GNRA 2019-43 FD        | 2049-04-20      | 4.0000%  | 0.0000% | $150000000.00      | $31809117.08       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-115 LA       | 2051-08-20      | 4.5000%  | 0.0000% | $4112095.00        | $4017124.71        | Agency Collateralized Mortgage Obligation |
| GNRM 2020-146 YK       | 2050-10-20      | 1.0000%  | 0.0000% | $335000.00         | $129802.42         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-097 MA       | 2046-02-20      | 5.5000%  | 0.0000% | $36258861.00       | $36231794.54       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2026-04-30      | 0.7500%  | 0.0000% | $100.00            | $98.55             | U.S. Treasuries (including strips)        |
| GNRA 2019-45 FL        | 2049-04-20      | 4.5000%  | 0.0000% | $25000000.00       | $3820854.62        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-044 TF       | 2051-03-20      | 4.0000%  | 0.0000% | $1363636.00        | $870267.61         | Agency Collateralized Mortgage Obligation |
| GNRM 2012-108 KA       | 2042-08-16      | 1.5000%  | 0.0000% | $1000000.00        | $114830.31         | Agency Collateralized Mortgage Obligation |
| GNRM 2020-166 CA       | 2050-11-20      | 1.0000%  | 0.0000% | $290000.00         | $128258.49         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-115 HE       | 2051-06-20      | 5.0000%  | 0.0000% | $56908431.00       | $56767359.75       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2026-04-30      | 4.0485%  | 0.0000% | $100.00            | $100.70            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-05-15      | 1.6250%  | 0.0000% | $1200.00           | $1191.26           | U.S. Treasuries (including strips)        |
| GNRM 2025-043 CA       | 2050-07-20      | 5.0000%  | 0.0000% | $2963729.00        | $2834068.67        | Agency Collateralized Mortgage Obligation |
| GNRM 2019-18 TP        | 2049-02-20      | 3.5000%  | 0.0000% | $700000.00         | $506990.54         | Agency Collateralized Mortgage Obligation |
| GNRM 2015-162 BE       | 2043-09-20      | 2.2500%  | 0.0000% | $11050000.00       | $221682.85         | Agency Collateralized Mortgage Obligation |
| GNRA 2019-98 F         | 2049-08-20      | 3.5000%  | 0.0000% | $100000000.00      | $11472273.78       | Agency Collateralized Mortgage Obligation |
| GNRM 2018-68 PA        | 2048-08-20      | 4.0000%  | 0.0000% | $600000.00         | $200331.61         | Agency Collateralized Mortgage Obligation |
| GNRM 2020-127 LP       | 2050-06-20      | 1.5000%  | 0.0000% | $2160000.00        | $769299.39         | Agency Collateralized Mortgage Obligation |
| GNRA 2019-49 FA        | 2049-04-20      | 4.6999%  | 0.0000% | $20000000.00       | $3926851.11        | Agency Collateralized Mortgage Obligation |
| GNRM 2022-191 B        | 2041-06-20      | 4.0000%  | 0.0000% | $590722.00         | $564896.36         | Agency Collateralized Mortgage Obligation |
| GNRM 2003-76 TG        | 2033-09-20      | 5.5000%  | 0.0000% | $111945.00         | $26900.53          | Agency Collateralized Mortgage Obligation |
| GNRA 2020-176 FW       | 2050-11-20      | 4.0000%  | 0.0000% | $1725176.00        | $923483.26         | Agency Collateralized Mortgage Obligation |
| GNRA 2021-213 EF       | 2051-12-20      | 2.5000%  | 0.0000% | $34167383.00       | $20494384.20       | Agency Collateralized Mortgage Obligation |

### Security 263: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 4.180000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BAU79, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP1BAU79
- **C.18 - Value (incl. sponsor support):** $528000000.00
- **C.18.a - Value (excl. sponsor support):** $528000000.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-10-03
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **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 | 2026-07-15      | 4.5000%  | 0.0000% | $633100.00         | $642530.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $142347900.00      | $149722660.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $4999900.00        | $5274780.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $73899800.00       | $75584688.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $775900.00         | $676100.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $1100700.00        | $1133253.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-28      | 4.2500%  | 0.0000% | $36758000.00       | $37737383.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $200.00            | $195.24            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $5609000.00        | $5556778.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $10356000.00       | $10805843.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 3.6250%  | 0.0000% | $8973100.00        | $8932380.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 4.5000%  | 0.0000% | $81641000.00       | $81887229.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.1250%  | 0.0000% | $2900.00           | $2880.99           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 0.3750%  | 0.0000% | $100.00            | $132.77            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $4999300.00        | $4870805.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | 0.0000% | $2581200.00        | $2580186.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $8806600.00        | $9241049.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $13894100.00       | $14685795.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $2000000.00        | $2056691.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $73442700.00       | $75348005.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $600.00            | $612.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $51802800.00       | $51820102.14       | U.S. Treasuries (including strips) |

### Security 264: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 4.200000%
- **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: ARP1BAUW4, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1BAUW4
- **C.18 - Value (incl. sponsor support):** $72000000.00
- **C.18.a - Value (excl. sponsor support):** $72000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-03
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **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 2021-221 FA | 2051-12-20      | 3.5000%  | 0.0000% | $5690116.00        | $4102457.14        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-113 FG | 2054-07-20      | 5.6888%  | 0.0000% | $127682308.00      | $71559283.12       | Agency Collateralized Mortgage Obligation |

### Security 265: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.170000%
- **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: ARP1BB1L8, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1BB1L8
- **C.18 - Value (incl. sponsor support):** $180000000.00
- **C.18.a - Value (excl. sponsor support):** $180000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-10-03
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 04.500 CL805466 | 2034-12-01      | 4.5000%  | 0.0000% | $329005.00         | $4713.15           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBM4681 | 2044-05-01      | 5.5000%  | 0.0000% | $3000.00           | $818.89            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBV8015 | 2052-08-01      | 2.5000%  | 0.0000% | $894064.00         | $567694.20         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW1333 | 2052-11-01      | 5.0000%  | 0.0000% | $10282503.00       | $7752072.30        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC4449 | 2054-10-01      | 5.0000%  | 0.0000% | $2289629.00        | $2269870.58        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC1003 | 2054-08-01      | 6.0000%  | 0.0000% | $1017041.00        | $1042165.02        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE1648 | 2055-06-01      | 6.5000%  | 0.0000% | $1809078.00        | $1910973.30        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL953329 | 2037-10-01      | 6.5000%  | 0.0000% | $260509.00         | $580.76            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX0350 | 2052-10-01      | 5.0000%  | 0.0000% | $6357092.00        | $5234163.35        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6721 | 2053-07-01      | 4.5000%  | 0.0000% | $1683000.00        | $1448949.36        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS5418 | 2053-08-01      | 5.5000%  | 0.0000% | $1500000.00        | $1214961.37        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6197 | 2045-11-01      | 3.5000%  | 0.0000% | $2820000.00        | $249463.78         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD0738 | 2055-02-01      | 6.0000%  | 0.0000% | $2465431.00        | $2525809.40        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5353 | 2054-05-01      | 5.5000%  | 0.0000% | $10106690.00       | $8835411.26        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS7902 | 2053-12-01      | 6.5000%  | 0.0000% | $500000.00         | $381302.91         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL889974 | 2035-09-01      | 5.0000%  | 0.0000% | $548100.00         | $8368.14           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL535249 | 2030-04-01      | 6.5000%  | 0.0000% | $45700000.00       | $24431.83          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL889313 | 2037-10-01      | 6.5000%  | 0.0000% | $207000.00         | $1199.31           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDB8639 | 2054-07-01      | 7.0000%  | 0.0000% | $135000.00         | $95582.64          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD6247 | 2055-03-01      | 6.0000%  | 0.0000% | $1352404.00        | $1399831.64        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD6528 | 2055-04-01      | 6.5000%  | 0.0000% | $1081288.00        | $1134947.52        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE3046 | 2055-06-01      | 6.0000%  | 0.0000% | $1614071.00        | $1676170.08        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8772 | 2054-06-01      | 6.0000%  | 0.0000% | $1270000.00        | $1189099.06        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA1072 | 2048-01-01      | 3.5000%  | 0.0000% | $725000.00         | $92760.78          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA0676 | 2052-06-01      | 3.5000%  | 0.0000% | $41926855.00       | $36458755.62       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM1796 | 2034-10-01      | 3.5000%  | 0.0000% | $2773000.00        | $391205.47         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7738 | 2054-01-01      | 6.5000%  | 0.0000% | $74709.00          | $44949.59          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0181 | 2053-07-01      | 5.5000%  | 0.0000% | $7990229.00        | $7520327.87        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW9898 | 2052-10-01      | 4.5000%  | 0.0000% | $475332.00         | $398172.00         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTFA0583 | 2042-08-01      | 2.0000%  | 0.0000% | $6335802.00        | $5242701.17        | Agency Mortgage-Backed Securities |
| FNMS 05.000 NBAA7234 | 2047-08-01      | 5.0000%  | 0.0000% | $7825909.00        | $113897.96         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM3022 | 2032-09-01      | 3.5000%  | 0.0000% | $90000.00          | $3119.20           | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIBT8209 | 2037-06-01      | 1.5000%  | 0.0000% | $1673122.00        | $1103663.29        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDE6384 | 2040-08-01      | 4.5000%  | 0.0000% | $4156268.00        | $4147380.12        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0858 | 2047-12-01      | 3.5000%  | 0.0000% | $6760059.00        | $884048.27         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC5870 | 2054-11-01      | 5.5000%  | 0.0000% | $3568800.00        | $3588871.93        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE3965 | 2055-08-01      | 6.0000%  | 0.0000% | $45769.00          | $46210.08          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM6342 | 2036-02-01      | 2.0000%  | 0.0000% | $70000.00          | $39134.94          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM1724 | 2049-10-01      | 3.0000%  | 0.0000% | $1750000.00        | $349671.73         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE1386 | 2055-06-01      | 6.5000%  | 0.0000% | $1127341.00        | $1186664.47        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE2457 | 2055-07-01      | 6.5000%  | 0.0000% | $3241930.00        | $3221335.65        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDE2770 | 2040-06-01      | 6.0000%  | 0.0000% | $1924121.00        | $1975735.56        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAS4953 | 2030-05-01      | 3.0000%  | 0.0000% | $30000.00          | $2367.67           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA4125 | 2049-08-01      | 4.0000%  | 0.0000% | $1549000.00        | $315976.76         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL852693 | 2036-04-01      | 6.0000%  | 0.0000% | $420542.00         | $5407.32           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3835 | 2052-11-01      | 4.5000%  | 0.0000% | $20000.00          | $16436.32          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA5516 | 2039-09-01      | 4.0000%  | 0.0000% | $38318.00          | $30845.88          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB3000 | 2051-12-01      | 2.0000%  | 0.0000% | $17000.00          | $11398.84          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX0097 | 2052-10-01      | 4.5000%  | 0.0000% | $1004541.00        | $819311.75         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLAE0443 | 2039-10-01      | 6.5000%  | 0.0000% | $2122000.00        | $34302.22          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV2617 | 2052-07-01      | 4.5000%  | 0.0000% | $6319838.00        | $4625998.93        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3364 | 2033-05-01      | 3.5000%  | 0.0000% | $1254986.00        | $114147.58         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4418 | 2036-09-01      | 2.0000%  | 0.0000% | $1721000.00        | $954383.43         | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLMA5872 | 2055-09-01      | 7.5000%  | 0.0000% | $803636.00         | $857278.44         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5791 | 2055-08-01      | 5.0000%  | 0.0000% | $783603.00         | $775672.76         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB4297 | 2042-01-01      | 3.5000%  | 0.0000% | $25000.00          | $1501.20           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA4032 | 2050-04-01      | 5.5000%  | 0.0000% | $1201687.00        | $221055.93         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAE0996 | 2041-02-01      | 4.0000%  | 0.0000% | $222992.00         | $18739.73          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE1934 | 2040-06-01      | 5.0000%  | 0.0000% | $1008489.00        | $911115.27         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH4092 | 2047-10-01      | 4.5000%  | 0.0000% | $940000.00         | $131763.90         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT9828 | 2051-09-01      | 2.5000%  | 0.0000% | $407982.00         | $258714.49         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL619118 | 2031-11-01      | 6.5000%  | 0.0000% | $1268140.00        | $13915.58          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB8732 | 2054-08-01      | 6.5000%  | 0.0000% | $108000.00         | $103599.26         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAW0744 | 2044-03-01      | 4.5000%  | 0.0000% | $24000.00          | $837.43            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL545759 | 2032-07-01      | 6.5000%  | 0.0000% | $815000.00         | $1193.04           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE3140 | 2055-06-01      | 6.5000%  | 0.0000% | $2499990.00        | $2636388.03        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE4568 | 2055-08-01      | 5.0000%  | 0.0000% | $1081126.00        | $1078510.98        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIFS7556 | 2039-03-01      | 5.0000%  | 0.0000% | $3688941.00        | $2545396.70        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS9126 | 2053-02-01      | 5.0000%  | 0.0000% | $16793249.00       | $15042774.74       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAE0823 | 2040-09-01      | 6.0000%  | 0.0000% | $500000.00         | $10114.09          | Agency Mortgage-Backed Securities |
| FNMS 05.500 GLAB0460 | 2037-02-01      | 5.5000%  | 0.0000% | $74000.00          | $2658.69           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM3660 | 2046-11-01      | 4.0000%  | 0.0000% | $12000.00          | $2859.36           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBM5201 | 2048-12-01      | 5.5000%  | 0.0000% | $1870000.00        | $307858.89         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5462 | 2053-01-01      | 5.5000%  | 0.0000% | $708000.00         | $509905.93         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL805413 | 2035-01-01      | 5.5000%  | 0.0000% | $470782.00         | $9517.15           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBU3395 | 2051-12-01      | 2.0000%  | 0.0000% | $191686.00         | $114431.09         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIBX8612 | 2038-03-01      | 4.5000%  | 0.0000% | $136793.00         | $67398.92          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL190445 | 2055-03-01      | 6.5000%  | 0.0000% | $11839931.00       | $10460470.59       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDD6614 | 2040-06-01      | 6.0000%  | 0.0000% | $1281048.00        | $1317032.19        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE8474 | 2055-08-01      | 6.0000%  | 0.0000% | $1215658.00        | $1259039.16        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB2913 | 2052-02-01      | 3.5000%  | 0.0000% | $17606786.00       | $13492894.18       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM7311 | 2049-03-01      | 4.5000%  | 0.0000% | $489609.00         | $172062.11         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8779 | 2051-02-01      | 2.0000%  | 0.0000% | $1150795.00        | $664654.14         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFS1993 | 2037-06-01      | 3.0000%  | 0.0000% | $300000.00         | $171235.23         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA1524 | 2043-07-01      | 3.0000%  | 0.0000% | $392000.00         | $59659.83          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM3946 | 2049-01-01      | 4.0000%  | 0.0000% | $19000.00          | $5099.61           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO2878 | 2049-11-01      | 3.0000%  | 0.0000% | $2300000.00        | $420652.07         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA5353 | 2050-03-01      | 3.5000%  | 0.0000% | $13244318.00       | $3153583.13        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE8229 | 2055-08-01      | 5.0000%  | 0.0000% | $1804619.00        | $1797205.15        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAS5691 | 2030-08-01      | 2.5000%  | 0.0000% | $8225000.00        | $779129.47         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE2090 | 2055-07-01      | 5.0000%  | 0.0000% | $1650664.00        | $1648111.73        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE3967 | 2055-08-01      | 5.5000%  | 0.0000% | $1008588.00        | $1036925.65        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE1398 | 2055-06-01      | 6.0000%  | 0.0000% | $1170400.00        | $1218160.82        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE7685 | 2055-08-01      | 5.5000%  | 0.0000% | $4184431.00        | $4268001.29        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE2170 | 2055-06-01      | 6.5000%  | 0.0000% | $1060225.00        | $1121789.28        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE2394 | 2055-06-01      | 5.0000%  | 0.0000% | $1126846.00        | $1090461.10        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAS6269 | 2030-12-01      | 2.5000%  | 0.0000% | $101000.00         | $12932.48          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAL0045 | 2032-02-01      | 6.0000%  | 0.0000% | $350000.00         | $10794.74          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CNMA5715 | 2035-05-01      | 4.5000%  | 0.0000% | $5078890.00        | $4757221.75        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAE0801 | 2039-09-01      | 6.0000%  | 0.0000% | $705000.00         | $15489.30          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL555591 | 2033-07-01      | 5.5000%  | 0.0000% | $4724000.00        | $23167.15          | Agency Mortgage-Backed Securities |

### Security 266: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.150000%
- **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: ARP1BC4J8, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1BC4J8
- **C.18 - Value (incl. sponsor support):** $478000000.00
- **C.18.a - Value (excl. sponsor support):** $478000000.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-06
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **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? 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 02.500 CLBW0002 | 2052-07-01      | 2.5000%  | 0.0000% | $473611.00         | $362447.43         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5073 | 2053-07-01      | 6.0000%  | 0.0000% | $95705644.00       | $74169216.49       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM7264 | 2051-05-01      | 3.0000%  | 0.0000% | $245000.00         | $98004.51          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM7857 | 2036-07-01      | 2.0000%  | 0.0000% | $1478706.00        | $847306.48         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5188 | 2053-11-01      | 4.5000%  | 0.0000% | $6900000.00        | $6078538.62        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5670 | 2055-04-01      | 4.0000%  | 0.0000% | $512230.00         | $472631.46         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3575 | 2052-09-01      | 4.5000%  | 0.0000% | $374427.00         | $289951.06         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD3650 | 2055-02-01      | 5.0000%  | 0.0000% | $1256780.00        | $934565.60         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4605 | 2055-03-01      | 6.0000%  | 0.0000% | $1180209.00        | $1055163.32        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDD4561 | 2055-04-01      | 7.0000%  | 0.0000% | $5225459.00        | $5579942.84        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CT257203 | 2028-05-01      | 5.0000%  | 0.0000% | $27924676.00       | $78016.06          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD4300 | 2055-02-01      | 5.5000%  | 0.0000% | $2620251.00        | $2646702.86        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD4960 | 2055-04-01      | 6.5000%  | 0.0000% | $144938.00         | $121212.68         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD5191 | 2055-04-01      | 6.5000%  | 0.0000% | $1116050.00        | $1173294.19        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7880 | 2052-08-01      | 5.0000%  | 0.0000% | $4888515.00        | $4693790.53        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR0462 | 2051-04-01      | 2.5000%  | 0.0000% | $252000.00         | $132416.37         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC4582 | 2054-11-01      | 5.5000%  | 0.0000% | $26468000.00       | $24848384.48       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4306 | 2052-08-01      | 5.0000%  | 0.0000% | $725000.00         | $579627.52         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CICB3985 | 2037-06-01      | 4.5000%  | 0.0000% | $365506.00         | $155938.90         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7147 | 2050-08-01      | 3.5000%  | 0.0000% | $356000.00         | $144571.60         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBC1493 | 2046-08-01      | 3.0000%  | 0.0000% | $25000.00          | $4781.94           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC6330 | 2054-12-01      | 6.0000%  | 0.0000% | $1172047.00        | $1110092.36        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAZ7353 | 2045-11-01      | 3.5000%  | 0.0000% | $13105000.00       | $1470254.83        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5420 | 2054-07-01      | 5.5000%  | 0.0000% | $260781.00         | $232730.33         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA4640 | 2037-06-01      | 3.5000%  | 0.0000% | $8000.00           | $4694.06           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1074 | 2052-03-01      | 3.0000%  | 0.0000% | $36000.00          | $23464.54          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFS4568 | 2037-09-01      | 3.0000%  | 0.0000% | $75000.00          | $50777.62          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS1948 | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $765.60            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4682 | 2053-05-01      | 5.5000%  | 0.0000% | $2800000.00        | $2461703.95        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CICA3294 | 2034-03-01      | 4.5000%  | 0.0000% | $250000.00         | $68716.26          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS0349 | 2052-01-01      | 2.0000%  | 0.0000% | $505000.00         | $321657.82         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTFM6015 | 2039-08-01      | 3.5000%  | 0.0000% | $200000.00         | $73148.30          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3914 | 2052-06-01      | 4.0000%  | 0.0000% | $2000.00           | $1473.66           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE3152 | 2055-06-01      | 6.0000%  | 0.0000% | $1593740.00        | $1654940.42        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAX9585 | 2045-03-01      | 3.5000%  | 0.0000% | $499433.00         | $81840.28          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAO2114 | 2042-05-01      | 4.0000%  | 0.0000% | $238759.00         | $14825.01          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAX3162 | 2044-10-01      | 4.0000%  | 0.0000% | $67000.00          | $3499.25           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE9808 | 2055-09-01      | 5.5000%  | 0.0000% | $1014994.00        | $1032560.05        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC6725 | 2054-12-01      | 5.0000%  | 0.0000% | $1261943.00        | $1166105.34        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD1936 | 2055-02-01      | 5.5000%  | 0.0000% | $1016650.00        | $1039027.59        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB3025 | 2054-05-01      | 5.5000%  | 0.0000% | $2192537.00        | $2112946.47        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC6792 | 2054-12-01      | 5.0000%  | 0.0000% | $1475698.00        | $1306422.35        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDB9931 | 2039-08-01      | 6.0000%  | 0.0000% | $1006874.00        | $702831.16         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC4097 | 2054-11-01      | 4.5000%  | 0.0000% | $3273202.00        | $3099600.47        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB5889 | 2053-03-01      | 4.5000%  | 0.0000% | $650000.00         | $530390.52         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA9692 | 2054-02-01      | 6.5000%  | 0.0000% | $512460.00         | $384134.47         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS9508 | 2054-03-01      | 4.5000%  | 0.0000% | $8000.00           | $7348.16           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE8356 | 2055-08-01      | 5.5000%  | 0.0000% | $1348060.00        | $1386329.50        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBU7740 | 2051-12-01      | 3.0000%  | 0.0000% | $344565.00         | $247307.57         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL995244 | 2038-11-01      | 4.5000%  | 0.0000% | $65000.00          | $546.34            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE3174 | 2055-07-01      | 5.5000%  | 0.0000% | $3762654.00        | $3832188.14        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDB6508 | 2039-07-01      | 6.0000%  | 0.0000% | $1527752.00        | $1184197.08        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4840 | 2053-05-01      | 5.5000%  | 0.0000% | $10580000.00       | $8751991.86        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA5828 | 2040-09-01      | 4.5000%  | 0.0000% | $27156623.00       | $27031724.67       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CICC0647 | 2040-04-01      | 5.5000%  | 0.0000% | $13760860.00       | $13227450.78       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CT256153 | 2026-03-01      | 5.5000%  | 0.0000% | $6798343.00        | $1946.64           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB5118 | 2054-07-01      | 6.5000%  | 0.0000% | $279838.00         | $217484.70         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB2491 | 2054-05-01      | 6.0000%  | 0.0000% | $170000.00         | $119402.64         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC5250 | 2054-11-01      | 5.5000%  | 0.0000% | $4104080.00        | $3420824.51        | Agency Mortgage-Backed Securities |
| FNMS 08.500 CL535332 | 2030-04-01      | 8.5000%  | 0.0000% | $981137.00         | $575.76            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBU0720 | 2051-10-01      | 2.0000%  | 0.0000% | $3891237.00        | $2500379.61        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ1229 | 2050-09-01      | 2.0000%  | 0.0000% | $10300000.00       | $5480853.98        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD6129 | 2055-03-01      | 6.0000%  | 0.0000% | $2980020.00        | $2947526.49        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD8033 | 2055-05-01      | 6.0000%  | 0.0000% | $1795614.00        | $1781232.61        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5441 | 2053-08-01      | 6.0000%  | 0.0000% | $200000.00         | $167806.41         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX5440 | 2053-03-01      | 5.5000%  | 0.0000% | $3400000.00        | $2694065.31        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICB7186 | 2038-09-01      | 6.0000%  | 0.0000% | $1997240.00        | $1676141.96        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX2186 | 2052-11-01      | 4.5000%  | 0.0000% | $100000.00         | $87602.68          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL888673 | 2035-04-01      | 6.0000%  | 0.0000% | $185000.00         | $2635.59           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS5235 | 2053-07-01      | 5.5000%  | 0.0000% | $3250000.00        | $2703280.62        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CTMA5281 | 2044-01-01      | 7.5000%  | 0.0000% | $1457550.00        | $670250.94         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4867 | 2053-01-01      | 4.5000%  | 0.0000% | $21157207.00       | $17635045.22       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIMA5609 | 2040-01-01      | 6.0000%  | 0.0000% | $494251.00         | $347479.95         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTMA5741 | 2045-06-01      | 5.5000%  | 0.0000% | $20000000.00       | $19770222.76       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5246 | 2054-01-01      | 5.5000%  | 0.0000% | $9347846.00        | $8222817.02        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CKMA3811 | 2049-10-01      | 3.0000%  | 0.0000% | $1525000.00        | $123104.96         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAD0762 | 2037-08-01      | 5.5000%  | 0.0000% | $484986.00         | $8990.20           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5822 | 2055-09-01      | 5.5000%  | 0.0000% | $68443370.00       | $69078050.29       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBU4641 | 2054-05-01      | 5.0000%  | 0.0000% | $2598107.00        | $2559279.54        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD3293 | 2055-02-01      | 6.0000%  | 0.0000% | $7037691.00        | $6777388.18        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS2662 | 2052-07-01      | 4.5000%  | 0.0000% | $140000.00         | $107879.42         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS3091 | 2052-02-01      | 2.5000%  | 0.0000% | $1540000.00        | $1063570.11        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD4916 | 2055-04-01      | 5.0000%  | 0.0000% | $2303645.00        | $2290840.22        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4557 | 2055-05-01      | 6.0000%  | 0.0000% | $4388710.00        | $4540050.70        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL708403 | 2033-03-01      | 7.5000%  | 0.0000% | $71487.00          | $1680.68           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ6799 | 2051-11-01      | 2.0000%  | 0.0000% | $1000000.00        | $613157.86         | Agency Mortgage-Backed Securities |
| FNMS 04.500 I4BF0118 | 2056-06-01      | 4.5000%  | 0.0000% | $344000.00         | $75360.00          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAS5358 | 2030-07-01      | 3.0000%  | 0.0000% | $105000.00         | $7867.09           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4470 | 2036-11-01      | 2.0000%  | 0.0000% | $17964750.00       | $10376181.93       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD3695 | 2055-03-01      | 5.5000%  | 0.0000% | $1702800.00        | $1717001.87        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC3834 | 2054-11-01      | 5.0000%  | 0.0000% | $1311412.00        | $1237071.43        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC4565 | 2054-11-01      | 5.0000%  | 0.0000% | $1340369.00        | $1163384.37        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD4470 | 2055-04-01      | 5.0000%  | 0.0000% | $1045600.00        | $1025248.13        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM4386 | 2047-07-01      | 5.0000%  | 0.0000% | $32000.00          | $11853.03          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBW4879 | 2053-04-01      | 3.0000%  | 0.0000% | $4000.00           | $3048.96           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE1636 | 2055-06-01      | 6.5000%  | 0.0000% | $1221395.00        | $1230573.12        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTMA4570 | 2042-03-01      | 2.0000%  | 0.0000% | $38792662.00       | $25201985.07       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0927 | 2051-05-01      | 3.0000%  | 0.0000% | $129000.00         | $86325.92          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1476 | 2052-03-01      | 3.0000%  | 0.0000% | $477050.00         | $337945.29         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA3501 | 2048-10-01      | 5.0000%  | 0.0000% | $4135206.00        | $287806.06         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBK0709 | 2035-02-01      | 2.5000%  | 0.0000% | $4000.00           | $759.47            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBX3198 | 2052-12-01      | 4.0000%  | 0.0000% | $32000.00          | $23682.19          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ6926 | 2048-07-01      | 4.0000%  | 0.0000% | $2011170.00        | $285624.80         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC5564 | 2054-10-01      | 5.5000%  | 0.0000% | $121174.00         | $121525.25         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBW6011 | 2052-07-01      | 4.0000%  | 0.0000% | $27000.00          | $19957.51          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA0073 | 2029-05-01      | 4.5000%  | 0.0000% | $3309190.00        | $15688.86          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM4129 | 2050-09-01      | 4.0000%  | 0.0000% | $10720000.00       | $1932645.79        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD6036 | 2055-04-01      | 6.0000%  | 0.0000% | $1062695.00        | $1090924.81        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV2562 | 2052-07-01      | 4.5000%  | 0.0000% | $556670.00         | $427418.52         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC0486 | 2054-09-01      | 6.5000%  | 0.0000% | $30000.00          | $25934.14          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB4867 | 2055-01-01      | 6.0000%  | 0.0000% | $7670889.00        | $7810461.35        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA0962 | 2048-04-01      | 3.0000%  | 0.0000% | $8000000.00        | $7003640.46        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC3838 | 2054-11-01      | 5.0000%  | 0.0000% | $12552637.00       | $12023014.43       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDC4862 | 2054-10-01      | 4.0000%  | 0.0000% | $514187.00         | $469180.31         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA1164 | 2055-03-01      | 5.0000%  | 0.0000% | $260666.00         | $247522.82         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL535131 | 2029-03-01      | 6.0000%  | 0.0000% | $1000000.00        | $613.77            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICC0027 | 2040-02-01      | 6.0000%  | 0.0000% | $1643865.00        | $1512206.57        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD4691 | 2055-04-01      | 6.5000%  | 0.0000% | $1078447.00        | $1129912.17        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT7263 | 2051-09-01      | 2.5000%  | 0.0000% | $180000.00         | $119715.53         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD0170 | 2055-04-01      | 6.5000%  | 0.0000% | $1819762.00        | $1905440.11        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD4403 | 2055-03-01      | 6.5000%  | 0.0000% | $34969523.00       | $33860334.15       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4213 | 2055-02-01      | 6.0000%  | 0.0000% | $3189357.00        | $3245057.65        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL8174 | 2046-02-01      | 3.5000%  | 0.0000% | $164000.00         | $31185.62          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIAL3757 | 2027-03-01      | 5.0000%  | 0.0000% | $7575613.00        | $2214.59           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC7141 | 2054-12-01      | 5.0000%  | 0.0000% | $1107297.00        | $796428.75         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD2584 | 2055-02-01      | 6.0000%  | 0.0000% | $1372523.00        | $1391459.70        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0178 | 2054-08-01      | 5.5000%  | 0.0000% | $11747568.00       | $11524518.58       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9328 | 2054-10-01      | 5.5000%  | 0.0000% | $269629.00         | $248890.51         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA0641 | 2031-02-01      | 4.0000%  | 0.0000% | $205000.00         | $6420.45           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6412 | 2050-07-01      | 2.5000%  | 0.0000% | $195000.00         | $80539.89          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW1825 | 2052-10-01      | 4.5000%  | 0.0000% | $1239522.00        | $1060482.95        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CICB9556 | 2039-11-01      | 5.0000%  | 0.0000% | $3563460.00        | $3148767.45        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA7849 | 2054-01-01      | 6.5000%  | 0.0000% | $1283294.00        | $1098719.97        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD3712 | 2055-03-01      | 5.5000%  | 0.0000% | $1203600.00        | $1213854.85        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD4791 | 2055-03-01      | 6.5000%  | 0.0000% | $1075591.00        | $1128909.02        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE0762 | 2055-06-01      | 6.0000%  | 0.0000% | $1665403.00        | $1736846.69        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CJBM7104 | 2033-03-01      | 2.5000%  | 0.0000% | $1912108.00        | $1058405.94        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBQ0218 | 2050-08-01      | 3.0000%  | 0.0000% | $532126.00         | $264831.05         | Agency Mortgage-Backed Securities |

### Security 267: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BC7U0, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP1BC7U0
- **C.18 - Value (incl. sponsor support):** $106000000.00
- **C.18.a - Value (excl. sponsor support):** $106000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-10-06
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **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? 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 | 2055-02-15      | 4.6250%  | 0.0000% | $1315500.00        | $1303821.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | 0.0000% | $18490400.00       | $18156420.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 2.7500%  | 0.0000% | $100.00            | $78.24             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | 0.0000% | $100.00            | $91.41             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-07-15      | 1.8750%  | 0.0000% | $1573700.00        | $1603330.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-26      | 0.0000%  | 0.0000% | $37839800.00       | $37150245.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-28      | 0.0000%  | 0.0000% | $399000.00         | $396440.02         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.1250%  | 0.0000% | $300.00            | $189.06            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-15      | 1.7500%  | 0.0000% | $100.00            | $93.45             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-09      | 0.0000%  | 0.0000% | $281800.00         | $281547.79         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $2707700.00        | $2789561.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $4435700.00        | $5745589.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $13384700.00       | $13035005.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $12456900.00       | $12215503.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 2.1250%  | 0.0000% | $3631400.00        | $5485852.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-13      | 0.0000%  | 0.0000% | $9283700.00        | $9181217.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $746300.00         | $774823.52         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | 0.0000% | $100.00            | $99.96             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $200.00            | $137.81            | U.S. Treasuries (including strips) |

### Security 268: FICC - STATE STREET BANK AND TRUST CO

- **C.1 - Title:** FICC - STATE STREET BANK AND TRUST CO 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BD5X4, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1BD5X4
- **C.18 - Value (incl. sponsor support):** $1092000000.00
- **C.18.a - Value (excl. sponsor support):** $1092000000.00
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 | 2027-09-15      | 3.3750%  | 0.0000% | $1117866100.00     | $1113840161.13     | U.S. Treasuries (including strips) |

### Security 269: FICC - STATE STREET BANK AND TRUST CO

- **C.1 - Title:** FICC - STATE STREET BANK AND TRUST CO 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BD647, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1BD647
- **C.18 - Value (incl. sponsor support):** $1560000000.00
- **C.18.a - Value (excl. sponsor support):** $1560000000.00
- **C.19 - Percentage of Net Assets:** 1.8500%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 | 2027-09-15      | 3.3750%  | 0.0000% | $330652500.00      | $329461655.02      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 0.5000%  | 0.0000% | $969918300.00      | $914208928.02      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.1250%  | 0.0000% | $350000000.00      | $347529476.00      | U.S. Treasuries (including strips) |

### Security 270: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.210000%
- **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: ARP1BD7B0, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1BD7B0
- **C.18 - Value (incl. sponsor support):** $468000000.00
- **C.18.a - Value (excl. sponsor support):** $468000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 2024-164 FH                                   | 2054-10-20      | 5.5888%  | 0.0000% | $300000000.00      | $233419352.60      | Agency Collateralized Mortgage Obligation |
| GNRM 2016-110 AC                                   | 2053-09-16      | 2.0500%  | 0.0000% | $99975.00          | $5028.75           | Agency Collateralized Mortgage Obligation |
| GNRA 2022-010 FB                                   | 2052-01-20      | 3.0000%  | 0.0000% | $150000000.00      | $92448329.42       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-18O FL                                   | 2075-08-20      | 5.0888%  | 0.0000% | $80571647.00       | $80237257.51       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-117 AG                                   | 2050-01-20      | 5.2500%  | 0.0000% | $32238656.00       | $27119936.09       | Agency Collateralized Mortgage Obligation |
| GNRM 2013-105 A                                    | 2037-02-16      | 1.7050%  | 0.0000% | $214998.00         | $1417.83           | Agency Collateralized Mortgage Obligation |
| FNRM CL030NB R19F030                               | 2047-03-25      | 3.0000%  | 0.0000% | $58334199.00       | $1690681.51        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2053-11-25      | 5.8860%  | 0.0000% | $45139000.00       | $29052519.09       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2019-KF68         C      20260825 FLT | 2026-08-25      | 10.4692% | 0.0000% | $59645440.00       | $18065477.21       | Agency Collateralized Mortgage Obligation |

### Security 271: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.210000%
- **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: ARP1BD7E4, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1BD7E4
- **C.18 - Value (incl. sponsor support):** $270000000.00
- **C.18.a - Value (excl. sponsor support):** $270000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GNMI SF CL6189 X       | 2052-03-15      | 4.0000%  | 0.0000% | $2162898.00        | $1352153.11        | Agency Mortgage-Backed Securities  |
| GNII SF MA7367 M       | 2051-05-20      | 2.5000%  | 0.0000% | $60818273.00       | $32275229.58       | Agency Mortgage-Backed Securities  |
| GNII SF DG7451 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1720607.00        | $1800653.16        | Agency Mortgage-Backed Securities  |
| GNII SF MB0308 M       | 2055-04-20      | 5.5000%  | 0.0000% | $79921358.00       | $79679693.88       | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | 0.0000% | $100.00            | $100.27            | U.S. Treasuries (including strips) |
| GNII SF DK3038 C       | 2055-07-20      | 6.5000%  | 0.0000% | $2850628.00        | $2971589.99        | Agency Mortgage-Backed Securities  |
| GNII SF MB0484 M       | 2055-07-20      | 5.0000%  | 0.0000% | $46175271.00       | $45989217.84       | Agency Mortgage-Backed Securities  |
| GNII SF MA8044 M       | 2052-05-20      | 3.5000%  | 0.0000% | $93491971.00       | $66015225.25       | Agency Mortgage-Backed Securities  |
| GNII SF MB0366 M       | 2055-05-20      | 5.5000%  | 0.0000% | $44792561.00       | $44859316.91       | Agency Mortgage-Backed Securities  |
| GNII SF DH6439 C       | 2055-04-20      | 6.5000%  | 0.0000% | $1426170.00        | $1503797.58        | Agency Mortgage-Backed Securities  |
| GNII SF DH6441 C       | 2055-03-20      | 6.5000%  | 0.0000% | $1598986.00        | $1685615.68        | Agency Mortgage-Backed Securities  |

### Security 272: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 4.210000%
- **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: ARP1BD7H7, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: ARP1BD7H7
- **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:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 DE7937 C | 2055-01-20      | 6.0000%  | 0.0000% | $19364335.00       | $20171810.53       | Agency Mortgage-Backed Securities |
| GNII SF DL4127 C | 2055-08-20      | 6.5000%  | 0.0000% | $20046261.00       | $20672322.68       | Agency Mortgage-Backed Securities |
| GNII SF MB0620 M | 2047-07-20      | 4.0000%  | 0.0000% | $5829773.00        | $5511287.97        | Agency Mortgage-Backed Securities |

### Security 273: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BD7M6, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1BD7M6
- **C.18 - Value (incl. sponsor support):** $312000000.00
- **C.18.a - Value (excl. sponsor support):** $312000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 | 2029-07-31      | 4.0000%  | 0.0000% | $132480000.00      | $134899142.43      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $170810600.00      | $183340862.17      | U.S. Treasuries (including strips) |

### Security 274: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.210000%
- **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: ARP1BD7T1, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1BD7T1
- **C.18 - Value (incl. sponsor support):** $122000000.00
- **C.18.a - Value (excl. sponsor support):** $122000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 2015-086 AE | 2052-05-16      | 2.7500%  | 0.0000% | $6409494.00        | $523697.45         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-001 FU | 2055-01-20      | 5.6388%  | 0.0000% | $34332999.00       | $33102333.88       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-149 FA | 2054-09-20      | 5.4988%  | 0.0000% | $100000000.00      | $92033968.75       | Agency Collateralized Mortgage Obligation |

### Security 275: NOMURA SECURITIES INTERNATIONAL INC

- **C.1 - Title:** NOMURA SECURITIES INTERNATIONAL INC 4.210000%
- **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: ARP1BD811, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: ARP1BD811
- **C.18 - Value (incl. sponsor support):** $90000000.00
- **C.18.a - Value (excl. sponsor support):** $90000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII JM MA8337 M     | 2052-09-20      | 3.5000%  | 0.0000% | $5017916.00        | $4175341.82        | Agency Mortgage-Backed Securities |
| GNII SF DM1132 C     | 2055-08-20      | 6.0000%  | 0.0000% | $3360900.00        | $3466530.72        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN3284 | 2026-10-01      | 2.4700%  | 0.0000% | $16505500.00       | $16258903.24       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS4995 | 2045-05-01      | 3.5000%  | 0.0000% | $9190200.00        | $2164668.06        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM9766 | 2051-12-01      | 2.5000%  | 0.0000% | $990000.00         | $635940.27         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CQMA3551 | 2048-11-01      | 4.5000%  | 0.0000% | $787100.00         | $287205.33         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4782 | 2052-10-01      | 3.5000%  | 0.0000% | $249600.00         | $193770.04         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY3196 | 2055-05-01      | 6.0000%  | 0.0000% | $2150.00           | $2231.63           | Agency Mortgage-Backed Securities |
| GNII SF MA7935 M     | 2052-02-20      | 2.0000%  | 0.0000% | $1719000.00        | $1103283.92        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1738 | 2055-02-01      | 6.0000%  | 0.0000% | $70000.00          | $70475.03          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD6587 | 2054-09-01      | 6.0000%  | 0.0000% | $4985000.00        | $4621842.72        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZK8389 | 2031-11-01      | 2.5000%  | 0.0000% | $1000000.00        | $211938.84         | Agency Mortgage-Backed Securities |
| GNII SP 785821 C     | 2051-12-20      | 2.5000%  | 0.0000% | $269304.00         | $166244.86         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF0373 | 2055-09-01      | 5.0000%  | 0.0000% | $3962306.00        | $3953104.65        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTMA5768 | 2045-07-01      | 6.0000%  | 0.0000% | $268200.00         | $268668.64         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB5837 | 2053-03-01      | 5.0000%  | 0.0000% | $624599.00         | $528096.32         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX9372 | 2055-03-01      | 6.5000%  | 0.0000% | $3541617.00        | $3701332.52        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY7650 | 2055-07-01      | 5.0000%  | 0.0000% | $1044471.00        | $1046812.84        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY6632 | 2053-08-01      | 5.5000%  | 0.0000% | $10552980.00       | $9059741.78        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD9610 | 2055-04-01      | 6.0000%  | 0.0000% | $1132700.00        | $1159165.86        | Agency Mortgage-Backed Securities |
| GNII SF MB0147 M     | 2055-01-20      | 5.5000%  | 0.0000% | $23696900.00       | $23271078.77       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CTRB5136 | 2041-11-01      | 2.5000%  | 0.0000% | $500000.00         | $296793.20         | Agency Mortgage-Backed Securities |
| GNII ET CO6357 C     | 2062-06-20      | 3.0000%  | 0.0000% | $1153176.00        | $976451.36         | Agency Mortgage-Backed Securities |
| GNII SF BO1540 C     | 2049-07-20      | 3.5000%  | 0.0000% | $185400.00         | $42624.51          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC2907 | 2054-09-01      | 6.5000%  | 0.0000% | $2500100.00        | $2100584.72        | Agency Mortgage-Backed Securities |
| GNII SF MA4964 M     | 2048-01-20      | 4.5000%  | 0.0000% | $529800.00         | $46742.06          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD3722 | 2053-05-01      | 5.0000%  | 0.0000% | $198970.00         | $155842.92         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ3210 | 2054-09-01      | 6.5000%  | 0.0000% | $1275000.00        | $1313175.51        | Agency Mortgage-Backed Securities |
| GNII SP 785657 C     | 2051-10-20      | 2.5000%  | 0.0000% | $1000000.00        | $615447.27         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD2866 | 2049-07-01      | 4.0000%  | 0.0000% | $201000.00         | $154300.60         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD7563 | 2053-05-01      | 4.5000%  | 0.0000% | $70000.00          | $54955.99          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY7120 | 2055-07-01      | 5.0000%  | 0.0000% | $1013179.00        | $1015559.26        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE8429 | 2055-09-01      | 5.5000%  | 0.0000% | $1663496.00        | $1701639.22        | Agency Mortgage-Backed Securities |
| GNII SF MA4748 M     | 2032-10-20      | 2.5000%  | 0.0000% | $311963.00         | $43640.45          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA6051 | 2050-06-01      | 3.0000%  | 0.0000% | $1639000.00        | $779674.20         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8213 | 2052-05-01      | 3.0000%  | 0.0000% | $9812300.00        | $7056191.96        | Agency Mortgage-Backed Securities |

### Security 276: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BD829, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP1BD829
- **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:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-03-31      | 2.2500%  | 0.0000% | $161800.00         | $160515.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-13      | 0.0000%  | 0.0000% | $30222300.00       | $29888676.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $98600.00          | $101427.65         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $100.00            | $105.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $6594200.00        | $6919507.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $27792000.00       | $27341978.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 1.6250%  | 0.0000% | $40000.00          | $39742.01          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $39300.00          | $40462.30          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $553000.00         | $543954.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $12133800.00       | $12418586.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $33200.00          | $34734.84          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $79700.00          | $81746.32          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $100.00            | $50.57             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 4.5000%  | 0.0000% | $8100.00           | $8124.43           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $116700.00         | $118508.26         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-07-15      | 1.8750%  | 0.0000% | $62100.00          | $63269.25          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $100.00            | $101.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $5000.00           | $5203.30           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $345700.00         | $344942.44         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $7900.00           | $7696.66           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $1453600.00        | $1440695.30        | U.S. Treasuries (including strips) |

### Security 277: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.210000%
- **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: ARP1BD845, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1BD845
- **C.18 - Value (incl. sponsor support):** $1621000000.00
- **C.18.a - Value (excl. sponsor support):** $1621000000.00
- **C.19 - Percentage of Net Assets:** 1.9200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 CIQO1532 | 2038-08-01      | 5.0000%  | 0.0000% | $1533506.00        | $1004182.32        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQI6794 | 2054-05-01      | 6.0000%  | 0.0000% | $15744213.00       | $13215977.81       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI6910 | 2054-06-01      | 5.5000%  | 0.0000% | $137645.00         | $128506.14         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3800 | 2040-06-01      | 5.0000%  | 0.0000% | $2135736.00        | $2145037.24        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIQO0302 | 2037-05-01      | 2.5000%  | 0.0000% | $238083.00         | $141734.76         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO2874 | 2039-12-01      | 5.5000%  | 0.0000% | $1013945.00        | $938686.44         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO2945 | 2040-01-01      | 5.0000%  | 0.0000% | $1082991.00        | $1056078.72        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3925 | 2040-08-01      | 6.0000%  | 0.0000% | $1019483.00        | $1049997.88        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ4511 | 2054-09-01      | 5.5000%  | 0.0000% | $2800000.00        | $2686849.76        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD8172 | 2052-02-01      | 2.5000%  | 0.0000% | $245000.00         | $144056.53         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQE8989 | 2052-08-01      | 2.5000%  | 0.0000% | $380581.00         | $301330.47         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQJ4020 | 2054-09-01      | 4.5000%  | 0.0000% | $122578.00         | $116016.06         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQF3340 | 2052-11-01      | 3.0000%  | 0.0000% | $392271.00         | $285326.08         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQE3539 | 2052-06-01      | 3.0000%  | 0.0000% | $546238.00         | $359007.16         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8150 | 2051-06-01      | 2.0000%  | 0.0000% | $9481000.00        | $5766106.72        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ2568 | 2054-09-01      | 6.0000%  | 0.0000% | $1882680.00        | $1325124.79        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQD0682 | 2051-11-01      | 3.0000%  | 0.0000% | $1170132.00        | $884054.53         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQD5062 | 2052-01-01      | 4.0000%  | 0.0000% | $380000.00         | $297339.76         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8058 | 2050-04-01      | 4.0000%  | 0.0000% | $13546344.00       | $2382937.85        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CNSA0063 | 2031-12-01      | 1.5000%  | 0.0000% | $2000000.00        | $1304153.41        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF0869 | 2052-10-01      | 6.0000%  | 0.0000% | $5550526.00        | $3737892.82        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8004 | 2049-08-01      | 3.0000%  | 0.0000% | $52000.00          | $5646.03           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQC7439 | 2051-09-01      | 2.0000%  | 0.0000% | $1500000.00        | $942870.38         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY3508 | 2055-05-01      | 6.5000%  | 0.0000% | $1660538.00        | $1738362.93        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ0501 | 2055-08-01      | 5.0000%  | 0.0000% | $1478316.00        | $1479006.76        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL2624 | 2054-01-01      | 4.5000%  | 0.0000% | $52637107.00       | $51452666.82       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ1055 | 2055-08-01      | 5.5000%  | 0.0000% | $20937669.00       | $21198012.03       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY6852 | 2055-06-01      | 5.5000%  | 0.0000% | $2620058.00        | $2686765.00        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY8525 | 2055-07-01      | 6.5000%  | 0.0000% | $1061396.00        | $1119801.38        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ3186 | 2055-09-01      | 5.5000%  | 0.0000% | $1013352.00        | $1045541.69        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD0612 | 2050-11-01      | 2.5000%  | 0.0000% | $2070000.00        | $1097566.45        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1084 | 2051-05-01      | 3.5000%  | 0.0000% | $33288661.00       | $22564562.68       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZK3261 | 2026-05-01      | 4.0000%  | 0.0000% | $1600000.00        | $3249.48           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM4546 | 2047-10-01      | 4.0000%  | 0.0000% | $18372256.00       | $6461007.49        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8583 | 2052-08-01      | 5.0000%  | 0.0000% | $8720442.00        | $6261528.23        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQD9628 | 2052-04-01      | 3.0000%  | 0.0000% | $326059.00         | $228204.31         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD6320 | 2054-08-01      | 5.5000%  | 0.0000% | $155000.00         | $149732.58         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD2232 | 2052-11-01      | 5.5000%  | 0.0000% | $200000.00         | $147072.64         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD1798 | 2052-11-01      | 5.5000%  | 0.0000% | $1000000.00        | $726900.64         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD2756 | 2053-05-01      | 5.5000%  | 0.0000% | $400000.00         | $326922.43         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD5196 | 2052-06-01      | 3.5000%  | 0.0000% | $108300.00         | $86798.25          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3163 | 2053-06-01      | 6.0000%  | 0.0000% | $26110076.00       | $21239129.52       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1828 | 2052-11-01      | 4.5000%  | 0.0000% | $1236000.00        | $994431.44         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD1581 | 2052-09-01      | 2.5000%  | 0.0000% | $52000.00          | $36355.78          | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQJ0918 | 2054-08-01      | 7.0000%  | 0.0000% | $1165650.00        | $839364.98         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1305 | 2052-07-01      | 5.0000%  | 0.0000% | $570000.00         | $426139.10         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CTZS9211 | 2034-03-01      | 4.5000%  | 0.0000% | $370000.00         | $38431.18          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD8369 | 2053-10-01      | 6.5000%  | 0.0000% | $1290000.00        | $875180.38         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB8155 | 2037-05-01      | 3.0000%  | 0.0000% | $587599.00         | $368936.05         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4315 | 2055-09-01      | 6.0000%  | 0.0000% | $1193694.00        | $1239015.38        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ3017 | 2055-08-01      | 6.0000%  | 0.0000% | $1566185.00        | $1614632.32        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ2900 | 2055-09-01      | 5.5000%  | 0.0000% | $3046921.00        | $3087367.52        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQC4514 | 2051-07-01      | 2.5000%  | 0.0000% | $650000.00         | $469376.94         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4663 | 2046-05-01      | 3.5000%  | 0.0000% | $170157.00         | $17952.46          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD0759 | 2051-11-01      | 2.5000%  | 0.0000% | $213932.00         | $151221.04         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTQK1354 | 2042-02-01      | 2.0000%  | 0.0000% | $100000.00         | $65625.69          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQF6516 | 2053-01-01      | 6.5000%  | 0.0000% | $400000.00         | $223509.79         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQC4360 | 2051-07-01      | 3.0000%  | 0.0000% | $41848.00          | $28393.59          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQI6292 | 2054-06-01      | 6.0000%  | 0.0000% | $1788371.00        | $1665794.82        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4197 | 2040-10-01      | 5.5000%  | 0.0000% | $1012720.00        | $1044788.34        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZL8773 | 2044-11-01      | 4.5000%  | 0.0000% | $100000.00         | $8602.44           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD4673 | 2052-07-01      | 3.0000%  | 0.0000% | $115554.00         | $96132.90          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG1271 | 2053-04-01      | 5.5000%  | 0.0000% | $101000.00         | $67998.41          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD0962 | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $720.14            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD0730 | 2051-09-01      | 2.0000%  | 0.0000% | $29289.00          | $17726.49          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CTSC0341 | 2043-01-01      | 4.0000%  | 0.0000% | $150000.00         | $113755.80         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTSC0107 | 2034-11-01      | 3.5000%  | 0.0000% | $1450000.00        | $470646.56         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD0937 | 2052-04-01      | 3.0000%  | 0.0000% | $947596.00         | $693514.97         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ5291 | 2055-10-01      | 6.5000%  | 0.0000% | $3668004.00        | $3839219.50        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4443 | 2055-09-01      | 6.0000%  | 0.0000% | $1168791.00        | $1211539.92        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ2056 | 2055-09-01      | 5.0000%  | 0.0000% | $1237425.00        | $1235445.23        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ3641 | 2055-09-01      | 5.0000%  | 0.0000% | $2032120.00        | $2037175.46        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ4341 | 2055-09-01      | 5.5000%  | 0.0000% | $2133200.00        | $2192947.85        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ3007 | 2055-09-01      | 5.5000%  | 0.0000% | $1391230.00        | $1432522.48        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ3082 | 2055-09-01      | 5.5000%  | 0.0000% | $47346471.00       | $48001299.02       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ4366 | 2055-09-01      | 5.5000%  | 0.0000% | $1450905.00        | $1493923.69        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY7877 | 2055-07-01      | 5.0000%  | 0.0000% | $2182931.00        | $2145376.93        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY3093 | 2055-05-01      | 6.5000%  | 0.0000% | $1187704.00        | $933316.95         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX2545 | 2055-01-01      | 5.0000%  | 0.0000% | $19480556.00       | $19051754.05       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIQO2801 | 2039-12-01      | 3.5000%  | 0.0000% | $716654.00         | $584733.41         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ1100 | 2055-08-01      | 5.0000%  | 0.0000% | $1335004.00        | $1331173.28        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4880 | 2055-10-01      | 6.0000%  | 0.0000% | $4072970.00        | $4207350.86        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL0730 | 2053-03-01      | 4.5000%  | 0.0000% | $24991207.00       | $23447225.77       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL1187 | 2055-05-01      | 5.5000%  | 0.0000% | $44171324.00       | $43566383.08       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ4938 | 2055-10-01      | 6.5000%  | 0.0000% | $7995185.00        | $8322564.73        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CIRR0028 | 2040-09-01      | 6.5000%  | 0.0000% | $4086429.00        | $4259938.26        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4177 | 2055-09-01      | 6.0000%  | 0.0000% | $3840603.00        | $3991221.21        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ1809 | 2055-09-01      | 6.0000%  | 0.0000% | $18274889.00       | $18754863.30       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ0516 | 2055-08-01      | 5.0000%  | 0.0000% | $292522.00         | $291652.26         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ3824 | 2055-09-01      | 5.0000%  | 0.0000% | $1050779.00        | $1049004.00        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ2926 | 2055-09-01      | 6.0000%  | 0.0000% | $3649463.00        | $3795420.84        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRQ0049 | 2055-09-01      | 5.5000%  | 0.0000% | $195292237.00      | $197096281.90      | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX1601 | 2054-12-01      | 5.0000%  | 0.0000% | $12061497.00       | $11367375.75       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY0704 | 2055-04-01      | 5.0000%  | 0.0000% | $1264779.00        | $1248271.91        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY2281 | 2055-04-01      | 6.5000%  | 0.0000% | $7963117.00        | $7891536.91        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8173 | 2051-10-01      | 2.5000%  | 0.0000% | $3601812.00        | $2237757.07        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD5000 | 2052-12-01      | 5.0000%  | 0.0000% | $6384655.00        | $5743043.13        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZI3475 | 2035-08-01      | 4.5000%  | 0.0000% | $3017745.00        | $49983.09          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI7302 | 2038-03-01      | 5.5000%  | 0.0000% | $1480637.00        | $10451.30          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8237 | 2052-08-01      | 4.0000%  | 0.0000% | $1031000.00        | $806051.37         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZI8813 | 2039-06-01      | 4.5000%  | 0.0000% | $24287385.00       | $503754.46         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX0747 | 2054-11-01      | 5.5000%  | 0.0000% | $1064966.00        | $841407.25         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ2731 | 2055-09-01      | 5.5000%  | 0.0000% | $3453819.00        | $3535745.51        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ2471 | 2055-09-01      | 6.0000%  | 0.0000% | $116000.00         | $119122.99         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ2833 | 2055-09-01      | 5.5000%  | 0.0000% | $1883515.00        | $1909389.89        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ2818 | 2055-09-01      | 6.0000%  | 0.0000% | $1096763.00        | $1146322.79        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ3579 | 2055-09-01      | 6.0000%  | 0.0000% | $1590407.00        | $1647161.20        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ2343 | 2055-09-01      | 6.5000%  | 0.0000% | $1532682.00        | $1594284.62        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX8486 | 2055-03-01      | 6.0000%  | 0.0000% | $1841336.00        | $1904761.74        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY1642 | 2055-04-01      | 6.5000%  | 0.0000% | $1223704.00        | $1279102.05        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX1142 | 2054-12-01      | 4.5000%  | 0.0000% | $2600027.00        | $2528141.66        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4158 | 2040-09-01      | 5.0000%  | 0.0000% | $1539450.00        | $1563055.58        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ2876 | 2054-09-01      | 6.0000%  | 0.0000% | $1375250.00        | $1272228.71        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQC3532 | 2051-06-01      | 2.5000%  | 0.0000% | $89992.00          | $60777.08          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO2258 | 2039-07-01      | 5.5000%  | 0.0000% | $1024450.00        | $884137.85         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO1150 | 2038-02-01      | 5.0000%  | 0.0000% | $2042284.00        | $1227112.53        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQE1863 | 2052-05-01      | 2.5000%  | 0.0000% | $2009578.00        | $1236885.21        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD2306 | 2053-02-01      | 5.0000%  | 0.0000% | $711372.00         | $565600.10         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS3336 | 2041-10-01      | 4.5000%  | 0.0000% | $3264000.00        | $196886.86         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB8165 | 2037-05-01      | 3.5000%  | 0.0000% | $3000.00           | $1728.49           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3189 | 2053-06-01      | 6.0000%  | 0.0000% | $130000.00         | $102594.84         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1392 | 2052-07-01      | 3.5000%  | 0.0000% | $375000.00         | $265250.66         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZS8705 | 2033-07-01      | 3.5000%  | 0.0000% | $31000.00          | $2665.91           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS2341 | 2038-06-01      | 6.0000%  | 0.0000% | $390000.00         | $3097.51           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX9587 | 2055-04-01      | 5.5000%  | 0.0000% | $3730873.00        | $3760590.14        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ3696 | 2055-03-01      | 6.0000%  | 0.0000% | $36179873.00       | $36214123.28       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY7626 | 2055-07-01      | 5.5000%  | 0.0000% | $5287389.00        | $5363279.55        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ4381 | 2055-09-01      | 5.5000%  | 0.0000% | $1001453.00        | $1031315.88        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY6916 | 2055-06-01      | 5.0000%  | 0.0000% | $1207118.00        | $1203221.54        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ3332 | 2055-09-01      | 6.5000%  | 0.0000% | $1516984.00        | $1601248.08        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQY9732 | 2055-07-01      | 3.5000%  | 0.0000% | $916864.00         | $840222.57         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQC3259 | 2051-06-01      | 2.0000%  | 0.0000% | $61000.00          | $39960.75          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO2664 | 2039-09-01      | 6.0000%  | 0.0000% | $1665657.00        | $1632367.39        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS9530 | 2042-06-01      | 4.5000%  | 0.0000% | $320000.00         | $42492.52          | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLRA4524 | 2051-02-01      | 1.5000%  | 0.0000% | $750000.00         | $406726.03         | Agency Mortgage-Backed Securities |
| FEPC 02.500 3PRE6104 | 2051-07-01      | 2.5000%  | 0.0000% | $850000.00         | $513910.13         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA6231 | 2051-11-01      | 2.5000%  | 0.0000% | $4050501.00        | $2817222.69        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA4912 | 2051-03-01      | 3.0000%  | 0.0000% | $3063512.00        | $1926644.24        | Agency Mortgage-Backed Securities |
| FEPC 02.000 3JRE0027 | 2051-05-01      | 2.0000%  | 0.0000% | $13019689.00       | $7487787.31        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQB1226 | 2050-07-01      | 2.5000%  | 0.0000% | $420000.00         | $155944.62         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD8675 | 2052-03-01      | 2.5000%  | 0.0000% | $10564694.00       | $6985504.18        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQC5859 | 2051-08-01      | 3.0000%  | 0.0000% | $8973174.00        | $5949770.37        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS2951 | 2040-08-01      | 4.5000%  | 0.0000% | $1034543.00        | $23651.05          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS9675 | 2042-01-01      | 4.5000%  | 0.0000% | $70556.00          | $8470.85           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4756 | 2048-02-01      | 4.0000%  | 0.0000% | $6054.00           | $757.73            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZS6500 | 2027-05-01      | 3.5000%  | 0.0000% | $630000.00         | $8295.42           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZI8845 | 2039-06-01      | 4.5000%  | 0.0000% | $24224509.00       | $590131.48         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF8635 | 2053-02-01      | 6.0000%  | 0.0000% | $1420517.00        | $1422749.90        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CNRD5255 | 2035-08-01      | 4.5000%  | 0.0000% | $1395585.00        | $1347045.96        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CTRB5351 | 2045-06-01      | 6.0000%  | 0.0000% | $5836705.00        | $5656745.28        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA6492 | 2051-12-01      | 2.5000%  | 0.0000% | $2365928.00        | $1601778.16        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD8526 | 2055-04-01      | 6.5000%  | 0.0000% | $270887899.00      | $249999999.37      | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8285 | 2053-01-01      | 3.5000%  | 0.0000% | $1066000.00        | $832076.63         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8167 | 2051-09-01      | 2.5000%  | 0.0000% | $72000.00          | $44316.93          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD6541 | 2054-10-01      | 5.0000%  | 0.0000% | $405000.00         | $389633.60         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ3726 | 2055-03-01      | 6.0000%  | 0.0000% | $58424942.00       | $58712930.14       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRQ0040 | 2055-08-01      | 5.5000%  | 0.0000% | $209795690.00      | $209936187.13      | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ4797 | 2055-09-01      | 6.0000%  | 0.0000% | $241451101.00      | $249999999.09      | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL2827 | 2055-07-01      | 6.0000%  | 0.0000% | $30010950.00       | $31078089.36       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ2289 | 2054-08-01      | 5.5000%  | 0.0000% | $2052152.00        | $1906583.35        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ2282 | 2055-09-01      | 6.0000%  | 0.0000% | $14866737.00       | $15304498.76       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3861 | 2040-07-01      | 5.5000%  | 0.0000% | $1115264.00        | $1132309.51        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO2830 | 2039-12-01      | 5.0000%  | 0.0000% | $1189358.00        | $1169442.85        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQI4100 | 2054-04-01      | 6.0000%  | 0.0000% | $14980236.00       | $11943810.25       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3719 | 2040-07-01      | 5.5000%  | 0.0000% | $5769189.00        | $5506043.37        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0409 | 2052-09-01      | 5.0000%  | 0.0000% | $35830.00          | $31732.71          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3658 | 2040-05-01      | 6.0000%  | 0.0000% | $1316597.00        | $1142426.13        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3465 | 2040-04-01      | 5.0000%  | 0.0000% | $1007316.00        | $884461.60         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD7572 | 2054-05-01      | 6.5000%  | 0.0000% | $15000.00          | $12715.92          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8314 | 2053-04-01      | 4.5000%  | 0.0000% | $808000.00         | $682948.66         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM0849 | 2046-03-01      | 3.5000%  | 0.0000% | $22000.00          | $3729.41           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8034 | 2049-11-01      | 5.0000%  | 0.0000% | $2240000.00        | $255822.86         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZI4091 | 2036-01-01      | 6.5000%  | 0.0000% | $325000.00         | $1694.50           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CTZJ9495 | 2032-12-01      | 3.0000%  | 0.0000% | $4900000.00        | $543190.76         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1549 | 2052-04-01      | 3.5000%  | 0.0000% | $233000.00         | $163311.84         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8395 | 2054-01-01      | 5.5000%  | 0.0000% | $4138622.00        | $3577458.16        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ7727 | 2054-11-01      | 6.0000%  | 0.0000% | $500000.00         | $465397.09         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY4759 | 2055-04-01      | 6.5000%  | 0.0000% | $2189053.00        | $2291122.76        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY4506 | 2055-06-01      | 6.0000%  | 0.0000% | $5104642.00        | $5267394.29        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY9643 | 2055-07-01      | 6.0000%  | 0.0000% | $1784570.00        | $1656107.10        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ0908 | 2055-08-01      | 5.0000%  | 0.0000% | $1334657.00        | $1341595.98        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ2697 | 2055-09-01      | 5.5000%  | 0.0000% | $1135066.00        | $1165391.44        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ4585 | 2055-08-01      | 6.0000%  | 0.0000% | $5450000.00        | $5410522.61        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ3022 | 2055-09-01      | 6.0000%  | 0.0000% | $2422136.00        | $2527695.92        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ3027 | 2055-09-01      | 6.0000%  | 0.0000% | $1081291.00        | $1130417.65        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ0015 | 2054-07-01      | 6.0000%  | 0.0000% | $1909427.00        | $1708858.41        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3051 | 2040-02-01      | 5.5000%  | 0.0000% | $1518176.00        | $1510621.47        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO1359 | 2038-05-01      | 4.5000%  | 0.0000% | $158728.00         | $104584.92         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO2046 | 2039-04-01      | 6.0000%  | 0.0000% | $2432518.00        | $1652166.52        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3449 | 2040-04-01      | 5.0000%  | 0.0000% | $1672374.00        | $1663836.18        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8481 | 2054-10-01      | 4.0000%  | 0.0000% | $125000.00         | $113321.32         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD4139 | 2053-03-01      | 3.5000%  | 0.0000% | $12000.00          | $9574.42           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQC3690 | 2051-07-01      | 2.5000%  | 0.0000% | $100000.00         | $57487.86          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD3661 | 2053-08-01      | 5.5000%  | 0.0000% | $404871.00         | $336864.97         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8211 | 2052-05-01      | 2.0000%  | 0.0000% | $1306228.00        | $883828.00         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG4720 | 2053-06-01      | 5.5000%  | 0.0000% | $2575333.00        | $2386127.98        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQF6690 | 2053-01-01      | 6.5000%  | 0.0000% | $200000.00         | $122574.74         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3680 | 2040-06-01      | 5.0000%  | 0.0000% | $7212260.00        | $7032192.00        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQB0937 | 2050-06-01      | 3.5000%  | 0.0000% | $1500178.00        | $792600.13         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3157 | 2040-02-01      | 6.0000%  | 0.0000% | $1112279.00        | $824681.18         | Agency Mortgage-Backed Securities |
| FEPC 05.000 3BZL0570 | 2035-01-01      | 5.0000%  | 0.0000% | $32421783.00       | $637295.94         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLZA4192 | 2043-04-01      | 2.5000%  | 0.0000% | $259262.00         | $59647.92          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS4398 | 2039-10-01      | 4.5000%  | 0.0000% | $13391937.00       | $332422.90         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS0922 | 2035-04-01      | 4.5000%  | 0.0000% | $20530271.00       | $256792.85         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTRB5141 | 2042-01-01      | 2.0000%  | 0.0000% | $601000.00         | $387080.31         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD4410 | 2048-11-01      | 3.5000%  | 0.0000% | $12607332.00       | $9863884.14        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8331 | 2053-06-01      | 5.5000%  | 0.0000% | $23821220.00       | $19464249.31       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8243 | 2052-09-01      | 3.5000%  | 0.0000% | $525000.00         | $404652.94         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3205 | 2053-06-01      | 6.0000%  | 0.0000% | $5600000.00        | $4218748.28        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQI1573 | 2054-02-01      | 6.0000%  | 0.0000% | $100000.00         | $80537.79          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA3528 | 2050-09-01      | 2.5000%  | 0.0000% | $89214.00          | $53055.28          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA8521 | 2053-02-01      | 5.0000%  | 0.0000% | $750000.00         | $621390.10         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS4210 | 2035-09-01      | 4.5000%  | 0.0000% | $8098589.00        | $93252.34          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS2193 | 2038-07-01      | 4.5000%  | 0.0000% | $929509.00         | $9974.63           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS4171 | 2035-03-01      | 4.5000%  | 0.0000% | $1026483.00        | $14638.56          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4707 | 2047-03-01      | 3.5000%  | 0.0000% | $385404.00         | $51040.01          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB8354 | 2039-11-01      | 3.5000%  | 0.0000% | $35491849.00       | $31405163.68       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CTZA2215 | 2031-08-01      | 4.0000%  | 0.0000% | $80000.00          | $3254.97           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8439 | 2054-06-01      | 6.0000%  | 0.0000% | $2000.00           | $1658.45           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTZS9316 | 2038-01-01      | 3.5000%  | 0.0000% | $1963000.00        | $449284.79         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS9556 | 2041-10-01      | 4.5000%  | 0.0000% | $1470460.00        | $154882.19         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3636 | 2053-08-01      | 6.0000%  | 0.0000% | $136000.00         | $109153.23         | Agency Mortgage-Backed Securities |
| FEPC 05.000 3BZL0567 | 2034-01-01      | 5.0000%  | 0.0000% | $30000000.00       | $72377.21          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL8767 | 2044-11-01      | 3.5000%  | 0.0000% | $350000.00         | $44998.39          | Agency Mortgage-Backed Securities |

### Security 278: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BD894, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP1BD894
- **C.18 - Value (incl. sponsor support):** $709000000.00
- **C.18.a - Value (excl. sponsor support):** $709000000.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $22110400.00       | $23454578.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 4.8750%  | 0.0000% | $16209400.00       | $16693035.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $2925300.00        | $2928984.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | 0.0000% | $2760800.00        | $2779281.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | 0.0000% | $25564600.00       | $25799340.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | 0.0000% | $821600.00         | $685481.63         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $21160100.00       | $17632399.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 5.0000%  | 0.0000% | $820300.00         | $895598.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $9120900.00        | $9390326.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 4.5000%  | 0.0000% | $3021000.00        | $3030111.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $61686300.00       | $63286612.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $2202000.00        | $2246288.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $1101000.00        | $1131212.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $100.00            | $101.62            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 3.6250%  | 0.0000% | $4628600.00        | $4622125.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-15      | 0.1250%  | 0.0000% | $1000.00           | $1198.47           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $5323300.00        | $5395984.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $13558500.00       | $11904854.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $9455000.00        | $9314583.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $946600.00         | $852538.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $6398200.00        | $5152222.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | 0.0000% | $149600.00         | $122766.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-27      | 0.0000%  | 0.0000% | $4380000.00        | $4325127.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | 0.0000% | $31497300.00       | $30928385.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $54600.00          | $31353.95          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 0.7500%  | 0.0000% | $6300.00           | $7152.97           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $200.00            | $136.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $153400.00         | $142758.11         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $29899500.00       | $30237207.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $3018200.00        | $2224114.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 3.6250%  | 0.0000% | $754000.00         | $757620.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-07-15      | 1.8750%  | 0.0000% | $1000.00           | $1018.83           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $8348500.00        | $8485110.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $9000000.00        | $8900226.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $100.00            | $103.74            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 3.6250%  | 0.0000% | $600.00            | $597.28            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $3491300.00        | $3540492.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 4.1250%  | 0.0000% | $489900.00         | $495994.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $10710300.00       | $10990443.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $898100.00         | $906387.44         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 0.3750%  | 0.0000% | $400.00            | $531.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | 0.0000% | $200.00            | $182.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-09      | 0.0000%  | 0.0000% | $351800.00         | $342028.05         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-09      | 0.0000%  | 0.0000% | $1418300.00        | $1407895.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $339800.00         | $255064.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $7500000.00        | $7393110.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $121100.00         | $122976.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | 0.0000% | $399500.00         | $302298.45         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | 0.0000% | $999400.00         | $642029.05         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $891500.00         | $698969.65         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $999800.00         | $709231.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $570000.00         | $378863.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.6250%  | 0.0000% | $502000.00         | $503566.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $200.00            | $101.15            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-01-15      | 1.1250%  | 0.0000% | $200.00            | $210.80            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 0.8750%  | 0.0000% | $6132200.00        | $5962197.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $9996700.00        | $10028895.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-12      | 0.0000%  | 0.0000% | $5100.00           | $5029.41           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-26      | 0.0000%  | 0.0000% | $809700.00         | $794944.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 6.1250%  | 0.0000% | $293000.00         | $314562.68         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $200.00            | $124.91            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $999100.00         | $900883.47         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $320400.00         | $247813.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.1250%  | 0.0000% | $200.00            | $126.04            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 0.2500%  | 0.0000% | $200.00            | $148.78            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $575400.00         | $330790.99         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $23000.00          | $23509.44          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $4994800.00        | $4854359.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $10000000.00       | $9113842.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-08      | 0.0000%  | 0.0000% | $17200.00          | $17021.27          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-18      | 0.0000%  | 0.0000% | $824100.00         | $817203.11         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-04      | 0.0000%  | 0.0000% | $1731200.00        | $1719213.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-26      | 0.0000%  | 0.0000% | $1605900.00        | $1591111.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $4900000.00        | $4854379.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $114900.00         | $118156.90         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $69930600.00       | $71515483.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $1000.00           | $1025.68           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 1.0000%  | 0.0000% | $645100.00         | $634721.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $14836600.00       | $15184822.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $2000.00           | $1411.69           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $675100.00         | $479523.53         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $300.00            | $223.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | 0.0000% | $486200.00         | $397385.97         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $200.00            | $168.28            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $14218300.00       | $15053511.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | 0.0000% | $7750100.00        | $7843012.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $4999000.00        | $5083358.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $5477200.00        | $5574663.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $20096500.00       | $20167159.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-20      | 0.0000%  | 0.0000% | $64900.00          | $64541.95          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-11      | 0.0000%  | 0.0000% | $1067300.00        | $1059201.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-16      | 0.0000%  | 0.0000% | $100.00            | $98.01             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $9900.00           | $10206.53          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $21826700.00       | $22481675.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $100.00            | $93.01             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 4.8750%  | 0.0000% | $999900.00         | $1026045.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $983400.00         | $1031913.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $701000.00         | $538378.52         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $484600.00         | $501947.24         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | 0.0000% | $779600.00         | $641829.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 3.0000%  | 0.0000% | $100.00            | $79.47             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 3.3750%  | 0.0000% | $279700.00         | $237194.90         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $14309300.00       | $14032007.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $351100.00         | $355915.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $4959200.00        | $4282359.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.7500%  | 0.0000% | $231900.00         | $228539.82         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-05-15      | 2.5000%  | 0.0000% | $228000.00         | $162592.04         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $42376300.00       | $43591567.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-31      | 3.8750%  | 0.0000% | $4009500.00        | $4014653.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-19      | 0.0000%  | 0.0000% | $84000.00          | $82775.36          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-06      | 0.0000%  | 0.0000% | $200.00            | $193.92            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-05-15      | 4.5000%  | 0.0000% | $300.00            | $311.69            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-21      | 0.0000%  | 0.0000% | $696800.00         | $695234.29         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 3.0000%  | 0.0000% | $300.00            | $237.03            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $713900.00         | $513959.45         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-15      | 4.2500%  | 0.0000% | $1900.00           | $1937.18           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $100.00            | $87.14             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $31807700.00       | $32549596.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 4.2500%  | 0.0000% | $4995800.00        | $4939734.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 4.7500%  | 0.0000% | $3064000.00        | $3165484.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $1700.00           | $1764.97           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 3.7500%  | 0.0000% | $6708000.00        | $6730275.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-18      | 0.0000%  | 0.0000% | $730000.00         | $726117.86         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-13      | 0.0000%  | 0.0000% | $59656500.00       | $58997951.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-05      | 0.0000%  | 0.0000% | $81400.00          | $80090.19          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $2749400.00        | $2816354.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $1004800.00        | $1027986.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 3.6250%  | 0.0000% | $539400.00         | $471110.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-25      | 0.0000%  | 0.0000% | $100.00            | $99.39             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $69900.00          | $34686.93          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $1999800.00        | $1528170.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | 0.0000% | $8500000.00        | $7444608.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 0.8750%  | 0.0000% | $100.00            | $99.03             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-19      | 0.0000%  | 0.0000% | $1454000.00        | $1428524.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-28      | 0.0000%  | 0.0000% | $100.00            | $99.36             | U.S. Treasuries (including strips) |

### Security 279: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 4.210000%
- **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: ARP1BD8B9, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP1BD8B9
- **C.18 - Value (incl. sponsor support):** $107000000.00
- **C.18.a - Value (excl. sponsor support):** $107000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $8851400.00        | $8861022.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $200.00            | $187.53            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $100.00            | $68.90             | U.S. Treasuries (including strips) |
| GNII SF DB0446 C       | 2054-02-20      | 7.3750%  | 0.0000% | $21836.00          | $23624.25          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD4205   | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $798.45            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL4313   | 2031-09-01      | 2.3050%  | 0.0000% | $220021.00         | $200581.22         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS6942   | 2053-12-01      | 6.5000%  | 0.0000% | $359799.00         | $279262.81         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB7659   | 2053-12-01      | 7.0000%  | 0.0000% | $60253376.00       | $49812654.90       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB9452   | 2054-11-01      | 4.5000%  | 0.0000% | $1024.00           | $951.17            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB8028   | 2054-02-01      | 7.0000%  | 0.0000% | $1008.00           | $814.59            | Agency Mortgage-Backed Securities  |
| GNII SF DG7415 C       | 2055-01-20      | 7.5000%  | 0.0000% | $6048.00           | $6498.70           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA9107   | 2051-02-01      | 2.5000%  | 0.0000% | $1024.00           | $601.85            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL3076   | 2029-09-01      | 2.1500%  | 0.0000% | $14079.00          | $12368.52          | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDA4933   | 2053-11-01      | 7.0000%  | 0.0000% | $1000.00           | $787.25            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB0581   | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $597.32            | Agency Mortgage-Backed Securities  |
| GNII RG CJ6675 C       | 2042-07-20      | 4.0000%  | 0.0000% | $1183988.00        | $476945.99         | Agency Mortgage-Backed Securities  |
| GNII RG CJ9398 C       | 2046-07-20      | 4.0000%  | 0.0000% | $3026348.00        | $1830025.06        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD4085   | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $869.36            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2344   | 2051-12-01      | 2.0000%  | 0.0000% | $1400000.00        | $890672.96         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC0277   | 2055-04-01      | 6.5000%  | 0.0000% | $6475184.00        | $6670360.22        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS5972   | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $765.60            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLFS9932   | 2054-10-01      | 7.0000%  | 0.0000% | $1024.00           | $903.85            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB6543   | 2053-06-01      | 6.5000%  | 0.0000% | $1024.00           | $784.50            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2047-02-15      | 0.8750%  | 0.0000% | $135700.00         | $134385.19         | U.S. Treasuries (including strips) |
| FEPC 02.500 ZLSI2032   | 2051-06-01      | 2.5000%  | 0.0000% | $1000.00           | $695.40            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $61000.00          | $61985.82          | U.S. Treasuries (including strips) |
| FNMS 05.500 CLCB5298   | 2052-12-01      | 5.5000%  | 0.0000% | $1008.00           | $850.51            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBU8859   | 2052-05-01      | 4.5000%  | 0.0000% | $1000.00           | $800.73            | Agency Mortgage-Backed Securities  |
| GNII SF BS9243 C       | 2050-04-20      | 4.0000%  | 0.0000% | $2698180.00        | $1607162.27        | Agency Mortgage-Backed Securities  |
| GNII SF CE3629 C       | 2051-07-20      | 3.5000%  | 0.0000% | $4198944.00        | $3081720.37        | Agency Mortgage-Backed Securities  |
| GNII SF CE3708 C       | 2051-08-20      | 3.5000%  | 0.0000% | $1382983.00        | $1169729.90        | Agency Mortgage-Backed Securities  |
| GNII SF CK2930 C       | 2051-12-20      | 4.0000%  | 0.0000% | $1124388.00        | $679597.36         | Agency Mortgage-Backed Securities  |
| GNHA AL CL8179 H       | 2072-05-20      | 6.6210%  | 0.0000% | $2993176.00        | $2031806.66        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2030-07-15      | 0.1250%  | 0.0000% | $26900.00          | $32238.73          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $200.00            | $130.85            | U.S. Treasuries (including strips) |
| FEPC 07.000 CLSD4981   | 2054-02-01      | 7.0000%  | 0.0000% | $1000.00           | $849.79            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7925   | 2052-09-01      | 4.5000%  | 0.0000% | $183277.00         | $139837.14         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ1473   | 2054-08-01      | 6.0000%  | 0.0000% | $2777776.00        | $2812793.70        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD2496   | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1018.97           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD4695   | 2055-04-01      | 6.5000%  | 0.0000% | $996938.00         | $1039718.25        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 I4BF0567   | 2061-09-01      | 5.5000%  | 0.0000% | $2822080.00        | $2129504.39        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $284600.00         | $268748.54         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $14500.00          | $9055.84           | U.S. Treasuries (including strips) |
| GNII SF BT3677 C       | 2050-04-20      | 4.0000%  | 0.0000% | $15887998.00       | $3523391.43        | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX HYAN5952   | 2032-07-01      | 3.0100%  | 0.0000% | $287477.00         | $225259.45         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA4528   | 2051-02-01      | 2.5000%  | 0.0000% | $1020.00           | $569.65            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $3600.00           | $3280.98           | U.S. Treasuries (including strips) |
| GNII RG CJ9358 C       | 2041-06-20      | 5.0000%  | 0.0000% | $1894928.00        | $1031823.13        | Agency Mortgage-Backed Securities  |
| GNII RG CI4407 C       | 2043-10-20      | 3.5000%  | 0.0000% | $1886386.00        | $1352241.75        | Agency Mortgage-Backed Securities  |
| GNII SF CI6924 C       | 2051-12-20      | 4.0000%  | 0.0000% | $1112276.00        | $855922.73         | Agency Mortgage-Backed Securities  |
| GNII RG CJ9368 C       | 2046-06-20      | 4.0000%  | 0.0000% | $1714082.00        | $1014059.11        | Agency Mortgage-Backed Securities  |
| GNII RG CJ6672 C       | 2046-10-20      | 3.5000%  | 0.0000% | $1016.00           | $466.63            | Agency Mortgage-Backed Securities  |
| GNII RG CJ3356 C       | 2049-06-20      | 5.0000%  | 0.0000% | $5060176.00        | $2032029.07        | Agency Mortgage-Backed Securities  |
| GNII RG CJ9400 C       | 2041-12-20      | 4.5000%  | 0.0000% | $4005892.00        | $1979584.40        | Agency Mortgage-Backed Securities  |
| GNII RG CJ3389 C       | 2050-02-20      | 5.0000%  | 0.0000% | $3658592.00        | $1865327.52        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1992   | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1003.39           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2588   | 2055-07-01      | 5.0000%  | 0.0000% | $1853.00           | $1861.26           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $1000.00           | $1060.21           | U.S. Treasuries (including strips) |
| FNMS 02.000 CLBV5323   | 2052-03-01      | 2.0000%  | 0.0000% | $10189.00          | $7173.43           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD5457   | 2055-04-01      | 5.5000%  | 0.0000% | $2347202.00        | $2382138.93        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBM5915   | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $220.41            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CTRB5321   | 2044-11-01      | 6.0000%  | 0.0000% | $1000.00           | $832.70            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $800.00            | $1074.29           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $30000.00          | $29572.44          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $2699900.00        | $2512598.49        | U.S. Treasuries (including strips) |
| GNII RG CJ9373 C       | 2046-02-20      | 4.5000%  | 0.0000% | $1652506.00        | $1042188.74        | Agency Mortgage-Backed Securities  |
| GNII SF CI0282 C       | 2051-12-20      | 4.0000%  | 0.0000% | $1237818.00        | $715966.55         | Agency Mortgage-Backed Securities  |
| GNII SF CE3711 C       | 2051-08-20      | 3.5000%  | 0.0000% | $2727272.00        | $2057591.58        | Agency Mortgage-Backed Securities  |
| GNII SF BX5468 C       | 2050-09-20      | 3.0000%  | 0.0000% | $379610.00         | $31687.45          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2028-09-15      | 3.3750%  | 0.0000% | $100.00            | $99.48             | U.S. Treasuries (including strips) |
| GNII SF CE3764 C       | 2051-08-20      | 3.5000%  | 0.0000% | $1705378.00        | $1098547.76        | Agency Mortgage-Backed Securities  |
| GNII RG CF1391 C       | 2049-01-20      | 4.5000%  | 0.0000% | $3793460.00        | $1128772.11        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM4257   | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $487.81            | Agency Mortgage-Backed Securities  |
| GNII RG CJ9406 C       | 2046-05-20      | 4.5000%  | 0.0000% | $1288942.00        | $752686.11         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2055-02-15      | 2.3750%  | 0.0000% | $100.00            | $100.51            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | 0.0000% | $204500.00         | $167144.04         | U.S. Treasuries (including strips) |

### Security 280: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 4.210000%
- **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: ARP1BD8D5, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1BD8D5
- **C.18 - Value (incl. sponsor support):** $27000000.00
- **C.18.a - Value (excl. sponsor support):** $27000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac     | 2033-03-15      | 3.5000%  | 0.0000% | $472153.00         | $461406.06         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-167 F | 2054-10-20      | 5.4888%  | 0.0000% | $32753973.00       | $27891909.69       | Agency Collateralized Mortgage Obligation |

### Security 281: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BD8E3, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1BD8E3
- **C.18 - Value (incl. sponsor support):** $17153777.00
- **C.18.a - Value (excl. sponsor support):** $17153777.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 | 2053-11-15      | 4.7500%  | 0.0000% | $15711200.00       | $16079462.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $100.00            | $68.17             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-11-15      | 2.7500%  | 0.0000% | $1931200.00        | $1419326.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | 0.0000% | $100.00            | $72.99             | U.S. Treasuries (including strips) |

### Security 282: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 4.210000%
- **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: ARP1BD8F0, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP1BD8F0
- **C.18 - Value (incl. sponsor support):** $315000000.00
- **C.18.a - Value (excl. sponsor support):** $315000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 03.000 FGPC U40824 G   | 2028-06-01      | 3.0000%  | 0.0000% | $1113.00           | $62.81             | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI0286   | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $928.34            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAO2977   | 2042-05-01      | 3.5000%  | 0.0000% | $51037517.00       | $3945985.47        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBU4746   | 2054-07-01      | 6.0000%  | 0.0000% | $1024.00           | $910.65            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO4645   | 2049-11-01      | 3.0000%  | 0.0000% | $1001.00           | $362.77            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC2284   | 2054-10-01      | 5.5000%  | 0.0000% | $71805.00          | $72591.62          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8223   | 2054-03-01      | 6.0000%  | 0.0000% | $1400000.00        | $1239254.02        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9011   | 2054-08-01      | 6.0000%  | 0.0000% | $1049.00           | $991.61            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2026-01-13      | 0.0000%  | 0.0000% | $5681100.00        | $5618386.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $4637100.00        | $4777293.44        | U.S. Treasuries (including strips) |
| FNMS 03.500 I3BF0154   | 2046-11-01      | 3.5000%  | 0.0000% | $1000.00           | $169.87            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE1640   | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1054.12           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS3361   | 2052-12-01      | 5.5000%  | 0.0000% | $4589856.00        | $3647589.69        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE1630   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1013.53           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4813   | 2052-10-01      | 5.0000%  | 0.0000% | $2138999.00        | $1688945.60        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS6516   | 2052-09-01      | 4.5000%  | 0.0000% | $727480.00         | $642299.69         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5914   | 2053-03-01      | 6.0000%  | 0.0000% | $1024.00           | $750.46            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS4733   | 2053-02-01      | 6.5000%  | 0.0000% | $1823479.00        | $1343070.53        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA0525   | 2047-10-01      | 3.0000%  | 0.0000% | $41104476.00       | $8307870.22        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5108   | 2052-11-01      | 5.5000%  | 0.0000% | $1700000.00        | $1365226.94        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY8113   | 2055-06-01      | 6.0000%  | 0.0000% | $359433.00         | $369072.38         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $9999800.00        | $10589315.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 2.2500%  | 0.0000% | $4486000.00        | $4450381.16        | U.S. Treasuries (including strips) |
| FEPC 05.500 CLQG6211   | 2053-06-01      | 5.5000%  | 0.0000% | $4663978.00        | $3446341.18        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8332   | 2053-06-01      | 6.0000%  | 0.0000% | $9992974.00        | $7740799.80        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $914300.00         | $956568.32         | U.S. Treasuries (including strips) |
| FEPC 02.500 CLQD3220   | 2051-12-01      | 2.5000%  | 0.0000% | $106000.00         | $68777.28          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA6078   | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $601.90            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD7227   | 2055-05-01      | 5.5000%  | 0.0000% | $1008.00           | $982.06            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7567   | 2054-02-01      | 5.5000%  | 0.0000% | $1077.00           | $935.70            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8277   | 2052-12-01      | 5.5000%  | 0.0000% | $280000.00         | $221970.07         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA1410   | 2052-06-01      | 3.0000%  | 0.0000% | $565390.00         | $481897.44         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2793   | 2048-12-01      | 4.5000%  | 0.0000% | $12601698.00       | $2925654.78        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4945   | 2052-10-01      | 4.5000%  | 0.0000% | $1952418.00        | $1567742.15        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8317   | 2053-04-01      | 6.0000%  | 0.0000% | $1021.00           | $764.19            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD7548   | 2051-11-01      | 2.5000%  | 0.0000% | $2883984.00        | $1806119.33        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $60232300.00       | $60444076.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-28      | 4.2500%  | 0.0000% | $9763500.00        | $10023639.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $94100.00          | $92576.29          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 4.6250%  | 0.0000% | $87000.00          | $88540.29          | U.S. Treasuries (including strips) |
| FEPC 05.500 CLQI8055   | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $934.18            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $7819800.00        | $7829649.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-01-15      | 1.1250%  | 0.0000% | $200.00            | $210.80            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $999500.00         | $1042916.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 5.2500%  | 0.0000% | $735500.00         | $779214.07         | U.S. Treasuries (including strips) |
| FNMS 06.500 CLFA0485   | 2054-09-01      | 6.5000%  | 0.0000% | $636825.00         | $607849.14         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB4475   | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $900.23            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6141   | 2050-06-01      | 2.0000%  | 0.0000% | $1045.00           | $500.13            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7049   | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $826.58            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD2509   | 2055-02-01      | 6.5000%  | 0.0000% | $1883394.00        | $1623691.28        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8154   | 2054-06-01      | 6.0000%  | 0.0000% | $2345412.00        | $2121407.92        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $39814500.00       | $41301870.18       | U.S. Treasuries (including strips) |
| FNMS 06.000 CLCB7338   | 2053-10-01      | 6.0000%  | 0.0000% | $1024.00           | $910.03            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7116   | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $858.14            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBP1430   | 2050-03-01      | 3.5000%  | 0.0000% | $3452764.00        | $1183841.78        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5886   | 2053-03-01      | 4.5000%  | 0.0000% | $5341717.00        | $4099309.10        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9374   | 2054-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1948.19           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2028-11-15      | 5.2500%  | 0.0000% | $911100.00         | $971690.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $69558300.00       | $70636100.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.8750%  | 0.0000% | $41258200.00       | $40466104.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $37000.00          | $37863.00          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $89500.00          | $91037.61          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $2063300.00        | $2180868.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 4.8750%  | 0.0000% | $8725600.00        | $8877582.50        | U.S. Treasuries (including strips) |
| FNMS 05.000 CL725589   | 2034-07-01      | 5.0000%  | 0.0000% | $2963.00           | $26.98             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBU5606   | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1003.80           | Agency Mortgage-Backed Securities  |

### Security 283: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BD8K9, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1BD8K9
- **C.18 - Value (incl. sponsor support):** $418000000.00
- **C.18.a - Value (excl. sponsor support):** $418000000.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 | 2053-05-15      | 3.6250%  | 0.0000% | $12641000.00       | $10652011.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $6193000.00        | $5509625.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $3941500.00        | $4005234.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $25044200.00       | $25246682.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | 0.0000% | $100.00            | $94.29             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | 0.0000% | $672500.00         | $657303.97         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | 0.0000% | $100.00            | $98.19             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | 0.0000% | $100.00            | $101.13            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $100.00            | $93.17             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $7900.00           | $7343.29           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 1.6250%  | 0.0000% | $1622200.00        | $1610130.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-31      | 5.0000%  | 0.0000% | $3876100.00        | $3959157.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $1001100.00        | $1025498.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-05-15      | 2.8750%  | 0.0000% | $100.00            | $74.26             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | 0.0000% | $200.00            | $188.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 0.7500%  | 0.0000% | $2328500.00        | $2287180.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-19      | 0.0000%  | 0.0000% | $100.00            | $98.52             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | 0.0000% | $200.00            | $200.95            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $876600.00         | $876499.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $9500000.00        | $9612122.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-15      | 4.2500%  | 0.0000% | $21658300.00       | $21868191.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $37194200.00       | $37715551.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-26      | 0.0000%  | 0.0000% | $15642500.00       | $15400979.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 3.7500%  | 0.0000% | $2045100.00        | $1870283.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $44598200.00       | $45643559.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 0.6250%  | 0.0000% | $97200.00          | $94799.65          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | 0.0000% | $4588700.00        | $4334503.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 0.6250%  | 0.0000% | $13343000.00       | $12540996.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-28      | 0.0000%  | 0.0000% | $400.00            | $398.74            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $6083200.00        | $3502625.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $5085900.00        | $3991611.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $43100.00          | $44941.66          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-12      | 0.0000%  | 0.0000% | $2585500.00        | $2573141.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $231670400.00      | $211378447.58      | U.S. Treasuries (including strips) |

### Security 284: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 4.210000%
- **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: ARP1BDAT7, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1BDAT7
- **C.18 - Value (incl. sponsor support):** $359000000.00
- **C.18.a - Value (excl. sponsor support):** $359000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 04.000 CLZJ0915                               | 2040-12-01      | 4.0000%  | 0.0000% | $2250000.00        | $220501.92         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD5877                               | 2054-07-01      | 5.5000%  | 0.0000% | $23039008.00       | $21072077.87       | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8055                               | 2050-04-01      | 2.5000%  | 0.0000% | $1000.00           | $223.70            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD7562                               | 2053-04-01      | 5.5000%  | 0.0000% | $2938835.00        | $2371074.06        | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX HYAN8325                               | 2038-02-01      | 3.5600%  | 0.0000% | $74699.00          | $59120.11          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE4861                               | 2055-07-01      | 5.5000%  | 0.0000% | $876406.00         | $889952.77         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ2893                               | 2055-09-01      | 5.5000%  | 0.0000% | $1016888.00        | $1034486.83        | Agency Mortgage-Backed Securities         |
| GNII SF MA7650 M                                   | 2051-10-20      | 3.0000%  | 0.0000% | $12208088.00       | $7234512.00        | Agency Mortgage-Backed Securities         |
| GNII SF MA7768 M                                   | 2051-12-20      | 3.0000%  | 0.0000% | $504000.00         | $316096.95         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA4841                               | 2052-12-01      | 5.0000%  | 0.0000% | $155000.00         | $124358.38         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4700                               | 2052-08-01      | 4.0000%  | 0.0000% | $184040.00         | $143095.19         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB2854                               | 2052-02-01      | 2.5000%  | 0.0000% | $457209.00         | $298652.47         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBZ4763                               | 2035-08-01      | 4.7700%  | 0.0000% | $12412020.00       | $12650808.65       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBT8084                               | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $897.99            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5135                               | 2053-09-01      | 4.0000%  | 0.0000% | $1000.00           | $846.11            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQD6321                               | 2052-02-01      | 2.5000%  | 0.0000% | $1416850.00        | $747772.25         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                         | 2054-11-25      | 5.6060%  | 0.0000% | $50000000.00       | $43347197.71       | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLSD8258                               | 2052-10-01      | 5.0000%  | 0.0000% | $258795.00         | $204028.26         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8215                               | 2052-05-01      | 4.0000%  | 0.0000% | $20000.00          | $14600.46          | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ3723                               | 2030-05-01      | 4.4400%  | 0.0000% | $2408679.00        | $2446289.72        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS4951                               | 2053-06-01      | 5.0000%  | 0.0000% | $1043732.00        | $847366.91         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZA5318                               | 2048-03-01      | 3.5000%  | 0.0000% | $1146855.00        | $193894.76         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2044-03-01      | 3.8300%  | 0.0000% | $28249.00          | $21687.28          | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLSD8394                               | 2054-01-01      | 5.0000%  | 0.0000% | $10000.00          | $9120.61           | Agency Mortgage-Backed Securities         |
| FKAR 04.500 WAWA4456                               | 2029-12-01      | 4.5000%  | 0.0000% | $7314.00           | $7375.39           | Agency Mortgage-Backed Securities         |
| GNII SF MA8727 M                                   | 2053-03-20      | 6.0000%  | 0.0000% | $1688.00           | $971.47            | Agency Mortgage-Backed Securities         |
| GNII SF MA9423 M                                   | 2054-01-20      | 5.5000%  | 0.0000% | $488933.00         | $406970.79         | Agency Mortgage-Backed Securities         |
| GNII SF MA8101 M                                   | 2052-06-20      | 4.5000%  | 0.0000% | $6606647.00        | $4966819.89        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5105                               | 2053-08-01      | 4.5000%  | 0.0000% | $356000.00         | $307153.49         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS3745                               | 2050-08-01      | 2.0000%  | 0.0000% | $1452914.00        | $986911.16         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX6541                               | 2055-01-01      | 6.0000%  | 0.0000% | $1979664.00        | $1829702.24        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL3625                               | 2034-09-01      | 2.8900%  | 0.0000% | $3778097.00        | $3382360.44        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS6131                               | 2052-03-01      | 2.5000%  | 0.0000% | $3226632.00        | $2412035.26        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBP2187                               | 2050-03-01      | 3.0000%  | 0.0000% | $1591991.00        | $536384.43         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD5912                               | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.29           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB6056                               | 2053-04-01      | 5.0000%  | 0.0000% | $220234.00         | $179759.65         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBM4495                               | 2041-07-01      | 6.0000%  | 0.0000% | $1000.00           | $283.94            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD6339                               | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $972.03            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA7369                               | 2050-10-01      | 2.5000%  | 0.0000% | $2873640.00        | $1170490.17        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS1603                               | 2052-05-01      | 3.5000%  | 0.0000% | $2100146.00        | $1497281.03        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC8002                               | 2054-10-01      | 6.5000%  | 0.0000% | $12994.00          | $13485.72          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAS8980                               | 2047-03-01      | 4.5000%  | 0.0000% | $514000.00         | $82618.02          | Agency Mortgage-Backed Securities         |
| GNII SF MA8648 M                                   | 2053-02-20      | 5.5000%  | 0.0000% | $1002.00           | $723.09            | Agency Mortgage-Backed Securities         |
| GNII SF MB0026 M                                   | 2054-11-20      | 5.5000%  | 0.0000% | $142665352.00      | $137442974.38      | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL2362                               | 2054-02-01      | 6.5000%  | 0.0000% | $627766.00         | $635678.05         | Agency Mortgage-Backed Securities         |
| GNRA 2024-134 FA                                   | 2054-08-20      | 5.4988%  | 0.0000% | $45835.00          | $35235.71          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-097 FA                                   | 2054-06-20      | 5.5888%  | 0.0000% | $1832463.00        | $1017455.01        | Agency Collateralized Mortgage Obligation |
| GNII SF DJ4783 C                                   | 2055-03-20      | 7.5000%  | 0.0000% | $686914.00         | $732446.24         | Agency Mortgage-Backed Securities         |
| GNRA 2023-048 EF                                   | 2053-03-20      | 5.3888%  | 0.0000% | $17842830.00       | $7983138.48        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-081 YF                                   | 2052-05-20      | 4.5000%  | 0.0000% | $1001.00           | $702.46            | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLQX9769                               | 2055-04-01      | 5.5000%  | 0.0000% | $3783363.00        | $3841495.27        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBY9886                               | 2053-11-01      | 6.5000%  | 0.0000% | $1007348.00        | $687404.22         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY5272                               | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.93           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY4255                               | 2055-05-01      | 6.5000%  | 0.0000% | $1002.00           | $1027.67           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY4018                               | 2055-05-01      | 5.5000%  | 0.0000% | $3918172.00        | $3867658.28        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX9380                               | 2055-03-01      | 5.5000%  | 0.0000% | $1330303.00        | $1345294.48        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY5854                               | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.40           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAZ7347                               | 2045-11-01      | 3.0000%  | 0.0000% | $5550000.00        | $803845.50         | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLBY4721                               | 2053-06-01      | 7.0000%  | 0.0000% | $7303.00           | $7824.11           | Agency Mortgage-Backed Securities         |
| FKAR 05.740 WVWV0039                               | 2029-10-01      | 5.0540%  | 0.0000% | $21783714.00       | $21786399.45       | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA3404                               | 2050-08-01      | 2.0000%  | 0.0000% | $223564.00         | $111492.08         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI6052                               | 2054-05-01      | 5.5000%  | 0.0000% | $168077.00         | $153501.26         | Agency Mortgage-Backed Securities         |
| GNRA 2019-65 FA                                    | 2049-05-20      | 4.5000%  | 0.0000% | $19240042.00       | $3740891.41        | Agency Collateralized Mortgage Obligation |
| FKAR 04.450 WNWN1597                               | 2035-03-01      | 4.4500%  | 0.0000% | $4352999.00        | $4338471.83        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZT0535                               | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $292.64            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2027-04-30      | 4.0585%  | 0.0000% | $478300.00         | $481434.27         | U.S. Treasuries (including strips)        |
| GNRA 2024-172 FB                                   | 2054-10-20      | 5.3888%  | 0.0000% | $9917203.00        | $9066420.40        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                             | 2028-11-30      | 4.3750%  | 0.0000% | $14508700.00       | $15028014.73       | U.S. Treasuries (including strips)        |
| GNII SF MA8097 M                                   | 2052-05-20      | 2.5000%  | 0.0000% | $178280.00         | $115703.99         | Agency Mortgage-Backed Securities         |
| GNRA 2023-120 FB                                   | 2053-08-20      | 5.4988%  | 0.0000% | $1000.00           | $498.38            | Agency Collateralized Mortgage Obligation |
| GNRA 2022-178 FC                                   | 2052-10-20      | 5.6888%  | 0.0000% | $5704205.00        | $4325858.53        | Agency Collateralized Mortgage Obligation |
| FNMS 05.000 CLBX9419                               | 2053-03-01      | 5.0000%  | 0.0000% | $580259.00         | $412146.46         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM3053                               | 2046-07-01      | 4.5000%  | 0.0000% | $93299.00          | $25195.83          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFA0110                               | 2048-11-01      | 3.5000%  | 0.0000% | $19998987.00       | $17637334.51       | Agency Mortgage-Backed Securities         |
| GNII SF MA5528 M                                   | 2048-10-20      | 4.0000%  | 0.0000% | $1066.00           | $98.94             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM6251                               | 2049-07-01      | 4.0000%  | 0.0000% | $300000.00         | $111298.75         | Agency Mortgage-Backed Securities         |
| FMAR 1Q0473 G                                      | 2037-05-01      | 6.8590%  | 0.0000% | $5039725.00        | $28464.12          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL889750                               | 2038-05-01      | 6.0000%  | 0.0000% | $1065.00           | $5.64              | Agency Mortgage-Backed Securities         |
| GNAR AF MA4335 M                                   | 2047-03-20      | 5.5000%  | 0.0000% | $37122.00          | $3146.88           | Agency Mortgage-Backed Securities         |
| GNAR AT MA4091 M                                   | 2046-11-20      | 4.6250%  | 0.0000% | $1001.00           | $40.03             | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8288                               | 2053-01-01      | 5.0000%  | 0.0000% | $498991.00         | $408596.37         | Agency Mortgage-Backed Securities         |
| FHLMC REMIC SERIES K-058       A-1    20260725 2.3 | 2026-07-25      | 2.3400%  | 0.0000% | $1000.00           | $188.10            | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2044-06-15      | 4.7866%  | 0.0000% | $3112.00           | $314.26            | Agency Collateralized Mortgage Obligation |
| FNMS 04.830 ML470541                               | 2042-03-01      | 4.8300%  | 0.0000% | $1447700.00        | $1115223.36        | Agency Mortgage-Backed Securities         |
| Fannie Mae                                         | 2054-12-25      | 5.8060%  | 0.0000% | $1000.00           | $788.41            | Agency Collateralized Mortgage Obligation |
| FNAR XX.XXX LBAL8484                               | 2046-04-01      | 3.2980%  | 0.0000% | $440983.00         | $41016.89          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBN6283                               | 2049-04-01      | 3.5000%  | 0.0000% | $267000.00         | $76714.64          | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS7892                               | 2033-03-01      | 4.4700%  | 0.0000% | $41329.00          | $41760.34          | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS4626                               | 2041-01-01      | 2.7200%  | 0.0000% | $45541.00          | $36501.06          | Agency Mortgage-Backed Securities         |
| GNII SF MA5077 M                                   | 2048-03-20      | 3.5000%  | 0.0000% | $111624.00         | $13435.29          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY5855                               | 2055-06-01      | 6.5000%  | 0.0000% | $8000.00           | $8326.29           | Agency Mortgage-Backed Securities         |
| GNII SF MA3875 M                                   | 2046-07-20      | 4.0000%  | 0.0000% | $2103.00           | $210.41            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB9718                               | 2054-07-01      | 6.5000%  | 0.0000% | $439912.00         | $453555.32         | Agency Mortgage-Backed Securities         |
| Fannie Mae                                         | 2054-11-25      | 5.3560%  | 0.0000% | $51221.00          | $45833.08          | Agency Collateralized Mortgage Obligation |
| GNRA 2023-021 FB                                   | 2053-02-20      | 5.2688%  | 0.0000% | $498158.00         | $354167.03         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-070 FA                                   | 2053-05-20      | 5.3888%  | 0.0000% | $1000.00           | $767.84            | Agency Collateralized Mortgage Obligation |
| GNRA 2024-132 FD                                   | 2054-08-20      | 5.4888%  | 0.0000% | $9998160.00        | $8291165.31        | Agency Collateralized Mortgage Obligation |
| GNII SF DJ3026 C                                   | 2055-08-20      | 6.0000%  | 0.0000% | $107929.00         | $111340.46         | Agency Mortgage-Backed Securities         |
| GNRA 2024-066 FB                                   | 2054-04-20      | 5.4188%  | 0.0000% | $5731621.00        | $3917145.69        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-001 DF                                   | 2053-01-20      | 5.3388%  | 0.0000% | $10692074.00       | $8331578.03        | Agency Collateralized Mortgage Obligation |
| FEPC 04.500 CLZL1744                               | 2041-07-01      | 4.5000%  | 0.0000% | $9609967.00        | $321937.60         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBE8055                               | 2047-04-01      | 4.0000%  | 0.0000% | $55861.00          | $10639.31          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CKMA3524                               | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $36.42             | Agency Mortgage-Backed Securities         |

### Security 285: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BDAU4, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1BDAU4
- **C.18 - Value (incl. sponsor support):** $154000000.00
- **C.18.a - Value (excl. sponsor support):** $154000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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% | $100.00            | $100.41            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.6250%  | 0.0000% | $1481700.00        | $1485454.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $103559200.00      | $102349628.54      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-06      | 0.0000%  | 0.0000% | $386000.00         | $381959.74         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $20200.00          | $18430.69          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $50548600.00       | $52862778.09       | U.S. Treasuries (including strips) |

### Security 286: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC - BANK OF NEW YORK 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BDB58, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1BDB58
- **C.18 - Value (incl. sponsor support):** $155000000.00
- **C.18.a - Value (excl. sponsor support):** $155000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $150458700.00      | $158100036.97      | U.S. Treasuries (including strips) |

### Security 287: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC - BANK OF NEW YORK 4.210000%
- **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: ARP1BDBG4, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1BDBG4
- **C.18 - Value (incl. sponsor support):** $1350000000.00
- **C.18.a - Value (excl. sponsor support):** $1350000000.00
- **C.19 - Percentage of Net Assets:** 1.6000%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 CLSD8212   | 2052-05-01      | 2.5000%  | 0.0000% | $43000.00          | $30084.29          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ1561   | 2055-09-01      | 5.5000%  | 0.0000% | $24700.00          | $25033.09          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0880   | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $943.39            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL0255   | 2055-02-01      | 5.0000%  | 0.0000% | $1658026.00        | $1592556.37        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX6200   | 2055-02-01      | 5.5000%  | 0.0000% | $200492.00         | $203439.93         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX6437   | 2055-02-01      | 6.0000%  | 0.0000% | $3106104.00        | $3126726.02        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0874   | 2055-03-01      | 6.0000%  | 0.0000% | $15556200.00       | $15523933.09       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAB5890   | 2027-08-01      | 3.0000%  | 0.0000% | $51946.00          | $1063.71           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3120   | 2047-09-01      | 3.5000%  | 0.0000% | $135000.00         | $16861.04          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0779   | 2054-11-01      | 5.5000%  | 0.0000% | $20950209.00       | $20004457.75       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1690   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1006.49           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1704   | 2055-05-01      | 6.0000%  | 0.0000% | $1008.00           | $1018.71           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ3195   | 2055-09-01      | 5.5000%  | 0.0000% | $3404375.00        | $3490851.42        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS2616   | 2052-08-01      | 5.0000%  | 0.0000% | $4257000.00        | $3289111.45        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4307   | 2051-04-01      | 3.0000%  | 0.0000% | $4000.00           | $1859.69           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY2925   | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $913.72            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA0237   | 2047-08-01      | 4.0000%  | 0.0000% | $1000.00           | $110.82            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM4622   | 2050-07-01      | 3.0000%  | 0.0000% | $1001.00           | $294.85            | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CNMA4367   | 2031-06-01      | 1.5000%  | 0.0000% | $1000.00           | $402.54            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0734   | 2063-06-01      | 3.5000%  | 0.0000% | $1055.00           | $791.28            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH0358   | 2047-04-01      | 4.0000%  | 0.0000% | $1000.00           | $192.25            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0735   | 2063-06-01      | 3.5000%  | 0.0000% | $2048.00           | $1603.37           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5272   | 2054-02-01      | 6.0000%  | 0.0000% | $3602000.00        | $2762576.21        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM4017   | 2050-08-01      | 3.5000%  | 0.0000% | $1000.00           | $205.56            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM2438   | 2047-05-01      | 3.5000%  | 0.0000% | $44000.00          | $8870.81           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA0858   | 2047-12-01      | 3.5000%  | 0.0000% | $265620.00         | $34736.52          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC3166   | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $698.66            | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLDC2619   | 2055-04-01      | 7.5000%  | 0.0000% | $1000.00           | $1068.61           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9527   | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $377.39            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE1295   | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $1003.64           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX9008   | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $642.81            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX6872   | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $653.35            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIMA5772   | 2040-07-01      | 5.5000%  | 0.0000% | $56000.00          | $53238.40          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4784   | 2052-10-01      | 4.5000%  | 0.0000% | $2000.00           | $1552.77           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX2166   | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $801.33            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBY6603   | 2053-07-01      | 4.0000%  | 0.0000% | $1000.00           | $914.82            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD8267   | 2055-04-01      | 6.0000%  | 0.0000% | $1008.00           | $993.11            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5846   | 2053-03-01      | 5.5000%  | 0.0000% | $1008.00           | $818.54            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL880829   | 2036-04-01      | 6.0000%  | 0.0000% | $1024.00           | $6.55              | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBV7921   | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $792.00            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBT7914   | 2052-10-01      | 5.0000%  | 0.0000% | $1105.00           | $791.80            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA1710   | 2048-05-01      | 4.5000%  | 0.0000% | $283000.00         | $34104.92          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC0121   | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $862.72            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW5991   | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $792.30            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBU4620   | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $848.48            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NP887760   | 2036-07-01      | 6.0000%  | 0.0000% | $1026.00           | $1.88              | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ0012   | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $884.71            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1810   | 2055-05-01      | 6.0000%  | 0.0000% | $20160400.00       | $19937537.88       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2517   | 2055-09-01      | 6.0000%  | 0.0000% | $1024.00           | $1063.56           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSL1734   | 2052-04-01      | 2.5000%  | 0.0000% | $1008.00           | $839.93            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0649   | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $984.39            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA1720   | 2052-04-01      | 3.0000%  | 0.0000% | $2396720.00        | $2081230.33        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA1134   | 2054-06-01      | 6.5000%  | 0.0000% | $1008.00           | $875.78            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY7381   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1024.12           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY9297   | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1038.32           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAB6825   | 2042-11-01      | 3.5000%  | 0.0000% | $1024.00           | $104.74            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY7411   | 2055-07-01      | 6.0000%  | 0.0000% | $2042192.00        | $2105349.50        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY8752   | 2055-07-01      | 5.0000%  | 0.0000% | $5000.00           | $4981.87           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA1722   | 2051-11-01      | 3.0000%  | 0.0000% | $1008.00           | $875.42            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAB8719   | 2043-03-01      | 3.0000%  | 0.0000% | $1000.00           | $129.93            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7454   | 2050-10-01      | 2.0000%  | 0.0000% | $119736090.00      | $61570222.72       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA0987   | 2055-03-01      | 6.0000%  | 0.0000% | $1120.00           | $1097.20           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB8231   | 2042-06-01      | 3.5000%  | 0.0000% | $4991352.00        | $588460.25         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD2293   | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.74           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA1048   | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $867.78            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLAL7468   | 2045-02-01      | 5.0000%  | 0.0000% | $2000.00           | $282.87            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBM5632   | 2047-12-01      | 3.0000%  | 0.0000% | $1000.00           | $241.27            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CNRD5261   | 2035-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.31           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAK6732   | 2042-03-01      | 3.5000%  | 0.0000% | $530188158.00      | $41894066.49       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE7761   | 2052-07-01      | 5.0000%  | 0.0000% | $4000.00           | $2430.68           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q63007 G   | 2049-04-01      | 4.0000%  | 0.0000% | $1000.00           | $281.11            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH8458   | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $821.22            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQF9069   | 2053-03-01      | 6.5000%  | 0.0000% | $6000.00           | $4104.16           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7757   | 2052-08-01      | 4.0000%  | 0.0000% | $1024.00           | $788.46            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAX0105   | 2029-09-01      | 3.5000%  | 0.0000% | $2980000.00        | $90442.65          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQF7471   | 2053-02-01      | 6.5000%  | 0.0000% | $1000.00           | $398.63            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD6440   | 2053-10-01      | 5.0000%  | 0.0000% | $1008.00           | $938.97            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD2170   | 2051-07-01      | 3.0000%  | 0.0000% | $1000.00           | $695.90            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQE0362   | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $678.88            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQF0618   | 2052-10-01      | 4.5000%  | 0.0000% | $1001.00           | $857.00            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF1004   | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $728.61            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q48725 G   | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $193.27            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ1469   | 2054-08-01      | 6.0000%  | 0.0000% | $1016046.00        | $1035829.11        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE5867   | 2052-07-01      | 4.5000%  | 0.0000% | $5000.00           | $2510.66           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD7569   | 2054-04-01      | 6.0000%  | 0.0000% | $3490224.00        | $3131462.84        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF8209   | 2053-02-01      | 5.5000%  | 0.0000% | $5000.00           | $2729.59           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQH1041   | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $984.37            | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLQH8453   | 2054-01-01      | 7.5000%  | 0.0000% | $1000.00           | $951.24            | Agency Mortgage-Backed Securities  |
| 07.000 FGPC G03822 G   | 2038-01-01      | 7.0000%  | 0.0000% | $1565.00           | $16.54             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLDC6428   | 2054-11-01      | 4.0000%  | 0.0000% | $1000.00           | $810.06            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRAL6167   | 2044-01-01      | 3.5000%  | 0.0000% | $1000.00           | $162.21            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBU4311   | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $669.94            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB7053   | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $871.03            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD1009   | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1022.29           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD8371   | 2055-05-01      | 5.5000%  | 0.0000% | $1020.00           | $1040.07           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7909   | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $962.46            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB6468   | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $898.85            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV9891   | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $718.62            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7236   | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $908.57            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9931   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $598.24            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD3924   | 2055-03-01      | 7.0000%  | 0.0000% | $1000.00           | $1054.19           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY9011   | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.57           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ3126   | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.56           | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQZ3131   | 2055-09-01      | 7.0000%  | 0.0000% | $3047138.00        | $3262920.74        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ4474   | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1050.06           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA1153   | 2046-07-01      | 3.0000%  | 0.0000% | $1000.00           | $869.67            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA0608   | 2055-02-01      | 5.5000%  | 0.0000% | $80198436.00       | $77200301.38       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7234   | 2050-10-01      | 2.5000%  | 0.0000% | $1040.00           | $439.73            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBH7398   | 2047-08-01      | 3.5000%  | 0.0000% | $1040.00           | $152.55            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 NP995509   | 2039-01-01      | 5.5000%  | 0.0000% | $225542144.00      | $1022129.04        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRMA1715   | 2043-11-01      | 4.0000%  | 0.0000% | $1000.00           | $198.84            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 I4BF0560   | 2061-09-01      | 2.5000%  | 0.0000% | $1109.00           | $674.42            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2900   | 2055-10-01      | 6.0000%  | 0.0000% | $1240.00           | $1285.62           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQZ3637   | 2055-09-01      | 5.0000%  | 0.0000% | $3423725.00        | $3425593.59        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL0044   | 2054-09-01      | 6.5000%  | 0.0000% | $5120.00           | $4615.35           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY9464   | 2055-07-01      | 5.5000%  | 0.0000% | $3637857.00        | $3710304.72        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY7686   | 2055-07-01      | 6.5000%  | 0.0000% | $1030.00           | $1069.41           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ0684   | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $1036.79           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY9245   | 2055-06-01      | 5.5000%  | 0.0000% | $1184592.00        | $1205778.76        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ3775   | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1050.06           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS7744   | 2054-04-01      | 6.5000%  | 0.0000% | $2000.00           | $1761.93           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1360   | 2055-05-01      | 5.5000%  | 0.0000% | $1008.00           | $991.26            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0623   | 2054-09-01      | 6.0000%  | 0.0000% | $54272509.00       | $51863734.97       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4492   | 2051-12-01      | 2.0000%  | 0.0000% | $158534245.00      | $102878773.07      | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0780   | 2054-04-01      | 5.5000%  | 0.0000% | $2170048.00        | $2200784.65        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA3448   | 2048-08-01      | 5.0000%  | 0.0000% | $224000.00         | $20685.90          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA3468   | 2048-09-01      | 4.5000%  | 0.0000% | $1003.00           | $77.36             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLAD2154   | 2040-05-01      | 5.0000%  | 0.0000% | $1000000.00        | $35109.74          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ4281   | 2055-09-01      | 6.0000%  | 0.0000% | $3240224.00        | $3371347.22        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ1161   | 2055-08-01      | 6.0000%  | 0.0000% | $2104900.00        | $2159782.61        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ2648   | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1010.95           | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08693 G   | 2046-03-01      | 3.5000%  | 0.0000% | $283610.00         | $28711.16          | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQY1058   | 2055-04-01      | 7.0000%  | 0.0000% | $1547420.00        | $1665042.62        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ3646   | 2055-09-01      | 5.5000%  | 0.0000% | $2159422.00        | $2203520.76        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0871   | 2055-08-01      | 6.0000%  | 0.0000% | $181161938.00      | $185321253.72      | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6308   | 2055-06-01      | 6.0000%  | 0.0000% | $1024.00           | $1045.37           | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQX8521   | 2055-03-01      | 7.0000%  | 0.0000% | $3086096.00        | $3335855.56        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX7146   | 2055-02-01      | 6.0000%  | 0.0000% | $2113100.00        | $2169032.19        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CNRD5213   | 2034-10-01      | 5.0000%  | 0.0000% | $1000.00           | $753.56            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQJ6671   | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $941.08            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG3875   | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $789.37            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG0646   | 2053-04-01      | 6.5000%  | 0.0000% | $6000.00           | $4204.64           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA4352   | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $358.07            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB0876   | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $815.48            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6008   | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $867.32            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQF8711   | 2053-02-01      | 4.5000%  | 0.0000% | $1000.00           | $935.85            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB1100   | 2036-12-01      | 2.0000%  | 0.0000% | $1000.00           | $746.92            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZN0955   | 2048-10-01      | 4.0000%  | 0.0000% | $1024.00           | $259.67            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG1780   | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $808.11            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8091   | 2050-09-01      | 2.5000%  | 0.0000% | $2455764.00        | $1003989.19        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS3771   | 2043-07-01      | 3.5000%  | 0.0000% | $1000000.00        | $127681.26         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3162   | 2053-06-01      | 5.0000%  | 0.0000% | $2540360.00        | $2398851.92        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD3275   | 2053-07-01      | 5.5000%  | 0.0000% | $1008.00           | $815.82            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0499   | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $496.17            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6598   | 2054-10-01      | 5.5000%  | 0.0000% | $5843777.00        | $5561899.08        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8315   | 2053-04-01      | 5.0000%  | 0.0000% | $41185841.00       | $34384881.31       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD0968   | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $686.22            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD4977   | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $892.55            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQH4331   | 2053-11-01      | 7.0000%  | 0.0000% | $1000.00           | $598.40            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8367   | 2053-10-01      | 5.5000%  | 0.0000% | $5268346.00        | $4458785.30        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD4816   | 2054-01-01      | 2.5000%  | 0.0000% | $1008.00           | $769.09            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7380   | 2052-05-01      | 3.5000%  | 0.0000% | $29000.00          | $19657.18          | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CIQN8902   | 2036-12-01      | 2.0000%  | 0.0000% | $1024.00           | $623.58            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5696   | 2045-08-01      | 3.5000%  | 0.0000% | $1000.00           | $90.03             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE8798   | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.64           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD6241   | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $931.43            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 I4BF0110   | 2056-03-01      | 4.0000%  | 0.0000% | $1097.00           | $418.24            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7612   | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $529.46            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8063   | 2050-12-01      | 2.0000%  | 0.0000% | $1024.00           | $578.05            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBD0976   | 2046-04-01      | 4.5000%  | 0.0000% | $1000.00           | $106.55            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC9077   | 2046-12-01      | 3.5000%  | 0.0000% | $1000.00           | $247.28            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8784   | 2047-02-01      | 3.0000%  | 0.0000% | $379352258.00      | $79507182.94       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6633   | 2050-08-01      | 2.0000%  | 0.0000% | $1008.00           | $494.02            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAU3735   | 2043-08-01      | 3.0000%  | 0.0000% | $152000.00         | $25708.32          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBE8783   | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $199.54            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL795887   | 2034-09-01      | 6.0000%  | 0.0000% | $1001.00           | $50.77             | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE8607   | 2055-10-01      | 6.5000%  | 0.0000% | $1355400.00        | $1423418.19        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7912   | 2046-09-01      | 3.0000%  | 0.0000% | $1024.00           | $155.33            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7129   | 2053-09-01      | 6.0000%  | 0.0000% | $45997416.00       | $37565777.23       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM5173   | 2047-11-01      | 4.5000%  | 0.0000% | $1024.00           | $262.30            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3855   | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $751.90            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS4849   | 2042-01-01      | 6.0000%  | 0.0000% | $133000.00         | $98404.59          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBJ2763   | 2048-05-01      | 4.5000%  | 0.0000% | $557956.00         | $52866.96          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7343   | 2050-10-01      | 2.0000%  | 0.0000% | $236504.00         | $123567.47         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM5429   | 2049-01-01      | 4.5000%  | 0.0000% | $1024.00           | $199.61            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW5851   | 2052-09-01      | 4.5000%  | 0.0000% | $1011.00           | $768.24            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3857   | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $620.94            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAD1593   | 2040-02-01      | 4.5000%  | 0.0000% | $1001.00           | $19.77             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA2995   | 2047-05-01      | 4.0000%  | 0.0000% | $756500.00         | $75756.85          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5419   | 2054-07-01      | 5.0000%  | 0.0000% | $83000.00          | $77892.09          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ4126   | 2055-09-01      | 6.0000%  | 0.0000% | $4973048.00        | $5118058.76        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0542   | 2055-03-01      | 5.5000%  | 0.0000% | $1024.00           | $1022.72           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ3142   | 2055-08-01      | 6.0000%  | 0.0000% | $1908478.00        | $1982174.51        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ1232   | 2054-04-01      | 6.0000%  | 0.0000% | $1008.00           | $715.14            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ3481   | 2055-09-01      | 6.0000%  | 0.0000% | $1023450.00        | $1062054.87        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA4842   | 2052-12-01      | 5.5000%  | 0.0000% | $12000.00          | $9426.71           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8947   | 2054-07-01      | 6.0000%  | 0.0000% | $30000.00          | $28205.76          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA3765   | 2049-09-01      | 2.5000%  | 0.0000% | $4998.00           | $837.17            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4004   | 2050-03-01      | 5.0000%  | 0.0000% | $1000.00           | $132.28            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5246   | 2054-01-01      | 5.5000%  | 0.0000% | $1000.00           | $879.65            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4867   | 2053-01-01      | 4.5000%  | 0.0000% | $44999.00          | $37507.76          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTMA5146   | 2043-09-01      | 5.5000%  | 0.0000% | $1024.00           | $686.04            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLAD0944   | 2040-04-01      | 5.5000%  | 0.0000% | $1023.00           | $47.06             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAD1655   | 2040-03-01      | 4.5000%  | 0.0000% | $1621000.00        | $98670.59          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX3062   | 2055-01-01      | 6.0000%  | 0.0000% | $3263525.00        | $2914725.68        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX4902   | 2055-02-01      | 5.5000%  | 0.0000% | $1489435.00        | $1490866.23        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX4334   | 2055-01-01      | 6.0000%  | 0.0000% | $1008.00           | $995.72            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5418   | 2054-07-01      | 4.5000%  | 0.0000% | $1024.00           | $931.56            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQX2426   | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1024.44           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQX5859   | 2055-02-01      | 5.0000%  | 0.0000% | $3155043.00        | $3123059.52        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4166   | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $795.07            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4531   | 2052-11-01      | 5.5000%  | 0.0000% | $158000.00         | $117558.28         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX5758   | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $883.93            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY7040   | 2055-07-01      | 6.5000%  | 0.0000% | $1005.00           | $1052.45           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5421   | 2054-07-01      | 6.0000%  | 0.0000% | $9027.00           | $7596.73           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5735   | 2055-06-01      | 5.5000%  | 0.0000% | $4000.00           | $3937.66           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5105   | 2053-08-01      | 4.5000%  | 0.0000% | $1000.00           | $862.79            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS6241   | 2053-11-01      | 6.0000%  | 0.0000% | $73542016.00       | $63858683.26       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS5647   | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $860.26            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4962   | 2053-03-01      | 4.0000%  | 0.0000% | $1024.00           | $846.12            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAE0954   | 2041-02-01      | 4.5000%  | 0.0000% | $1177834.00        | $44178.49          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0098   | 2054-09-01      | 6.0000%  | 0.0000% | $5000.00           | $4894.53           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL0685   | 2055-02-01      | 5.0000%  | 0.0000% | $5047.00           | $4839.84           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAD8529   | 2040-08-01      | 4.5000%  | 0.0000% | $1497000.00        | $37535.87          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY2022   | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $787.35            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9343   | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $807.82            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6697   | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $813.74            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY4263   | 2055-06-01      | 5.0000%  | 0.0000% | $2345789.00        | $2233559.48        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS4452   | 2053-04-01      | 6.5000%  | 0.0000% | $14586024.00       | $10791676.14       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX3055   | 2055-01-01      | 6.5000%  | 0.0000% | $3235998.00        | $3348260.39        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS3306   | 2050-11-01      | 3.0000%  | 0.0000% | $150000.00         | $101619.78         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY8782   | 2055-07-01      | 5.5000%  | 0.0000% | $1008.00           | $1002.30           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY7492   | 2055-07-01      | 5.5000%  | 0.0000% | $2691780.00        | $2761950.52        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6913   | 2053-08-01      | 5.5000%  | 0.0000% | $120985995.00      | $100476476.74      | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY5867   | 2055-06-01      | 5.5000%  | 0.0000% | $1008.00           | $1029.43           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS5448   | 2052-03-01      | 3.0000%  | 0.0000% | $1008.00           | $765.87            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6322   | 2053-05-01      | 5.5000%  | 0.0000% | $1464079.00        | $1235905.77        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6484   | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $829.46            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN8599   | 2049-05-01      | 3.5000%  | 0.0000% | $1008.00           | $173.11            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5647   | 2053-02-01      | 5.5000%  | 0.0000% | $1008.00           | $868.75            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD9148   | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $911.34            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS7112   | 2052-03-01      | 3.5000%  | 0.0000% | $1010.00           | $799.24            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS7494   | 2052-01-01      | 4.0000%  | 0.0000% | $245000.00         | $189455.12         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7302   | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $898.97            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5476   | 2053-01-01      | 6.0000%  | 0.0000% | $1040.00           | $801.43            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8013   | 2050-12-01      | 2.0000%  | 0.0000% | $1040.00           | $586.18            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTBV5974   | 2045-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.05           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW5811   | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $678.99            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CKAZ1909   | 2045-06-01      | 3.0000%  | 0.0000% | $1000.00           | $51.17             | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ1226   | 2050-09-01      | 2.0000%  | 0.0000% | $7698318.00        | $4006617.24        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX2837   | 2052-11-01      | 5.5000%  | 0.0000% | $1024.00           | $507.38            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK8841   | 2048-08-01      | 4.5000%  | 0.0000% | $1024.00           | $192.67            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM4183   | 2047-09-01      | 4.5000%  | 0.0000% | $7000.00           | $1665.95           | Agency Mortgage-Backed Securities  |
| 04.500 FGPC A97806 G   | 2041-03-01      | 4.5000%  | 0.0000% | $6994.00           | $987.48            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZS3993   | 2044-07-01      | 4.0000%  | 0.0000% | $1000.00           | $136.96            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZM2976   | 2047-02-01      | 3.5000%  | 0.0000% | $6000.00           | $1641.61           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8506   | 2055-02-01      | 5.5000%  | 0.0000% | $1024.00           | $977.59            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI7565   | 2054-06-01      | 6.0000%  | 0.0000% | $1008.00           | $894.31            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8524   | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $974.33            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8491   | 2054-12-01      | 5.0000%  | 0.0000% | $6026.00           | $5658.96           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q33608 G   | 2045-05-01      | 4.0000%  | 0.0000% | $1052.00           | $157.27            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8329   | 2053-06-01      | 5.0000%  | 0.0000% | $2000.00           | $1699.86           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI6398   | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $896.39            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V81252 G   | 2044-07-01      | 4.0000%  | 0.0000% | $967241.00         | $111701.28         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG8729   | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $927.94            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF7227   | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $729.93            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8583   | 2047-01-01      | 3.5000%  | 0.0000% | $1000.00           | $143.77            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7553   | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $732.25            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CISB8016   | 2034-11-01      | 3.0000%  | 0.0000% | $498000.00         | $70976.71          | Agency Mortgage-Backed Securities  |
| 05.000 FGPC L00016 G   | 2035-11-01      | 5.0000%  | 0.0000% | $1555.00           | $58.34             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAZ0851   | 2045-07-01      | 3.5000%  | 0.0000% | $1000.00           | $194.86            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQC8493   | 2051-10-01      | 2.5000%  | 0.0000% | $2000.00           | $1333.68           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL555135   | 2032-12-01      | 6.5000%  | 0.0000% | $1024.00           | $1.18              | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAV1360   | 2028-11-01      | 3.5000%  | 0.0000% | $2000.00           | $134.77            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE5818   | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $800.57            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQA6204   | 2050-01-01      | 4.0000%  | 0.0000% | $5000.00           | $1609.60           | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q58384 G   | 2048-09-01      | 5.0000%  | 0.0000% | $7000.00           | $893.77            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC6744   | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $940.43            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 I4BF0186   | 2057-02-01      | 4.5000%  | 0.0000% | $711273.00         | $203380.00         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY9357   | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $822.78            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA1675   | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $833.22            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY3392   | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $817.34            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE5174   | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1036.68           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8869   | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $916.58            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CICC0481   | 2040-05-01      | 6.0000%  | 0.0000% | $3035.00           | $3014.30           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8484   | 2054-05-01      | 5.5000%  | 0.0000% | $1008.00           | $948.24            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8137   | 2054-03-01      | 5.5000%  | 0.0000% | $17432293.00       | $16081126.78       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0720   | 2055-07-01      | 6.0000%  | 0.0000% | $1008.00           | $1032.46           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8999   | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $948.33            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS9426   | 2054-10-01      | 5.0000%  | 0.0000% | $1008.00           | $959.91            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY4267   | 2055-05-01      | 5.5000%  | 0.0000% | $3981084.00        | $3666994.82        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY3866   | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.92           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NP899810   | 2037-08-01      | 6.5000%  | 0.0000% | $5184.00           | $12.70             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL979900   | 2038-05-01      | 6.0000%  | 0.0000% | $39413200.00       | $392507.86         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY0184   | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $735.50            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTMA0976   | 2032-02-01      | 3.5000%  | 0.0000% | $1000.00           | $51.58             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6652   | 2055-06-01      | 6.0000%  | 0.0000% | $1024.00           | $1034.22           | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQX8125   | 2055-02-01      | 7.0000%  | 0.0000% | $1000.00           | $1063.36           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQZ0789   | 2055-08-01      | 5.0000%  | 0.0000% | $1024.00           | $1016.39           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ2561   | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1036.18           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX3666   | 2055-01-01      | 5.5000%  | 0.0000% | $3105838.00        | $3146264.14        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY7480   | 2055-07-01      | 6.0000%  | 0.0000% | $11910870.00       | $12105046.43       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY5872   | 2055-06-01      | 5.0000%  | 0.0000% | $1008.00           | $993.09            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY5501   | 2055-06-01      | 6.0000%  | 0.0000% | $3149773.00        | $3223220.47        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY5010   | 2055-06-01      | 5.5000%  | 0.0000% | $1024.00           | $1023.44           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQY3685   | 2055-05-01      | 4.0000%  | 0.0000% | $1000.00           | $942.51            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY2554   | 2055-05-01      | 6.0000%  | 0.0000% | $15482600.00       | $15401500.95       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY5119   | 2055-06-01      | 6.0000%  | 0.0000% | $1008.00           | $1044.30           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ2048   | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1036.18           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY3704   | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.90           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ2847   | 2055-09-01      | 6.0000%  | 0.0000% | $2373783.00        | $2471301.17        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY6171   | 2055-06-01      | 5.5000%  | 0.0000% | $2992808.00        | $3049956.46        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY7959   | 2055-07-01      | 6.5000%  | 0.0000% | $1007858.00        | $1065307.11        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLAD0897   | 2040-04-01      | 5.5000%  | 0.0000% | $1000.00           | $31.48             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAD9160   | 2040-08-01      | 4.5000%  | 0.0000% | $2002.00           | $202.45            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLAE0814   | 2039-09-01      | 6.0000%  | 0.0000% | $2009065.00        | $37058.64          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CZAE0512   | 2050-07-01      | 4.5000%  | 0.0000% | $6607928.00        | $937652.30         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS8001   | 2054-06-01      | 5.5000%  | 0.0000% | $295533.00         | $269688.82         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSL0012   | 2052-07-01      | 3.5000%  | 0.0000% | $80999.00          | $70952.63          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL0238   | 2054-05-01      | 5.0000%  | 0.0000% | $31889952.00       | $31093512.49       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4917   | 2053-02-01      | 4.5000%  | 0.0000% | $121000.00         | $99522.46          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CTMA5060   | 2043-06-01      | 5.0000%  | 0.0000% | $55000.00          | $38927.33          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5071   | 2053-07-01      | 5.0000%  | 0.0000% | $123999.00         | $105788.42         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA6040   | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $454.18            | Agency Mortgage-Backed Securities  |
| 06.000 FGPC P51360 G   | 2036-09-01      | 6.0000%  | 0.0000% | $3583.00           | $168.95            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2026-05-31      | 0.7500%  | 0.0000% | $2156000.00        | $2117892.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $16296000.00       | $9803021.76        | U.S. Treasuries (including strips) |
| FNMS 06.000 CLDE8188   | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1025.32           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE8008   | 2055-09-01      | 7.0000%  | 0.0000% | $9495456.00        | $10003582.00       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS2259   | 2044-04-01      | 4.0000%  | 0.0000% | $1024.00           | $149.03            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAR9367   | 2043-04-01      | 4.0000%  | 0.0000% | $1000.00           | $123.61            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLAR2887   | 2043-01-01      | 2.5000%  | 0.0000% | $1000.00           | $177.94            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8056   | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $168.54            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS6281   | 2045-12-01      | 3.5000%  | 0.0000% | $1024.00           | $192.64            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 I4BF0697   | 2062-12-01      | 2.5000%  | 0.0000% | $1120.00           | $777.56            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAV8835   | 2044-09-01      | 4.0000%  | 0.0000% | $1000.00           | $136.91            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA4353   | 2049-10-01      | 3.5000%  | 0.0000% | $1000.00           | $451.01            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBH7668   | 2047-10-01      | 4.5000%  | 0.0000% | $1000.00           | $295.23            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS3275   | 2052-04-01      | 3.0000%  | 0.0000% | $1043.00           | $758.07            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1891   | 2050-01-01      | 4.0000%  | 0.0000% | $48000.00          | $31439.80          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK7170   | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $395.24            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7518   | 2050-11-01      | 2.0000%  | 0.0000% | $1024.00           | $567.70            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7524   | 2050-11-01      | 2.0000%  | 0.0000% | $1024.00           | $534.68            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS4480   | 2050-03-01      | 4.5000%  | 0.0000% | $131000.00         | $97425.51          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTCA7109   | 2040-09-01      | 2.0000%  | 0.0000% | $96000.00          | $51278.82          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS4522   | 2053-05-01      | 5.0000%  | 0.0000% | $40000.00          | $32412.78          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7554   | 2050-11-01      | 2.0000%  | 0.0000% | $1024.00           | $556.95            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8328   | 2053-06-01      | 4.5000%  | 0.0000% | $127000.00         | $107129.00         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8221   | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $743.67            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAL2834   | 2027-06-01      | 3.5000%  | 0.0000% | $1000.00           | $13.25             | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CNRD5059   | 2031-06-01      | 1.5000%  | 0.0000% | $215000.00         | $86499.33          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI5813   | 2054-05-01      | 6.0000%  | 0.0000% | $2000.00           | $1728.74           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAQ7047   | 2042-12-01      | 3.5000%  | 0.0000% | $1000.00           | $242.79            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFM6261   | 2050-06-01      | 5.0000%  | 0.0000% | $1000.00           | $234.32            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL995941   | 2039-07-01      | 6.5000%  | 0.0000% | $55760128.00       | $1048021.67        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CQMA1372   | 2043-02-01      | 3.5000%  | 0.0000% | $9977230.00        | $1463205.95        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3276   | 2048-02-01      | 3.5000%  | 0.0000% | $391750.00         | $50819.11          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFM7322   | 2047-07-01      | 4.5000%  | 0.0000% | $79000.00          | $35063.16          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ0475   | 2053-12-01      | 6.0000%  | 0.0000% | $1056.00           | $867.83            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4577   | 2052-04-01      | 2.0000%  | 0.0000% | $162000.00         | $110004.99         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICB3696   | 2037-05-01      | 2.5000%  | 0.0000% | $1000.00           | $650.21            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3640   | 2055-03-01      | 5.5000%  | 0.0000% | $1081.00           | $1027.17           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0041   | 2050-11-01      | 3.0000%  | 0.0000% | $100000.00         | $53542.42          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBN5340   | 2049-03-01      | 5.0000%  | 0.0000% | $1000.00           | $268.68            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8570   | 2051-01-01      | 2.0000%  | 0.0000% | $1024.00           | $580.07            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8935   | 2051-02-01      | 2.0000%  | 0.0000% | $169391009.00      | $99171305.95       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE8800   | 2055-09-01      | 6.0000%  | 0.0000% | $1008.00           | $1038.92           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAC2172   | 2039-06-01      | 4.0000%  | 0.0000% | $802808.00         | $83271.65          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY5077   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.07           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY7396   | 2055-07-01      | 5.5000%  | 0.0000% | $1056525.00        | $1074411.46        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY2058   | 2055-05-01      | 5.5000%  | 0.0000% | $3198363.00        | $3255451.12        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY4220   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.73           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQX8558   | 2055-02-01      | 5.0000%  | 0.0000% | $1030803.00        | $1024133.66        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAB8287   | 2042-04-01      | 4.0000%  | 0.0000% | $19998976.00       | $2074488.81        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1694   | 2055-06-01      | 5.5000%  | 0.0000% | $23395936.00       | $23787421.57       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ3473   | 2055-09-01      | 5.5000%  | 0.0000% | $1008.00           | $1024.11           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM8026   | 2048-09-01      | 4.5000%  | 0.0000% | $4000.00           | $1145.84           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA2579   | 2050-05-01      | 3.0000%  | 0.0000% | $2000.00           | $776.94            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8341   | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $856.35            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD8280   | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1024.19           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAO1214   | 2042-04-01      | 3.5000%  | 0.0000% | $1000.00           | $56.33             | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CIQO4269   | 2040-09-01      | 5.5000%  | 0.0000% | $3062109.00        | $3146588.17        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 I4BF0618   | 2062-03-01      | 2.5000%  | 0.0000% | $2000.00           | $1349.05           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX6601   | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $912.10            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD8269   | 2055-04-01      | 6.0000%  | 0.0000% | $1144.00           | $1140.93           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY5097   | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $738.82            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMB0291   | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $940.51            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 I6BF0833   | 2064-06-01      | 4.5000%  | 0.0000% | $1024.00           | $972.91            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS7385   | 2046-06-01      | 3.5000%  | 0.0000% | $1024.00           | $291.71            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q11101 G   | 2042-09-01      | 4.0000%  | 0.0000% | $6000.00           | $1459.03           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8025   | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $130.07            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8121   | 2050-12-01      | 2.0000%  | 0.0000% | $2000.00           | $1099.19           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQF5452   | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $651.97            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9435   | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $877.26            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA7681   | 2052-07-01      | 5.0000%  | 0.0000% | $53593542.00       | $37885494.51       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF3725   | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $831.81            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQF5824   | 2052-12-01      | 6.5000%  | 0.0000% | $1000.00           | $884.21            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9145   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $530.00            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY8861   | 2055-07-01      | 5.0000%  | 0.0000% | $2267463.00        | $2279289.27        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRQ0056   | 2055-09-01      | 5.5000%  | 0.0000% | $82609904.00       | $83706183.36       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS1446   | 2051-01-01      | 5.0000%  | 0.0000% | $174000.00         | $100407.89         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5108   | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $803.07            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5854   | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.92           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1227   | 2052-04-01      | 3.0000%  | 0.0000% | $66000.00          | $44971.45          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5133   | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $818.79            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5245   | 2054-01-01      | 5.0000%  | 0.0000% | $6000.00           | $5466.80           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM3972   | 2050-07-01      | 3.5000%  | 0.0000% | $136273.00         | $35881.82          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS1463   | 2051-05-01      | 4.0000%  | 0.0000% | $290000.00         | $183792.30         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS7527   | 2052-03-01      | 2.0000%  | 0.0000% | $124000.00         | $89939.56          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8504   | 2051-01-01      | 2.0000%  | 0.0000% | $12494022.00       | $7888578.00        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBU4144   | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $808.93            | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CNRD5057   | 2031-05-01      | 1.5000%  | 0.0000% | $1000.00           | $388.66            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5105   | 2045-06-01      | 3.5000%  | 0.0000% | $1024.00           | $191.11            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8397   | 2054-01-01      | 6.5000%  | 0.0000% | $1024.00           | $622.88            | Agency Mortgage-Backed Securities  |
| 04.500 FGPC C91362 G   | 2031-03-01      | 4.5000%  | 0.0000% | $815000.00         | $25387.67          | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q59889 G   | 2048-11-01      | 5.0000%  | 0.0000% | $1000.00           | $200.32            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CNRD5163   | 2033-10-01      | 4.5000%  | 0.0000% | $1000.00           | $540.21            | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q62997 G   | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $192.49            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V81756 G   | 2045-05-01      | 4.0000%  | 0.0000% | $1008.00           | $364.35            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4651   | 2046-03-01      | 3.5000%  | 0.0000% | $3000.00           | $303.34            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN6126   | 2049-05-01      | 4.5000%  | 0.0000% | $20110720.00       | $3848429.65        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM7186   | 2048-07-01      | 4.5000%  | 0.0000% | $6000.00           | $1983.04           | Agency Mortgage-Backed Securities  |
| 05.500 FGPC P51366 G   | 2036-11-01      | 5.5000%  | 0.0000% | $1024.00           | $23.67             | Agency Mortgage-Backed Securities  |
| FEPC 04.000 3VZN0678   | 2043-04-01      | 4.0000%  | 0.0000% | $1043.00           | $189.24            | Agency Mortgage-Backed Securities  |
| 06.000 FGPC P51364 G   | 2036-12-01      | 6.0000%  | 0.0000% | $1008.00           | $28.23             | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN5961   | 2049-05-01      | 4.5000%  | 0.0000% | $1002.00           | $250.95            | Agency Mortgage-Backed Securities  |

### Security 288: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC - BANK OF NEW YORK 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BDBM1, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1BDBM1
- **C.18 - Value (incl. sponsor support):** $2093000000.00
- **C.18.a - Value (excl. sponsor support):** $2093000000.00
- **C.19 - Percentage of Net Assets:** 2.4800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 | 2027-07-15      | 0.3750%  | 0.0000% | $61945400.00       | $81281041.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $1954324800.00     | $2053578976.36     | U.S. Treasuries (including strips) |

### Security 289: BANCO BILBAO VIZCAYA ARGENTARIA SA

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BDBV1, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71, C.5 - Other ID: ARP1BDBV1
- **C.18 - Value (incl. sponsor support):** $648000000.00
- **C.18.a - Value (excl. sponsor support):** $648000000.00
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2046-02-15      | 1.0000%  | 0.0000% | $1547600.00        | $1630080.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $20000000.00       | $20813205.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | 0.0000% | $100.00            | $85.75             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 2.1250%  | 0.0000% | $15000000.00       | $14647599.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 0.5000%  | 0.0000% | $8848200.00        | $8393296.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $13238400.00       | $13578300.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $90440700.00       | $90141499.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $25000000.00       | $24577543.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | 0.0000% | $100.00            | $87.22             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $150000000.00      | $154644450.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 0.3750%  | 0.0000% | $2080000.00        | $2070084.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 0.8750%  | 0.0000% | $1554200.00        | $1539141.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-31      | 3.8750%  | 0.0000% | $445400.00         | $445972.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $8500000.00        | $8480124.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $3392000.00        | $3567732.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $22828900.00       | $22853718.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | 0.0000% | $200.00            | $195.27            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $3948000.00        | $3818103.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $275000.00         | $277656.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 3.6250%  | 0.0000% | $4490800.00        | $4512361.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $100.00            | $98.89             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 0.3750%  | 0.0000% | $586300.00         | $778421.47         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | 0.0000% | $100.00            | $94.51             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $13500000.00       | $13709181.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 4.1250%  | 0.0000% | $100.00            | $102.09            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $282000000.00      | $244530801.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $100.00            | $94.40             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $15209300.00       | $15640415.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.1250%  | 0.0000% | $200.00            | $126.04            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $10561000.00       | $10309426.42       | U.S. Treasuries (including strips) |

### Security 290: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 4.210000%
- **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: ARP1BDBZ2, C.3 - LEI: JJKC32MCHWDI71265Z06, C.5 - Other ID: ARP1BDBZ2
- **C.18 - Value (incl. sponsor support):** $538000000.00
- **C.18.a - Value (excl. sponsor support):** $538000000.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRM 2020-151 AC     | 2050-10-20      | 1.2500%  | 0.0000% | $82939255.00       | $36713488.93       | Agency Collateralized Mortgage Obligation |
| GNRM 2020-140 GA     | 2050-09-20      | 1.0000%  | 0.0000% | $39975125.00       | $16212417.76       | Agency Collateralized Mortgage Obligation |
| GNRM 2021-015 AC     | 2051-01-20      | 1.2500%  | 0.0000% | $24496139.00       | $11661046.37       | Agency Collateralized Mortgage Obligation |
| GNRM 2020-146 DA     | 2050-10-20      | 1.0000%  | 0.0000% | $27956650.00       | $11980867.90       | Agency Collateralized Mortgage Obligation |
| FNRM RC102AB R20F102 | 2051-01-25      | 1.2500%  | 0.0000% | $162449658.00      | $80920967.36       | Agency Collateralized Mortgage Obligation |
| FNRM CL003EA R21F003 | 2051-02-25      | 1.2500%  | 0.0000% | $60413000.00       | $35558268.97       | Agency Collateralized Mortgage Obligation |
| FNRM CL075KA R20F075 | 2050-11-25      | 1.2500%  | 0.0000% | $96692000.00       | $47832901.29       | Agency Collateralized Mortgage Obligation |
| GNRM 2020-175 GA     | 2050-11-20      | 1.2500%  | 0.0000% | $6781701.00        | $3163756.12        | Agency Collateralized Mortgage Obligation |
| GNRM 2020-151 MA     | 2050-10-20      | 1.0000%  | 0.0000% | $111955362.00      | $49429750.24       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-001 FA     | 2052-01-20      | 3.0000%  | 0.0000% | $123312784.00      | $79487554.42       | Agency Collateralized Mortgage Obligation |
| FNMS 01.500 CLMA4254 | 2051-02-01      | 1.5000%  | 0.0000% | $4480189.00        | $2562868.99        | Agency Mortgage-Backed Securities         |
| FNRM CL077CA R20F077 | 2050-11-25      | 1.5000%  | 0.0000% | $33927000.00       | $17363876.44       | Agency Collateralized Mortgage Obligation |
| FNRM CL003GA R21F003 | 2051-02-25      | 1.5000%  | 0.0000% | $67884000.00       | $36101700.32       | Agency Collateralized Mortgage Obligation |
| FNMS 02.000 CLMA4437 | 2051-10-01      | 2.0000%  | 0.0000% | $1761528.00        | $1118682.54        | Agency Mortgage-Backed Securities         |
| GNRA 2025-090 FC     | 2055-05-20      | 5.7388%  | 0.0000% | $3510714.00        | $3474972.36        | Agency Collateralized Mortgage Obligation |
| GNRM 2020-129 AB     | 2050-09-20      | 1.0000%  | 0.0000% | $181556773.00      | $79788468.43       | Agency Collateralized Mortgage Obligation |
| GNRM 2020-146 QC     | 2050-10-20      | 1.2500%  | 0.0000% | $79314327.00       | $36240656.51       | Agency Collateralized Mortgage Obligation |
| GNRM 2020-167 AC     | 2050-11-20      | 1.2500%  | 0.0000% | $22829018.00       | $10662131.42       | Agency Collateralized Mortgage Obligation |

### Security 291: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 4.210000%
- **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: ARP1BDC32, C.3 - LEI: JJKC32MCHWDI71265Z06, C.5 - Other ID: ARP1BDC32
- **C.18 - Value (incl. sponsor support):** $360000000.00
- **C.18.a - Value (excl. sponsor support):** $360000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 CLSD8177 | 2051-11-01      | 2.0000%  | 0.0000% | $56684144.00       | $36404701.47       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4437 | 2051-10-01      | 2.0000%  | 0.0000% | $3823085.00        | $2427902.61        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4492 | 2051-12-01      | 2.0000%  | 0.0000% | $281068006.00      | $182395491.94      | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQC4423 | 2051-07-01      | 2.0000%  | 0.0000% | $89876334.00       | $56403921.89       | Agency Mortgage-Backed Securities         |
| GNRM 2020-175 GA     | 2050-11-20      | 1.2500%  | 0.0000% | $1247994.00        | $582206.24         | Agency Collateralized Mortgage Obligation |
| FEPC 02.000 CLSD8182 | 2051-12-01      | 2.0000%  | 0.0000% | $142938000.00      | $92591374.38       | Agency Mortgage-Backed Securities         |

### Security 292: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BDCA6, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: ARP1BDCA6
- **C.18 - Value (incl. sponsor support):** $231000000.00
- **C.18.a - Value (excl. sponsor support):** $231000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 | 2045-05-15      | 3.0000%  | 0.0000% | $783800.00         | $619270.97         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $21990400.00       | $13228545.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 6.5000%  | 0.0000% | $700.00            | $740.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-02-15      | 3.5000%  | 0.0000% | $77015000.00       | $70854339.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $40823500.00       | $25826303.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $20040600.00       | $12862372.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 2.7500%  | 0.0000% | $891300.00         | $697382.98         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $53951800.00       | $46027818.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $42814200.00       | $39020187.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-06-30      | 4.2500%  | 0.0000% | $25633700.00       | $26483098.28       | U.S. Treasuries (including strips) |

### Security 293: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BDCC2, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1BDCC2
- **C.18 - Value (incl. sponsor support):** $97000000.00
- **C.18.a - Value (excl. sponsor support):** $97000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 | 2030-08-31      | 4.1250%  | 0.0000% | $97013200.00       | $98951573.02       | U.S. Treasuries (including strips) |

### Security 294: DAIWA CAPITAL MARKETS AMERICA INC

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC 4.210000%
- **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: ARP1BDCN8, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: ARP1BDCN8
- **C.18 - Value (incl. sponsor support):** $604000000.00
- **C.18.a - Value (excl. sponsor support):** $604000000.00
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 CLRQ0028   | 2055-07-01      | 6.0000%  | 0.0000% | $4085540.00        | $4049952.47        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY2247   | 2055-05-01      | 6.0000%  | 0.0000% | $1012727.00        | $1034144.43        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8871   | 2054-07-01      | 6.5000%  | 0.0000% | $17270853.00       | $15754500.94       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBP9656   | 2050-07-01      | 2.0000%  | 0.0000% | $5296740.00        | $2416043.04        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBP4093   | 2050-06-01      | 2.5000%  | 0.0000% | $12993366.00       | $6421541.96        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBP7243   | 2050-07-01      | 2.0000%  | 0.0000% | $5917095.00        | $3557939.26        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE3546   | 2055-07-01      | 6.0000%  | 0.0000% | $1137579.00        | $1165946.19        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE5591   | 2055-07-01      | 6.0000%  | 0.0000% | $6835950.00        | $7006314.97        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQJ9748   | 2054-11-01      | 5.0000%  | 0.0000% | $798747.00         | $787113.68         | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2054-02-25      | 5.2560%  | 0.0000% | $462247.00         | $418201.33         | Agency Collateralized Mortgage Obligation |
| FNMS 05.000 CLDC5723   | 2054-11-01      | 5.0000%  | 0.0000% | $43762.00          | $38847.05          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQB1209   | 2050-07-01      | 2.0000%  | 0.0000% | $5396644.00        | $2554558.24        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2028-02-29      | 4.0000%  | 0.0000% | $1994500.00        | $2018842.71        | U.S. Treasuries (including strips)        |
| GNII SF MA7649 M       | 2051-10-20      | 2.5000%  | 0.0000% | $73415652.00       | $44976303.93       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB5024   | 2052-11-01      | 5.0000%  | 0.0000% | $4561387.00        | $3594096.48        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB1024   | 2051-07-01      | 2.5000%  | 0.0000% | $2094000.00        | $1283365.05        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL2817   | 2055-09-01      | 5.5000%  | 0.0000% | $1971234.00        | $1998617.51        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5271   | 2054-02-01      | 5.5000%  | 0.0000% | $6143348.00        | $5332816.57        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY8176   | 2055-07-01      | 6.0000%  | 0.0000% | $3596044.00        | $3224682.90        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ2305   | 2054-09-01      | 6.0000%  | 0.0000% | $23389260.00       | $21685202.31       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5793   | 2055-08-01      | 6.0000%  | 0.0000% | $4578113.00        | $4605432.90        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8462   | 2054-09-01      | 5.5000%  | 0.0000% | $31379929.00       | $28859001.01       | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8521   | 2055-04-01      | 4.0000%  | 0.0000% | $745355.00         | $688083.58         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQB1050   | 2050-07-01      | 2.0000%  | 0.0000% | $7849408.00        | $3849996.92        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8469   | 2054-10-01      | 5.5000%  | 0.0000% | $531583.00         | $488796.22         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8453   | 2054-08-01      | 5.5000%  | 0.0000% | $2325383.00        | $2102602.03        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6482   | 2053-06-01      | 5.5000%  | 0.0000% | $24414162.00       | $23035502.62       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5735   | 2055-06-01      | 5.5000%  | 0.0000% | $236712.00         | $233022.78         | Agency Mortgage-Backed Securities         |
| GNII SF MB0147 M       | 2055-01-20      | 5.5000%  | 0.0000% | $6308181.00        | $6194826.20        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY9774   | 2055-07-01      | 6.0000%  | 0.0000% | $2238334.00        | $1702380.00        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY9829   | 2055-08-01      | 6.0000%  | 0.0000% | $8932227.00        | $9158702.47        | Agency Mortgage-Backed Securities         |
| GNII SF MA7193 M       | 2051-02-20      | 2.5000%  | 0.0000% | $28856332.00       | $13177875.07       | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2055-06-25      | 5.3560%  | 0.0000% | $20356966.00       | $19904356.31       | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLMA5823   | 2055-09-01      | 6.0000%  | 0.0000% | $1108.00           | $1130.85           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS6378   | 2053-10-01      | 5.5000%  | 0.0000% | $3630566.00        | $3062485.39        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0013   | 2055-06-01      | 5.5000%  | 0.0000% | $6617242.00        | $6503810.24        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRQ0050   | 2055-09-01      | 6.0000%  | 0.0000% | $56823.00          | $57726.14          | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2055-05-25      | 5.3560%  | 0.0000% | $57283318.00       | $54982049.40       | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLMA5647   | 2055-03-01      | 6.0000%  | 0.0000% | $106407438.00      | $100623178.02      | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM4796   | 2048-09-01      | 4.5000%  | 0.0000% | $57715843.00       | $19005725.44       | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2050-04-25      | 6.0000%  | 0.0000% | $85325.00          | $59724.60          | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2055-08-25      | 5.3060%  | 0.0000% | $64979893.00       | $63828346.80       | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLQI6928   | 2054-06-01      | 5.5000%  | 0.0000% | $15274245.00       | $12677676.94       | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX HYAN4431   | 2027-01-01      | 3.2200%  | 0.0000% | $3250000.00        | $3223947.64        | Agency Mortgage-Backed Securities         |
| GNRM 2025-063 PA       | 2055-03-20      | 5.0000%  | 0.0000% | $52705.00          | $50340.99          | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2026-08-15      | 1.5000%  | 0.0000% | $1995100.00        | $1960265.55        | U.S. Treasuries (including strips)        |
| FNRM CL001MA R25F001   | 2050-01-25      | 6.0000%  | 0.0000% | $289520.00         | $244404.96         | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLSD3389   | 2053-07-01      | 6.0000%  | 0.0000% | $22407079.00       | $18693532.27       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL0296   | 2055-01-01      | 5.0000%  | 0.0000% | $7680695.00        | $7433820.48        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ2627   | 2054-10-01      | 6.5000%  | 0.0000% | $5598161.00        | $4885430.49        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL2819   | 2055-08-01      | 5.0000%  | 0.0000% | $28397668.00       | $28330302.42       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ1961   | 2054-07-01      | 5.5000%  | 0.0000% | $898760.00         | $860318.66         | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2055-01-25      | 5.2060%  | 0.0000% | $50000000.00       | $45476683.67       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2055-08-25      | 5.3060%  | 0.0000% | $2377521.00        | $2322212.27        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $1513300.00        | $1960186.78        | U.S. Treasuries (including strips)        |
| GNRM 2025-044 GV       | 2036-01-20      | 6.0000%  | 0.0000% | $10407000.00       | $10363009.00       | Agency Collateralized Mortgage Obligation |

### Security 295: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 4.210000%
- **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: ARP1BDCQ1, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: ARP1BDCQ1
- **C.18 - Value (incl. sponsor support):** $27000000.00
- **C.18.a - Value (excl. sponsor support):** $27000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 CLSD8212 | 2052-05-01      | 2.5000%  | 0.0000% | $3633920.00        | $2542416.46        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSL2667 | 2050-03-01      | 4.0000%  | 0.0000% | $6269184.00        | $6054146.11        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ5648 | 2054-09-01      | 6.0000%  | 0.0000% | $4900000.00        | $4898703.22        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8194 | 2052-02-01      | 2.5000%  | 0.0000% | $6417704.00        | $4259695.73        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CNSA0110 | 2035-09-01      | 4.5000%  | 0.0000% | $4999999.00        | $5038953.99        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8141 | 2051-04-01      | 2.5000%  | 0.0000% | $9413711.00        | $5286084.55        | Agency Mortgage-Backed Securities |

### Security 296: DAIWA CAPITAL MARKETS AMERICA INC

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BDCT5, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: ARP1BDCT5
- **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:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $1759400.00        | $1776336.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $600000.00         | $610680.86         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $55088400.00       | $57635150.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $100.00            | $65.42             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 2.1250%  | 0.0000% | $300.00            | $292.95            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-15      | 4.6250%  | 0.0000% | $1936300.00        | $1946555.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $15015200.00       | $15031523.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $2605900.00        | $2559243.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $100.00            | $97.62             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | 0.0000% | $100.00            | $101.31            | U.S. Treasuries (including strips) |

### Security 297: BANCO SANTANDER SA

- **C.1 - Title:** BANCO SANTANDER SA 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BDCU2, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: ARP1BDCU2
- **C.18 - Value (incl. sponsor support):** $1596000000.00
- **C.18.a - Value (excl. sponsor support):** $1596000000.00
- **C.19 - Percentage of Net Assets:** 1.8900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-11-30      | 0.6250%  | 0.0000% | $34840900.00       | $32771536.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | 0.0000% | $559700.00         | $547441.17         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 0.1250%  | 0.0000% | $46856400.00       | $55104437.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $100.00            | $93.06             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $25137400.00       | $21797406.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-09-30      | 3.8750%  | 0.0000% | $2223300.00        | $2218041.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $73000.00          | $74487.93          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $399900.00         | $395466.71         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $9220900.00        | $9201047.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $199999000.00      | $210268136.65      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.6250%  | 0.0000% | $1235600.00        | $1239455.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $95999900.00       | $99227237.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $149999000.00      | $153890386.56      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $19215900.00       | $19369928.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $200.00            | $194.38            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $100.00            | $99.07             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | 0.0000% | $26978200.00       | $27732260.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $104286300.00      | $98193581.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | 0.0000% | $225652500.00      | $229758397.75      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $200.00            | $200.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $16481900.00       | $16089284.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $43105200.00       | $45561363.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | 0.0000% | $200.00            | $200.63            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $44999800.00       | $45772898.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $92360000.00       | $93975976.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $47866400.00       | $48731563.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | 0.0000% | $100.00            | $97.13             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $92811300.00       | $94342655.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $2544500.00        | $2516302.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 2.6250%  | 0.0000% | $545500.00         | $547233.87         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 0.8750%  | 0.0000% | $6539500.00        | $8315943.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | 0.0000% | $1500.00           | $1313.75           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $300.00            | $311.47            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | 0.0000% | $25000.00          | $23367.66          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | 0.0000% | $912200.00         | $906338.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-15      | 3.3750%  | 0.0000% | $58900.00          | $58593.87          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $213194700.00      | $212694635.63      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $5944100.00        | $7799899.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-31      | 3.8750%  | 0.0000% | $850200.00         | $851292.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $100300.00         | $122917.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $14999300.00       | $14008138.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $100.00            | $108.69            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $617600.00         | $628594.17         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $499900.00         | $511229.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | 0.0000% | $2000.00           | $2048.28           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $7943300.00        | $6921595.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $31596300.00       | $32551550.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $500.00            | $498.51            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 4.8750%  | 0.0000% | $5000100.00        | $5130844.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $5557500.00        | $5553708.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $6000000.00        | $5995906.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $1000800.00        | $981406.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $10999900.00       | $9866819.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $999900.00         | $973776.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 0.3750%  | 0.0000% | $5000900.00        | $4691689.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | 0.0000% | $100.00            | $72.94             | U.S. Treasuries (including strips) |

### Security 298: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BDDF4, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1BDDF4
- **C.18 - Value (incl. sponsor support):** $864000000.00
- **C.18.a - Value (excl. sponsor support):** $864000000.00
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $3686600.00        | $3675612.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | 0.0000% | $212648500.00      | $217520890.63      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 0.3750%  | 0.0000% | $16116900.00       | $15120375.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 4.1250%  | 0.0000% | $203079300.00      | $208631312.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 0.5000%  | 0.0000% | $76400.00          | $72051.03          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.1250%  | 0.0000% | $100.00            | $99.34             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $223399600.00      | $249248559.07      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $185646100.00      | $187439626.97      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.6250%  | 0.0000% | $1400.00           | $1404.37           | U.S. Treasuries (including strips) |

### Security 299: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 4.210000%
- **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: ARP1BDDG2, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1BDDG2
- **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:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 2025-136 BQ | 2051-09-20      | 4.7500%  | 0.0000% | $2147926.00        | $2142857.02        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-115 HE | 2051-06-20      | 5.0000%  | 0.0000% | $1000.00           | $997.52            | Agency Collateralized Mortgage Obligation |
| GNRM 2025-115 LA | 2051-08-20      | 4.5000%  | 0.0000% | $104453.00         | $102040.62         | Agency Collateralized Mortgage Obligation |
| GNRM 2021-107 EY | 2051-06-20      | 2.0000%  | 0.0000% | $8309.00           | $4859.09           | Agency Collateralized Mortgage Obligation |
| GNRA 2021-213 EF | 2051-12-20      | 2.5000%  | 0.0000% | $75022124.00       | $44999999.93       | Agency Collateralized Mortgage Obligation |

### Security 300: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 4.210000%
- **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: ARP1BDEE6, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: ARP1BDEE6
- **C.18 - Value (incl. sponsor support):** $2889000000.00
- **C.18.a - Value (excl. sponsor support):** $2889000000.00
- **C.19 - Percentage of Net Assets:** 3.4200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 DJ0755 C       | 2055-09-20      | 6.0000%  | 0.0000% | $691274.00         | $711771.89         | Agency Mortgage-Backed Securities  |
| GNII SF MA8101 M       | 2052-06-20      | 4.5000%  | 0.0000% | $332539087.00      | $250000000.02      | Agency Mortgage-Backed Securities  |
| GNII JM MA6645 M       | 2050-05-20      | 2.5000%  | 0.0000% | $5000000.00        | $995127.76         | Agency Mortgage-Backed Securities  |
| GNII SF MA4511 M       | 2047-06-20      | 4.0000%  | 0.0000% | $284017000.00      | $27994031.48       | Agency Mortgage-Backed Securities  |
| GNII SF DK9360 C       | 2055-07-20      | 6.0000%  | 0.0000% | $4653784.00        | $4787779.18        | Agency Mortgage-Backed Securities  |
| GNII SF DK9358 C       | 2055-07-20      | 6.0000%  | 0.0000% | $7953130.00        | $8154978.53        | Agency Mortgage-Backed Securities  |
| GNII SF DF8311 C       | 2054-11-20      | 6.0000%  | 0.0000% | $1397922.00        | $1430159.21        | Agency Mortgage-Backed Securities  |
| GNII SF DL2137 C       | 2055-08-20      | 6.0000%  | 0.0000% | $478741.00         | $494954.42         | Agency Mortgage-Backed Securities  |
| GNII SF DK7354 C       | 2055-07-20      | 6.0000%  | 0.0000% | $1027754.00        | $1060852.16        | Agency Mortgage-Backed Securities  |
| GNII SF DF6468 C       | 2054-11-20      | 6.0000%  | 0.0000% | $1711688.00        | $1750516.06        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | 0.0000% | $12453900.00       | $12794872.21       | U.S. Treasuries (including strips) |
| GNII SF DI9402 C       | 2055-04-20      | 6.5000%  | 0.0000% | $9240224.00        | $9609376.70        | Agency Mortgage-Backed Securities  |
| GNII SF DI6212 C       | 2055-04-20      | 6.0000%  | 0.0000% | $161563.00         | $165622.65         | Agency Mortgage-Backed Securities  |
| GNII SF DK7424 C       | 2055-07-20      | 6.0000%  | 0.0000% | $119344.00         | $122983.93         | Agency Mortgage-Backed Securities  |
| GNII SF DK9444 C       | 2055-07-20      | 6.0000%  | 0.0000% | $4045146.00        | $4160560.38        | Agency Mortgage-Backed Securities  |
| GNII SF DI8900 C       | 2055-08-20      | 6.0000%  | 0.0000% | $462638.00         | $477738.66         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | 0.0000% | $600000.00         | $548107.80         | U.S. Treasuries (including strips) |
| GNII SF MA9849 M       | 2054-08-20      | 4.5000%  | 0.0000% | $100000000.00      | $94661663.69       | Agency Mortgage-Backed Securities  |
| GNII SF DK6216 C       | 2055-08-20      | 6.0000%  | 0.0000% | $505648.00         | $526130.81         | Agency Mortgage-Backed Securities  |
| GNII SF DH4519 C       | 2055-03-20      | 6.0000%  | 0.0000% | $1394682.00        | $1431309.44        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2026-02-26      | 0.0000%  | 0.0000% | $1000.00           | $984.56            | U.S. Treasuries (including strips) |
| GNII SF DE2396 C       | 2054-12-20      | 6.0000%  | 0.0000% | $5448306.00        | $5627298.31        | Agency Mortgage-Backed Securities  |
| GNII SF MA8879 M       | 2053-05-20      | 5.5000%  | 0.0000% | $38146071.00       | $29965790.19       | Agency Mortgage-Backed Securities  |
| GNII SF DL8055 C       | 2055-09-20      | 5.5000%  | 0.0000% | $2629051.00        | $2677156.21        | Agency Mortgage-Backed Securities  |
| GNII SF DL6105 C       | 2055-09-20      | 5.5000%  | 0.0000% | $2237994.00        | $2279984.49        | Agency Mortgage-Backed Securities  |
| GNII SF DK8394 C       | 2055-07-20      | 6.5000%  | 0.0000% | $10590514.00       | $11160190.04       | Agency Mortgage-Backed Securities  |
| GNII SF DL3231 C       | 2055-08-20      | 6.0000%  | 0.0000% | $1180851.00        | $1220583.37        | Agency Mortgage-Backed Securities  |
| GNII SF MA9965 M       | 2054-10-20      | 5.5000%  | 0.0000% | $75000000.00       | $71271973.29       | Agency Mortgage-Backed Securities  |
| GNII SF MA6820 M       | 2050-08-20      | 3.0000%  | 0.0000% | $12882000.00       | $3813038.81        | Agency Mortgage-Backed Securities  |
| GNII SF MA7827 M       | 2052-01-20      | 2.5000%  | 0.0000% | $390346047.00      | $250000000.02      | Agency Mortgage-Backed Securities  |
| GNII SF MA7367 M       | 2051-05-20      | 2.5000%  | 0.0000% | $25000000.00       | $13267077.47       | Agency Mortgage-Backed Securities  |
| GNII SF DL1895 C       | 2055-08-20      | 5.5000%  | 0.0000% | $10052381.00       | $10238931.42       | Agency Mortgage-Backed Securities  |
| GNII SF DL8058 C       | 2055-09-20      | 6.0000%  | 0.0000% | $2394092.00        | $2467615.36        | Agency Mortgage-Backed Securities  |
| GNII SF DL3094 C       | 2055-08-20      | 6.0000%  | 0.0000% | $2620546.00        | $2702409.76        | Agency Mortgage-Backed Securities  |
| GNII SF DK6210 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1326212.00        | $1388005.09        | Agency Mortgage-Backed Securities  |
| GNII SF DJ9561 C       | 2055-08-20      | 6.0000%  | 0.0000% | $1015074.00        | $1049396.76        | Agency Mortgage-Backed Securities  |
| GNII SF MB0204 M       | 2055-02-20      | 5.0000%  | 0.0000% | $230000000.00      | $225700579.92      | Agency Mortgage-Backed Securities  |
| GNII SF DJ0731 C       | 2055-09-20      | 6.0000%  | 0.0000% | $1660813.00        | $1712813.61        | Agency Mortgage-Backed Securities  |
| GNII SF DJ3177 C       | 2055-08-20      | 6.0000%  | 0.0000% | $4944887.00        | $5101116.42        | Agency Mortgage-Backed Securities  |
| GNII SF DJ1761 C       | 2055-04-20      | 6.5000%  | 0.0000% | $3799267.00        | $3949267.41        | Agency Mortgage-Backed Securities  |
| GNII SF DJ1871 C       | 2055-04-20      | 5.5000%  | 0.0000% | $1424081.00        | $1442203.39        | Agency Mortgage-Backed Securities  |
| GNII SF DL8041 C       | 2055-09-20      | 6.0000%  | 0.0000% | $489385.00         | $505358.69         | Agency Mortgage-Backed Securities  |
| GNII SF DL3580 C       | 2055-08-20      | 6.5000%  | 0.0000% | $2060325.00        | $2150490.85        | Agency Mortgage-Backed Securities  |
| GNII SF DM1124 C       | 2055-08-20      | 5.5000%  | 0.0000% | $4065178.00        | $4136403.07        | Agency Mortgage-Backed Securities  |
| GNII SF DI6211 C       | 2055-04-20      | 6.0000%  | 0.0000% | $228821.00         | $228919.32         | Agency Mortgage-Backed Securities  |
| GNII SF MB0026 M       | 2054-11-20      | 5.5000%  | 0.0000% | $70000000.00       | $67437594.84       | Agency Mortgage-Backed Securities  |
| GNII SF MB0367 M       | 2055-05-20      | 6.0000%  | 0.0000% | $730124.00         | $738145.88         | Agency Mortgage-Backed Securities  |
| GNII SF DL8043 C       | 2055-09-20      | 6.5000%  | 0.0000% | $1132060.00        | $1182569.25        | Agency Mortgage-Backed Securities  |
| GNII SF MA8648 M       | 2053-02-20      | 5.5000%  | 0.0000% | $346430173.00      | $249999999.61      | Agency Mortgage-Backed Securities  |
| GNII SF DJ5906 C       | 2055-04-20      | 6.5000%  | 0.0000% | $3411060.00        | $3544868.12        | Agency Mortgage-Backed Securities  |
| GNII SF DM1080 C       | 2055-08-20      | 6.5000%  | 0.0000% | $2719711.00        | $2838705.24        | Agency Mortgage-Backed Securities  |
| GNII SF DM1544 C       | 2055-08-20      | 6.0000%  | 0.0000% | $445646.00         | $459945.55         | Agency Mortgage-Backed Securities  |
| GNII SF MB0307 M       | 2052-07-20      | 5.0000%  | 0.0000% | $252597675.00      | $249999999.35      | Agency Mortgage-Backed Securities  |
| GNII SF MB0205 M       | 2055-02-20      | 5.5000%  | 0.0000% | $50000000.00       | $49423838.47       | Agency Mortgage-Backed Securities  |
| GNII SF DL3314 C       | 2055-08-20      | 6.0000%  | 0.0000% | $527199.00         | $547682.45         | Agency Mortgage-Backed Securities  |
| GNII SF MA8429 M       | 2052-10-20      | 5.5000%  | 0.0000% | $50000000.00       | $36321228.22       | Agency Mortgage-Backed Securities  |
| GNII SF MA9852 M       | 2054-08-20      | 6.0000%  | 0.0000% | $25000000.00       | $20384897.55       | Agency Mortgage-Backed Securities  |
| GNII JM MA8259 M       | 2051-09-20      | 3.5000%  | 0.0000% | $12000000.00       | $9318062.74        | Agency Mortgage-Backed Securities  |
| GNII SF MA9243 M       | 2053-10-20      | 6.5000%  | 0.0000% | $484216731.00      | $249999999.69      | Agency Mortgage-Backed Securities  |
| GNII SF MA9847 M       | 2054-08-20      | 3.5000%  | 0.0000% | $34514000.00       | $27445163.75       | Agency Mortgage-Backed Securities  |
| GNII SF MA9363 M       | 2053-11-20      | 6.0000%  | 0.0000% | $25000000.00       | $16156790.22       | Agency Mortgage-Backed Securities  |
| GNII SF DF4578 C       | 2055-01-20      | 5.5000%  | 0.0000% | $2512820.00        | $2534383.96        | Agency Mortgage-Backed Securities  |
| GNII SF MA7418 M       | 2051-06-20      | 2.5000%  | 0.0000% | $75000000.00       | $41624082.05       | Agency Mortgage-Backed Securities  |
| GNII SF MA7255 M       | 2051-03-20      | 2.5000%  | 0.0000% | $440000000.00      | $215215226.22      | Agency Mortgage-Backed Securities  |
| GNII SF DM6229 C       | 2055-09-20      | 5.5000%  | 0.0000% | $6910660.00        | $7040321.65        | Agency Mortgage-Backed Securities  |
| GNII SF DM1915 C       | 2055-08-20      | 5.5000%  | 0.0000% | $3563751.00        | $3635286.81        | Agency Mortgage-Backed Securities  |
| GNII SF DM4058 C       | 2055-09-20      | 6.5000%  | 0.0000% | $4619419.00        | $4825519.51        | Agency Mortgage-Backed Securities  |
| GNII SF DM1548 C       | 2055-08-20      | 6.0000%  | 0.0000% | $1047112.00        | $1080311.21        | Agency Mortgage-Backed Securities  |
| GNII SF MA7472 M       | 2051-07-20      | 2.5000%  | 0.0000% | $25000000.00       | $14371183.99       | Agency Mortgage-Backed Securities  |
| GNII SF DK9447 C       | 2055-07-20      | 6.0000%  | 0.0000% | $4634332.00        | $4707710.30        | Agency Mortgage-Backed Securities  |
| GNII SF DI6221 C       | 2055-04-20      | 5.5000%  | 0.0000% | $2845845.00        | $2884730.26        | Agency Mortgage-Backed Securities  |
| GNII SF DJ1915 C       | 2055-04-20      | 6.5000%  | 0.0000% | $2055002.00        | $2137317.33        | Agency Mortgage-Backed Securities  |
| GNII SF DI7723 C       | 2055-03-20      | 5.5000%  | 0.0000% | $3071081.00        | $3109894.11        | Agency Mortgage-Backed Securities  |
| GNII SF DG4767 C       | 2055-09-20      | 6.0000%  | 0.0000% | $867577.00         | $894053.14         | Agency Mortgage-Backed Securities  |
| GNII SF DH3504 C       | 2055-09-20      | 5.5000%  | 0.0000% | $1159559.00        | $1179522.61        | Agency Mortgage-Backed Securities  |
| GNII SF MA5985 M       | 2049-06-20      | 3.5000%  | 0.0000% | $500000000.00      | $51131522.35       | Agency Mortgage-Backed Securities  |
| GNII SF MB0309 M       | 2055-03-20      | 6.0000%  | 0.0000% | $288693.00         | $291076.73         | Agency Mortgage-Backed Securities  |
| GNII SF DJ1870 C       | 2055-04-20      | 5.5000%  | 0.0000% | $1452735.00        | $1472059.82        | Agency Mortgage-Backed Securities  |
| GNII SF MA9541 M       | 2054-03-20      | 5.5000%  | 0.0000% | $30000000.00       | $25320705.94       | Agency Mortgage-Backed Securities  |
| GNII SF DJ9559 C       | 2055-08-20      | 6.0000%  | 0.0000% | $1117191.00        | $1160827.28        | Agency Mortgage-Backed Securities  |
| GNII SF MB0424 M       | 2055-05-20      | 5.5000%  | 0.0000% | $25000000.00       | $25115255.78       | Agency Mortgage-Backed Securities  |
| GNII SF DK1935 C       | 2055-06-20      | 6.0000%  | 0.0000% | $2761098.00        | $2840905.34        | Agency Mortgage-Backed Securities  |
| GNII SF DM3852 C       | 2055-08-20      | 6.0000%  | 0.0000% | $723731.00         | $753828.23         | Agency Mortgage-Backed Securities  |
| GNII SF MB0423 M       | 2055-06-20      | 5.0000%  | 0.0000% | $200000000.00      | $198805027.45      | Agency Mortgage-Backed Securities  |
| GNII SF MB0555 M       | 2055-08-20      | 5.0000%  | 0.0000% | $50000000.00       | $49937354.23       | Agency Mortgage-Backed Securities  |
| GNII SP 783618 M       | 2042-02-20      | 4.0000%  | 0.0000% | $5033000.00        | $257533.26         | Agency Mortgage-Backed Securities  |
| GNII SF MA9907 M       | 2054-09-20      | 6.0000%  | 0.0000% | $20784304.00       | $17509661.25       | Agency Mortgage-Backed Securities  |
| GNII SF MA7938 M       | 2052-03-20      | 3.5000%  | 0.0000% | $50000000.00       | $34923978.32       | Agency Mortgage-Backed Securities  |
| GNII SF DK9355 C       | 2055-07-20      | 6.0000%  | 0.0000% | $9277561.00        | $9515065.23        | Agency Mortgage-Backed Securities  |
| GNII SF DK7858 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1181697.00        | $1233413.92        | Agency Mortgage-Backed Securities  |
| GNII SF DK9445 C       | 2055-07-20      | 6.0000%  | 0.0000% | $6026967.00        | $6198214.02        | Agency Mortgage-Backed Securities  |
| GNII SF DK7352 C       | 2055-07-20      | 6.0000%  | 0.0000% | $1779596.00        | $1838701.24        | Agency Mortgage-Backed Securities  |
| GNII SF DK9275 C       | 2055-07-20      | 6.0000%  | 0.0000% | $3060884.00        | $3139189.03        | Agency Mortgage-Backed Securities  |
| GNII SF DL9719 C       | 2055-08-20      | 6.0000%  | 0.0000% | $2628878.00        | $2715840.78        | Agency Mortgage-Backed Securities  |
| GNII SF DL3435 C       | 2055-08-20      | 6.0000%  | 0.0000% | $836435.00         | $868677.82         | Agency Mortgage-Backed Securities  |
| GNII SF DL8202 C       | 2055-09-20      | 5.5000%  | 0.0000% | $9731712.00        | $9905282.49        | Agency Mortgage-Backed Securities  |
| GNII SF DL6481 C       | 2055-08-20      | 6.5000%  | 0.0000% | $3134187.00        | $3271288.57        | Agency Mortgage-Backed Securities  |
| GNII SF DH6845 C       | 2055-03-20      | 5.5000%  | 0.0000% | $1171956.00        | $1186230.17        | Agency Mortgage-Backed Securities  |
| GNII SF DH6251 C       | 2055-02-20      | 6.5000%  | 0.0000% | $2001166.00        | $1305254.21        | Agency Mortgage-Backed Securities  |
| GNII SF DH3469 C       | 2055-09-20      | 5.5000%  | 0.0000% | $6069764.00        | $6174258.36        | Agency Mortgage-Backed Securities  |
| GNII SF DM1916 C       | 2055-08-20      | 5.5000%  | 0.0000% | $5726366.00        | $5838380.64        | Agency Mortgage-Backed Securities  |
| GNII SF MA9240 M       | 2053-10-20      | 5.0000%  | 0.0000% | $30000000.00       | $27028012.96       | Agency Mortgage-Backed Securities  |
| GNII SF DM6278 C       | 2055-09-20      | 5.5000%  | 0.0000% | $5520273.00        | $5639624.37        | Agency Mortgage-Backed Securities  |
| GNII SF DL8200 C       | 2055-09-20      | 5.5000%  | 0.0000% | $2907756.00        | $2961481.32        | Agency Mortgage-Backed Securities  |
| GNII SF DM6241 C       | 2055-09-20      | 5.5000%  | 0.0000% | $4314032.00        | $4402303.81        | Agency Mortgage-Backed Securities  |
| GNII SF DM6280 C       | 2055-09-20      | 6.0000%  | 0.0000% | $3095497.00        | $3206087.76        | Agency Mortgage-Backed Securities  |
| GNII SF DH0289 C       | 2055-01-20      | 5.5000%  | 0.0000% | $47032433.00       | $47437930.65       | Agency Mortgage-Backed Securities  |
| GNII SF DJ1863 C       | 2055-04-20      | 6.5000%  | 0.0000% | $1338428.00        | $1390945.61        | Agency Mortgage-Backed Securities  |
| GNII SF DH6252 C       | 2055-02-20      | 6.5000%  | 0.0000% | $2366370.00        | $2451550.78        | Agency Mortgage-Backed Securities  |
| GNII SF DM3855 C       | 2055-08-20      | 6.0000%  | 0.0000% | $493278.00         | $512923.03         | Agency Mortgage-Backed Securities  |
| GNII SF DM6277 C       | 2055-09-20      | 5.5000%  | 0.0000% | $8383511.00        | $8559200.52        | Agency Mortgage-Backed Securities  |
| GNII SF DM4054 C       | 2055-09-20      | 6.0000%  | 0.0000% | $2122443.00        | $2192505.55        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $1005000.00        | $1021250.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $71690500.00       | $66830887.77       | U.S. Treasuries (including strips) |

### Security 301: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.210000%
- **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: ARP1BDEL0, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: ARP1BDEL0
- **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:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNRM CL003JA R21F003 | 2051-02-25      | 1.2500%  | 0.0000% | $163030.00         | $83417.94          | Agency Collateralized Mortgage Obligation |
| FNRM RC054CE R15F054 | 2045-07-25      | 3.5000%  | 0.0000% | $1024.00           | $163.21            | Agency Collateralized Mortgage Obligation |
| FNMS 02.000 CLFM4528 | 2050-10-01      | 2.0000%  | 0.0000% | $87981053.00       | $46266418.94       | Agency Mortgage-Backed Securities         |

### Security 302: DEUTSCHE BANK AG (NEW YORK BRANCH)

- **C.1 - Title:** DEUTSCHE BANK AG (NEW YORK BRANCH) 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BDEM8, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: ARP1BDEM8
- **C.18 - Value (incl. sponsor support):** $203000000.00
- **C.18.a - Value (excl. sponsor support):** $203000000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 | 2029-09-30      | 3.5000%  | 0.0000% | $91787800.00       | $91110406.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 3.8750%  | 0.0000% | $114350300.00      | $115973847.39      | U.S. Treasuries (including strips) |

### Security 303: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** MIZUHO SECURITIES USA LLC 4.210000%
- **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: ARP1BDEX4, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: ARP1BDEX4
- **C.18 - Value (incl. sponsor support):** $234000000.00
- **C.18.a - Value (excl. sponsor support):** $234000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 | 2029-02-28      | 4.2500%  | 0.0000% | $233356000.00      | $238680040.24      | U.S. Treasuries (including strips) |

### Security 304: RBC DOMINION SECURITIES INC

- **C.1 - Title:** RBC DOMINION SECURITIES INC 4.210000%
- **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: ARP1BDJM3, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1BDJM3
- **C.18 - Value (incl. sponsor support):** $363000000.00
- **C.18.a - Value (excl. sponsor support):** $363000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| 03.500 FGPC G08788 G   | 2047-11-01      | 3.5000%  | 0.0000% | $3892.00           | $483.03            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8461   | 2054-09-01      | 5.0000%  | 0.0000% | $307719.00         | $291128.32         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD3839   | 2053-09-01      | 5.5000%  | 0.0000% | $39566.00          | $35116.17          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $100.00            | $129.52            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-07-31      | 4.0000%  | 0.0000% | $3549400.00        | $3611906.48        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $153000.00         | $157607.60         | U.S. Treasuries (including strips)        |
| FNMS 05.000 CLMA5530   | 2054-11-01      | 5.0000%  | 0.0000% | $18440011.00       | $17385394.79       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ4183   | 2055-05-01      | 6.5000%  | 0.0000% | $2000.00           | $1991.47           | Agency Mortgage-Backed Securities         |
| GNRA 2024-058 AF       | 2054-04-20      | 5.4388%  | 0.0000% | $16206200.00       | $10888095.68       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-171 FA       | 2054-10-20      | 5.5388%  | 0.0000% | $11932960.00       | $11044111.96       | Agency Collateralized Mortgage Obligation |
| GNII SF MA3310 M       | 2045-12-20      | 3.5000%  | 0.0000% | $2047.00           | $212.91            | Agency Mortgage-Backed Securities         |
| GNII SF MB0366 M       | 2055-05-20      | 5.5000%  | 0.0000% | $1000.00           | $1001.49           | Agency Mortgage-Backed Securities         |
| GNRA 2024-134 FC       | 2054-08-20      | 5.4488%  | 0.0000% | $2547328.00        | $2106882.62        | Agency Collateralized Mortgage Obligation |
| GNII SF MB0558 M       | 2055-07-20      | 6.5000%  | 0.0000% | $1024.00           | $1058.60           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $360000.00         | $363340.26         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $200.00            | $149.06            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | 0.0000% | $5788100.00        | $5864500.03        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $1000.00           | $914.14            | U.S. Treasuries (including strips)        |
| GNRA 2025-024 FD       | 2055-02-20      | 5.4588%  | 0.0000% | $159200.00         | $141143.48         | Agency Collateralized Mortgage Obligation |
| FEPC 03.000 CLSD7512   | 2050-02-01      | 3.0000%  | 0.0000% | $1052.00           | $397.22            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD1640   | 2052-09-01      | 4.0000%  | 0.0000% | $54000.00          | $41283.75          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8219   | 2052-06-01      | 2.5000%  | 0.0000% | $38000.00          | $26753.71          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8342   | 2053-07-01      | 5.5000%  | 0.0000% | $7001.00           | $5867.85           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8191   | 2052-01-01      | 3.5000%  | 0.0000% | $42000.00          | $25127.99          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG8719   | 2053-08-01      | 5.5000%  | 0.0000% | $2232986.00        | $1894545.99        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA4919   | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $769.28            | Agency Mortgage-Backed Securities         |
| GNII SF MA7368 M       | 2051-05-20      | 3.0000%  | 0.0000% | $1005.00           | $493.65            | Agency Mortgage-Backed Securities         |
| GNII SF MA7534 M       | 2051-08-20      | 2.5000%  | 0.0000% | $1024.00           | $600.64            | Agency Mortgage-Backed Securities         |
| GNII SF MA7990 M       | 2052-04-20      | 4.0000%  | 0.0000% | $3008.00           | $2151.87           | Agency Mortgage-Backed Securities         |
| GNII SF MA6997 M       | 2050-11-20      | 3.5000%  | 0.0000% | $63919000.00       | $20205413.34       | Agency Mortgage-Backed Securities         |
| GNII SF MA8100 M       | 2052-06-20      | 4.0000%  | 0.0000% | $7908692.00        | $5820142.92        | Agency Mortgage-Backed Securities         |
| GNII SF MA6932 M       | 2050-08-20      | 3.0000%  | 0.0000% | $3072.00           | $1027.86           | Agency Mortgage-Backed Securities         |
| GNII SF MA7254 M       | 2051-03-20      | 2.0000%  | 0.0000% | $3469892.00        | $1796505.95        | Agency Mortgage-Backed Securities         |
| GNII SF MA6821 M       | 2050-08-20      | 3.5000%  | 0.0000% | $7664032.00        | $2120434.16        | Agency Mortgage-Backed Securities         |
| GNRA 2025-080 FD       | 2055-05-20      | 5.7888%  | 0.0000% | $7378125.00        | $7329225.13        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-182 FA       | 2054-11-20      | 5.4888%  | 0.0000% | $12117744.00       | $9870732.03        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $1217800.00        | $1244771.39        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $2231000.00        | $2194216.39        | U.S. Treasuries (including strips)        |
| FNMS 05.500 CLMA4869   | 2053-01-01      | 5.5000%  | 0.0000% | $2008.00           | $1559.32           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE6088   | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $770.83            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 ZK310219   | 2048-10-25      | 3.0000%  | 0.0000% | $26245419.00       | $20026633.43       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8347   | 2053-08-01      | 4.5000%  | 0.0000% | $8000.00           | $6918.16           | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLSD4983   | 2054-01-01      | 7.0000%  | 0.0000% | $33837.00          | $23549.65          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $4145700.00        | $4114612.43        | U.S. Treasuries (including strips)        |
| FEPC 04.500 CLSD1432   | 2052-08-01      | 4.5000%  | 0.0000% | $1395565.00        | $1132307.11        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA2625   | 2050-05-01      | 2.5000%  | 0.0000% | $10858132.00       | $3857427.47        | Agency Mortgage-Backed Securities         |
| GNRA 2023-001 TF       | 2053-01-20      | 5.3888%  | 0.0000% | $34400.00          | $28047.22          | Agency Collateralized Mortgage Obligation |
| GNRA 2022-050 FH       | 2052-03-20      | 3.5000%  | 0.0000% | $3936563.00        | $2588861.77        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-180 FE       | 2054-11-20      | 5.4988%  | 0.0000% | $3135251.00        | $2283093.26        | Agency Collateralized Mortgage Obligation |
| GNII SF MA9852 M       | 2054-08-20      | 6.0000%  | 0.0000% | $13249.00          | $10803.18          | Agency Mortgage-Backed Securities         |
| GNCL CL DE4024         | 2066-07-15      | 5.3500%  | 0.0000% | $6863.00           | $6945.11           | Agency Mortgage-Backed Securities         |
| GNII SF MA2754 M       | 2045-04-20      | 3.5000%  | 0.0000% | $27278780.00       | $2028630.03        | Agency Mortgage-Backed Securities         |
| GNII SF MB0557 M       | 2053-01-20      | 6.0000%  | 0.0000% | $1000.00           | $1019.99           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS5179   | 2053-06-01      | 5.0000%  | 0.0000% | $389000.00         | $287226.78         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS5869   | 2053-04-01      | 4.5000%  | 0.0000% | $18956.00          | $15711.58          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY3798   | 2055-05-01      | 5.5000%  | 0.0000% | $2604848.00        | $2546559.65        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB5464   | 2053-01-01      | 5.5000%  | 0.0000% | $1128.00           | $999.44            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS7013   | 2053-09-01      | 5.5000%  | 0.0000% | $474016.00         | $408819.48         | Agency Mortgage-Backed Securities         |
| GNII SF MB0147 M       | 2055-01-20      | 5.5000%  | 0.0000% | $21524610.00       | $21137823.71       | Agency Mortgage-Backed Securities         |
| GNII SF MA4587 M       | 2047-07-20      | 4.0000%  | 0.0000% | $3072.00           | $302.13            | Agency Mortgage-Backed Securities         |
| GNRA 2021-194 FA       | 2051-11-20      | 2.5000%  | 0.0000% | $4120.00           | $2548.71           | Agency Collateralized Mortgage Obligation |
| FNMS 03.500 CLFM5923   | 2048-03-01      | 3.5000%  | 0.0000% | $375000.00         | $128353.04         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS4012   | 2053-03-01      | 5.5000%  | 0.0000% | $296148.00         | $239426.79         | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CLMA4280   | 2051-03-01      | 1.5000%  | 0.0000% | $511291.00         | $295630.83         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5215   | 2053-12-01      | 5.5000%  | 0.0000% | $1000.00           | $866.38            | Agency Mortgage-Backed Securities         |
| GNII SF MA9015 M       | 2053-04-20      | 4.5000%  | 0.0000% | $1000.00           | $861.84            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB9003   | 2054-08-01      | 6.0000%  | 0.0000% | $21343136.00       | $19737925.22       | Agency Mortgage-Backed Securities         |
| GNII SF MA2826 M       | 2045-05-20      | 3.5000%  | 0.0000% | $50000000.00       | $3992474.17        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS6942   | 2053-12-01      | 6.5000%  | 0.0000% | $330906.00         | $256837.12         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS3887   | 2053-02-01      | 6.0000%  | 0.0000% | $19545312.00       | $12959360.66       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1010   | 2055-09-01      | 5.5000%  | 0.0000% | $2559348.00        | $2610916.19        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB8501   | 2054-05-01      | 6.0000%  | 0.0000% | $5617.00           | $5472.63           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC0218   | 2055-04-01      | 6.0000%  | 0.0000% | $2028.00           | $2038.67           | Agency Mortgage-Backed Securities         |
| GNII SF MA5529 M       | 2048-10-20      | 4.5000%  | 0.0000% | $1016.00           | $79.52             | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CKMA5198   | 2053-09-01      | 7.0000%  | 0.0000% | $1000.00           | $505.19            | Agency Mortgage-Backed Securities         |
| GNMI SP 782067 X       | 2032-11-15      | 7.0000%  | 0.0000% | $3270.00           | $79.93             | Agency Mortgage-Backed Securities         |
| GNRA 2021-077 FT       | 2051-05-20      | 3.5000%  | 0.0000% | $6580474.00        | $3813388.62        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-226 FB       | 2051-12-20      | 2.5000%  | 0.0000% | $73890.00          | $46389.32          | Agency Collateralized Mortgage Obligation |
| GNRA 2021-223 FA       | 2051-12-20      | 2.5000%  | 0.0000% | $1000.00           | $606.29            | Agency Collateralized Mortgage Obligation |
| GNRA 2021-213 EF       | 2051-12-20      | 2.5000%  | 0.0000% | $11652266.00       | $6989297.84        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-056 FA       | 2052-03-20      | 3.5000%  | 0.0000% | $13704000.00       | $8988576.52        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $27900.00          | $28078.77          | U.S. Treasuries (including strips)        |
| FEPC 03.000 3SZN0134   | 2043-06-01      | 3.0000%  | 0.0000% | $1002.00           | $94.29             | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD2361   | 2053-02-01      | 6.0000%  | 0.0000% | $156256.00         | $117382.96         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQC9156   | 2051-10-01      | 2.5000%  | 0.0000% | $152068.00         | $96376.19          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQD8778   | 2052-03-01      | 3.5000%  | 0.0000% | $741365.00         | $491729.14         | Agency Mortgage-Backed Securities         |
| GNII SF DI3146 C       | 2055-03-20      | 5.0000%  | 0.0000% | $4012423.00        | $3984690.91        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2027-03-31      | 0.6250%  | 0.0000% | $44500.00          | $42532.21          | U.S. Treasuries (including strips)        |
| GNII SF MB0369 M       | 2053-12-20      | 7.0000%  | 0.0000% | $1889550.00        | $1927625.55        | Agency Mortgage-Backed Securities         |
| GNRA 2022-075 FA       | 2052-04-20      | 4.0000%  | 0.0000% | $164141.00         | $115138.21         | Agency Collateralized Mortgage Obligation |
| GNII SP 787111 C       | 2051-10-20      | 2.0000%  | 0.0000% | $442543.00         | $301987.00         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0565   | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $1012.58           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX5153   | 2055-02-01      | 5.5000%  | 0.0000% | $22200672.00       | $21659465.26       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQG6305   | 2053-07-01      | 4.5000%  | 0.0000% | $39000.00          | $32080.96          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD2917   | 2053-05-01      | 5.5000%  | 0.0000% | $1359078.00        | $985470.66         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA3592   | 2050-09-01      | 3.5000%  | 0.0000% | $1024.00           | $420.73            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G61581 G   | 2048-08-01      | 4.0000%  | 0.0000% | $9101586.00        | $1337233.76        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD7435   | 2054-12-01      | 5.0000%  | 0.0000% | $117870.00         | $112644.20         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD0958   | 2052-04-01      | 3.5000%  | 0.0000% | $230000.00         | $154087.09         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CRMA1213   | 2042-10-01      | 3.5000%  | 0.0000% | $1096.00           | $138.37            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA4938   | 2050-01-01      | 3.0000%  | 0.0000% | $2066.00           | $768.03            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA6265   | 2050-07-01      | 2.5000%  | 0.0000% | $1141.00           | $545.57            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA2189   | 2048-08-01      | 4.0000%  | 0.0000% | $51362040.00       | $17556829.74       | Agency Mortgage-Backed Securities         |
| GNII SF MA8101 M       | 2052-06-20      | 4.5000%  | 0.0000% | $114603.00         | $86157.54          | Agency Mortgage-Backed Securities         |
| GNII SF MA9722 M       | 2054-06-20      | 4.0000%  | 0.0000% | $1000.00           | $893.82            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0394   | 2055-05-01      | 5.5000%  | 0.0000% | $8426769.00        | $8390018.66        | Agency Mortgage-Backed Securities         |
| GNII SF MA3376 M       | 2046-01-20      | 3.5000%  | 0.0000% | $49999000.00       | $4966790.93        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0775   | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $894.52            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2025-11-13      | 0.0000%  | 0.0000% | $100.00            | $99.51             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $3291700.00        | $3580165.89        | U.S. Treasuries (including strips)        |
| FEPC 06.500 CLQH5503   | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $952.69            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD5384   | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $895.97            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8371   | 2053-11-01      | 5.0000%  | 0.0000% | $834142.00         | $741895.12         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD2879   | 2052-08-01      | 3.0000%  | 0.0000% | $446943.00         | $319800.50         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL555647   | 2033-07-01      | 4.5000%  | 0.0000% | $27805538.00       | $233644.60         | Agency Mortgage-Backed Securities         |
| GNII SF MA7988 M       | 2052-04-20      | 3.0000%  | 0.0000% | $13017917.00       | $8798424.65        | Agency Mortgage-Backed Securities         |
| GNRA 2022-019 FA       | 2052-01-20      | 2.5000%  | 0.0000% | $2265733.00        | $1416066.43        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-197 FD       | 2051-11-20      | 2.5000%  | 0.0000% | $4800.00           | $2851.09           | Agency Collateralized Mortgage Obligation |
| GNII SF MA6766 M       | 2050-07-20      | 3.0000%  | 0.0000% | $294354.00         | $80541.53          | Agency Mortgage-Backed Securities         |
| GNII SF MA7369 M       | 2051-05-20      | 3.5000%  | 0.0000% | $9407743.00        | $4416559.69        | Agency Mortgage-Backed Securities         |
| GNII SF MA7313 M       | 2051-04-20      | 3.0000%  | 0.0000% | $9192896.00        | $4183297.03        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $200.00            | $128.39            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-09-30      | 3.5000%  | 0.0000% | $13065200.00       | $13031896.81       | U.S. Treasuries (including strips)        |
| FNMS 05.500 CLFA2131   | 2055-06-01      | 5.5000%  | 0.0000% | $3859822.00        | $3881168.43        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM3228   | 2047-09-01      | 3.5000%  | 0.0000% | $474000.00         | $184576.60         | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLCB9230   | 2054-08-01      | 7.0000%  | 0.0000% | $14987092.00       | $10256821.43       | Agency Mortgage-Backed Securities         |
| GNII SF MA3521 M       | 2046-03-20      | 3.5000%  | 0.0000% | $49178327.00       | $4851100.24        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE7444   | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $828.57            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQE3333   | 2052-05-01      | 3.0000%  | 0.0000% | $43100.00          | $30433.53          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQG2351   | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $830.69            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD6284   | 2054-01-01      | 2.0000%  | 0.0000% | $1000.00           | $756.50            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT0543   | 2048-08-01      | 4.5000%  | 0.0000% | $530664.00         | $115408.13         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQE2559   | 2047-05-01      | 3.0000%  | 0.0000% | $1000.00           | $779.74            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $1000.00           | $1013.79           | U.S. Treasuries (including strips)        |
| FNMS 05.500 CLMA5614   | 2055-02-01      | 5.5000%  | 0.0000% | $75782.00          | $72753.92          | Agency Mortgage-Backed Securities         |
| GNII SF MA4261 M       | 2047-02-20      | 3.0000%  | 0.0000% | $3143276.00        | $485570.60         | Agency Mortgage-Backed Securities         |
| GNRA 2022-024 FA       | 2052-02-20      | 3.0000%  | 0.0000% | $6884.00           | $4297.41           | Agency Collateralized Mortgage Obligation |
| GNRA 2022-009 FE       | 2052-01-20      | 2.5000%  | 0.0000% | $22841000.00       | $14013719.92       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $1449200.00        | $1438332.81        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $1000.00           | $878.24            | U.S. Treasuries (including strips)        |
| FEPC 03.000 3SZM9438   | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $312.28            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8000   | 2049-07-01      | 3.0000%  | 0.0000% | $1032.00           | $108.31            | Agency Mortgage-Backed Securities         |
| GNII SF DL4731 C       | 2055-07-20      | 6.0000%  | 0.0000% | $1000.00           | $1030.79           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3182   | 2047-11-01      | 3.5000%  | 0.0000% | $1000.00           | $131.34            | Agency Mortgage-Backed Securities         |
| GNII SF MA6820 M       | 2050-08-20      | 3.0000%  | 0.0000% | $7132610.00        | $2111234.18        | Agency Mortgage-Backed Securities         |
| GNII SF MA7472 M       | 2051-07-20      | 2.5000%  | 0.0000% | $1070.00           | $615.09            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA1953   | 2053-11-01      | 5.0000%  | 0.0000% | $9396528.00        | $9006842.14        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4097   | 2050-08-01      | 3.0000%  | 0.0000% | $594000.00         | $176163.66         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CWMA1554   | 2028-08-01      | 3.0000%  | 0.0000% | $1548998.00        | $84684.21          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3238   | 2048-01-01      | 3.5000%  | 0.0000% | $13999.00          | $1963.63           | Agency Mortgage-Backed Securities         |
| GNRA 2024-001 JF       | 2054-01-20      | 5.3888%  | 0.0000% | $2800.00           | $1784.95           | Agency Collateralized Mortgage Obligation |
| GNRA 2024-187 FD       | 2054-11-20      | 5.4388%  | 0.0000% | $2997000.00        | $2604561.11        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | 0.0000% | $100.00            | $97.76             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-08-31      | 3.6250%  | 0.0000% | $1000.00           | $997.77            | U.S. Treasuries (including strips)        |

### Security 305: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.210000%
- **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: ARP1BDJN1, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1BDJN1
- **C.18 - Value (incl. sponsor support):** $1441000000.00
- **C.18.a - Value (excl. sponsor support):** $1441000000.00
- **C.19 - Percentage of Net Assets:** 1.7100%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 ET CZ8189 C     | 2063-12-20      | 7.5000%  | 0.0000% | $92870.00          | $95367.63          | Agency Mortgage-Backed Securities |
| GNII SF DI1926 C     | 2055-05-20      | 6.5000%  | 0.0000% | $3280880.00        | $3414873.73        | Agency Mortgage-Backed Securities |
| GNII SF MA8148 M     | 2052-07-20      | 3.0000%  | 0.0000% | $294269440.00      | $198229835.93      | Agency Mortgage-Backed Securities |
| GNII ET DI0909 C     | 2065-07-20      | 7.0000%  | 0.0000% | $2576224.00        | $2645687.38        | Agency Mortgage-Backed Securities |
| GNII JM MA0082 M     | 2042-05-20      | 3.5000%  | 0.0000% | $4250000.00        | $122870.89         | Agency Mortgage-Backed Securities |
| GNII RG CO2147 C     | 2050-06-20      | 3.5000%  | 0.0000% | $275000.00         | $215465.59         | Agency Mortgage-Backed Securities |
| GNII SF DE4860 C     | 2054-11-20      | 6.0000%  | 0.0000% | $1334184.00        | $1378580.96        | Agency Mortgage-Backed Securities |
| GNII SF DG1075 C     | 2054-11-20      | 6.5000%  | 0.0000% | $6702840.00        | $3388023.91        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4138 | 2040-09-01      | 5.0000%  | 0.0000% | $1100154.00        | $1121736.58        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL545082 | 2031-06-01      | 7.5000%  | 0.0000% | $35889152.00       | $15677.99          | Agency Mortgage-Backed Securities |
| GNII SF DM6201 C     | 2055-09-20      | 6.0000%  | 0.0000% | $4130152.00        | $4278987.53        | Agency Mortgage-Backed Securities |
| GNII SF DG9280 C     | 2055-01-20      | 7.0000%  | 0.0000% | $1130128.00        | $1170040.69        | Agency Mortgage-Backed Securities |
| GNII ET DB6839 C     | 2063-11-20      | 7.5000%  | 0.0000% | $148785.00         | $152949.75         | Agency Mortgage-Backed Securities |
| GNII SF DI4711 C     | 2055-08-20      | 7.0000%  | 0.0000% | $15163376.00       | $16019053.77       | Agency Mortgage-Backed Securities |
| GNII ET DJ8924 C     | 2065-05-20      | 6.5000%  | 0.0000% | $5749264.00        | $5917321.16        | Agency Mortgage-Backed Securities |
| GNAR AT 081156 M     | 2034-11-20      | 4.7500%  | 0.0000% | $2700000.00        | $30281.20          | Agency Mortgage-Backed Securities |
| GNAR AT MB0637 M     | 2055-08-20      | 3.5000%  | 0.0000% | $1546930.00        | $1515032.99        | Agency Mortgage-Backed Securities |
| GNII SF DL4911 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1617388.00        | $1693682.40        | Agency Mortgage-Backed Securities |
| GNII SF DM3880 C     | 2055-09-20      | 5.5000%  | 0.0000% | $2603596.00        | $2652243.04        | Agency Mortgage-Backed Securities |
| GNAR AF MA5774 M     | 2049-02-20      | 5.5000%  | 0.0000% | $8000000.00        | $601416.35         | Agency Mortgage-Backed Securities |
| GNMI SP 786470 X     | 2040-11-15      | 5.0000%  | 0.0000% | $750000.00         | $567218.80         | Agency Mortgage-Backed Securities |
| GNII ET DJ3148 C     | 2062-07-20      | 4.5000%  | 0.0000% | $66066.00          | $63692.14          | Agency Mortgage-Backed Securities |
| GNII SF MB0459 M     | 2040-07-20      | 5.5000%  | 0.0000% | $429787.00         | $434795.07         | Agency Mortgage-Backed Securities |
| GNAR AR 080136 M     | 2027-11-20      | 4.7500%  | 0.0000% | $24846331.00       | $7855.83           | Agency Mortgage-Backed Securities |
| GNII SF DJ1822 C     | 2055-04-20      | 7.0000%  | 0.0000% | $4290904.00        | $4464966.81        | Agency Mortgage-Backed Securities |
| GNII BD DJ9738 C     | 2055-05-20      | 4.5000%  | 0.0000% | $10900064.00       | $10172602.27       | Agency Mortgage-Backed Securities |
| GNII SF DM3386 C     | 2055-09-20      | 6.5000%  | 0.0000% | $3901544.00        | $4077426.04        | Agency Mortgage-Backed Securities |
| GNII SF DM3437 C     | 2055-09-20      | 6.5000%  | 0.0000% | $5225784.00        | $5458943.38        | Agency Mortgage-Backed Securities |
| GNII SF MB0307 M     | 2052-07-20      | 5.0000%  | 0.0000% | $191581696.00      | $189611499.30      | Agency Mortgage-Backed Securities |
| GNII SF DM1113 C     | 2055-08-20      | 6.5000%  | 0.0000% | $3423164.00        | $3572882.10        | Agency Mortgage-Backed Securities |
| GNII SF DM6964 C     | 2055-09-20      | 6.5000%  | 0.0000% | $4894216.00        | $5134444.24        | Agency Mortgage-Backed Securities |
| GNII RG CP1989 C     | 2038-12-20      | 6.0000%  | 0.0000% | $1290868.00        | $709466.42         | Agency Mortgage-Backed Securities |
| GNMI SF BF1113 X     | 2048-01-15      | 5.0000%  | 0.0000% | $199721.00         | $25446.32          | Agency Mortgage-Backed Securities |
| GNII RG CN9814 C     | 2046-11-20      | 2.5000%  | 0.0000% | $1667728.00        | $874791.71         | Agency Mortgage-Backed Securities |
| GNII SF MA3376 M     | 2046-01-20      | 3.5000%  | 0.0000% | $109943.00         | $10921.50          | Agency Mortgage-Backed Securities |
| GNII JM MB0413 M     | 2053-08-20      | 6.5000%  | 0.0000% | $999000.00         | $1016351.14        | Agency Mortgage-Backed Securities |
| GNII ET DA2481 C     | 2064-01-20      | 7.5000%  | 0.0000% | $528233.00         | $392672.96         | Agency Mortgage-Backed Securities |
| GNII ET DA4374 C     | 2063-02-20      | 7.5000%  | 0.0000% | $92672.00          | $95227.20          | Agency Mortgage-Backed Securities |
| GNII ET DF1369 C     | 2064-10-20      | 6.5000%  | 0.0000% | $4328992.00        | $3455995.21        | Agency Mortgage-Backed Securities |
| GNII SP 787353 C     | 2054-02-20      | 6.5000%  | 0.0000% | $1300000.00        | $1032519.59        | Agency Mortgage-Backed Securities |
| GNII BD DH9717 C     | 2055-01-20      | 4.5000%  | 0.0000% | $6827288.00        | $6341070.54        | Agency Mortgage-Backed Securities |
| GNII ET DI0698 C     | 2065-01-20      | 7.0000%  | 0.0000% | $1788508.00        | $1842231.41        | Agency Mortgage-Backed Securities |
| GNII ET DI3613 C     | 2065-04-20      | 6.0000%  | 0.0000% | $2043392.00        | $2080545.06        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ4820 | 2055-09-01      | 5.5000%  | 0.0000% | $54577152.00       | $55828581.86       | Agency Mortgage-Backed Securities |
| GNII JM MA9656 M     | 2054-05-20      | 6.0000%  | 0.0000% | $844423.00         | $517455.15         | Agency Mortgage-Backed Securities |
| GNII SF DG6147 C     | 2050-02-20      | 6.5000%  | 0.0000% | $1065168.00        | $1102800.35        | Agency Mortgage-Backed Securities |
| GNII SF DG6833 C     | 2055-04-20      | 4.5000%  | 0.0000% | $1068918.00        | $1026555.91        | Agency Mortgage-Backed Securities |
| GNII SF MA6095 M     | 2049-08-20      | 6.0000%  | 0.0000% | $53000.00          | $7905.09           | Agency Mortgage-Backed Securities |
| GNII ET DJ8944 C     | 2055-05-20      | 5.5000%  | 0.0000% | $334027.00         | $333561.71         | Agency Mortgage-Backed Securities |
| GNII SF DK0398 C     | 2055-06-20      | 7.0000%  | 0.0000% | $1407342.00        | $1462317.86        | Agency Mortgage-Backed Securities |
| GNII BD DG6071 C     | 2055-05-20      | 5.5000%  | 0.0000% | $2209640.00        | $2195029.65        | Agency Mortgage-Backed Securities |
| GNII SF DJ9378 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1571100.00        | $1617714.58        | Agency Mortgage-Backed Securities |
| GNII SF MB0306 M     | 2055-04-20      | 4.5000%  | 0.0000% | $40000000.00       | $38586145.75       | Agency Mortgage-Backed Securities |
| GNII JP 787326 M     | 2039-07-20      | 6.0000%  | 0.0000% | $37725824.00       | $24247397.15       | Agency Mortgage-Backed Securities |
| GNII SF DK4923 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2757680.00        | $2883703.10        | Agency Mortgage-Backed Securities |
| GNII SF 004496 M     | 2039-07-20      | 5.0000%  | 0.0000% | $390000.00         | $11383.74          | Agency Mortgage-Backed Securities |
| GNII SF MB0259 M     | 2055-03-20      | 5.5000%  | 0.0000% | $66041472.00       | $65703405.14       | Agency Mortgage-Backed Securities |
| GNII ET DI7721 C     | 2065-03-20      | 6.5000%  | 0.0000% | $2869732.00        | $2360254.48        | Agency Mortgage-Backed Securities |
| GNII ET DI3223 C     | 2065-07-20      | 6.0000%  | 0.0000% | $2161988.00        | $2204232.67        | Agency Mortgage-Backed Securities |
| GNII JM MB0078 M     | 2054-12-20      | 5.0000%  | 0.0000% | $777721.00         | $756861.40         | Agency Mortgage-Backed Securities |
| GNII SF DK0823 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1211490.00        | $1268249.39        | Agency Mortgage-Backed Securities |
| GNII SP 785713 C     | 2051-10-20      | 2.5000%  | 0.0000% | $12286400.00       | $7429737.91        | Agency Mortgage-Backed Securities |
| GNII ET DK3301 C     | 2065-05-20      | 6.5000%  | 0.0000% | $1946282.00        | $2004139.40        | Agency Mortgage-Backed Securities |
| GNMI SP 782858 X     | 2039-11-15      | 6.0000%  | 0.0000% | $90000000.00       | $1567841.14        | Agency Mortgage-Backed Securities |
| GNII SP 785657 C     | 2051-10-20      | 2.5000%  | 0.0000% | $100000.00         | $61544.73          | Agency Mortgage-Backed Securities |
| GNMI SP 782551 X     | 2039-02-15      | 5.5000%  | 0.0000% | $200000000.00      | $2071771.89        | Agency Mortgage-Backed Securities |
| GNII RG CO5651 C     | 2048-04-20      | 3.5000%  | 0.0000% | $200000.00         | $115903.13         | Agency Mortgage-Backed Securities |
| GNII BD DJ7276 C     | 2055-05-20      | 4.5000%  | 0.0000% | $15652880.00       | $14585610.98       | Agency Mortgage-Backed Securities |
| GNII RG CN5009 C     | 2051-07-20      | 3.0000%  | 0.0000% | $1000000.00        | $661602.15         | Agency Mortgage-Backed Securities |
| GNII ET DH9205 C     | 2065-02-20      | 6.5000%  | 0.0000% | $1961200.00        | $2017153.77        | Agency Mortgage-Backed Securities |
| GNII JM MA6756 M     | 2050-07-20      | 2.5000%  | 0.0000% | $4775000.00        | $1358164.19        | Agency Mortgage-Backed Securities |
| GNII SP 788184 C     | 2055-09-20      | 5.5000%  | 0.0000% | $72911104.00       | $73685022.96       | Agency Mortgage-Backed Securities |
| GNII SP 788197 C     | 2055-09-20      | 5.5000%  | 0.0000% | $142990592.00      | $144508373.58      | Agency Mortgage-Backed Securities |
| GNII SP 784189 C     | 2046-08-20      | 3.5000%  | 0.0000% | $51239440.00       | $9922221.55        | Agency Mortgage-Backed Securities |
| GNII SF BZ8528 C     | 2051-01-20      | 2.5000%  | 0.0000% | $93538.00          | $64798.80          | Agency Mortgage-Backed Securities |
| GNII SF 004245 M     | 2038-09-20      | 6.0000%  | 0.0000% | $151600000.00      | $1341396.15        | Agency Mortgage-Backed Securities |
| GNII ET DL8805 C     | 2065-07-20      | 4.0000%  | 0.0000% | $247516.00         | $232421.82         | Agency Mortgage-Backed Securities |
| GNII RG CW5913 C     | 2052-04-20      | 2.0000%  | 0.0000% | $1318252.00        | $590163.89         | Agency Mortgage-Backed Securities |
| GNII ET CW6777 C     | 2063-07-20      | 6.0000%  | 0.0000% | $1510412.00        | $802994.84         | Agency Mortgage-Backed Securities |
| GNII SF DL2500 C     | 2055-07-20      | 6.5000%  | 0.0000% | $5274040.00        | $5495980.18        | Agency Mortgage-Backed Securities |
| GNII JM MA7527 M     | 2051-07-20      | 4.0000%  | 0.0000% | $1065678.00        | $322425.11         | Agency Mortgage-Backed Securities |
| GNII SF MA8096 M     | 2052-06-20      | 2.0000%  | 0.0000% | $1019810.00        | $671661.85         | Agency Mortgage-Backed Securities |
| GNII JM MA7043 M     | 2050-12-20      | 2.5000%  | 0.0000% | $365000.00         | $139950.60         | Agency Mortgage-Backed Securities |
| GNII RG CM2413 C     | 2038-11-20      | 6.5000%  | 0.0000% | $1129238.00        | $917124.94         | Agency Mortgage-Backed Securities |
| GNII BD DG3876 C     | 2055-02-20      | 4.5000%  | 0.0000% | $4527048.00        | $4203903.41        | Agency Mortgage-Backed Securities |
| GNII SF DM3436 C     | 2055-09-20      | 6.5000%  | 0.0000% | $6651120.00        | $6948086.60        | Agency Mortgage-Backed Securities |
| GNII RG CL3180 C     | 2044-12-20      | 2.5000%  | 0.0000% | $1147576.00        | $464556.40         | Agency Mortgage-Backed Securities |
| GNII RG CK3660 C     | 2051-01-20      | 2.5000%  | 0.0000% | $7027848.00        | $3874605.51        | Agency Mortgage-Backed Securities |
| GNII ET DM2740 C     | 2065-07-20      | 5.0000%  | 0.0000% | $634882.00         | $631458.58         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3786 | 2040-06-01      | 6.0000%  | 0.0000% | $1672536.00        | $1651031.24        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQI1811 | 2054-03-01      | 4.5000%  | 0.0000% | $1603100.00        | $1352360.07        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC6719 | 2054-12-01      | 4.5000%  | 0.0000% | $8526480.00        | $8198976.41        | Agency Mortgage-Backed Securities |
| GNII ET DM7439 C     | 2065-08-20      | 6.5000%  | 0.0000% | $2521080.00        | $2599425.36        | Agency Mortgage-Backed Securities |
| GNII SF DL2034 C     | 2055-06-20      | 6.5000%  | 0.0000% | $3136840.00        | $3317273.47        | Agency Mortgage-Backed Securities |
| GNAR AR 080137 M     | 2027-11-20      | 4.7500%  | 0.0000% | $22626304.00       | $7447.87           | Agency Mortgage-Backed Securities |
| GNII ET DE2901 C     | 2065-01-20      | 6.5000%  | 0.0000% | $1555044.00        | $1599097.43        | Agency Mortgage-Backed Securities |
| GNII ET DF4672 C     | 2064-10-20      | 6.5000%  | 0.0000% | $4526290.00        | $3093470.86        | Agency Mortgage-Backed Securities |
| GNII SF DG3671 C     | 2054-12-20      | 4.5000%  | 0.0000% | $1707026.00        | $1627945.58        | Agency Mortgage-Backed Securities |
| GNII SF MB0460 M     | 2040-07-20      | 6.0000%  | 0.0000% | $2194680.00        | $2243289.19        | Agency Mortgage-Backed Securities |
| GNII SF MA4196 M     | 2047-01-20      | 3.5000%  | 0.0000% | $625000.00         | $81371.90          | Agency Mortgage-Backed Securities |
| GNII SF DL3640 C     | 2055-09-20      | 6.5000%  | 0.0000% | $2610976.00        | $2727472.82        | Agency Mortgage-Backed Securities |
| GNII ET DL4454 C     | 2065-07-20      | 5.0000%  | 0.0000% | $653161.00         | $648839.66         | Agency Mortgage-Backed Securities |
| GNII SF DH8529 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1335230.00        | $1386618.48        | Agency Mortgage-Backed Securities |
| GNII BD DH9705 C     | 2055-01-20      | 4.5000%  | 0.0000% | $31897504.00       | $29405042.75       | Agency Mortgage-Backed Securities |
| GNMI SF 400596 X     | 2038-03-15      | 5.5000%  | 0.0000% | $5150000.00        | $69377.39          | Agency Mortgage-Backed Securities |
| GNMI SF 548529 X     | 2031-09-15      | 6.5000%  | 0.0000% | $3075000.00        | $459726.38         | Agency Mortgage-Backed Securities |
| GNII SF DJ1660 C     | 2055-04-20      | 5.5000%  | 0.0000% | $1322340.00        | $1323083.52        | Agency Mortgage-Backed Securities |
| GNII ET DM2580 C     | 2065-06-20      | 5.0000%  | 0.0000% | $1426514.00        | $1418001.74        | Agency Mortgage-Backed Securities |
| GNII JM MA8190 M     | 2052-06-20      | 3.0000%  | 0.0000% | $18496740.00       | $14459334.07       | Agency Mortgage-Backed Securities |
| GNII SF MA8920 M     | 2037-05-20      | 6.5000%  | 0.0000% | $216019.00         | $173103.13         | Agency Mortgage-Backed Securities |
| GNII JM MA8261 M     | 2052-09-20      | 4.5000%  | 0.0000% | $724949.00         | $543608.34         | Agency Mortgage-Backed Securities |
| GNII SF MA8723 M     | 2053-03-20      | 4.0000%  | 0.0000% | $603832.00         | $467444.00         | Agency Mortgage-Backed Securities |
| GNII JM MA6699 M     | 2050-06-20      | 2.5000%  | 0.0000% | $250000.00         | $56475.47          | Agency Mortgage-Backed Securities |
| GNII ET DL4533 C     | 2065-07-20      | 4.0000%  | 0.0000% | $108384.00         | $101848.44         | Agency Mortgage-Backed Securities |
| GNMI SF 779084 X     | 2042-04-15      | 3.0000%  | 0.0000% | $32500000.00       | $2671914.89        | Agency Mortgage-Backed Securities |
| GNII SF 005240 M     | 2038-11-20      | 6.0000%  | 0.0000% | $594748.00         | $18294.92          | Agency Mortgage-Backed Securities |
| GNMI SP 783673 X     | 2042-09-15      | 3.0000%  | 0.0000% | $50000000.00       | $4474243.44        | Agency Mortgage-Backed Securities |
| GNAR AT 080916 M     | 2034-05-20      | 5.6250%  | 0.0000% | $1275000.00        | $27495.66          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4682 | 2046-10-01      | 3.0000%  | 0.0000% | $70000.00          | $11135.75          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3623 | 2040-05-01      | 5.5000%  | 0.0000% | $1101914.00        | $1115785.12        | Agency Mortgage-Backed Securities |
| GNII RG CP0135 C     | 2042-08-20      | 3.5000%  | 0.0000% | $275000.00         | $162261.62         | Agency Mortgage-Backed Securities |
| GNII ET DK0959 C     | 2065-05-20      | 7.0000%  | 0.0000% | $22616672.00       | $22792498.42       | Agency Mortgage-Backed Securities |
| GNII SF 005258 M     | 2041-12-20      | 3.5000%  | 0.0000% | $151307520.00      | $11038262.24       | Agency Mortgage-Backed Securities |
| GNII RG CN6337 C     | 2050-01-20      | 3.5000%  | 0.0000% | $650000.00         | $412629.60         | Agency Mortgage-Backed Securities |
| GNII SF CX0272 C     | 2053-09-20      | 6.5000%  | 0.0000% | $1985420.00        | $1831921.95        | Agency Mortgage-Backed Securities |
| GNII RG CV1691 C     | 2044-12-20      | 4.5000%  | 0.0000% | $1117018.00        | $736075.81         | Agency Mortgage-Backed Securities |
| GNII SF DK0069 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1962418.00        | $2042307.82        | Agency Mortgage-Backed Securities |
| GNII SF DL3167 C     | 2055-09-20      | 6.5000%  | 0.0000% | $2216192.00        | $2315069.87        | Agency Mortgage-Backed Securities |
| GNII SF DL0803 C     | 2055-09-20      | 6.0000%  | 0.0000% | $15244736.00       | $15742329.26       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY8628 | 2055-07-01      | 5.5000%  | 0.0000% | $1352374.00        | $1369851.66        | Agency Mortgage-Backed Securities |
| GNII SF DJ9838 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2079028.00        | $2168099.64        | Agency Mortgage-Backed Securities |
| GNII RG CM4717 C     | 2049-10-20      | 4.5000%  | 0.0000% | $1200000.00        | $785062.62         | Agency Mortgage-Backed Securities |
| GNII RG CH5841 C     | 2050-01-20      | 5.5000%  | 0.0000% | $4626768.00        | $2366160.93        | Agency Mortgage-Backed Securities |
| GNII SF AM4931 C     | 2045-04-20      | 3.5000%  | 0.0000% | $12450000.00       | $1674757.69        | Agency Mortgage-Backed Securities |
| GNMI SF AD1732 X     | 2043-02-15      | 2.5000%  | 0.0000% | $570000.00         | $75154.16          | Agency Mortgage-Backed Securities |
| GNPL PN CM1224       | 2064-06-15      | 2.7800%  | 0.0000% | $623597.00         | $534086.29         | Agency Mortgage-Backed Securities |
| GNII SF DL7664 C     | 2055-09-20      | 6.0000%  | 0.0000% | $1082530.00        | $1129891.05        | Agency Mortgage-Backed Securities |
| GNII ET DL9268 C     | 2065-08-20      | 2.0000%  | 0.0000% | $274635.00         | $215766.74         | Agency Mortgage-Backed Securities |
| GNII SF DL7668 C     | 2055-09-20      | 6.0000%  | 0.0000% | $7375560.00        | $7634503.62        | Agency Mortgage-Backed Securities |
| GNII ET DL7149 C     | 2065-05-20      | 3.5000%  | 0.0000% | $1043364.00        | $947938.35         | Agency Mortgage-Backed Securities |
| GNII ET DI6892 C     | 2065-03-20      | 4.5000%  | 0.0000% | $646198.00         | $623306.47         | Agency Mortgage-Backed Securities |
| GNII SF DL6912 C     | 2055-08-20      | 6.5000%  | 0.0000% | $4224192.00        | $4408551.30        | Agency Mortgage-Backed Securities |
| GNII ET DG9817 C     | 2065-03-20      | 5.5000%  | 0.0000% | $159074.00         | $159811.39         | Agency Mortgage-Backed Securities |
| GNII SF MA9513 M     | 2039-02-20      | 6.5000%  | 0.0000% | $1021794.00        | $492850.33         | Agency Mortgage-Backed Securities |
| GNII SF DK4154 C     | 2055-07-20      | 5.5000%  | 0.0000% | $1464660.00        | $1497795.87        | Agency Mortgage-Backed Securities |
| GNII SF DK4804 C     | 2055-05-20      | 6.5000%  | 0.0000% | $4619952.00        | $4820649.10        | Agency Mortgage-Backed Securities |
| GNII SF DK3329 C     | 2040-06-20      | 4.5000%  | 0.0000% | $1168714.00        | $1146236.53        | Agency Mortgage-Backed Securities |
| GNPL PN CY8219       | 2059-01-15      | 6.9300%  | 0.0000% | $255576.00         | $280188.47         | Agency Mortgage-Backed Securities |
| GNII SF DI4703 C     | 2055-08-20      | 6.5000%  | 0.0000% | $3577568.00        | $3778131.44        | Agency Mortgage-Backed Securities |
| GNII RG CP0132 C     | 2045-07-20      | 3.5000%  | 0.0000% | $375000.00         | $206909.77         | Agency Mortgage-Backed Securities |
| GNII SF 675725 C     | 2047-06-20      | 3.5000%  | 0.0000% | $16353000.00       | $1790495.17        | Agency Mortgage-Backed Securities |
| GNII ET DK8068 C     | 2065-07-20      | 4.0000%  | 0.0000% | $2338596.00        | $2194169.14        | Agency Mortgage-Backed Securities |
| GNII SF DK7514 C     | 2055-08-20      | 6.5000%  | 0.0000% | $6799480.00        | $7109156.04        | Agency Mortgage-Backed Securities |
| GNII SF AX4344 C     | 2046-10-20      | 3.5000%  | 0.0000% | $305000.00         | $71296.47          | Agency Mortgage-Backed Securities |
| GNII ET DL1366 C     | 2065-08-20      | 7.0000%  | 0.0000% | $2860570.00        | $2949522.43        | Agency Mortgage-Backed Securities |
| GNII BD DI7590 C     | 2055-04-20      | 4.5000%  | 0.0000% | $15009792.00       | $13988002.52       | Agency Mortgage-Backed Securities |
| GNII RG CN2010 C     | 2051-08-20      | 2.5000%  | 0.0000% | $1260094.00        | $989807.18         | Agency Mortgage-Backed Securities |
| GNII SF BY9474 C     | 2035-06-20      | 6.0000%  | 0.0000% | $2694212.00        | $772786.43         | Agency Mortgage-Backed Securities |
| GNII SF DH9573 C     | 2055-02-20      | 5.5000%  | 0.0000% | $9860272.00        | $9868400.71        | Agency Mortgage-Backed Securities |
| GNII SF MA0392 M     | 2042-09-20      | 3.5000%  | 0.0000% | $51046464.00       | $4498796.41        | Agency Mortgage-Backed Securities |
| GNMI SF AB1086 X     | 2042-11-15      | 3.0000%  | 0.0000% | $2000000.00        | $244983.99         | Agency Mortgage-Backed Securities |
| GNII ET DJ5614 C     | 2065-04-20      | 2.0000%  | 0.0000% | $609637.00         | $466534.14         | Agency Mortgage-Backed Securities |
| GNMI SF BS8439 X     | 2050-05-15      | 3.5000%  | 0.0000% | $200000.00         | $60827.86          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO3517 | 2040-05-01      | 5.0000%  | 0.0000% | $1350440.00        | $1329047.37        | Agency Mortgage-Backed Securities |
| GNII SF MA3663 M     | 2046-05-20      | 3.5000%  | 0.0000% | $23000000.00       | $2447244.09        | Agency Mortgage-Backed Securities |
| GNII JM MA9351 M     | 2053-11-20      | 6.5000%  | 0.0000% | $1434973.00        | $393255.87         | Agency Mortgage-Backed Securities |
| GNII ET DK8083 C     | 2065-07-20      | 3.5000%  | 0.0000% | $1301192.00        | $1170463.58        | Agency Mortgage-Backed Securities |
| GNII RG CH5779 C     | 2049-10-20      | 5.5000%  | 0.0000% | $1303904.00        | $729141.40         | Agency Mortgage-Backed Securities |
| GNII SF MA5598 M     | 2048-09-20      | 5.5000%  | 0.0000% | $518136.00         | $47800.87          | Agency Mortgage-Backed Securities |
| GNII SF MA9907 M     | 2054-09-20      | 6.0000%  | 0.0000% | $14388416.00       | $12121468.69       | Agency Mortgage-Backed Securities |
| GNII JM MA6147 M     | 2049-09-20      | 4.5000%  | 0.0000% | $12875584.00       | $417080.98         | Agency Mortgage-Backed Securities |
| GNII SF MA5744 M     | 2031-10-20      | 7.0000%  | 0.0000% | $377812.00         | $68500.61          | Agency Mortgage-Backed Securities |
| GNII JM MA4502 M     | 2047-06-20      | 4.0000%  | 0.0000% | $2271448.00        | $90415.52          | Agency Mortgage-Backed Securities |
| GNII ET CZ0958 C     | 2064-01-20      | 7.5000%  | 0.0000% | $2695836.00        | $1072810.61        | Agency Mortgage-Backed Securities |
| GNII SF MA7987 M     | 2052-03-20      | 2.5000%  | 0.0000% | $385257472.00      | $249999989.07      | Agency Mortgage-Backed Securities |
| GNII SF AR4870 C     | 2046-03-20      | 4.0000%  | 0.0000% | $5796672.00        | $779705.27         | Agency Mortgage-Backed Securities |
| GNII SF DB0521 C     | 2054-06-20      | 6.5000%  | 0.0000% | $1125814.00        | $826937.06         | Agency Mortgage-Backed Securities |
| GNII SF DF5171 C     | 2054-10-20      | 5.5000%  | 0.0000% | $6897152.00        | $6940363.41        | Agency Mortgage-Backed Securities |
| GNII ET DK8104 C     | 2065-08-20      | 3.5000%  | 0.0000% | $352895.00         | $317707.56         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1618 | 2052-09-01      | 5.0000%  | 0.0000% | $6085000.00        | $4846829.67        | Agency Mortgage-Backed Securities |

### Security 306: FICC - JPMORGAN CHASE & CO

- **C.1 - Title:** FICC - JPMORGAN CHASE & CO 4.210000%
- **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: ARP1BDJP6, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1BDJP6
- **C.18 - Value (incl. sponsor support):** $360000000.00
- **C.18.a - Value (excl. sponsor support):** $360000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII ET DM2988 C     | 2065-08-20      | 5.0000%  | 0.0000% | $468008.00         | $465199.66         | Agency Mortgage-Backed Securities |
| GNII SF MA7880 M     | 2052-02-20      | 2.0000%  | 0.0000% | $18420.00          | $11651.11          | Agency Mortgage-Backed Securities |
| GNII SF MA7471 M     | 2051-07-20      | 2.0000%  | 0.0000% | $45435.00          | $25737.39          | Agency Mortgage-Backed Securities |
| GNII ET DM3950 C     | 2065-08-20      | 3.0000%  | 0.0000% | $705328.00         | $621595.46         | Agency Mortgage-Backed Securities |
| GNII SF CC9795 C     | 2051-04-20      | 3.0000%  | 0.0000% | $134977.00         | $96459.26          | Agency Mortgage-Backed Securities |
| GNII SF MB0623 M     | 2055-04-20      | 5.5000%  | 0.0000% | $14761.00          | $14959.84          | Agency Mortgage-Backed Securities |
| GNII ET DL9720 C     | 2065-08-20      | 5.0000%  | 0.0000% | $302457.00         | $300642.07         | Agency Mortgage-Backed Securities |
| GNII JM MB0577 M     | 2040-03-20      | 5.5000%  | 0.0000% | $908301.00         | $899237.65         | Agency Mortgage-Backed Securities |
| GNII SF MB0551 M     | 2046-12-20      | 3.0000%  | 0.0000% | $129427.00         | $115354.31         | Agency Mortgage-Backed Securities |
| GNII SF DL8799 C     | 2055-08-20      | 6.0000%  | 0.0000% | $3050175.00        | $3141816.75        | Agency Mortgage-Backed Securities |
| GNII SF MA4425 M     | 2032-05-20      | 3.0000%  | 0.0000% | $900000.00         | $94740.87          | Agency Mortgage-Backed Securities |
| GNII SF DL7665 C     | 2055-09-20      | 6.0000%  | 0.0000% | $2472026.00        | $2571026.52        | Agency Mortgage-Backed Securities |
| GNII SF DK0301 C     | 2055-05-20      | 5.0000%  | 0.0000% | $1458546.00        | $1466326.84        | Agency Mortgage-Backed Securities |
| GNII SF MA8621 M     | 2031-09-20      | 7.5000%  | 0.0000% | $264668.00         | $170791.72         | Agency Mortgage-Backed Securities |
| GNII SF DK1842 C     | 2055-09-20      | 5.5000%  | 0.0000% | $1603702.00        | $1635278.18        | Agency Mortgage-Backed Securities |
| GNII SF MB0365 M     | 2055-05-20      | 5.0000%  | 0.0000% | $50128097.00       | $49702575.21       | Agency Mortgage-Backed Securities |
| GNII SF CT0189 C     | 2053-06-20      | 6.0000%  | 0.0000% | $13170.00          | $11575.83          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL452850 | 2028-11-01      | 6.5000%  | 0.0000% | $2466.00           | $2.01              | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL850030 | 2036-05-01      | 6.5000%  | 0.0000% | $2936884.00        | $445629.91         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS4648 | 2050-07-01      | 3.5000%  | 0.0000% | $14900.00          | $11292.23          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5791 | 2055-08-01      | 5.0000%  | 0.0000% | $11519.00          | $11402.43          | Agency Mortgage-Backed Securities |
| GNMI SF AA5649 X     | 2042-09-15      | 3.0000%  | 0.0000% | $1700000.00        | $221124.72         | Agency Mortgage-Backed Securities |
| GNII SF AB7786 C     | 2043-01-20      | 3.5000%  | 0.0000% | $1300000.00        | $190860.84         | Agency Mortgage-Backed Securities |
| GNII SF MA9106 M     | 2053-06-20      | 5.5000%  | 0.0000% | $4118495.00        | $3306089.22        | Agency Mortgage-Backed Securities |
| GNII ET DE6706 C     | 2064-08-20      | 7.5000%  | 0.0000% | $92455.00          | $95172.35          | Agency Mortgage-Backed Securities |
| GNII JM MA6400 M     | 2050-01-20      | 3.5000%  | 0.0000% | $7105.00           | $493.17            | Agency Mortgage-Backed Securities |
| GNII SF DM3892 C     | 2055-09-20      | 6.0000%  | 0.0000% | $4058.00           | $4205.48           | Agency Mortgage-Backed Securities |
| GNII SF DM7171 C     | 2055-09-20      | 5.5000%  | 0.0000% | $11072.00          | $11252.37          | Agency Mortgage-Backed Securities |
| GNII SF DM9284 C     | 2052-09-20      | 5.5000%  | 0.0000% | $2750858.00        | $2776728.60        | Agency Mortgage-Backed Securities |
| GNII ET DM3952 C     | 2065-08-20      | 4.0000%  | 0.0000% | $240652.00         | $226305.83         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ5109 | 2055-10-01      | 5.5000%  | 0.0000% | $11285.00          | $11461.65          | Agency Mortgage-Backed Securities |
| GNII SF DF1599 C     | 2054-10-20      | 7.0000%  | 0.0000% | $15521.00          | $13876.01          | Agency Mortgage-Backed Securities |
| GNII ET DM3144 C     | 2065-08-20      | 6.5000%  | 0.0000% | $746302.00         | $769494.16         | Agency Mortgage-Backed Securities |
| GNII SF MA8240 M     | 2037-08-20      | 2.5000%  | 0.0000% | $472306.00         | $315782.60         | Agency Mortgage-Backed Securities |
| GNII SF MA8350 M     | 2052-09-20      | 6.0000%  | 0.0000% | $18175.00          | $10703.19          | Agency Mortgage-Backed Securities |
| GNPL PN CY1384       | 2059-04-15      | 5.5000%  | 0.0000% | $56625.00          | $58503.89          | Agency Mortgage-Backed Securities |
| GNII SF MA8268 M     | 2052-09-20      | 4.5000%  | 0.0000% | $75886876.00       | $58144998.85       | Agency Mortgage-Backed Securities |
| GNPL PN CY1382       | 2059-04-15      | 5.5000%  | 0.0000% | $37011.00          | $38239.07          | Agency Mortgage-Backed Securities |
| GNPL PN DC7221       | 2060-02-15      | 5.3100%  | 0.0000% | $11331.00          | $11638.56          | Agency Mortgage-Backed Securities |
| GNII SF DF1235 C     | 2054-08-20      | 7.0000%  | 0.0000% | $1947065.00        | $1276537.95        | Agency Mortgage-Backed Securities |
| GNII SF MA9103 M     | 2053-07-20      | 4.0000%  | 0.0000% | $580656.00         | $485399.78         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4612 | 2052-09-01      | 4.5000%  | 0.0000% | $85910.00          | $64572.65          | Agency Mortgage-Backed Securities |
| GNAR AT MA0646 M     | 2042-12-20      | 4.7500%  | 0.0000% | $625000.00         | $20335.83          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4944 | 2052-10-01      | 4.5000%  | 0.0000% | $15000000.00       | $11837064.58       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO4352 | 2049-10-01      | 3.0000%  | 0.0000% | $2355318.00        | $650582.05         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS6524 | 2032-10-01      | 3.5700%  | 0.0000% | $12340.00          | $11680.86          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2286 | 2051-12-01      | 2.5000%  | 0.0000% | $500000.00         | $321843.36         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB6682 | 2053-07-01      | 4.0000%  | 0.0000% | $347892.00         | $274699.67         | Agency Mortgage-Backed Securities |
| GNII SF MA7451 M     | 2036-12-20      | 4.5000%  | 0.0000% | $135341.00         | $105893.51         | Agency Mortgage-Backed Securities |
| GNII JM MA7581 M     | 2051-09-20      | 3.5000%  | 0.0000% | $1708152.00        | $869129.61         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ2854 | 2054-11-01      | 5.0000%  | 0.0000% | $14879.00          | $14195.51          | Agency Mortgage-Backed Securities |
| GNII SF MB0310 M     | 2055-04-20      | 6.5000%  | 0.0000% | $33702.00          | $34158.32          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSL2798 | 2055-01-01      | 3.5000%  | 0.0000% | $20938974.00       | $19284008.67       | Agency Mortgage-Backed Securities |
| GNII SF DE5795 C     | 2054-10-20      | 7.0000%  | 0.0000% | $21063.00          | $20786.62          | Agency Mortgage-Backed Securities |
| GNII SF MA7769 M     | 2051-12-20      | 3.5000%  | 0.0000% | $3499.00           | $2294.72           | Agency Mortgage-Backed Securities |
| GNII ET DE9125 C     | 2064-09-20      | 6.0000%  | 0.0000% | $1334154.00        | $566069.72         | Agency Mortgage-Backed Securities |
| GNII SF DG3288 C     | 2054-12-20      | 4.5000%  | 0.0000% | $879696.00         | $581313.08         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRQ0057 | 2055-09-01      | 6.0000%  | 0.0000% | $1509.00           | $1548.69           | Agency Mortgage-Backed Securities |
| GNII SF DH8006 C     | 2055-02-20      | 5.5000%  | 0.0000% | $1013506.00        | $1015668.71        | Agency Mortgage-Backed Securities |
| GNII SF DE3278 C     | 2054-08-20      | 5.0000%  | 0.0000% | $1059383.00        | $1053931.93        | Agency Mortgage-Backed Securities |
| GNII ET DM3151 C     | 2065-08-20      | 6.5000%  | 0.0000% | $1621233.00        | $1671012.89        | Agency Mortgage-Backed Securities |
| GNII JM MA5978 M     | 2049-06-20      | 4.5000%  | 0.0000% | $121019.00         | $8292.13           | Agency Mortgage-Backed Securities |
| GNII ET DL4692 C     | 2065-07-20      | 5.5000%  | 0.0000% | $467485.00         | $471307.52         | Agency Mortgage-Backed Securities |
| GNMI SF 712415 X     | 2039-05-15      | 5.0000%  | 0.0000% | $650000.00         | $8994.83           | Agency Mortgage-Backed Securities |
| GNII SF DM6685 C     | 2055-09-20      | 5.0000%  | 0.0000% | $4435055.00        | $4400194.48        | Agency Mortgage-Backed Securities |
| GNII SF MA9275 M     | 2029-11-20      | 7.5000%  | 0.0000% | $45884.00          | $16191.99          | Agency Mortgage-Backed Securities |
| GNII SF DF2519 C     | 2054-12-20      | 6.5000%  | 0.0000% | $1068465.00        | $1101496.93        | Agency Mortgage-Backed Securities |
| GNII SF MA9365 M     | 2053-12-20      | 7.0000%  | 0.0000% | $11035.00          | $4202.50           | Agency Mortgage-Backed Securities |
| GNII SF DF6062 C     | 2044-10-20      | 7.0000%  | 0.0000% | $1513641.00        | $1187888.40        | Agency Mortgage-Backed Securities |
| GNAR AT MA0111 M     | 2042-05-20      | 5.6250%  | 0.0000% | $830000.00         | $18597.82          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5735 | 2055-06-01      | 5.5000%  | 0.0000% | $17000.00          | $16735.05          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS5749 | 2053-09-01      | 6.5000%  | 0.0000% | $1922.00           | $1353.60           | Agency Mortgage-Backed Securities |
| GNAR AT MA0483 M     | 2042-10-20      | 4.7500%  | 0.0000% | $310000.00         | $10067.95          | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLZS0498 | 2030-09-01      | 7.5000%  | 0.0000% | $11512.00          | $2.95              | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD1686 | 2052-09-01      | 5.5000%  | 0.0000% | $14751.00          | $11129.67          | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLZA0747 | 2031-04-01      | 7.5000%  | 0.0000% | $2291.00           | $1.33              | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZT0712 | 2048-10-01      | 4.0000%  | 0.0000% | $158298.00         | $11462.73          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX AS074094 | 2029-01-01      | 4.6670%  | 0.0000% | $3917.00           | $1.67              | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA7091 | 2052-03-01      | 2.5000%  | 0.0000% | $12842.00          | $8979.93           | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL545082 | 2031-06-01      | 7.5000%  | 0.0000% | $6535.00           | $2.85              | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS545465 | 2032-01-01      | 6.5010%  | 0.0000% | $2116.00           | $1.27              | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS6247 | 2026-06-01      | 4.0000%  | 0.0000% | $1122804.00        | $3699.07           | Agency Mortgage-Backed Securities |
| FMAR 865689 G        | 2028-08-01      | 4.5620%  | 0.0000% | $3049.00           | $1.82              | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8506 | 2055-02-01      | 5.5000%  | 0.0000% | $11390.00          | $10873.76          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTCB1071 | 2041-07-01      | 2.0000%  | 0.0000% | $16943.00          | $10633.57          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS4748 | 2052-08-01      | 3.5000%  | 0.0000% | $45000.00          | $35923.19          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE6039 | 2055-08-01      | 6.0000%  | 0.0000% | $15475.00          | $15782.56          | Agency Mortgage-Backed Securities |
| FNMS 02.500 ZLFP0038 | 2052-01-25      | 2.5000%  | 0.0000% | $4117.00           | $3001.81           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8316 | 2054-04-01      | 5.0000%  | 0.0000% | $140000.00         | $128385.14         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS6188 | 2032-07-01      | 4.3400%  | 0.0000% | $11634.00          | $11643.82          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL891390 | 2035-10-01      | 6.0000%  | 0.0000% | $1317.00           | $4.47              | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY4563 | 2055-05-01      | 6.5000%  | 0.0000% | $11158.00          | $11612.84          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV1578 | 2055-04-01      | 5.0000%  | 0.0000% | $11728.00          | $11582.72          | Agency Mortgage-Backed Securities |
| GNII JM MA0619 M     | 2042-12-20      | 3.5000%  | 0.0000% | $2235000.00        | $109326.96         | Agency Mortgage-Backed Securities |
| GNII SF MA2934 M     | 2028-07-20      | 2.5000%  | 0.0000% | $800003.00         | $50815.75          | Agency Mortgage-Backed Securities |
| GNII SF MA1265 M     | 2028-09-20      | 3.0000%  | 0.0000% | $163052.00         | $7106.04           | Agency Mortgage-Backed Securities |
| GNII SF MA4008 M     | 2046-10-20      | 5.5000%  | 0.0000% | $205793.00         | $24641.68          | Agency Mortgage-Backed Securities |
| GNII SF MA3599 M     | 2046-04-20      | 4.5000%  | 0.0000% | $115000.00         | $8633.73           | Agency Mortgage-Backed Securities |
| GNPL PN CP1102       | 2058-02-15      | 5.5000%  | 0.0000% | $36150.00          | $36944.41          | Agency Mortgage-Backed Securities |
| GNII SF MA9324 M     | 2035-02-20      | 3.5000%  | 0.0000% | $307563.00         | $255104.65         | Agency Mortgage-Backed Securities |
| GNII RG CP0028 C     | 2044-07-20      | 3.5000%  | 0.0000% | $975000.00         | $540480.03         | Agency Mortgage-Backed Securities |
| GNII SF DG5013 C     | 2054-12-20      | 6.5000%  | 0.0000% | $1688610.00        | $1749670.25        | Agency Mortgage-Backed Securities |
| GNII RG CN9880 C     | 2049-11-20      | 4.0000%  | 0.0000% | $369036.00         | $278425.02         | Agency Mortgage-Backed Securities |
| GNMI SF AO9361 X     | 2045-12-15      | 4.0000%  | 0.0000% | $202534.00         | $11591.67          | Agency Mortgage-Backed Securities |
| GNII RG CO9031 C     | 2049-04-20      | 6.0000%  | 0.0000% | $1046802.00        | $387326.24         | Agency Mortgage-Backed Securities |
| GNII SF DG7290 C     | 2055-02-20      | 5.5000%  | 0.0000% | $1025949.00        | $961793.89         | Agency Mortgage-Backed Securities |
| GNII SF BX4935 C     | 2050-08-20      | 3.0000%  | 0.0000% | $1096249.00        | $719466.21         | Agency Mortgage-Backed Securities |
| GNII SF DG9298 C     | 2055-01-20      | 7.0000%  | 0.0000% | $5134937.00        | $4976826.15        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIMA5845 | 2040-08-01      | 6.5000%  | 0.0000% | $11233.00          | $11636.62          | Agency Mortgage-Backed Securities |
| GNII SF BP5506 C     | 2049-09-20      | 5.5000%  | 0.0000% | $3141.00           | $1061.24           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX5347 | 2055-01-01      | 5.0000%  | 0.0000% | $5953.00           | $5922.95           | Agency Mortgage-Backed Securities |
| GNPL PN CN2883       | 2059-04-15      | 6.0200%  | 0.0000% | $28429.00          | $30289.33          | Agency Mortgage-Backed Securities |
| GNII SF DH8218 C     | 2055-02-20      | 5.5000%  | 0.0000% | $10647.00          | $10762.74          | Agency Mortgage-Backed Securities |
| GNII SF CE9959 C     | 2051-10-20      | 3.0000%  | 0.0000% | $465759.00         | $352561.66         | Agency Mortgage-Backed Securities |
| GNMI SF AA6403 X     | 2043-05-15      | 3.0000%  | 0.0000% | $600000.00         | $87074.62          | Agency Mortgage-Backed Securities |
| GNII ET DJ9043 C     | 2065-06-20      | 6.5000%  | 0.0000% | $32219.00          | $33180.15          | Agency Mortgage-Backed Securities |
| GNII SF DI1495 C     | 2055-09-20      | 5.5000%  | 0.0000% | $1318695.00        | $1343435.77        | Agency Mortgage-Backed Securities |
| GNII ET DI9251 C     | 2065-02-20      | 5.5000%  | 0.0000% | $267664.00         | $269277.90         | Agency Mortgage-Backed Securities |
| GNII SF DH2691 C     | 2055-01-20      | 4.5000%  | 0.0000% | $749237.00         | $715753.24         | Agency Mortgage-Backed Securities |
| GNPL PN DC7234       | 2060-03-15      | 5.8200%  | 0.0000% | $1451968.00        | $1547917.66        | Agency Mortgage-Backed Securities |
| GNII ET DM6732 C     | 2065-09-20      | 4.5000%  | 0.0000% | $190845.00         | $185025.95         | Agency Mortgage-Backed Securities |
| GNII SF DG1191 C     | 2054-12-20      | 7.0000%  | 0.0000% | $3458541.00        | $2192929.87        | Agency Mortgage-Backed Securities |
| GNII SF AS6771 C     | 2039-02-20      | 6.0000%  | 0.0000% | $6019143.00        | $524602.40         | Agency Mortgage-Backed Securities |
| GNII SF DG4536 C     | 2054-12-20      | 7.0000%  | 0.0000% | $1767.00           | $1843.44           | Agency Mortgage-Backed Securities |
| GNII SF MB0309 M     | 2055-03-20      | 6.0000%  | 0.0000% | $10302.00          | $10387.06          | Agency Mortgage-Backed Securities |
| GNII SF MB0624 M     | 2055-08-20      | 6.0000%  | 0.0000% | $22465.00          | $23004.01          | Agency Mortgage-Backed Securities |
| GNPL PN CQ9711       | 2058-06-15      | 4.7000%  | 0.0000% | $45584.00          | $44265.74          | Agency Mortgage-Backed Securities |
| GNII SF MB0025 M     | 2054-11-20      | 5.0000%  | 0.0000% | $1470.00           | $1415.74           | Agency Mortgage-Backed Securities |
| GNII SF CT8325 C     | 2053-05-20      | 6.5000%  | 0.0000% | $19245.00          | $17267.77          | Agency Mortgage-Backed Securities |
| GNII SF AG2586 C     | 2043-09-20      | 3.5000%  | 0.0000% | $3409350.00        | $428411.06         | Agency Mortgage-Backed Securities |
| GNII SF DM9283 C     | 2055-09-20      | 5.5000%  | 0.0000% | $11407.00          | $11644.73          | Agency Mortgage-Backed Securities |
| GNII SF MB0090 M     | 2054-11-20      | 4.5000%  | 0.0000% | $1313.00           | $1246.65           | Agency Mortgage-Backed Securities |
| GNMI SF 595412 X     | 2032-09-15      | 6.5000%  | 0.0000% | $5999577.00        | $42983.02          | Agency Mortgage-Backed Securities |
| GNII SF CS7814 C     | 2053-04-20      | 5.0000%  | 0.0000% | $3481660.00        | $2675726.55        | Agency Mortgage-Backed Securities |
| GNII SF CV0623 C     | 2053-09-20      | 7.0000%  | 0.0000% | $1173248.00        | $951482.61         | Agency Mortgage-Backed Securities |
| GNII SF MB0556 M     | 2055-06-20      | 5.5000%  | 0.0000% | $11499.00          | $11626.29          | Agency Mortgage-Backed Securities |
| GNMI SP 784699 X     | 2048-04-15      | 5.0000%  | 0.0000% | $2218674.00        | $347977.30         | Agency Mortgage-Backed Securities |
| GNII SF MB0527 M     | 2040-08-20      | 4.5000%  | 0.0000% | $897675.00         | $895240.86         | Agency Mortgage-Backed Securities |
| GNII SP 785751 C     | 2051-11-20      | 3.5000%  | 0.0000% | $5000000.00        | $2018342.27        | Agency Mortgage-Backed Securities |
| GNII SP 787355 C     | 2054-02-20      | 6.0000%  | 0.0000% | $100000.00         | $86570.56          | Agency Mortgage-Backed Securities |
| GNAR AS 082971 M     | 2041-10-20      | 5.8750%  | 0.0000% | $10417.00          | $4407.67           | Agency Mortgage-Backed Securities |
| GNII SF DK5437 C     | 2055-07-20      | 5.5000%  | 0.0000% | $1802178.00        | $1835813.34        | Agency Mortgage-Backed Securities |
| GNMI SF BG5655 X     | 2048-05-15      | 3.0000%  | 0.0000% | $182306.00         | $92934.95          | Agency Mortgage-Backed Securities |
| GNII SF CZ3430 C     | 2054-01-20      | 6.5000%  | 0.0000% | $1074702.00        | $663327.96         | Agency Mortgage-Backed Securities |
| GNII ET DB3333 C     | 2064-05-20      | 2.5000%  | 0.0000% | $66401.00          | $53842.65          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB8160 | 2037-06-01      | 3.0000%  | 0.0000% | $17289.00          | $10970.32          | Agency Mortgage-Backed Securities |
| FMAR 1J0938 G        | 2038-03-01      | 6.9440%  | 0.0000% | $3580.00           | $5.99              | Agency Mortgage-Backed Securities |
| GNII SP 785229 C     | 2050-11-20      | 3.0000%  | 0.0000% | $9560.00           | $4714.88           | Agency Mortgage-Backed Securities |
| GNII SP 785612 C     | 2051-09-20      | 2.5000%  | 0.0000% | $315000.00         | $190465.81         | Agency Mortgage-Backed Securities |
| GNMI SF 556053 X     | 2032-07-15      | 6.5000%  | 0.0000% | $1061275.00        | $5751.74           | Agency Mortgage-Backed Securities |
| GNMI SP 784182 X     | 2046-08-15      | 4.5000%  | 0.0000% | $59380.00          | $11358.08          | Agency Mortgage-Backed Securities |
| GNII SF DJ9410 C     | 2055-06-20      | 6.5000%  | 0.0000% | $11200.00          | $11545.52          | Agency Mortgage-Backed Securities |
| GNII SF CW4739 C     | 2053-07-20      | 6.5000%  | 0.0000% | $6272438.00        | $6192556.65        | Agency Mortgage-Backed Securities |
| GNII SF DM7717 C     | 2055-09-20      | 6.0000%  | 0.0000% | $1303271.00        | $1355466.13        | Agency Mortgage-Backed Securities |
| GNII EP 787495 C     | 2064-04-20      | 2.5000%  | 0.0000% | $10209.00          | $7532.57           | Agency Mortgage-Backed Securities |
| GNII SF DJ4740 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1407760.00        | $1460108.42        | Agency Mortgage-Backed Securities |
| GNII SF DJ9730 C     | 2055-06-20      | 6.5000%  | 0.0000% | $6931.00           | $7222.55           | Agency Mortgage-Backed Securities |
| GNMI SF 705951 X     | 2027-08-15      | 2.5000%  | 0.0000% | $1329354.00        | $147344.98         | Agency Mortgage-Backed Securities |
| GNII SF CT6718 C     | 2053-05-20      | 6.0000%  | 0.0000% | $1014749.00        | $1057027.32        | Agency Mortgage-Backed Securities |
| GNAR AF 082359 M     | 2039-07-20      | 4.6250%  | 0.0000% | $1066814.00        | $11103.03          | Agency Mortgage-Backed Securities |
| GNII SF MA9491 M     | 2053-12-20      | 7.0000%  | 0.0000% | $8440.00           | $3750.40           | Agency Mortgage-Backed Securities |
| GNII SF MB0424 M     | 2055-05-20      | 5.5000%  | 0.0000% | $50247.00          | $50478.65          | Agency Mortgage-Backed Securities |
| GNII SF DI1118 C     | 2055-02-20      | 6.5000%  | 0.0000% | $10963.00          | $11634.39          | Agency Mortgage-Backed Securities |
| GNII SF CU1564 C     | 2053-09-20      | 6.5000%  | 0.0000% | $1708224.00        | $1746722.84        | Agency Mortgage-Backed Securities |
| GNII SF CV0609 C     | 2053-08-20      | 7.0000%  | 0.0000% | $1059416.00        | $270661.71         | Agency Mortgage-Backed Securities |
| GNII SF MB0206 M     | 2055-02-20      | 6.0000%  | 0.0000% | $12179.00          | $12085.85          | Agency Mortgage-Backed Securities |
| GNMI SF BC1138 X     | 2047-08-15      | 4.0000%  | 0.0000% | $69600.00          | $35153.25          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CNAS6138 | 2025-11-01      | 2.5000%  | 0.0000% | $1184.00           | $0.75              | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE9407 | 2055-09-01      | 7.0000%  | 0.0000% | $10636.00          | $11221.13          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAS8208 | 2031-10-01      | 2.5000%  | 0.0000% | $70749.00          | $11546.51          | Agency Mortgage-Backed Securities |
| FNMS 07.500 KL648645 | 2032-06-01      | 7.5000%  | 0.0000% | $1800.00           | $13.77             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC6719 | 2054-12-01      | 4.5000%  | 0.0000% | $3935.00           | $3783.86           | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLCA7589 | 2050-11-01      | 1.5000%  | 0.0000% | $23000.00          | $11594.05          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS6595 | 2053-10-01      | 5.5000%  | 0.0000% | $13010.00          | $11599.39          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX XYBM6496 | 2031-01-01      | 1.3837%  | 0.0000% | $2000.00           | $1581.32           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3737 | 2040-06-01      | 5.5000%  | 0.0000% | $17575.00          | $17845.95          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQH1419 | 2053-08-01      | 5.0000%  | 0.0000% | $12574.00          | $10574.44          | Agency Mortgage-Backed Securities |
| GNII SF 003106 M     | 2031-07-20      | 6.0000%  | 0.0000% | $69520.00          | $131.57            | Agency Mortgage-Backed Securities |
| GNII SF DL6991 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2385265.00        | $2486622.14        | Agency Mortgage-Backed Securities |
| GNII ET DM1663 C     | 2065-08-20      | 3.0000%  | 0.0000% | $291779.00         | $257142.40         | Agency Mortgage-Backed Securities |
| GNII SF DL7011 C     | 2055-08-20      | 5.5000%  | 0.0000% | $7382.00           | $7509.10           | Agency Mortgage-Backed Securities |
| GNII SF DL7674 C     | 2055-09-20      | 6.5000%  | 0.0000% | $3517099.00        | $3684850.94        | Agency Mortgage-Backed Securities |
| GNII ET DM0478 C     | 2065-07-20      | 5.5000%  | 0.0000% | $629212.00         | $634379.25         | Agency Mortgage-Backed Securities |
| GNII SF DM4289 C     | 2055-09-20      | 6.5000%  | 0.0000% | $11112.00          | $11635.15          | Agency Mortgage-Backed Securities |
| GNII SF DL8656 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1548549.00        | $1617639.23        | Agency Mortgage-Backed Securities |
| GNII ET DM1666 C     | 2065-08-20      | 4.5000%  | 0.0000% | $303425.00         | $294173.88         | Agency Mortgage-Backed Securities |
| GNII SF 004837 M     | 2040-10-20      | 6.0000%  | 0.0000% | $621252.00         | $12116.12          | Agency Mortgage-Backed Securities |
| GNMI SF 705956 X     | 2027-11-15      | 2.5000%  | 0.0000% | $1130605.00        | $123855.20         | Agency Mortgage-Backed Securities |
| GNII SF DM3253 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1166952.00        | $1219016.86        | Agency Mortgage-Backed Securities |
| GNII SF DM6679 C     | 2055-09-20      | 6.5000%  | 0.0000% | $3030952.00        | $3184858.02        | Agency Mortgage-Backed Securities |
| GNMI SF AQ0531 X     | 2046-09-15      | 4.0000%  | 0.0000% | $1461472.00        | $181102.82         | Agency Mortgage-Backed Securities |
| GNMI SF 558897 X     | 2032-08-15      | 6.5000%  | 0.0000% | $2000000.00        | $35328.45          | Agency Mortgage-Backed Securities |
| GNII SF DH3001 C     | 2055-01-20      | 7.0000%  | 0.0000% | $10781.00          | $11241.53          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM9019 | 2051-10-01      | 2.0000%  | 0.0000% | $18971.00          | $11635.88          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS7450 | 2033-01-01      | 5.0650%  | 0.0000% | $1000.00           | $1046.41           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM5772 | 2047-08-01      | 4.0000%  | 0.0000% | $21583.00          | $11483.13          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ5225 | 2055-10-01      | 5.0000%  | 0.0000% | $11367.00          | $11335.04          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3234 | 2052-04-01      | 3.0000%  | 0.0000% | $15476.00          | $10533.25          | Agency Mortgage-Backed Securities |
| GNII SF MA7937 M     | 2052-03-20      | 3.0000%  | 0.0000% | $19080.00          | $12545.32          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRQ0041 | 2055-08-01      | 6.0000%  | 0.0000% | $7827.00           | $7875.78           | Agency Mortgage-Backed Securities |
| GNII SF MA7472 M     | 2051-07-20      | 2.5000%  | 0.0000% | $40990.00          | $23562.99          | Agency Mortgage-Backed Securities |
| GNII JM MA6921 M     | 2050-10-20      | 2.0000%  | 0.0000% | $1048441.00        | $504794.73         | Agency Mortgage-Backed Securities |
| GNII SF MA8046 M     | 2052-05-20      | 4.5000%  | 0.0000% | $7915812.00        | $5887035.39        | Agency Mortgage-Backed Securities |
| GNCL CS CV1941       | 2065-10-15      | 10.6000% | 0.0000% | $10610.00          | $11633.59          | Agency Mortgage-Backed Securities |
| GNII SF MA6748 M     | 2032-12-20      | 6.5000%  | 0.0000% | $913514.00         | $297578.26         | Agency Mortgage-Backed Securities |
| GNII SF MA7766 M     | 2051-12-20      | 2.0000%  | 0.0000% | $40278.00          | $24780.63          | Agency Mortgage-Backed Securities |
| GNII SF MA7935 M     | 2052-02-20      | 2.0000%  | 0.0000% | $18691.00          | $11996.21          | Agency Mortgage-Backed Securities |
| GNII SF DD4839 C     | 2054-09-20      | 4.5000%  | 0.0000% | $1120056.00        | $1066381.21        | Agency Mortgage-Backed Securities |
| GNII ET DK9190 C     | 2065-06-20      | 6.0000%  | 0.0000% | $757719.00         | $772135.77         | Agency Mortgage-Backed Securities |
| GNII SF CZ0104 C     | 2054-01-20      | 7.0000%  | 0.0000% | $4310.00           | $4504.97           | Agency Mortgage-Backed Securities |
| GNII SF DA4618 C     | 2054-03-20      | 7.0000%  | 0.0000% | $1174287.00        | $1221757.92        | Agency Mortgage-Backed Securities |
| GNII SF MA5934 M     | 2049-05-20      | 5.5000%  | 0.0000% | $904000.00         | $78483.52          | Agency Mortgage-Backed Securities |
| GNII SF DL3138 C     | 2055-09-20      | 6.0000%  | 0.0000% | $1299345.00        | $1346164.73        | Agency Mortgage-Backed Securities |
| GNII SF DA9642 C     | 2054-04-20      | 6.5000%  | 0.0000% | $1289070.00        | $1110625.99        | Agency Mortgage-Backed Securities |
| GNII ET DL1588 C     | 2065-05-20      | 6.0000%  | 0.0000% | $260023.00         | $264964.30         | Agency Mortgage-Backed Securities |
| GNII SF MA7706 M     | 2051-11-20      | 3.0000%  | 0.0000% | $533000.00         | $329122.55         | Agency Mortgage-Backed Securities |
| GNII SF MA5081 M     | 2048-03-20      | 5.5000%  | 0.0000% | $5729851.00        | $695234.50         | Agency Mortgage-Backed Securities |
| GNII SF CR5904 C     | 2053-01-20      | 4.5000%  | 0.0000% | $1481137.00        | $1175150.28        | Agency Mortgage-Backed Securities |
| GNII SF DL3118 C     | 2055-09-20      | 5.5000%  | 0.0000% | $4630.00           | $4731.17           | Agency Mortgage-Backed Securities |
| GNII SF CU9136 C     | 2053-06-20      | 6.0000%  | 0.0000% | $1127636.00        | $802697.95         | Agency Mortgage-Backed Securities |
| GNII SF MA8883 M     | 2053-04-20      | 7.5000%  | 0.0000% | $28407012.00       | $6192958.04        | Agency Mortgage-Backed Securities |
| GNII SF 005181 M     | 2041-09-20      | 3.5000%  | 0.0000% | $2005500.00        | $115690.82         | Agency Mortgage-Backed Securities |
| GNII SP 788174 C     | 2055-09-20      | 5.5000%  | 0.0000% | $11489.00          | $11704.16          | Agency Mortgage-Backed Securities |
| GNII SF DE4345 C     | 2054-09-20      | 7.0000%  | 0.0000% | $1048296.00        | $1084864.00        | Agency Mortgage-Backed Securities |
| GNII ET DL6419 C     | 2065-08-20      | 3.0000%  | 0.0000% | $856246.00         | $754602.46         | Agency Mortgage-Backed Securities |
| GNII ET DL4534 C     | 2065-07-20      | 4.5000%  | 0.0000% | $8586.00           | $8318.45           | Agency Mortgage-Backed Securities |
| GNII JM MA6398 M     | 2050-01-20      | 2.5000%  | 0.0000% | $1945000.00        | $168546.75         | Agency Mortgage-Backed Securities |
| GNII SF DM3400 C     | 2055-09-20      | 5.5000%  | 0.0000% | $10975.00          | $11208.05          | Agency Mortgage-Backed Securities |
| GNII SP 785218 C     | 2050-12-20      | 2.0000%  | 0.0000% | $380000.00         | $196266.76         | Agency Mortgage-Backed Securities |
| GNII SF DK5625 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2132799.00        | $2224049.39        | Agency Mortgage-Backed Securities |
| GNII SF 004715 M     | 2040-06-20      | 5.0000%  | 0.0000% | $1721916.00        | $62578.63          | Agency Mortgage-Backed Securities |
| GNII SF MA0318 M     | 2042-08-20      | 3.5000%  | 0.0000% | $44020363.00       | $3593822.94        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4635 | 2030-09-01      | 4.2200%  | 0.0000% | $2000.00           | $2012.02           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDF1811 | 2040-10-01      | 5.5000%  | 0.0000% | $11335.00          | $11641.20          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD6768 | 2055-05-01      | 6.5000%  | 0.0000% | $11165.00          | $11642.55          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD323839 | 2029-06-01      | 6.3750%  | 0.0000% | $7749.00           | $3.65              | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA1100 | 2049-07-01      | 4.0000%  | 0.0000% | $102906.00         | $10872.43          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA2019 | 2050-01-01      | 3.5000%  | 0.0000% | $40185.00          | $11341.80          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3627 | 2040-05-01      | 6.0000%  | 0.0000% | $15046.00          | $15315.66          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5424 | 2039-07-01      | 5.0000%  | 0.0000% | $15299.00          | $11452.27          | Agency Mortgage-Backed Securities |
| GNII SF MA8612 M     | 2037-02-20      | 3.0000%  | 0.0000% | $315912.00         | $196645.44         | Agency Mortgage-Backed Securities |
| GNII JM MA8194 M     | 2052-08-20      | 5.0000%  | 0.0000% | $1660050.00        | $1096510.37        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9006 | 2054-07-01      | 5.5000%  | 0.0000% | $12670.00          | $11413.51          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5823 | 2055-09-01      | 6.0000%  | 0.0000% | $12268.00          | $12520.95          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM9740 | 2036-05-01      | 3.0000%  | 0.0000% | $69424.00          | $30543.73          | Agency Mortgage-Backed Securities |
| GNMI SF AA5619 X     | 2027-09-15      | 3.0000%  | 0.0000% | $4000000.00        | $92746.59          | Agency Mortgage-Backed Securities |
| GNMI SF 793306 X     | 2042-03-15      | 3.3750%  | 0.0000% | $2491950.00        | $114172.96         | Agency Mortgage-Backed Securities |
| GNMI SF 774033 X     | 2047-09-15      | 3.0000%  | 0.0000% | $228383.00         | $121327.10         | Agency Mortgage-Backed Securities |
| GNII SF MA8573 M     | 2053-01-20      | 7.0000%  | 0.0000% | $36660.00          | $11576.55          | Agency Mortgage-Backed Securities |
| GNII SF MA8877 M     | 2053-05-20      | 4.5000%  | 0.0000% | $13849.00          | $11660.01          | Agency Mortgage-Backed Securities |
| GNII JM MA8936 M     | 2053-06-20      | 5.5000%  | 0.0000% | $600000.00         | $381215.75         | Agency Mortgage-Backed Securities |
| GNII SF DB5963 C     | 2054-04-20      | 6.5000%  | 0.0000% | $1738134.00        | $1806879.97        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ0857 | 2055-08-01      | 6.5000%  | 0.0000% | $1426.00           | $1493.38           | Agency Mortgage-Backed Securities |
| GNII ET DL6746 C     | 2065-08-20      | 3.0000%  | 0.0000% | $199304.00         | $175643.56         | Agency Mortgage-Backed Securities |
| GNII SF CZ6887 C     | 2054-01-20      | 7.5000%  | 0.0000% | $1561679.00        | $1598997.26        | Agency Mortgage-Backed Securities |
| GNII SF MA7936 M     | 2052-03-20      | 2.5000%  | 0.0000% | $2158.00           | $1388.38           | Agency Mortgage-Backed Securities |
| GNII SF MA8980 M     | 2035-05-20      | 2.0000%  | 0.0000% | $177269.00         | $136660.39         | Agency Mortgage-Backed Securities |
| GNII BD CZ6895 C     | 2054-01-20      | 7.0000%  | 0.0000% | $2162961.00        | $996201.45         | Agency Mortgage-Backed Securities |
| GNII SF DA5788 C     | 2054-01-20      | 8.0000%  | 0.0000% | $1175404.00        | $1273028.02        | Agency Mortgage-Backed Securities |
| GNII JM MA6534 M     | 2050-03-20      | 4.5000%  | 0.0000% | $612464.00         | $84073.28          | Agency Mortgage-Backed Securities |
| GNII SF DL8788 C     | 2055-08-20      | 7.0000%  | 0.0000% | $3096058.00        | $3289447.61        | Agency Mortgage-Backed Securities |
| GNII SF MA6658 M     | 2050-05-20      | 4.0000%  | 0.0000% | $56286.00          | $11616.13          | Agency Mortgage-Backed Securities |
| GNII SF DL5880 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1741412.00        | $1821884.48        | Agency Mortgage-Backed Securities |
| GNII SF DM3140 C     | 2055-09-20      | 5.5000%  | 0.0000% | $1913368.00        | $1950922.74        | Agency Mortgage-Backed Securities |
| GNII SF DL2623 C     | 2055-09-20      | 6.5000%  | 0.0000% | $570746.00         | $601133.15         | Agency Mortgage-Backed Securities |
| GNMI SF 568466 X     | 2032-08-15      | 6.5000%  | 0.0000% | $2765753.00        | $5212.32           | Agency Mortgage-Backed Securities |
| GNII SF MA8562 M     | 2052-09-20      | 1.5000%  | 0.0000% | $180350.00         | $132671.03         | Agency Mortgage-Backed Securities |
| GNMI SF 544405 X     | 2031-06-15      | 6.5000%  | 0.0000% | $322723.00         | $7557.50           | Agency Mortgage-Backed Securities |
| GNII SF MA8642 M     | 2051-01-20      | 2.5000%  | 0.0000% | $11975098.00       | $7972457.31        | Agency Mortgage-Backed Securities |
| GNII JM MA8477 M     | 2051-05-20      | 3.0000%  | 0.0000% | $5482785.00        | $4037624.94        | Agency Mortgage-Backed Securities |
| GNII SF DG0474 C     | 2055-01-20      | 7.0000%  | 0.0000% | $2384118.00        | $2490292.59        | Agency Mortgage-Backed Securities |
| GNII SF MB0426 M     | 2055-05-20      | 6.5000%  | 0.0000% | $12588.00          | $12925.67          | Agency Mortgage-Backed Securities |
| GNII SF DM6267 C     | 2055-09-20      | 6.0000%  | 0.0000% | $7509296.00        | $7754401.92        | Agency Mortgage-Backed Securities |
| GNII SP 785283 C     | 2051-01-20      | 2.5000%  | 0.0000% | $175000.00         | $83743.12          | Agency Mortgage-Backed Securities |
| GNMI SF 723437 X     | 2039-11-15      | 5.0000%  | 0.0000% | $352491.00         | $11250.22          | Agency Mortgage-Backed Securities |
| GNII ET DM6730 C     | 2065-09-20      | 3.5000%  | 0.0000% | $191226.00         | $172313.83         | Agency Mortgage-Backed Securities |
| GNII SF 547245 C     | 2031-02-20      | 3.5000%  | 0.0000% | $709603.00         | $25220.98          | Agency Mortgage-Backed Securities |
| GNII RG CL3466 C     | 2049-08-20      | 5.0000%  | 0.0000% | $2786291.00        | $1437771.26        | Agency Mortgage-Backed Securities |
| GNII ET DM6731 C     | 2065-07-20      | 4.0000%  | 0.0000% | $78951.00          | $74244.43          | Agency Mortgage-Backed Securities |
| GNII SF DM3844 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1078468.00        | $1127316.59        | Agency Mortgage-Backed Securities |
| GNII SF MB0023 M     | 2054-11-20      | 4.0000%  | 0.0000% | $888509.00         | $816855.67         | Agency Mortgage-Backed Securities |
| GNII SF DM4315 C     | 2055-09-20      | 7.0000%  | 0.0000% | $1297468.00        | $1358455.34        | Agency Mortgage-Backed Securities |
| GNII SF DM6959 C     | 2055-09-20      | 5.0000%  | 0.0000% | $6294575.00        | $6299105.70        | Agency Mortgage-Backed Securities |
| GNII SF 497778 C     | 2029-01-20      | 3.5000%  | 0.0000% | $1010773.00        | $17075.32          | Agency Mortgage-Backed Securities |
| GNII ET DM3067 C     | 2065-09-20      | 4.0000%  | 0.0000% | $865422.00         | $818243.71         | Agency Mortgage-Backed Securities |
| GNII SP 785436 C     | 2051-04-20      | 2.5000%  | 0.0000% | $4000000.00        | $2136500.50        | Agency Mortgage-Backed Securities |
| GNII SP 785667 C     | 2051-10-20      | 2.5000%  | 0.0000% | $6366914.00        | $3882446.22        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI7614 | 2054-06-01      | 5.5000%  | 0.0000% | $15707.00          | $11631.81          | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP256327 | 2036-06-01      | 6.0000%  | 0.0000% | $1016.00           | $1.58              | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO1919 | 2039-02-01      | 6.0000%  | 0.0000% | $18080.00          | $11545.51          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD4789 | 2053-08-01      | 4.5000%  | 0.0000% | $13315.00          | $10884.18          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD7277 | 2055-06-01      | 5.0000%  | 0.0000% | $11382.00          | $11326.12          | Agency Mortgage-Backed Securities |
| FEPC 06.500 3PQU8192 | 2054-08-01      | 6.5000%  | 0.0000% | $10174.00          | $10402.29          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAS7272 | 2031-06-01      | 2.5000%  | 0.0000% | $8966200.00        | $973097.86         | Agency Mortgage-Backed Securities |
| 06.000 FGPC G08016 G | 2034-10-01      | 6.0000%  | 0.0000% | $14355.00          | $189.91            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM5698 | 2048-02-01      | 4.0000%  | 0.0000% | $137286.00         | $24049.44          | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLZA0719 | 2030-12-01      | 7.5000%  | 0.0000% | $3711.00           | $2.00              | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM9210 | 2051-10-01      | 3.0000%  | 0.0000% | $46867.00          | $29935.08          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1476 | 2052-03-01      | 3.0000%  | 0.0000% | $16446.00          | $11650.45          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3332 | 2048-04-01      | 3.5000%  | 0.0000% | $89820.00          | $11616.54          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL2519 | 2055-09-01      | 6.0000%  | 0.0000% | $11280.00          | $11644.58          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4437 | 2051-10-01      | 2.0000%  | 0.0000% | $17972.00          | $11413.37          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA3589 | 2034-02-01      | 4.0000%  | 0.0000% | $132000.00         | $11169.37          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL2862 | 2055-04-01      | 6.0000%  | 0.0000% | $11275.00          | $11588.54          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD3701 | 2055-03-01      | 5.5000%  | 0.0000% | $10650.00          | $10854.81          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA7688 | 2050-11-01      | 4.5000%  | 0.0000% | $27638.00          | $11482.32          | Agency Mortgage-Backed Securities |
| GNII SF MA5625 M     | 2033-11-20      | 4.5000%  | 0.0000% | $73831.00          | $10314.47          | Agency Mortgage-Backed Securities |
| GNII JM MA6468 M     | 2050-02-20      | 5.0000%  | 0.0000% | $1139194.00        | $333490.25         | Agency Mortgage-Backed Securities |
| GNII JM MA5699 M     | 2049-01-20      | 3.5000%  | 0.0000% | $1739230.00        | $51458.07          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ5083 | 2055-10-01      | 6.5000%  | 0.0000% | $10990.00          | $11549.73          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ2448 | 2055-08-01      | 5.0000%  | 0.0000% | $11417.00          | $11380.14          | Agency Mortgage-Backed Securities |
| GNMI SP 787712 X     | 2045-11-15      | 5.5000%  | 0.0000% | $404000.00         | $372646.31         | Agency Mortgage-Backed Securities |
| GNII ET DC9727 C     | 2063-12-20      | 7.5000%  | 0.0000% | $275446.00         | $281384.43         | Agency Mortgage-Backed Securities |
| GNII SF MA7367 M     | 2051-05-20      | 2.5000%  | 0.0000% | $22000.00          | $11675.03          | Agency Mortgage-Backed Securities |
| GNPL PN DA8489       | 2059-09-15      | 5.4800%  | 0.0000% | $48978.00          | $50610.31          | Agency Mortgage-Backed Securities |
| GNII SF MA7592 M     | 2051-09-20      | 4.0000%  | 0.0000% | $34896.00          | $19083.17          | Agency Mortgage-Backed Securities |
| GNAR AR 008913 M     | 2026-07-20      | 4.6250%  | 0.0000% | $100143892.00      | $6413.37           | Agency Mortgage-Backed Securities |
| GNII ET DL6750 C     | 2065-09-20      | 4.5000%  | 0.0000% | $530487.00         | $514312.98         | Agency Mortgage-Backed Securities |
| GNII ET DJ5050 C     | 2065-05-20      | 5.5000%  | 0.0000% | $89764.00          | $90312.86          | Agency Mortgage-Backed Securities |
| GNII ET DK8082 C     | 2065-07-20      | 3.0000%  | 0.0000% | $411450.00         | $361929.05         | Agency Mortgage-Backed Securities |
| GNII JM 005237 M     | 2041-11-20      | 3.5000%  | 0.0000% | $1294.00           | $19.02             | Agency Mortgage-Backed Securities |
| GNII SF DL4741 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1266982.00        | $1305941.47        | Agency Mortgage-Backed Securities |
| GNII SF DL4915 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1809615.00        | $1888812.09        | Agency Mortgage-Backed Securities |
| GNII SP 785790 C     | 2051-12-20      | 2.5000%  | 0.0000% | $123000.00         | $75422.68          | Agency Mortgage-Backed Securities |
| GNII SF BV8721 C     | 2050-07-20      | 2.5000%  | 0.0000% | $827055.00         | $461353.34         | Agency Mortgage-Backed Securities |
| GNII ET DL1369 C     | 2065-08-20      | 6.5000%  | 0.0000% | $3961918.00        | $3956277.02        | Agency Mortgage-Backed Securities |
| GNII SF DK9235 C     | 2055-07-20      | 5.5000%  | 0.0000% | $9700.00           | $9856.02           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZA3822 | 2030-08-01      | 2.5000%  | 0.0000% | $107659.00         | $11220.15          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4523 | 2043-07-01      | 3.5000%  | 0.0000% | $81681.00          | $11552.23          | Agency Mortgage-Backed Securities |
| FMAR 1G1962 G        | 2037-05-01      | 6.3000%  | 0.0000% | $5312.00           | $2.11              | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA3412 | 2038-07-01      | 3.5000%  | 0.0000% | $3585525.00        | $397776.31         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ2105 | 2055-09-01      | 7.0000%  | 0.0000% | $10940.00          | $11544.26          | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIFM7904 | 2036-07-01      | 1.5000%  | 0.0000% | $22938.00          | $11601.99          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBJ0131 | 2047-10-01      | 3.5000%  | 0.0000% | $2788.00           | $751.18            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7599 | 2051-01-01      | 3.5000%  | 0.0000% | $34250.00          | $11615.45          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM7411 | 2051-05-01      | 2.0000%  | 0.0000% | $18067.00          | $11590.65          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL905142 | 2037-02-01      | 5.5000%  | 0.0000% | $1325000.00        | $6190.71           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB8381 | 2054-08-01      | 5.5000%  | 0.0000% | $36231.00          | $34002.01          | Agency Mortgage-Backed Securities |
| GNII SF MA6339 M     | 2049-12-20      | 3.5000%  | 0.0000% | $356502.00         | $46264.60          | Agency Mortgage-Backed Securities |
| GNII SF MA7192 M     | 2051-02-20      | 2.0000%  | 0.0000% | $34598.00          | $17619.52          | Agency Mortgage-Backed Securities |
| GNMI SF AD5950 X     | 2043-03-15      | 3.5000%  | 0.0000% | $25000.00          | $5603.05           | Agency Mortgage-Backed Securities |
| GNII RG CL6778 C     | 2049-05-20      | 5.5000%  | 0.0000% | $1308496.00        | $917506.72         | Agency Mortgage-Backed Securities |
| GNII SF DJ4850 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1609590.00        | $1691887.52        | Agency Mortgage-Backed Securities |
| GNII SF DJ3776 C     | 2055-03-20      | 7.0000%  | 0.0000% | $3630.00           | $3775.40           | Agency Mortgage-Backed Securities |
| GNMI SF AD5625 X     | 2043-05-15      | 3.5000%  | 0.0000% | $1312450.00        | $114760.54         | Agency Mortgage-Backed Securities |
| GNII ET CW9144 C     | 2063-07-20      | 6.5000%  | 0.0000% | $4746861.00        | $1445706.99        | Agency Mortgage-Backed Securities |
| GNII RG CN0928 C     | 2039-02-20      | 6.0000%  | 0.0000% | $11330.00          | $7297.18           | Agency Mortgage-Backed Securities |
| GNAR AS MA4735 M     | 2047-09-20      | 4.5000%  | 0.0000% | $1000000.00        | $90853.34          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5855 | 2055-09-01      | 6.5000%  | 0.0000% | $11071.00          | $11513.76          | Agency Mortgage-Backed Securities |
| GNII SF CU9626 C     | 2053-05-20      | 6.5000%  | 0.0000% | $20172.00          | $11462.61          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAD0914 | 2040-03-01      | 5.5000%  | 0.0000% | $267157.00         | $10541.61          | Agency Mortgage-Backed Securities |
| GNII SF MA9774 M     | 2050-02-20      | 3.0000%  | 0.0000% | $25958.00          | $21112.80          | Agency Mortgage-Backed Securities |
| GNPL PN DJ0342       | 2060-10-15      | 5.7000%  | 0.0000% | $3939000.00        | $4154288.67        | Agency Mortgage-Backed Securities |
| GNII SF DH4880 C     | 2055-07-20      | 6.5000%  | 0.0000% | $4635.00           | $4832.67           | Agency Mortgage-Backed Securities |
| GNII SF DL3678 C     | 2055-07-20      | 5.5000%  | 0.0000% | $5770.00           | $5866.16           | Agency Mortgage-Backed Securities |
| GNII SF DK6562 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1296344.00        | $1366508.18        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ1108 | 2055-08-01      | 5.0000%  | 0.0000% | $11597.00          | $11585.74          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9008 | 2054-09-01      | 5.5000%  | 0.0000% | $12450.00          | $11560.86          | Agency Mortgage-Backed Securities |
| GNII SF MA4260 M     | 2047-02-20      | 2.5000%  | 0.0000% | $355000.00         | $78211.99          | Agency Mortgage-Backed Securities |
| GNII SF MA6338 M     | 2049-12-20      | 3.0000%  | 0.0000% | $1329000.00        | $231190.68         | Agency Mortgage-Backed Securities |
| GNII SF MA5566 M     | 2033-11-20      | 4.5000%  | 0.0000% | $1527447.00        | $37340.82          | Agency Mortgage-Backed Securities |
| GNII SF MA6038 M     | 2049-07-20      | 3.0000%  | 0.0000% | $3820590.00        | $493719.12         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL2518 | 2055-08-01      | 6.0000%  | 0.0000% | $22179.00          | $22863.30          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH1538 | 2053-09-01      | 6.5000%  | 0.0000% | $21644.00          | $11494.80          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQH4902 | 2053-11-01      | 4.5000%  | 0.0000% | $11943.00          | $11258.16          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB8262 | 2038-09-01      | 5.0000%  | 0.0000% | $17305.00          | $11606.19          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3498 | 2040-04-01      | 5.5000%  | 0.0000% | $11351.00          | $11470.37          | Agency Mortgage-Backed Securities |
| 03.000 FGPC C91831 G | 2035-06-01      | 3.0000%  | 0.0000% | $1141.00           | $138.50            | Agency Mortgage-Backed Securities |
| 09.000 FGPC C44395 G | 2030-11-01      | 9.0000%  | 0.0000% | $1785.00           | $0.24              | Agency Mortgage-Backed Securities |
| GNII SF MA5690 M     | 2031-08-20      | 7.0000%  | 0.0000% | $15763.00          | $3631.48           | Agency Mortgage-Backed Securities |
| GNII SF MA5713 M     | 2049-01-20      | 5.5000%  | 0.0000% | $9227798.00        | $718889.31         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL545868 | 2032-08-01      | 7.0000%  | 0.0000% | $4305.00           | $15.45             | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIRC3558 | 2040-08-01      | 6.0000%  | 0.0000% | $6848.00           | $7098.28           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZT0714 | 2048-10-01      | 5.0000%  | 0.0000% | $285000.00         | $26779.05          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ9116 | 2054-11-01      | 6.5000%  | 0.0000% | $11187.00          | $11601.94          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDD9513 | 2040-08-01      | 5.5000%  | 0.0000% | $11380.00          | $11626.27          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBV8551 | 2052-05-01      | 3.5000%  | 0.0000% | $15000.00          | $10924.09          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB5973 | 2054-06-01      | 6.0000%  | 0.0000% | $92036.00          | $85255.15          | Agency Mortgage-Backed Securities |
| FMAR 782987 G        | 2035-01-01      | 6.5000%  | 0.0000% | $12895.00          | $86.87             | Agency Mortgage-Backed Securities |
| GNII SP 787154 C     | 2053-11-20      | 6.5000%  | 0.0000% | $4400000.00        | $2997321.75        | Agency Mortgage-Backed Securities |
| GNII SF DK9455 C     | 2055-07-20      | 5.5000%  | 0.0000% | $11367.00          | $11556.08          | Agency Mortgage-Backed Securities |
| GNMI SF AX5831 X     | 2047-01-15      | 4.0000%  | 0.0000% | $365444.00         | $28572.72          | Agency Mortgage-Backed Securities |
| GNII SF CZ1221 C     | 2054-03-20      | 7.5000%  | 0.0000% | $2761911.00        | $2867638.04        | Agency Mortgage-Backed Securities |
| GNII SF MA7988 M     | 2052-04-20      | 3.0000%  | 0.0000% | $19848.00          | $13414.68          | Agency Mortgage-Backed Securities |
| GNII SF 003227 M     | 2032-04-20      | 6.0000%  | 0.0000% | $2201400.00        | $6435.25           | Agency Mortgage-Backed Securities |
| GNII ET DJ6081 C     | 2065-07-20      | 3.5000%  | 0.0000% | $499759.00         | $449959.41         | Agency Mortgage-Backed Securities |
| GNII ET DJ7238 C     | 2064-10-20      | 5.5000%  | 0.0000% | $150401.00         | $151311.32         | Agency Mortgage-Backed Securities |
| GNII JM MA9351 M     | 2053-11-20      | 6.5000%  | 0.0000% | $42440.00          | $11630.73          | Agency Mortgage-Backed Securities |
| GNII SF AO3452 C     | 2047-12-20      | 3.5000%  | 0.0000% | $8073911.00        | $499736.29         | Agency Mortgage-Backed Securities |
| GNII ET DL1241 C     | 2065-07-20      | 6.5000%  | 0.0000% | $611230.00         | $629629.95         | Agency Mortgage-Backed Securities |
| GNII SF DB7835 C     | 2054-06-20      | 5.5000%  | 0.0000% | $1725028.00        | $1729832.55        | Agency Mortgage-Backed Securities |
| GNII SF DB8715 C     | 2054-05-20      | 6.0000%  | 0.0000% | $1957082.00        | $1691946.77        | Agency Mortgage-Backed Securities |
| GNII SF DD7703 C     | 2054-08-20      | 7.0000%  | 0.0000% | $2496775.00        | $2434985.98        | Agency Mortgage-Backed Securities |
| GNII SP 784408 C     | 2047-10-20      | 3.5000%  | 0.0000% | $687066.00         | $320560.00         | Agency Mortgage-Backed Securities |
| GNII SP 785054 C     | 2050-06-20      | 3.0000%  | 0.0000% | $560000.00         | $255640.04         | Agency Mortgage-Backed Securities |
| GNMI SF BS5008 X     | 2050-02-15      | 3.0000%  | 0.0000% | $53773.00          | $11639.32          | Agency Mortgage-Backed Securities |
| GNII SF DL5860 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1119437.00        | $1183185.52        | Agency Mortgage-Backed Securities |
| GNII SF DL6013 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2003449.00        | $2090801.24        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBV1576 | 2055-05-01      | 5.5000%  | 0.0000% | $11700.00          | $11600.47          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7740 | 2053-12-01      | 6.5000%  | 0.0000% | $11280.00          | $11600.78          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4747 | 2055-10-01      | 6.0000%  | 0.0000% | $12645.00          | $13058.79          | Agency Mortgage-Backed Securities |
| FNMS 03.000 I4BF0675 | 2062-09-01      | 3.0000%  | 0.0000% | $1000.00           | $703.24            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS573676 | 2027-12-01      | 3.1500%  | 0.0000% | $1738.00           | $1.56              | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD0539 | 2055-02-01      | 5.5000%  | 0.0000% | $14819.00          | $15107.49          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX XYBM7189 | 2025-10-25      | 3.0300%  | 0.0000% | $6800.00           | $221.80            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CKBP6527 | 2050-08-01      | 4.0000%  | 0.0000% | $9419.00           | $3398.51           | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZS0570 | 2031-06-01      | 7.0000%  | 0.0000% | $2176.00           | $1.86              | Agency Mortgage-Backed Securities |
| FEPC 04.500 CISB8191 | 2037-10-01      | 4.5000%  | 0.0000% | $662765.00         | $387107.82         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQB9703 | 2051-02-01      | 2.0000%  | 0.0000% | $44290.00          | $25172.58          | Agency Mortgage-Backed Securities |
| 04.000 FGPC G61581 G | 2048-08-01      | 4.0000%  | 0.0000% | $1000.00           | $146.92            | Agency Mortgage-Backed Securities |
| GNII SF BS7617 C     | 2050-06-20      | 2.5000%  | 0.0000% | $1133158.00        | $659834.62         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5772 | 2040-07-01      | 5.5000%  | 0.0000% | $1664.00           | $1581.94           | Agency Mortgage-Backed Securities |
| GNII SF DI8857 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1323973.00        | $1384381.95        | Agency Mortgage-Backed Securities |
| GNII SF AX4342 C     | 2046-10-20      | 3.5000%  | 0.0000% | $36404.00          | $10991.13          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5793 | 2055-08-01      | 6.0000%  | 0.0000% | $15298.00          | $15389.29          | Agency Mortgage-Backed Securities |
| GNII SF MA8702 M     | 2030-06-20      | 8.5000%  | 0.0000% | $37624.00          | $27279.80          | Agency Mortgage-Backed Securities |
| GNMI SF AZ5517 X     | 2047-04-15      | 3.0000%  | 0.0000% | $319683.00         | $202896.95         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA5523 | 2039-10-01      | 4.0000%  | 0.0000% | $68858.00          | $60876.52          | Agency Mortgage-Backed Securities |
| GNII RG CI4462 C     | 2044-07-20      | 4.0000%  | 0.0000% | $1616491.00        | $946583.53         | Agency Mortgage-Backed Securities |
| GNII SF 790734 C     | 2055-09-20      | 5.5000%  | 0.0000% | $11111.00          | $11319.47          | Agency Mortgage-Backed Securities |
| GNII RG CO9536 C     | 2038-10-20      | 6.5000%  | 0.0000% | $1078795.00        | $805468.91         | Agency Mortgage-Backed Securities |
| GNMI SF 752201 X     | 2046-05-15      | 2.5000%  | 0.0000% | $2186840.00        | $1218004.53        | Agency Mortgage-Backed Securities |
| GNMI SP 783321 X     | 2040-12-15      | 5.5000%  | 0.0000% | $320616.00         | $10570.12          | Agency Mortgage-Backed Securities |
| GNII SF DI0917 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1840810.00        | $1920752.58        | Agency Mortgage-Backed Securities |
| GNII SF CW4830 C     | 2053-08-20      | 6.5000%  | 0.0000% | $1572353.00        | $820736.49         | Agency Mortgage-Backed Securities |
| GNII SF MB0237 M     | 2030-04-20      | 7.0000%  | 0.0000% | $60827.00          | $57871.26          | Agency Mortgage-Backed Securities |
| GNII ET CV9346 C     | 2063-06-20      | 6.0000%  | 0.0000% | $1241.00           | $397.82            | Agency Mortgage-Backed Securities |
| GNII SF CV6284 C     | 2053-09-20      | 7.0000%  | 0.0000% | $1134310.00        | $1089599.94        | Agency Mortgage-Backed Securities |
| GNII SF DK7896 C     | 2055-09-20      | 6.0000%  | 0.0000% | $11117.00          | $11579.38          | Agency Mortgage-Backed Securities |
| GNII SF 711788 C     | 2033-07-20      | 3.5000%  | 0.0000% | $1532120.00        | $390087.97         | Agency Mortgage-Backed Securities |
| GNMI SF 708225 X     | 2039-02-15      | 5.0000%  | 0.0000% | $1000000.00        | $11504.63          | Agency Mortgage-Backed Securities |
| GNII SF DL2514 C     | 2055-07-20      | 5.5000%  | 0.0000% | $3708.00           | $3766.97           | Agency Mortgage-Backed Securities |
| GNII SF DA0350 C     | 2054-05-20      | 6.5000%  | 0.0000% | $8223.00           | $755.64            | Agency Mortgage-Backed Securities |
| GNII SF DK6212 C     | 2055-08-20      | 5.5000%  | 0.0000% | $1336281.00        | $1368142.27        | Agency Mortgage-Backed Securities |
| GNII SF DD1959 C     | 2054-07-20      | 7.0000%  | 0.0000% | $1062434.00        | $1097263.18        | Agency Mortgage-Backed Securities |
| GNMI SF 590247 X     | 2032-05-15      | 6.5000%  | 0.0000% | $182513.00         | $11186.95          | Agency Mortgage-Backed Securities |
| GNII SF DE5115 C     | 2054-09-20      | 7.0000%  | 0.0000% | $1015094.00        | $1049564.09        | Agency Mortgage-Backed Securities |
| GNMI SF AZ8592 X     | 2047-04-15      | 4.0000%  | 0.0000% | $136602.00         | $35989.88          | Agency Mortgage-Backed Securities |
| GNII SF DI8933 C     | 2055-09-20      | 6.0000%  | 0.0000% | $6092.00           | $6321.88           | Agency Mortgage-Backed Securities |

### Security 307: FICC - JPMORGAN CHASE & CO

- **C.1 - Title:** FICC - JPMORGAN CHASE & CO 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BDJT8, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1BDJT8
- **C.18 - Value (incl. sponsor support):** $703000000.00
- **C.18.a - Value (excl. sponsor support):** $703000000.00
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 | 2029-07-31      | 2.6250%  | 0.0000% | $169779400.00      | $164193356.04      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 4.8750%  | 0.0000% | $522624500.00      | $551951229.93      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $889200.00         | $915498.25         | U.S. Treasuries (including strips) |

### Security 308: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.200000%
- **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: ARP1BDK17, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1BDK17
- **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:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 002643 M | 2028-09-20      | 6.0000%  | 0.0000% | $191000.00         | $282.50            | Agency Mortgage-Backed Securities |
| GNII SF DI6124 C | 2055-04-20      | 5.5000%  | 0.0000% | $1024.00           | $1037.73           | Agency Mortgage-Backed Securities |
| GNII SF DI6456 C | 2055-04-20      | 5.5000%  | 0.0000% | $23367.00          | $23718.92          | Agency Mortgage-Backed Securities |
| GNII SF 003931 M | 2036-12-20      | 6.0000%  | 0.0000% | $400000.00         | $4917.10           | Agency Mortgage-Backed Securities |
| GNMI SF BB6967 X | 2047-06-15      | 4.0000%  | 0.0000% | $28000.00          | $4550.44           | Agency Mortgage-Backed Securities |
| GNII SF 003610 M | 2034-09-20      | 5.5000%  | 0.0000% | $50000.00          | $585.83            | Agency Mortgage-Backed Securities |
| GNII SF DL0833 C | 2055-09-20      | 6.5000%  | 0.0000% | $1000.00           | $1050.53           | Agency Mortgage-Backed Securities |
| GNII JM 004308 M | 2038-12-20      | 5.0000%  | 0.0000% | $100000.00         | $508.87            | Agency Mortgage-Backed Securities |
| GNMI SF BC1180 X | 2047-08-15      | 4.0000%  | 0.0000% | $47740.00          | $4857.40           | Agency Mortgage-Backed Securities |
| GNMI SF 554033 X | 2031-12-15      | 6.5000%  | 0.0000% | $40340.00          | $1048.22           | Agency Mortgage-Backed Securities |
| GNMI SF 736057 X | 2040-06-15      | 5.0000%  | 0.0000% | $247017.00         | $3161.30           | Agency Mortgage-Backed Securities |
| GNMI SF 732938 X | 2040-01-15      | 5.0000%  | 0.0000% | $100000.00         | $3929.50           | Agency Mortgage-Backed Securities |
| GNMI SF 569899 X | 2032-06-15      | 6.5000%  | 0.0000% | $2071729.00        | $2408.56           | Agency Mortgage-Backed Securities |
| GNMI SF BR6083 X | 2049-12-15      | 3.5000%  | 0.0000% | $3545.00           | $368.47            | Agency Mortgage-Backed Securities |
| GNMI SF 693631 X | 2038-07-15      | 5.5000%  | 0.0000% | $756137.00         | $3715.40           | Agency Mortgage-Backed Securities |
| GNII JM MA6030 M | 2049-07-20      | 3.5000%  | 0.0000% | $120000.00         | $3984.70           | Agency Mortgage-Backed Securities |
| GNII SF MA5245 M | 2027-10-20      | 8.0000%  | 0.0000% | $161316.00         | $1392.47           | Agency Mortgage-Backed Securities |
| GNII SF DJ5758 C | 2055-05-20      | 6.5000%  | 0.0000% | $8017280.00        | $8443947.30        | Agency Mortgage-Backed Securities |
| GNII SF MA2072 M | 2044-07-20      | 3.0000%  | 0.0000% | $40000.00          | $3841.46           | Agency Mortgage-Backed Securities |
| GNII SF AM4929 C | 2045-04-20      | 3.5000%  | 0.0000% | $6000.00           | $859.01            | Agency Mortgage-Backed Securities |
| GNII SF CM0733 C | 2052-06-20      | 4.5000%  | 0.0000% | $274936.00         | $253781.87         | Agency Mortgage-Backed Securities |
| GNII SF 002426 M | 2027-05-20      | 6.5000%  | 0.0000% | $400000.00         | $144.38            | Agency Mortgage-Backed Securities |
| GNII SF 002644 M | 2028-09-20      | 6.5000%  | 0.0000% | $2990000.00        | $2026.73           | Agency Mortgage-Backed Securities |
| GNII SF MA5296 M | 2027-05-20      | 1.5000%  | 0.0000% | $26427.00          | $4202.14           | Agency Mortgage-Backed Securities |
| GNII SF MA3803 M | 2046-07-20      | 3.5000%  | 0.0000% | $16000.00          | $1749.94           | Agency Mortgage-Backed Securities |
| GNII SF MA0300 M | 2027-08-20      | 3.0000%  | 0.0000% | $30000.00          | $575.63            | Agency Mortgage-Backed Securities |
| GNII SF MA1285 M | 2043-09-20      | 3.5000%  | 0.0000% | $26665.00          | $2608.37           | Agency Mortgage-Backed Securities |
| GNAR AT MA3334 M | 2045-12-20      | 4.6250%  | 0.0000% | $58000.00          | $1307.75           | Agency Mortgage-Backed Securities |
| GNII SP 785015 C | 2049-10-20      | 3.5000%  | 0.0000% | $1024.00           | $202.50            | Agency Mortgage-Backed Securities |
| GNMI SF 604290 X | 2033-05-15      | 5.0000%  | 0.0000% | $91000.00          | $1733.94           | Agency Mortgage-Backed Securities |
| GNII SF MA8729 M | 2052-12-20      | 7.0000%  | 0.0000% | $4488.00           | $1796.61           | Agency Mortgage-Backed Securities |
| GNAR FB MA1113 M | 2043-06-20      | 6.2500%  | 0.0000% | $182000.00         | $2026.91           | Agency Mortgage-Backed Securities |
| GNMI SF 755071 X | 2042-09-15      | 3.0000%  | 0.0000% | $58810.00          | $4971.11           | Agency Mortgage-Backed Securities |
| GNMI SF 570033 X | 2032-07-15      | 6.5000%  | 0.0000% | $729120.00         | $1984.59           | Agency Mortgage-Backed Securities |
| GNMI SF 588010 X | 2032-07-15      | 6.5000%  | 0.0000% | $1999920.00        | $1461.90           | Agency Mortgage-Backed Securities |
| GNII BD DK5793 C | 2055-08-20      | 4.0000%  | 0.0000% | $1028886.00        | $941499.52         | Agency Mortgage-Backed Securities |
| GNMI SF 710719 X | 2039-07-15      | 5.5000%  | 0.0000% | $88463.00          | $1314.33           | Agency Mortgage-Backed Securities |
| GNMI SF 693508 X | 2038-07-15      | 5.5000%  | 0.0000% | $1000000.00        | $4370.55           | Agency Mortgage-Backed Securities |
| GNMI SP 782939 X | 2036-09-15      | 5.0000%  | 0.0000% | $1000.00           | $32.91             | Agency Mortgage-Backed Securities |
| GNMI SF 672767 X | 2038-06-15      | 6.5000%  | 0.0000% | $1000.00           | $4.51              | Agency Mortgage-Backed Securities |
| GNII SF 005211 M | 2041-10-20      | 3.0000%  | 0.0000% | $30000.00          | $2275.03           | Agency Mortgage-Backed Securities |
| GNMI SF 723249 X | 2039-10-15      | 5.5000%  | 0.0000% | $25000.00          | $1724.49           | Agency Mortgage-Backed Securities |
| GNMI SF 723541 X | 2039-12-15      | 5.0000%  | 0.0000% | $55790.00          | $1286.88           | Agency Mortgage-Backed Securities |
| GNII SF 004910 M | 2026-01-20      | 3.5000%  | 0.0000% | $1500000.00        | $1731.77           | Agency Mortgage-Backed Securities |
| GNII SF 003080 M | 2031-05-20      | 6.5000%  | 0.0000% | $1500000.00        | $2659.62           | Agency Mortgage-Backed Securities |
| GNII SF 004954 M | 2026-02-20      | 3.0000%  | 0.0000% | $1033321.00        | $1361.55           | Agency Mortgage-Backed Securities |
| GNMI SF 460993 X | 2027-11-15      | 7.5000%  | 0.0000% | $1253407.00        | $847.79            | Agency Mortgage-Backed Securities |
| GNMI SF 469991 X | 2029-02-15      | 6.5000%  | 0.0000% | $580808.00         | $697.73            | Agency Mortgage-Backed Securities |
| GNII SF 004371 M | 2039-02-20      | 6.0000%  | 0.0000% | $125000.00         | $2166.11           | Agency Mortgage-Backed Securities |
| GNII SF 002671 M | 2028-11-20      | 6.0000%  | 0.0000% | $33000.00          | $41.01             | Agency Mortgage-Backed Securities |
| GNII SF 003039 M | 2031-02-20      | 6.5000%  | 0.0000% | $1500000.00        | $982.72            | Agency Mortgage-Backed Securities |
| GNII SF 003172 M | 2031-12-20      | 6.0000%  | 0.0000% | $150000.00         | $468.85            | Agency Mortgage-Backed Securities |
| GNII FS 004483 M | 2039-07-20      | 4.0000%  | 0.0000% | $50000.00          | $2060.79           | Agency Mortgage-Backed Securities |
| GNII SF 003132 M | 2031-09-20      | 6.0000%  | 0.0000% | $50000.00          | $100.20            | Agency Mortgage-Backed Securities |
| GNII SF 003416 M | 2033-07-20      | 6.0000%  | 0.0000% | $452000.00         | $3974.27           | Agency Mortgage-Backed Securities |
| GNII SF 002167 M | 2026-02-20      | 6.5000%  | 0.0000% | $676392.00         | $29.10             | Agency Mortgage-Backed Securities |
| GNMI SF 658258 X | 2037-01-15      | 6.0000%  | 0.0000% | $660359.00         | $2765.35           | Agency Mortgage-Backed Securities |
| GNMI SF 699835 X | 2039-11-15      | 5.5000%  | 0.0000% | $50000.00          | $307.30            | Agency Mortgage-Backed Securities |
| GNII SF 003237 M | 2032-05-20      | 5.5000%  | 0.0000% | $25000.00          | $123.74            | Agency Mortgage-Backed Securities |
| GNII SF 002548 M | 2028-02-20      | 7.0000%  | 0.0000% | $3000151.00        | $1453.06           | Agency Mortgage-Backed Securities |
| GNII SF 002550 M | 2028-02-20      | 8.0000%  | 0.0000% | $100000.00         | $8.90              | Agency Mortgage-Backed Securities |
| GNII SF 004222 M | 2038-08-20      | 6.0000%  | 0.0000% | $500000.00         | $4453.84           | Agency Mortgage-Backed Securities |
| GNMI SP 783535 X | 2042-02-15      | 4.0000%  | 0.0000% | $1008.00           | $61.92             | Agency Mortgage-Backed Securities |
| GNMI SF 603333 X | 2032-12-15      | 5.5000%  | 0.0000% | $195625.00         | $1250.30           | Agency Mortgage-Backed Securities |
| GNII SF 002767 M | 2029-06-20      | 6.5000%  | 0.0000% | $795481.00         | $848.28            | Agency Mortgage-Backed Securities |
| GNMI SF 755948 X | 2041-01-15      | 3.5000%  | 0.0000% | $39947.00          | $3704.03           | Agency Mortgage-Backed Securities |
| GNMI SF 587980 X | 2032-06-15      | 6.5000%  | 0.0000% | $884966.00         | $3886.81           | Agency Mortgage-Backed Securities |
| GNMI SF 584464 X | 2032-06-15      | 6.5000%  | 0.0000% | $951838.00         | $3979.93           | Agency Mortgage-Backed Securities |
| GNII SF 003284 M | 2032-09-20      | 5.5000%  | 0.0000% | $75000.00          | $274.09            | Agency Mortgage-Backed Securities |
| GNII SF 003530 M | 2034-03-20      | 5.5000%  | 0.0000% | $75000.00          | $1010.11           | Agency Mortgage-Backed Securities |
| GNII SF 002603 M | 2028-06-20      | 6.5000%  | 0.0000% | $5000000.00        | $3142.60           | Agency Mortgage-Backed Securities |
| GNII SF DL8568 C | 2055-07-20      | 7.5000%  | 0.0000% | $1000.00           | $1064.24           | Agency Mortgage-Backed Securities |
| GNII SF MA5799 M | 2031-08-20      | 7.5000%  | 0.0000% | $31209.00          | $1837.71           | Agency Mortgage-Backed Securities |
| GNMI SF AD2224 X | 2043-02-15      | 3.5000%  | 0.0000% | $25000.00          | $2178.58           | Agency Mortgage-Backed Securities |
| GNMI SF AD2412 X | 2043-05-15      | 3.5000%  | 0.0000% | $25000.00          | $2158.25           | Agency Mortgage-Backed Securities |
| GNII SF MA4265 M | 2047-02-20      | 5.0000%  | 0.0000% | $30000.00          | $2775.28           | Agency Mortgage-Backed Securities |
| GNII SF 003133 M | 2031-09-20      | 6.5000%  | 0.0000% | $125345.00         | $182.46            | Agency Mortgage-Backed Securities |
| GNII SF 003941 M | 2037-01-20      | 6.0000%  | 0.0000% | $200570.00         | $2262.00           | Agency Mortgage-Backed Securities |
| GNII SF MA5168 M | 2033-05-20      | 4.5000%  | 0.0000% | $48146.00          | $4690.34           | Agency Mortgage-Backed Securities |
| GNMI SF AD3518 X | 2043-04-15      | 3.5000%  | 0.0000% | $25000.00          | $4130.31           | Agency Mortgage-Backed Securities |
| GNII SF DK0285 C | 2055-05-20      | 5.0000%  | 0.0000% | $5769384.00        | $5760098.97        | Agency Mortgage-Backed Securities |
| GNAR AR 008892 M | 2026-06-20      | 5.6250%  | 0.0000% | $41087422.00       | $2989.49           | Agency Mortgage-Backed Securities |
| GNMI SF 421379 X | 2033-11-15      | 6.5000%  | 0.0000% | $55000.00          | $383.12            | Agency Mortgage-Backed Securities |
| GNAR AR 008815 M | 2026-02-20      | 5.6250%  | 0.0000% | $50161008.00       | $3299.72           | Agency Mortgage-Backed Securities |
| GNMI SP 782958 X | 2040-05-15      | 5.0000%  | 0.0000% | $125000.00         | $3336.83           | Agency Mortgage-Backed Securities |
| GNAR AR 080023 M | 2026-12-20      | 4.7500%  | 0.0000% | $19035907.00       | $4586.20           | Agency Mortgage-Backed Securities |
| GNMI SP 781811 X | 2034-10-15      | 5.0000%  | 0.0000% | $225000.00         | $3360.08           | Agency Mortgage-Backed Securities |
| GNII SP 785250 M | 2045-12-20      | 3.5000%  | 0.0000% | $1024.00           | $347.97            | Agency Mortgage-Backed Securities |
| GNII SF MA7369 M | 2051-05-20      | 3.5000%  | 0.0000% | $10000.00          | $4694.60           | Agency Mortgage-Backed Securities |
| GNII JM MA0002 M | 2026-11-20      | 3.0000%  | 0.0000% | $250000.00         | $2680.53           | Agency Mortgage-Backed Securities |
| GNMI SF 746166 X | 2038-09-15      | 6.0000%  | 0.0000% | $26572.00          | $1523.10           | Agency Mortgage-Backed Securities |
| GNMI SF 563338 X | 2031-09-15      | 6.5000%  | 0.0000% | $420870.00         | $545.80            | Agency Mortgage-Backed Securities |
| GNMI SP 783807 X | 2043-08-15      | 2.5000%  | 0.0000% | $15936.00          | $2558.50           | Agency Mortgage-Backed Securities |
| GNMI SF 552766 X | 2032-09-15      | 6.5000%  | 0.0000% | $700478.00         | $3673.87           | Agency Mortgage-Backed Securities |
| GNMI SF 564648 X | 2031-06-15      | 6.5000%  | 0.0000% | $30935.00          | $80.17             | Agency Mortgage-Backed Securities |
| GNII SF 004073 M | 2038-01-20      | 6.0000%  | 0.0000% | $200000.00         | $1966.56           | Agency Mortgage-Backed Securities |
| GNII SF AA1000 C | 2027-05-20      | 3.0000%  | 0.0000% | $165000.00         | $1915.46           | Agency Mortgage-Backed Securities |
| GNMI SF 774290 X | 2042-02-15      | 5.0000%  | 0.0000% | $65290.00          | $2457.86           | Agency Mortgage-Backed Securities |
| GNMI SF 797250 X | 2042-03-15      | 3.5000%  | 0.0000% | $2219.00           | $99.00             | Agency Mortgage-Backed Securities |
| GNMI SF 723939 X | 2039-09-15      | 5.0000%  | 0.0000% | $138267.00         | $1722.93           | Agency Mortgage-Backed Securities |
| GNMI SF 723438 X | 2039-11-15      | 5.5000%  | 0.0000% | $45582.00          | $1908.78           | Agency Mortgage-Backed Securities |
| GNMI SF 545051 X | 2031-02-15      | 6.5000%  | 0.0000% | $380928.00         | $2324.60           | Agency Mortgage-Backed Securities |
| GNMI SF 733963 X | 2025-10-15      | 3.5000%  | 0.0000% | $500000.00         | $9.26              | Agency Mortgage-Backed Securities |
| GNMI SF 448335 X | 2031-04-15      | 6.5000%  | 0.0000% | $55958.00          | $39.97             | Agency Mortgage-Backed Securities |
| GNMI SF 567628 X | 2032-04-15      | 6.5000%  | 0.0000% | $55003.00          | $124.78            | Agency Mortgage-Backed Securities |
| GNMI SF 721041 X | 2039-12-15      | 5.0000%  | 0.0000% | $340000.00         | $124.76            | Agency Mortgage-Backed Securities |
| GNAR AR 008876 M | 2026-05-20      | 5.6250%  | 0.0000% | $37691793.00       | $3339.55           | Agency Mortgage-Backed Securities |
| GNAR AR 080115 M | 2027-09-20      | 4.6250%  | 0.0000% | $11890721.00       | $3129.82           | Agency Mortgage-Backed Securities |
| GNMI SF 490279 X | 2029-06-15      | 7.0000%  | 0.0000% | $935874.00         | $1193.57           | Agency Mortgage-Backed Securities |
| GNAR AR 080011 M | 2026-11-20      | 4.7500%  | 0.0000% | $3000000.00        | $521.49            | Agency Mortgage-Backed Securities |
| GNMI SF 511460 X | 2035-04-15      | 5.0000%  | 0.0000% | $150564.00         | $4777.35           | Agency Mortgage-Backed Securities |
| GNMI SF 486516 X | 2028-09-15      | 6.5000%  | 0.0000% | $2000000.00        | $827.74            | Agency Mortgage-Backed Securities |
| GNMI SF 555704 X | 2032-02-15      | 6.5000%  | 0.0000% | $72840.00          | $42.05             | Agency Mortgage-Backed Securities |
| GNII SF DL9404 C | 2055-08-20      | 6.0000%  | 0.0000% | $1000.00           | $1036.03           | Agency Mortgage-Backed Securities |
| GNII SF DL0834 C | 2055-09-20      | 6.5000%  | 0.0000% | $1000.00           | $1040.92           | Agency Mortgage-Backed Securities |
| GNII SF DL0870 C | 2055-09-20      | 6.0000%  | 0.0000% | $1024.00           | $1077.06           | Agency Mortgage-Backed Securities |
| GNMI SF 564821 X | 2031-09-15      | 6.5000%  | 0.0000% | $568392.00         | $577.07            | Agency Mortgage-Backed Securities |
| GNII SF 002975 M | 2030-09-20      | 9.0000%  | 0.0000% | $200000.00         | $55.51             | Agency Mortgage-Backed Securities |
| GNII SF 003376 M | 2033-04-20      | 6.0000%  | 0.0000% | $468000.00         | $3506.48           | Agency Mortgage-Backed Securities |
| GNII SF 003295 M | 2032-10-20      | 5.5000%  | 0.0000% | $200000.00         | $1065.18           | Agency Mortgage-Backed Securities |
| GNII SF 004961 M | 2036-10-20      | 6.0000%  | 0.0000% | $109470.00         | $3500.70           | Agency Mortgage-Backed Securities |
| GNII SF 003652 M | 2034-12-20      | 5.5000%  | 0.0000% | $50000.00          | $781.91            | Agency Mortgage-Backed Securities |
| GNMI SF 422963 X | 2029-03-15      | 6.5000%  | 0.0000% | $503405.00         | $4195.80           | Agency Mortgage-Backed Securities |
| GNMI SF 506607 X | 2029-03-15      | 6.5000%  | 0.0000% | $27681.00          | $48.11             | Agency Mortgage-Backed Securities |
| GNMI SF 434141 X | 2029-01-15      | 6.5000%  | 0.0000% | $204197.00         | $189.66            | Agency Mortgage-Backed Securities |
| GNAR AR 080393 M | 2030-04-20      | 5.6250%  | 0.0000% | $1916904.00        | $2292.38           | Agency Mortgage-Backed Securities |
| GNMI SF 723599 X | 2040-01-15      | 5.5000%  | 0.0000% | $25000.00          | $1970.15           | Agency Mortgage-Backed Securities |
| GNMI SF 465529 X | 2028-05-15      | 6.5000%  | 0.0000% | $1100000.00        | $2220.54           | Agency Mortgage-Backed Securities |
| GNMI SF 447986 X | 2028-06-15      | 7.0000%  | 0.0000% | $316237.00         | $197.66            | Agency Mortgage-Backed Securities |
| GNMI SF 521330 X | 2035-05-15      | 5.0000%  | 0.0000% | $58000.00          | $860.19            | Agency Mortgage-Backed Securities |
| GNMI SF 722796 X | 2039-11-15      | 5.5000%  | 0.0000% | $25000.00          | $525.35            | Agency Mortgage-Backed Securities |
| GNII SF 003612 M | 2034-09-20      | 6.5000%  | 0.0000% | $40000.00          | $444.27            | Agency Mortgage-Backed Securities |
| GNAR AR 008949 M | 2026-08-20      | 4.6250%  | 0.0000% | $25100000.00       | $3120.99           | Agency Mortgage-Backed Securities |
| GNMI SF 736667 X | 2040-03-15      | 5.0000%  | 0.0000% | $54832.00          | $1747.92           | Agency Mortgage-Backed Securities |
| GNII SF 003678 M | 2035-02-20      | 5.5000%  | 0.0000% | $75000.00          | $1271.95           | Agency Mortgage-Backed Securities |
| GNII SF 003248 M | 2032-06-20      | 5.5000%  | 0.0000% | $70000.00          | $420.00            | Agency Mortgage-Backed Securities |
| GNII SF 003704 M | 2035-04-20      | 6.5000%  | 0.0000% | $37000.00          | $480.82            | Agency Mortgage-Backed Securities |
| GNII SF 003320 M | 2032-12-20      | 5.5000%  | 0.0000% | $55000.00          | $367.04            | Agency Mortgage-Backed Securities |
| GNAR AR 008927 M | 2026-07-20      | 4.6250%  | 0.0000% | $8906461.00        | $1213.41           | Agency Mortgage-Backed Securities |
| GNII SF 003296 M | 2032-10-20      | 6.0000%  | 0.0000% | $118000.00         | $490.39            | Agency Mortgage-Backed Securities |
| GNMI SF 716813 X | 2039-04-15      | 5.0000%  | 0.0000% | $141439.00         | $2322.95           | Agency Mortgage-Backed Securities |
| GNMI SF 737555 X | 2040-10-15      | 4.5000%  | 0.0000% | $50000.00          | $1378.40           | Agency Mortgage-Backed Securities |
| GNII SF MA7650 M | 2051-10-20      | 3.0000%  | 0.0000% | $1000.00           | $592.60            | Agency Mortgage-Backed Securities |
| GNMI SF AF0384 X | 2043-07-15      | 3.5000%  | 0.0000% | $25000.00          | $3944.86           | Agency Mortgage-Backed Securities |
| GNMI SF AD2152 X | 2043-01-15      | 3.5000%  | 0.0000% | $37794.00          | $2399.93           | Agency Mortgage-Backed Securities |
| GNII SF CZ0104 C | 2054-01-20      | 7.0000%  | 0.0000% | $5252410.00        | $5490016.08        | Agency Mortgage-Backed Securities |
| GNAR AR 008947 M | 2026-08-20      | 4.6250%  | 0.0000% | $23858049.00       | $3993.09           | Agency Mortgage-Backed Securities |
| GNMI SF 457100 X | 2028-11-15      | 6.5000%  | 0.0000% | $460000.00         | $1841.59           | Agency Mortgage-Backed Securities |
| GNII SF DM1094 C | 2055-07-20      | 5.5000%  | 0.0000% | $1852.00           | $1885.56           | Agency Mortgage-Backed Securities |
| GNMI SF 721470 X | 2039-11-15      | 5.5000%  | 0.0000% | $25000.00          | $310.59            | Agency Mortgage-Backed Securities |
| GNAR AR 008971 M | 2026-09-20      | 4.6250%  | 0.0000% | $1456149.00        | $92.65             | Agency Mortgage-Backed Securities |
| GNMI SF 486599 X | 2028-10-15      | 7.0000%  | 0.0000% | $500000.00         | $123.99            | Agency Mortgage-Backed Securities |
| GNMI SF 486470 X | 2028-08-15      | 6.5000%  | 0.0000% | $1540000.00        | $601.30            | Agency Mortgage-Backed Securities |
| GNII SF DL9396 C | 2055-09-20      | 6.0000%  | 0.0000% | $1000.00           | $1036.03           | Agency Mortgage-Backed Securities |
| GNII SF MA2752 M | 2045-04-20      | 2.5000%  | 0.0000% | $1000.00           | $164.12            | Agency Mortgage-Backed Securities |
| GNII JM MA1828 M | 2044-03-20      | 3.0000%  | 0.0000% | $771.00            | $113.15            | Agency Mortgage-Backed Securities |
| GNMI SF 564116 X | 2031-07-15      | 6.5000%  | 0.0000% | $403078.00         | $1364.71           | Agency Mortgage-Backed Securities |
| GNMI SF 532749 X | 2030-08-15      | 8.0000%  | 0.0000% | $255220.00         | $137.47            | Agency Mortgage-Backed Securities |
| GNII SP 783976 M | 2043-04-20      | 3.5000%  | 0.0000% | $2964.00           | $351.68            | Agency Mortgage-Backed Securities |
| GNMI SF 728323 X | 2039-11-15      | 5.5000%  | 0.0000% | $100000.00         | $1809.08           | Agency Mortgage-Backed Securities |
| GNII SF 003228 M | 2032-04-20      | 6.5000%  | 0.0000% | $100000.00         | $194.77            | Agency Mortgage-Backed Securities |
| GNMI SF 618961 X | 2034-05-15      | 5.0000%  | 0.0000% | $67.00             | $0.74              | Agency Mortgage-Backed Securities |
| GNII SF MA8487 M | 2052-11-20      | 3.5000%  | 0.0000% | $1000.00           | $753.24            | Agency Mortgage-Backed Securities |
| GNII SF 003009 M | 2030-12-20      | 6.5000%  | 0.0000% | $50000.00          | $98.60             | Agency Mortgage-Backed Securities |
| GNII SF 004852 M | 2040-11-20      | 3.5000%  | 0.0000% | $38305.00          | $2179.66           | Agency Mortgage-Backed Securities |
| GNII SF 004060 M | 2037-12-20      | 6.0000%  | 0.0000% | $125000.00         | $1338.58           | Agency Mortgage-Backed Securities |
| GNMI SF 655338 X | 2036-05-15      | 5.5000%  | 0.0000% | $92166.00          | $1913.75           | Agency Mortgage-Backed Securities |
| GNII SF MA8875 M | 2053-05-20      | 3.5000%  | 0.0000% | $70000.00          | $51057.46          | Agency Mortgage-Backed Securities |
| GNMI SF 704865 X | 2040-01-15      | 5.0000%  | 0.0000% | $150000.00         | $4077.33           | Agency Mortgage-Backed Securities |
| GNII SF 003798 M | 2035-12-20      | 6.5000%  | 0.0000% | $56000.00          | $1096.81           | Agency Mortgage-Backed Securities |
| GNII SF 004928 M | 2038-12-20      | 6.0000%  | 0.0000% | $115929.00         | $2345.96           | Agency Mortgage-Backed Securities |
| GNII SF 002741 M | 2029-04-20      | 6.5000%  | 0.0000% | $2000000.00        | $1919.18           | Agency Mortgage-Backed Securities |
| GNII SF 003150 M | 2031-10-20      | 6.5000%  | 0.0000% | $500000.00         | $783.97            | Agency Mortgage-Backed Securities |
| GNMI SF 651823 X | 2036-05-15      | 5.0000%  | 0.0000% | $268949.00         | $4139.37           | Agency Mortgage-Backed Securities |
| GNMI SF 587282 X | 2032-09-15      | 6.5000%  | 0.0000% | $595960.00         | $3053.11           | Agency Mortgage-Backed Securities |
| GNMI SF 703495 X | 2039-04-15      | 5.0000%  | 0.0000% | $33820.00          | $300.20            | Agency Mortgage-Backed Securities |
| GNMI SF 573796 X | 2032-06-15      | 6.5000%  | 0.0000% | $185053.00         | $1957.01           | Agency Mortgage-Backed Securities |
| GNAR AR 008848 M | 2026-04-20      | 5.6250%  | 0.0000% | $50500000.00       | $4538.20           | Agency Mortgage-Backed Securities |
| GNII SF MA5629 M | 2031-09-20      | 7.0000%  | 0.0000% | $126722.00         | $1432.44           | Agency Mortgage-Backed Securities |
| GNII SF MA7235 M | 2032-09-20      | 6.5000%  | 0.0000% | $87599.00          | $2984.73           | Agency Mortgage-Backed Securities |
| GNII SF 002658 M | 2028-10-20      | 6.5000%  | 0.0000% | $2146450.00        | $1739.80           | Agency Mortgage-Backed Securities |
| GNII SF 003025 M | 2031-01-20      | 6.5000%  | 0.0000% | $2000000.00        | $2429.13           | Agency Mortgage-Backed Securities |
| GNII SF 002689 M | 2028-12-20      | 6.5000%  | 0.0000% | $4117122.00        | $4124.64           | Agency Mortgage-Backed Securities |
| GNII JM 004163 M | 2038-06-20      | 5.5000%  | 0.0000% | $87113.00          | $49.74             | Agency Mortgage-Backed Securities |
| GNII SF 002699 M | 2029-01-20      | 6.0000%  | 0.0000% | $698000.00         | $932.87            | Agency Mortgage-Backed Securities |
| GNAR AR 080061 M | 2027-04-20      | 5.6250%  | 0.0000% | $5020000.00        | $1204.73           | Agency Mortgage-Backed Securities |
| GNMI SF 623958 X | 2035-12-15      | 5.0000%  | 0.0000% | $234889.00         | $1881.33           | Agency Mortgage-Backed Securities |
| GNMI SF 619189 X | 2035-01-15      | 5.0000%  | 0.0000% | $150000.00         | $147.05            | Agency Mortgage-Backed Securities |
| GNMI SF 697946 X | 2039-03-15      | 5.0000%  | 0.0000% | $375237.00         | $3601.96           | Agency Mortgage-Backed Securities |
| GNMI SF 652203 X | 2036-03-15      | 5.0000%  | 0.0000% | $306583.00         | $1576.45           | Agency Mortgage-Backed Securities |
| GNMI SF 662442 X | 2037-06-15      | 5.5000%  | 0.0000% | $226066.00         | $2730.57           | Agency Mortgage-Backed Securities |
| GNMI SP 781001 X | 2029-03-15      | 7.5000%  | 0.0000% | $400000.00         | $336.83            | Agency Mortgage-Backed Securities |
| GNMI SP 781215 X | 2029-09-15      | 6.5000%  | 0.0000% | $281418.00         | $357.82            | Agency Mortgage-Backed Securities |
| GNMI SF 532558 X | 2030-08-15      | 8.5000%  | 0.0000% | $983809.00         | $4760.71           | Agency Mortgage-Backed Securities |
| GNMI SF 616879 X | 2042-02-15      | 3.5000%  | 0.0000% | $1000.00           | $124.80            | Agency Mortgage-Backed Securities |
| GNMI SF 636501 X | 2027-04-15      | 6.0000%  | 0.0000% | $25000.00          | $254.57            | Agency Mortgage-Backed Securities |
| GNII SF DK7055 C | 2055-07-20      | 5.5000%  | 0.0000% | $4705.00           | $4783.80           | Agency Mortgage-Backed Securities |
| GNII SP 785731 C | 2051-10-20      | 3.0000%  | 0.0000% | $2024.00           | $1254.44           | Agency Mortgage-Backed Securities |
| GNII SF MB0258 M | 2055-02-20      | 5.0000%  | 0.0000% | $24502800.00       | $24213012.05       | Agency Mortgage-Backed Securities |
| GNMI SF 606285 X | 2036-05-15      | 5.0000%  | 0.0000% | $344376.00         | $2137.39           | Agency Mortgage-Backed Securities |
| GNII SF 003214 M | 2032-03-20      | 6.0000%  | 0.0000% | $548000.00         | $1881.89           | Agency Mortgage-Backed Securities |
| GNAR AR 008991 M | 2026-10-20      | 4.7500%  | 0.0000% | $30763233.00       | $4996.88           | Agency Mortgage-Backed Securities |
| GNAR AR 008911 M | 2026-07-20      | 4.6250%  | 0.0000% | $5835382.00        | $567.02            | Agency Mortgage-Backed Securities |
| GNMI SF 468156 X | 2028-08-15      | 6.5000%  | 0.0000% | $510393.00         | $1167.13           | Agency Mortgage-Backed Securities |
| GNII SF 004006 M | 2037-07-20      | 6.0000%  | 0.0000% | $180000.00         | $1900.48           | Agency Mortgage-Backed Securities |
| GNII SF 003429 M | 2033-08-20      | 5.5000%  | 0.0000% | $25000.00          | $299.66            | Agency Mortgage-Backed Securities |
| GNII SF 002657 M | 2028-10-20      | 6.0000%  | 0.0000% | $545000.00         | $468.61            | Agency Mortgage-Backed Securities |
| GNMI SF AD0815 X | 2043-03-15      | 2.5000%  | 0.0000% | $60000.00          | $1875.38           | Agency Mortgage-Backed Securities |
| GNII SF 003702 M | 2035-04-20      | 5.5000%  | 0.0000% | $40000.00          | $727.11            | Agency Mortgage-Backed Securities |
| GNII SF 003737 M | 2035-07-20      | 6.0000%  | 0.0000% | $295000.00         | $4985.91           | Agency Mortgage-Backed Securities |
| GNMI SF AD2435 X | 2043-05-15      | 3.5000%  | 0.0000% | $25000.00          | $1712.69           | Agency Mortgage-Backed Securities |
| GNII SF 003840 M | 2036-04-20      | 5.0000%  | 0.0000% | $25000.00          | $323.44            | Agency Mortgage-Backed Securities |
| GNMI SF 585479 X | 2032-08-15      | 6.5000%  | 0.0000% | $250000.00         | $746.50            | Agency Mortgage-Backed Securities |
| GNMI SF AF0383 X | 2043-07-15      | 3.5000%  | 0.0000% | $25000.00          | $1557.47           | Agency Mortgage-Backed Securities |
| GNII SF 004115 M | 2038-04-20      | 6.0000%  | 0.0000% | $315000.00         | $4139.65           | Agency Mortgage-Backed Securities |
| GNMI SF 796410 X | 2043-04-15      | 3.5000%  | 0.0000% | $25000.00          | $4231.26           | Agency Mortgage-Backed Securities |
| GNII JP 783785 M | 2028-04-20      | 3.0000%  | 0.0000% | $150000.00         | $4398.38           | Agency Mortgage-Backed Securities |
| GNMI JP 783676 X | 2026-05-15      | 4.0000%  | 0.0000% | $1193150.00        | $721.67            | Agency Mortgage-Backed Securities |
| GNMI SF 593723 X | 2033-08-15      | 5.0000%  | 0.0000% | $92000.00          | $3788.37           | Agency Mortgage-Backed Securities |
| GNMI SF 599357 X | 2033-01-15      | 5.5000%  | 0.0000% | $860663.00         | $1852.91           | Agency Mortgage-Backed Securities |
| GNII SF DK4696 C | 2055-06-20      | 5.5000%  | 0.0000% | $1000.00           | $1016.13           | Agency Mortgage-Backed Securities |
| GNMI SF 697944 X | 2039-03-15      | 5.0000%  | 0.0000% | $449201.00         | $3576.74           | 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 584308 X | 2032-04-15      | 6.5000%  | 0.0000% | $227725.00         | $547.36            | Agency Mortgage-Backed Securities |
| GNMI SF 578272 X | 2032-06-15      | 6.5000%  | 0.0000% | $284777.00         | $651.86            | Agency Mortgage-Backed Securities |
| GNII SF MA1156 M | 2043-07-20      | 3.0000%  | 0.0000% | $25000.00          | $2918.11           | Agency Mortgage-Backed Securities |
| GNII SF MA0674 M | 2028-01-20      | 2.5000%  | 0.0000% | $160000.00         | $4492.72           | Agency Mortgage-Backed Securities |
| GNMI SF 545134 X | 2031-03-15      | 6.5000%  | 0.0000% | $44900.00          | $155.58            | Agency Mortgage-Backed Securities |
| GNMI SP 781299 X | 2031-06-15      | 6.5000%  | 0.0000% | $1016726.00        | $1079.76           | Agency Mortgage-Backed Securities |
| GNMI SF 554687 X | 2031-03-15      | 6.5000%  | 0.0000% | $39494.00          | $331.50            | Agency Mortgage-Backed Securities |
| GNMI SF 548496 X | 2031-05-15      | 6.5000%  | 0.0000% | $71024.00          | $455.90            | Agency Mortgage-Backed Securities |
| GNMI SF 400595 X | 2038-03-15      | 5.0000%  | 0.0000% | $41837.00          | $1194.34           | Agency Mortgage-Backed Securities |
| GNMI SF 745045 X | 2039-11-15      | 5.0000%  | 0.0000% | $266714.00         | $2210.12           | Agency Mortgage-Backed Securities |
| GNII SF 005144 M | 2041-08-20      | 3.5000%  | 0.0000% | $75000.00          | $3844.59           | Agency Mortgage-Backed Securities |
| GNMI SF 423929 X | 2026-09-15      | 8.0000%  | 0.0000% | $78011.00          | $5.16              | Agency Mortgage-Backed Securities |
| GNAR AR 008849 M | 2026-04-20      | 5.6250%  | 0.0000% | $20991201.00       | $1161.90           | Agency Mortgage-Backed Securities |
| GNII SF 002495 M | 2027-10-20      | 6.5000%  | 0.0000% | $4565385.00        | $942.54            | Agency Mortgage-Backed Securities |
| GNMI SF 738422 X | 2041-06-15      | 4.5000%  | 0.0000% | $5844.00           | $134.94            | Agency Mortgage-Backed Securities |
| GNMI SF 471690 X | 2028-05-15      | 6.5000%  | 0.0000% | $1404925.00        | $1332.44           | Agency Mortgage-Backed Securities |
| GNMI SF 757366 X | 2041-03-15      | 5.0000%  | 0.0000% | $53723.00          | $4466.91           | Agency Mortgage-Backed Securities |
| GNII SF MA8098 M | 2052-06-20      | 3.0000%  | 0.0000% | $3000.00           | $2050.22           | Agency Mortgage-Backed Securities |
| GNII SF MA7293 M | 2031-10-20      | 7.0000%  | 0.0000% | $28746.00          | $3249.20           | Agency Mortgage-Backed Securities |
| GNII SF MB0026 M | 2054-11-20      | 5.5000%  | 0.0000% | $1024.00           | $986.52            | Agency Mortgage-Backed Securities |
| GNMI SF 648970 X | 2035-11-15      | 5.0000%  | 0.0000% | $350000.00         | $4719.01           | Agency Mortgage-Backed Securities |
| GNII SF MA3105 M | 2045-09-20      | 3.5000%  | 0.0000% | $27710.00          | $2578.92           | Agency Mortgage-Backed Securities |
| GNII SF MA5334 M | 2048-07-20      | 6.0000%  | 0.0000% | $35000.00          | $4615.32           | Agency Mortgage-Backed Securities |
| GNMI SF 646746 X | 2039-03-15      | 5.0000%  | 0.0000% | $51346.00          | $748.17            | Agency Mortgage-Backed Securities |
| GNMI SF 663852 X | 2037-02-15      | 5.5000%  | 0.0000% | $454000.00         | $1183.51           | Agency Mortgage-Backed Securities |
| GNMI SF 731680 X | 2040-10-15      | 5.0000%  | 0.0000% | $257497.00         | $1177.79           | Agency Mortgage-Backed Securities |
| GNMI SF 557521 X | 2031-07-15      | 6.5000%  | 0.0000% | $87563.00          | $109.87            | Agency Mortgage-Backed Securities |
| GNII SF MA4837 M | 2047-11-20      | 3.5000%  | 0.0000% | $9000.00           | $1136.11           | Agency Mortgage-Backed Securities |
| GNII SF MA5174 M | 2028-04-20      | 7.5000%  | 0.0000% | $90443.00          | $13287.48          | Agency Mortgage-Backed Securities |
| GNMI SF 689414 X | 2038-06-15      | 5.0000%  | 0.0000% | $74280.00          | $795.35            | Agency Mortgage-Backed Securities |
| GNII JM MA5701 M | 2049-01-20      | 4.5000%  | 0.0000% | $112100.00         | $2315.56           | Agency Mortgage-Backed Securities |
| GNMI SF AB2392 X | 2043-04-15      | 3.0000%  | 0.0000% | $21000.00          | $2557.82           | Agency Mortgage-Backed Securities |
| GNII SF MA6314 M | 2032-07-20      | 5.0000%  | 0.0000% | $26034.00          | $4003.32           | Agency Mortgage-Backed Securities |
| GNII SF DL3262 C | 2055-07-20      | 7.0000%  | 0.0000% | $2007.00           | $2130.14           | Agency Mortgage-Backed Securities |
| GNII SF MA6152 M | 2049-09-20      | 2.5000%  | 0.0000% | $25000.00          | $4227.86           | Agency Mortgage-Backed Securities |
| GNMI SF AD7471 X | 2043-04-15      | 3.5000%  | 0.0000% | $25000.00          | $2752.57           | Agency Mortgage-Backed Securities |
| GNMI SF AD7352 X | 2043-04-15      | 3.5000%  | 0.0000% | $25000.00          | $1790.89           | Agency Mortgage-Backed Securities |
| GNMI SF AA6407 X | 2043-05-15      | 3.0000%  | 0.0000% | $32235.00          | $3266.44           | Agency Mortgage-Backed Securities |
| GNMI SF AB9205 X | 2042-11-15      | 3.0000%  | 0.0000% | $10000.00          | $1025.31           | Agency Mortgage-Backed Securities |
| GNII SF MA1089 M | 2043-06-20      | 3.0000%  | 0.0000% | $10000.00          | $1115.01           | Agency Mortgage-Backed Securities |
| GNMI SF 587228 X | 2032-08-15      | 6.5000%  | 0.0000% | $995843.00         | $2733.06           | Agency Mortgage-Backed Securities |
| GNMI SF 587719 X | 2032-07-15      | 6.5000%  | 0.0000% | $96495.00          | $315.66            | Agency Mortgage-Backed Securities |
| GNII SF MB0054 M | 2035-10-20      | 1.5000%  | 0.0000% | $50010.00          | $41029.49          | Agency Mortgage-Backed Securities |
| GNII SF MA8150 M | 2052-07-20      | 4.0000%  | 0.0000% | $802770.00         | $600430.40         | Agency Mortgage-Backed Securities |
| GNII SF MA9392 M | 2039-01-20      | 7.0000%  | 0.0000% | $53053.00          | $50810.35          | Agency Mortgage-Backed Securities |
| GNII SF MA9108 M | 2053-08-20      | 6.5000%  | 0.0000% | $1000.00           | $515.04            | Agency Mortgage-Backed Securities |
| GNMI SF AA6307 X | 2043-04-15      | 3.5000%  | 0.0000% | $25000.00          | $1920.43           | Agency Mortgage-Backed Securities |
| GNMI SF 772109 X | 2041-12-15      | 3.5000%  | 0.0000% | $50000.00          | $3228.60           | Agency Mortgage-Backed Securities |
| GNMI SF 778855 X | 2027-02-15      | 3.0000%  | 0.0000% | $213000.00         | $1947.81           | Agency Mortgage-Backed Securities |

### Security 309: FICC - JPMORGAN CHASE & CO

- **C.1 - Title:** FICC - JPMORGAN CHASE & CO 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BDK58, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1BDK58
- **C.18 - Value (incl. sponsor support):** $1455000000.00
- **C.18.a - Value (excl. sponsor support):** $1455000000.00
- **C.19 - Percentage of Net Assets:** 1.7200%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 | 2026-02-15      | 1.6250%  | 0.0000% | $745000.00         | $740194.94         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-16      | 0.0000%  | 0.0000% | $38337200.00       | $37573062.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $77261700.00       | $75243125.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 1.3750%  | 0.0000% | $15354000.00       | $15046728.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-02      | 0.0000%  | 0.0000% | $974400.00         | $964725.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 4.3750%  | 0.0000% | $542390400.00      | $548116822.25      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-04      | 0.0000%  | 0.0000% | $13100.00          | $13050.39          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 4.2500%  | 0.0000% | $4755000.00        | $4808284.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-12      | 0.0000%  | 0.0000% | $8693800.00        | $8547457.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-08      | 0.0000%  | 0.0000% | $144000.00         | $142503.70         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | 0.0000% | $183572000.00      | $179227340.35      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 3.8750%  | 0.0000% | $22712200.00       | $22887356.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $581774800.00      | $590789352.24      | U.S. Treasuries (including strips) |

### Security 310: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BDKL3, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1BDKL3
- **C.18 - Value (incl. sponsor support):** $1944000000.00
- **C.18.a - Value (excl. sponsor support):** $1944000000.00
- **C.19 - Percentage of Net Assets:** 2.3000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $266774400.00      | $249999414.18      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | 0.0000% | $226632000.00      | $213228983.52      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-11-15      | 2.7500%  | 0.0000% | $340160000.00      | $249999061.28      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | 0.0000% | $318129600.00      | $249999760.19      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | 0.0000% | $1600.00           | $1630.50           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $112292000.00      | $110401283.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $246343200.00      | $249999918.46      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $235820000.00      | $249999606.63      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | 0.0000% | $256117200.00      | $249991559.64      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 3.8750%  | 0.0000% | $46597600.00       | $101678540.62      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $57748200.00       | $57580246.87       | U.S. Treasuries (including strips) |

### Security 311: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BDKO7, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1BDKO7
- **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:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $118545900.00      | $79560006.23       | U.S. Treasuries (including strips) |

### Security 312: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BDL65, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1BDL65
- **C.18 - Value (incl. sponsor support):** $1944000000.00
- **C.18.a - Value (excl. sponsor support):** $1944000000.00
- **C.19 - Percentage of Net Assets:** 2.3000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 | 2042-08-15      | 2.7500%  | 0.0000% | $319377600.00      | $249999683.02      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $250133600.00      | $187758409.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.7500%  | 0.0000% | $85512000.00       | $86333257.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $17904100.00       | $17926220.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $243510400.00      | $249997517.06      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | 0.0000% | $262926400.00      | $249999798.92      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | 0.0000% | $287315200.00      | $249999060.97      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $314440000.00      | $249999688.33      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 0.3750%  | 0.0000% | $91490000.00       | $85781755.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-11-15      | 2.8750%  | 0.0000% | $138149000.00      | $105086110.67      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $243155200.00      | $249998559.95      | U.S. Treasuries (including strips) |

### Security 313: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BDL81, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1BDL81
- **C.18 - Value (incl. sponsor support):** $1944000000.00
- **C.18.a - Value (excl. sponsor support):** $1944000000.00
- **C.19 - Percentage of Net Assets:** 2.3000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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% | $176684200.00      | $174751893.25      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $36649600.00       | $38327464.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-15      | 1.7500%  | 0.0000% | $14200.00          | $13258.72          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $247700800.00      | $249999093.85      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $141655200.00      | $142800482.29      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 3.8750%  | 0.0000% | $31969100.00       | $29992954.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 2.3750%  | 0.0000% | $17891400.00       | $29303790.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $117672000.00      | $67695436.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $186144000.00      | $249998725.20      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $493524800.00      | $249999305.78      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 4.8750%  | 0.0000% | $236845600.00      | $249999611.93      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | 0.0000% | $256892800.00      | $249999081.71      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $299632000.00      | $249998933.00      | U.S. Treasuries (including strips) |

### Security 314: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BDLH1, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP1BDLH1
- **C.18 - Value (incl. sponsor support):** $234000000.00
- **C.18.a - Value (excl. sponsor support):** $234000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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 | 2026-10-31      | 4.1035%  | 0.0000% | $800.00            | $805.87            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $100.00            | $104.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $1002600.00        | $976794.33         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-06-30      | 4.2500%  | 0.0000% | $4309700.00        | $4452506.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $11887600.00       | $12035259.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 0.8750%  | 0.0000% | $32286700.00       | $31391615.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-15      | 4.2500%  | 0.0000% | $100.00            | $101.00            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $83700.00          | $81706.18          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $43113800.00       | $48102380.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $1706100.00        | $2291065.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $186600.00         | $183940.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $7366200.00        | $7480338.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $12500.00          | $12693.69          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $100.00            | $94.43             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $113000.00         | $112121.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $928300.00         | $876317.98         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.1250%  | 0.0000% | $1536100.00        | $1526030.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | 0.0000% | $100.00            | $91.41             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $1904800.00        | $1855841.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 0.2500%  | 0.0000% | $1290900.00        | $960278.95         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $3256100.00        | $2842915.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $27378000.00       | $27466174.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $100.00            | $99.78             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $200.00            | $172.70            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $479500.00         | $503154.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 2.1250%  | 0.0000% | $100.00            | $97.65             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | 0.0000% | $9421400.00        | $9256146.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $15303200.00       | $15267305.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 1.1250%  | 0.0000% | $100.00            | $94.39             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $124900.00         | $153064.89         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $6899800.00        | $6142697.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 3.7500%  | 0.0000% | $100.00            | $101.67            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $800.00            | $750.14            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | 0.0000% | $200.00            | $175.17            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 0.8750%  | 0.0000% | $1283200.00        | $1270766.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $56233500.00       | $57974657.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $226800.00         | $235468.28         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $400.00            | $399.06            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $4970100.00        | $5225294.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-07-15      | 1.8750%  | 0.0000% | $400.00            | $407.53            | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Charles Schwab Family of Funds

**Date:** 2025-10-07

**By:** Dana Smith

**Name of Signing Officer:** Dana Smith

**Title of Signing Officer:** CFO