# EDGAR Filing Document

**Accession Number:** 0000857156
**File Stem:** 0001145549-25-058020
**Filing Date:** 2025-9
**Character Count:** 1430790
**Document Hash:** 4a54becd7011a5ea7e41e0967972402a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-058020.hdr.sgml**: 20250908

**ACCESSION NUMBER**: 0001145549-25-058020

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20250908

**DATE AS OF CHANGE**: 20250908

**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:** 251299353

**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):** 2025-08-31

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

**CIK Number of Registrant:** 0000857156

**LEI of Registrant:** 549300I77JNLD629OV19

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

**LEI of Series:** 549300622ITN50PWDE20

**EDGAR Series Identifier:** S000004506

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 39 days

- **WAL:** 106 days

- **Total Value of Portfolio Securities:** $83049702204.58

- **Amortized Cost of Portfolio Securities:** $83043021355.10

- **Cash:** $0.12

- **Total Other Assets:** $256246044.91

- **Total Liabilities:** $156467256.17

- **Net Assets of Series:** $83142800143.96

- **Number of Shares Outstanding (Series):** 83143382397.0300

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-08-01 | $42381495025.11           | $57638173234.48            | 51.1300%                  | 69.5300%                   |
| 2025-08-04 | $41562630088.24           | $58170059504.57            | 49.8600%                  | 69.7800%                   |
| 2025-08-05 | $45152162087.08           | $59068901964.68            | 53.6100%                  | 70.1300%                   |
| 2025-08-06 | $40077006549.25           | $58898439458.96            | 47.6200%                  | 69.9900%                   |
| 2025-08-07 | $37895780379.94           | $59158490773.47            | 44.9200%                  | 70.1300%                   |
| 2025-08-08 | $38274358028.13           | $59447615635.10            | 45.0600%                  | 69.9800%                   |
| 2025-08-11 | $40062959373.95           | $59719461008.35            | 47.2300%                  | 70.4000%                   |
| 2025-08-12 | $42955171281.48           | $59830216436.36            | 50.3900%                  | 70.1800%                   |
| 2025-08-13 | $41530538709.42           | $59686502611.54            | 48.8400%                  | 70.1900%                   |
| 2025-08-14 | $41095655085.90           | $59484533372.32            | 48.2300%                  | 69.8100%                   |
| 2025-08-15 | $41030819378.76           | $59320408566.50            | 48.1900%                  | 69.6700%                   |
| 2025-08-18 | $41452761089.36           | $59499622101.65            | 48.5100%                  | 69.6400%                   |
| 2025-08-19 | $43210851534.99           | $59158238028.60            | 50.5200%                  | 69.1700%                   |
| 2025-08-20 | $39384353205.35           | $59074778430.73            | 46.3300%                  | 69.4900%                   |
| 2025-08-21 | $35038988805.34           | $58612842322.05            | 41.2200%                  | 68.9500%                   |
| 2025-08-22 | $34829596664.41           | $58142689156.71            | 41.1800%                  | 68.7500%                   |
| 2025-08-25 | $36323378656.28           | $58629760442.86            | 42.9500%                  | 69.3200%                   |
| 2025-08-26 | $39662606347.59           | $57613957522.46            | 47.3300%                  | 68.7500%                   |
| 2025-08-27 | $40517224908.61           | $58009991801.15            | 48.1200%                  | 68.9000%                   |
| 2025-08-28 | $37107848619.20           | $57312423426.97            | 44.2300%                  | 68.3200%                   |
| 2025-08-29 | $37514561097.80           | $56918177733.76            | 45.0300%                  | 68.3200%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-08-01 | 4.3900%             |
| 2025-08-04 | 4.3900%             |
| 2025-08-05 | 4.3900%             |
| 2025-08-06 | 4.3900%             |
| 2025-08-07 | 4.3800%             |
| 2025-08-08 | 4.3800%             |
| 2025-08-11 | 4.3800%             |
| 2025-08-12 | 4.3900%             |
| 2025-08-13 | 4.3900%             |
| 2025-08-14 | 4.3900%             |
| 2025-08-15 | 4.3900%             |
| 2025-08-18 | 4.3900%             |
| 2025-08-19 | 4.3800%             |
| 2025-08-20 | 4.3800%             |
| 2025-08-21 | 4.3800%             |
| 2025-08-22 | 4.3700%             |
| 2025-08-25 | 4.3700%             |
| 2025-08-26 | 4.3700%             |
| 2025-08-27 | 4.3700%             |
| 2025-08-28 | 4.3800%             |
| 2025-08-29 | 4.3800%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-08-01 | 1.0001                      |
|  |  |
| 2025-08-04 | 1.0001                      |
|  |  |
| 2025-08-05 | 1.0001                      |
|  |  |
| 2025-08-06 | 1.0001                      |
|  |  |
| 2025-08-07 | 1.0001                      |
|  |  |
| 2025-08-08 | 1.0000                      |
|  |  |
| 2025-08-11 | 1.0000                      |
|  |  |
| 2025-08-12 | 1.0001                      |
|  |  |
| 2025-08-13 | 1.0001                      |
|  |  |
| 2025-08-14 | 1.0001                      |
|  |  |
| 2025-08-15 | 1.0000                      |
|  |  |
| 2025-08-18 | 1.0001                      |
|  |  |
| 2025-08-19 | 1.0001                      |
|  |  |
| 2025-08-20 | 1.0001                      |
|  |  |
| 2025-08-21 | 1.0000                      |
|  |  |
| 2025-08-22 | 1.0001                      |
|  |  |
| 2025-08-25 | 1.0001                      |
|  |  |
| 2025-08-26 | 1.0001                      |
|  |  |
| 2025-08-27 | 1.0001                      |
|  |  |
| 2025-08-28 | 1.0001                      |
|  |  |
| 2025-08-29 | 1.0001                      |
|  |  |

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

### Class: Sweep Shares

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $20097757776.76

- **Number of Shares Outstanding:** 20097808304.0700

- **Expense Reimbursement/Waiver:** 91853.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0001          |
|  |  |
| 2025-08-04 | 1.0001          |
|  |  |
| 2025-08-05 | 1.0001          |
|  |  |
| 2025-08-06 | 1.0001          |
|  |  |
| 2025-08-07 | 1.0001          |
|  |  |
| 2025-08-08 | 1.0000          |
|  |  |
| 2025-08-11 | 1.0001          |
|  |  |
| 2025-08-12 | 1.0001          |
|  |  |
| 2025-08-13 | 1.0001          |
|  |  |
| 2025-08-14 | 1.0001          |
|  |  |
| 2025-08-15 | 1.0000          |
|  |  |
| 2025-08-18 | 1.0001          |
|  |  |
| 2025-08-19 | 1.0001          |
|  |  |
| 2025-08-20 | 1.0001          |
|  |  |
| 2025-08-21 | 1.0000          |
|  |  |
| 2025-08-22 | 1.0001          |
|  |  |
| 2025-08-25 | 1.0001          |
|  |  |
| 2025-08-26 | 1.0001          |
|  |  |
| 2025-08-27 | 1.0001          |
|  |  |
| 2025-08-28 | 1.0001          |
|  |  |
| 2025-08-29 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $325236760.79             | $0.00                   |
| 2025-08-04 | $233056087.65             | $0.00                   |
| 2025-08-05 | $0.00                     | $169545738.47           |
| 2025-08-06 | $0.00                     | $27080105.91            |
| 2025-08-07 | $0.00                     | $48693964.99            |
| 2025-08-08 | $144168964.18             | $0.00                   |
| 2025-08-11 | $0.00                     | $4662747.22             |
| 2025-08-12 | $30568300.05              | $0.00                   |
| 2025-08-13 | $0.00                     | $41206115.00            |
| 2025-08-14 | $26482233.28              | $1.00                   |
| 2025-08-15 | $64104347.47              | $0.00                   |
| 2025-08-18 | $481032624.35             | $0.00                   |
| 2025-08-19 | $255536831.32             | $0.00                   |
| 2025-08-20 | $0.00                     | $124384467.32           |
| 2025-08-21 | $0.00                     | $238257019.58           |
| 2025-08-22 | $91274196.19              | $0.00                   |
| 2025-08-25 | $28741423.12              | $0.00                   |
| 2025-08-26 | $0.00                     | $970579032.08           |
| 2025-08-27 | $192582136.06             | $0.00                   |
| 2025-08-28 | $0.00                     | $279589057.23           |
| 2025-08-29 | $0.00                     | $101745417.43           |

**Total Gross Subscriptions (Month):** $1872783904.46

**Total Gross Redemptions (Month):** $2005743666.23

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 3.9500%           |
| 2025-08-04 | 3.9500%           |
| 2025-08-05 | 3.9500%           |
| 2025-08-06 | 3.9500%           |
| 2025-08-07 | 3.9400%           |
| 2025-08-08 | 3.9400%           |
| 2025-08-11 | 3.9400%           |
| 2025-08-12 | 3.9500%           |
| 2025-08-13 | 3.9500%           |
| 2025-08-14 | 3.9500%           |
| 2025-08-15 | 3.9500%           |
| 2025-08-18 | 3.9500%           |
| 2025-08-19 | 3.9400%           |
| 2025-08-20 | 3.9400%           |
| 2025-08-21 | 3.9400%           |
| 2025-08-22 | 3.9300%           |
| 2025-08-25 | 3.9300%           |
| 2025-08-26 | 3.9300%           |
| 2025-08-27 | 3.9300%           |
| 2025-08-28 | 3.9400%           |
| 2025-08-29 | 3.9400%           |

**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:** $31701341148.89

- **Number of Shares Outstanding:** 31701527657.0700

- **Expense Reimbursement/Waiver:** 140996.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0001          |
|  |  |
| 2025-08-04 | 1.0001          |
|  |  |
| 2025-08-05 | 1.0001          |
|  |  |
| 2025-08-06 | 1.0001          |
|  |  |
| 2025-08-07 | 1.0001          |
|  |  |
| 2025-08-08 | 1.0000          |
|  |  |
| 2025-08-11 | 1.0000          |
|  |  |
| 2025-08-12 | 1.0001          |
|  |  |
| 2025-08-13 | 1.0001          |
|  |  |
| 2025-08-14 | 1.0001          |
|  |  |
| 2025-08-15 | 1.0000          |
|  |  |
| 2025-08-18 | 1.0001          |
|  |  |
| 2025-08-19 | 1.0001          |
|  |  |
| 2025-08-20 | 1.0001          |
|  |  |
| 2025-08-21 | 1.0000          |
|  |  |
| 2025-08-22 | 1.0001          |
|  |  |
| 2025-08-25 | 1.0001          |
|  |  |
| 2025-08-26 | 1.0001          |
|  |  |
| 2025-08-27 | 1.0001          |
|  |  |
| 2025-08-28 | 1.0001          |
|  |  |
| 2025-08-29 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $192049451.01             | $120763079.87           |
| 2025-08-04 | $248076459.42             | $137525000.26           |
| 2025-08-05 | $648735774.23             | $167822463.14           |
| 2025-08-06 | $249090242.28             | $140285794.09           |
| 2025-08-07 | $196669347.95             | $130797822.22           |
| 2025-08-08 | $184978559.19             | $157711458.99           |
| 2025-08-11 | $169385767.67             | $161967713.41           |
| 2025-08-12 | $199305083.82             | $167979233.91           |
| 2025-08-13 | $152353824.71             | $137134868.84           |
| 2025-08-14 | $161523616.29             | $155369285.93           |
| 2025-08-15 | $134650015.81             | $143263906.09           |
| 2025-08-18 | $251197031.83             | $124716589.01           |
| 2025-08-19 | $177958034.21             | $705831940.75           |
| 2025-08-20 | $140619194.94             | $180345218.85           |
| 2025-08-21 | $207274236.67             | $136134912.19           |
| 2025-08-22 | $153361395.56             | $135111192.00           |
| 2025-08-25 | $174173084.88             | $147404897.37           |
| 2025-08-26 | $158623142.82             | $198080060.54           |
| 2025-08-27 | $142387234.76             | $143326957.82           |
| 2025-08-28 | $136466765.36             | $145329204.56           |
| 2025-08-29 | $155159285.52             | $157029723.64           |

**Total Gross Subscriptions (Month):** $4234037548.93

**Total Gross Redemptions (Month):** $3693931323.48

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.0500%           |
| 2025-08-04 | 4.0500%           |
| 2025-08-05 | 4.0500%           |
| 2025-08-06 | 4.0500%           |
| 2025-08-07 | 4.0400%           |
| 2025-08-08 | 4.0400%           |
| 2025-08-11 | 4.0400%           |
| 2025-08-12 | 4.0500%           |
| 2025-08-13 | 4.0500%           |
| 2025-08-14 | 4.0500%           |
| 2025-08-15 | 4.0500%           |
| 2025-08-18 | 4.0500%           |
| 2025-08-19 | 4.0400%           |
| 2025-08-20 | 4.0400%           |
| 2025-08-21 | 4.0400%           |
| 2025-08-22 | 4.0300%           |
| 2025-08-25 | 4.0300%           |
| 2025-08-26 | 4.0300%           |
| 2025-08-27 | 4.0300%           |
| 2025-08-28 | 4.0400%           |
| 2025-08-29 | 4.0400%           |

**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:** $31343701218.31

- **Number of Shares Outstanding:** 31344046435.8900

- **Expense Reimbursement/Waiver:** 138701.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0000          |
|  |  |
| 2025-08-04 | 1.0001          |
|  |  |
| 2025-08-05 | 1.0000          |
|  |  |
| 2025-08-06 | 1.0001          |
|  |  |
| 2025-08-07 | 1.0001          |
|  |  |
| 2025-08-08 | 1.0000          |
|  |  |
| 2025-08-11 | 1.0000          |
|  |  |
| 2025-08-12 | 1.0001          |
|  |  |
| 2025-08-13 | 1.0001          |
|  |  |
| 2025-08-14 | 1.0001          |
|  |  |
| 2025-08-15 | 1.0000          |
|  |  |
| 2025-08-18 | 1.0001          |
|  |  |
| 2025-08-19 | 1.0001          |
|  |  |
| 2025-08-20 | 1.0001          |
|  |  |
| 2025-08-21 | 1.0000          |
|  |  |
| 2025-08-22 | 1.0001          |
|  |  |
| 2025-08-25 | 1.0001          |
|  |  |
| 2025-08-26 | 1.0001          |
|  |  |
| 2025-08-27 | 1.0001          |
|  |  |
| 2025-08-28 | 1.0001          |
|  |  |
| 2025-08-29 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $255186916.56             | $115974291.80           |
| 2025-08-04 | $162066178.38             | $148019150.59           |
| 2025-08-05 | $152691577.10             | $122232566.61           |
| 2025-08-06 | $162841371.34             | $172220281.10           |
| 2025-08-07 | $179356747.59             | $139985572.97           |
| 2025-08-08 | $218631246.27             | $75227468.12            |
| 2025-08-11 | $191960281.51             | $51084188.88            |
| 2025-08-12 | $203983695.69             | $124813446.47           |
| 2025-08-13 | $198600080.79             | $122665355.27           |
| 2025-08-14 | $145824768.39             | $99132526.91            |
| 2025-08-15 | $180305423.49             | $290701674.10           |
| 2025-08-18 | $217914597.61             | $92179989.50            |
| 2025-08-19 | $130556434.64             | $161258594.58           |
| 2025-08-20 | $209215107.53             | $119410856.27           |
| 2025-08-21 | $81636111.61              | $168855427.76           |
| 2025-08-22 | $202105352.33             | $179871883.83           |
| 2025-08-25 | $109220132.99             | $117017623.72           |
| 2025-08-26 | $161545690.13             | $176959765.62           |
| 2025-08-27 | $147740450.48             | $205487835.36           |
| 2025-08-28 | $111313863.63             | $195197082.81           |
| 2025-08-29 | $187210240.39             | $158507386.53           |

**Total Gross Subscriptions (Month):** $3609906268.45

**Total Gross Redemptions (Month):** $3036802968.80

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.2000%           |
| 2025-08-04 | 4.2000%           |
| 2025-08-05 | 4.2000%           |
| 2025-08-06 | 4.2000%           |
| 2025-08-07 | 4.1900%           |
| 2025-08-08 | 4.1900%           |
| 2025-08-11 | 4.1900%           |
| 2025-08-12 | 4.2000%           |
| 2025-08-13 | 4.2000%           |
| 2025-08-14 | 4.2000%           |
| 2025-08-15 | 4.2000%           |
| 2025-08-18 | 4.2000%           |
| 2025-08-19 | 4.1900%           |
| 2025-08-20 | 4.1900%           |
| 2025-08-21 | 4.1900%           |
| 2025-08-22 | 4.1800%           |
| 2025-08-25 | 4.1800%           |
| 2025-08-26 | 4.1800%           |
| 2025-08-27 | 4.1800%           |
| 2025-08-28 | 4.1900%           |
| 2025-08-29 | 4.1900%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 99.9500%         | 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 4.450000%
- **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:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2061-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 2: FARR LIFE LLC

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2022 4.450000%
- **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:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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):** $23910890.18
- **C.18.a - Value (excl. sponsor support):** $23910890.18
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **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):** $57829641.30
- **C.18.a - Value (excl. sponsor support):** $57829641.30
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **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):** $12328405.98
- **C.18.a - Value (excl. sponsor support):** $12328405.98
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **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 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):** $4894255.40
- **C.18.a - Value (excl. sponsor support):** $4894255.40
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **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 7: 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):** $14959272.29
- **C.18.a - Value (excl. sponsor support):** $14959272.29
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **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 8: 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):** $35638801.20
- **C.18.a - Value (excl. sponsor support):** $35638801.20
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **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 9: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.435000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYZX7, C.4 - ISIN: US3130AYZX72, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $273811132.71
- **C.18.a - Value (excl. sponsor support):** $273811132.71
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-19
- **C.13 - Final Legal Maturity Date:** 2025-09-19
- **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 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):** $22696135.73
- **C.18.a - Value (excl. sponsor support):** $22696135.73
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **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 4.440000%
- **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):** $347253382.00
- **C.18.a - Value (excl. sponsor support):** $347253382.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 4.450000%
- **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):** $48930168.37
- **C.18.a - Value (excl. sponsor support):** $48930168.37
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.440000%
- **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):** $100041312.00
- **C.18.a - Value (excl. sponsor support):** $100041312.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 4.520000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2RU1, C.4 - ISIN: US3130B2RU16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145207502.48
- **C.18.a - Value (excl. sponsor support):** $145207502.48
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 15: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2VU6, C.4 - ISIN: US3130B2VU69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145211419.98
- **C.18.a - Value (excl. sponsor support):** $145211419.98
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **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 16: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.480000%
- **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):** $72673607.69
- **C.18.a - Value (excl. sponsor support):** $72673607.69
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-10-08
- **C.13 - Final Legal Maturity Date:** 2026-10-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.530000%
- **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):** $72529445.15
- **C.18.a - Value (excl. sponsor support):** $72529445.15
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-12-23
- **C.13 - Final Legal Maturity Date:** 2026-12-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.360000%
- **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):** $121002611.18
- **C.18.a - Value (excl. sponsor support):** $121002611.18
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 19: 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: 3130B4T27, C.4 - ISIN: US3130B4T270, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $193800000.00
- **C.18.a - Value (excl. sponsor support):** $193800000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 20: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.355000%
- **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):** $242199217.69
- **C.18.a - Value (excl. sponsor support):** $242199217.69
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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? No, C.23 Categorized at Level 3? No

### Security 21: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.365000%
- **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):** $145413030.75
- **C.18.a - Value (excl. sponsor support):** $145413030.75
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 22: 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):** $121102646.10
- **C.18.a - Value (excl. sponsor support):** $121102646.10
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **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 23: 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):** $121125234.14
- **C.18.a - Value (excl. sponsor support):** $121125234.14
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **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 24: 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):** $218068966.55
- **C.18.a - Value (excl. sponsor support):** $218068966.55
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **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 25: 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: 3130B4YK1, C.4 - ISIN: US3130B4YK17, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149501019.59
- **C.18.a - Value (excl. sponsor support):** $149501019.59
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 4.355000%
- **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):** $193809221.00
- **C.18.a - Value (excl. sponsor support):** $193809221.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 27: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.408000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B56C7, C.4 - ISIN: US3130B56C70, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $121073886.55
- **C.18.a - Value (excl. sponsor support):** $121073886.55
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: 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: 3130B56X1, C.4 - ISIN: US3130B56X18, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145400018.90
- **C.18.a - Value (excl. sponsor support):** $145400018.90
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 29: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B57H5, C.4 - ISIN: US3130B57H58, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $9755489.61
- **C.18.a - Value (excl. sponsor support):** $9755489.61
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **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 30: 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: 3130B5A81, C.4 - ISIN: US3130B5A814, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $125000117.50
- **C.18.a - Value (excl. sponsor support):** $125000117.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 31: 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: 3130B5BL1, C.4 - ISIN: US3130B5BL12, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145441280.57
- **C.18.a - Value (excl. sponsor support):** $145441280.57
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **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 32: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.445000%
- **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):** $245511663.71
- **C.18.a - Value (excl. sponsor support):** $245511663.71
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-03-04
- **C.13 - Final Legal Maturity Date:** 2027-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5D47, C.4 - ISIN: US3130B5D479, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $169275729.85
- **C.18.a - Value (excl. sponsor support):** $169275729.85
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2026-03-27
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.445000%
- **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):** $121305283.83
- **C.18.a - Value (excl. sponsor support):** $121305283.83
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-03-10
- **C.13 - Final Legal Maturity Date:** 2027-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.365000%
- **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):** $121320419.64
- **C.18.a - Value (excl. sponsor support):** $121320419.64
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 36: 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: 3130B5GP7, C.4 - ISIN: US3130B5GP70, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $129299577.19
- **C.18.a - Value (excl. sponsor support):** $129299577.19
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2026-04-06
- **C.12 - Maturity Date (WAL):** 2026-04-06
- **C.13 - Final Legal Maturity Date:** 2026-04-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.360000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5JG4, C.4 - ISIN: US3130B5JG45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $72532171.27
- **C.18.a - Value (excl. sponsor support):** $72532171.27
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2026-04-10
- **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 38: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5QX9, C.4 - ISIN: US3130B5QX94, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145092435.84
- **C.18.a - Value (excl. sponsor support):** $145092435.84
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2026-04-27
- **C.12 - Maturity Date (WAL):** 2026-04-27
- **C.13 - Final Legal Maturity Date:** 2026-04-27
- **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 39: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.405000%
- **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):** $145218876.00
- **C.18.a - Value (excl. sponsor support):** $145218876.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-03-25
- **C.13 - Final Legal Maturity Date:** 2027-03-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.390000%
- **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):** $96791259.93
- **C.18.a - Value (excl. sponsor support):** $96791259.93
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-12-28
- **C.13 - Final Legal Maturity Date:** 2026-12-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.415000%
- **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):** $174422476.68
- **C.18.a - Value (excl. sponsor support):** $174422476.68
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-04-05
- **C.13 - Final Legal Maturity Date:** 2027-04-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.400000%
- **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):** $193520100.78
- **C.18.a - Value (excl. sponsor support):** $193520100.78
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-01-04
- **C.13 - Final Legal Maturity Date:** 2027-01-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: 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: 3130B5TR9, C.4 - ISIN: US3130B5TR99, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241904373.55
- **C.18.a - Value (excl. sponsor support):** $241904373.55
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 44: 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: 3130B5VD7, C.4 - ISIN: US3130B5VD75, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241906141.84
- **C.18.a - Value (excl. sponsor support):** $241906141.84
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 45: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5VE5, C.4 - ISIN: US3130B5VE58, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $144967365.54
- **C.18.a - Value (excl. sponsor support):** $144967365.54
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2026-05-08
- **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 46: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.460000%
- **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):** $145186863.76
- **C.18.a - Value (excl. sponsor support):** $145186863.76
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.440000%
- **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):** $96747088.07
- **C.18.a - Value (excl. sponsor support):** $96747088.07
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Y93, C.4 - ISIN: US3130B5Y939, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $120911746.23
- **C.18.a - Value (excl. sponsor support):** $120911746.23
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **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? 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 4.425000%
- **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):** $266613201.21
- **C.18.a - Value (excl. sponsor support):** $266613201.21
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: 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: 3130B5Z50, C.4 - ISIN: US3130B5Z506, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $97217044.02
- **C.18.a - Value (excl. sponsor support):** $97217044.02
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 51: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.440000%
- **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):** $241945367.74
- **C.18.a - Value (excl. sponsor support):** $241945367.74
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.455000%
- **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):** $193523711.49
- **C.18.a - Value (excl. sponsor support):** $193523711.49
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-01-25
- **C.13 - Final Legal Maturity Date:** 2027-01-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: 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):** $240741313.01
- **C.18.a - Value (excl. sponsor support):** $240741313.01
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **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 54: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.355000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B64T0, C.4 - ISIN: US3130B64T06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241800299.83
- **C.18.a - Value (excl. sponsor support):** $241800299.83
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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? No, C.23 Categorized at Level 3? No

### Security 55: 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: 3130B65G7, C.4 - ISIN: US3130B65G75, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $96717095.64
- **C.18.a - Value (excl. sponsor support):** $96717095.64
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **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 56: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B66P6, C.4 - ISIN: US3130B66P65, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145075000.00
- **C.18.a - Value (excl. sponsor support):** $145075000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: 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):** $266001673.14
- **C.18.a - Value (excl. sponsor support):** $266001673.14
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **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 58: 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):** $144994687.87
- **C.18.a - Value (excl. sponsor support):** $144994687.87
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **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 59: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6CA2, C.4 - ISIN: US3130B6CA21, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $120900530.75
- **C.18.a - Value (excl. sponsor support):** $120900530.75
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6FB7, C.4 - ISIN: US3130B6FB76, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241574255.52
- **C.18.a - Value (excl. sponsor support):** $241574255.52
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **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 61: 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):** $217615229.82
- **C.18.a - Value (excl. sponsor support):** $217615229.82
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **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 62: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6Q82, C.4 - ISIN: US3130B6Q826, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145477679.98
- **C.18.a - Value (excl. sponsor support):** $145477679.98
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **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 63: 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):** $121204142.68
- **C.18.a - Value (excl. sponsor support):** $121204142.68
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **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 64: 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):** $9697092.62
- **C.18.a - Value (excl. sponsor support):** $9697092.62
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **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 65: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.435000%
- **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):** $121270025.65
- **C.18.a - Value (excl. sponsor support):** $121270025.65
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-06-17
- **C.13 - Final Legal Maturity Date:** 2027-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.470000%
- **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):** $145101957.84
- **C.18.a - Value (excl. sponsor support):** $145101957.84
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-06-17
- **C.13 - Final Legal Maturity Date:** 2027-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.355000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6UC8, C.4 - ISIN: US3130B6UC84, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145569160.99
- **C.18.a - Value (excl. sponsor support):** $145569160.99
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2026-07-24
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: 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: 3130B6W77, C.4 - ISIN: US3130B6W774, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $169117960.00
- **C.18.a - Value (excl. sponsor support):** $169117960.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2026-07-24
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.355000%
- **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):** $241709261.94
- **C.18.a - Value (excl. sponsor support):** $241709261.94
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: 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: 3130B75R1, C.4 - ISIN: US3130B75R13, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $338814707.31
- **C.18.a - Value (excl. sponsor support):** $338814707.31
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 71: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.360000%
- **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):** $241409025.95
- **C.18.a - Value (excl. sponsor support):** $241409025.95
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 72: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.405000%
- **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):** $86608292.82
- **C.18.a - Value (excl. sponsor support):** $86608292.82
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: 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):** $144604906.90
- **C.18.a - Value (excl. sponsor support):** $144604906.90
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **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 74: 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: 3130B7GH1, C.4 - ISIN: US3130B7GH11, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145008572.40
- **C.18.a - Value (excl. sponsor support):** $145008572.40
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: 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):** $241418751.39
- **C.18.a - Value (excl. sponsor support):** $241418751.39
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **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 76: 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):** $183687549.32
- **C.18.a - Value (excl. sponsor support):** $183687549.32
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **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 77: 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: 3130B7HM9, C.4 - ISIN: US3130B7HM96, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241014768.48
- **C.18.a - Value (excl. sponsor support):** $241014768.48
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: 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):** $144456597.03
- **C.18.a - Value (excl. sponsor support):** $144456597.03
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **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 79: 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):** $207656854.52
- **C.18.a - Value (excl. sponsor support):** $207656854.52
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **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 80: 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: 313313MB1, C.4 - ISIN: US313313MB10, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $48059751.50
- **C.18.a - Value (excl. sponsor support):** $48059751.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-09-23
- **C.12 - Maturity Date (WAL):** 2025-09-23
- **C.13 - Final Legal Maturity Date:** 2025-09-23
- **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? Yes, C.23 Categorized at Level 3? No

### Security 81: 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: 313313ME5, C.4 - ISIN: US313313ME58, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $237025035.96
- **C.18.a - Value (excl. sponsor support):** $237025035.96
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-09-26
- **C.12 - Maturity Date (WAL):** 2025-09-26
- **C.13 - Final Legal Maturity Date:** 2025-09-26
- **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? Yes, C.23 Categorized at Level 3? No

### Security 82: 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):** $18826993.46
- **C.18.a - Value (excl. sponsor support):** $18826993.46
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **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 83: 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):** $24077216.14
- **C.18.a - Value (excl. sponsor support):** $24077216.14
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **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? No, C.23 Categorized at Level 3? No

### Security 84: 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):** $9577392.00
- **C.18.a - Value (excl. sponsor support):** $9577392.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **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 85: 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):** $33632091.78
- **C.18.a - Value (excl. sponsor support):** $33632091.78
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **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 86: 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):** $38234229.25
- **C.18.a - Value (excl. sponsor support):** $38234229.25
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **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 87: 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):** $71275248.00
- **C.18.a - Value (excl. sponsor support):** $71275248.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **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 88: 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):** $47309199.84
- **C.18.a - Value (excl. sponsor support):** $47309199.84
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **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 89: 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):** $28535214.68
- **C.18.a - Value (excl. sponsor support):** $28535214.68
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **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 90: 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):** $47538884.72
- **C.18.a - Value (excl. sponsor support):** $47538884.72
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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 91: 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):** $47502907.42
- **C.18.a - Value (excl. sponsor support):** $47502907.42
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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 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: 313385C53, C.4 - ISIN: US313385C539, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $25958313.31
- **C.18.a - Value (excl. sponsor support):** $25958313.31
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **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 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: 313385LN4, C.4 - ISIN: US313385LN44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $120831002.93
- **C.18.a - Value (excl. sponsor support):** $120831002.93
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-09-10
- **C.12 - Maturity Date (WAL):** 2025-09-10
- **C.13 - Final Legal Maturity Date:** 2025-09-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 94: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385LQ7, C.4 - ISIN: US313385LQ74, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $24160567.55
- **C.18.a - Value (excl. sponsor support):** $24160567.55
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-09-12
- **C.12 - Maturity Date (WAL):** 2025-09-12
- **C.13 - Final Legal Maturity Date:** 2025-09-12
- **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 95: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385LV6, C.4 - ISIN: US313385LV69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $217517916.98
- **C.18.a - Value (excl. sponsor support):** $217517916.98
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-09-17
- **C.12 - Maturity Date (WAL):** 2025-09-17
- **C.13 - Final Legal Maturity Date:** 2025-09-17
- **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? Yes, C.23 Categorized at Level 3? No

### Security 96: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385MC7, C.4 - ISIN: US313385MC79, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $144511365.36
- **C.18.a - Value (excl. sponsor support):** $144511365.36
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-09-24
- **C.12 - Maturity Date (WAL):** 2025-09-24
- **C.13 - Final Legal Maturity Date:** 2025-09-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 97: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385MQ6, C.4 - ISIN: US313385MQ65, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $144473571.38
- **C.18.a - Value (excl. sponsor support):** $144473571.38
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **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 98: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NR3, C.4 - ISIN: US313385NR30, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $143962162.50
- **C.18.a - Value (excl. sponsor support):** $143962162.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **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? No, C.23 Categorized at Level 3? No

### Security 99: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PD2, C.4 - ISIN: US313385PD26, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $239673243.99
- **C.18.a - Value (excl. sponsor support):** $239673243.99
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **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? No, C.23 Categorized at Level 3? No

### Security 100: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385QB5, C.4 - ISIN: US313385QB50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $143348060.14
- **C.18.a - Value (excl. sponsor support):** $143348060.14
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **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 101: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RW8, C.4 - ISIN: US313385RW88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $238109191.40
- **C.18.a - Value (excl. sponsor support):** $238109191.40
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **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 102: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SY3, C.4 - ISIN: US313385SY36, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $332451661.69
- **C.18.a - Value (excl. sponsor support):** $332451661.69
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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 103: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TH9, C.4 - ISIN: US313385TH93, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $331402584.87
- **C.18.a - Value (excl. sponsor support):** $331402584.87
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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 104: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TP1, C.4 - ISIN: US313385TP10, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $237187149.38
- **C.18.a - Value (excl. sponsor support):** $237187149.38
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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 105: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TX4, C.4 - ISIN: US313385TX44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $236173071.25
- **C.18.a - Value (excl. sponsor support):** $236173071.25
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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 106: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YD2, C.4 - ISIN: US313385YD25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $15525346.72
- **C.18.a - Value (excl. sponsor support):** $15525346.72
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 107: 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):** $239659535.50
- **C.18.a - Value (excl. sponsor support):** $239659535.50
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **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? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 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):** $24671180.31
- **C.18.a - Value (excl. sponsor support):** $24671180.31
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **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 109: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EMAU6, C.4 - ISIN: US3133EMAU63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96361933.16
- **C.18.a - Value (excl. sponsor support):** $96361933.16
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.9400%
- **C.11 - Maturity Date (WAM):** 2025-09-22
- **C.12 - Maturity Date (WAL):** 2025-09-22
- **C.13 - Final Legal Maturity Date:** 2025-09-22
- **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 110: 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):** $119005436.60
- **C.18.a - Value (excl. sponsor support):** $119005436.60
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **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 111: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.425000%
- **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):** $86735210.60
- **C.18.a - Value (excl. sponsor support):** $86735210.60
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 112: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.495000%
- **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):** $168255928.18
- **C.18.a - Value (excl. sponsor support):** $168255928.18
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 113: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.495000%
- **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):** $18907642.78
- **C.18.a - Value (excl. sponsor support):** $18907642.78
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 114: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.490000%
- **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):** $14406703.63
- **C.18.a - Value (excl. sponsor support):** $14406703.63
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 115: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPM85, C.4 - ISIN: US3133EPM857, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96202688.79
- **C.18.a - Value (excl. sponsor support):** $96202688.79
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-15
- **C.13 - Final Legal Maturity Date:** 2025-09-15
- **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 116: 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):** $111758676.99
- **C.18.a - Value (excl. sponsor support):** $111758676.99
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **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 117: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.465000%
- **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):** $192423574.77
- **C.18.a - Value (excl. sponsor support):** $192423574.77
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 118: 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):** $44531691.15
- **C.18.a - Value (excl. sponsor support):** $44531691.15
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 119: 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):** $38964836.50
- **C.18.a - Value (excl. sponsor support):** $38964836.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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 120: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.465000%
- **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):** $38509294.29
- **C.18.a - Value (excl. sponsor support):** $38509294.29
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 121: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPWV3, C.4 - ISIN: US3133EPWV30, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $52803624.72
- **C.18.a - Value (excl. sponsor support):** $52803624.72
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-26
- **C.13 - Final Legal Maturity Date:** 2025-09-26
- **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 122: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.495000%
- **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):** $228433328.13
- **C.18.a - Value (excl. sponsor support):** $228433328.13
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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? 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 4.455000%
- **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):** $149923729.17
- **C.18.a - Value (excl. sponsor support):** $149923729.17
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 124: 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):** $138976777.10
- **C.18.a - Value (excl. sponsor support):** $138976777.10
- **C.19 - Percentage of Net Assets:** 0.1700%
- **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 125: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPYR0, C.4 - ISIN: US3133EPYR00, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96119489.08
- **C.18.a - Value (excl. sponsor support):** $96119489.08
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 126: 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):** $24765929.50
- **C.18.a - Value (excl. sponsor support):** $24765929.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **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 127: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.480000%
- **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):** $99657748.08
- **C.18.a - Value (excl. sponsor support):** $99657748.08
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 128: 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):** $23915904.84
- **C.18.a - Value (excl. sponsor support):** $23915904.84
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **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 129: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.470000%
- **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):** $196244188.41
- **C.18.a - Value (excl. sponsor support):** $196244188.41
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.430000%
- **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):** $77509720.05
- **C.18.a - Value (excl. sponsor support):** $77509720.05
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-02-18
- **C.13 - Final Legal Maturity Date:** 2027-02-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 131: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.435000%
- **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):** $87217806.24
- **C.18.a - Value (excl. sponsor support):** $87217806.24
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.415000%
- **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):** $100006784.00
- **C.18.a - Value (excl. sponsor support):** $100006784.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 133: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.420000%
- **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):** $169548433.12
- **C.18.a - Value (excl. sponsor support):** $169548433.12
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-01-25
- **C.13 - Final Legal Maturity Date:** 2027-01-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 134: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.380000%
- **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):** $121239342.73
- **C.18.a - Value (excl. sponsor support):** $121239342.73
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 135: 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):** $53702185.37
- **C.18.a - Value (excl. sponsor support):** $53702185.37
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **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 136: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.430000%
- **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):** $43706113.19
- **C.18.a - Value (excl. sponsor support):** $43706113.19
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.415000%
- **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):** $174209432.86
- **C.18.a - Value (excl. sponsor support):** $174209432.86
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-03-10
- **C.13 - Final Legal Maturity Date:** 2027-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.395000%
- **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):** $124997727.50
- **C.18.a - Value (excl. sponsor support):** $124997727.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.450000%
- **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):** $148008893.32
- **C.18.a - Value (excl. sponsor support):** $148008893.32
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 140: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.475000%
- **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):** $72665865.62
- **C.18.a - Value (excl. sponsor support):** $72665865.62
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-11-18
- **C.13 - Final Legal Maturity Date:** 2026-11-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.435000%
- **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):** $96440198.80
- **C.18.a - Value (excl. sponsor support):** $96440198.80
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.445000%
- **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):** $38005626.66
- **C.18.a - Value (excl. sponsor support):** $38005626.66
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 143: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.425000%
- **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):** $144650461.06
- **C.18.a - Value (excl. sponsor support):** $144650461.06
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 144: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.420000%
- **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):** $96429826.16
- **C.18.a - Value (excl. sponsor support):** $96429826.16
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 145: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.415000%
- **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):** $96326892.74
- **C.18.a - Value (excl. sponsor support):** $96326892.74
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.440000%
- **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):** $144972610.84
- **C.18.a - Value (excl. sponsor support):** $144972610.84
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.450000%
- **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):** $97024681.66
- **C.18.a - Value (excl. sponsor support):** $97024681.66
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.435000%
- **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):** $96650442.58
- **C.18.a - Value (excl. sponsor support):** $96650442.58
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 149: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.460000%
- **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):** $48938555.21
- **C.18.a - Value (excl. sponsor support):** $48938555.21
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 150: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.465000%
- **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):** $58017490.48
- **C.18.a - Value (excl. sponsor support):** $58017490.48
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 151: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERLW9, C.4 - ISIN: US3133ERLW97, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $72802173.81
- **C.18.a - Value (excl. sponsor support):** $72802173.81
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-23
- **C.13 - Final Legal Maturity Date:** 2025-09-23
- **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 152: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.475000%
- **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):** $19019243.20
- **C.18.a - Value (excl. sponsor support):** $19019243.20
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-12-23
- **C.13 - Final Legal Maturity Date:** 2026-12-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.395000%
- **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):** $96720612.57
- **C.18.a - Value (excl. sponsor support):** $96720612.57
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 154: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.470000%
- **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):** $144207318.48
- **C.18.a - Value (excl. sponsor support):** $144207318.48
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.465000%
- **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):** $40026843.60
- **C.18.a - Value (excl. sponsor support):** $40026843.60
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-10-06
- **C.13 - Final Legal Maturity Date:** 2026-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 156: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.475000%
- **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):** $40059980.40
- **C.18.a - Value (excl. sponsor support):** $40059980.40
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.480000%
- **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):** $17415432.94
- **C.18.a - Value (excl. sponsor support):** $17415432.94
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 158: 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):** $99983800.00
- **C.18.a - Value (excl. sponsor support):** $99983800.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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 159: 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: 3133ERSB8, C.4 - ISIN: US3133ERSB87, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $58099254.57
- **C.18.a - Value (excl. sponsor support):** $58099254.57
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 160: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.450000%
- **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):** $38823065.44
- **C.18.a - Value (excl. sponsor support):** $38823065.44
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.490000%
- **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):** $145282415.52
- **C.18.a - Value (excl. sponsor support):** $145282415.52
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.430000%
- **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):** $145236623.80
- **C.18.a - Value (excl. sponsor support):** $145236623.80
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 163: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.485000%
- **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):** $58219389.34
- **C.18.a - Value (excl. sponsor support):** $58219389.34
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 164: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.490000%
- **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):** $200172858.00
- **C.18.a - Value (excl. sponsor support):** $200172858.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.405000%
- **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):** $48418074.01
- **C.18.a - Value (excl. sponsor support):** $48418074.01
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-03-23
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.450000%
- **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):** $212958826.40
- **C.18.a - Value (excl. sponsor support):** $212958826.40
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 167: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.495000%
- **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):** $121085375.18
- **C.18.a - Value (excl. sponsor support):** $121085375.18
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-10-30
- **C.13 - Final Legal Maturity Date:** 2026-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.415000%
- **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):** $145218629.16
- **C.18.a - Value (excl. sponsor support):** $145218629.16
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-04-01
- **C.13 - Final Legal Maturity Date:** 2027-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.385000%
- **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):** $116109866.18
- **C.18.a - Value (excl. sponsor support):** $116109866.18
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 170: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.410000%
- **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):** $280736260.82
- **C.18.a - Value (excl. sponsor support):** $280736260.82
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-04-01
- **C.13 - Final Legal Maturity Date:** 2027-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 171: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.465000%
- **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):** $96813457.14
- **C.18.a - Value (excl. sponsor support):** $96813457.14
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-04-16
- **C.13 - Final Legal Maturity Date:** 2027-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 172: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.470000%
- **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):** $241964349.04
- **C.18.a - Value (excl. sponsor support):** $241964349.04
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 173: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.400000%
- **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):** $209570905.28
- **C.18.a - Value (excl. sponsor support):** $209570905.28
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 174: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.303400%
- **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):** $62909499.16
- **C.18.a - Value (excl. sponsor support):** $62909499.16
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **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 175: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.380000%
- **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):** $38802789.72
- **C.18.a - Value (excl. sponsor support):** $38802789.72
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 176: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.385000%
- **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):** $116108827.08
- **C.18.a - Value (excl. sponsor support):** $116108827.08
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 177: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.405000%
- **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):** $115013604.50
- **C.18.a - Value (excl. sponsor support):** $115013604.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 178: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.390000%
- **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):** $96659747.15
- **C.18.a - Value (excl. sponsor support):** $96659747.15
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 179: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.455000%
- **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):** $96764473.80
- **C.18.a - Value (excl. sponsor support):** $96764473.80
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-07-09
- **C.13 - Final Legal Maturity Date:** 2027-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 180: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.360000%
- **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):** $95803044.52
- **C.18.a - Value (excl. sponsor support):** $95803044.52
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 181: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.405000%
- **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):** $231716281.56
- **C.18.a - Value (excl. sponsor support):** $231716281.56
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-08-11
- **C.13 - Final Legal Maturity Date:** 2026-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 182: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.480000%
- **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):** $48367281.26
- **C.18.a - Value (excl. sponsor support):** $48367281.26
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-08-25
- **C.13 - Final Legal Maturity Date:** 2027-08-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 183: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 0.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134GWD52, C.4 - ISIN: US3134GWD525, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $38650000.00
- **C.18.a - Value (excl. sponsor support):** $38650000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 0.6800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 184: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 0.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134GWH82, C.4 - ISIN: US3134GWH823, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $209670805.16
- **C.18.a - Value (excl. sponsor support):** $209670805.16
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-09-08
- **C.12 - Maturity Date (WAL):** 2025-09-08
- **C.13 - Final Legal Maturity Date:** 2025-09-08
- **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? Yes, C.23 Categorized at Level 3? No

### Security 185: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 0.570000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134GWUG9, C.4 - ISIN: US3134GWUG96, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $70340687.63
- **C.18.a - Value (excl. sponsor support):** $70340687.63
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-09-24
- **C.12 - Maturity Date (WAL):** 2025-09-24
- **C.13 - Final Legal Maturity Date:** 2025-09-24
- **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 186: 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: 3134GWVN3, C.4 - ISIN: US3134GWVN39, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $72291331.95
- **C.18.a - Value (excl. sponsor support):** $72291331.95
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 187: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 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):** $32186419.26
- **C.18.a - Value (excl. sponsor support):** $32186419.26
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **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 188: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.450000%
- **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):** $153889096.34
- **C.18.a - Value (excl. sponsor support):** $153889096.34
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 189: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.480000%
- **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):** $61057377.22
- **C.18.a - Value (excl. sponsor support):** $61057377.22
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 190: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.480000%
- **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):** $130727819.53
- **C.18.a - Value (excl. sponsor support):** $130727819.53
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 191: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.455000%
- **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):** $60040940.40
- **C.18.a - Value (excl. sponsor support):** $60040940.40
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 192: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.480000%
- **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):** $68658298.34
- **C.18.a - Value (excl. sponsor support):** $68658298.34
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 193: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.450000%
- **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):** $65845892.87
- **C.18.a - Value (excl. sponsor support):** $65845892.87
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 194: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.465000%
- **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):** $169404952.46
- **C.18.a - Value (excl. sponsor support):** $169404952.46
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 195: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.420000%
- **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):** $72548917.55
- **C.18.a - Value (excl. sponsor support):** $72548917.55
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 196: 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):** $239164668.51
- **C.18.a - Value (excl. sponsor support):** $239164668.51
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **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 197: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.440000%
- **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):** $96639410.87
- **C.18.a - Value (excl. sponsor support):** $96639410.87
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 198: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.460000%
- **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):** $42527937.80
- **C.18.a - Value (excl. sponsor support):** $42527937.80
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 199: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.475000%
- **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):** $239312079.30
- **C.18.a - Value (excl. sponsor support):** $239312079.30
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 200: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.480000%
- **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):** $113100525.93
- **C.18.a - Value (excl. sponsor support):** $113100525.93
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 201: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.480000%
- **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):** $100692535.92
- **C.18.a - Value (excl. sponsor support):** $100692535.92
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 202: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.480000%
- **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):** $140745921.73
- **C.18.a - Value (excl. sponsor support):** $140745921.73
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 203: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.480000%
- **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):** $52960788.98
- **C.18.a - Value (excl. sponsor support):** $52960788.98
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 204: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 0.375000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3137EAEX3, C.4 - ISIN: US3137EAEX33, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $511830575.47
- **C.18.a - Value (excl. sponsor support):** $511830575.47
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-09-23
- **C.12 - Maturity Date (WAL):** 2025-09-23
- **C.13 - Final Legal Maturity Date:** 2025-09-23
- **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 205: RIVERSIDE HOME LENDING

- **C.1 - Title:** TAXABLE S/F RENTAL HOUSING RB SERIES 2021A 4.450000%
- **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:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2061-09-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 206: AVENTURA BORROWERS

- **C.1 - Title:** TAXABLE M/F HOUSING RB (AVENTURA SR LIVING) SERIES 2025A 4.450000%
- **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:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2065-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 207: 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):** $247384271.42
- **C.18.a - Value (excl. sponsor support):** $247384271.42
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **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 208: 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):** $79910290.03
- **C.18.a - Value (excl. sponsor support):** $79910290.03
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **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 209: 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):** $29079599.54
- **C.18.a - Value (excl. sponsor support):** $29079599.54
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **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 210: 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):** $144573018.32
- **C.18.a - Value (excl. sponsor support):** $144573018.32
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **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 211: 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):** $40052593.04
- **C.18.a - Value (excl. sponsor support):** $40052593.04
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **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 212: 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):** $64710790.89
- **C.18.a - Value (excl. sponsor support):** $64710790.89
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **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 213: 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):** $48305392.78
- **C.18.a - Value (excl. sponsor support):** $48305392.78
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **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 214: 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):** $142150770.30
- **C.18.a - Value (excl. sponsor support):** $142150770.30
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **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 215: 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):** $35040273.30
- **C.18.a - Value (excl. sponsor support):** $35040273.30
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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 216: 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):** $32217031.17
- **C.18.a - Value (excl. sponsor support):** $32217031.17
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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 217: 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):** $32108343.75
- **C.18.a - Value (excl. sponsor support):** $32108343.75
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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 218: 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):** $288918962.53
- **C.18.a - Value (excl. sponsor support):** $288918962.53
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **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 219: 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):** $413836144.10
- **C.18.a - Value (excl. sponsor support):** $413836144.10
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **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 220: 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):** $129505636.82
- **C.18.a - Value (excl. sponsor support):** $129505636.82
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **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 221: 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):** $119908938.31
- **C.18.a - Value (excl. sponsor support):** $119908938.31
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **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 222: 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):** $63816341.55
- **C.18.a - Value (excl. sponsor support):** $63816341.55
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **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 223: 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):** $156649513.60
- **C.18.a - Value (excl. sponsor support):** $156649513.60
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **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 224: 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):** $404156892.48
- **C.18.a - Value (excl. sponsor support):** $404156892.48
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-05-31
- **C.12 - Maturity Date (WAL):** 2026-05-31
- **C.13 - Final Legal Maturity Date:** 2026-05-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 225: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 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):** $391096744.20
- **C.18.a - Value (excl. sponsor support):** $391096744.20
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 226: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 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):** $47775890.75
- **C.18.a - Value (excl. sponsor support):** $47775890.75
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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 227: 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):** $63721300.62
- **C.18.a - Value (excl. sponsor support):** $63721300.62
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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 228: 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):** $101912435.03
- **C.18.a - Value (excl. sponsor support):** $101912435.03
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **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 229: 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):** $47980385.28
- **C.18.a - Value (excl. sponsor support):** $47980385.28
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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 230: 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):** $142511137.52
- **C.18.a - Value (excl. sponsor support):** $142511137.52
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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 231: 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):** $274535830.42
- **C.18.a - Value (excl. sponsor support):** $274535830.42
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **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 232: 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):** $79923634.94
- **C.18.a - Value (excl. sponsor support):** $79923634.94
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **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 233: 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):** $480979833.64
- **C.18.a - Value (excl. sponsor support):** $480979833.64
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **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 234: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.388400%
- **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):** $448680743.24
- **C.18.a - Value (excl. sponsor support):** $448680743.24
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 235: 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):** $149675930.97
- **C.18.a - Value (excl. sponsor support):** $149675930.97
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **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 236: 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):** $270736641.00
- **C.18.a - Value (excl. sponsor support):** $270736641.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **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 237: 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):** $257516736.50
- **C.18.a - Value (excl. sponsor support):** $257516736.50
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **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 238: 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):** $358411204.40
- **C.18.a - Value (excl. sponsor support):** $358411204.40
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **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 239: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.293400%
- **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):** $79919251.91
- **C.18.a - Value (excl. sponsor support):** $79919251.91
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 240: 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):** $197919825.48
- **C.18.a - Value (excl. sponsor support):** $197919825.48
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **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 241: 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):** $97450739.87
- **C.18.a - Value (excl. sponsor support):** $97450739.87
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **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 242: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.325400%
- **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):** $117501896.15
- **C.18.a - Value (excl. sponsor support):** $117501896.15
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 243: 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):** $141198648.08
- **C.18.a - Value (excl. sponsor support):** $141198648.08
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **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 244: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.348400%
- **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):** $84258887.80
- **C.18.a - Value (excl. sponsor support):** $84258887.80
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 245: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.241400%
- **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):** $175457109.56
- **C.18.a - Value (excl. sponsor support):** $175457109.56
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 246: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.303400%
- **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):** $559451440.52
- **C.18.a - Value (excl. sponsor support):** $559451440.52
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 247: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.302400%
- **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):** $294553568.09
- **C.18.a - Value (excl. sponsor support):** $294553568.09
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 248: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.350000%
- **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: ARP19P3W4, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP19P3W4
- **C.18 - Value (incl. sponsor support):** $718000000.00
- **C.18.a - Value (excl. sponsor support):** $718000000.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $1000000.00        | $1228458.73        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-07-15      | 0.7500%  | 0.0000% | $2000000.00        | $2569277.39        | U.S. Treasuries (including strips)        |
| FEPC 05.000 CLQE3428   | 2052-06-01      | 5.0000%  | 0.0000% | $15155169.00       | $8925072.73        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQF6627   | 2053-01-01      | 6.5000%  | 0.0000% | $112927.00         | $77987.29          | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q34318 G   | 2045-06-01      | 4.0000%  | 0.0000% | $63317047.00       | $10860049.00       | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2053-09-25      | 5.2484%  | 0.0000% | $29520612.00       | $22711763.01       | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLRA8304   | 2052-12-01      | 5.5000%  | 0.0000% | $32205219.00       | $24999026.75       | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2054-08-25      | 5.3984%  | 0.0000% | $1000000.00        | $736637.73         | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLSD8232   | 2052-06-01      | 5.0000%  | 0.0000% | $50988.00          | $37732.22          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8277   | 2052-12-01      | 5.5000%  | 0.0000% | $39652254.00       | $31617709.11       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIDB2344   | 2039-10-01      | 4.0000%  | 0.0000% | $712871.00         | $642168.10         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB7358   | 2054-07-01      | 6.0000%  | 0.0000% | $9786796.00        | $9944510.97        | Agency Mortgage-Backed Securities         |
| MNRA CL003A1 R22M003   | 2031-11-25      | 1.7641%  | 0.0000% | $7041227.00        | $5727085.03        | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CLDB6796   | 2054-07-01      | 6.5000%  | 0.0000% | $2795687.00        | $2883302.41        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDC8358   | 2054-12-01      | 4.5000%  | 0.0000% | $1295505.00        | $1147168.54        | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G61595 G   | 2048-07-01      | 3.5000%  | 0.0000% | $16715512.00       | $3494930.45        | Agency Mortgage-Backed Securities         |
| MNRA CL013A2 R22M013   | 2032-05-25      | 2.6786%  | 0.0000% | $759434.00         | $688678.04         | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLSD4084   | 2053-10-01      | 5.5000%  | 0.0000% | $99711.00          | $82116.55          | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2053-10-25      | 5.6484%  | 0.0000% | $1483.00           | $996.21            | Agency Collateralized Mortgage Obligation |
| MNRA CL003A2 R22M003   | 2031-11-25      | 1.7641%  | 0.0000% | $3500000.00        | $3014375.00        | Agency Collateralized Mortgage Obligation |
| 04.000 FGPC V83149 G   | 2047-04-01      | 4.0000%  | 0.0000% | $11465705.00       | $2772618.94        | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2053-11-25      | 6.0984%  | 0.0000% | $1000.00           | $597.70            | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2055-07-25      | 5.1484%  | 0.0000% | $100000000.00      | $98379167.02       | Agency Collateralized Mortgage Obligation |
| MNAR XX.XXX XYBM6932   | 2032-05-01      | 3.1911%  | 0.0000% | $30568022.00       | $27133048.10       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC2263   | 2054-08-01      | 6.0000%  | 0.0000% | $3089041.00        | $2811302.69        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC1600   | 2054-09-01      | 5.5000%  | 0.0000% | $1000935.00        | $1005782.45        | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G20032 G   | 2037-12-01      | 5.5000%  | 0.0000% | $12586.00          | $570.88            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3VZN0506   | 2042-11-01      | 3.5000%  | 0.0000% | $66162090.00       | $10222806.85       | Agency Mortgage-Backed Securities         |
| 05.000 FGPC P00062 G   | 2035-01-01      | 5.0000%  | 0.0000% | $3775.00           | $143.01            | Agency Mortgage-Backed Securities         |
| 05.000 FGPC N70075 G   | 2035-01-01      | 5.0000%  | 0.0000% | $7174.00           | $137.49            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA8246   | 2052-11-01      | 4.5000%  | 0.0000% | $36783677.00       | $28205045.32       | Agency Mortgage-Backed Securities         |
| 04.500 FGPC Q60436 G   | 2048-12-01      | 4.5000%  | 0.0000% | $10695043.00       | $2400760.38        | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2048-05-25      | 3.0000%  | 0.0000% | $21286241.00       | $13648211.96       | Agency Collateralized Mortgage Obligation |
| FNMS 04.000 CLBA4958   | 2046-10-01      | 4.0000%  | 0.0000% | $1284550.00        | $308886.06         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB6791   | 2054-07-01      | 6.0000%  | 0.0000% | $2500325.00        | $2539894.91        | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2054-12-25      | 5.5484%  | 0.0000% | $600000.00         | $526795.99         | Agency Collateralized Mortgage Obligation |
| FEPC 02.500 CLSD8029   | 2049-12-01      | 2.5000%  | 0.0000% | $3604297.00        | $863987.87         | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2054-11-25      | 5.2984%  | 0.0000% | $5872665.00        | $5298860.84        | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2054-07-25      | 5.6984%  | 0.0000% | $6248495.00        | $4470802.21        | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLRA8546   | 2053-02-01      | 5.5000%  | 0.0000% | $2934988.00        | $2451152.30        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 3PQU7914   | 2051-07-01      | 2.5000%  | 0.0000% | $100000.00         | $70410.60          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDD1867   | 2054-12-01      | 5.0000%  | 0.0000% | $1557503.00        | $1537748.22        | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDB5653   | 2054-07-01      | 7.0000%  | 0.0000% | $3718178.00        | $2455753.07        | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDC1630   | 2054-08-01      | 7.0000%  | 0.0000% | $2356160.00        | $2467535.88        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC3573   | 2054-09-01      | 6.0000%  | 0.0000% | $1869489.00        | $1445735.54        | Agency Mortgage-Backed Securities         |
| MNRM CL009A2 R19M009   | 2029-06-25      | 2.9370%  | 0.0000% | $2060.00           | $1257.37           | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLSD5457   | 2054-05-01      | 5.5000%  | 0.0000% | $1032.00           | $938.40            | Agency Mortgage-Backed Securities         |
| 07.500 FGPC G20028 G   | 2036-12-01      | 7.5000%  | 0.0000% | $5352.00           | $120.07            | Agency Mortgage-Backed Securities         |
| GNRA 2024-097 FT       | 2054-06-20      | 5.4950%  | 0.0000% | $1024.00           | $970.86            | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2054-09-25      | 5.4484%  | 0.0000% | $2807252.00        | $2593012.03        | Agency Collateralized Mortgage Obligation |
| MNRA RC004A1X R22M00   | 2030-05-25      | 2.5397%  | 0.0000% | $2583000.00        | $1214695.36        | Agency Collateralized Mortgage Obligation |
| FEPC 03.000 CLSD1041   | 2052-06-01      | 3.0000%  | 0.0000% | $7071583.00        | $4709865.54        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1535   | 2052-09-01      | 4.5000%  | 0.0000% | $7548221.00        | $6007166.55        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7924   | 2052-09-01      | 4.5000%  | 0.0000% | $2554672.00        | $1879110.48        | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G08788 G   | 2047-11-01      | 3.5000%  | 0.0000% | $43259261.00       | $5355760.10        | Agency Mortgage-Backed Securities         |
| MNRA CL012A2 R18M012   | 2030-08-25      | 3.7476%  | 0.0000% | $5000000.00        | $4919930.55        | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLQH0278   | 2053-09-01      | 6.5000%  | 0.0000% | $10116389.00       | $8277625.68        | Agency Mortgage-Backed Securities         |
| MNRA CL01GA2 R21M01G   | 2030-11-25      | 1.5173%  | 0.0000% | $8313573.00        | $7290246.06        | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLQG8671   | 2053-08-01      | 6.5000%  | 0.0000% | $11134244.00       | $11412841.31       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG6728   | 2053-07-01      | 6.0000%  | 0.0000% | $2056866.00        | $1643376.24        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC6063   | 2054-12-01      | 5.5000%  | 0.0000% | $2650433.00        | $2535716.36        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDD1866   | 2054-12-01      | 5.0000%  | 0.0000% | $1855418.00        | $1837885.99        | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2055-02-25      | 5.7484%  | 0.0000% | $8600000.00        | $7264347.11        | Agency Collateralized Mortgage Obligation |
| FNMS 03.000 CLAP2123   | 2042-08-01      | 3.0000%  | 0.0000% | $78333061.00       | $9730609.11        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $1800.00           | $1897.18           | U.S. Treasuries (including strips)        |
| FEPC 05.000 CLQE8140   | 2052-08-01      | 5.0000%  | 0.0000% | $13800000.00       | $10690983.29       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8258   | 2052-10-01      | 5.0000%  | 0.0000% | $53216876.00       | $42029888.65       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB7789   | 2054-08-01      | 5.5000%  | 0.0000% | $1641667.00        | $1632910.96        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF9670   | 2053-03-01      | 5.5000%  | 0.0000% | $104000.00         | $87543.24          | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDB7341   | 2054-07-01      | 7.0000%  | 0.0000% | $1787987.00        | $1713796.82        | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDB6893   | 2054-06-01      | 7.0000%  | 0.0000% | $2000177.00        | $1597977.19        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2027-10-31      | 4.1250%  | 0.0000% | $826200.00         | $845593.54         | U.S. Treasuries (including strips)        |
| 04.000 FGPC Q38388 G   | 2046-01-01      | 4.0000%  | 0.0000% | $10995416.00       | $1359912.18        | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2055-07-25      | 5.1984%  | 0.0000% | $10036594.00       | $9747277.52        | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2037-12-15      | 6.8977%  | 0.0000% | $89429075.00       | $686413.44         | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2038-06-15      | 6.8068%  | 0.0000% | $60521856.00       | $412385.58         | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CLDC8676   | 2055-01-01      | 6.5000%  | 0.0000% | $1614765.00        | $1673210.96        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC3211   | 2054-10-01      | 6.0000%  | 0.0000% | $1452173.00        | $1491677.97        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 I4BF0605   | 2062-03-01      | 4.0000%  | 0.0000% | $60081015.00       | $45913792.05       | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2053-11-25      | 5.4484%  | 0.0000% | $718985.00         | $465430.58         | Agency Collateralized Mortgage Obligation |
| FNMS 03.500 I4BF0103   | 2056-06-01      | 3.5000%  | 0.0000% | $27700000.00       | $9547231.18        | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2041-03-15      | 5.0000%  | 0.0000% | $8141967.00        | $2415969.44        | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLRA8215   | 2052-11-01      | 6.0000%  | 0.0000% | $52385727.00       | $38663769.83       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAL3092   | 2043-01-01      | 3.5000%  | 0.0000% | $46870610.00       | $8715278.43        | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2039-10-15      | 6.7685%  | 0.0000% | $53677824.00       | $444436.75         | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2054-12-25      | 5.7484%  | 0.0000% | $1000.00           | $861.50            | Agency Collateralized Mortgage Obligation |
| FNMS 02.500 I4BF0535   | 2061-03-01      | 2.5000%  | 0.0000% | $1293299.00        | $668513.92         | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2055-02-25      | 5.9984%  | 0.0000% | $2793471.00        | $2573727.58        | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2054-08-25      | 5.4484%  | 0.0000% | $300000.00         | $269745.48         | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLRA9264   | 2053-06-01      | 5.5000%  | 0.0000% | $14689000.00       | $12348332.54       | Agency Mortgage-Backed Securities         |
| 06.000 FGPC P20586 G   | 2034-11-01      | 6.0000%  | 0.0000% | $6684.00           | $90.26             | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A50739 G   | 2036-07-01      | 6.0000%  | 0.0000% | $9772.00           | $97.77             | Agency Mortgage-Backed Securities         |
| 04.000 FGPC U99177 G   | 2044-02-01      | 4.0000%  | 0.0000% | $59000000.00       | $11618883.30       | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2054-09-25      | 5.2484%  | 0.0000% | $29614728.00       | $27848187.50       | Agency Collateralized Mortgage Obligation |
| FEPC 04.500 CLSD8340   | 2053-07-01      | 4.5000%  | 0.0000% | $135000.00         | $116226.00         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8490   | 2055-01-01      | 4.5000%  | 0.0000% | $377081.00         | $351022.91         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $22000.00          | $23264.22          | U.S. Treasuries (including strips)        |
| FNMS 06.000 CLCC0000   | 2055-02-01      | 6.0000%  | 0.0000% | $22745826.00       | $22119806.36       | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2039-12-25      | 6.9779%  | 0.0000% | $69259779.00       | $819677.08         | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLDC1985   | 2054-09-01      | 5.5000%  | 0.0000% | $682705.00         | $687542.32         | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2054-12-25      | 5.5484%  | 0.0000% | $6300000.00        | $5257955.51        | Agency Collateralized Mortgage Obligation |
| FNMS 07.500 CLDD9025   | 2055-06-01      | 7.5000%  | 0.0000% | $1438969.00        | $1577622.06        | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2027-06-25      | 3.1625%  | 0.0000% | $1644000.00        | $946263.49         | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2053-11-25      | 5.8484%  | 0.0000% | $37603885.00       | $20799092.74       | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLQH3273   | 2053-10-01      | 5.5000%  | 0.0000% | $118327.00         | $111613.19         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8315   | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $837.01            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQF8204   | 2053-02-01      | 6.0000%  | 0.0000% | $100000.00         | $79430.20          | Agency Mortgage-Backed Securities         |
| MNRA CL03GA2 R21M03G   | 2031-01-25      | 1.2862%  | 0.0000% | $31455000.00       | $27273851.11       | Agency Collateralized Mortgage Obligation |
| 03.500 FGPC Q30510 G   | 2044-12-01      | 3.5000%  | 0.0000% | $8300000.00        | $1933157.56        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBD8447   | 2046-10-01      | 4.0000%  | 0.0000% | $3059022.00        | $449053.78         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBE7474   | 2047-02-01      | 4.0000%  | 0.0000% | $22340436.00       | $4044476.74        | Agency Mortgage-Backed Securities         |
| MNRM CL001A2 R20M001   | 2029-10-25      | 2.4440%  | 0.0000% | $3968106.00        | $3716948.26        | Agency Collateralized Mortgage Obligation |

### Security 249: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.490000%
- **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:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRA 2025-069 FW     | 2055-04-20      | 5.6950%  | 0.0000% | $20000000.00       | $20001956.48       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-002 WA     | 2048-04-20      | 2.0000%  | 0.0000% | $13350000.00       | $11053369.01       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-083 DQ     | 2048-05-20      | 5.0000%  | 0.0000% | $11164016.00       | $11157890.63       | Agency Collateralized Mortgage Obligation |
| FNRM CL023EM R25F023 | 2047-11-25      | 3.0000%  | 0.0000% | $54672320.00       | $48847371.66       | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2051-11-25      | 1.5000%  | 0.0000% | $96497280.00       | $50630168.39       | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2048-11-25      | 3.0000%  | 0.0000% | $2491448.00        | $1531394.72        | Agency Collateralized Mortgage Obligation |
| MNRM CL023A3 R20M023 | 2035-03-25      | 1.7400%  | 0.0000% | $7525000.00        | $6078509.38        | Agency Collateralized Mortgage Obligation |
| FNRM RC031HE R21F031 | 2051-06-25      | 1.2500%  | 0.0000% | $9318064.00        | $3557764.90        | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2055-06-25      | 5.8484%  | 0.0000% | $25000000.00       | $24214051.25       | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2047-10-25      | 3.5000%  | 0.0000% | $49960320.00       | $46653375.01       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-167 FA     | 2053-11-20      | 5.8450%  | 0.0000% | $30000000.00       | $12299875.47       | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2052-04-25      | 4.5000%  | 0.0000% | $53197632.00       | $51133709.49       | Agency Collateralized Mortgage Obligation |
| FKRA P016A1 03/25/29 | 2029-03-25      | 4.7681%  | 0.0000% | $22000000.00       | $21450828.31       | Agency Mortgage-Backed Securities         |
| GNRA 2025-098 BF     | 2055-06-20      | 6.0000%  | 0.0000% | $99988298.00       | $100162898.77      | Agency Collateralized Mortgage Obligation |
| GNRA 2024-095 FN     | 2054-06-20      | 5.5950%  | 0.0000% | $99999999.00       | $41455232.12       | Agency Collateralized Mortgage Obligation |

### Security 250: RBC DOMINION SECURITIES INC

- **C.1 - Title:** RBC DOMINION SECURITIES INC 4.340000%
- **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: ARP19XTJ8, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP19XTJ8
- **C.18 - Value (incl. sponsor support):** $1941000000.00
- **C.18.a - Value (excl. sponsor support):** $1941000000.00
- **C.19 - Percentage of Net Assets:** 2.3300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRA 2025-069 FN       | 2055-04-20      | 5.6450%  | 0.0000% | $6293400.00        | $6264270.04        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-024 FB       | 2055-02-20      | 5.4950%  | 0.0000% | $7806764.00        | $6908899.28        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $400.00            | $360.62            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $100.00            | $96.21             | U.S. Treasuries (including strips)        |
| GNRA 2024-148 FB       | 2054-09-20      | 5.4950%  | 0.0000% | $14192600.00       | $11736261.67       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-005 JF       | 2054-01-20      | 5.5450%  | 0.0000% | $4305900.00        | $2147781.93        | Agency Collateralized Mortgage Obligation |
| FEPC 03.500 CLSD7504   | 2049-08-01      | 3.5000%  | 0.0000% | $1211.00           | $225.18            | Agency Mortgage-Backed Securities         |
| GNII SF MA9488 M       | 2054-01-20      | 5.5000%  | 0.0000% | $1005.00           | $825.12            | Agency Mortgage-Backed Securities         |
| GNII SF MA6600 M       | 2050-04-20      | 3.5000%  | 0.0000% | $1003.00           | $202.73            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB6931   | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $869.13            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC0218   | 2055-04-01      | 6.0000%  | 0.0000% | $542740.00         | $547094.21         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCC0289   | 2055-04-01      | 6.5000%  | 0.0000% | $12796.00          | $12711.19          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ3502   | 2055-02-01      | 5.5000%  | 0.0000% | $1024.00           | $969.72            | Agency Mortgage-Backed Securities         |
| GNII SF MA9722 M       | 2054-06-20      | 4.0000%  | 0.0000% | $660091.00         | $586086.92         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $20573400.00       | $17179352.98       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $3000.00           | $3030.38           | U.S. Treasuries (including strips)        |
| GNII SF DI8141 C       | 2055-04-20      | 5.0000%  | 0.0000% | $2827278.00        | $1788580.02        | Agency Mortgage-Backed Securities         |
| GNRA 2022-050 FH       | 2052-03-20      | 3.5000%  | 0.0000% | $265499974.00      | $175493553.43      | Agency Collateralized Mortgage Obligation |
| GNRA 2024-171 FA       | 2054-10-20      | 5.4950%  | 0.0000% | $55081700.00       | $51697088.52       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-160 YF       | 2054-09-20      | 5.5450%  | 0.0000% | $200000000.00      | $187932398.39      | Agency Collateralized Mortgage Obligation |
| GNRA 2025-089 FG       | 2055-05-20      | 5.7450%  | 0.0000% | $17563566.00       | $17515255.59       | Agency Collateralized Mortgage Obligation |
| GNII SF MB0558 M       | 2055-07-20      | 6.5000%  | 0.0000% | $1024.00           | $1059.99           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2047-02-15      | 0.8750%  | 0.0000% | $100.00            | $96.38             | U.S. Treasuries (including strips)        |
| 06.000 FGPC A50739 G   | 2036-07-01      | 6.0000%  | 0.0000% | $40890.00          | $409.10            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD3839   | 2053-09-01      | 5.5000%  | 0.0000% | $1303.00           | $1156.26           | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q59742 G   | 2048-11-01      | 4.0000%  | 0.0000% | $1123744.00        | $179787.55         | Agency Mortgage-Backed Securities         |
| 06.000 FGPC P20586 G   | 2034-11-01      | 6.0000%  | 0.0000% | $8203.00           | $110.77            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8269   | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $175.27            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6463   | 2053-06-01      | 5.5000%  | 0.0000% | $1064190.00        | $851938.63         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC D98606 G   | 2031-04-01      | 3.5000%  | 0.0000% | $1960.00           | $52.77             | Agency Mortgage-Backed Securities         |
| GNRA 2021-226 FB       | 2051-12-20      | 2.5000%  | 0.0000% | $2870678.00        | $1803860.76        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2044-02-15      | 1.3750%  | 0.0000% | $12846800.00       | $14937929.26       | U.S. Treasuries (including strips)        |
| FNMS 06.500 CLFS6942   | 2053-12-01      | 6.5000%  | 0.0000% | $1024.00           | $812.40            | Agency Mortgage-Backed Securities         |
| GNII SF MA9538 M       | 2054-02-20      | 4.0000%  | 0.0000% | $1000.00           | $893.76            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ3077   | 2054-12-01      | 5.5000%  | 0.0000% | $4890224.00        | $4577780.63        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQA8518   | 2050-04-01      | 3.0000%  | 0.0000% | $1000.00           | $333.77            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G61748 G   | 2048-11-01      | 3.5000%  | 0.0000% | $1429732.00        | $391486.59         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC V81932 G   | 2045-10-01      | 3.5000%  | 0.0000% | $937735.00         | $134883.65         | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G61581 G   | 2048-08-01      | 4.0000%  | 0.0000% | $1000.00           | $146.94            | Agency Mortgage-Backed Securities         |
| GNII SF MA6767 M       | 2050-07-20      | 3.5000%  | 0.0000% | $3977684.00        | $1019024.55        | Agency Mortgage-Backed Securities         |
| GNII SF MA7313 M       | 2051-04-20      | 3.0000%  | 0.0000% | $734857.00         | $333442.92         | Agency Mortgage-Backed Securities         |
| GNII SF MA7254 M       | 2051-03-20      | 2.0000%  | 0.0000% | $110628179.00      | $56961155.85       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA2833   | 2046-12-01      | 3.0000%  | 0.0000% | $79925760.00       | $15043364.89       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ1978   | 2054-07-01      | 6.5000%  | 0.0000% | $1024.00           | $947.00            | Agency Mortgage-Backed Securities         |
| GNII SF MA7990 M       | 2052-04-20      | 4.0000%  | 0.0000% | $6138.00           | $4374.02           | Agency Mortgage-Backed Securities         |
| GNRA 2024-160 AF       | 2054-10-20      | 5.3950%  | 0.0000% | $1000.00           | $853.36            | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLRJ0513   | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $874.73            | Agency Mortgage-Backed Securities         |
| GNII SF MB0366 M       | 2055-05-20      | 5.5000%  | 0.0000% | $3074.00           | $3085.68           | Agency Mortgage-Backed Securities         |
| GNII SF MA5875 M       | 2049-04-20      | 3.5000%  | 0.0000% | $2000.00           | $186.50            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2025-12-31      | 2.6250%  | 0.0000% | $31400.00          | $31369.76          | U.S. Treasuries (including strips)        |
| FNMS 05.500 CLFA2293   | 2055-08-01      | 5.5000%  | 0.0000% | $10287.00          | $10413.40          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3521   | 2048-11-01      | 4.0000%  | 0.0000% | $1023.00           | $80.71             | Agency Mortgage-Backed Securities         |
| GNII SF MA9605 M       | 2054-04-20      | 5.5000%  | 0.0000% | $3197899.00        | $2870627.45        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4548   | 2052-02-01      | 2.5000%  | 0.0000% | $1024.00           | $676.09            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5271   | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $874.76            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQB7592   | 2051-01-01      | 2.5000%  | 0.0000% | $13759808.00       | $6912604.47        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBM3663   | 2047-04-01      | 3.0000%  | 0.0000% | $1000.00           | $201.46            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | 0.0000% | $379800.00         | $291279.33         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $13245100.00       | $14011503.88       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $6200.00           | $6534.74           | U.S. Treasuries (including strips)        |
| GNRA 2023-136 FC       | 2053-09-20      | 5.5450%  | 0.0000% | $27706164.00       | $10363618.37       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2026-01-29      | 0.0000%  | 0.0000% | $233400.00         | $229499.89         | U.S. Treasuries (including strips)        |
| GNRA 2024-058 AF       | 2054-04-20      | 5.3950%  | 0.0000% | $281500.00         | $192117.84         | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $200.00            | $205.03            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-12-31      | 0.3750%  | 0.0000% | $471300.00         | $465647.89         | U.S. Treasuries (including strips)        |
| GNRA 2024-126 FW       | 2054-08-20      | 5.4950%  | 0.0000% | $100000000.00      | $81037451.95       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-193 EF       | 2051-11-20      | 2.5000%  | 0.0000% | $40878090.00       | $24254743.49       | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLQY7572   | 2055-07-01      | 5.5000%  | 0.0000% | $1048.00           | $1015.69           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS9087   | 2052-04-01      | 2.5000%  | 0.0000% | $448297.00         | $352461.45         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS9184   | 2054-08-01      | 6.5000%  | 0.0000% | $12398974.00       | $7600044.25        | Agency Mortgage-Backed Securities         |
| GNRA 2024-164 FH       | 2054-10-20      | 5.5450%  | 0.0000% | $63229440.00       | $50245147.33       | Agency Collateralized Mortgage Obligation |
| GNII SF MA8349 M       | 2052-10-20      | 5.5000%  | 0.0000% | $6399677.00        | $4601990.84        | Agency Mortgage-Backed Securities         |
| GNII SF MA8267 M       | 2052-09-20      | 4.0000%  | 0.0000% | $1069288.00        | $814591.45         | Agency Mortgage-Backed Securities         |
| GNII SF MA7649 M       | 2051-10-20      | 2.5000%  | 0.0000% | $40493918.00       | $24712588.87       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA4869   | 2053-01-01      | 5.5000%  | 0.0000% | $1008.00           | $788.00            | Agency Mortgage-Backed Securities         |
| GNII SF MA4653 M       | 2047-08-20      | 4.0000%  | 0.0000% | $1024.00           | $112.05            | Agency Mortgage-Backed Securities         |
| GNII SF MA5985 M       | 2049-06-20      | 3.5000%  | 0.0000% | $2000.00           | $203.99            | Agency Mortgage-Backed Securities         |
| GNII SF MB0205 M       | 2055-02-20      | 5.5000%  | 0.0000% | $8254514.00        | $8190363.46        | Agency Mortgage-Backed Securities         |
| GNII SF MA8348 M       | 2052-10-20      | 5.0000%  | 0.0000% | $1984939.00        | $1526781.25        | Agency Mortgage-Backed Securities         |
| GNII SF MA9422 M       | 2054-01-20      | 5.0000%  | 0.0000% | $4307818.00        | $3909319.93        | Agency Mortgage-Backed Securities         |
| GNII SF MA8569 M       | 2053-01-20      | 5.0000%  | 0.0000% | $5580.00           | $4342.92           | Agency Mortgage-Backed Securities         |
| GNII SF MB0026 M       | 2054-11-20      | 5.5000%  | 0.0000% | $1000.00           | $975.49            | Agency Mortgage-Backed Securities         |
| GNII SF MA9173 M       | 2053-09-20      | 6.5000%  | 0.0000% | $9847815.00        | $5236534.18        | Agency Mortgage-Backed Securities         |
| GNII SF MA9489 M       | 2054-02-20      | 6.0000%  | 0.0000% | $3114886.00        | $2112275.74        | Agency Mortgage-Backed Securities         |
| GNRA 2024-182 FA       | 2054-11-20      | 5.4450%  | 0.0000% | $7583600.00        | $6307878.89        | Agency Collateralized Mortgage Obligation |
| GNII SF MA4587 M       | 2047-07-20      | 4.0000%  | 0.0000% | $2024.00           | $199.01            | Agency Mortgage-Backed Securities         |
| GNRA 2024-058 FB       | 2054-04-20      | 5.4450%  | 0.0000% | $29840600.00       | $20391590.18       | Agency Collateralized Mortgage Obligation |
| GNII SF MA8427 M       | 2052-11-20      | 4.5000%  | 0.0000% | $1546003.00        | $1215434.35        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS3827   | 2053-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1700.80           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM4257   | 2050-09-01      | 2.5000%  | 0.0000% | $3536000.00        | $1713573.22        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM3127   | 2047-10-01      | 3.0000%  | 0.0000% | $1040.00           | $265.22            | Agency Mortgage-Backed Securities         |
| GNII SF MA6932 M       | 2050-08-20      | 3.0000%  | 0.0000% | $37531864.00       | $12551908.43       | Agency Mortgage-Backed Securities         |
| GNII SF MA7649 M       | 2051-10-20      | 2.5000%  | 0.0000% | $1000.00           | $610.28            | Agency Mortgage-Backed Securities         |
| GNII SF MA6766 M       | 2050-07-20      | 3.0000%  | 0.0000% | $1030.00           | $281.39            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA4919   | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $773.25            | Agency Mortgage-Backed Securities         |
| GNII SF MA6867 M       | 2050-09-20      | 3.5000%  | 0.0000% | $2204.00           | $641.16            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM9668   | 2051-11-01      | 2.0000%  | 0.0000% | $3000.00           | $1916.64           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8331   | 2053-06-01      | 5.5000%  | 0.0000% | $10850312.00       | $8932851.90        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRA9174   | 2053-06-01      | 6.5000%  | 0.0000% | $2000.00           | $1529.20           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT0543   | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $217.27            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD2917   | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $758.14            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD1549   | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $702.73            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD2361   | 2053-02-01      | 6.0000%  | 0.0000% | $2274.00           | $1733.10           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2045-02-15      | 0.7500%  | 0.0000% | $122033600.00      | $121861249.65      | U.S. Treasuries (including strips)        |
| GNII SF CY1143 C       | 2054-01-20      | 7.5000%  | 0.0000% | $2326109.00        | $2301788.74        | Agency Mortgage-Backed Securities         |
| GNII SF MB0027 M       | 2054-09-20      | 6.0000%  | 0.0000% | $7010.00           | $6458.30           | Agency Mortgage-Backed Securities         |
| GNRA 2021-197 FD       | 2051-11-20      | 2.5000%  | 0.0000% | $126991063.00      | $75357495.06       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-080 FD       | 2055-05-20      | 5.7450%  | 0.0000% | $925007.00         | $922274.96         | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2041-11-15      | 3.1250%  | 0.0000% | $300.00            | $248.14            | U.S. Treasuries (including strips)        |
| FEPC 05.000 CLSD8505   | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $953.76            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8000   | 2049-07-01      | 3.0000%  | 0.0000% | $3568.00           | $371.51            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD7525   | 2050-10-01      | 2.5000%  | 0.0000% | $1000.00           | $498.97            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8016   | 2049-10-01      | 3.0000%  | 0.0000% | $1889.00           | $281.38            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $100.00            | $111.59            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-07-09      | 0.0000%  | 0.0000% | $200.00            | $193.48            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | 0.0000% | $97800.00          | $92091.62          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $37806000.00       | $38386495.02       | U.S. Treasuries (including strips)        |
| 06.000 FGPC P50525 G   | 2036-10-01      | 6.0000%  | 0.0000% | $9782.00           | $169.70            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE6784   | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $950.22            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC G05097 G   | 2038-09-01      | 6.0000%  | 0.0000% | $1473.00           | $14.63             | Agency Mortgage-Backed Securities         |
| 05.000 FGPC P00062 G   | 2035-01-01      | 5.0000%  | 0.0000% | $1370.00           | $51.90             | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G20032 G   | 2037-12-01      | 5.5000%  | 0.0000% | $4605.00           | $208.88            | Agency Mortgage-Backed Securities         |
| GNII SF DJ4901 C       | 2055-06-20      | 7.0000%  | 0.0000% | $1560429.00        | $1663741.17        | Agency Mortgage-Backed Securities         |
| GNRA 2022-024 FA       | 2052-02-20      | 3.0000%  | 0.0000% | $37505659.00       | $23515855.53       | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLMA5215   | 2053-12-01      | 5.5000%  | 0.0000% | $1000.00           | $871.19            | Agency Mortgage-Backed Securities         |
| GNRA 2022-075 FA       | 2052-04-20      | 4.0000%  | 0.0000% | $240731785.00      | $164323381.63      | Agency Collateralized Mortgage Obligation |
| GNRA 2023-069 FA       | 2053-05-20      | 5.2950%  | 0.0000% | $21999735.00       | $13462647.02       | Agency Collateralized Mortgage Obligation |
| GNII SF MA8100 M       | 2052-06-20      | 4.0000%  | 0.0000% | $82705312.00       | $60590386.38       | Agency Mortgage-Backed Securities         |
| GNRA 2022-056 FA       | 2052-03-20      | 3.5000%  | 0.0000% | $165070000.00      | $108805061.02      | Agency Collateralized Mortgage Obligation |
| GNII SF MA8045 M       | 2052-05-20      | 4.0000%  | 0.0000% | $133677312.00      | $97842404.16       | Agency Mortgage-Backed Securities         |
| GNII SF MA9540 M       | 2054-03-20      | 5.0000%  | 0.0000% | $8103448.00        | $7274468.15        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ4183   | 2055-05-01      | 6.5000%  | 0.0000% | $20282042.00       | $20693386.59       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS0450   | 2051-11-01      | 3.0000%  | 0.0000% | $14721056.00       | $9069496.80        | Agency Mortgage-Backed Securities         |
| GNII SF MA8801 M       | 2053-04-20      | 5.5000%  | 0.0000% | $1028.00           | $779.76            | Agency Mortgage-Backed Securities         |
| GNII SF MA9015 M       | 2053-04-20      | 4.5000%  | 0.0000% | $413722.00         | $356901.81         | Agency Mortgage-Backed Securities         |
| GNII SF MA6039 M       | 2049-07-20      | 3.5000%  | 0.0000% | $48886.00          | $5308.78           | Agency Mortgage-Backed Securities         |
| GNII SF MA7939 M       | 2052-02-20      | 4.0000%  | 0.0000% | $21583.00          | $14767.81          | Agency Mortgage-Backed Securities         |
| GNII SF MA4511 M       | 2047-06-20      | 4.0000%  | 0.0000% | $7042578.00        | $691724.08         | Agency Mortgage-Backed Securities         |
| GNII SF MA8571 M       | 2053-01-20      | 6.0000%  | 0.0000% | $32504420.00       | $19355084.25       | Agency Mortgage-Backed Securities         |
| GNII SF MA8101 M       | 2052-06-20      | 4.5000%  | 0.0000% | $65126.00          | $49036.75          | Agency Mortgage-Backed Securities         |
| GNII SF MA8268 M       | 2052-09-20      | 4.5000%  | 0.0000% | $85791964.00       | $65989526.96       | Agency Mortgage-Backed Securities         |
| GNRA 2021-194 FA       | 2051-11-20      | 2.5000%  | 0.0000% | $188184620.00      | $116784692.96      | Agency Collateralized Mortgage Obligation |
| GNRA 2021-213 EF       | 2051-12-20      | 2.5000%  | 0.0000% | $68268329.00       | $40910008.32       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-077 FT       | 2051-05-20      | 3.5000%  | 0.0000% | $21249.00          | $12323.42          | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLRJ2224   | 2054-08-01      | 6.5000%  | 0.0000% | $3432.00           | $3045.32           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL0736   | 2055-02-01      | 5.5000%  | 0.0000% | $1024.00           | $1005.02           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL0199   | 2054-12-01      | 5.5000%  | 0.0000% | $9831792.00        | $9645733.70        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA4938   | 2050-01-01      | 3.0000%  | 0.0000% | $1792.00           | $660.23            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA7097   | 2052-04-01      | 3.5000%  | 0.0000% | $82517.00          | $57355.83          | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G67710 G   | 2048-03-01      | 3.5000%  | 0.0000% | $34624505.00       | $7461229.39        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2026-07-31      | 0.6250%  | 0.0000% | $19200.00          | $18640.93          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $6201200.00        | $6663250.54        | U.S. Treasuries (including strips)        |
| FNMS 03.000 CLMA4564   | 2052-03-01      | 3.0000%  | 0.0000% | $12000.00          | $7996.17           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4119   | 2050-09-01      | 2.0000%  | 0.0000% | $1021512.00        | $495609.57         | Agency Mortgage-Backed Securities         |
| GNII SF MA7650 M       | 2051-10-20      | 3.0000%  | 0.0000% | $564385.00         | $333698.86         | Agency Mortgage-Backed Securities         |
| GNII SF MA9018 M       | 2053-07-20      | 6.0000%  | 0.0000% | $17276.00          | $11661.67          | Agency Mortgage-Backed Securities         |
| GNII SF MA6541 M       | 2050-02-20      | 3.0000%  | 0.0000% | $9143129.00        | $1465254.59        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS4348   | 2049-07-01      | 4.0000%  | 0.0000% | $6228100.00        | $4773897.54        | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLFS9778   | 2054-10-01      | 7.0000%  | 0.0000% | $2000.00           | $1710.01           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB0496   | 2051-05-01      | 2.0000%  | 0.0000% | $10954.00          | $6637.63           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX2415   | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $956.12            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY4776   | 2055-05-01      | 6.0000%  | 0.0000% | $1040.00           | $1054.05           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ0512   | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $847.06            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFA0821   | 2051-07-01      | 2.0000%  | 0.0000% | $1000.00           | $774.11            | Agency Mortgage-Backed Securities         |
| GNII SF MA7368 M       | 2051-05-20      | 3.0000%  | 0.0000% | $2000.00           | $979.80            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQC5537   | 2051-08-01      | 2.5000%  | 0.0000% | $1723328.00        | $1051526.20        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQF0348   | 2052-09-01      | 4.0000%  | 0.0000% | $1000.00           | $520.48            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQE3333   | 2052-05-01      | 3.0000%  | 0.0000% | $1008.00           | $703.13            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB1561   | 2054-04-01      | 6.5000%  | 0.0000% | $371060.00         | $281769.43         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2049-05-15      | 2.8750%  | 0.0000% | $74915000.00       | $53972006.07       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $1183500.00        | $1214899.96        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-02-28      | 0.5000%  | 0.0000% | $44289600.00       | $43612980.07       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | 0.0000% | $723200.00         | $628236.16         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $200.00            | $187.30            | U.S. Treasuries (including strips)        |
| FEPC 05.000 CLQJ9052   | 2054-11-01      | 5.0000%  | 0.0000% | $474981.00         | $466050.51         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE8029   | 2052-08-01      | 5.0000%  | 0.0000% | $1153.00           | $858.03            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2026-09-30      | 1.6250%  | 0.0000% | $2243000.00        | $2204963.73        | U.S. Treasuries (including strips)        |
| GNRA 2024-134 FC       | 2054-08-20      | 5.4050%  | 0.0000% | $2113358.00        | $1801472.74        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2029-01-15      | 0.8750%  | 0.0000% | $200.00            | $254.87            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $3233500.00        | $4189813.30        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $1200.00           | $915.22            | U.S. Treasuries (including strips)        |

### Security 251: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.400000%
- **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: ARP19XTK5, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP19XTK5
- **C.18 - Value (incl. sponsor support):** $485000000.00
- **C.18.a - Value (excl. sponsor support):** $485000000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-18
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **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? 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                            |
|:---|:---|:---|:---|:---|:---|:---|
| 1.500 TVBD 31 A          | 2031-09-15      | 1.5000%  | 0.0000% | $139000.00         | $121058.34         | Agency Debentures and Agency Strips |
| 5.880 TVBD 36 C          | 2036-04-01      | 5.8800%  | 0.0000% | $25037000.00       | $28371786.52       | Agency Debentures and Agency Strips |
| Freddie Mac              | 2040-06-18      | 5.8400%  | 0.0000% | $1020000.00        | $1036166.77        | Agency Debentures and Agency Strips |
| Freddie Mac              | 2027-02-26      | 4.1250%  | 0.0000% | $8000000.00        | $7996880.00        | Agency Debentures and Agency Strips |
| Freddie Mac              | 2041-02-25      | 2.1500%  | 0.0000% | $415000.00         | $280506.34         | Agency Debentures and Agency Strips |
| Freddie Mac              | 2038-12-16      | 5.8500%  | 0.0000% | $34305000.00       | $34930465.91       | Agency Debentures and Agency Strips |
| Freddie Mac              | 2032-08-20      | 4.9800%  | 0.0000% | $14265000.00       | $14271062.62       | Agency Debentures and Agency Strips |
| Freddie Mac              | 2028-08-25      | 4.2000%  | 0.0000% | $14250000.00       | $14240010.75       | Agency Debentures and Agency Strips |
| Freddie Mac              | 2027-02-12      | 4.2000%  | 0.0000% | $875000.00         | $876313.67         | Agency Debentures and Agency Strips |
| Freddie Mac              | 2027-02-19      | 4.4650%  | 0.0000% | $10000000.00       | $10013377.78       | Agency Debentures and Agency Strips |
| Freddie Mac              | 2036-02-25      | 2.0000%  | 0.0000% | $335000.00         | $260331.92         | Agency Debentures and Agency Strips |
| Freddie Mac              | 2037-05-29      | 5.7500%  | 0.0000% | $14035000.00       | $14282114.25       | Agency Debentures and Agency Strips |
| Fannie Mae               | 2028-07-28      | 4.1500%  | 0.0000% | $785000.00         | $788179.29         | Agency Debentures and Agency Strips |
| 6.750 TVPR GB 25 E       | 2025-11-01      | 0.0000%  | 0.0000% | $470000.00         | $466479.70         | Agency Debentures and Agency Strips |
| TVIN 01/15/28            | 2028-01-15      | 0.0000%  | 0.0000% | $2065000.00        | $1888153.40        | Agency Debentures and Agency Strips |
| Freddie Mac              | 2040-12-28      | 2.0800%  | 0.0000% | $3000000.00        | $2039833.33        | Agency Debentures and Agency Strips |
| Freddie Mac              | 2030-02-26      | 4.5000%  | 0.0000% | $3000000.00        | $2998455.00        | Agency Debentures and Agency Strips |
| Freddie Mac              | 2036-03-04      | 2.2500%  | 0.0000% | $885000.00         | $713091.85         | Agency Debentures and Agency Strips |
| Freddie Mac              | 2040-06-29      | 2.0700%  | 0.0000% | $2500000.00        | $1719837.50        | Agency Debentures and Agency Strips |
| Freddie Mac              | 2030-03-27      | 4.5000%  | 0.0000% | $745000.00         | $759897.77         | Agency Debentures and Agency Strips |
| TVIN 09/15/25            | 2025-09-15      | 0.0000%  | 0.0000% | $135000.00         | $134736.75         | Agency Debentures and Agency Strips |
| 4.875 TVBD 35 B          | 2035-05-15      | 4.8750%  | 0.0000% | $23607000.00       | $24413200.70       | Agency Debentures and Agency Strips |
| Freddie Mac              | 2030-08-28      | 4.4500%  | 0.0000% | $13000000.00       | $12985947.00       | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2036-05-05      | 2.3900%  | 0.0000% | $2000000.00        | $1621096.67        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2034-07-03      | 5.2900%  | 0.0000% | $54605000.00       | $55111291.49       | Agency Debentures and Agency Strips |
| 3.875 TVBD 28 A          | 2028-03-15      | 3.8750%  | 0.0000% | $5000000.00        | $5113613.89        | Agency Debentures and Agency Strips |
| 7.125 TVBD 30 G          | 2030-05-01      | 7.1250%  | 0.0000% | $10000.00          | $11642.07          | Agency Debentures and Agency Strips |
| 5.250 TVBD 55 A          | 2055-02-01      | 5.2500%  | 0.0000% | $1437000.00        | $1402301.24        | Agency Debentures and Agency Strips |
| 3.875 TVBD 30 C          | 2030-08-01      | 3.8750%  | 0.0000% | $11521000.00       | $11554346.58       | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2032-07-30      | 5.1100%  | 0.0000% | $37485000.00       | $37680536.34       | Agency Debentures and Agency Strips |
| Fannie Mae               | 2029-08-10      | 4.0500%  | 0.0000% | $8855000.00        | $8867113.64        | Agency Debentures and Agency Strips |
| Fannie Mae               | 2028-08-04      | 4.2500%  | 0.0000% | $14000.00          | $14026.33          | Agency Debentures and Agency Strips |
| Fannie Mae               | 2028-08-11      | 4.0000%  | 0.0000% | $2089000.00        | $2091297.44        | Agency Debentures and Agency Strips |
| Fannie Mae               | 2030-03-04      | 4.5000%  | 0.0000% | $520000.00         | $530173.80         | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2027-02-12      | 4.4550%  | 0.0000% | $10000000.00       | $10022193.05       | Agency Debentures and Agency Strips |
| 5.375 TVBD 56 A          | 2056-04-01      | 5.3750%  | 0.0000% | $167000.00         | $169655.67         | Agency Debentures and Agency Strips |
| Freddie Mac              | 2029-04-10      | 4.2500%  | 0.0000% | $1500000.00        | $1509716.50        | Agency Debentures and Agency Strips |
| Freddie Mac              | 2034-06-12      | 5.3500%  | 0.0000% | $36560000.00       | $37025886.11       | Agency Debentures and Agency Strips |
| Freddie Mac              | 2036-04-21      | 2.4700%  | 0.0000% | $8000000.00        | $6538089.78        | Agency Debentures and Agency Strips |
| Freddie Mac              | 2030-01-09      | 5.0000%  | 0.0000% | $2000000.00        | $2015668.89        | Agency Debentures and Agency Strips |
| Freddie Mac              | 2026-06-29      | 0.8500%  | 0.0000% | $10000.00          | $9778.39           | Agency Debentures and Agency Strips |
| Freddie Mac              | 2037-02-24      | 2.9000%  | 0.0000% | $200000.00         | $165778.96         | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2026-05-28      | 4.3300%  | 0.0000% | $8781000.00        | $8869910.06        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2034-08-21      | 5.2000%  | 0.0000% | $27890000.00       | $27889597.14       | Agency Debentures and Agency Strips |
| Fannie Mae               | 2030-03-05      | 4.7500%  | 0.0000% | $2430000.00        | $2491530.84        | Agency Debentures and Agency Strips |
| Freddie Mac              | 2028-02-09      | 4.3000%  | 0.0000% | $2720000.00        | $2753338.74        | Agency Debentures and Agency Strips |
| Freddie Mac              | 2041-11-05      | 2.6500%  | 0.0000% | $140000.00         | $102018.23         | Agency Debentures and Agency Strips |
| Freddie Mac              | 2028-02-11      | 4.2000%  | 0.0000% | $365000.00         | $365354.05         | Agency Debentures and Agency Strips |
| Freddie Mac              | 2027-08-13      | 4.2500%  | 0.0000% | $1885000.00        | $1876553.11        | Agency Debentures and Agency Strips |
| Freddie Mac              | 2028-07-28      | 4.2700%  | 0.0000% | $1595000.00        | $1601955.71        | Agency Debentures and Agency Strips |
| Freddie Mac              | 2040-06-12      | 5.9500%  | 0.0000% | $56450000.00       | $57284127.15       | Agency Debentures and Agency Strips |
| 2.875 TVBD 27 A          | 2027-02-01      | 2.8750%  | 0.0000% | $413000.00         | $408541.71         | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2032-08-11      | 4.9800%  | 0.0000% | $41694000.00       | $41857440.48       | Agency Debentures and Agency Strips |

### Security 252: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.340000%
- **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: ARP1A0315, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP1A0315
- **C.18 - Value (incl. sponsor support):** $1941000000.00
- **C.18.a - Value (excl. sponsor support):** $1941000000.00
- **C.19 - Percentage of Net Assets:** 2.3300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-22
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 02.500 CLCB1332   | 2051-08-01      | 2.5000%  | 0.0000% | $110000.00         | $69642.01          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS5071   | 2052-11-01      | 5.5000%  | 0.0000% | $15176086.00       | $10995317.10       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB5847   | 2053-03-01      | 5.5000%  | 0.0000% | $6049768.00        | $4954198.52        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAL3832   | 2043-07-01      | 3.5000%  | 0.0000% | $22665856.00       | $4372660.84        | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2054-11-25      | 5.8184%  | 0.0000% | $23330429.00       | $18049493.69       | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLQJ3006   | 2054-09-01      | 5.0000%  | 0.0000% | $2761609.00        | $2622581.63        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB8138   | 2037-01-01      | 2.5000%  | 0.0000% | $15000.00          | $8549.82           | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2047-01-15      | 4.7572%  | 0.0000% | $7844090.00        | $6206674.71        | Agency Collateralized Mortgage Obligation |
| FNMS 03.500 CIAL7278   | 2030-08-01      | 3.5000%  | 0.0000% | $6500000.00        | $619092.38         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQG2488   | 2053-05-01      | 6.5000%  | 0.0000% | $1138906.00        | $919450.15         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBY7296   | 2053-08-01      | 6.5000%  | 0.0000% | $2260496.00        | $1316180.19        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS7684   | 2054-04-01      | 5.5000%  | 0.0000% | $12201220.00       | $10530796.92       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS3756   | 2051-05-01      | 3.0000%  | 0.0000% | $1643320.00        | $1150494.20        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAY8587   | 2045-08-01      | 3.5000%  | 0.0000% | $7720400.00        | $482379.77         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB4214   | 2054-06-01      | 6.5000%  | 0.0000% | $1694761.00        | $1485354.53        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS7879   | 2052-07-01      | 2.5000%  | 0.0000% | $66007.00          | $50933.30          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2025-09-30      | 5.0000%  | 0.0000% | $2000.00           | $2042.24           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-04-30      | 4.8750%  | 0.0000% | $105100.00         | $107379.22         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-07-31      | 4.3254%  | 0.0000% | $17065600.00       | $17134956.34       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $20000.00          | $20744.57          | U.S. Treasuries (including strips)        |
| FEPC 04.500 CLSD8360   | 2053-09-01      | 4.5000%  | 0.0000% | $689000.00         | $598969.67         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $10300.00          | $10515.69          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-04-15      | 4.5000%  | 0.0000% | $24871000.00       | $25591620.09       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-02-15      | 4.1250%  | 0.0000% | $100.00            | $100.66            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $2745000.00        | $2879338.11        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $1158000.00        | $1177811.05        | U.S. Treasuries (including strips)        |
| FNMS 03.000 CIAS3594   | 2029-10-01      | 3.0000%  | 0.0000% | $171136.00         | $12999.67          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 I4BF0605   | 2062-03-01      | 4.0000%  | 0.0000% | $1000.00           | $764.20            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB9843   | 2055-01-01      | 6.5000%  | 0.0000% | $7604180.00        | $7704787.46        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB3368   | 2052-04-01      | 3.0000%  | 0.0000% | $500000.00         | $345935.64         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA2425   | 2054-09-01      | 6.5000%  | 0.0000% | $8501472.00        | $8881329.62        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB7361   | 2054-07-01      | 6.5000%  | 0.0000% | $5637053.00        | $4531016.06        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC4569   | 2054-11-01      | 5.0000%  | 0.0000% | $7485827.00        | $6965885.76        | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2044-03-15      | 4.9072%  | 0.0000% | $27000000.00       | $2151835.24        | Agency Collateralized Mortgage Obligation |
| FEPC 03.500 CLRA7122   | 2052-04-01      | 3.5000%  | 0.0000% | $4963.00           | $3401.20           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTRB5274   | 2044-01-01      | 6.0000%  | 0.0000% | $51000.00          | $30370.89          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7500   | 2052-07-01      | 4.5000%  | 0.0000% | $3852706.00        | $2813789.31        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA8276   | 2052-12-01      | 5.5000%  | 0.0000% | $1136691.00        | $925189.07         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA3935   | 2050-11-01      | 2.5000%  | 0.0000% | $743000.00         | $362285.19         | Agency Mortgage-Backed Securities         |
| 06.000 FGPC P58016 G   | 2037-08-01      | 6.0000%  | 0.0000% | $1513.00           | $71.36             | Agency Mortgage-Backed Securities         |
| 04.000 FGPC V80989 G   | 2044-02-01      | 4.0000%  | 0.0000% | $26036389.00       | $3930865.54        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $8254100.00        | $10826492.64       | U.S. Treasuries (including strips)        |
| FNMS 05.500 CLFA0501   | 2055-01-01      | 5.5000%  | 0.0000% | $3757040.00        | $3709920.73        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY3347   | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.25           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA4918   | 2053-02-01      | 5.0000%  | 0.0000% | $4250.00           | $3441.00           | Agency Mortgage-Backed Securities         |
| MNRA CL004A1 R23M004   | 2032-09-25      | 3.8926%  | 0.0000% | $14000000.00       | $12191323.65       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2055-05-25      | 5.6484%  | 0.0000% | $334237.00         | $316352.71         | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2054-12-25      | 5.8484%  | 0.0000% | $129022.00         | $101851.58         | Agency Collateralized Mortgage Obligation |
| FEPC 03.000 CLSD4230   | 2052-06-01      | 3.0000%  | 0.0000% | $12783354.00       | $9479498.89        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8505   | 2055-02-01      | 5.0000%  | 0.0000% | $2112026.00        | $2014371.38        | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q52133 G   | 2047-11-01      | 4.0000%  | 0.0000% | $4332.00           | $1766.61           | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G06506 G   | 2040-12-01      | 4.0000%  | 0.0000% | $2047300.00        | $113613.53         | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLQH4054   | 2053-11-01      | 7.5000%  | 0.0000% | $2330954.00        | $1820068.16        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD7138   | 2054-11-01      | 5.0000%  | 0.0000% | $2624747.00        | $2530874.75        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3PRE6004   | 2049-08-01      | 3.5000%  | 0.0000% | $423066.00         | $25172.30          | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2055-02-25      | 5.9984%  | 0.0000% | $12111022.00       | $11158330.04       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2054-08-25      | 5.4484%  | 0.0000% | $10700000.00       | $9620922.15        | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2054-12-25      | 5.4984%  | 0.0000% | $35000000.00       | $30942417.82       | Agency Collateralized Mortgage Obligation |
| FEPC 04.000 CLZL2727   | 2042-02-01      | 4.0000%  | 0.0000% | $4364.00           | $643.35            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA7512   | 2047-06-01      | 3.0000%  | 0.0000% | $14614845.00       | $9803280.82        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $641000.00         | $663552.40         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | 0.0000% | $1418500.00        | $1441688.00        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $3277000.00        | $3356647.22        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-04-15      | 3.7500%  | 0.0000% | $94400.00          | $96043.92          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | 0.0000% | $541900.00         | $560595.99         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $1840100.00        | $1898482.12        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $32600.00          | $33068.30          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-03-15      | 4.6250%  | 0.0000% | $10500.00          | $10756.58          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-11-15      | 4.6250%  | 0.0000% | $1921500.00        | $1964787.57        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | 0.0000% | $1261400.00        | $1337754.16        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-12-31      | 4.2500%  | 0.0000% | $2000.00           | $2014.31           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-10-31      | 4.0000%  | 0.0000% | $1700.00           | $1744.71           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-02-15      | 4.0000%  | 0.0000% | $277500.00         | $277757.17         | U.S. Treasuries (including strips)        |
| FEPC 06.500 CLQG7548   | 2053-08-01      | 6.5000%  | 0.0000% | $1470426.00        | $1004424.47        | Agency Mortgage-Backed Securities         |
| MNRA CL002A2 R19M002   | 2028-11-25      | 3.7428%  | 0.0000% | $100000.00         | $86398.17          | Agency Collateralized Mortgage Obligation |
| MNRA RC004A1X R22M00   | 2030-05-25      | 2.5397%  | 0.0000% | $456000.00         | $214440.99         | Agency Collateralized Mortgage Obligation |
| FEPC 04.500 CLSD1490   | 2052-08-01      | 4.5000%  | 0.0000% | $37564707.00       | $26917331.91       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD2531   | 2053-02-01      | 4.5000%  | 0.0000% | $555713.00         | $460338.98         | Agency Mortgage-Backed Securities         |
| MNRM CL051A1 R20M051   | 2030-12-25      | 0.8500%  | 0.0000% | $7459296.00        | $3977437.10        | Agency Collateralized Mortgage Obligation |
| FEPC 04.500 CLRA7924   | 2052-09-01      | 4.5000%  | 0.0000% | $33104140.00       | $24350028.67       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL190350   | 2034-03-01      | 5.5000%  | 0.0000% | $1632018.00        | $11834.98          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2025-12-15      | 4.0000%  | 0.0000% | $7600.00           | $7660.14           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-07-15      | 4.5000%  | 0.0000% | $607600.00         | $613910.97         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | 0.0000% | $2145500.00        | $2020271.62        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-07-31      | 4.0000%  | 0.0000% | $1627300.00        | $1653533.99        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-11-15      | 4.5000%  | 0.0000% | $500.00            | $506.71            | U.S. Treasuries (including strips)        |
| FEPC 02.000 CLSD8121   | 2050-12-01      | 2.0000%  | 0.0000% | $705000.00         | $383641.46         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD5359   | 2054-05-01      | 5.5000%  | 0.0000% | $5207845.00        | $5028910.14        | Agency Mortgage-Backed Securities         |
| FNRM RC073KA R13F073   | 2042-10-25      | 3.0000%  | 0.0000% | $158987000.00      | $16246695.38       | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLQH4289   | 2053-11-01      | 5.5000%  | 0.0000% | $100988.00         | $88392.22          | Agency Mortgage-Backed Securities         |
| MNRM CL009A2 R19M009   | 2029-06-25      | 2.9370%  | 0.0000% | $2997940.00        | $1829862.90        | Agency Collateralized Mortgage Obligation |
| MNRA CL014A2 R18M014   | 2028-08-25      | 3.6995%  | 0.0000% | $150000.00         | $135419.56         | Agency Collateralized Mortgage Obligation |
| FNMS 07.000 CLBX4447   | 2053-09-01      | 7.0000%  | 0.0000% | $2615246.00        | $1866516.01        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4653   | 2052-07-01      | 3.0000%  | 0.0000% | $8000.00           | $5874.83           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4599   | 2052-05-01      | 3.0000%  | 0.0000% | $14000.00          | $10009.95          | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CLCB8900   | 2054-07-01      | 7.5000%  | 0.0000% | $3048231.00        | $2797455.54        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA0608   | 2055-02-01      | 5.5000%  | 0.0000% | $125162918.00      | $120987624.46      | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS3812   | 2053-01-01      | 4.5000%  | 0.0000% | $1046000.00        | $867984.08         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG1295   | 2053-04-01      | 5.5000%  | 0.0000% | $700000.00         | $510063.92         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD8653   | 2055-05-01      | 5.5000%  | 0.0000% | $2337474.00        | $2362596.05        | Agency Mortgage-Backed Securities         |
| FNRM RC025GA R21F025   | 2051-05-25      | 1.0000%  | 0.0000% | $28086867.00       | $9508074.79        | Agency Collateralized Mortgage Obligation |
| MNRA CL01GA2 R21M01G   | 2030-11-25      | 1.5173%  | 0.0000% | $1111352.00        | $974554.45         | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLQH4693   | 2053-11-01      | 5.5000%  | 0.0000% | $79169.00          | $74180.64          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIQO0004   | 2037-04-01      | 3.0000%  | 0.0000% | $111229.00         | $87441.54          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD6883   | 2054-10-01      | 6.0000%  | 0.0000% | $96532737.00       | $94830741.37       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQA8843   | 2050-04-01      | 5.0000%  | 0.0000% | $2303040.00        | $932215.67         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAL9937   | 2030-09-01      | 3.0000%  | 0.0000% | $1750000.00        | $187753.44         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAQ7191   | 2043-07-01      | 3.0000%  | 0.0000% | $2518292.00        | $458645.31         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB5793   | 2053-02-01      | 4.5000%  | 0.0000% | $6256512.00        | $5203305.59        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB5289   | 2052-12-01      | 5.5000%  | 0.0000% | $6435312.00        | $5164015.31        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBU7509   | 2051-12-01      | 2.5000%  | 0.0000% | $926000.00         | $622574.28         | Agency Mortgage-Backed Securities         |
| MNRA CL013A1 R22M013   | 2032-05-25      | 2.6786%  | 0.0000% | $18000000.00       | $14282976.19       | Agency Collateralized Mortgage Obligation |
| FNMS 04.000 CLFS2066   | 2052-06-01      | 4.0000%  | 0.0000% | $34980.00          | $25431.54          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4578   | 2052-04-01      | 2.5000%  | 0.0000% | $23000.00          | $15600.82          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB5886   | 2053-03-01      | 4.5000%  | 0.0000% | $12354288.00       | $9390816.34        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBJ8093   | 2048-03-01      | 4.0000%  | 0.0000% | $350000.00         | $68695.60          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD5418   | 2055-05-01      | 6.5000%  | 0.0000% | $1121118.00        | $1174337.90        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL1040   | 2028-12-01      | 3.8100%  | 0.0000% | $657825.00         | $656498.39         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB5304   | 2052-12-01      | 6.0000%  | 0.0000% | $19243903.00       | $14646195.21       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAR3320   | 2043-02-01      | 3.5000%  | 0.0000% | $28263712.00       | $4588274.98        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD3236   | 2053-05-01      | 5.0000%  | 0.0000% | $502789.00         | $443192.41         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAR8866   | 2043-06-01      | 3.5000%  | 0.0000% | $3193908.00        | $721995.23         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2026-02-28      | 0.5000%  | 0.0000% | $798900.00         | $786695.07         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-10-31      | 4.1250%  | 0.0000% | $1096500.00        | $1122238.34        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $1495400.00        | $1452062.59        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-04-15      | 3.7500%  | 0.0000% | $11100.00          | $11237.23          | U.S. Treasuries (including strips)        |
| FNMS 06.000 CLDC0552   | 2054-07-01      | 6.0000%  | 0.0000% | $612951.00         | $623363.73         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTBY1392   | 2043-11-01      | 4.0000%  | 0.0000% | $2302719.00        | $1923446.89        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | 0.0000% | $6019000.00        | $5995875.98        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $6000.00           | $5973.89           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | 0.0000% | $1300.00           | $1288.70           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | 0.0000% | $50000.00          | $51166.59          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-01-31      | 4.2500%  | 0.0000% | $795700.00         | $798520.90         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $3380900.00        | $3534381.32        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-11-30      | 4.3750%  | 0.0000% | $3000.00           | $3122.27           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-10-31      | 4.8750%  | 0.0000% | $23949400.00       | $25229476.56       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $8469500.00        | $9215408.17        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | 0.0000% | $810100.00         | $824244.09         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-05-15      | 3.6250%  | 0.0000% | $5400.00           | $5443.56           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $1741200.00        | $1798715.15        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $6800000.00        | $7306667.04        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-10-15      | 4.2500%  | 0.0000% | $59700.00          | $60643.40          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $15024800.00       | $15407894.22       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $154700.00         | $152027.43         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $1162000.00        | $1228634.81        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $10000.00          | $8944.46           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-04-15      | 0.1250%  | 0.0000% | $115039000.00      | $140520651.14      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $18016300.00       | $18484092.45       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $748300.00         | $765711.78         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $1000.00           | $972.84            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | 0.0000% | $10514800.00       | $10189462.03       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-04-15      | 0.1250%  | 0.0000% | $105067500.00      | $118397855.19      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-06-30      | 3.2500%  | 0.0000% | $3100.00           | $3093.19           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-12-31      | 4.5000%  | 0.0000% | $1000000.00        | $1042966.96        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $314000.00         | $321393.46         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $2286800.00        | $2332302.40        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $80000.00          | $83605.76          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-01-15      | 4.0000%  | 0.0000% | $7600.00           | $7658.45           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $7807600.00        | $7924902.74        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | 0.0000% | $1492500.00        | $1299063.45        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-12-31      | 0.3750%  | 0.0000% | $200.00            | $197.60            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-01-15      | 0.6250%  | 0.0000% | $48154200.00       | $65135850.44       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-01-15      | 0.3750%  | 0.0000% | $140000.00         | $185621.62         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $19800.00          | $13171.37          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | 0.0000% | $5793300.00        | $5895341.38        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-11-30      | 4.8750%  | 0.0000% | $3328800.00        | $3373874.30        | U.S. Treasuries (including strips)        |
| FNMS 03.500 CLBM4027   | 2048-05-01      | 3.5000%  | 0.0000% | $11245419.00       | $3403845.04        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC4996   | 2054-10-01      | 5.0000%  | 0.0000% | $2654403.00        | $2561864.05        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA6573   | 2050-08-01      | 2.5000%  | 0.0000% | $9112207.00        | $4129041.05        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBR7241   | 2051-04-01      | 2.0000%  | 0.0000% | $926000.00         | $523349.40         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBW1374   | 2052-11-01      | 4.5000%  | 0.0000% | $987180.00         | $815122.10         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB4813   | 2052-10-01      | 5.0000%  | 0.0000% | $11300224.00       | $8906734.29        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBV2618   | 2052-07-01      | 4.5000%  | 0.0000% | $5791669.00        | $3929255.31        | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2054-12-25      | 5.5484%  | 0.0000% | $15500000.00       | $13608896.49       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2054-12-25      | 5.4984%  | 0.0000% | $94100000.00       | $85300215.92       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2055-08-25      | 5.5484%  | 0.0000% | $8715599.00        | $8743815.64        | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2055-03-25      | 5.4484%  | 0.0000% | $40845313.00       | $38848216.48       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2054-11-25      | 5.2984%  | 0.0000% | $8127335.00        | $7333232.38        | Agency Collateralized Mortgage Obligation |
| FEPC 07.000 CLQH7924   | 2054-01-01      | 7.0000%  | 0.0000% | $1117561.00        | $1075795.96        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE8509   | 2052-08-01      | 4.5000%  | 0.0000% | $36979055.00       | $26358701.74       | Agency Mortgage-Backed Securities         |
| MNRM CL002A2 R22M002   | 2032-01-25      | 2.3990%  | 0.0000% | $130500000.00      | $117405746.01      | Agency Collateralized Mortgage Obligation |
| FNMS 03.500 CLCB3515   | 2052-05-01      | 3.5000%  | 0.0000% | $160000.00         | $116848.79         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ2303   | 2054-09-01      | 5.5000%  | 0.0000% | $1207.00           | $1187.84           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB2855   | 2052-02-01      | 2.5000%  | 0.0000% | $627543.00         | $405582.07         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBT7904   | 2052-10-01      | 5.0000%  | 0.0000% | $5114523.00        | $4086236.46        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9326   | 2054-10-01      | 5.5000%  | 0.0000% | $1290000.00        | $1256255.60        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS4018   | 2052-07-01      | 3.0000%  | 0.0000% | $2313000.00        | $1676929.54        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS8063   | 2054-03-01      | 5.5000%  | 0.0000% | $2000000.00        | $1842262.04        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS9998   | 2054-12-01      | 6.0000%  | 0.0000% | $2336400.00        | $2112112.02        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE6477   | 2055-08-01      | 6.0000%  | 0.0000% | $5020153.00        | $5154350.06        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH3719   | 2053-09-01      | 6.5000%  | 0.0000% | $1588832.00        | $1334256.80        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD6665   | 2055-06-01      | 5.5000%  | 0.0000% | $4033759.00        | $4103771.21        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE9034   | 2055-09-01      | 6.0000%  | 0.0000% | $1678207.00        | $1738007.67        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7396   | 2052-05-01      | 4.5000%  | 0.0000% | $4244940.00        | $3180319.14        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBQ9453   | 2051-03-01      | 2.0000%  | 0.0000% | $700000.00         | $400325.85         | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2045-08-15      | 4.8072%  | 0.0000% | $5187751.00        | $4127344.33        | Agency Collateralized Mortgage Obligation |
| FNMS 04.000 CLCB3610   | 2052-05-01      | 4.0000%  | 0.0000% | $302753.00         | $221631.89         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS8636   | 2050-06-01      | 5.0000%  | 0.0000% | $2321000.00        | $2050790.00        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS5235   | 2053-07-01      | 5.5000%  | 0.0000% | $1803000.00        | $1521736.24        | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CIMA4417   | 2036-09-01      | 1.5000%  | 0.0000% | $12361360.00       | $7186604.64        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA8722   | 2051-01-01      | 2.0000%  | 0.0000% | $1883.00           | $1031.60           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBY1455   | 2053-12-01      | 3.0000%  | 0.0000% | $8250.00           | $6869.51           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2026-09-30      | 1.6250%  | 0.0000% | $13000.00          | $12779.55          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | 0.0000% | $105700.00         | $100156.93         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | 0.0000% | $2000.00           | $1904.22           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | 0.0000% | $26640500.00       | $25020691.66       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $22155500.00       | $20723121.65       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | 0.0000% | $358400.00         | $336136.21         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $25074600.00       | $21761407.80       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $2286500.00        | $2027328.23        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $60000.00          | $55787.77          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $200.00            | $188.33            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-03-31      | 2.2500%  | 0.0000% | $25100.00          | $25071.00          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-11-30      | 0.3750%  | 0.0000% | $7000.00           | $6939.11           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | 0.0000% | $14926700.00       | $14100791.57       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $1500.00           | $1692.06           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-07-31      | 0.6250%  | 0.0000% | $150000.00         | $145632.23         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-12-15      | 4.3750%  | 0.0000% | $152200.00         | $154651.21         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $384500.00         | $400452.14         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-09-15      | 3.5000%  | 0.0000% | $172300.00         | $174979.81         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-01-15      | 3.8750%  | 0.0000% | $52400.00          | $52596.63          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $9532200.00        | $9696399.19        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-02-28      | 4.6250%  | 0.0000% | $37100.00          | $38048.04          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-03-31      | 3.6250%  | 0.0000% | $223400.00         | $226182.58         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-08-31      | 0.5000%  | 0.0000% | $1000.00           | $942.01            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-10-31      | 0.5000%  | 0.0000% | $50743900.00       | $47534755.39       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-12-31      | 1.7500%  | 0.0000% | $13000.00          | $12694.23          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-02-28      | 1.1250%  | 0.0000% | $5000.00           | $4838.46           | U.S. Treasuries (including strips)        |
| FNRM CL022EL R25F022   | 2055-04-25      | 5.0000%  | 0.0000% | $1854344.00        | $1792812.95        | Agency Collateralized Mortgage Obligation |
| FNMS 05.000 CLBY0889   | 2053-04-01      | 5.0000%  | 0.0000% | $700645.00         | $585686.41         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA1300   | 2049-08-01      | 5.5000%  | 0.0000% | $773666.00         | $260167.74         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS1977   | 2051-11-01      | 2.0000%  | 0.0000% | $21301894.00       | $13924908.69       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB2852   | 2051-11-01      | 2.0000%  | 0.0000% | $553000.00         | $357089.10         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE6385   | 2052-07-01      | 4.5000%  | 0.0000% | $34474054.00       | $26118210.57       | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZA4949   | 2047-07-01      | 4.0000%  | 0.0000% | $148636771.00      | $31201672.19       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA7718   | 2050-11-01      | 2.0000%  | 0.0000% | $6440744.00        | $3879110.94        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB3035   | 2052-03-01      | 2.0000%  | 0.0000% | $375000.00         | $249157.76         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB3361   | 2052-04-01      | 3.0000%  | 0.0000% | $433409.00         | $308856.19         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB2759   | 2052-02-01      | 3.0000%  | 0.0000% | $16000.00          | $10212.45          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA2430   | 2055-08-01      | 6.5000%  | 0.0000% | $7227552.00        | $7585896.88        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ3245   | 2055-01-01      | 5.0000%  | 0.0000% | $13955534.00       | $13451163.25       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCC0677   | 2055-07-01      | 4.5000%  | 0.0000% | $19648446.00       | $18786580.89       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB0502   | 2051-05-01      | 2.0000%  | 0.0000% | $745000.00         | $448509.18         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB2287   | 2051-12-01      | 2.5000%  | 0.0000% | $392000.00         | $243003.76         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB2078   | 2051-11-01      | 3.0000%  | 0.0000% | $64000.00          | $41655.87          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS9449   | 2047-04-01      | 3.5000%  | 0.0000% | $21211328.00       | $4467786.01        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB5988   | 2053-04-01      | 5.5000%  | 0.0000% | $1309980.00        | $1179042.77        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB2621   | 2052-01-01      | 2.5000%  | 0.0000% | $755539.00         | $478446.23         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA7705   | 2050-11-01      | 2.0000%  | 0.0000% | $9398539.00        | $5071258.98        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2025-12-31      | 2.6250%  | 0.0000% | $1664300.00        | $1662697.10        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-01-31      | 2.6250%  | 0.0000% | $187000.00         | $186176.01         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-06-30      | 1.8750%  | 0.0000% | $300.00            | $295.78            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $974300.00         | $959648.51         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-10-31      | 0.2500%  | 0.0000% | $7700.00           | $7651.66           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | 0.0000% | $202359000.00      | $189058149.74      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $980800.00         | $960770.08         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $7717100.00        | $7164341.16        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2035-07-15      | 1.8750%  | 0.0000% | $1000000.00        | $1013628.81        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $1108900.00        | $1485302.50        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $5470900.00        | $5412275.20        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | 0.0000% | $49000.00          | $47469.66          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-09-30      | 3.0000%  | 0.0000% | $100000.00         | $101115.70         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | 0.0000% | $3800000.00        | $3466700.68        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $922400.00         | $794636.32         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-11-15      | 2.2500%  | 0.0000% | $200.00            | $200.43            | U.S. Treasuries (including strips)        |
| FEPC 06.500 CLQG2402   | 2053-05-01      | 6.5000%  | 0.0000% | $927490.00         | $740272.28         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZA6078   | 2049-01-01      | 4.5000%  | 0.0000% | $171704221.00      | $30249145.09       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQG1632   | 2053-04-01      | 5.0000%  | 0.0000% | $1110436.00        | $1069673.96        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF9075   | 2053-03-01      | 5.0000%  | 0.0000% | $528205.00         | $419604.89         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZL1534   | 2041-06-01      | 4.5000%  | 0.0000% | $1365070.00        | $136382.39         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $4699600.00        | $4454145.77        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $1538800.00        | $1579626.58        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-06-30      | 0.8750%  | 0.0000% | $206400.00         | $201504.12         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $1174400.00        | $1099852.73        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-10-31      | 3.0000%  | 0.0000% | $229300.00         | $231022.99         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-11-30      | 0.6250%  | 0.0000% | $12620100.00       | $11828187.27       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-01-15      | 1.7500%  | 0.0000% | $155000.00         | $243792.57         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $1157300.00        | $770254.63         | U.S. Treasuries (including strips)        |

### Security 253: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.340000%
- **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: ARP1A1EC7, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP1A1EC7
- **C.18 - Value (incl. sponsor support):** $1941000000.00
- **C.18.a - Value (excl. sponsor support):** $1941000000.00
- **C.19 - Percentage of Net Assets:** 2.3300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 02.500 CISB0307   | 2035-02-01      | 2.5000%  | 0.0000% | $307149.00         | $94826.18          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQH1819   | 2053-09-01      | 6.0000%  | 0.0000% | $216715.00         | $127955.22         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQF9463   | 2053-03-01      | 4.0000%  | 0.0000% | $915407.00         | $732424.05         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF5465   | 2052-12-01      | 5.0000%  | 0.0000% | $200000.00         | $150505.40         | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2053-09-25      | 5.2484%  | 0.0000% | $27625315.00       | $21253611.12       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2029-01-15      | 0.8750%  | 0.0000% | $3002000.00        | $3825529.69        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | 0.0000% | $6999900.00        | $6781283.61        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $16596800.00       | $16275382.22       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $394400.00         | $376068.67         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $58920000.00       | $78919671.29       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $14961200.00       | $14509911.34       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-10-31      | 0.2500%  | 0.0000% | $6586900.00        | $6545547.51        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-01-31      | 2.6250%  | 0.0000% | $118300.00         | $117778.72         | U.S. Treasuries (including strips)        |
| FNMS 05.500 CLFS7007   | 2053-09-01      | 5.5000%  | 0.0000% | $92000000.00       | $79027425.94       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB4798   | 2052-10-01      | 5.0000%  | 0.0000% | $165000.00         | $132060.75         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB8223   | 2054-03-01      | 6.0000%  | 0.0000% | $100000.00         | $88534.01          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9364   | 2054-10-01      | 5.5000%  | 0.0000% | $278703.00         | $268076.51         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA0399   | 2055-01-01      | 6.0000%  | 0.0000% | $50042825.00       | $49008614.04       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB9994   | 2055-02-01      | 6.0000%  | 0.0000% | $55594.00          | $55958.89          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ3245   | 2055-01-01      | 5.0000%  | 0.0000% | $1132762.00        | $1091822.54        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ2742   | 2054-11-01      | 5.5000%  | 0.0000% | $77938653.00       | $74738838.53       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS3382   | 2051-08-01      | 2.0000%  | 0.0000% | $215275.00         | $142465.18         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ4651   | 2055-08-01      | 6.0000%  | 0.0000% | $70590457.00       | $73039710.58       | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQC9156   | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $631.69            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA3403   | 2049-04-01      | 4.5000%  | 0.0000% | $20730560.00       | $6827543.54        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG9709   | 2053-08-01      | 6.0000%  | 0.0000% | $927042.00         | $628457.33         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD3098   | 2053-05-01      | 5.0000%  | 0.0000% | $64838513.00       | $49590365.11       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQI3375   | 2054-03-01      | 5.0000%  | 0.0000% | $543024.00         | $527667.15         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2025-10-15      | 0.1250%  | 0.0000% | $25261200.00       | $31330319.73       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $25000000.00       | $28200986.87       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $5698700.00        | $5796864.32        | U.S. Treasuries (including strips)        |
| FNMS 03.000 CLCB2668   | 2052-01-01      | 3.0000%  | 0.0000% | $10470000.00       | $7338219.59        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA8722   | 2051-01-01      | 2.0000%  | 0.0000% | $1319151.00        | $722694.76         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ1461   | 2055-09-01      | 5.5000%  | 0.0000% | $11061.00          | $11209.65          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA8826   | 2051-02-01      | 2.5000%  | 0.0000% | $80000000.00       | $46831348.66       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA6901   | 2050-09-01      | 2.0000%  | 0.0000% | $15648767.00       | $8190728.59        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA8033   | 2050-12-01      | 2.0000%  | 0.0000% | $9482115.00        | $5302825.81        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA7980   | 2050-12-01      | 2.0000%  | 0.0000% | $12726748.00       | $6971283.23        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBQ7729   | 2051-03-01      | 2.5000%  | 0.0000% | $110000.00         | $72320.58          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS8777   | 2053-11-01      | 6.0000%  | 0.0000% | $77015985.00       | $67281798.60       | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CIMA4417   | 2036-09-01      | 1.5000%  | 0.0000% | $32691272.00       | $19005938.42       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA4806   | 2052-11-01      | 5.0000%  | 0.0000% | $727348.00         | $579562.49         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB6893   | 2053-08-01      | 4.5000%  | 0.0000% | $2966064.00        | $2572176.52        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB5709   | 2053-02-01      | 6.5000%  | 0.0000% | $2681000.00        | $1876012.37        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB4786   | 2052-10-01      | 5.0000%  | 0.0000% | $101857.00         | $83611.36          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA8790   | 2053-04-01      | 5.0000%  | 0.0000% | $800000.00         | $672326.54         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDA1047   | 2053-10-01      | 6.0000%  | 0.0000% | $8542136.00        | $7918790.67        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB4785   | 2052-10-01      | 5.0000%  | 0.0000% | $1721099.00        | $1364491.32        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA2490   | 2055-08-01      | 6.5000%  | 0.0000% | $21474621.00       | $22863632.90       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB8838   | 2054-07-01      | 5.5000%  | 0.0000% | $77379.00          | $74695.86          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9380   | 2053-07-01      | 5.5000%  | 0.0000% | $30655031.00       | $24682719.96       | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD1151   | 2051-01-01      | 2.5000%  | 0.0000% | $1000.00           | $679.61            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBM4027   | 2048-05-01      | 3.5000%  | 0.0000% | $5508299.00        | $1667291.92        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBH7100   | 2048-01-01      | 4.0000%  | 0.0000% | $1901131.00        | $631995.04         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD1868   | 2052-11-01      | 5.5000%  | 0.0000% | $10471744.00       | $9071295.42        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2026-01-15      | 0.6250%  | 0.0000% | $28906800.00       | $39100826.12       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $166800.00         | $170993.93         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $134900.00         | $137162.52         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | 0.0000% | $1902600.00        | $1849347.69        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-01-02      | 0.0000%  | 0.0000% | $18600.00          | $18341.72          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-06-30      | 3.2500%  | 0.0000% | $94000.00          | $93793.38          | U.S. Treasuries (including strips)        |
| FNMS 03.000 CLFA2441   | 2050-07-01      | 3.0000%  | 0.0000% | $1191224.00        | $1068334.16        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFA1154   | 2051-04-01      | 3.5000%  | 0.0000% | $7885251.00        | $6919380.36        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0568   | 2055-06-01      | 5.5000%  | 0.0000% | $8286192.00        | $8400105.62        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $10008500.00       | $8952059.86        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $4584400.00        | $4601021.21        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $1664900.00        | $1815751.55        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $11897900.00       | $12132653.65       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | 0.0000% | $62000.00          | $61461.28          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | 0.0000% | $1278000.00        | $1307818.03        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-10-31      | 5.0000%  | 0.0000% | $999100.00         | $1016694.37        | U.S. Treasuries (including strips)        |
| FNMS 06.000 CLDE4101   | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1033.98           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH2943   | 2053-10-01      | 6.5000%  | 0.0000% | $398000.00         | $243205.81         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQH0130   | 2053-08-01      | 5.0000%  | 0.0000% | $258701.00         | $250782.29         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAL2251   | 2042-08-01      | 3.5000%  | 0.0000% | $69700992.00       | $8042181.69        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA9475   | 2053-07-01      | 5.0000%  | 0.0000% | $116447.00         | $106780.49         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB8918   | 2054-07-01      | 5.5000%  | 0.0000% | $5294382.00        | $5144606.26        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9437   | 2053-07-01      | 5.5000%  | 0.0000% | $800000.00         | $654109.64         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2029-11-15      | 1.7500%  | 0.0000% | $8623900.00        | $8042112.40        | U.S. Treasuries (including strips)        |
| FNMS 03.500 CLAS4559   | 2045-03-01      | 3.5000%  | 0.0000% | $100506400.00      | $8855700.95        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ2303   | 2054-09-01      | 5.5000%  | 0.0000% | $2878259.00        | $2832571.65        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB5464   | 2053-01-01      | 5.5000%  | 0.0000% | $7367821.00        | $6506537.68        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA1924   | 2055-06-01      | 6.0000%  | 0.0000% | $56630048.00       | $58229601.93       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFA1278   | 2052-08-01      | 3.0000%  | 0.0000% | $20792144.00       | $17830174.32       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA4842   | 2052-12-01      | 5.5000%  | 0.0000% | $1148857.00        | $908602.59         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA5744   | 2050-05-01      | 3.5000%  | 0.0000% | $11222208.00       | $5446399.15        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCC0896   | 2055-08-01      | 6.5000%  | 0.0000% | $13292956.00       | $13968857.26       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CRAL3066   | 2043-01-01      | 3.0000%  | 0.0000% | $33539700.00       | $6117570.72        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6203   | 2053-05-01      | 5.5000%  | 0.0000% | $5076848.00        | $4461498.00        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA2293   | 2055-08-01      | 5.5000%  | 0.0000% | $41426527.00       | $41935567.92       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAL1851   | 2042-05-01      | 3.5000%  | 0.0000% | $66476736.00       | $8943448.17        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS5993   | 2045-10-01      | 3.0000%  | 0.0000% | $38880838.00       | $9095588.02        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS0349   | 2052-01-01      | 2.0000%  | 0.0000% | $505000.00         | $318864.74         | Agency Mortgage-Backed Securities         |
| FNRM RC061BA R13F061   | 2043-01-25      | 3.0000%  | 0.0000% | $144060060.00      | $14064999.42       | Agency Collateralized Mortgage Obligation |
| FNMS 05.000 CLMA5071   | 2053-07-01      | 5.0000%  | 0.0000% | $2975858.00        | $2546470.04        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA4841   | 2052-12-01      | 5.0000%  | 0.0000% | $950997.00         | $765909.65         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ1451   | 2055-09-01      | 5.5000%  | 0.0000% | $10731.00          | $10900.89          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA4784   | 2052-10-01      | 4.5000%  | 0.0000% | $5976498.00        | $4635781.63        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBX7862   | 2053-03-01      | 6.0000%  | 0.0000% | $8779151.00        | $6396510.36        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS5708   | 2053-06-01      | 5.0000%  | 0.0000% | $300000.00         | $231918.00         | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2054-10-25      | 5.4484%  | 0.0000% | $15000000.00       | $13778873.07       | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2054-11-25      | 5.8184%  | 0.0000% | $1266671.00        | $979954.99         | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLSD8349   | 2053-08-01      | 5.5000%  | 0.0000% | $50000000.00       | $41969668.46       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD7473   | 2055-01-01      | 5.5000%  | 0.0000% | $56403252.00       | $55958287.30       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD2905   | 2053-05-01      | 5.5000%  | 0.0000% | $823352.00         | $647638.10         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $21100.00          | $20964.41          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $50000000.00       | $52744579.20       | U.S. Treasuries (including strips)        |
| FEPC 05.000 CLRA7932   | 2052-09-01      | 5.0000%  | 0.0000% | $41610.00          | $32476.25          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9270   | 2053-06-01      | 5.5000%  | 0.0000% | $198426.00         | $163589.00         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG8401   | 2053-08-01      | 5.5000%  | 0.0000% | $927466.00         | $746457.21         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD2762   | 2053-05-01      | 5.5000%  | 0.0000% | $800000.00         | $658839.93         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD3351   | 2053-06-01      | 5.0000%  | 0.0000% | $850000.00         | $658762.67         | Agency Mortgage-Backed Securities         |
| MNRA CL03GA2 R21M03G   | 2031-01-25      | 1.2862%  | 0.0000% | $1000000.00        | $867075.22         | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLRA8904   | 2053-04-01      | 6.5000%  | 0.0000% | $400000.00         | $274162.32         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG7631   | 2053-07-01      | 6.0000%  | 0.0000% | $413803.00         | $214780.69         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2033-07-15      | 1.3750%  | 0.0000% | $637300.00         | $668710.76         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-04-15      | 4.5000%  | 0.0000% | $49760300.00       | $51202070.41       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2035-07-15      | 1.8750%  | 0.0000% | $900.00            | $912.27            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-09-30      | 3.0000%  | 0.0000% | $115000.00         | $116283.06         | U.S. Treasuries (including strips)        |
| 06.000 FGPC P20586 G   | 2034-11-01      | 6.0000%  | 0.0000% | $10325.00          | $139.42            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB8147   | 2054-03-01      | 5.5000%  | 0.0000% | $129522448.00      | $114708298.37      | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD5143   | 2054-04-01      | 6.0000%  | 0.0000% | $700000.00         | $610864.47         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD2235   | 2053-01-01      | 6.0000%  | 0.0000% | $32466951.00       | $21243127.86       | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRA8720   | 2053-04-01      | 4.0000%  | 0.0000% | $334099.00         | $236853.45         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8451   | 2046-12-01      | 3.0000%  | 0.0000% | $73745.00          | $14931.13          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQG0978   | 2053-04-01      | 5.0000%  | 0.0000% | $499950.00         | $479983.14         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8394   | 2054-01-01      | 5.0000%  | 0.0000% | $905940.00         | $825645.34         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD8344   | 2053-07-01      | 6.5000%  | 0.0000% | $180000.00         | $127780.46         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD7474   | 2055-01-01      | 6.0000%  | 0.0000% | $56209161.00       | $54249382.98       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8419   | 2054-04-01      | 5.0000%  | 0.0000% | $390682.00         | $348164.01         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CKMA4370   | 2051-06-01      | 2.0000%  | 0.0000% | $159000000.00      | $97055154.56       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA4918   | 2053-02-01      | 5.0000%  | 0.0000% | $2494079.00        | $2019322.06        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY3347   | 2055-05-01      | 6.0000%  | 0.0000% | $419529.00         | $429282.14         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2055-02-15      | 2.3750%  | 0.0000% | $234100.00         | $228278.13         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $67532000.00       | $88578367.22       | U.S. Treasuries (including strips)        |
| Freddie Mac            | 2055-01-25      | 5.4484%  | 0.0000% | $50000000.00       | $47347532.92       | Agency Collateralized Mortgage Obligation |
| FNMS 02.500 CLCA6635   | 2050-08-01      | 2.5000%  | 0.0000% | $177000.00         | $91218.05          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 I4BF0605   | 2062-03-01      | 4.0000%  | 0.0000% | $991318.00         | $757563.24         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA2130   | 2055-05-01      | 5.5000%  | 0.0000% | $72811854.00       | $72011022.25       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB1024   | 2051-07-01      | 2.5000%  | 0.0000% | $589001.00         | $358958.09         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC7426   | 2054-11-01      | 5.0000%  | 0.0000% | $9506401.00        | $8856927.22        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4394   | 2052-08-01      | 4.5000%  | 0.0000% | $5302914.00        | $4081456.45        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC9693   | 2055-01-01      | 6.0000%  | 0.0000% | $7374780.00        | $7325591.06        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY6656   | 2055-06-01      | 6.0000%  | 0.0000% | $630322.00         | $634146.47         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ2916   | 2054-11-01      | 5.5000%  | 0.0000% | $65456013.00       | $65359275.87       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD7553   | 2052-03-01      | 3.0000%  | 0.0000% | $11928699.00       | $7897330.36        | Agency Mortgage-Backed Securities         |
| 05.500 FGPC L10214 G   | 2033-03-01      | 5.5000%  | 0.0000% | $22544.00          | $293.67            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $18104600.00       | $20202927.58       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-08-31      | 4.1250%  | 0.0000% | $190700.00         | $198136.31         | U.S. Treasuries (including strips)        |
| FNMS 05.500 CLBY0726   | 2053-05-01      | 5.5000%  | 0.0000% | $25572.00          | $20783.50          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB3332   | 2052-04-01      | 3.5000%  | 0.0000% | $673671.00         | $491107.97         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW9916   | 2052-10-01      | 5.0000%  | 0.0000% | $300000.00         | $217660.55         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB5213   | 2054-07-01      | 5.5000%  | 0.0000% | $53854.00          | $50221.49          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9775   | 2055-01-01      | 5.0000%  | 0.0000% | $1024.00           | $984.18            | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CIFS4059   | 2037-08-01      | 1.5000%  | 0.0000% | $192701.00         | $131675.05         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBX3912   | 2053-01-01      | 6.0000%  | 0.0000% | $10837647.00       | $7593585.59        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4732   | 2052-09-01      | 4.0000%  | 0.0000% | $151019.00         | $116508.94         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA7131   | 2050-09-01      | 2.5000%  | 0.0000% | $13212996.00       | $5804249.64        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB7217   | 2053-09-01      | 4.5000%  | 0.0000% | $831969.00         | $730165.53         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS6002   | 2045-10-01      | 3.5000%  | 0.0000% | $66706391.00       | $5108451.75        | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLQF7539   | 2053-01-01      | 7.5000%  | 0.0000% | $1297493.00        | $281571.86         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF8551   | 2053-03-01      | 5.5000%  | 0.0000% | $965000.00         | $633771.16         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD3914   | 2053-09-01      | 5.5000%  | 0.0000% | $126000.00         | $104392.16         | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2055-05-25      | 5.6484%  | 0.0000% | $30000000.00       | $28394765.33       | Agency Collateralized Mortgage Obligation |
| FNMS 03.000 CLAR2427   | 2043-01-01      | 3.0000%  | 0.0000% | $32092456.00       | $7421246.22        | Agency Mortgage-Backed Securities         |

### Security 254: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.340000%
- **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: ARP1A2LC7, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1A2LC7
- **C.18 - Value (incl. sponsor support):** $1941000000.00
- **C.18.a - Value (excl. sponsor support):** $1941000000.00
- **C.19 - Percentage of Net Assets:** 2.3300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 05.500 CLBU4724 | 2054-07-01      | 5.5000%  | 0.0000% | $34713075.00       | $32249722.84       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5735 | 2055-06-01      | 5.5000%  | 0.0000% | $25000000.00       | $24708274.34       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLBU5134 | 2054-11-01      | 7.0000%  | 0.0000% | $5800366.00        | $5210642.41        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAY8841 | 2045-07-01      | 4.0000%  | 0.0000% | $450000.00         | $41553.89          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAE0349 | 2040-04-01      | 6.0000%  | 0.0000% | $10147060.00       | $157437.38         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAZ7366 | 2045-11-01      | 4.0000%  | 0.0000% | $57418790.00       | $9996591.31        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIQN9907 | 2037-04-01      | 3.0000%  | 0.0000% | $136091.00         | $82243.95          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLBU5159 | 2054-11-01      | 7.0000%  | 0.0000% | $8193684.00        | $7485842.57        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5525 | 2053-01-01      | 6.0000%  | 0.0000% | $8158699.00        | $6559535.01        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS7242 | 2046-05-01      | 3.5000%  | 0.0000% | $580000.00         | $45459.02          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6203 | 2045-11-01      | 3.5000%  | 0.0000% | $1506141.00        | $96954.43          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5056 | 2045-05-01      | 3.5000%  | 0.0000% | $5051351.00        | $558168.77         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAL2462 | 2027-10-01      | 2.5000%  | 0.0000% | $4691803.00        | $141399.80         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS4992 | 2045-05-01      | 3.5000%  | 0.0000% | $1171000.00        | $160863.07         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL735178 | 2034-12-01      | 5.5000%  | 0.0000% | $398455.00         | $3529.51           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1352 | 2055-05-01      | 6.0000%  | 0.0000% | $14685055.00       | $15045601.84       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL0746 | 2055-04-01      | 6.5000%  | 0.0000% | $23269334.00       | $23094019.75       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY2216 | 2055-05-01      | 6.0000%  | 0.0000% | $14464858.00       | $14893070.20       | Agency Mortgage-Backed Securities |
| GNII SF MB0486 M     | 2055-06-20      | 6.0000%  | 0.0000% | $89394018.00       | $91312375.96       | Agency Mortgage-Backed Securities |
| 06.000 FGPC C91075 G | 2027-08-01      | 6.0000%  | 0.0000% | $3025000.00        | $10464.43          | Agency Mortgage-Backed Securities |
| 04.500 FGPC G08818 G | 2048-06-01      | 4.5000%  | 0.0000% | $3148000.00        | $268688.24         | Agency Mortgage-Backed Securities |
| 06.000 FGPC G03551 G | 2037-11-01      | 6.0000%  | 0.0000% | $18276751.00       | $125981.79         | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08667 G | 2045-09-01      | 3.5000%  | 0.0000% | $1265000.00        | $118286.04         | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08716 G | 2046-08-01      | 3.5000%  | 0.0000% | $30508000.00       | $3658121.83        | Agency Mortgage-Backed Securities |
| 05.500 FGPC A80400 G | 2037-08-01      | 5.5000%  | 0.0000% | $1676450.00        | $28170.00          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS7800 | 2046-08-01      | 3.0000%  | 0.0000% | $103500000.00      | $14645215.49       | Agency Mortgage-Backed Securities |
| 05.500 FGPC A90726 G | 2040-01-01      | 5.5000%  | 0.0000% | $7112245.00        | $467811.83         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAO2993 | 2042-05-01      | 3.5000%  | 0.0000% | $8160000.00        | $719811.48         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5696 | 2045-08-01      | 3.5000%  | 0.0000% | $3054168.00        | $275202.89         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD8397 | 2054-01-01      | 6.5000%  | 0.0000% | $2040430.00        | $1275796.06        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD5077 | 2054-03-01      | 6.5000%  | 0.0000% | $5000000.00        | $4338758.45        | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q17647 G | 2043-04-01      | 3.5000%  | 0.0000% | $4608244.00        | $314814.38         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAW9441 | 2044-07-01      | 3.5000%  | 0.0000% | $125400920.00      | $11866817.17       | Agency Mortgage-Backed Securities |
| 03.500 FGPC V83709 G | 2043-01-01      | 3.5000%  | 0.0000% | $4430091.00        | $1484313.28        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAZ1938 | 2045-03-01      | 3.5000%  | 0.0000% | $78000.00          | $8827.45           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6393 | 2045-12-01      | 3.5000%  | 0.0000% | $1234816.00        | $125019.10         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAL8671 | 2028-11-01      | 2.5000%  | 0.0000% | $5694439.00        | $312928.87         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBA2101 | 2045-08-01      | 3.5000%  | 0.0000% | $3584858.00        | $388834.89         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBC1100 | 2046-01-01      | 3.5000%  | 0.0000% | $632059.00         | $71397.39          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBH1380 | 2047-07-01      | 3.5000%  | 0.0000% | $7052044.00        | $1352121.38        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBC4437 | 2046-04-01      | 3.5000%  | 0.0000% | $2802240.00        | $218975.45         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBX1270 | 2037-10-01      | 3.0000%  | 0.0000% | $126495.00         | $72846.85          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBC3218 | 2046-04-01      | 3.5000%  | 0.0000% | $723480.00         | $131224.88         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7475 | 2053-11-01      | 5.5000%  | 0.0000% | $7445111.00        | $6312213.18        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAT6321 | 2043-06-01      | 3.5000%  | 0.0000% | $303287.00         | $62296.05          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBA3989 | 2046-02-01      | 3.5000%  | 0.0000% | $1150000.00        | $151629.03         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8298 | 2054-04-01      | 6.0000%  | 0.0000% | $3590787.00        | $3288341.09        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5629 | 2045-08-01      | 3.5000%  | 0.0000% | $276000.00         | $35876.95          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD8997 | 2046-11-01      | 3.5000%  | 0.0000% | $68000.00          | $13886.92          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIQO1552 | 2037-12-01      | 3.0000%  | 0.0000% | $495168.00         | $387982.98         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS7921 | 2046-09-01      | 3.5000%  | 0.0000% | $1600000.00        | $381169.77         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS8282 | 2046-11-01      | 3.5000%  | 0.0000% | $640569.00         | $78184.24          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAK7581 | 2042-08-01      | 3.0000%  | 0.0000% | $2375000.00        | $258373.20         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5722 | 2045-09-01      | 3.5000%  | 0.0000% | $805852.00         | $78195.37          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS4886 | 2045-05-01      | 3.5000%  | 0.0000% | $2300000.00        | $447102.10         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICB3224 | 2037-03-01      | 3.0000%  | 0.0000% | $78737.00          | $45484.63          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB3444 | 2037-04-01      | 2.5000%  | 0.0000% | $1698225.00        | $1144674.71        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAQ1224 | 2042-11-01      | 3.0000%  | 0.0000% | $5750000.00        | $1188767.35        | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q06884 G | 2042-03-01      | 3.5000%  | 0.0000% | $2314492.00        | $234401.84         | Agency Mortgage-Backed Securities |
| 03.000 FGPC Q13691 G | 2042-12-01      | 3.0000%  | 0.0000% | $2698267.00        | $480224.04         | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q28431 G | 2044-09-01      | 3.5000%  | 0.0000% | $1400000.00        | $202972.77         | Agency Mortgage-Backed Securities |
| GNMI SF 711752 X     | 2043-05-15      | 2.5000%  | 0.0000% | $439947.00         | $158608.68         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBV4128 | 2052-03-01      | 2.0000%  | 0.0000% | $4497582.00        | $2886141.31        | Agency Mortgage-Backed Securities |
| 03.000 FGPC G08499 G | 2042-07-01      | 3.0000%  | 0.0000% | $27667.00          | $2550.82           | Agency Mortgage-Backed Securities |
| 03.000 FGPC C09022 G | 2042-12-01      | 3.0000%  | 0.0000% | $4613265.00        | $704475.93         | Agency Mortgage-Backed Securities |
| 05.500 FGPC A29948 G | 2035-02-01      | 5.5000%  | 0.0000% | $1079270.00        | $17138.33          | Agency Mortgage-Backed Securities |
| 03.500 FGPC G07664 G | 2043-08-01      | 3.5000%  | 0.0000% | $1260000.00        | $217832.29         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZK8095 | 2031-06-01      | 2.5000%  | 0.0000% | $745000.00         | $110415.59         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA3934 | 2040-02-01      | 3.0000%  | 0.0000% | $337842.00         | $64221.90          | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08620 G | 2044-12-01      | 3.5000%  | 0.0000% | $195000.00         | $16289.34          | Agency Mortgage-Backed Securities |
| 03.500 FGPC C03719 G | 2041-10-01      | 3.5000%  | 0.0000% | $500000.00         | $22108.60          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL888814 | 2037-08-01      | 6.5000%  | 0.0000% | $2364120.00        | $11564.36          | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08538 G | 2043-07-01      | 3.5000%  | 0.0000% | $1075000.00        | $152180.54         | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q31864 G | 2040-11-01      | 5.0000%  | 0.0000% | $881287.00         | $131648.85         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBW5564 | 2037-07-01      | 2.5000%  | 0.0000% | $1740136.00        | $1352728.85        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK7660 | 2048-10-01      | 4.5000%  | 0.0000% | $356688.00         | $21341.58          | Agency Mortgage-Backed Securities |
| GNPL PN DA0185       | 2059-06-15      | 5.2800%  | 0.0000% | $650000.00         | $661691.63         | Agency Mortgage-Backed Securities |
| FNMS 03.500 GLAB8675 | 2043-03-01      | 3.5000%  | 0.0000% | $2555608.00        | $162262.35         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAV9187 | 2044-03-01      | 4.0000%  | 0.0000% | $26798000.00       | $3472727.04        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL796197 | 2034-11-01      | 5.5000%  | 0.0000% | $176471.00         | $1858.48           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA2885 | 2050-04-01      | 3.0000%  | 0.0000% | $56960.00          | $9981.35           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA1988 | 2048-07-01      | 4.5000%  | 0.0000% | $787500.00         | $99903.37          | Agency Mortgage-Backed Securities |
| 06.000 FGPC A82380 G | 2038-10-01      | 6.0000%  | 0.0000% | $2472559.00        | $4809.13           | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08711 G | 2046-06-01      | 3.5000%  | 0.0000% | $18715000.00       | $2153343.65        | Agency Mortgage-Backed Securities |
| 06.500 FGPC A66740 G | 2037-10-01      | 6.5000%  | 0.0000% | $3302805.00        | $17369.64          | Agency Mortgage-Backed Securities |
| 05.500 FGPC G03202 G | 2037-09-01      | 5.5000%  | 0.0000% | $3126597.00        | $21249.39          | Agency Mortgage-Backed Securities |
| 03.500 FGPC C09068 G | 2044-11-01      | 3.5000%  | 0.0000% | $15000.00          | $1442.86           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBP0038 | 2049-12-01      | 3.0000%  | 0.0000% | $420900.00         | $104866.27         | Agency Mortgage-Backed Securities |
| 05.500 FGPC G02408 G | 2036-12-01      | 5.5000%  | 0.0000% | $9445341.00        | $51305.85          | Agency Mortgage-Backed Securities |
| 04.500 FGPC A91161 G | 2040-02-01      | 4.5000%  | 0.0000% | $12000000.00       | $295872.54         | Agency Mortgage-Backed Securities |
| 06.000 FGPC G03969 G | 2038-02-01      | 6.0000%  | 0.0000% | $4311563.00        | $39394.18          | Agency Mortgage-Backed Securities |
| 03.000 FGPC C09008 G | 2042-08-01      | 3.0000%  | 0.0000% | $28506.00          | $3189.98           | Agency Mortgage-Backed Securities |
| 06.500 FGPC G04955 G | 2038-11-01      | 6.5000%  | 0.0000% | $1625363.00        | $9353.15           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZK4686 | 2027-11-01      | 2.5000%  | 0.0000% | $10000000.00       | $285903.97         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA1191 | 2047-11-01      | 3.5000%  | 0.0000% | $11678260.00       | $1565037.91        | Agency Mortgage-Backed Securities |
| 05.500 FGPC G07795 G | 2041-06-01      | 5.5000%  | 0.0000% | $25132.00          | $2102.88           | Agency Mortgage-Backed Securities |
| 05.500 FGPC A89607 G | 2039-11-01      | 5.5000%  | 0.0000% | $1021426.00        | $80954.31          | Agency Mortgage-Backed Securities |
| 05.500 FGPC G03927 G | 2038-01-01      | 5.5000%  | 0.0000% | $1474015.00        | $9474.85           | Agency Mortgage-Backed Securities |
| 06.000 FGPC A69830 G | 2037-12-01      | 6.0000%  | 0.0000% | $4003599.00        | $12750.98          | Agency Mortgage-Backed Securities |
| 04.500 FGPC G08843 G | 2048-10-01      | 4.5000%  | 0.0000% | $494754.00         | $45770.21          | Agency Mortgage-Backed Securities |
| 06.000 FGPC A62706 G | 2037-06-01      | 6.0000%  | 0.0000% | $10272321.00       | $18161.47          | Agency Mortgage-Backed Securities |
| 03.000 FGPC G08726 G | 2046-10-01      | 3.0000%  | 0.0000% | $9494420.00        | $1505472.71        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA1217 | 2049-08-01      | 5.0000%  | 0.0000% | $656959.00         | $84729.82          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBV3023 | 2052-02-01      | 2.0000%  | 0.0000% | $1613171.00        | $1057329.86        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3416 | 2048-07-01      | 4.5000%  | 0.0000% | $408000.00         | $32487.27          | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q00876 G | 2041-05-01      | 4.5000%  | 0.0000% | $1440781.00        | $46700.27          | Agency Mortgage-Backed Securities |
| 03.000 FGPC Q14276 G | 2043-01-01      | 3.0000%  | 0.0000% | $2519000.00        | $440965.14         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3182 | 2047-11-01      | 3.5000%  | 0.0000% | $7724818.00        | $1013306.17        | Agency Mortgage-Backed Securities |
| 05.500 FGPC V80890 G | 2039-12-01      | 5.5000%  | 0.0000% | $1032642.00        | $117652.79         | Agency Mortgage-Backed Securities |
| 06.000 FGPC A88904 G | 2039-09-01      | 6.0000%  | 0.0000% | $1149418.00        | $29724.64          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3537 | 2048-12-01      | 4.5000%  | 0.0000% | $97000.00          | $7220.58           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZK5632 | 2028-06-01      | 2.5000%  | 0.0000% | $1100000.00        | $48255.73          | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLSD7425 | 2054-12-01      | 7.0000%  | 0.0000% | $15176307.00       | $14011222.11       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3871 | 2049-12-01      | 3.0000%  | 0.0000% | $1269360.00        | $214490.49         | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q07758 G | 2042-04-01      | 3.5000%  | 0.0000% | $6750000.00        | $829365.83         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6328 | 2045-12-01      | 3.5000%  | 0.0000% | $600000.00         | $65237.47          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAT2060 | 2028-04-01      | 2.5000%  | 0.0000% | $470000.00         | $18606.04          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAQ4071 | 2028-04-01      | 2.5000%  | 0.0000% | $1000000.00        | $39753.66          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAU3195 | 2043-08-01      | 3.0000%  | 0.0000% | $125000.00         | $20845.84          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS4555 | 2045-03-01      | 3.5000%  | 0.0000% | $700000.00         | $127167.35         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6007 | 2045-10-01      | 3.5000%  | 0.0000% | $808534.00         | $80882.36          | Agency Mortgage-Backed Securities |
| 03.000 FGPC Q10378 G | 2042-08-01      | 3.0000%  | 0.0000% | $35389.00          | $4130.04           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB5469 | 2042-06-01      | 3.5000%  | 0.0000% | $692184.00         | $59461.72          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6131 | 2045-11-01      | 3.5000%  | 0.0000% | $150000.00         | $24111.02          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAY6023 | 2045-09-01      | 3.5000%  | 0.0000% | $1828232.00        | $244998.86         | Agency Mortgage-Backed Securities |
| 03.000 FGPC Q34990 G | 2045-08-01      | 3.0000%  | 0.0000% | $46397892.00       | $7399272.29        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAP3667 | 2042-10-01      | 3.5000%  | 0.0000% | $1000.00           | $131.18            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6573 | 2046-01-01      | 3.5000%  | 0.0000% | $2395000.00        | $257871.25         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAP9736 | 2042-10-01      | 3.5000%  | 0.0000% | $175000.00         | $16512.84          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB4300 | 2042-01-01      | 3.5000%  | 0.0000% | $58000.00          | $4479.45           | Agency Mortgage-Backed Securities |
| 03.000 FGPC Q11553 G | 2042-10-01      | 3.0000%  | 0.0000% | $67827.00          | $12596.14          | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q31356 G | 2045-02-01      | 3.5000%  | 0.0000% | $30000.00          | $8331.05           | Agency Mortgage-Backed Securities |
| 03.000 FGPC V82504 G | 2046-07-01      | 3.0000%  | 0.0000% | $10681.00          | $3435.01           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA2495 | 2046-01-01      | 3.5000%  | 0.0000% | $113000.00         | $13119.04          | Agency Mortgage-Backed Securities |
| 03.000 FGPC Q08511 G | 2042-05-01      | 3.0000%  | 0.0000% | $158320.00         | $13740.11          | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q60732 G | 2048-12-01      | 4.0000%  | 0.0000% | $1748541.00        | $697341.25         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBK4439 | 2048-06-01      | 4.0000%  | 0.0000% | $5750000.00        | $1439300.27        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ2854 | 2048-03-01      | 4.0000%  | 0.0000% | $8534238.00        | $1655524.87        | Agency Mortgage-Backed Securities |
| GNMI SF AF8316 X     | 2049-05-15      | 3.0000%  | 0.0000% | $384878.00         | $256915.42         | Agency Mortgage-Backed Securities |
| GNPL PN DF9971       | 2059-11-15      | 4.9800%  | 0.0000% | $650000.00         | $649650.50         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA2522 | 2046-02-01      | 3.5000%  | 0.0000% | $1835000.00        | $208918.62         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLSL0520 | 2054-09-01      | 7.0000%  | 0.0000% | $27101531.00       | $25192020.36       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1350 | 2055-05-01      | 6.0000%  | 0.0000% | $15285283.00       | $15650617.08       | Agency Mortgage-Backed Securities |
| GNII SF MA9240 M     | 2053-10-20      | 5.0000%  | 0.0000% | $497000.00         | $447879.65         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX9429 | 2055-04-01      | 6.0000%  | 0.0000% | $10117959.00       | $10245237.09       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL0873 | 2055-04-01      | 6.0000%  | 0.0000% | $9857517.00        | $10055472.65       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL0874 | 2055-03-01      | 6.0000%  | 0.0000% | $4522151.00        | $4543582.33        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB7965 | 2043-02-01      | 3.5000%  | 0.0000% | $265000.00         | $30612.67          | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLSL1064 | 2055-03-01      | 7.0000%  | 0.0000% | $11727407.00       | $11834089.76       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL1362 | 2055-05-01      | 6.5000%  | 0.0000% | $30131395.00       | $30957378.23       | Agency Mortgage-Backed Securities |
| GNII SF MB0366 M     | 2055-05-20      | 5.5000%  | 0.0000% | $1327105.00        | $1332147.32        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAB2130 | 2026-01-01      | 3.5000%  | 0.0000% | $1299846.00        | $1971.95           | Agency Mortgage-Backed Securities |
| 06.500 FGPC A67394 G | 2037-11-01      | 6.5000%  | 0.0000% | $615384.00         | $5660.60           | Agency Mortgage-Backed Securities |
| GNPL PN DF3882       | 2059-11-15      | 4.9800%  | 0.0000% | $650000.00         | $649650.50         | Agency Mortgage-Backed Securities |
| 06.500 FGPC C01151 G | 2031-03-01      | 6.5000%  | 0.0000% | $521990.00         | $284.52            | Agency Mortgage-Backed Securities |
| 06.500 FGPC D97671 G | 2028-03-01      | 6.5000%  | 0.0000% | $894040.00         | $2192.43           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1348 | 2055-05-01      | 6.0000%  | 0.0000% | $22193771.00       | $22513358.25       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBT6838 | 2051-10-01      | 3.0000%  | 0.0000% | $6401327.00        | $3950044.88        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAO5472 | 2042-07-01      | 3.5000%  | 0.0000% | $7737893.00        | $638730.70         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLAE0443 | 2039-10-01      | 6.5000%  | 0.0000% | $1198846.00        | $19653.43          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAE4303 | 2040-09-01      | 5.0000%  | 0.0000% | $33917394.00       | $1714929.40        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAE0801 | 2039-09-01      | 6.0000%  | 0.0000% | $10608428.00       | $235413.14         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY2218 | 2055-05-01      | 6.0000%  | 0.0000% | $6054894.00        | $6247792.71        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5498 | 2054-10-01      | 6.0000%  | 0.0000% | $119835.00         | $106630.98         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM9788 | 2051-12-01      | 3.0000%  | 0.0000% | $30400630.00       | $20001622.43       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL0750 | 2055-04-01      | 6.5000%  | 0.0000% | $18757920.00       | $18130198.32       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7105 | 2049-08-01      | 3.5000%  | 0.0000% | $27667329.00       | $10911480.97       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL981726 | 2038-07-01      | 6.0000%  | 0.0000% | $36270.00          | $2065.22           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL782244 | 2034-07-01      | 5.5000%  | 0.0000% | $1177570.00        | $14056.86          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2641 | 2048-11-01      | 4.5000%  | 0.0000% | $11000000.00       | $963131.67         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA3681 | 2049-06-01      | 4.5000%  | 0.0000% | $55110477.00       | $9065866.74        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBM1948 | 2041-07-01      | 6.0000%  | 0.0000% | $15534000.00       | $3574477.49        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ5849 | 2048-01-01      | 4.0000%  | 0.0000% | $750000.00         | $173212.97         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5906 | 2045-10-01      | 3.5000%  | 0.0000% | $804109.00         | $75442.92          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6534 | 2046-01-01      | 3.5000%  | 0.0000% | $480000.00         | $52238.43          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLFA1612 | 2055-05-01      | 7.0000%  | 0.0000% | $25059382.00       | $25354458.74       | Agency Mortgage-Backed Securities |
| 03.000 FGPC Q44663 G | 2046-11-01      | 3.0000%  | 0.0000% | $508840.00         | $104841.12         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM1028 | 2046-04-01      | 3.5000%  | 0.0000% | $1750000.00        | $187369.08         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2960 | 2049-01-01      | 4.5000%  | 0.0000% | $2215000.00        | $163689.31         | Agency Mortgage-Backed Securities |
| 03.000 FGPC Q09949 G | 2042-08-01      | 3.0000%  | 0.0000% | $159744.00         | $20127.17          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAU1650 | 2043-07-01      | 3.5000%  | 0.0000% | $6130000.00        | $680902.06         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q61236 G | 2049-02-01      | 4.0000%  | 0.0000% | $3718992.00        | $806162.55         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAY8840 | 2045-07-01      | 3.5000%  | 0.0000% | $1054536.00        | $183129.81         | Agency Mortgage-Backed Securities |
| 03.000 FGPC Q20569 G | 2043-08-01      | 3.0000%  | 0.0000% | $5000.00           | $768.99            | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLSD4719 | 2054-01-01      | 7.0000%  | 0.0000% | $7302585.00        | $6006671.07        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL3251 | 2042-05-01      | 3.5000%  | 0.0000% | $19000.00          | $2783.05           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q61301 G | 2049-02-01      | 4.0000%  | 0.0000% | $1105769.00        | $68575.15          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZN6177 | 2049-06-01      | 3.0000%  | 0.0000% | $4910900.00        | $587810.37         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN5068 | 2049-04-01      | 4.5000%  | 0.0000% | $2876437.00        | $303822.01         | Agency Mortgage-Backed Securities |
| 04.500 FGPC G60384 G | 2046-01-01      | 4.5000%  | 0.0000% | $352675.00         | $37163.49          | Agency Mortgage-Backed Securities |
| 03.500 FGPC G61195 G | 2044-08-01      | 3.5000%  | 0.0000% | $236000.00         | $58636.38          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA8866 | 2050-04-01      | 3.0000%  | 0.0000% | $2526285.00        | $701799.66         | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q45219 G | 2045-01-01      | 3.5000%  | 0.0000% | $1250000.00        | $217771.46         | Agency Mortgage-Backed Securities |
| 03.000 FGPC Q44073 G | 2046-09-01      | 3.0000%  | 0.0000% | $48712237.00       | $7994074.18        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA5902 | 2050-01-01      | 3.0000%  | 0.0000% | $954968.00         | $196536.22         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD0093 | 2049-10-01      | 5.0000%  | 0.0000% | $32777876.00       | $3658537.52        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA6132 | 2051-10-01      | 2.5000%  | 0.0000% | $2617763.00        | $1639053.17        | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q23935 G | 2043-12-01      | 3.5000%  | 0.0000% | $100000.00         | $12789.36          | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLQB9274 | 2051-02-01      | 1.5000%  | 0.0000% | $2557720.00        | $1609328.44        | Agency Mortgage-Backed Securities |
| 05.500 FGPC G05073 G | 2039-01-01      | 5.5000%  | 0.0000% | $1346434.00        | $8433.39           | Agency Mortgage-Backed Securities |
| 04.000 FGPC G06886 G | 2042-01-01      | 4.0000%  | 0.0000% | $16629581.00       | $1552865.86        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZN4984 | 2049-04-01      | 3.0000%  | 0.0000% | $7219026.00        | $771404.24         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM2662 | 2047-02-01      | 3.5000%  | 0.0000% | $290000.00         | $31113.99          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZN2844 | 2049-01-01      | 4.0000%  | 0.0000% | $12032537.00       | $564062.92         | Agency Mortgage-Backed Securities |
| 05.500 FGPC A90380 G | 2039-12-01      | 5.5000%  | 0.0000% | $3331416.00        | $276893.99         | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08671 G | 2045-10-01      | 3.5000%  | 0.0000% | $150000.00         | $14860.93          | Agency Mortgage-Backed Securities |
| 04.500 FGPC G08837 G | 2048-09-01      | 4.5000%  | 0.0000% | $31000.00          | $2633.43           | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q57426 G | 2048-07-01      | 4.5000%  | 0.0000% | $25000.00          | $2012.94           | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08687 G | 2046-01-01      | 3.5000%  | 0.0000% | $210000.00         | $22089.17          | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08599 G | 2044-08-01      | 3.5000%  | 0.0000% | $110000.00         | $8541.97           | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q27614 G | 2044-05-01      | 4.5000%  | 0.0000% | $863747.00         | $218751.53         | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08681 G | 2045-12-01      | 3.5000%  | 0.0000% | $12558000.00       | $1362285.15        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCA1795 | 2048-05-01      | 5.0000%  | 0.0000% | $6692881.00        | $510043.33         | Agency Mortgage-Backed Securities |
| GNPL PN DH1747       | 2060-02-15      | 5.8800%  | 0.0000% | $700000.00         | $746348.10         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA3697 | 2039-07-01      | 3.0000%  | 0.0000% | $213036.00         | $24680.18          | Agency Mortgage-Backed Securities |
| 05.000 FGPC G08589 G | 2044-05-01      | 5.0000%  | 0.0000% | $379035.00         | $26435.63          | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q34980 G | 2045-07-01      | 3.5000%  | 0.0000% | $510000.00         | $88461.12          | Agency Mortgage-Backed Securities |
| 04.000 FGPC G67711 G | 2048-03-01      | 4.0000%  | 0.0000% | $3461000.00        | $823165.86         | Agency Mortgage-Backed Securities |
| 03.000 FGPC Q15239 G | 2043-02-01      | 3.0000%  | 0.0000% | $4096518.00        | $621075.90         | Agency Mortgage-Backed Securities |
| 04.000 FGPC V83169 G | 2047-04-01      | 4.0000%  | 0.0000% | $62562572.00       | $4748819.16        | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q62886 G | 2049-04-01      | 4.0000%  | 0.0000% | $3609696.00        | $308604.40         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA0800 | 2049-07-01      | 3.0000%  | 0.0000% | $1490144.00        | $176617.94         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZN5108 | 2049-04-01      | 3.0000%  | 0.0000% | $895289.00         | $139395.67         | Agency Mortgage-Backed Securities |
| GNPL PN DE7026       | 2054-10-15      | 5.1800%  | 0.0000% | $750000.00         | $758359.22         | Agency Mortgage-Backed Securities |
| 03.000 FGPC Q43733 G | 2046-10-01      | 3.0000%  | 0.0000% | $1000000.00        | $239376.85         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZN4632 | 2048-12-01      | 4.0000%  | 0.0000% | $50180730.00       | $5613553.62        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL745932 | 2036-11-01      | 6.5000%  | 0.0000% | $6981339.00        | $41239.40          | Agency Mortgage-Backed Securities |
| 03.500 FGPC G61721 G | 2046-11-01      | 3.5000%  | 0.0000% | $380000.00         | $59817.58          | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLMA4561 | 2052-03-01      | 1.5000%  | 0.0000% | $2337313.00        | $1470684.09        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBV3101 | 2052-03-01      | 2.0000%  | 0.0000% | $2561496.00        | $1702913.63        | Agency Mortgage-Backed Securities |
| 04.000 FGPC G61761 G | 2046-01-01      | 4.0000%  | 0.0000% | $13822918.00       | $3992965.38        | Agency Mortgage-Backed Securities |
| 04.000 FGPC G60344 G | 2045-12-01      | 4.0000%  | 0.0000% | $540000.00         | $92304.29          | Agency Mortgage-Backed Securities |
| 03.500 FGPC G62009 G | 2046-08-01      | 3.5000%  | 0.0000% | $389107.00         | $99319.99          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA0055 | 2049-06-01      | 3.0000%  | 0.0000% | $808840.00         | $86898.01          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAZ4898 | 2030-08-01      | 2.5000%  | 0.0000% | $148879.00         | $11965.43          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL879737 | 2036-02-01      | 6.5000%  | 0.0000% | $2093181.00        | $123491.13         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL3423 | 2042-08-01      | 3.5000%  | 0.0000% | $100000.00         | $13791.43          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM4795 | 2048-08-01      | 3.5000%  | 0.0000% | $201000.00         | $67801.23          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBM4197 | 2047-03-01      | 3.0000%  | 0.0000% | $39000000.00       | $7087233.90        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBU8868 | 2037-03-01      | 2.0000%  | 0.0000% | $44100087.00       | $27450312.93       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBM1888 | 2031-10-01      | 2.5000%  | 0.0000% | $1039612.00        | $84566.93          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIRC2057 | 2036-05-01      | 3.0000%  | 0.0000% | $83266.00          | $40686.52          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA2549 | 2046-03-01      | 3.5000%  | 0.0000% | $4191182.00        | $414502.17         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3802 | 2049-10-01      | 3.0000%  | 0.0000% | $9172205.00        | $1256734.90        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA3124 | 2032-09-01      | 2.5000%  | 0.0000% | $2225000.00        | $300812.09         | Agency Mortgage-Backed Securities |
| 06.000 FGPC D97493 G | 2027-12-01      | 6.0000%  | 0.0000% | $2000000.00        | $4887.80           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM2184 | 2046-11-01      | 3.5000%  | 0.0000% | $770274.00         | $289888.45         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBC0281 | 2046-03-01      | 3.5000%  | 0.0000% | $163000.00         | $45313.94          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAB8447 | 2028-02-01      | 2.5000%  | 0.0000% | $1125000.00        | $49875.42          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBJ0978 | 2047-11-01      | 3.0000%  | 0.0000% | $33843.00          | $6369.14           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA8526 | 2051-01-01      | 2.5000%  | 0.0000% | $60000000.00       | $28201065.02       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0219 | 2052-01-01      | 3.0000%  | 0.0000% | $53083029.00       | $36832157.63       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0822 | 2055-02-01      | 6.0000%  | 0.0000% | $16871637.00       | $16435798.10       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL949358 | 2037-08-01      | 6.5000%  | 0.0000% | $895378.00         | $22745.48          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA3741 | 2039-08-01      | 3.0000%  | 0.0000% | $2655329.00        | $317851.66         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL995069 | 2038-10-01      | 6.0000%  | 0.0000% | $50000.00          | $626.39            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CTRB5027 | 2040-01-01      | 3.0000%  | 0.0000% | $975247.00         | $201617.62         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL1374 | 2055-05-01      | 6.5000%  | 0.0000% | $24651051.00       | $25216778.46       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICB4486 | 2037-08-01      | 3.0000%  | 0.0000% | $327822.00         | $261334.51         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4907 | 2037-12-01      | 2.5000%  | 0.0000% | $223874.00         | $161026.04         | Agency Mortgage-Backed Securities |
| GNPL PN DJ7952       | 2060-07-15      | 5.9900%  | 0.0000% | $1670656.00        | $1795161.58        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL890248 | 2037-08-01      | 6.0000%  | 0.0000% | $26116.00          | $791.77            | Agency Mortgage-Backed Securities |
| 05.500 FGPC A77057 G | 2038-05-01      | 5.5000%  | 0.0000% | $2000000.00        | $6806.50           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZN1295 | 2048-11-01      | 4.0000%  | 0.0000% | $159745.00         | $21593.42          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB0818 | 2038-02-01      | 3.0000%  | 0.0000% | $36952.00          | $25921.38          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD7526 | 2050-10-01      | 2.5000%  | 0.0000% | $76100000.00       | $37442978.83       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZT2090 | 2049-06-01      | 3.0000%  | 0.0000% | $628526.00         | $65078.70          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZA6140 | 2048-12-01      | 4.5000%  | 0.0000% | $1129513.00        | $70163.92          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQB1361 | 2050-07-01      | 5.0000%  | 0.0000% | $127129.00         | $29883.32          | Agency Mortgage-Backed Securities |
| 05.500 FGPC A82656 G | 2038-10-01      | 5.5000%  | 0.0000% | $7041141.00        | $13251.69          | Agency Mortgage-Backed Securities |
| 03.500 FGPC G60963 G | 2044-12-01      | 3.5000%  | 0.0000% | $497957.00         | $91170.22          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD0026 | 2047-02-01      | 3.0000%  | 0.0000% | $30000000.00       | $8314544.40        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4622 | 2045-07-01      | 3.5000%  | 0.0000% | $16000.00          | $1645.18           | Agency Mortgage-Backed Securities |
| 04.500 FGPC G61578 G | 2048-08-01      | 4.5000%  | 0.0000% | $22000000.00       | $1666123.58        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZK4881 | 2028-01-01      | 2.5000%  | 0.0000% | $5000000.00        | $176098.46         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZA4615 | 2045-12-01      | 3.5000%  | 0.0000% | $257708.00         | $65129.61          | Agency Mortgage-Backed Securities |
| 04.500 FGPC G60018 G | 2043-12-01      | 4.5000%  | 0.0000% | $418000.00         | $40837.87          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ7692 | 2054-11-01      | 5.5000%  | 0.0000% | $9146580.00        | $8897329.28        | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q58591 G | 2048-09-01      | 5.0000%  | 0.0000% | $2233722.00        | $254934.38         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS3883 | 2043-12-01      | 3.5000%  | 0.0000% | $500000.00         | $73852.66          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ4687 | 2054-09-01      | 6.5000%  | 0.0000% | $5000640.00        | $5213783.95        | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q32117 G | 2045-03-01      | 3.5000%  | 0.0000% | $5540806.00        | $497847.91         | Agency Mortgage-Backed Securities |
| 03.000 FGPC Q14935 G | 2043-01-01      | 3.0000%  | 0.0000% | $166723.00         | $25955.56          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAP8246 | 2042-09-01      | 3.5000%  | 0.0000% | $38679.00          | $4455.09           | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q37204 G | 2045-11-01      | 3.5000%  | 0.0000% | $955630.00         | $92078.55          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL256801 | 2037-06-01      | 6.5000%  | 0.0000% | $2230000.00        | $21152.81          | Agency Mortgage-Backed Securities |
| 03.000 FGPC G18706 G | 2033-09-01      | 3.0000%  | 0.0000% | $6621196.00        | $421677.96         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAO0780 | 2042-04-01      | 3.5000%  | 0.0000% | $3300000.00        | $331859.32         | Agency Mortgage-Backed Securities |
| 04.500 FGPC G08827 G | 2048-07-01      | 4.5000%  | 0.0000% | $2767500.00        | $249668.75         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZT1703 | 2049-01-01      | 4.0000%  | 0.0000% | $26500000.00       | $4782584.53        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZN4288 | 2049-03-01      | 3.0000%  | 0.0000% | $230330.00         | $26741.91          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAH2680 | 2041-01-01      | 3.5000%  | 0.0000% | $4000000.00        | $195973.50         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAP1703 | 2042-08-01      | 4.5000%  | 0.0000% | $252000.00         | $30092.30          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAL0309 | 2040-01-01      | 6.0000%  | 0.0000% | $341017.00         | $8445.96           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM3612 | 2047-02-01      | 4.0000%  | 0.0000% | $116000.00         | $21725.75          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM4655 | 2047-05-01      | 3.5000%  | 0.0000% | $2600000.00        | $494126.98         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD1215 | 2046-06-01      | 3.5000%  | 0.0000% | $3272047.00        | $524285.07         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBM1890 | 2032-01-01      | 2.5000%  | 0.0000% | $275000.00         | $36118.19          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO5345 | 2049-11-01      | 3.0000%  | 0.0000% | $89091.00          | $20735.72          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA2375 | 2048-09-01      | 4.0000%  | 0.0000% | $19339000.00       | $1480290.36        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBV3083 | 2052-02-01      | 2.0000%  | 0.0000% | $677612.00         | $436226.62         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBV7970 | 2037-08-01      | 3.0000%  | 0.0000% | $489846.00         | $327441.06         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL1462 | 2055-05-01      | 6.5000%  | 0.0000% | $8022374.00        | $8361847.13        | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08641 G | 2045-05-01      | 3.5000%  | 0.0000% | $350000.00         | $37786.28          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7107 | 2053-09-01      | 5.5000%  | 0.0000% | $7833284.00        | $6073849.81        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3774 | 2049-09-01      | 3.0000%  | 0.0000% | $9909701.00        | $1277392.96        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM3967 | 2047-08-01      | 3.5000%  | 0.0000% | $970000.00         | $90981.59          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4579 | 2052-04-01      | 3.0000%  | 0.0000% | $50000000.00       | $34705976.85       | Agency Mortgage-Backed Securities |
| GNPL PN DF8938       | 2059-12-15      | 5.4800%  | 0.0000% | $569966.00         | $590511.58         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAH3431 | 2026-01-01      | 3.5000%  | 0.0000% | $251000.00         | $389.61            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6395 | 2045-12-01      | 3.5000%  | 0.0000% | $6130000.00        | $581972.53         | Agency Mortgage-Backed Securities |
| 03.500 FGPC G60136 G | 2043-12-01      | 3.5000%  | 0.0000% | $1740000.00        | $404291.42         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0257 | 2055-04-01      | 6.0000%  | 0.0000% | $8229753.00        | $8317446.37        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3685 | 2049-06-01      | 3.0000%  | 0.0000% | $997405.00         | $97853.06          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA2864 | 2047-01-01      | 3.5000%  | 0.0000% | $1412969.00        | $213825.34         | Agency Mortgage-Backed Securities |
| 05.500 FGPC G61876 G | 2049-02-01      | 5.5000%  | 0.0000% | $979534.00         | $101090.86         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD0941 | 2052-04-01      | 3.0000%  | 0.0000% | $1648763.00        | $1097285.90        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIRC3002 | 2038-08-01      | 3.0000%  | 0.0000% | $1100000.00        | $894035.23         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBC6958 | 2046-04-01      | 3.5000%  | 0.0000% | $684740.00         | $119063.25         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBT8211 | 2037-06-01      | 2.5000%  | 0.0000% | $499950.00         | $345860.25         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM5197 | 2046-07-01      | 4.5000%  | 0.0000% | $300000.00         | $74486.14          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL745458 | 2036-04-01      | 6.0000%  | 0.0000% | $14395676.00       | $106380.71         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA1189 | 2048-02-01      | 3.5000%  | 0.0000% | $79046952.00       | $12548125.68       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN3197 | 2049-01-01      | 4.0000%  | 0.0000% | $6225454.00        | $1172605.06        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6620 | 2046-02-01      | 3.5000%  | 0.0000% | $500000.00         | $69261.74          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA5100 | 2044-12-01      | 3.0000%  | 0.0000% | $389773.00         | $71849.61          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBC1760 | 2046-02-01      | 3.5000%  | 0.0000% | $1206820.00        | $151398.39         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD1437 | 2046-08-01      | 3.5000%  | 0.0000% | $4000853.00        | $824932.78         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL0079 | 2040-02-01      | 4.5000%  | 0.0000% | $403110719.00      | $12338497.78       | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q18615 G | 2043-05-01      | 3.5000%  | 0.0000% | $3098106.00        | $467657.09         | Agency Mortgage-Backed Securities |
| 03.000 FGPC Q12445 G | 2042-11-01      | 3.0000%  | 0.0000% | $5178.00           | $405.09            | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q19384 G | 2043-06-01      | 3.5000%  | 0.0000% | $1100000.00        | $166105.88         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8402 | 2054-02-01      | 6.0000%  | 0.0000% | $538148.00         | $426129.79         | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q16644 G | 2043-03-01      | 3.5000%  | 0.0000% | $28000.00          | $4794.63           | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q36667 G | 2045-10-01      | 3.5000%  | 0.0000% | $2750000.00        | $419691.79         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQD5748 | 2052-02-01      | 2.0000%  | 0.0000% | $1008966.00        | $659679.64         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3331 | 2048-04-01      | 3.0000%  | 0.0000% | $62338.00          | $9211.60           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1073 | 2052-03-01      | 3.0000%  | 0.0000% | $1500204.00        | $1037363.73        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD2440 | 2047-01-01      | 3.5000%  | 0.0000% | $300000.00         | $51528.18          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAZ7355 | 2045-11-01      | 3.5000%  | 0.0000% | $406641.00         | $43767.05          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZT1320 | 2048-11-01      | 4.0000%  | 0.0000% | $155246.00         | $11231.32          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4788 | 2048-09-01      | 3.0000%  | 0.0000% | $961433.00         | $133789.46         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA4775 | 2037-10-01      | 3.5000%  | 0.0000% | $3900.00           | $2484.73           | Agency Mortgage-Backed Securities |
| 03.500 FGPC C09042 G | 2043-05-01      | 3.5000%  | 0.0000% | $875000.00         | $98114.21          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3776 | 2049-09-01      | 4.0000%  | 0.0000% | $32500000.00       | $3932159.98        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA4666 | 2037-07-01      | 3.0000%  | 0.0000% | $394160.00         | $255304.00         | Agency Mortgage-Backed Securities |
| GNPL PN DH1757       | 2060-03-15      | 5.9000%  | 0.0000% | $699000.00         | $746768.55         | Agency Mortgage-Backed Securities |
| GNII SF MA7135 M     | 2051-01-20      | 2.0000%  | 0.0000% | $4009.00           | $1996.04           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS5392 | 2053-07-01      | 6.5000%  | 0.0000% | $24513654.00       | $19453384.65       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0594 | 2055-06-01      | 6.5000%  | 0.0000% | $25431162.00       | $26508016.58       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAZ7336 | 2045-11-01      | 3.5000%  | 0.0000% | $400000.00         | $64033.37          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBC0616 | 2046-02-01      | 4.0000%  | 0.0000% | $1234239.00        | $77480.71          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB4802 | 2037-07-01      | 2.5000%  | 0.0000% | $272164.00         | $157359.16         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB0947 | 2036-06-01      | 2.5000%  | 0.0000% | $256218.00         | $158298.61         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAY3376 | 2045-04-01      | 3.5000%  | 0.0000% | $1000000.00        | $111226.37         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4610 | 2045-04-01      | 3.5000%  | 0.0000% | $25000.00          | $2392.87           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2340 | 2048-09-01      | 4.5000%  | 0.0000% | $90150647.00       | $15688412.75       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB4547 | 2037-05-01      | 2.5000%  | 0.0000% | $61205.00          | $40788.80          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB3759 | 2037-03-01      | 2.5000%  | 0.0000% | $1301444.00        | $788649.88         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ4149 | 2055-05-01      | 5.5000%  | 0.0000% | $20000000.00       | $20189066.52       | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIBW3040 | 2037-06-01      | 1.5000%  | 0.0000% | $399224.00         | $286603.58         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ1723 | 2054-06-01      | 6.5000%  | 0.0000% | $28001911.00       | $25921173.95       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM3957 | 2050-03-01      | 5.0000%  | 0.0000% | $657055.00         | $117326.72         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS5057 | 2038-01-01      | 2.5000%  | 0.0000% | $41527.00          | $30686.15          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQD8010 | 2052-03-01      | 2.0000%  | 0.0000% | $1898118.00        | $1242169.69        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLFS4327 | 2052-04-01      | 1.5000%  | 0.0000% | $13782863.00       | $9129566.33        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZK4374 | 2027-08-01      | 2.5000%  | 0.0000% | $5000000.00        | $117315.50         | Agency Mortgage-Backed Securities |
| 06.000 FGPC G06534 G | 2038-12-01      | 6.0000%  | 0.0000% | $748357.00         | $12793.49          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS9507 | 2045-10-01      | 3.5000%  | 0.0000% | $35000.00          | $8334.77           | Agency Mortgage-Backed Securities |
| 03.000 FGPC G18712 G | 2033-11-01      | 3.0000%  | 0.0000% | $792530.00         | $81690.68          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL3068 | 2042-05-01      | 3.5000%  | 0.0000% | $44000.00          | $6981.98           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM0948 | 2046-04-01      | 3.5000%  | 0.0000% | $1500000.00        | $138086.19         | Agency Mortgage-Backed Securities |
| 06.500 FGPC A80793 G | 2038-08-01      | 6.5000%  | 0.0000% | $144824.00         | $3504.42           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZT0712 | 2048-10-01      | 4.0000%  | 0.0000% | $898290.00         | $65010.77          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL3214 | 2042-06-01      | 3.5000%  | 0.0000% | $25000.00          | $3303.20           | Agency Mortgage-Backed Securities |
| 05.500 FGPC G06209 G | 2040-05-01      | 5.5000%  | 0.0000% | $156000.00         | $2530.29           | Agency Mortgage-Backed Securities |
| 03.000 FGPC C04482 G | 2043-02-01      | 3.0000%  | 0.0000% | $402132.00         | $87199.36          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL8469 | 2044-09-01      | 3.5000%  | 0.0000% | $500000.00         | $83283.20          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4614 | 2045-05-01      | 3.5000%  | 0.0000% | $705247.00         | $76043.82          | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q33547 G | 2045-05-01      | 3.5000%  | 0.0000% | $250000.00         | $36767.08          | Agency Mortgage-Backed Securities |
| 04.500 FGPC G61615 G | 2045-07-01      | 4.5000%  | 0.0000% | $9956295.00        | $2635205.01        | Agency Mortgage-Backed Securities |
| 06.500 FGPC G04173 G | 2037-12-01      | 6.5000%  | 0.0000% | $603821.00         | $6147.17           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQD8207 | 2052-03-01      | 2.0000%  | 0.0000% | $999316.00         | $648334.74         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL3398 | 2042-08-01      | 3.5000%  | 0.0000% | $65000.00          | $14435.22          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB8155 | 2037-05-01      | 3.0000%  | 0.0000% | $1055997.00        | $671779.19         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD6290 | 2054-07-01      | 6.5000%  | 0.0000% | $4401618.00        | $3718667.48        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CISB8152 | 2037-05-01      | 1.5000%  | 0.0000% | $4650933.00        | $2956731.65        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB6470 | 2053-06-01      | 4.0000%  | 0.0000% | $1013030.00        | $869042.16         | Agency Mortgage-Backed Securities |
| 05.500 FGPC G03400 G | 2037-03-01      | 5.5000%  | 0.0000% | $3622490.00        | $19754.73          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4751 | 2037-08-01      | 2.0000%  | 0.0000% | $1735053.00        | $1180411.43        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZN3397 | 2049-02-01      | 3.0000%  | 0.0000% | $194068.00         | $30410.76          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIQO1607 | 2038-09-01      | 3.0000%  | 0.0000% | $183182.00         | $153800.79         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZS4792 | 2048-09-01      | 5.0000%  | 0.0000% | $1424791.00        | $149924.67         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4581 | 2044-09-01      | 3.5000%  | 0.0000% | $150000.00         | $11577.74          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8343 | 2053-07-01      | 6.0000%  | 0.0000% | $7834621.00        | $6272053.55        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIQO1175 | 2038-02-01      | 3.0000%  | 0.0000% | $224050.00         | $150224.26         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAK7348 | 2042-03-01      | 3.5000%  | 0.0000% | $275000.00         | $24884.30          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZA5947 | 2048-11-01      | 4.5000%  | 0.0000% | $1147416.00        | $88154.46          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQD8143 | 2052-03-01      | 2.0000%  | 0.0000% | $712931.00         | $459273.84         | Agency Mortgage-Backed Securities |
| 03.000 FGPC G61985 G | 2047-10-01      | 3.0000%  | 0.0000% | $21281788.00       | $4936134.33        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL725943 | 2034-10-01      | 5.5000%  | 0.0000% | $422852.00         | $3414.16           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAW9011 | 2039-08-01      | 3.5000%  | 0.0000% | $232801.00         | $13999.02          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE0097 | 2055-06-01      | 6.0000%  | 0.0000% | $11051491.00       | $11152655.88       | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4601 | 2037-05-01      | 1.5000%  | 0.0000% | $314707.00         | $205626.80         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN2396 | 2049-02-01      | 4.0000%  | 0.0000% | $980690.00         | $160988.43         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL889983 | 2038-10-01      | 6.0000%  | 0.0000% | $18808790.00       | $137393.92         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL889455 | 2038-05-01      | 6.0000%  | 0.0000% | $19058057.00       | $134194.31         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAU9831 | 2043-11-01      | 3.5000%  | 0.0000% | $250000.00         | $18152.87          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM9921 | 2051-12-01      | 3.0000%  | 0.0000% | $16465042.00       | $11059224.32       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM3701 | 2035-07-01      | 2.5000%  | 0.0000% | $38000.00          | $14692.19          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM9933 | 2051-11-01      | 3.0000%  | 0.0000% | $15000000.00       | $9969150.64        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA3474 | 2046-04-01      | 3.5000%  | 0.0000% | $13021075.00       | $3785222.42        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4465 | 2051-11-01      | 2.0000%  | 0.0000% | $50000000.00       | $31873175.84       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZS8549 | 2030-01-01      | 2.5000%  | 0.0000% | $3325000.00        | $236421.25         | Agency Mortgage-Backed Securities |
| FEPC 03.500 ZLZT1237 | 2043-04-01      | 3.5000%  | 0.0000% | $2000.00           | $343.59            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL3084 | 2042-05-01      | 3.5000%  | 0.0000% | $25000.00          | $4319.00           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS3572 | 2042-09-01      | 3.5000%  | 0.0000% | $200000.00         | $31405.51          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4678 | 2046-09-01      | 3.5000%  | 0.0000% | $1000000.00        | $121725.18         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4707 | 2047-03-01      | 3.5000%  | 0.0000% | $1000000.00        | $132033.38         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4642 | 2045-12-01      | 3.5000%  | 0.0000% | $500000.00         | $54171.74          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZM6020 | 2048-03-01      | 3.0000%  | 0.0000% | $42603.00          | $17601.55          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL7481 | 2044-07-01      | 3.5000%  | 0.0000% | $4963000.00        | $1028874.47        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4607 | 2045-03-01      | 3.5000%  | 0.0000% | $1000000.00        | $97006.51          | Agency Mortgage-Backed Securities |
| 05.000 FGPC A91351 G | 2040-03-01      | 5.0000%  | 0.0000% | $1201282.00        | $20166.08          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZN3526 | 2049-02-01      | 3.0000%  | 0.0000% | $1088255.00        | $85503.94          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD0291 | 2050-03-01      | 5.0000%  | 0.0000% | $9180496.00        | $1347840.76        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM0059 | 2045-08-01      | 3.5000%  | 0.0000% | $91000.00          | $14570.88          | Agency Mortgage-Backed Securities |
| 05.500 FGPC A83066 G | 2038-11-01      | 5.5000%  | 0.0000% | $3776120.00        | $11001.01          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4689 | 2046-11-01      | 3.5000%  | 0.0000% | $1000.00           | $134.20            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4651 | 2046-03-01      | 3.5000%  | 0.0000% | $2937941.00        | $296058.57         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZT1323 | 2048-10-01      | 3.0000%  | 0.0000% | $11034161.00       | $1363738.77        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4754 | 2048-02-01      | 3.0000%  | 0.0000% | $563776.00         | $78529.15          | Agency Mortgage-Backed Securities |
| 04.500 FGPC G60126 G | 2041-11-01      | 4.5000%  | 0.0000% | $179163.00         | $18174.98          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZN3204 | 2049-02-01      | 4.0000%  | 0.0000% | $180000.00         | $17451.21          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CTZA6568 | 2039-04-01      | 3.0000%  | 0.0000% | $890360.00         | $100669.67         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CTZA2501 | 2038-04-01      | 3.0000%  | 0.0000% | $1803067.00        | $275135.89         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4725 | 2047-07-01      | 3.0000%  | 0.0000% | $112744.00         | $16459.25          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZA5949 | 2048-11-01      | 4.5000%  | 0.0000% | $1050758.00        | $76631.91          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA6448 | 2050-01-01      | 3.0000%  | 0.0000% | $56123.00          | $11492.00          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4626 | 2045-08-01      | 3.5000%  | 0.0000% | $213000.00         | $20992.28          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO5383 | 2049-12-01      | 3.0000%  | 0.0000% | $367136.00         | $77649.09          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM3803 | 2046-11-01      | 3.5000%  | 0.0000% | $2800000.00        | $506333.65         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0938 | 2055-03-01      | 6.0000%  | 0.0000% | $8646682.00        | $8643007.59        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS2983 | 2037-07-01      | 2.5000%  | 0.0000% | $314591.00         | $210086.29         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB4285 | 2037-07-01      | 2.5000%  | 0.0000% | $254670.00         | $176493.27         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTBM5276 | 2029-09-01      | 6.0000%  | 0.0000% | $3079554.00        | $66668.82          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN3112 | 2049-04-01      | 4.0000%  | 0.0000% | $1591723.00        | $388772.55         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBO4944 | 2034-11-01      | 2.5000%  | 0.0000% | $93000.00          | $27502.83          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS4794 | 2037-08-01      | 2.0000%  | 0.0000% | $656906.00         | $464391.65         | Agency Mortgage-Backed Securities |
| GNII SF MA8645 M     | 2053-02-20      | 4.0000%  | 0.0000% | $2557.00           | $1996.70           | Agency Mortgage-Backed Securities |
| GNII SF DK3080 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1676010.00        | $1748922.33        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB5372 | 2042-06-01      | 3.5000%  | 0.0000% | $720000.00         | $47033.94          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBD6887 | 2038-09-01      | 6.0000%  | 0.0000% | $152062.00         | $26195.21          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3905 | 2050-01-01      | 3.0000%  | 0.0000% | $3102545.00        | $545011.65         | Agency Mortgage-Backed Securities |
| GNII SF MB0023 M     | 2054-11-20      | 4.0000%  | 0.0000% | $40927879.00       | $37406980.09       | Agency Mortgage-Backed Securities |
| GNII SF MB0485 M     | 2055-07-20      | 5.5000%  | 0.0000% | $1961.00           | $1979.42           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL888813 | 2037-03-01      | 6.5000%  | 0.0000% | $4203655.00        | $44596.43          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB6228 | 2042-09-01      | 3.5000%  | 0.0000% | $183000.00         | $22333.88          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBW1354 | 2037-11-01      | 3.5000%  | 0.0000% | $1709915.00        | $1124670.23        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAP6242 | 2042-10-01      | 3.5000%  | 0.0000% | $4590000.00        | $435060.77         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS3877 | 2044-11-01      | 4.5000%  | 0.0000% | $33477900.00       | $3829254.06        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBW5970 | 2037-07-01      | 2.5000%  | 0.0000% | $621237.00         | $408579.28         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAO9573 | 2027-06-01      | 4.0000%  | 0.0000% | $912271.00         | $8517.61           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM4091 | 2035-08-01      | 2.5000%  | 0.0000% | $50000.00          | $22061.37          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6714 | 2053-07-01      | 4.5000%  | 0.0000% | $11540364.00       | $9200427.00        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8157 | 2054-03-01      | 6.0000%  | 0.0000% | $3635558.00        | $3180948.21        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCA2652 | 2048-11-01      | 5.0000%  | 0.0000% | $1285011.00        | $146898.79         | Agency Mortgage-Backed Securities |
| 03.000 FGPC G07160 G | 2042-10-01      | 3.0000%  | 0.0000% | $22000000.00       | $2230002.24        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4706 | 2047-03-01      | 3.0000%  | 0.0000% | $3539673.00        | $750712.23         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3358 | 2048-05-01      | 4.5000%  | 0.0000% | $1539200.00        | $143319.25         | Agency Mortgage-Backed Securities |
| 06.500 FGPC A84116 G | 2039-01-01      | 6.5000%  | 0.0000% | $326933.00         | $6098.97           | Agency Mortgage-Backed Securities |
| 03.000 FGPC G07306 G | 2043-02-01      | 3.0000%  | 0.0000% | $171936.00         | $30830.46          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZT0715 | 2048-09-01      | 3.0000%  | 0.0000% | $549904.00         | $75698.21          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA2929 | 2047-03-01      | 3.5000%  | 0.0000% | $1000000.00        | $136269.24         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA3853 | 2053-12-01      | 6.5000%  | 0.0000% | $326949.00         | $156971.52         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL9407 | 2042-09-01      | 4.5000%  | 0.0000% | $975000.00         | $161148.64         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAO4134 | 2042-06-01      | 3.5000%  | 0.0000% | $10920000.00       | $1304224.59        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAL9562 | 2041-07-01      | 6.0000%  | 0.0000% | $1710541.00        | $320404.91         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBC1442 | 2046-07-01      | 3.5000%  | 0.0000% | $215000.00         | $27531.37          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLAL1704 | 2040-05-01      | 6.5000%  | 0.0000% | $1933190.00        | $48207.30          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAP2422 | 2042-08-01      | 3.5000%  | 0.0000% | $386000.00         | $51966.76          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL3000 | 2042-12-01      | 3.5000%  | 0.0000% | $551000.00         | $97713.18          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLAL0808 | 2040-05-01      | 6.5000%  | 0.0000% | $593946.00         | $12834.81          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLAL1176 | 2039-10-01      | 6.5000%  | 0.0000% | $1731147.00        | $48218.92          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS0516 | 2043-09-01      | 3.0000%  | 0.0000% | $63437254.00       | $11220104.49       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3238 | 2048-01-01      | 3.5000%  | 0.0000% | $3250397.00        | $452969.78         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5644 | 2053-02-01      | 5.5000%  | 0.0000% | $12946692.00       | $10228735.45       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFS3271 | 2037-08-01      | 3.0000%  | 0.0000% | $3215783.00        | $2355019.26        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS9927 | 2047-07-01      | 4.5000%  | 0.0000% | $35327400.00       | $6975112.28        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAR6885 | 2028-02-01      | 2.5000%  | 0.0000% | $2300000.00        | $91144.88          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICA7939 | 2035-11-01      | 2.5000%  | 0.0000% | $288762.00         | $125305.24         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS4348 | 2045-01-01      | 4.0000%  | 0.0000% | $92218741.00       | $10693233.91       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS7545 | 2046-07-01      | 3.5000%  | 0.0000% | $10750000.00       | $1147766.52        | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08654 G | 2045-07-01      | 3.5000%  | 0.0000% | $1906000.00        | $196226.96         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8494 | 2055-01-01      | 5.5000%  | 0.0000% | $30000000.00       | $28442717.69       | Agency Mortgage-Backed Securities |
| 03.000 FGPC J40197 G | 2034-02-01      | 3.0000%  | 0.0000% | $146957.00         | $18093.37          | Agency Mortgage-Backed Securities |
| 06.000 FGPC A79180 G | 2037-10-01      | 6.0000%  | 0.0000% | $4752815.00        | $45988.97          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA4883 | 2049-12-01      | 3.0000%  | 0.0000% | $25037623.00       | $5275328.14        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBC2521 | 2046-01-01      | 3.5000%  | 0.0000% | $135000.00         | $21285.29          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL955791 | 2037-10-01      | 6.5000%  | 0.0000% | $462653.00         | $11825.92          | Agency Mortgage-Backed Securities |
| GNPL PN DE5550       | 2059-11-15      | 5.1700%  | 0.0000% | $750000.00         | $758070.64         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAB3857 | 2026-11-01      | 2.5000%  | 0.0000% | $27000.00          | $133.92            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA1193 | 2055-03-01      | 6.0000%  | 0.0000% | $10008183.00       | $10043905.54       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM1233 | 2048-03-01      | 3.5000%  | 0.0000% | $41830842.00       | $7788794.87        | Agency Mortgage-Backed Securities |
| 05.500 FGPC G02648 G | 2036-12-01      | 5.5000%  | 0.0000% | $9468237.00        | $64491.23          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA5090 | 2038-06-01      | 3.0000%  | 0.0000% | $547857.00         | $419093.57         | Agency Mortgage-Backed Securities |
| 05.500 FGPC G08046 G | 2035-03-01      | 5.5000%  | 0.0000% | $12768317.00       | $137518.57         | Agency Mortgage-Backed Securities |
| GNII SF MA8098 M     | 2052-06-20      | 3.0000%  | 0.0000% | $357610642.00      | $244790676.29      | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08659 G | 2045-08-01      | 3.5000%  | 0.0000% | $921000.00         | $90883.20          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE0098 | 2055-06-01      | 6.0000%  | 0.0000% | $9742136.00        | $10116659.44       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIQO1100 | 2037-12-01      | 3.5000%  | 0.0000% | $76354.00          | $56078.38          | Agency Mortgage-Backed Securities |
| GNII SF DI8709 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1568777.00        | $1634188.27        | Agency Mortgage-Backed Securities |
| 03.000 FGPC G08521 G | 2043-01-01      | 3.0000%  | 0.0000% | $2412403.00        | $354274.88         | Agency Mortgage-Backed Securities |
| 05.500 FGPC G03150 G | 2037-08-01      | 5.5000%  | 0.0000% | $16012676.00       | $78430.69          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL9406 | 2045-04-01      | 3.5000%  | 0.0000% | $166000.00         | $31686.20          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZS8621 | 2031-09-01      | 2.5000%  | 0.0000% | $1000000.00        | $129542.23         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZA1195 | 2042-05-01      | 3.5000%  | 0.0000% | $45000.00          | $7208.61           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD7216 | 2054-12-01      | 6.5000%  | 0.0000% | $7685219.00        | $7526660.93        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLSD4637 | 2054-01-01      | 7.0000%  | 0.0000% | $4342886.00        | $3366393.11        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAT1800 | 2043-04-01      | 3.5000%  | 0.0000% | $59014669.00       | $4388444.55        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQH5942 | 2053-12-01      | 5.5000%  | 0.0000% | $21823228.00       | $19109366.57       | Agency Mortgage-Backed Securities |
| 06.500 FGPC A65070 G | 2037-09-01      | 6.5000%  | 0.0000% | $6437794.00        | $21117.08          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIRC2815 | 2038-01-01      | 2.5000%  | 0.0000% | $1758863.00        | $1350143.72        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA2049 | 2049-11-01      | 3.0000%  | 0.0000% | $30816.00          | $2690.59           | Agency Mortgage-Backed Securities |
| 05.500 FGPC A79390 G | 2038-07-01      | 5.5000%  | 0.0000% | $9724436.00        | $85948.74          | Agency Mortgage-Backed Securities |
| 05.500 FGPC G04788 G | 2038-09-01      | 5.5000%  | 0.0000% | $8993829.00        | $55905.52          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA4561 | 2051-02-01      | 2.5000%  | 0.0000% | $17781646.00       | $11249260.18       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA9167 | 2053-06-01      | 5.5000%  | 0.0000% | $427859.00         | $372449.52         | Agency Mortgage-Backed Securities |
| 05.500 FGPC G07703 G | 2041-06-01      | 5.5000%  | 0.0000% | $825985.00         | $58641.76          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA0237 | 2047-08-01      | 4.0000%  | 0.0000% | $16500000.00       | $1863636.91        | Agency Mortgage-Backed Securities |
| 03.500 FGPC C04060 G | 2042-06-01      | 3.5000%  | 0.0000% | $4735000.00        | $422557.59         | Agency Mortgage-Backed Securities |
| 06.500 FGPC G06670 G | 2039-09-01      | 6.5000%  | 0.0000% | $175000.00         | $2907.21           | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08554 G | 2043-10-01      | 3.5000%  | 0.0000% | $1524768.00        | $159489.58         | Agency Mortgage-Backed Securities |
| 03.000 FGPC G08732 G | 2046-11-01      | 3.0000%  | 0.0000% | $5928000.00        | $987131.29         | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08676 G | 2045-11-01      | 3.5000%  | 0.0000% | $3851024.00        | $404570.20         | Agency Mortgage-Backed Securities |
| 05.000 FGPC G08393 G | 2040-03-01      | 5.0000%  | 0.0000% | $1027416.00        | $28843.74          | Agency Mortgage-Backed Securities |
| 03.000 FGPC G18736 G | 2034-06-01      | 3.0000%  | 0.0000% | $151506.00         | $14474.27          | Agency Mortgage-Backed Securities |
| 06.500 FGPC A68726 G | 2037-11-01      | 6.5000%  | 0.0000% | $10259051.00       | $23458.13          | Agency Mortgage-Backed Securities |
| 06.000 FGPC C91213 G | 2028-10-01      | 6.0000%  | 0.0000% | $2000000.00        | $9116.87           | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08650 G | 2045-06-01      | 3.5000%  | 0.0000% | $1175000.00        | $129596.46         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB8187 | 2037-11-01      | 3.0000%  | 0.0000% | $796766.00         | $531784.19         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB0919 | 2038-05-01      | 3.0000%  | 0.0000% | $51042.00          | $37603.83          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD6147 | 2054-09-01      | 6.5000%  | 0.0000% | $5909179.00        | $5432393.73        | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q04439 G | 2041-11-01      | 3.5000%  | 0.0000% | $500000.00         | $24061.37          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIQO0578 | 2037-07-01      | 2.5000%  | 0.0000% | $46551.00          | $36109.85          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIQO0971 | 2037-10-01      | 3.0000%  | 0.0000% | $276231.00         | $179194.22         | Agency Mortgage-Backed Securities |
| 03.500 FGPC G06784 G | 2041-10-01      | 3.5000%  | 0.0000% | $8000000.00        | $398099.03         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAJ7680 | 2041-12-01      | 3.5000%  | 0.0000% | $4200000.00        | $281545.77         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4566 | 2037-03-01      | 1.5000%  | 0.0000% | $2425000.00        | $1514066.16        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0316 | 2033-01-01      | 2.5000%  | 0.0000% | $985882.00         | $204890.72         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIRC1421 | 2035-06-01      | 2.5000%  | 0.0000% | $299983.00         | $88812.35          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0117 | 2034-11-01      | 2.5000%  | 0.0000% | $165000.00         | $47699.11          | Agency Mortgage-Backed Securities |
| 04.500 FGPC G08820 G | 2048-05-01      | 4.5000%  | 0.0000% | $16250742.00       | $1396168.06        | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08488 G | 2042-04-01      | 3.5000%  | 0.0000% | $3250000.00        | $259293.78         | Agency Mortgage-Backed Securities |
| 03.000 FGPC G18719 G | 2034-01-01      | 3.0000%  | 0.0000% | $13002261.00       | $1664992.52        | Agency Mortgage-Backed Securities |
| 06.000 FGPC G08271 G | 2038-05-01      | 6.0000%  | 0.0000% | $4024996.00        | $47796.57          | Agency Mortgage-Backed Securities |
| 05.500 FGPC C91165 G | 2028-03-01      | 5.5000%  | 0.0000% | $26458.00          | $71.33             | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIRC3059 | 2038-10-01      | 2.5000%  | 0.0000% | $105450.00         | $70700.63          | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08572 G | 2044-02-01      | 3.5000%  | 0.0000% | $85000.00          | $6774.29           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA2229 | 2045-03-01      | 3.5000%  | 0.0000% | $1800000.00        | $222860.99         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBW5042 | 2037-12-01      | 2.5000%  | 0.0000% | $28359.00          | $20625.66          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3183 | 2047-11-01      | 4.0000%  | 0.0000% | $30116000.00       | $3564607.33        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAB2812 | 2041-04-01      | 4.5000%  | 0.0000% | $67550592.00       | $1673804.91        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA4538 | 2037-02-01      | 3.0000%  | 0.0000% | $1297160.00        | $776639.45         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3960 | 2050-03-01      | 3.0000%  | 0.0000% | $1659156.00        | $302183.37         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL968381 | 2038-10-01      | 6.5000%  | 0.0000% | $1107430.00        | $11426.45          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBJ9175 | 2048-05-01      | 5.5000%  | 0.0000% | $482433.00         | $38518.47          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3744 | 2049-08-01      | 3.0000%  | 0.0000% | $1455931.00        | $159484.96         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL966851 | 2037-12-01      | 6.0000%  | 0.0000% | $88557.00          | $1033.72           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA1528 | 2028-07-01      | 2.5000%  | 0.0000% | $1050000.00        | $58314.87          | Agency Mortgage-Backed Securities |
| GNII SF MB0426 M     | 2055-05-20      | 6.5000%  | 0.0000% | $24570440.00       | $25282868.14       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ4603 | 2048-02-01      | 4.0000%  | 0.0000% | $2008442.00        | $310866.82         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM1695 | 2031-03-01      | 2.5000%  | 0.0000% | $145000.00         | $17424.44          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL995251 | 2038-11-01      | 6.0000%  | 0.0000% | $22862795.00       | $260425.24         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAZ8655 | 2045-11-01      | 3.5000%  | 0.0000% | $1001506.00        | $139569.92         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL7231 | 2045-08-01      | 3.5000%  | 0.0000% | $336000.00         | $57944.88          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3530 | 2048-10-01      | 3.0000%  | 0.0000% | $49763.00          | $5871.45           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA6652 | 2052-01-01      | 2.5000%  | 0.0000% | $6871843.00        | $4643528.13        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAQ9362 | 2028-01-01      | 2.5000%  | 0.0000% | $1120000.00        | $42898.46          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAK1081 | 2042-01-01      | 3.5000%  | 0.0000% | $10027586.00       | $609974.07         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA3831 | 2039-11-01      | 3.0000%  | 0.0000% | $641816.00         | $97112.10          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA3771 | 2039-09-01      | 3.0000%  | 0.0000% | $25497.00          | $3679.05           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8056 | 2050-04-01      | 3.0000%  | 0.0000% | $2586065.00        | $512146.88         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA9049 | 2050-04-01      | 3.0000%  | 0.0000% | $2316541.00        | $725170.07         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS7170 | 2046-05-01      | 3.5000%  | 0.0000% | $595000.00         | $49904.06          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLAL1308 | 2039-05-01      | 6.5000%  | 0.0000% | $67466.00          | $1130.29           | Agency Mortgage-Backed Securities |
| 03.500 FGPC G61720 G | 2044-01-01      | 3.5000%  | 0.0000% | $90000.00          | $20633.50          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM5078 | 2047-05-01      | 3.5000%  | 0.0000% | $1700000.00        | $420183.95         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM3875 | 2048-04-01      | 4.0000%  | 0.0000% | $5127679.00        | $900535.79         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE0100 | 2055-06-01      | 6.0000%  | 0.0000% | $8704528.00        | $8918594.78        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAQ0578 | 2027-11-01      | 2.5000%  | 0.0000% | $1200000.00        | $36641.69          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAJ9278 | 2041-12-01      | 3.5000%  | 0.0000% | $10325000.00       | $728147.87         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL3527 | 2042-09-01      | 3.5000%  | 0.0000% | $473364.00         | $52833.89          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBU4462 | 2054-04-01      | 5.5000%  | 0.0000% | $23263541.00       | $21003124.89       | Agency Mortgage-Backed Securities |
| GNII SF DM3264 C     | 2055-08-20      | 6.5000%  | 0.0000% | $11675053.00       | $12196747.56       | Agency Mortgage-Backed Securities |
| GNII SF MB0147 M     | 2055-01-20      | 5.5000%  | 0.0000% | $30000000.00       | $29713628.74       | Agency Mortgage-Backed Securities |
| GNII SF MB0089 M     | 2054-09-20      | 4.0000%  | 0.0000% | $189593223.00      | $174455323.54      | Agency Mortgage-Backed Securities |
| GNPL PN DB4202       | 2060-01-15      | 5.3800%  | 0.0000% | $750000.00         | $772193.22         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA4832 | 2037-12-01      | 3.5000%  | 0.0000% | $948692.00         | $621384.43         | Agency Mortgage-Backed Securities |
| GNII SF DL9129 C     | 2055-08-20      | 6.5000%  | 0.0000% | $8844846.00        | $9254942.20        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL938394 | 2037-07-01      | 6.0000%  | 0.0000% | $25935.00          | $243.84            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS6841 | 2054-01-01      | 6.0000%  | 0.0000% | $12863543.00       | $10952397.01       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9151 | 2054-09-01      | 6.0000%  | 0.0000% | $9404355.00        | $9017836.61        | Agency Mortgage-Backed Securities |
| 05.500 FGPC G05956 G | 2038-07-01      | 5.5000%  | 0.0000% | $7395477.00        | $90663.50          | Agency Mortgage-Backed Securities |
| 03.000 FGPC G07289 G | 2042-11-01      | 3.0000%  | 0.0000% | $1000.00           | $176.48            | Agency Mortgage-Backed Securities |
| 06.500 FGPC G08066 G | 2035-06-01      | 6.5000%  | 0.0000% | $761000.00         | $10246.14          | Agency Mortgage-Backed Securities |
| 06.000 FGPC C91112 G | 2027-10-01      | 6.0000%  | 0.0000% | $2048309.00        | $2881.16           | Agency Mortgage-Backed Securities |
| 04.500 FGPC G08853 G | 2048-12-01      | 4.5000%  | 0.0000% | $2000.00           | $142.79            | Agency Mortgage-Backed Securities |
| 05.500 FGPC G04359 G | 2038-06-01      | 5.5000%  | 0.0000% | $1666505.00        | $15522.34          | Agency Mortgage-Backed Securities |
| 05.500 FGPC G03812 G | 2038-02-01      | 5.5000%  | 0.0000% | $9315187.00        | $50280.65          | Agency Mortgage-Backed Securities |
| 06.500 FGPC G05580 G | 2039-04-01      | 6.5000%  | 0.0000% | $678637.00         | $7094.19           | Agency Mortgage-Backed Securities |
| 03.500 FGPC G07295 G | 2042-05-01      | 3.5000%  | 0.0000% | $18590513.00       | $2010322.84        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAP8897 | 2042-10-01      | 3.5000%  | 0.0000% | $575000.00         | $71435.79          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6879 | 2046-03-01      | 3.5000%  | 0.0000% | $995561.00         | $85688.46          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIQO0483 | 2037-06-01      | 2.5000%  | 0.0000% | $492044.00         | $251009.91         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIQO0873 | 2037-09-01      | 3.0000%  | 0.0000% | $835831.00         | $391692.27         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB3791 | 2037-05-01      | 2.5000%  | 0.0000% | $6124522.00        | $3277212.03        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTBM1865 | 2029-01-01      | 6.0000%  | 0.0000% | $1363400.00        | $56189.62          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA4629 | 2037-06-01      | 3.0000%  | 0.0000% | $484501.00         | $309007.10         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM1285 | 2047-05-01      | 4.5000%  | 0.0000% | $190000.00         | $23637.17          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8066 | 2050-05-01      | 5.0000%  | 0.0000% | $2051297.00        | $217964.32         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CIRC2813 | 2037-11-01      | 1.5000%  | 0.0000% | $25642.00          | $19268.00          | Agency Mortgage-Backed Securities |
| FEPC 01.500 CISB0816 | 2037-06-01      | 1.5000%  | 0.0000% | $847497.00         | $590911.44         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZT1595 | 2049-01-01      | 4.5000%  | 0.0000% | $13055551.00       | $800503.38         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQI8838 | 2054-07-01      | 6.0000%  | 0.0000% | $19402429.00       | $15808240.17       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CTRB5017 | 2039-11-01      | 3.0000%  | 0.0000% | $8341331.00        | $1373453.41        | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08541 G | 2043-08-01      | 3.5000%  | 0.0000% | $503003.00         | $57203.43          | Agency Mortgage-Backed Securities |
| 04.500 FGPC G08858 G | 2049-01-01      | 4.5000%  | 0.0000% | $3000.00           | $184.18            | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08623 G | 2045-01-01      | 3.5000%  | 0.0000% | $2000.00           | $173.57            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8062 | 2050-05-01      | 3.0000%  | 0.0000% | $15771802.00       | $3933465.49        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA3617 | 2049-03-01      | 5.0000%  | 0.0000% | $329126.00         | $29144.33          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS4783 | 2045-04-01      | 3.5000%  | 0.0000% | $655000.00         | $130189.66         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL555880 | 2033-11-01      | 5.5000%  | 0.0000% | $112553131.00      | $651219.74         | Agency Mortgage-Backed Securities |
| 03.500 FGPC G07098 G | 2042-07-01      | 3.5000%  | 0.0000% | $3090043.00        | $239363.33         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4581 | 2037-04-01      | 1.5000%  | 0.0000% | $4263416.00        | $2691865.28        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBH5752 | 2047-11-01      | 3.5000%  | 0.0000% | $3600000.00        | $577488.62         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3937 | 2050-02-01      | 3.0000%  | 0.0000% | $1104138.00        | $192514.28         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3210 | 2047-12-01      | 3.5000%  | 0.0000% | $3708906.00        | $481636.34         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA3800 | 2039-10-01      | 3.0000%  | 0.0000% | $1546449.00        | $212823.91         | Agency Mortgage-Backed Securities |

### Security 255: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.340000%
- **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: ARP1A2MZ5, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP1A2MZ5
- **C.18 - Value (incl. sponsor support):** $2038000000.00
- **C.18.a - Value (excl. sponsor support):** $2038000000.00
- **C.19 - Percentage of Net Assets:** 2.4500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-22
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $1184600.00        | $1173149.67        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $10000000.00       | $9140922.93        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $2002800.00        | $2064423.04        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $4987700.00        | $3444043.34        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $1444400.00        | $1448829.44        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2039-02-15      | 3.5000%  | 0.0000% | $1627200.00        | $1472748.65        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | 0.0000% | $9900.00           | $7969.38           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $34803400.00       | $34705287.72       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $34000.00          | $25142.19          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $203411700.00      | $210696315.19      | U.S. Treasuries (including strips)        |
| GNRA 2025-095 F        | 2055-05-20      | 5.7150%  | 0.0000% | $60178287.00       | $60302309.83       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $6039500.00        | $6220097.55        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $2004900.00        | $1468355.29        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-02-15      | 3.6250%  | 0.0000% | $5131500.00        | $4378735.00        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $158100.00         | $77128.94          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $214000.00         | $118883.49         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-10-30      | 0.0000%  | 0.0000% | $100.00            | $99.29             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $2011700.00        | $1625974.78        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $469900.00         | $335598.49         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $1913000.00        | $1929815.39        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $2318400.00        | $1399817.41        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $389000.00         | $374245.04         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $1198900.00        | $698432.23         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $4049900.00        | $3657443.82        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $13685100.00       | $13049029.64       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2041-11-15      | 3.1250%  | 0.0000% | $912900.00         | $755079.09         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $1117000.00        | $983583.99         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | 0.0000% | $3004200.00        | $2970240.23        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2040-11-15      | 4.2500%  | 0.0000% | $567900.00         | $550576.69         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2041-02-15      | 4.7500%  | 0.0000% | $4558000.00        | $4619063.82        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $1035000.00        | $774037.48         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | 0.0000% | $8544300.00        | $6286633.66        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $13450600.00       | $13260083.66       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | 0.0000% | $19200.00          | $19051.97          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-06-30      | 3.7500%  | 0.0000% | $6051600.00        | $6101853.27        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2046-05-15      | 2.5000%  | 0.0000% | $5022900.00        | $3488299.01        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2047-11-15      | 2.7500%  | 0.0000% | $22590100.00       | $16136429.12       | U.S. Treasuries (including strips)        |
| GNRA 2025-064 AF       | 2055-04-20      | 5.1250%  | 0.0000% | $34500000.00       | $34000151.14       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2044-05-15      | 3.3750%  | 0.0000% | $25000000.00       | $20704761.68       | U.S. Treasuries (including strips)        |
| GNRA 2023-112 FD       | 2053-08-20      | 5.6450%  | 0.0000% | $80558285.00       | $53585228.61       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $12393900.00       | $8083474.82        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $246186400.00      | $249991112.58      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | 0.0000% | $20932800.00       | $21298279.97       | U.S. Treasuries (including strips)        |
| GNRA 2025-105 CF       | 2055-06-20      | 5.8450%  | 0.0000% | $82512187.00       | $82885183.91       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2030-05-31      | 3.7500%  | 0.0000% | $127400.00         | $128883.10         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-09-30      | 0.0000%  | 0.0000% | $11584400.00       | $11540958.50       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | 0.0000% | $50000.00          | $48991.85          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | 0.0000% | $18416000.00       | $14772760.12       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $266260800.00      | $249999998.13      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-09-16      | 0.0000%  | 0.0000% | $39699900.00       | $39614942.21       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-08-15      | 6.7500%  | 0.0000% | $287500.00         | $296184.78         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2037-02-15      | 4.7500%  | 0.0000% | $2799800.00        | $2922101.05        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-02-15      | 6.0000%  | 0.0000% | $300500.00         | $303767.22         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-02-15      | 5.2500%  | 0.0000% | $2886000.00        | $3050626.91        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $2512000.00        | $1950345.06        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2037-05-15      | 5.0000%  | 0.0000% | $1654400.00        | $1784470.87        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-02-28      | 1.8750%  | 0.0000% | $254564500.00      | $249999928.90      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2041-08-15      | 3.7500%  | 0.0000% | $5100000.00        | $4567797.81        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-11-15      | 3.0000%  | 0.0000% | $3079400.00        | $2387718.43        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-11-15      | 6.5000%  | 0.0000% | $5000.00           | $5267.26           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-08-15      | 6.3750%  | 0.0000% | $22400.00          | $23612.88          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-08-15      | 5.5000%  | 0.0000% | $1031600.00        | $1089248.27        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $303900.00         | $301315.96         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | 0.0000% | $458400.00         | $384536.62         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | 0.0000% | $9233600.00        | $5748894.56        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $137200.00         | $136355.13         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2042-08-15      | 2.7500%  | 0.0000% | $1300.00           | $993.06            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $96565100.00       | $98167764.02       | U.S. Treasuries (including strips)        |
| GNII SF DK5934 C       | 2055-06-20      | 6.0000%  | 0.0000% | $1962.00           | $2023.51           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2025-10-02      | 0.0000%  | 0.0000% | $100.00            | $99.60             | U.S. Treasuries (including strips)        |
| GNII SF DK5933 C       | 2055-06-20      | 6.0000%  | 0.0000% | $1031.00           | $1064.61           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2025-10-09      | 0.0000%  | 0.0000% | $7646400.00        | $7609773.74        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $6304700.00        | $6229037.36        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $245908600.00      | $248070152.58      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-02-15      | 1.6250%  | 0.0000% | $3851300.00        | $3810919.92        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $6169500.00        | $5407546.63        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $234736700.00      | $232221320.21      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $7212600.00        | $5248187.32        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $1589300.00        | $1249640.94        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2038-05-15      | 4.5000%  | 0.0000% | $2964300.00        | $3038852.02        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $35000.00          | $30035.22          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $1082400.00        | $967583.54         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | 0.0000% | $127900.00         | $101737.35         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2049-05-15      | 2.8750%  | 0.0000% | $4519000.00        | $3255683.05        | U.S. Treasuries (including strips)        |

### Security 256: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.490000%
- **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:** 1.4600%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMI SF AD2435 X                                   | 2043-05-15      | 3.5000%  | 0.0000% | $25000.00          | $1712.07           | Agency Mortgage-Backed Securities         |
| GNMI SF 703495 X                                   | 2039-04-15      | 5.0000%  | 0.0000% | $33820.00          | $299.52            | Agency Mortgage-Backed Securities         |
| GNMI SF 652203 X                                   | 2036-03-15      | 5.0000%  | 0.0000% | $306583.00         | $1577.54           | Agency Mortgage-Backed Securities         |
| GNMI SF 693631 X                                   | 2038-07-15      | 5.5000%  | 0.0000% | $756137.00         | $3730.59           | Agency Mortgage-Backed Securities         |
| FNRM RC057EB R21F057                               | 2046-05-25      | 1.2500%  | 0.0000% | $16500000.00       | $5596230.66        | Agency Collateralized Mortgage Obligation |
| GNMI SF AD2224 X                                   | 2043-02-15      | 3.5000%  | 0.0000% | $25000.00          | $2196.00           | Agency Mortgage-Backed Securities         |
| GNMI SF AD3518 X                                   | 2043-04-15      | 3.5000%  | 0.0000% | $25000.00          | $4127.92           | Agency Mortgage-Backed Securities         |
| GNMI SF AD7352 X                                   | 2043-04-15      | 3.5000%  | 0.0000% | $25000.00          | $1790.94           | Agency Mortgage-Backed Securities         |
| GNRA 2025-028 VF                                   | 2054-07-20      | 5.9950%  | 0.0000% | $100000000.00      | $83450223.26       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-082 EF                                   | 2053-06-20      | 5.3450%  | 0.0000% | $100000000.00      | $45148636.56       | Agency Collateralized Mortgage Obligation |
| GNMI SF 774290 X                                   | 2042-02-15      | 5.0000%  | 0.0000% | $65290.00          | $2450.25           | Agency Mortgage-Backed Securities         |
| GNMI SF 490279 X                                   | 2029-06-15      | 7.0000%  | 0.0000% | $935874.00         | $1216.63           | Agency Mortgage-Backed Securities         |
| GNII SF 004882 M                                   | 2040-12-20      | 4.0000%  | 0.0000% | $50000.00          | $2570.88           | Agency Mortgage-Backed Securities         |
| GNMI SF 731680 X                                   | 2040-10-15      | 5.0000%  | 0.0000% | $257497.00         | $1174.57           | Agency Mortgage-Backed Securities         |
| GNMI SF 722796 X                                   | 2039-11-15      | 5.5000%  | 0.0000% | $25000.00          | $527.21            | Agency Mortgage-Backed Securities         |
| GNMI SF 564821 X                                   | 2031-09-15      | 6.5000%  | 0.0000% | $568392.00         | $580.97            | Agency Mortgage-Backed Securities         |
| GNMI SF 797250 X                                   | 2042-03-15      | 3.5000%  | 0.0000% | $2219.00           | $98.92             | Agency Mortgage-Backed Securities         |
| GNII SF 004928 M                                   | 2038-12-20      | 6.0000%  | 0.0000% | $115929.00         | $2368.36           | Agency Mortgage-Backed Securities         |
| GNMI SF 737555 X                                   | 2040-10-15      | 4.5000%  | 0.0000% | $50000.00          | $1373.62           | Agency Mortgage-Backed Securities         |
| GNMI SF 723249 X                                   | 2039-10-15      | 5.5000%  | 0.0000% | $25000.00          | $1869.37           | Agency Mortgage-Backed Securities         |
| GNMI SF 532749 X                                   | 2030-08-15      | 8.0000%  | 0.0000% | $255220.00         | $138.98            | Agency Mortgage-Backed Securities         |
| GNMI SF AF0384 X                                   | 2043-07-15      | 3.5000%  | 0.0000% | $25000.00          | $3949.43           | Agency Mortgage-Backed Securities         |
| GNMI SF AD2152 X                                   | 2043-01-15      | 3.5000%  | 0.0000% | $37794.00          | $2396.76           | Agency Mortgage-Backed Securities         |
| GNMI SF AD0815 X                                   | 2043-03-15      | 2.5000%  | 0.0000% | $60000.00          | $1859.01           | Agency Mortgage-Backed Securities         |
| GNMI SF 778855 X                                   | 2027-02-15      | 3.0000%  | 0.0000% | $213000.00         | $2093.69           | Agency Mortgage-Backed Securities         |
| GNRM 2023-034 A                                    | 2052-06-16      | 2.5000%  | 0.0000% | $50000000.00       | $43373288.18       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-100 FB                                   | 2053-07-20      | 5.3450%  | 0.0000% | $30000000.00       | $23745733.55       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-053 FA                                   | 2053-04-20      | 5.1950%  | 0.0000% | $31881900.00       | $19444338.25       | Agency Collateralized Mortgage Obligation |
| GNII SF 004852 M                                   | 2040-11-20      | 3.5000%  | 0.0000% | $38305.00          | $2176.63           | Agency Mortgage-Backed Securities         |
| GNMI SF 422963 X                                   | 2029-03-15      | 6.5000%  | 0.0000% | $503405.00         | $4286.40           | Agency Mortgage-Backed Securities         |
| GNAR AT MA3334 M                                   | 2045-12-20      | 4.6250%  | 0.0000% | $58000.00          | $1415.61           | Agency Mortgage-Backed Securities         |
| GNII SF 003702 M                                   | 2035-04-20      | 5.5000%  | 0.0000% | $40000.00          | $737.91            | Agency Mortgage-Backed Securities         |
| GNII SF 003941 M                                   | 2037-01-20      | 6.0000%  | 0.0000% | $200570.00         | $2292.09           | Agency Mortgage-Backed Securities         |
| GNMI SF 697946 X                                   | 2039-03-15      | 5.0000%  | 0.0000% | $375237.00         | $3598.91           | Agency Mortgage-Backed Securities         |
| GNII JM MA0002 M                                   | 2026-11-20      | 3.0000%  | 0.0000% | $250000.00         | $2849.89           | Agency Mortgage-Backed Securities         |
| GNII SF 004371 M                                   | 2039-02-20      | 6.0000%  | 0.0000% | $125000.00         | $2192.27           | Agency Mortgage-Backed Securities         |
| GNII SF 003840 M                                   | 2036-04-20      | 5.0000%  | 0.0000% | $25000.00          | $323.55            | Agency Mortgage-Backed Securities         |
| GNII JM 004163 M                                   | 2038-06-20      | 5.5000%  | 0.0000% | $87113.00          | $50.95             | Agency Mortgage-Backed Securities         |
| GNMI SF 564648 X                                   | 2031-06-15      | 6.5000%  | 0.0000% | $30935.00          | $81.76             | Agency Mortgage-Backed Securities         |
| GNMI SF 745045 X                                   | 2039-11-15      | 5.0000%  | 0.0000% | $266714.00         | $2232.86           | Agency Mortgage-Backed Securities         |
| GNMI SF 511460 X                                   | 2035-04-15      | 5.0000%  | 0.0000% | $150564.00         | $4792.61           | Agency Mortgage-Backed Securities         |
| GNII SF 003798 M                                   | 2035-12-20      | 6.5000%  | 0.0000% | $56000.00          | $1103.62           | Agency Mortgage-Backed Securities         |
| GNII SF 003376 M                                   | 2033-04-20      | 6.0000%  | 0.0000% | $468000.00         | $3552.32           | Agency Mortgage-Backed Securities         |
| GNMI SP 783807 X                                   | 2043-08-15      | 2.5000%  | 0.0000% | $15936.00          | $2554.92           | Agency Mortgage-Backed Securities         |
| GNMI SF 755948 X                                   | 2041-01-15      | 3.5000%  | 0.0000% | $39947.00          | $3732.08           | Agency Mortgage-Backed Securities         |
| GNMI JP 783676 X                                   | 2026-05-15      | 4.0000%  | 0.0000% | $1193150.00        | $843.82            | Agency Mortgage-Backed Securities         |
| GNII SF 003172 M                                   | 2031-12-20      | 6.0000%  | 0.0000% | $150000.00         | $481.16            | Agency Mortgage-Backed Securities         |
| GNMI SF 587980 X                                   | 2032-06-15      | 6.5000%  | 0.0000% | $884966.00         | $3899.55           | Agency Mortgage-Backed Securities         |
| GNMI SF AD2412 X                                   | 2043-05-15      | 3.5000%  | 0.0000% | $25000.00          | $2155.18           | Agency Mortgage-Backed Securities         |
| GNMI SF BB6967 X                                   | 2047-06-15      | 4.0000%  | 0.0000% | $28000.00          | $4516.45           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                         | 2035-09-25      | 0.0000%  | 0.0000% | $2727186.00        | $116124.85         | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-08-25      | 5.6984%  | 0.0000% | $40000000.00       | $30028259.36       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2053-11-25      | 5.0000%  | 0.0000% | $33226000.00       | $32013175.46       | Agency Collateralized Mortgage Obligation |
| GNMI SF 755071 X                                   | 2042-09-15      | 3.0000%  | 0.0000% | $58810.00          | $4938.11           | Agency Mortgage-Backed Securities         |
| GNMI SF 699835 X                                   | 2039-11-15      | 5.5000%  | 0.0000% | $50000.00          | $314.26            | Agency Mortgage-Backed Securities         |
| GNMI SF AF0383 X                                   | 2043-07-15      | 3.5000%  | 0.0000% | $25000.00          | $1561.80           | Agency Mortgage-Backed Securities         |
| GNMI SF 585479 X                                   | 2032-08-15      | 6.5000%  | 0.0000% | $250000.00         | $757.69            | Agency Mortgage-Backed Securities         |
| GNII SF 003530 M                                   | 2034-03-20      | 5.5000%  | 0.0000% | $75000.00          | $1028.20           | Agency Mortgage-Backed Securities         |
| GNMI SP 780247 X                                   | 2025-09-15      | 8.0000%  | 0.0000% | $180000.00         | $0.01              | Agency Mortgage-Backed Securities         |
| GNMI SF 545134 X                                   | 2031-03-15      | 6.5000%  | 0.0000% | $44900.00          | $160.10            | Agency Mortgage-Backed Securities         |
| GNMI SF 545051 X                                   | 2031-02-15      | 6.5000%  | 0.0000% | $380928.00         | $2340.04           | Agency Mortgage-Backed Securities         |
| GNMI SF 421379 X                                   | 2033-11-15      | 6.5000%  | 0.0000% | $55000.00          | $386.09            | Agency Mortgage-Backed Securities         |
| GNMI SF 434141 X                                   | 2029-01-15      | 6.5000%  | 0.0000% | $204197.00         | $195.77            | Agency Mortgage-Backed Securities         |
| GNMI SF 728323 X                                   | 2039-11-15      | 5.5000%  | 0.0000% | $100000.00         | $1816.61           | Agency Mortgage-Backed Securities         |
| GNMI SF 736667 X                                   | 2040-03-15      | 5.0000%  | 0.0000% | $54832.00          | $1745.60           | Agency Mortgage-Backed Securities         |
| GNMI SF 721041 X                                   | 2039-12-15      | 5.0000%  | 0.0000% | $340000.00         | $260.04            | Agency Mortgage-Backed Securities         |
| GNII JP 783785 M                                   | 2028-04-20      | 3.0000%  | 0.0000% | $150000.00         | $4588.45           | Agency Mortgage-Backed Securities         |
| GNII SF 002975 M                                   | 2030-09-20      | 9.0000%  | 0.0000% | $200000.00         | $56.21             | Agency Mortgage-Backed Securities         |
| GNMI SF 772109 X                                   | 2041-12-15      | 3.5000%  | 0.0000% | $50000.00          | $3230.48           | Agency Mortgage-Backed Securities         |
| FNRM RC112PC R12F112                               | 2042-10-25      | 2.0000%  | 0.0000% | $25000000.00       | $1913522.66        | Agency Collateralized Mortgage Obligation |
| FNRM CL033P R25F033                                | 2054-05-25      | 5.0000%  | 0.0000% | $46404000.00       | $45146570.84       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2050-07-25      | 1.0000%  | 0.0000% | $141664256.00      | $47636354.40       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2049-12-25      | 2.5000%  | 0.0000% | $1064576.00        | $675961.52         | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2050-10-25      | 1.0000%  | 0.0000% | $25000000.00       | $11523312.81       | Agency Collateralized Mortgage Obligation |
| FNRM CL072CB R21F072                               | 2049-04-25      | 2.0000%  | 0.0000% | $5000000.00        | $3306377.76        | Agency Collateralized Mortgage Obligation |
| FNRM CL028LA R16F028                               | 2045-05-25      | 2.5000%  | 0.0000% | $25000000.00       | $1641594.77        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-149 YF                                   | 2053-10-20      | 5.6450%  | 0.0000% | $100000000.00      | $38538158.86       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-082 FE                                   | 2053-06-20      | 5.2950%  | 0.0000% | $18434600.00       | $16254427.47       | Agency Collateralized Mortgage Obligation |
| GNRM 2020-107 AB                                   | 2050-07-20      | 1.0000%  | 0.0000% | $35250000.00       | $12364126.22       | Agency Collateralized Mortgage Obligation |
| GNMI SF 618961 X                                   | 2034-05-15      | 5.0000%  | 0.0000% | $67.00             | $0.75              | Agency Mortgage-Backed Securities         |
| GNMI SF 663852 X                                   | 2037-02-15      | 5.5000%  | 0.0000% | $454000.00         | $1189.59           | Agency Mortgage-Backed Securities         |
| GNMI SF AB9205 X                                   | 2042-11-15      | 3.0000%  | 0.0000% | $10000.00          | $1020.02           | Agency Mortgage-Backed Securities         |
| GNMI SF 599357 X                                   | 2033-01-15      | 5.5000%  | 0.0000% | $860663.00         | $1887.97           | Agency Mortgage-Backed Securities         |
| GNMI SF 604290 X                                   | 2033-05-15      | 5.0000%  | 0.0000% | $91000.00          | $1752.15           | Agency Mortgage-Backed Securities         |
| GNMI SF 578272 X                                   | 2032-06-15      | 6.5000%  | 0.0000% | $284777.00         | $666.27            | Agency Mortgage-Backed Securities         |
| GNMI SF 584308 X                                   | 2032-04-15      | 6.5000%  | 0.0000% | $227725.00         | $552.03            | Agency Mortgage-Backed Securities         |
| GNRA 2024-001 NF                                   | 2054-01-20      | 5.4950%  | 0.0000% | $100000000.00      | $64959802.46       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-110 FU                                   | 2054-07-20      | 5.4450%  | 0.0000% | $30000000.00       | $24755884.14       | Agency Collateralized Mortgage Obligation |
| GNMI SF 552766 X                                   | 2032-09-15      | 6.5000%  | 0.0000% | $700478.00         | $3719.84           | Agency Mortgage-Backed Securities         |
| GNMI SF 723541 X                                   | 2039-12-15      | 5.0000%  | 0.0000% | $55790.00          | $1301.68           | Agency Mortgage-Backed Securities         |
| GNII SF 003009 M                                   | 2030-12-20      | 6.5000%  | 0.0000% | $50000.00          | $101.16            | Agency Mortgage-Backed Securities         |
| GNMI SF 400595 X                                   | 2038-03-15      | 5.0000%  | 0.0000% | $41837.00          | $1193.96           | Agency Mortgage-Backed Securities         |
| GNII SF 004961 M                                   | 2036-10-20      | 6.0000%  | 0.0000% | $109470.00         | $3526.99           | Agency Mortgage-Backed Securities         |
| GNMI SF 746166 X                                   | 2038-09-15      | 6.0000%  | 0.0000% | $26572.00          | $1534.26           | Agency Mortgage-Backed Securities         |
| GNII SF 004060 M                                   | 2037-12-20      | 6.0000%  | 0.0000% | $125000.00         | $1359.51           | Agency Mortgage-Backed Securities         |
| GNMI SF 468156 X                                   | 2028-08-15      | 6.5000%  | 0.0000% | $510393.00         | $1198.99           | Agency Mortgage-Backed Securities         |
| GNMI SF 521330 X                                   | 2035-05-15      | 5.0000%  | 0.0000% | $58000.00          | $894.03            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2052-08-25      | 4.5000%  | 0.0000% | $6300000.00        | $5942054.45        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2052-11-25      | 5.0000%  | 0.0000% | $1309064.00        | $1285394.67        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2052-11-25      | 5.0000%  | 0.0000% | $27755560.00       | $27371798.85       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2037-06-15      | 4.7972%  | 0.0000% | $24999998.00       | $253540.27         | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-07-25      | 0.1250%  | 0.0000% | $100000000.00      | $64315456.65       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2055-06-25      | 4.5000%  | 0.0000% | $21357920.00       | $19533312.89       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-11-25      | 5.7984%  | 0.0000% | $30000000.00       | $26503279.75       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2055-03-25      | 5.7484%  | 0.0000% | $10000000.00       | $9263505.57        | Agency Collateralized Mortgage Obligation |
| GNMI SF 796410 X                                   | 2043-04-15      | 3.5000%  | 0.0000% | $25000.00          | $4239.82           | Agency Mortgage-Backed Securities         |
| GNRM 2025-114 LH                                   | 2055-07-20      | 4.5000%  | 0.0000% | $24816608.00       | $23354438.27       | Agency Collateralized Mortgage Obligation |
| GNMI SF 663893 X                                   | 2037-03-15      | 5.0000%  | 0.0000% | $1.00              | $0.03              | Agency Mortgage-Backed Securities         |
| GNMI SF 619189 X                                   | 2035-01-15      | 5.0000%  | 0.0000% | $150000.00         | $183.88            | Agency Mortgage-Backed Securities         |
| GNII JM MA6030 M                                   | 2049-07-20      | 3.5000%  | 0.0000% | $120000.00         | $3974.15           | Agency Mortgage-Backed Securities         |
| GNMI SF 648970 X                                   | 2035-11-15      | 5.0000%  | 0.0000% | $350000.00         | $4720.92           | Agency Mortgage-Backed Securities         |
| GNII JM MA5701 M                                   | 2049-01-20      | 4.5000%  | 0.0000% | $112100.00         | $2301.40           | Agency Mortgage-Backed Securities         |
| GNMI SF 658258 X                                   | 2037-01-15      | 6.0000%  | 0.0000% | $660359.00         | $2787.96           | Agency Mortgage-Backed Securities         |
| GNII JM MA1828 M                                   | 2044-03-20      | 3.0000%  | 0.0000% | $771.00            | $112.35            | Agency Mortgage-Backed Securities         |
| GNMI SF AA6407 X                                   | 2043-05-15      | 3.0000%  | 0.0000% | $32235.00          | $3245.81           | Agency Mortgage-Backed Securities         |
| GNMI SF 573796 X                                   | 2032-06-15      | 6.5000%  | 0.0000% | $185053.00         | $1964.22           | Agency Mortgage-Backed Securities         |
| GNII SF 003652 M                                   | 2034-12-20      | 5.5000%  | 0.0000% | $50000.00          | $790.73            | Agency Mortgage-Backed Securities         |
| GNMI SF 697944 X                                   | 2039-03-15      | 5.0000%  | 0.0000% | $449201.00         | $3570.01           | Agency Mortgage-Backed Securities         |
| GNMI SF 603333 X                                   | 2032-12-15      | 5.5000%  | 0.0000% | $195625.00         | $1266.75           | Agency Mortgage-Backed Securities         |
| GNII SF 003025 M                                   | 2031-01-20      | 6.5000%  | 0.0000% | $2000000.00        | $2475.90           | Agency Mortgage-Backed Securities         |
| GNMI SF 460993 X                                   | 2027-11-15      | 7.5000%  | 0.0000% | $1253407.00        | $878.94            | Agency Mortgage-Backed Securities         |
| GNII SF 003237 M                                   | 2032-05-20      | 5.5000%  | 0.0000% | $25000.00          | $125.51            | Agency Mortgage-Backed Securities         |
| GNII SF 003400 M                                   | 2033-05-20      | 4.0000%  | 0.0000% | $50000.00          | $1738.37           | Agency Mortgage-Backed Securities         |
| GNII SF 003320 M                                   | 2032-12-20      | 5.5000%  | 0.0000% | $55000.00          | $373.31            | Agency Mortgage-Backed Securities         |
| GNII FS 004483 M                                   | 2039-07-20      | 4.0000%  | 0.0000% | $50000.00          | $2049.23           | Agency Mortgage-Backed Securities         |
| GNMI SF 736057 X                                   | 2040-06-15      | 5.0000%  | 0.0000% | $247017.00         | $3155.49           | Agency Mortgage-Backed Securities         |
| GNMI SF 704865 X                                   | 2040-01-15      | 5.0000%  | 0.0000% | $150000.00         | $4071.86           | Agency Mortgage-Backed Securities         |
| GNMI SF 655338 X                                   | 2036-05-15      | 5.5000%  | 0.0000% | $92166.00          | $1923.17           | Agency Mortgage-Backed Securities         |
| GNMI SF 587228 X                                   | 2032-08-15      | 6.5000%  | 0.0000% | $995843.00         | $2765.36           | Agency Mortgage-Backed Securities         |
| GNMI SF 587282 X                                   | 2032-09-15      | 6.5000%  | 0.0000% | $595960.00         | $3081.17           | Agency Mortgage-Backed Securities         |
| GNII SF 003527 M                                   | 2034-02-20      | 4.0000%  | 0.0000% | $85000.00          | $2326.02           | Agency Mortgage-Backed Securities         |
| GNII SF MB0552 M                                   | 2055-07-20      | 3.5000%  | 0.0000% | $3570.00           | $3262.98           | Agency Mortgage-Backed Securities         |
| GNMI SF 646746 X                                   | 2039-03-15      | 5.0000%  | 0.0000% | $51346.00          | $747.32            | Agency Mortgage-Backed Securities         |
| GNMI SF 623958 X                                   | 2035-12-15      | 5.0000%  | 0.0000% | $234889.00         | $1880.83           | Agency Mortgage-Backed Securities         |
| GNMI SF AD7471 X                                   | 2043-04-15      | 3.5000%  | 0.0000% | $25000.00          | $2748.85           | Agency Mortgage-Backed Securities         |
| GNMI SF 651823 X                                   | 2036-05-15      | 5.0000%  | 0.0000% | $268949.00         | $4151.74           | Agency Mortgage-Backed Securities         |
| GNII SF 003416 M                                   | 2033-07-20      | 6.0000%  | 0.0000% | $452000.00         | $4005.26           | Agency Mortgage-Backed Securities         |
| GNMI SF 584464 X                                   | 2032-06-15      | 6.5000%  | 0.0000% | $951838.00         | $3996.01           | Agency Mortgage-Backed Securities         |
| GNII SF 003296 M                                   | 2032-10-20      | 6.0000%  | 0.0000% | $118000.00         | $499.72            | Agency Mortgage-Backed Securities         |
| GNMI SF 447986 X                                   | 2028-06-15      | 7.0000%  | 0.0000% | $316237.00         | $204.27            | Agency Mortgage-Backed Securities         |
| FNRM RC040BD R25F040                               | 2052-03-25      | 5.0000%  | 0.0000% | $87725184.00       | $84259584.41       | Agency Collateralized Mortgage Obligation |
| FNRM CL072GY R13F072                               | 2043-07-25      | 2.5000%  | 0.0000% | $7522264.00        | $7075798.40        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2052-05-25      | 5.5000%  | 0.0000% | $21798000.00       | $16148352.19       | Agency Collateralized Mortgage Obligation |
| FKRA P016A2 09/25/33                               | 2033-09-25      | 4.7681%  | 0.0000% | $3400000.00        | $3448880.12        | Agency Mortgage-Backed Securities         |
| FNRM CL061A R25F061                                | 2052-08-25      | 4.0000%  | 0.0000% | $2145168.00        | $2068357.29        | Agency Collateralized Mortgage Obligation |
| FNRM CL033DV R25F033                               | 2036-04-25      | 5.5000%  | 0.0000% | $19177880.00       | $19571170.92       | Agency Collateralized Mortgage Obligation |
| GNMI SP 781001 X                                   | 2029-03-15      | 7.5000%  | 0.0000% | $400000.00         | $352.12            | Agency Mortgage-Backed Securities         |
| GNMI SF 423929 X                                   | 2026-09-15      | 8.0000%  | 0.0000% | $78011.00          | $6.10              | Agency Mortgage-Backed Securities         |
| GNMI SF 723599 X                                   | 2040-01-15      | 5.5000%  | 0.0000% | $25000.00          | $1976.81           | Agency Mortgage-Backed Securities         |
| GNII SF 003485 M                                   | 2033-11-20      | 4.0000%  | 0.0000% | $28000.00          | $541.64            | Agency Mortgage-Backed Securities         |
| GNMI SF 465529 X                                   | 2028-05-15      | 6.5000%  | 0.0000% | $1100000.00        | $2283.26           | Agency Mortgage-Backed Securities         |
| GNMI SF 554687 X                                   | 2031-03-15      | 6.5000%  | 0.0000% | $39494.00          | $333.93            | Agency Mortgage-Backed Securities         |
| GNMI SF 563338 X                                   | 2031-09-15      | 6.5000%  | 0.0000% | $420870.00         | $551.36            | Agency Mortgage-Backed Securities         |
| MNRA CL0042A2 R22M00                               | 2030-12-25      | 1.2485%  | 0.0000% | $4000000.00        | $3455517.78        | Agency Collateralized Mortgage Obligation |
| GNMI SF 469991 X                                   | 2029-02-15      | 6.5000%  | 0.0000% | $580808.00         | $728.61            | Agency Mortgage-Backed Securities         |
| GNMI SF 733963 X                                   | 2025-10-15      | 3.5000%  | 0.0000% | $500000.00         | $148.33            | Agency Mortgage-Backed Securities         |
| GNMI SF 721470 X                                   | 2039-11-15      | 5.5000%  | 0.0000% | $25000.00          | $311.60            | Agency Mortgage-Backed Securities         |
| GNMI SF 457100 X                                   | 2028-11-15      | 6.5000%  | 0.0000% | $460000.00         | $1889.43           | Agency Mortgage-Backed Securities         |
| GNII SF 003214 M                                   | 2032-03-20      | 6.0000%  | 0.0000% | $548000.00         | $1905.26           | Agency Mortgage-Backed Securities         |
| GNMI SF 448335 X                                   | 2031-04-15      | 6.5000%  | 0.0000% | $55958.00          | $42.19             | Agency Mortgage-Backed Securities         |
| GNMI SF 506607 X                                   | 2029-03-15      | 6.5000%  | 0.0000% | $27681.00          | $49.11             | Agency Mortgage-Backed Securities         |
| GNMI SF 593723 X                                   | 2033-08-15      | 5.0000%  | 0.0000% | $92000.00          | $3822.65           | Agency Mortgage-Backed Securities         |
| GNRA 2024-064 KH                                   | 2054-04-20      | 5.5950%  | 0.0000% | $31700000.00       | $21738780.30       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-095 LB                                   | 2054-06-20      | 5.5000%  | 0.0000% | $4481272.00        | $4572258.75        | Agency Collateralized Mortgage Obligation |
| GNMI SF BC1180 X                                   | 2047-08-15      | 4.0000%  | 0.0000% | $47740.00          | $4823.24           | Agency Mortgage-Backed Securities         |
| GNII SF 003610 M                                   | 2034-09-20      | 5.5000%  | 0.0000% | $50000.00          | $590.41            | Agency Mortgage-Backed Securities         |
| GNMI SF 570033 X                                   | 2032-07-15      | 6.5000%  | 0.0000% | $729120.00         | $2001.52           | Agency Mortgage-Backed Securities         |
| GNMI SF 567628 X                                   | 2032-04-15      | 6.5000%  | 0.0000% | $55003.00          | $126.06            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2051-08-25      | 2.0000%  | 0.0000% | $1745000.00        | $962291.69         | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2050-06-25      | 1.7500%  | 0.0000% | $10000000.00       | $4927277.82        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2048-02-15      | 3.5000%  | 0.0000% | $1100000.00        | $402421.02         | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2052-08-25      | 5.0000%  | 0.0000% | $40734208.00       | $38721321.66       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2047-10-25      | 3.5000%  | 0.0000% | $28213632.00       | $26346131.37       | Agency Collateralized Mortgage Obligation |
| GNII SF 003429 M                                   | 2033-08-20      | 5.5000%  | 0.0000% | $25000.00          | $304.42            | Agency Mortgage-Backed Securities         |
| GNRM 2021-180 AC                                   | 2063-01-16      | 1.6000%  | 0.0000% | $5000000.00        | $3238993.90        | Agency Collateralized Mortgage Obligation |
| GNMI SF 548496 X                                   | 2031-05-15      | 6.5000%  | 0.0000% | $71024.00          | $463.21            | Agency Mortgage-Backed Securities         |
| GNRM 2025-060 AC                                   | 2049-08-20      | 5.0000%  | 0.0000% | $39052928.00       | $38594147.19       | Agency Collateralized Mortgage Obligation |
| GNMI SF 689414 X                                   | 2038-06-15      | 5.0000%  | 0.0000% | $74280.00          | $809.62            | Agency Mortgage-Backed Securities         |
| GNII SF 003931 M                                   | 2036-12-20      | 6.0000%  | 0.0000% | $400000.00         | $4958.11           | Agency Mortgage-Backed Securities         |
| GNII SF 004977 M                                   | 2041-03-20      | 4.0000%  | 0.0000% | $25000.00          | $1377.46           | Agency Mortgage-Backed Securities         |
| GNII SF 003080 M                                   | 2031-05-20      | 6.5000%  | 0.0000% | $1500000.00        | $2718.68           | Agency Mortgage-Backed Securities         |
| GNMI SF 723939 X                                   | 2039-09-15      | 5.0000%  | 0.0000% | $138267.00         | $1718.98           | Agency Mortgage-Backed Securities         |
| GNMI SF 564116 X                                   | 2031-07-15      | 6.5000%  | 0.0000% | $403078.00         | $1388.50           | Agency Mortgage-Backed Securities         |
| GNII SF 005211 M                                   | 2041-10-20      | 3.0000%  | 0.0000% | $30000.00          | $2244.16           | Agency Mortgage-Backed Securities         |
| GNMI SF 471690 X                                   | 2028-05-15      | 6.5000%  | 0.0000% | $1404925.00        | $1393.43           | Agency Mortgage-Backed Securities         |
| GNMI SF 532558 X                                   | 2030-08-15      | 8.5000%  | 0.0000% | $983809.00         | $4826.97           | Agency Mortgage-Backed Securities         |
| GNMI SF 486599 X                                   | 2028-10-15      | 7.0000%  | 0.0000% | $500000.00         | $131.51            | Agency Mortgage-Backed Securities         |
| GNMI SF 554033 X                                   | 2031-12-15      | 6.5000%  | 0.0000% | $40340.00          | $1065.52           | Agency Mortgage-Backed Securities         |
| GNMI SF AA6307 X                                   | 2043-04-15      | 3.5000%  | 0.0000% | $25000.00          | $1919.80           | Agency Mortgage-Backed Securities         |
| GNRA 2023-063 YF                                   | 2053-05-20      | 5.2950%  | 0.0000% | $100000000.00      | $62577068.88       | Agency Collateralized Mortgage Obligation |
| GNII SF 003150 M                                   | 2031-10-20      | 6.5000%  | 0.0000% | $500000.00         | $806.23            | Agency Mortgage-Backed Securities         |
| GNMI SF 557521 X                                   | 2031-07-15      | 6.5000%  | 0.0000% | $87563.00          | $111.77            | Agency Mortgage-Backed Securities         |
| GNII SF 003678 M                                   | 2035-02-20      | 5.5000%  | 0.0000% | $75000.00          | $1291.89           | Agency Mortgage-Backed Securities         |
| GNRM 2025-098 KA                                   | 2048-10-20      | 3.5000%  | 0.0000% | $31644960.00       | $29656497.72       | Agency Collateralized Mortgage Obligation |
| GNMI SF 587719 X                                   | 2032-07-15      | 6.5000%  | 0.0000% | $96495.00          | $318.58            | Agency Mortgage-Backed Securities         |
| GNMI SF 555704 X                                   | 2032-02-15      | 6.5000%  | 0.0000% | $72840.00          | $42.44             | Agency Mortgage-Backed Securities         |
| GNII SF 003704 M                                   | 2035-04-20      | 6.5000%  | 0.0000% | $37000.00          | $484.07            | Agency Mortgage-Backed Securities         |
| FREMF MTG TR 2018-KF54         B      20281125 FLT | 2028-11-25      | 6.6555%  | 0.0000% | $4746000.00        | $761861.35         | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2050-09-25      | 5.0000%  | 0.0000% | $62182976.00       | $59538892.06       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2027-12-25      | 6.0000%  | 0.0000% | $5010350.00        | $3467603.04        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2055-06-25      | 5.0000%  | 0.0000% | $3089264.00        | $2933867.50        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2047-02-25      | 3.0000%  | 0.0000% | $14150000.00       | $8946965.63        | Agency Collateralized Mortgage Obligation |
| GNII JM 004308 M                                   | 2038-12-20      | 5.0000%  | 0.0000% | $100000.00         | $507.73            | Agency Mortgage-Backed Securities         |
| GNII SF 003248 M                                   | 2032-06-20      | 5.5000%  | 0.0000% | $70000.00          | $425.12            | Agency Mortgage-Backed Securities         |
| GNII SF 003133 M                                   | 2031-09-20      | 6.5000%  | 0.0000% | $125345.00         | $188.83            | Agency Mortgage-Backed Securities         |
| GNII SF 005114 M                                   | 2041-07-20      | 4.0000%  | 0.0000% | $50000.00          | $2180.35           | Agency Mortgage-Backed Securities         |
| GNII SF 004006 M                                   | 2037-07-20      | 6.0000%  | 0.0000% | $180000.00         | $1925.02           | Agency Mortgage-Backed Securities         |
| GNMI SF 486470 X                                   | 2028-08-15      | 6.5000%  | 0.0000% | $1540000.00        | $616.13            | Agency Mortgage-Backed Securities         |
| GNMI SF 693508 X                                   | 2038-07-15      | 5.5000%  | 0.0000% | $1000000.00        | $4386.88           | Agency Mortgage-Backed Securities         |
| GNII SF 005144 M                                   | 2041-08-20      | 3.5000%  | 0.0000% | $75000.00          | $3875.67           | Agency Mortgage-Backed Securities         |
| GNMI SP 781215 X                                   | 2029-09-15      | 6.5000%  | 0.0000% | $281418.00         | $368.78            | Agency Mortgage-Backed Securities         |
| GNMI SF 486516 X                                   | 2028-09-15      | 6.5000%  | 0.0000% | $2000000.00        | $852.42            | Agency Mortgage-Backed Securities         |
| GNMI SF 723438 X                                   | 2039-11-15      | 5.5000%  | 0.0000% | $45582.00          | $1916.45           | Agency Mortgage-Backed Securities         |
| GNRM 2023-136 YC                                   | 2053-09-20      | 6.0000%  | 0.0000% | $14748496.00       | $15304317.66       | Agency Collateralized Mortgage Obligation |
| GNII SF AR3773 C                                   | 2046-02-20      | 4.0000%  | 0.0000% | $45000.00          | $3356.97           | Agency Mortgage-Backed Securities         |
| GNMI SF 636501 X                                   | 2027-04-15      | 6.0000%  | 0.0000% | $25000.00          | $277.51            | Agency Mortgage-Backed Securities         |
| GNMI SF 662442 X                                   | 2037-06-15      | 5.5000%  | 0.0000% | $226066.00         | $2748.54           | Agency Mortgage-Backed Securities         |
| GNII SF 004073 M                                   | 2038-01-20      | 6.0000%  | 0.0000% | $200000.00         | $1994.54           | Agency Mortgage-Backed Securities         |
| GNRA 2019-20 EF                                    | 2049-02-20      | 4.5000%  | 0.0000% | $100000000.00      | $19572588.07       | Agency Collateralized Mortgage Obligation |
| GNMI SF 710719 X                                   | 2039-07-15      | 5.5000%  | 0.0000% | $88463.00          | $1320.67           | Agency Mortgage-Backed Securities         |
| GNMI SF 569899 X                                   | 2032-06-15      | 6.5000%  | 0.0000% | $2071729.00        | $2441.04           | Agency Mortgage-Backed Securities         |
| GNMI SF 606285 X                                   | 2036-05-15      | 5.0000%  | 0.0000% | $344376.00         | $2174.67           | Agency Mortgage-Backed Securities         |
| GNII SF 003039 M                                   | 2031-02-20      | 6.5000%  | 0.0000% | $1500000.00        | $999.04            | Agency Mortgage-Backed Securities         |
| GNII SF 003132 M                                   | 2031-09-20      | 6.0000%  | 0.0000% | $50000.00          | $101.39            | Agency Mortgage-Backed Securities         |
| GNMI SF 757366 X                                   | 2041-03-15      | 5.0000%  | 0.0000% | $53723.00          | $4499.21           | Agency Mortgage-Backed Securities         |
| GNII SF 003228 M                                   | 2032-04-20      | 6.5000%  | 0.0000% | $100000.00         | $200.24            | Agency Mortgage-Backed Securities         |
| GNII SF 004115 M                                   | 2038-04-20      | 6.0000%  | 0.0000% | $315000.00         | $4164.70           | Agency Mortgage-Backed Securities         |
| GNMI SF AB2392 X                                   | 2043-04-15      | 3.0000%  | 0.0000% | $21000.00          | $2546.57           | Agency Mortgage-Backed Securities         |
| GNMI SP 781299 X                                   | 2031-06-15      | 6.5000%  | 0.0000% | $1016726.00        | $1104.45           | Agency Mortgage-Backed Securities         |
| GNMI SF 716813 X                                   | 2039-04-15      | 5.0000%  | 0.0000% | $141439.00         | $2319.00           | Agency Mortgage-Backed Securities         |
| GNMI SF 588010 X                                   | 2032-07-15      | 6.5000%  | 0.0000% | $1999920.00        | $1680.56           | Agency Mortgage-Backed Securities         |
| MNRA CL002A2 R25M002                               | 2030-04-25      | 4.6200%  | 0.0000% | $28941000.00       | $29576959.20       | Agency Collateralized Mortgage Obligation |
| GNMI SF 732938 X                                   | 2040-01-15      | 5.0000%  | 0.0000% | $100000.00         | $3939.21           | Agency Mortgage-Backed Securities         |
| GNII SF 003295 M                                   | 2032-10-20      | 5.5000%  | 0.0000% | $200000.00         | $1080.02           | Agency Mortgage-Backed Securities         |
| GNRA 2019-05 YF                                    | 2049-01-20      | 4.5000%  | 0.0000% | $100000000.00      | $14389704.26       | Agency Collateralized Mortgage Obligation |
| GNII SF 003612 M                                   | 2034-09-20      | 6.5000%  | 0.0000% | $40000.00          | $449.02            | Agency Mortgage-Backed Securities         |
| GNMI SP 782958 X                                   | 2040-05-15      | 5.0000%  | 0.0000% | $125000.00         | $3331.83           | Agency Mortgage-Backed Securities         |
| GNII SF 004222 M                                   | 2038-08-20      | 6.0000%  | 0.0000% | $500000.00         | $4520.49           | Agency Mortgage-Backed Securities         |
| GNII SF 003284 M                                   | 2032-09-20      | 5.5000%  | 0.0000% | $75000.00          | $277.58            | Agency Mortgage-Backed Securities         |
| GNMI SP 781811 X                                   | 2034-10-15      | 5.0000%  | 0.0000% | $225000.00         | $3446.16           | Agency Mortgage-Backed Securities         |

### Security 257: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 4.360000%
- **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: ARP1AAHC4, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: ARP1AAHC4
- **C.18 - Value (incl. sponsor support):** $91000000.00
- **C.18.a - Value (excl. sponsor support):** $91000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **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 DL9095 C | 2055-08-20      | 6.5000%  | 0.0000% | $15921665.00       | $16445289.65       | Agency Mortgage-Backed Securities |
| GNII SF MB0093 M | 2054-09-20      | 6.0000%  | 0.0000% | $4105590.00        | $4039210.56        | Agency Mortgage-Backed Securities |
| GNII SF DF4989 C | 2054-12-20      | 5.0000%  | 0.0000% | $17360667.00       | $17145629.93       | Agency Mortgage-Backed Securities |
| GNII SF DE5818 C | 2054-12-20      | 7.0000%  | 0.0000% | $5953737.00        | $6315869.31        | Agency Mortgage-Backed Securities |
| GNII SF DM1628 C | 2055-08-20      | 6.0000%  | 0.0000% | $16401732.00       | $16921579.43       | Agency Mortgage-Backed Securities |
| GNII SF DI6445 C | 2055-05-20      | 5.5000%  | 0.0000% | $15305055.00       | $15621838.27       | Agency Mortgage-Backed Securities |
| GNII SF DI5975 C | 2055-06-20      | 6.5000%  | 0.0000% | $16951025.00       | $17478969.91       | Agency Mortgage-Backed Securities |

### Security 258: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1ABNZ4, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP1ABNZ4
- **C.18 - Value (incl. sponsor support):** $194000000.00
- **C.18.a - Value (excl. sponsor support):** $194000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **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 | 2026-01-31      | 4.3884%  | 0.0000% | $200.00            | $200.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $400.00            | $264.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 3.8750%  | 0.0000% | $1700900.00        | $1557774.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | 0.0000% | $200.00            | $195.03            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $1000.00           | $1015.69           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $37655200.00       | $39486721.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $223300.00         | $227081.97         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $13599200.00       | $13399183.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 4.0000%  | 0.0000% | $344000.00         | $344313.29         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $100.00            | $111.61            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 2.7500%  | 0.0000% | $1700.00           | $1675.43           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 0.6250%  | 0.0000% | $221600.00         | $299755.99         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $45997900.00       | $43046208.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-15      | 0.1250%  | 0.0000% | $20214900.00       | $23616182.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $1300600.00        | $1109205.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $5718400.00        | $4467356.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $351900.00         | $456097.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | 0.0000% | $300.00            | $290.73            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $100.00            | $89.66             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $254400.00         | $340808.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $200.00            | $132.32            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $1592000.00        | $1526751.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $100.00            | $80.15             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $1057800.00        | $501520.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $22728600.00       | $21500401.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 1.0000%  | 0.0000% | $88200.00          | $83707.65          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | 0.0000% | $50500.00          | $40942.46          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $39121500.00       | $29052302.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $3711500.00        | $2038648.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $100.00            | $83.04             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $200.00            | $161.93            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $400.00            | $193.28            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $100.00            | $55.03             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $100.00            | $101.86            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 2.3750%  | 0.0000% | $100.00            | $96.73             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $2399800.00        | $2471397.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $7955200.00        | $8236651.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $3999100.00        | $4072286.92        | U.S. Treasuries (including strips) |

### Security 259: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 4.350000%
- **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: ARP1ACFO6, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: ARP1ACFO6
- **C.18 - Value (incl. sponsor support):** $243000000.00
- **C.18.a - Value (excl. sponsor support):** $243000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF DL4688 C | 2055-08-20      | 5.5000%  | 0.0000% | $1306779.00        | $1325132.42        | Agency Mortgage-Backed Securities |
| GNII SF DL4545 C | 2055-08-20      | 6.5000%  | 0.0000% | $1328103.00        | $1396849.01        | Agency Mortgage-Backed Securities |
| GNII SF DL1347 C | 2055-08-20      | 6.5000%  | 0.0000% | $1155110.00        | $1214334.29        | Agency Mortgage-Backed Securities |
| GNII SF CO5097 C | 2052-07-20      | 4.5000%  | 0.0000% | $1373736.00        | $1272736.43        | Agency Mortgage-Backed Securities |
| GNII SF AY6447 C | 2047-02-20      | 4.0000%  | 0.0000% | $6392716.00        | $1148339.59        | Agency Mortgage-Backed Securities |
| GNII SF DL2592 C | 2055-08-20      | 5.5000%  | 0.0000% | $1330859.00        | $1360699.23        | Agency Mortgage-Backed Securities |
| GNII SF DJ5574 C | 2055-04-20      | 5.5000%  | 0.0000% | $1119269.00        | $1141566.38        | Agency Mortgage-Backed Securities |
| GNII SF DJ8364 C | 2055-07-20      | 5.5000%  | 0.0000% | $1128867.00        | $1136935.16        | Agency Mortgage-Backed Securities |
| GNII SF DK0079 C | 2055-06-20      | 5.5000%  | 0.0000% | $1455869.00        | $1478818.14        | Agency Mortgage-Backed Securities |
| GNII SF DJ6736 C | 2055-05-20      | 5.5000%  | 0.0000% | $1384563.00        | $1406674.51        | Agency Mortgage-Backed Securities |
| GNII SF DK2497 C | 2055-05-20      | 7.0000%  | 0.0000% | $1196071.00        | $1251183.32        | Agency Mortgage-Backed Securities |
| GNII SF DK5709 C | 2055-07-20      | 6.5000%  | 0.0000% | $1106894.00        | $1153154.94        | Agency Mortgage-Backed Securities |
| GNII SF DK9222 C | 2055-07-20      | 7.0000%  | 0.0000% | $1087157.00        | $1133602.34        | Agency Mortgage-Backed Securities |
| GNII SF DI4326 C | 2055-04-20      | 7.0000%  | 0.0000% | $1350970.00        | $1420217.83        | Agency Mortgage-Backed Securities |
| GNII SF DI4030 C | 2055-04-20      | 5.5000%  | 0.0000% | $1384946.00        | $1413230.98        | Agency Mortgage-Backed Securities |
| GNII SF DI3795 C | 2055-02-20      | 7.0000%  | 0.0000% | $1424918.00        | $1470549.85        | Agency Mortgage-Backed Securities |
| GNII SF DI4325 C | 2055-04-20      | 6.5000%  | 0.0000% | $1187413.00        | $1250390.93        | Agency Mortgage-Backed Securities |
| GNII SF DI9407 C | 2055-04-20      | 7.0000%  | 0.0000% | $1346472.00        | $1412446.59        | Agency Mortgage-Backed Securities |
| GNII SF DI6686 C | 2055-03-20      | 7.0000%  | 0.0000% | $1306241.00        | $1368668.26        | Agency Mortgage-Backed Securities |
| GNII SF DI9693 C | 2055-06-20      | 6.0000%  | 0.0000% | $1159722.00        | $1207351.04        | Agency Mortgage-Backed Securities |
| GNII SF DI6776 C | 2055-03-20      | 7.0000%  | 0.0000% | $1099890.00        | $1149116.24        | Agency Mortgage-Backed Securities |
| GNII SF CY7215 C | 2054-02-20      | 8.0000%  | 0.0000% | $1145111.00        | $1208783.08        | Agency Mortgage-Backed Securities |
| GNII SF DL3681 C | 2055-07-20      | 5.5000%  | 0.0000% | $1225646.00        | $1254412.08        | Agency Mortgage-Backed Securities |
| GNII SF DM1561 C | 2055-08-20      | 6.5000%  | 0.0000% | $1088906.00        | $1124852.48        | Agency Mortgage-Backed Securities |
| GNII SF DC9228 C | 2054-11-20      | 5.0000%  | 0.0000% | $1192722.00        | $1174238.87        | Agency Mortgage-Backed Securities |
| GNII SF DM3288 C | 2055-08-20      | 6.5000%  | 0.0000% | $1067103.00        | $1115931.03        | Agency Mortgage-Backed Securities |
| GNII SF CG9118 C | 2052-04-20      | 3.5000%  | 0.0000% | $1524136.00        | $1112405.57        | Agency Mortgage-Backed Securities |
| GNII SF DJ1495 C | 2055-05-20      | 7.0000%  | 0.0000% | $1465082.00        | $1533001.28        | Agency Mortgage-Backed Securities |
| GNII SF DJ2947 C | 2055-07-20      | 6.5000%  | 0.0000% | $1075816.00        | $1130431.99        | Agency Mortgage-Backed Securities |
| GNII SF DK6538 C | 2055-07-20      | 5.5000%  | 0.0000% | $1194332.00        | $1214659.49        | Agency Mortgage-Backed Securities |
| GNII SF DK6537 C | 2055-07-20      | 5.5000%  | 0.0000% | $1446002.00        | $1468694.12        | Agency Mortgage-Backed Securities |
| GNII SF DK7152 C | 2055-06-20      | 5.0000%  | 0.0000% | $1262793.00        | $1259856.39        | Agency Mortgage-Backed Securities |
| GNII SF DH0270 C | 2055-01-20      | 5.0000%  | 0.0000% | $1410300.00        | $1281204.29        | Agency Mortgage-Backed Securities |
| GNII SF DL1334 C | 2055-08-20      | 6.0000%  | 0.0000% | $1448297.00        | $1494200.29        | Agency Mortgage-Backed Securities |
| GNII SF DL1274 C | 2055-08-20      | 6.0000%  | 0.0000% | $1282113.00        | $1323694.06        | Agency Mortgage-Backed Securities |
| GNII SF DH6942 C | 2055-03-20      | 7.0000%  | 0.0000% | $1060748.00        | $1115651.12        | Agency Mortgage-Backed Securities |
| GNII SF DK9848 C | 2055-08-20      | 5.5000%  | 0.0000% | $1097215.00        | $1124115.18        | Agency Mortgage-Backed Securities |
| GNMI SF CO1908 X | 2052-08-15      | 6.0000%  | 0.0000% | $1335844.00        | $1352913.75        | Agency Mortgage-Backed Securities |
| GNII SF DL2312 C | 2055-06-20      | 5.5000%  | 0.0000% | $1280145.00        | $1309413.75        | Agency Mortgage-Backed Securities |
| GNII SF DA9626 C | 2054-04-20      | 5.0000%  | 0.0000% | $1500464.00        | $1468188.27        | Agency Mortgage-Backed Securities |
| GNII SF DL1350 C | 2055-08-20      | 6.5000%  | 0.0000% | $1101025.00        | $1151809.29        | Agency Mortgage-Backed Securities |
| GNII SF DK2866 C | 2055-06-20      | 6.5000%  | 0.0000% | $1054558.00        | $1113451.22        | Agency Mortgage-Backed Securities |
| GNII SF DM0228 C | 2055-08-20      | 6.5000%  | 0.0000% | $1093821.00        | $1141190.62        | Agency Mortgage-Backed Securities |
| GNII SF DL9119 C | 2055-08-20      | 6.0000%  | 0.0000% | $1179449.00        | $1231306.62        | Agency Mortgage-Backed Securities |
| GNII SF DL8795 C | 2055-08-20      | 5.5000%  | 0.0000% | $1471577.00        | $1489072.25        | Agency Mortgage-Backed Securities |
| GNII SF DK3136 C | 2055-08-20      | 6.0000%  | 0.0000% | $1221381.00        | $1272320.73        | Agency Mortgage-Backed Securities |
| GNII SF DK0508 C | 2055-05-20      | 7.0000%  | 0.0000% | $1097266.00        | $1155131.83        | Agency Mortgage-Backed Securities |
| GNII SF DK3119 C | 2055-08-20      | 6.5000%  | 0.0000% | $1083638.00        | $1136406.35        | Agency Mortgage-Backed Securities |
| GNII SF DK7153 C | 2055-05-20      | 5.0000%  | 0.0000% | $1238616.00        | $1232243.05        | Agency Mortgage-Backed Securities |
| GNII SF DD7947 C | 2054-09-20      | 5.5000%  | 0.0000% | $1445200.00        | $1511640.58        | Agency Mortgage-Backed Securities |
| GNII SF DK3120 C | 2055-08-20      | 6.5000%  | 0.0000% | $1474300.00        | $1539954.35        | Agency Mortgage-Backed Securities |
| GNII SF DK2253 C | 2055-07-20      | 6.5000%  | 0.0000% | $290547.00         | $302642.46         | Agency Mortgage-Backed Securities |
| GNII SF DM0225 C | 2055-08-20      | 6.5000%  | 0.0000% | $1431392.00        | $1492498.92        | Agency Mortgage-Backed Securities |
| GNII SF DL8018 C | 2055-08-20      | 6.0000%  | 0.0000% | $1244902.00        | $1282400.52        | Agency Mortgage-Backed Securities |
| GNII SF DL4548 C | 2055-08-20      | 6.5000%  | 0.0000% | $1102241.00        | $1149298.49        | Agency Mortgage-Backed Securities |
| GNII SF DE2379 C | 2055-05-20      | 7.0000%  | 0.0000% | $1179923.00        | $1231868.44        | Agency Mortgage-Backed Securities |
| GNII SF DF4244 C | 2054-10-20      | 4.5000%  | 0.0000% | $1196000.00        | $1129642.85        | Agency Mortgage-Backed Securities |
| GNII SF DF4790 C | 2054-10-20      | 6.5000%  | 0.0000% | $1666829.00        | $1461163.37        | Agency Mortgage-Backed Securities |
| GNII SF DL9106 C | 2055-08-20      | 6.0000%  | 0.0000% | $1128010.00        | $1177607.10        | Agency Mortgage-Backed Securities |
| GNII SF DI6103 C | 2055-04-20      | 7.0000%  | 0.0000% | $1088047.00        | $1143990.85        | Agency Mortgage-Backed Securities |
| GNII SF DB9404 C | 2054-04-20      | 8.0000%  | 0.0000% | $1557876.00        | $1338380.87        | Agency Mortgage-Backed Securities |
| GNII SF DL9003 C | 2055-08-20      | 6.5000%  | 0.0000% | $1320553.00        | $1382595.96        | Agency Mortgage-Backed Securities |
| GNII SF DM3843 C | 2055-08-20      | 6.5000%  | 0.0000% | $1425806.00        | $1491918.57        | Agency Mortgage-Backed Securities |
| GNII SF DE0271 C | 2054-12-20      | 5.5000%  | 0.0000% | $1119105.00        | $1136835.51        | Agency Mortgage-Backed Securities |
| GNII SF DL7618 C | 2055-08-20      | 7.0000%  | 0.0000% | $1424452.00        | $1504216.25        | Agency Mortgage-Backed Securities |
| GNII SF DL9004 C | 2055-08-20      | 6.5000%  | 0.0000% | $1131154.00        | $1182219.45        | Agency Mortgage-Backed Securities |
| GNII SF DM1567 C | 2055-08-20      | 6.0000%  | 0.0000% | $1197977.00        | $1235947.68        | Agency Mortgage-Backed Securities |
| GNII SF DL2142 C | 2055-07-20      | 7.5000%  | 0.0000% | $1087930.00        | $1159766.46        | Agency Mortgage-Backed Securities |
| GNII SF DL1315 C | 2055-08-20      | 6.5000%  | 0.0000% | $1442631.00        | $1508861.55        | Agency Mortgage-Backed Securities |
| GNII SF DK7154 C | 2055-06-20      | 5.0000%  | 0.0000% | $1543512.00        | $1534942.86        | Agency Mortgage-Backed Securities |
| GNII SF DL1348 C | 2055-08-20      | 6.5000%  | 0.0000% | $1061581.00        | $1116010.97        | Agency Mortgage-Backed Securities |
| GNII SF DK9608 C | 2055-08-20      | 6.5000%  | 0.0000% | $1212417.00        | $1268636.24        | Agency Mortgage-Backed Securities |
| GNII SF DL3587 C | 2055-08-20      | 6.5000%  | 0.0000% | $1145044.00        | $1206558.69        | Agency Mortgage-Backed Securities |
| GNII SF CV5777 C | 2053-12-20      | 8.0000%  | 0.0000% | $2823573.00        | $1311946.24        | Agency Mortgage-Backed Securities |
| GNII SF DK6370 C | 2055-06-20      | 6.0000%  | 0.0000% | $1123920.00        | $1170132.33        | Agency Mortgage-Backed Securities |
| GNII SF DK9754 C | 2055-08-20      | 6.5000%  | 0.0000% | $1092507.00        | $1139150.01        | Agency Mortgage-Backed Securities |
| GNII SF CN9840 C | 2039-01-20      | 6.5000%  | 0.0000% | $1550765.00        | $1344192.88        | Agency Mortgage-Backed Securities |
| GNII SF DL2091 C | 2055-07-20      | 5.5000%  | 0.0000% | $1251130.00        | $1267428.71        | Agency Mortgage-Backed Securities |
| GNII SF DL2125 C | 2055-08-20      | 6.5000%  | 0.0000% | $1203273.00        | $1270861.51        | Agency Mortgage-Backed Securities |
| GNII SF DL4834 C | 2055-08-20      | 5.5000%  | 0.0000% | $1332204.00        | $1364864.02        | Agency Mortgage-Backed Securities |
| GNII SF DK6704 C | 2055-06-20      | 7.0000%  | 0.0000% | $1432407.00        | $1506328.11        | Agency Mortgage-Backed Securities |
| GNII SF DH4956 C | 2055-06-20      | 5.5000%  | 0.0000% | $1234363.00        | $1250475.00        | Agency Mortgage-Backed Securities |
| GNII SF DJ1541 C | 2055-04-20      | 7.0000%  | 0.0000% | $1137995.00        | $1189977.59        | Agency Mortgage-Backed Securities |
| GNII SF DK9586 C | 2055-07-20      | 5.5000%  | 0.0000% | $1218281.00        | $1244982.79        | Agency Mortgage-Backed Securities |
| GNII SF DI0025 C | 2055-03-20      | 7.0000%  | 0.0000% | $1074848.00        | $1122875.55        | Agency Mortgage-Backed Securities |
| GNII SF DL1219 C | 2055-08-20      | 5.5000%  | 0.0000% | $1409962.00        | $1431989.52        | Agency Mortgage-Backed Securities |
| GNII SF DI0500 C | 2055-02-20      | 5.5000%  | 0.0000% | $1497829.00        | $1524268.41        | Agency Mortgage-Backed Securities |
| GNII SF BP7680 C | 2049-11-20      | 3.5000%  | 0.0000% | $3958757.00        | $1384740.36        | Agency Mortgage-Backed Securities |
| GNII SF DJ7804 C | 2055-05-20      | 7.0000%  | 0.0000% | $1225209.00        | $1284648.44        | Agency Mortgage-Backed Securities |
| GNII SF DK0023 C | 2055-05-20      | 7.0000%  | 0.0000% | $1423199.00        | $1489187.26        | Agency Mortgage-Backed Securities |
| GNII SF DJ4760 C | 2055-05-20      | 5.5000%  | 0.0000% | $1431566.00        | $1447063.49        | Agency Mortgage-Backed Securities |
| GNII SF DJ3781 C | 2055-04-20      | 6.0000%  | 0.0000% | $1437340.00        | $1493801.71        | Agency Mortgage-Backed Securities |
| GNII SF DK0353 C | 2055-05-20      | 7.0000%  | 0.0000% | $1117387.00        | $1174719.31        | Agency Mortgage-Backed Securities |
| GNII SF DK3232 C | 2055-08-20      | 6.5000%  | 0.0000% | $1185396.00        | $1235995.29        | Agency Mortgage-Backed Securities |
| GNII SF DK3118 C | 2055-08-20      | 6.5000%  | 0.0000% | $1219878.00        | $1284367.53        | Agency Mortgage-Backed Securities |
| GNII SF DJ1505 C | 2055-05-20      | 5.5000%  | 0.0000% | $1512017.00        | $1544029.83        | Agency Mortgage-Backed Securities |
| GNII SF DJ9894 C | 2055-07-20      | 5.5000%  | 0.0000% | $1156960.00        | $1183425.82        | Agency Mortgage-Backed Securities |
| GNII SF DJ8264 C | 2055-08-20      | 5.5000%  | 0.0000% | $1317937.00        | $1336447.13        | Agency Mortgage-Backed Securities |
| GNII SF DJ8263 C | 2055-08-20      | 5.5000%  | 0.0000% | $1239140.00        | $1256543.45        | Agency Mortgage-Backed Securities |
| GNII SF BP5492 C | 2049-12-20      | 3.5000%  | 0.0000% | $2049265.00        | $1125265.11        | Agency Mortgage-Backed Securities |
| GNII SF BE6814 C | 2048-02-20      | 4.0000%  | 0.0000% | $8702573.00        | $1497869.45        | Agency Mortgage-Backed Securities |
| GNII SF MA6868 M | 2050-09-20      | 4.0000%  | 0.0000% | $4722646.00        | $1299949.30        | Agency Mortgage-Backed Securities |
| GNII SF MA7989 M | 2052-04-20      | 3.5000%  | 0.0000% | $1902000.00        | $1344945.36        | Agency Mortgage-Backed Securities |
| GNII SF DK7112 C | 2055-07-20      | 6.5000%  | 0.0000% | $1442894.00        | $1503259.18        | Agency Mortgage-Backed Securities |
| GNII SF DH4737 C | 2055-06-20      | 5.5000%  | 0.0000% | $1534960.00        | $1558965.79        | Agency Mortgage-Backed Securities |
| GNII SF DF8867 C | 2055-02-20      | 7.0000%  | 0.0000% | $1287415.00        | $1342003.87        | Agency Mortgage-Backed Securities |
| GNII SF DH6944 C | 2055-03-20      | 7.0000%  | 0.0000% | $1306665.00        | $1374732.33        | Agency Mortgage-Backed Securities |
| GNII SF DI0064 C | 2055-04-20      | 5.5000%  | 0.0000% | $1495861.00        | $1510317.96        | Agency Mortgage-Backed Securities |
| GNII SF DL3504 C | 2055-07-20      | 7.0000%  | 0.0000% | $1139835.00        | $1183263.03        | Agency Mortgage-Backed Securities |
| GNII SF DI5690 C | 2055-03-20      | 7.0000%  | 0.0000% | $1451086.00        | $1534994.68        | Agency Mortgage-Backed Securities |
| GNII SF DL1351 C | 2055-08-20      | 6.5000%  | 0.0000% | $1131128.00        | $1179419.88        | Agency Mortgage-Backed Securities |
| GNII SF MA9306 M | 2053-10-20      | 6.0000%  | 0.0000% | $2090000.00        | $1454846.87        | Agency Mortgage-Backed Securities |
| GNII SF CZ5330 C | 2055-08-20      | 6.0000%  | 0.0000% | $1185768.00        | $1242998.70        | Agency Mortgage-Backed Securities |
| GNII SF CU1021 C | 2053-06-20      | 5.5000%  | 0.0000% | $1296487.00        | $1290290.24        | Agency Mortgage-Backed Securities |
| GNII SF DA3155 C | 2055-03-20      | 7.0000%  | 0.0000% | $1489760.00        | $1556058.79        | Agency Mortgage-Backed Securities |
| GNII SF DI5688 C | 2055-03-20      | 6.0000%  | 0.0000% | $1486283.00        | $1543939.68        | Agency Mortgage-Backed Securities |
| GNII SF DI6721 C | 2055-04-20      | 6.0000%  | 0.0000% | $1129942.00        | $1163148.36        | Agency Mortgage-Backed Securities |
| GNII SF DI0401 C | 2055-03-20      | 7.0000%  | 0.0000% | $1113012.00        | $1165038.65        | Agency Mortgage-Backed Securities |
| GNII SF DI4108 C | 2055-05-20      | 5.5000%  | 0.0000% | $1244377.00        | $1271022.31        | Agency Mortgage-Backed Securities |
| GNII SF DJ2122 C | 2055-05-20      | 7.0000%  | 0.0000% | $1063280.00        | $1115106.11        | Agency Mortgage-Backed Securities |
| GNII SF DM0882 C | 2055-08-20      | 5.5000%  | 0.0000% | $1189742.00        | $1209455.76        | Agency Mortgage-Backed Securities |
| GNII SF DL8563 C | 2055-07-20      | 6.0000%  | 0.0000% | $1363274.00        | $1406482.52        | Agency Mortgage-Backed Securities |
| GNII SF DM1621 C | 2055-08-20      | 6.0000%  | 0.0000% | $1325003.00        | $1387251.20        | Agency Mortgage-Backed Securities |
| GNII SF DM1531 C | 2055-08-20      | 5.5000%  | 0.0000% | $1244824.00        | $1268211.48        | Agency Mortgage-Backed Securities |
| GNII SF DG2640 C | 2055-02-20      | 5.5000%  | 0.0000% | $1332657.00        | $1354381.38        | Agency Mortgage-Backed Securities |
| GNII SF DG4291 C | 2055-03-20      | 7.0000%  | 0.0000% | $1466475.00        | $1544063.99        | Agency Mortgage-Backed Securities |
| GNII SF DH1554 C | 2055-01-20      | 5.5000%  | 0.0000% | $1508006.00        | $1534042.86        | Agency Mortgage-Backed Securities |
| GNII SF DE9663 C | 2054-09-20      | 6.5000%  | 0.0000% | $1390390.00        | $1502555.79        | Agency Mortgage-Backed Securities |
| GNII SF DH3060 C | 2055-02-20      | 6.5000%  | 0.0000% | $1219339.00        | $1272852.17        | Agency Mortgage-Backed Securities |
| GNII SF DH7493 C | 2055-04-20      | 7.0000%  | 0.0000% | $1132701.00        | $1188042.25        | Agency Mortgage-Backed Securities |
| GNII SF DH4978 C | 2055-07-20      | 6.5000%  | 0.0000% | $1092160.00        | $1137740.12        | Agency Mortgage-Backed Securities |
| GNII SF DH4354 C | 2055-02-20      | 5.5000%  | 0.0000% | $1171723.00        | $1192651.70        | Agency Mortgage-Backed Securities |
| GNII SF CZ1367 C | 2054-04-20      | 8.0000%  | 0.0000% | $1148082.00        | $1215780.57        | Agency Mortgage-Backed Securities |
| GNII SF DG0770 C | 2054-12-20      | 5.5000%  | 0.0000% | $1160928.00        | $1179726.97        | Agency Mortgage-Backed Securities |
| GNII SF DI4110 C | 2055-05-20      | 5.5000%  | 0.0000% | $1512649.00        | $1543388.32        | Agency Mortgage-Backed Securities |
| GNII SF DI7918 C | 2055-04-20      | 7.0000%  | 0.0000% | $1175244.00        | $1230451.30        | Agency Mortgage-Backed Securities |
| GNII SF DI9604 C | 2055-05-20      | 6.5000%  | 0.0000% | $1353627.00        | $1431665.18        | Agency Mortgage-Backed Securities |
| GNII SF DI8829 C | 2055-08-20      | 5.5000%  | 0.0000% | $1345538.00        | $1364435.78        | Agency Mortgage-Backed Securities |
| GNII SF DI9406 C | 2055-03-20      | 7.0000%  | 0.0000% | $1163500.00        | $1222162.34        | Agency Mortgage-Backed Securities |
| GNII SF DH2107 C | 2055-06-20      | 5.5000%  | 0.0000% | $1325728.00        | $1345074.02        | Agency Mortgage-Backed Securities |
| GNII SF DF7553 C | 2054-11-20      | 6.0000%  | 0.0000% | $1288939.00        | $1322044.01        | Agency Mortgage-Backed Securities |
| GNII SF CS3886 C | 2036-06-20      | 6.5000%  | 0.0000% | $1398749.00        | $1155179.15        | Agency Mortgage-Backed Securities |
| GNII SF DJ8666 C | 2055-05-20      | 6.5000%  | 0.0000% | $1295289.00        | $1364934.03        | Agency Mortgage-Backed Securities |
| GNII SF DB0644 C | 2054-03-20      | 6.5000%  | 0.0000% | $3098209.00        | $1458331.15        | Agency Mortgage-Backed Securities |
| GNII SF DA2130 C | 2054-03-20      | 6.5000%  | 0.0000% | $5995135.00        | $1476845.55        | Agency Mortgage-Backed Securities |
| GNII SF DI8828 C | 2055-08-20      | 5.5000%  | 0.0000% | $1239790.00        | $1257202.58        | Agency Mortgage-Backed Securities |
| GNII SF DL6929 C | 2055-08-20      | 6.5000%  | 0.0000% | $1292222.00        | $1347390.26        | Agency Mortgage-Backed Securities |
| GNII SF DK5650 C | 2055-06-20      | 5.5000%  | 0.0000% | $1354332.00        | $1370578.75        | Agency Mortgage-Backed Securities |
| GNII SF DK0813 C | 2055-08-20      | 6.5000%  | 0.0000% | $1205403.00        | $1267571.12        | Agency Mortgage-Backed Securities |
| GNII SF DG0910 C | 2054-12-20      | 5.5000%  | 0.0000% | $1323721.00        | $1344453.90        | Agency Mortgage-Backed Securities |
| GNII SF DI1593 C | 2055-04-20      | 7.0000%  | 0.0000% | $1386615.00        | $1459426.59        | Agency Mortgage-Backed Securities |
| GNII SF DH4739 C | 2055-06-20      | 5.5000%  | 0.0000% | $1169432.00        | $1186401.83        | Agency Mortgage-Backed Securities |
| GNII SF DI1588 C | 2055-04-20      | 7.0000%  | 0.0000% | $1798639.00        | $1506608.21        | Agency Mortgage-Backed Securities |
| GNII SF DI4111 C | 2055-05-20      | 5.5000%  | 0.0000% | $1442927.00        | $1469893.95        | Agency Mortgage-Backed Securities |
| GNII SF DI6648 C | 2055-03-20      | 7.0000%  | 0.0000% | $1281520.00        | $1338610.56        | Agency Mortgage-Backed Securities |
| GNII SF DI9501 C | 2055-04-20      | 6.0000%  | 0.0000% | $1233485.00        | $1282095.09        | Agency Mortgage-Backed Securities |
| GNII SF DI6913 C | 2055-03-20      | 7.0000%  | 0.0000% | $1063275.00        | $1114533.69        | Agency Mortgage-Backed Securities |
| GNII SF DJ1539 C | 2055-04-20      | 7.0000%  | 0.0000% | $1099058.00        | $1158582.77        | Agency Mortgage-Backed Securities |
| GNII SF DK2517 C | 2055-06-20      | 6.0000%  | 0.0000% | $1388714.00        | $1444752.05        | Agency Mortgage-Backed Securities |
| GNII SF DK3113 C | 2055-08-20      | 6.5000%  | 0.0000% | $1233459.00        | $1274177.40        | Agency Mortgage-Backed Securities |
| GNII SF DH7492 C | 2055-04-20      | 7.0000%  | 0.0000% | $1153223.00        | $1211817.71        | Agency Mortgage-Backed Securities |
| GNII SF DG4399 C | 2054-12-20      | 5.0000%  | 0.0000% | $1321211.00        | $1309763.83        | Agency Mortgage-Backed Securities |
| GNII SF DJ1513 C | 2055-05-20      | 7.0000%  | 0.0000% | $1431421.00        | $1504800.75        | Agency Mortgage-Backed Securities |
| GNII SF DJ5316 C | 2055-07-20      | 6.0000%  | 0.0000% | $1254627.00        | $1309838.95        | Agency Mortgage-Backed Securities |
| GNII SF DJ4152 C | 2055-04-20      | 7.0000%  | 0.0000% | $1130534.00        | $1190368.20        | Agency Mortgage-Backed Securities |
| GNII SF DJ4176 C | 2055-04-20      | 7.0000%  | 0.0000% | $1137070.00        | $1188831.91        | Agency Mortgage-Backed Securities |
| GNII SF DI6647 C | 2055-03-20      | 7.0000%  | 0.0000% | $1136809.00        | $1192464.34        | Agency Mortgage-Backed Securities |
| GNII SF DL1319 C | 2055-08-20      | 5.5000%  | 0.0000% | $1445341.00        | $1465918.00        | Agency Mortgage-Backed Securities |
| GNII SF DI4109 C | 2055-05-20      | 5.5000%  | 0.0000% | $1418064.00        | $1446755.51        | Agency Mortgage-Backed Securities |
| GNII SF DI8814 C | 2055-08-20      | 6.5000%  | 0.0000% | $1081246.00        | $1127408.24        | Agency Mortgage-Backed Securities |
| GNII SF DI4200 C | 2055-06-20      | 5.5000%  | 0.0000% | $1354163.00        | $1374219.79        | Agency Mortgage-Backed Securities |
| GNII SF DI7834 C | 2055-04-20      | 6.0000%  | 0.0000% | $1219448.00        | $1261252.16        | Agency Mortgage-Backed Securities |
| GNII SF CB2964 C | 2051-04-20      | 3.5000%  | 0.0000% | $2513808.00        | $1388561.28        | Agency Mortgage-Backed Securities |
| GNII SF DJ2071 C | 2055-03-20      | 7.0000%  | 0.0000% | $1093748.00        | $1142455.29        | Agency Mortgage-Backed Securities |
| GNII SF DL8112 C | 2055-08-20      | 6.5000%  | 0.0000% | $1465265.00        | $1523332.80        | Agency Mortgage-Backed Securities |
| GNII SF DF2077 C | 2055-08-20      | 6.5000%  | 0.0000% | $1414682.00        | $1483747.56        | Agency Mortgage-Backed Securities |
| GNII SF DL8994 C | 2055-08-20      | 5.5000%  | 0.0000% | $1278127.00        | $1309462.56        | Agency Mortgage-Backed Securities |
| GNII SF DL9111 C | 2055-08-20      | 6.0000%  | 0.0000% | $1345106.00        | $1404248.52        | Agency Mortgage-Backed Securities |
| GNII SF DL8121 C | 2055-08-20      | 6.5000%  | 0.0000% | $1189118.00        | $1249358.19        | Agency Mortgage-Backed Securities |
| GNII SF MB0428 M | 2055-06-20      | 7.5000%  | 0.0000% | $1501381.00        | $1565574.16        | Agency Mortgage-Backed Securities |
| GNII SF DI3042 C | 2055-06-20      | 7.0000%  | 0.0000% | $1135257.00        | $1177683.85        | Agency Mortgage-Backed Securities |
| GNII SF DH5523 C | 2055-02-20      | 5.5000%  | 0.0000% | $1386934.00        | $1410291.84        | Agency Mortgage-Backed Securities |
| GNII SF DJ0215 C | 2055-03-20      | 7.0000%  | 0.0000% | $1234848.00        | $1324965.80        | Agency Mortgage-Backed Securities |
| GNII SF DE1921 C | 2054-09-20      | 7.0000%  | 0.0000% | $1405819.00        | $1447501.72        | Agency Mortgage-Backed Securities |
| GNII SF DJ2464 C | 2055-04-20      | 7.0000%  | 0.0000% | $1442020.00        | $1514130.68        | Agency Mortgage-Backed Securities |
| GNII SF DJ0249 C | 2055-04-20      | 6.5000%  | 0.0000% | $1397856.00        | $1477747.91        | Agency Mortgage-Backed Securities |
| GNII SF DK7549 C | 2055-08-20      | 5.5000%  | 0.0000% | $1428649.00        | $1455094.40        | Agency Mortgage-Backed Securities |
| GNII SF DK8111 C | 2055-08-20      | 7.0000%  | 0.0000% | $1229131.00        | $1291576.32        | Agency Mortgage-Backed Securities |
| GNII SF DJ1494 C | 2055-05-20      | 7.0000%  | 0.0000% | $1374210.00        | $1445741.36        | Agency Mortgage-Backed Securities |
| GNII SF DH3102 C | 2055-02-20      | 7.0000%  | 0.0000% | $1136750.00        | $1186879.45        | Agency Mortgage-Backed Securities |
| GNII SF DJ1540 C | 2055-04-20      | 7.0000%  | 0.0000% | $1308795.00        | $1386011.43        | Agency Mortgage-Backed Securities |
| GNII SF CR9728 C | 2053-12-20      | 8.0000%  | 0.0000% | $1336973.00        | $1196415.81        | Agency Mortgage-Backed Securities |

### Security 260: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** GOLDMAN SACHS & CO LLC 4.380000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AHQP0, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP1AHQP0
- **C.18 - Value (incl. sponsor support):** $785000000.00
- **C.18.a - Value (excl. sponsor support):** $785000000.00
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2031-08-31      | 3.7500%  | 0.0000% | $96294200.00       | $97711284.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 4.5000%  | 0.0000% | $99743600.00       | $102633602.09      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | 0.0000% | $128719000.00      | $120892566.22      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $251616800.00      | $249999940.64      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 3.0000%  | 0.0000% | $129004900.00      | $99409409.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $127908000.00      | $130053253.53      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** FICC - BANK OF NEW YORK 4.400000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AIOJ4, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1AIOJ4
- **C.18 - Value (incl. sponsor support):** $382000000.00
- **C.18.a - Value (excl. sponsor support):** $382000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $196286600.00      | $190955306.57      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.8750%  | 0.0000% | $5841700.00        | $5984582.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $202788500.00      | $198647148.79      | U.S. Treasuries (including strips) |

### Security 262: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 4.380000%
- **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: ARP1AJ2Z0, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: ARP1AJ2Z0
- **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:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 05.000 CLCB8667 | 2054-06-01      | 5.0000%  | 0.0000% | $5655098.00        | $5020371.45        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS9813 | 2047-06-01      | 3.5000%  | 0.0000% | $36442591.00       | $11563558.93       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBE7472 | 2047-02-01      | 3.5000%  | 0.0000% | $35075513.00       | $12918826.61       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV7999 | 2052-08-01      | 5.0000%  | 0.0000% | $9085872.00        | $6303660.37        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS7022 | 2046-04-01      | 4.0000%  | 0.0000% | $157796547.00      | $26750267.06       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC2987 | 2054-10-01      | 6.0000%  | 0.0000% | $9147887.00        | $8410510.20        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8520 | 2054-05-01      | 5.0000%  | 0.0000% | $17527451.00       | $16056649.14       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL2158 | 2042-04-01      | 3.5000%  | 0.0000% | $88577740.00       | $11284119.46       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4599 | 2053-03-01      | 5.5000%  | 0.0000% | $15537000.00       | $13606203.81       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB4440 | 2054-08-01      | 6.0000%  | 0.0000% | $8111274.00        | $7644415.95        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC3459 | 2054-09-01      | 6.0000%  | 0.0000% | $7678811.00        | $7405256.65        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX6019 | 2053-02-01      | 5.5000%  | 0.0000% | $30594046.00       | $23809344.25       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8160 | 2054-03-01      | 6.0000%  | 0.0000% | $49042437.00       | $43487728.56       | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLMA4209 | 2050-12-01      | 1.5000%  | 0.0000% | $99228701.00       | $54797075.99       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD0846 | 2055-01-01      | 6.5000%  | 0.0000% | $2759630.00        | $2724181.53        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE0751 | 2055-06-01      | 6.0000%  | 0.0000% | $25031032.00       | $24129922.16       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB7084 | 2053-09-01      | 4.5000%  | 0.0000% | $30522267.00       | $26891509.59       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBC9209 | 2046-08-01      | 3.5000%  | 0.0000% | $1137591.00        | $216451.96         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBV9887 | 2052-05-01      | 3.5000%  | 0.0000% | $4408080.00        | $2419193.88        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL890587 | 2042-05-01      | 4.5000%  | 0.0000% | $44900000.00       | $4311879.86        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO7534 | 2050-02-01      | 3.0000%  | 0.0000% | $19999820.00       | $5429367.00        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBT8046 | 2053-01-01      | 5.5000%  | 0.0000% | $7981175.00        | $7569119.07        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBU4130 | 2053-09-01      | 6.5000%  | 0.0000% | $3066276.00        | $2558444.80        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDA0348 | 2053-10-01      | 5.5000%  | 0.0000% | $1819121.00        | $1808692.17        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB4430 | 2042-02-01      | 3.5000%  | 0.0000% | $17067379.00       | $2461184.93        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM3778 | 2047-12-01      | 3.5000%  | 0.0000% | $42740000.00       | $11599773.15       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3253 | 2052-04-01      | 3.5000%  | 0.0000% | $39072065.00       | $26512791.68       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6085 | 2053-04-01      | 6.0000%  | 0.0000% | $3870000.00        | $3263103.18        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE1721 | 2055-06-01      | 6.0000%  | 0.0000% | $10491342.00       | $10752603.57       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAK6313 | 2042-03-01      | 3.5000%  | 0.0000% | $17391044.00       | $1995099.52        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9077 | 2054-08-01      | 6.0000%  | 0.0000% | $63083925.00       | $60100110.59       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA0544 | 2047-10-01      | 4.0000%  | 0.0000% | $109247138.00      | $23084522.84       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFA1532 | 2052-04-01      | 2.0000%  | 0.0000% | $38024000.00       | $30136998.24       | Agency Mortgage-Backed Securities |

### Security 263: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 4.370000%
- **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: ARP1AJ3U0, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1AJ3U0
- **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:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **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? 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 | 2026-11-15      | 6.5000%  | 0.0000% | $15200.00          | $16025.74          | U.S. Treasuries (including strips)        |
| GNRM 2020-166 CA       | 2050-11-20      | 1.0000%  | 0.0000% | $290000.00         | $128257.63         | Agency Collateralized Mortgage Obligation |
| GNRA 2019-49 FA        | 2049-04-20      | 4.9049%  | 0.0000% | $20000000.00       | $3995529.93        | Agency Collateralized Mortgage Obligation |
| GNRM 2020-146 YK       | 2050-10-20      | 1.0000%  | 0.0000% | $335000.00         | $132643.89         | Agency Collateralized Mortgage Obligation |
| GNRM 2018-68 PA        | 2048-08-20      | 4.0000%  | 0.0000% | $600000.00         | $201688.13         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-115 LA       | 2051-08-20      | 4.5000%  | 0.0000% | $3704972.00        | $3656997.84        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | 0.0000% | $836100.00         | $813026.79         | U.S. Treasuries (including strips)        |
| GNRM 2025-043 CA       | 2050-07-20      | 5.0000%  | 0.0000% | $2963729.00        | $2872470.87        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-097 MA       | 2046-02-20      | 5.5000%  | 0.0000% | $46320835.00       | $46618653.99       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2026-11-15      | 4.6250%  | 0.0000% | $300.00            | $306.81            | U.S. Treasuries (including strips)        |
| GNRM 2021-107 EY       | 2051-06-20      | 2.0000%  | 0.0000% | $461439.00         | $264460.18         | Agency Collateralized Mortgage Obligation |
| GNRM 2015-162 BE       | 2043-09-20      | 2.2500%  | 0.0000% | $11050000.00       | $242665.21         | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2026-11-15      | 2.0000%  | 0.0000% | $100.00            | $98.46             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | 0.0000% | $9549300.00        | $9338488.72        | U.S. Treasuries (including strips)        |
| GNRM 2025-136 BQ       | 2051-09-20      | 4.7500%  | 0.0000% | $35412003.00       | $35477247.65       | Agency Collateralized Mortgage Obligation |
| GNRM 2003-76 TG        | 2033-09-20      | 5.5000%  | 0.0000% | $1000000.00        | $244189.04         | Agency Collateralized Mortgage Obligation |
| GNRM 2012-108 KA       | 2042-08-16      | 1.5000%  | 0.0000% | $1000000.00        | $115946.75         | Agency Collateralized Mortgage Obligation |
| GNRA 2019-98 F         | 2049-08-20      | 3.5000%  | 0.0000% | $3361200.00        | $385380.75         | Agency Collateralized Mortgage Obligation |
| GNRM 2019-18 TP        | 2049-02-20      | 3.5000%  | 0.0000% | $700000.00         | $510511.31         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-115 HE       | 2051-06-20      | 5.0000%  | 0.0000% | $56907431.00       | $57039036.81       | Agency Collateralized Mortgage Obligation |
| GNRA 2019-45 FL        | 2049-04-20      | 4.5000%  | 0.0000% | $3885984.00        | $597793.25         | Agency Collateralized Mortgage Obligation |
| GNRM 2016-121 AV       | 2045-05-20      | 4.0000%  | 0.0000% | $3962728.00        | $924550.44         | Agency Collateralized Mortgage Obligation |
| GNRM 2021-089 EY       | 2051-05-20      | 1.5000%  | 0.0000% | $705496.00         | $361950.96         | Agency Collateralized Mortgage Obligation |
| GNRM 2003-60 CE        | 2033-07-16      | 5.0000%  | 0.0000% | $5615000.00        | $1210787.20        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-115 GV       | 2036-07-20      | 5.0000%  | 0.0000% | $11893420.00       | $11960454.08       | Agency Collateralized Mortgage Obligation |
| GNRA 2019-43 FD        | 2049-04-20      | 4.0000%  | 0.0000% | $150000000.00      | $32122636.03       | Agency Collateralized Mortgage Obligation |
| GNRM 2019-43 PL        | 2049-04-20      | 3.0000%  | 0.0000% | $936000.00         | $186267.43         | Agency Collateralized Mortgage Obligation |
| GNRM 2020-127 LP       | 2050-06-20      | 1.5000%  | 0.0000% | $1797663.00        | $646177.44         | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $40820200.00       | $41467152.00       | U.S. Treasuries (including strips)        |

### Security 264: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** GOLDMAN SACHS & CO LLC 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AJ5R5, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP1AJ5R5
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **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? 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 | 2027-10-31      | 0.5000%  | 0.0000% | $15300000.00       | $14332397.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 0.5000%  | 0.0000% | $67148800.00       | $63446632.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-01-15      | 1.1250%  | 0.0000% | $237328000.00      | $249999515.23      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $53441100.00       | $35550134.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $144252000.00      | $146671372.62      | U.S. Treasuries (including strips) |

### Security 265: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** GOLDMAN SACHS & CO LLC 4.370000%
- **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: ARP1AJ5S3, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP1AJ5S3
- **C.18 - Value (incl. sponsor support):** $1935000000.00
- **C.18.a - Value (excl. sponsor support):** $1935000000.00
- **C.19 - Percentage of Net Assets:** 2.3300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRM 2021-078 LA     | 2051-05-20      | 1.0000%  | 0.0000% | $1000000.00        | $373378.69         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-099 FD     | 2055-06-20      | 5.3950%  | 0.0000% | $25000000.00       | $24977873.57       | Agency Collateralized Mortgage Obligation |
| GNMI SF 704591 X     | 2039-06-15      | 5.5000%  | 0.0000% | $5107056.00        | $201066.66         | Agency Mortgage-Backed Securities         |
| GNRA 2024-146 KF     | 2054-09-20      | 5.4450%  | 0.0000% | $100000000.00      | $97577689.12       | Agency Collateralized Mortgage Obligation |
| GNPL PN CL2712       | 2057-06-15      | 2.6300%  | 0.0000% | $1948406.00        | $1651015.20        | Agency Mortgage-Backed Securities         |
| GNRA 2024-143 FA     | 2054-09-20      | 5.4950%  | 0.0000% | $100000000.00      | $86970292.10       | Agency Collateralized Mortgage Obligation |
| GNPL PN CP7212       | 2057-10-15      | 3.8300%  | 0.0000% | $26358800.00       | $24157985.40       | Agency Mortgage-Backed Securities         |
| GNMI SF AE8309 X     | 2044-04-15      | 4.0000%  | 0.0000% | $27032000.00       | $1668559.11        | Agency Mortgage-Backed Securities         |
| GNRM 2017-93 YE      | 2046-07-20      | 3.0000%  | 0.0000% | $125000.00         | $108940.17         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-183 FD     | 2054-11-20      | 5.9950%  | 0.0000% | $30000000.00       | $25173188.23       | Agency Collateralized Mortgage Obligation |
| GNII SF DH3666 C     | 2055-05-20      | 5.0000%  | 0.0000% | $4083184.00        | $4046140.37        | Agency Mortgage-Backed Securities         |
| GNMI SF 768613 X     | 2041-06-15      | 4.2900%  | 0.0000% | $170000.00         | $15561.14          | Agency Mortgage-Backed Securities         |
| GNII SF AA6042 C     | 2043-01-20      | 3.0000%  | 0.0000% | $1249398.00        | $109497.95         | Agency Mortgage-Backed Securities         |
| GNII SF DH3119 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1693818.00        | $1768409.84        | Agency Mortgage-Backed Securities         |
| GNPL PN CM4396       | 2057-10-15      | 3.8000%  | 0.0000% | $5183250.00        | $4745115.24        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFA1889 | 2048-09-01      | 4.5000%  | 0.0000% | $87692288.00       | $84634799.61       | Agency Mortgage-Backed Securities         |
| GNRA 2023-156 GK     | 2064-01-16      | 3.5000%  | 0.0000% | $103626752.00      | $92843078.18       | Agency Collateralized Mortgage Obligation |
| GNII SF MA3638 M     | 2031-05-20      | 2.5000%  | 0.0000% | $155694.00         | $14624.37          | Agency Mortgage-Backed Securities         |
| GNII SF DI3766 C     | 2055-08-20      | 6.0000%  | 0.0000% | $1525142.00        | $1573480.87        | Agency Mortgage-Backed Securities         |
| GNII SF MA7590 M     | 2051-09-20      | 3.0000%  | 0.0000% | $335156736.00      | $192151992.54      | Agency Mortgage-Backed Securities         |
| GNPL PN CF7694       | 2057-06-15      | 3.8100%  | 0.0000% | $1677284.00        | $1533308.48        | Agency Mortgage-Backed Securities         |
| GNPL PN CL2730       | 2057-06-15      | 2.6600%  | 0.0000% | $3460316.00        | $2938424.27        | Agency Mortgage-Backed Securities         |
| GNPL PN CS8166       | 2058-04-15      | 4.9200%  | 0.0000% | $10273599.00       | $10159032.49       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8532 | 2055-05-01      | 5.0000%  | 0.0000% | $25419840.00       | $24701954.90       | Agency Mortgage-Backed Securities         |
| GNRM 2013-071 NA     | 2041-08-20      | 2.5000%  | 0.0000% | $2175000.00        | $113949.98         | Agency Collateralized Mortgage Obligation |
| GNRA 2012-114 A      | 2053-01-16      | 2.1000%  | 0.0000% | $1100000.00        | $167301.18         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-029 B      | 2065-02-16      | 3.5000%  | 0.0000% | $3013596.00        | $2178679.90        | Agency Collateralized Mortgage Obligation |
| GNRA 2010-147 PF     | 2040-05-20      | 4.8049%  | 0.0000% | $109951437.00      | $1305567.58        | Agency Collateralized Mortgage Obligation |
| GNRM 2018-62 BH      | 2057-09-16      | 2.7500%  | 0.0000% | $737312.00         | $462261.36         | Agency Collateralized Mortgage Obligation |
| GNRA 2021-153 FA     | 2061-08-16      | 4.0000%  | 0.0000% | $50000000.00       | $41594318.73       | Agency Collateralized Mortgage Obligation |
| GNII SF DL7857 C     | 2055-08-20      | 5.5000%  | 0.0000% | $1117984.00        | $1135821.19        | Agency Mortgage-Backed Securities         |
| GNPL PN CM4402       | 2057-12-15      | 4.4200%  | 0.0000% | $1409700.00        | $1344688.48        | Agency Mortgage-Backed Securities         |
| GNII SF DJ2924 C     | 2055-07-20      | 5.5000%  | 0.0000% | $5202520.00        | $5324576.45        | Agency Mortgage-Backed Securities         |
| GNII SF DH7684 C     | 2055-02-20      | 6.0000%  | 0.0000% | $7195224.00        | $7376201.92        | Agency Mortgage-Backed Securities         |
| GNII SF MA8801 M     | 2053-04-20      | 5.5000%  | 0.0000% | $282776064.00      | $214491890.20      | Agency Mortgage-Backed Securities         |
| GNRA 2023-124 GH     | 2064-09-16      | 3.2500%  | 0.0000% | $108592768.00      | $93152409.05       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-116 BY     | 2055-07-20      | 5.0000%  | 0.0000% | $17265632.00       | $16665304.06       | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLMA5138 | 2053-09-01      | 5.5000%  | 0.0000% | $288884736.00      | $243058485.88      | Agency Mortgage-Backed Securities         |
| GNMI SF 757044 X     | 2040-12-15      | 4.0000%  | 0.0000% | $246057.00         | $26394.62          | Agency Mortgage-Backed Securities         |
| GNII SF 759449 C     | 2041-01-20      | 4.0000%  | 0.0000% | $580000.00         | $64359.88          | Agency Mortgage-Backed Securities         |
| GNRA 2024-160 NF     | 2054-10-20      | 5.2950%  | 0.0000% | $69773000.00       | $63581535.46       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-140 DA     | 2064-11-16      | 4.0000%  | 0.0000% | $123495680.00      | $112514816.03      | Agency Collateralized Mortgage Obligation |
| GNII SF DG9353 C     | 2055-03-20      | 6.5000%  | 0.0000% | $772000.00         | $804013.09         | Agency Mortgage-Backed Securities         |
| GNPL PN DA8484       | 2059-04-15      | 5.5300%  | 0.0000% | $11632000.00       | $12038552.11       | Agency Mortgage-Backed Securities         |
| GNPL PN CZ7782       | 2059-05-15      | 5.7100%  | 0.0000% | $4919050.00        | $5147420.66        | Agency Mortgage-Backed Securities         |
| GNRM 2021-017 MB     | 2061-01-16      | 1.2500%  | 0.0000% | $729230.00         | $252863.58         | Agency Collateralized Mortgage Obligation |
| GNII SF DK4696 C     | 2055-06-20      | 5.5000%  | 0.0000% | $5804472.00        | $5893666.74        | Agency Mortgage-Backed Securities         |
| GNPL PN CO4458       | 2064-06-15      | 3.7800%  | 0.0000% | $2884796.00        | $2635888.63        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX8505 | 2055-03-01      | 6.5000%  | 0.0000% | $31652224.00       | $27630708.25       | Agency Mortgage-Backed Securities         |
| GNII SF DI3640 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1717858.00        | $1785180.04        | Agency Mortgage-Backed Securities         |
| GNRM 2025-058 LB     | 2066-06-16      | 4.5000%  | 0.0000% | $3001840.00        | $2573063.18        | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLQY5808 | 2055-06-01      | 6.0000%  | 0.0000% | $45500736.00       | $45939601.61       | Agency Mortgage-Backed Securities         |
| GNPL PN AT8555       | 2057-10-15      | 4.0700%  | 0.0000% | $21312440.00       | $19839548.00       | Agency Mortgage-Backed Securities         |
| GNRM 2024-198 DB     | 2054-12-20      | 5.0000%  | 0.0000% | $11840176.00       | $11352785.68       | Agency Collateralized Mortgage Obligation |
| GNRM 2022-058 A      | 2039-09-16      | 2.0000%  | 0.0000% | $2829372.00        | $2247145.62        | Agency Collateralized Mortgage Obligation |
| GNRM 2018-73 CA      | 2049-04-16      | 3.0000%  | 0.0000% | $370000.00         | $72973.38          | Agency Collateralized Mortgage Obligation |
| GNII SF DF7075 C     | 2054-10-20      | 5.0000%  | 0.0000% | $1114458.00        | $1100453.96        | Agency Mortgage-Backed Securities         |
| GNRM 2008-017 BN     | 2038-02-20      | 5.0000%  | 0.0000% | $26000000.00       | $463364.80         | Agency Collateralized Mortgage Obligation |
| GNRM 2022-013 AH     | 2053-05-16      | 1.5000%  | 0.0000% | $25000000.00       | $18432098.92       | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CTSC0692 | 2044-11-01      | 5.5000%  | 0.0000% | $187512320.00      | $185719088.44      | Agency Mortgage-Backed Securities         |
| GNMI SF 752072 X     | 2040-12-15      | 4.0000%  | 0.0000% | $1000000.00        | $77590.67          | Agency Mortgage-Backed Securities         |
| GNRA 2024-198 FC     | 2054-12-20      | 5.7750%  | 0.0000% | $100000000.00      | $83972919.88       | Agency Collateralized Mortgage Obligation |
| GNII SF DJ3036 C     | 2055-08-20      | 6.0000%  | 0.0000% | $25380128.00       | $26301392.81       | Agency Mortgage-Backed Securities         |
| GNII SF DI7764 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1655808.00        | $1692324.08        | Agency Mortgage-Backed Securities         |
| GNPL PN CA1768       | 2057-06-15      | 3.2300%  | 0.0000% | $30145760.00       | $26483629.99       | Agency Mortgage-Backed Securities         |
| GNMI SF AO3608 X     | 2045-08-15      | 4.0000%  | 0.0000% | $528000.00         | $37266.56          | Agency Mortgage-Backed Securities         |
| GNRA 2025-065 JF     | 2055-04-20      | 5.5950%  | 0.0000% | $9450000.00        | $9245820.25        | Agency Collateralized Mortgage Obligation |
| GNII SF MA5594 M     | 2048-11-20      | 3.5000%  | 0.0000% | $1679000.00        | $206383.38         | Agency Mortgage-Backed Securities         |
| GNII SF DF5246 C     | 2054-11-20      | 5.5000%  | 0.0000% | $752098.00         | $754398.07         | Agency Mortgage-Backed Securities         |

### Security 266: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 4.370000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AJ7U6, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP1AJ7U6
- **C.18 - Value (incl. sponsor support):** $520000000.00
- **C.18.a - Value (excl. sponsor support):** $520000000.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $28278400.00       | $13663842.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | 0.0000% | $9500.00           | $7601.95           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-30      | 0.0000%  | 0.0000% | $16778700.00       | $16666651.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $92300.00          | $94572.05          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.7500%  | 0.0000% | $41800.00          | $42537.54          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $2057100.00        | $2120931.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $1246100.00        | $1008918.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $125300.00         | $153966.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 1.0000%  | 0.0000% | $271400.00         | $257576.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 0.2500%  | 0.0000% | $1291000.00        | $919721.04         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $43113800.00       | $48118067.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $43400.00          | $41905.00          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $775200.00         | $463806.79         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $625600.00         | $560882.73         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $100.00            | $104.05            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $4000000.00        | $4044390.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $69000.00          | $53904.52          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $2280400.00        | $2042781.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $1706100.00        | $2285586.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $1904900.00        | $1848501.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-04      | 0.0000%  | 0.0000% | $3698100.00        | $3659624.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-15      | 4.2500%  | 0.0000% | $1980700.00        | $2034429.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $666200.00         | $726617.92         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $46500.00          | $47470.79          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $36688000.00       | $37369375.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 2.5000%  | 0.0000% | $100.00            | $99.19             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $928400.00         | $879870.77         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | 0.0000% | $100.00            | $70.42             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-11-15      | 2.8750%  | 0.0000% | $42700.00          | $31393.01          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $846800.00         | $478295.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-15      | 4.6250%  | 0.0000% | $7608500.00        | $7794660.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $117668100.00      | $118378359.95      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 0.8750%  | 0.0000% | $1283200.00        | $1227543.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $2841800.00        | $2931132.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | 0.0000% | $100.00            | $61.74             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $2198200.00        | $2238428.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $127007400.00      | $129158488.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $7366200.00        | $7612589.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 3.7500%  | 0.0000% | $604100.00         | $611586.87         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 0.8750%  | 0.0000% | $32286700.00       | $31392744.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $14612000.00       | $14750652.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $44999500.00       | $45426497.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-11      | 0.0000%  | 0.0000% | $1952200.00        | $1895219.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 3.3750%  | 0.0000% | $91400.00          | $75234.49          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | 0.0000% | $8607800.00        | $6861353.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $18841400.00       | $12465578.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $92300.00          | $61066.21          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-05-15      | 2.8750%  | 0.0000% | $1320300.00        | $943885.44         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-04      | 0.0000%  | 0.0000% | $3994500.00        | $3993561.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 3.7500%  | 0.0000% | $2907500.00        | $2957777.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-12      | 0.0000%  | 0.0000% | $100.00            | $99.20             | U.S. Treasuries (including strips) |

### Security 267: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 4.350000%
- **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: ARP1AK8F5, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: ARP1AK8F5
- **C.18 - Value (incl. sponsor support):** $479485000.00
- **C.18.a - Value (excl. sponsor support):** $479485000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-07-15      | 3.8750%  | 0.0000% | $354400.00         | $358680.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $2000.00           | $957.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $15136200.00       | $15267883.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.1250%  | 0.0000% | $805000.00         | $818438.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $300.00            | $303.04            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $800.00            | $793.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 0.3750%  | 0.0000% | $4000000.00        | $3952029.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $13839700.00       | $12961198.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | 0.0000% | $79980000.00       | $81846076.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $71500.00          | $63395.57          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $68929000.00       | $71205855.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 4.6250%  | 0.0000% | $5000000.00        | $5127768.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | 0.0000% | $87917000.00       | $85515287.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 0.3750%  | 0.0000% | $49586300.00       | $46435989.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $192613000.00      | $165933744.23      | U.S. Treasuries (including strips) |

### Security 268: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.350000%
- **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: ARP1AK8H1, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1AK8H1
- **C.18 - Value (incl. sponsor support):** $356000000.00
- **C.18.a - Value (excl. sponsor support):** $356000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **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? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAR 1G0608 G        | 2035-12-01      | 6.6030%  | 0.0000% | $13676523.00       | $100222.94         | Agency Mortgage-Backed Securities |
| FMAR 1J1380 G        | 2036-03-01      | 7.4030%  | 0.0000% | $330000.00         | $732.88            | Agency Mortgage-Backed Securities |
| FMAR 786668 G        | 2028-12-01      | 7.3090%  | 0.0000% | $78860802.00       | $118806.16         | Agency Mortgage-Backed Securities |
| FMAR 1J1433 G        | 2036-10-01      | 6.9370%  | 0.0000% | $18000000.00       | $89691.68          | Agency Mortgage-Backed Securities |
| FMAR 840955 G        | 2049-04-01      | 4.9560%  | 0.0000% | $5500000.00        | $638073.92         | Agency Mortgage-Backed Securities |
| FMAR 1G2604 G        | 2036-10-01      | 6.5670%  | 0.0000% | $4947327.00        | $38999.31          | Agency Mortgage-Backed Securities |
| FMAR 1N1582 G        | 2037-05-01      | 5.9800%  | 0.0000% | $3570000.00        | $25468.15          | Agency Mortgage-Backed Securities |
| FMAR 1G1850 G        | 2036-04-01      | 6.2400%  | 0.0000% | $70334541.00       | $158124.54         | Agency Mortgage-Backed Securities |
| FMAR 848595 G        | 2035-06-01      | 6.3950%  | 0.0000% | $5231621.00        | $369810.69         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WSAE0557 | 2038-12-01      | 6.9200%  | 0.0000% | $9009937.00        | $63805.08          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB888043 | 2036-08-01      | 6.7380%  | 0.0000% | $18250000.00       | $237329.30         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD924707 | 2036-09-01      | 6.6190%  | 0.0000% | $5596852.00        | $666138.33         | Agency Mortgage-Backed Securities |
| FKAR 05.030 WSWS3002 | 2038-05-01      | 5.0300%  | 0.0000% | $520000.00         | $521313.38         | Agency Mortgage-Backed Securities |
| FMAR 8C0269 G        | 2052-05-01      | 2.4870%  | 0.0000% | $265000.00         | $186794.09         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL8182 | 2046-02-01      | 6.7280%  | 0.0000% | $1019000.00        | $38241.19          | Agency Mortgage-Backed Securities |
| FMAR 1J2876 G        | 2037-09-01      | 7.5090%  | 0.0000% | $9995224.00        | $272927.55         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WE238575 | 2033-03-01      | 4.2050%  | 0.0000% | $4211814.00        | $10371.95          | Agency Mortgage-Backed Securities |
| FMAR 1G1649 G        | 2037-03-01      | 6.7750%  | 0.0000% | $18320000.00       | $51032.34          | Agency Mortgage-Backed Securities |
| FMAR 1N1463 G        | 2037-05-01      | 6.8560%  | 0.0000% | $3000000.00        | $14237.90          | Agency Mortgage-Backed Securities |
| FMAR 1N1417 G        | 2037-02-01      | 6.0900%  | 0.0000% | $12955902.00       | $33019.52          | Agency Mortgage-Backed Securities |
| FMAR 1Q0379 G        | 2037-11-01      | 6.9540%  | 0.0000% | $1385000.00        | $2712.31           | Agency Mortgage-Backed Securities |
| FMAR 781995 G        | 2034-10-01      | 6.9470%  | 0.0000% | $1500000.00        | $11718.47          | Agency Mortgage-Backed Securities |
| FMAR 1J1479 G        | 2037-02-01      | 7.1900%  | 0.0000% | $12107628.00       | $298470.40         | Agency Mortgage-Backed Securities |
| FMAR 1L0132 G        | 2035-07-01      | 6.2500%  | 0.0000% | $42316866.00       | $342508.89         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS679740 | 2039-07-01      | 7.3880%  | 0.0000% | $43350679.00       | $316013.19         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAM0762 | 2032-09-01      | 3.2900%  | 0.0000% | $10000.00          | $7072.78           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BZ0865 | 2031-04-01      | 5.2000%  | 0.0000% | $646000.00         | $672713.68         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ1076 | 2031-06-01      | 4.7300%  | 0.0000% | $6856000.00        | $7037395.29        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN5679 | 2027-07-01      | 3.0400%  | 0.0000% | $14637900.00       | $12166882.39       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4493 | 2030-08-01      | 4.7400%  | 0.0000% | $3500000.00        | $3595321.33        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1914850 | 2037-04-01      | 6.5950%  | 0.0000% | $77816.00          | $1456.63           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS6673 | 2032-10-01      | 4.2300%  | 0.0000% | $850000.00         | $845741.50         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOBU8798 | 2052-04-01      | 2.8750%  | 0.0000% | $1000000.00        | $748994.05         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4083 | 2030-06-01      | 4.5100%  | 0.0000% | $9350000.00        | $9523795.72        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS725639 | 2033-09-01      | 7.0870%  | 0.0000% | $500000.00         | $661.55            | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4426 | 2030-07-01      | 4.4700%  | 0.0000% | $6650000.00        | $6756005.44        | Agency Mortgage-Backed Securities |
| FMAR 849192 G        | 2043-12-01      | 7.1150%  | 0.0000% | $10652481.00       | $631279.86         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS313731 | 2029-01-01      | 4.5580%  | 0.0000% | $35843917.00       | $1034.42           | Agency Mortgage-Backed Securities |
| FKAR 03.200 WEWE5047 | 2040-09-01      | 3.2000%  | 0.0000% | $1000000.00        | $861180.32         | Agency Mortgage-Backed Securities |
| FMAR 1B4406 G        | 2039-08-01      | 7.6540%  | 0.0000% | $1045000.00        | $9696.50           | Agency Mortgage-Backed Securities |
| FMAR 1G1946 G        | 2037-05-01      | 6.1190%  | 0.0000% | $45971707.00       | $703786.80         | Agency Mortgage-Backed Securities |
| FMAR 1G2603 G        | 2036-10-01      | 6.3580%  | 0.0000% | $2475000.00        | $6966.74           | Agency Mortgage-Backed Securities |
| FMAR 1Q1104 G        | 2037-04-01      | 6.5400%  | 0.0000% | $180000.00         | $8052.07           | Agency Mortgage-Backed Securities |
| FMAR 1N0333 G        | 2036-12-01      | 6.3650%  | 0.0000% | $75000.00          | $2052.14           | Agency Mortgage-Backed Securities |
| FMAR 1G1834 G        | 2036-02-01      | 7.3200%  | 0.0000% | $24354966.00       | $102715.59         | Agency Mortgage-Backed Securities |
| FMAR 1B1150 G        | 2033-09-01      | 7.0960%  | 0.0000% | $4185000.00        | $15265.54          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WZ735653 | 2044-10-01      | 5.5080%  | 0.0000% | $699999.00         | $4666.74           | Agency Mortgage-Backed Securities |
| FKAR 04.450 WNWN2666 | 2031-06-01      | 4.4500%  | 0.0000% | $3238000.00        | $3270377.12        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB725731 | 2034-08-01      | 5.9060%  | 0.0000% | $5317000.00        | $24645.94          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS848390 | 2035-12-01      | 6.0090%  | 0.0000% | $1300000.00        | $6946.45           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN1243 | 2026-06-01      | 2.6400%  | 0.0000% | $155000.00         | $153132.77         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB658481 | 2033-09-01      | 5.9940%  | 0.0000% | $25000.00          | $995.45            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB725721 | 2034-06-01      | 6.4860%  | 0.0000% | $4485000.00        | $7957.00           | Agency Mortgage-Backed Securities |
| FMAR 1J1264 G        | 2036-02-01      | 6.6550%  | 0.0000% | $47302415.00       | $168643.26         | Agency Mortgage-Backed Securities |
| FMAR 847376 G        | 2034-12-01      | 6.4940%  | 0.0000% | $513000.00         | $1707.44           | Agency Mortgage-Backed Securities |
| FMAR 848568 G        | 2038-09-01      | 6.6330%  | 0.0000% | $1590000.00        | $49994.82          | Agency Mortgage-Backed Securities |
| FMAR 1L2609 G        | 2038-08-01      | 6.1800%  | 0.0000% | $8271708.00        | $81090.46          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAT1155 | 2043-09-01      | 7.1170%  | 0.0000% | $10349493.00       | $724406.66         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ0281 | 2029-01-01      | 4.9100%  | 0.0000% | $50000.00          | $51482.29          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN8305 | 2028-02-01      | 3.1300%  | 0.0000% | $5900000.00        | $5792575.42        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4423 | 2030-07-01      | 4.8900%  | 0.0000% | $1185000.00        | $1221674.96        | Agency Mortgage-Backed Securities |
| FKAR 04.000 WNWN0195 | 2040-05-01      | 4.0000%  | 0.0000% | $9240000.00        | $8420394.55        | Agency Mortgage-Backed Securities |
| FKAR 03.900 WAWA3194 | 2037-07-01      | 3.9000%  | 0.0000% | $2506432.00        | $2248221.62        | Agency Mortgage-Backed Securities |
| FMAR 972164 G        | 2035-01-01      | 6.6810%  | 0.0000% | $4675000.00        | $37827.85          | Agency Mortgage-Backed Securities |
| FMAR 410567 G        | 2027-10-01      | 7.3780%  | 0.0000% | $3262376.00        | $6813.48           | Agency Mortgage-Backed Securities |
| FMAR 1J1732 G        | 2037-06-01      | 6.6280%  | 0.0000% | $5190000.00        | $32794.18          | Agency Mortgage-Backed Securities |
| FMAR 1G1533 G        | 2037-02-01      | 6.6080%  | 0.0000% | $1260000.00        | $7544.61           | Agency Mortgage-Backed Securities |
| FMAR 1N0169 G        | 2036-07-01      | 6.3070%  | 0.0000% | $4800000.00        | $42579.96          | Agency Mortgage-Backed Securities |
| FMAR 2B5468 G        | 2046-07-01      | 6.3590%  | 0.0000% | $806000.00         | $97409.80          | Agency Mortgage-Backed Securities |
| FMAR 841880 G        | 2045-03-01      | 6.7360%  | 0.0000% | $1184360.00        | $1119584.70        | Agency Mortgage-Backed Securities |
| FMAR 1J0405 G        | 2037-05-01      | 6.5110%  | 0.0000% | $2120000.00        | $14091.74          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBM3845 | 2037-09-01      | 6.6590%  | 0.0000% | $334000.00         | $61964.41          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD804420 | 2034-12-01      | 6.4540%  | 0.0000% | $7500000.00        | $36533.25          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS679737 | 2040-04-01      | 7.6840%  | 0.0000% | $38350572.00       | $199729.93         | Agency Mortgage-Backed Securities |
| FKAR 04.450 WNWN1559 | 2030-11-01      | 4.4500%  | 0.0000% | $2642000.00        | $2676108.51        | Agency Mortgage-Backed Securities |
| FKAR 03.850 WEWE5057 | 2040-01-01      | 3.8500%  | 0.0000% | $17000000.00       | $15858525.55       | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS745445 | 2036-01-01      | 6.5220%  | 0.0000% | $500562.00         | $4025.83           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAI2591 | 2041-05-01      | 6.5000%  | 0.0000% | $30695706.00       | $7397.94           | Agency Mortgage-Backed Securities |
| FMAR 2B0973 G        | 2042-11-01      | 6.3950%  | 0.0000% | $925000.00         | $13619.65          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB795135 | 2034-10-01      | 6.3900%  | 0.0000% | $405000.00         | $2058.76           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WZ735654 | 2044-10-01      | 5.5080%  | 0.0000% | $400000.00         | $3265.88           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS924713 | 2033-08-01      | 5.1660%  | 0.0000% | $1769358.00        | $63967.70          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ1883 | 2034-09-01      | 4.2900%  | 0.0000% | $579000.00         | $570270.22         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4599 | 2030-08-01      | 4.7300%  | 0.0000% | $3360000.00        | $3445051.31        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODE2938 | 2055-07-01      | 5.0070%  | 0.0000% | $4826091.00        | $4855773.65        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WSBO9776 | 2049-03-01      | 4.3000%  | 0.0000% | $1374000.00        | $598515.13         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1947317 | 2037-10-01      | 7.5100%  | 0.0000% | $2960361.00        | $99569.11          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB920985 | 2036-12-01      | 6.2450%  | 0.0000% | $9000000.00        | $67791.76          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD820544 | 2035-05-01      | 6.1900%  | 0.0000% | $500000.00         | $713.62            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL5548 | 2038-05-01      | 6.6980%  | 0.0000% | $13000000.00       | $911939.30         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB745925 | 2036-09-01      | 6.6440%  | 0.0000% | $120000.00         | $2046.45           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS813714 | 2035-01-01      | 6.1940%  | 0.0000% | $470000.00         | $3844.61           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS735992 | 2032-09-01      | 7.1900%  | 0.0000% | $7719108.00        | $110983.11         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB810429 | 2034-12-01      | 6.5450%  | 0.0000% | $800000.00         | $2931.68           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBL4420 | 2029-10-01      | 2.1400%  | 0.0000% | $2300000.00        | $2107650.69        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL4349 | 2043-11-01      | 6.1780%  | 0.0000% | $5000000.00        | $144826.69         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS4030 | 2032-01-01      | 1.9600%  | 0.0000% | $400000.00         | $348477.81         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS555847 | 2033-09-01      | 5.6900%  | 0.0000% | $1500000.00        | $1687.13           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX YLAL3755 | 2038-02-01      | 5.0130%  | 0.0000% | $450000.00         | $9112.29           | Agency Mortgage-Backed Securities |
| FMAR 840291 G        | 2041-11-01      | 6.8900%  | 0.0000% | $3000000.00        | $186019.57         | Agency Mortgage-Backed Securities |
| FKAR 01.250 WNWN2052 | 2027-03-01      | 1.2500%  | 0.0000% | $4000000.00        | $3591648.45        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1995615 | 2037-10-01      | 6.1900%  | 0.0000% | $300000.00         | $978.36            | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4439 | 2030-07-01      | 4.1900%  | 0.0000% | $20312000.00       | $20415426.45       | Agency Mortgage-Backed Securities |
| FMAR 1G1999 G        | 2037-06-01      | 6.3680%  | 0.0000% | $260000.00         | $3184.66           | Agency Mortgage-Backed Securities |
| FMAR 847320 G        | 2033-04-01      | 6.6290%  | 0.0000% | $1000000.00        | $5197.67           | Agency Mortgage-Backed Securities |
| FMAR 1N1433 G        | 2037-02-01      | 6.1000%  | 0.0000% | $124000.00         | $1173.10           | Agency Mortgage-Backed Securities |
| FMAR 1B3940 G        | 2035-11-01      | 6.6760%  | 0.0000% | $2915956.00        | $32738.33          | Agency Mortgage-Backed Securities |
| FMAR 1N1447 G        | 2037-02-01      | 6.3200%  | 0.0000% | $1340000.00        | $5063.92           | Agency Mortgage-Backed Securities |
| FMAR 1N1440 G        | 2037-03-01      | 6.1850%  | 0.0000% | $125000.00         | $3539.23           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBM6064 | 2043-10-01      | 6.4730%  | 0.0000% | $6974000.00        | $604229.79         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOBM7782 | 2055-08-01      | 5.3660%  | 0.0000% | $82030504.00       | $82390200.66       | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB945032 | 2037-08-01      | 7.4360%  | 0.0000% | $333708.00         | $4735.07           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS924712 | 2034-09-01      | 5.6000%  | 0.0000% | $250000.00         | $9711.43           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBM6935 | 2049-07-01      | 3.4300%  | 0.0000% | $3764000.00        | $2348541.76        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBS9156 | 2030-08-01      | 4.4600%  | 0.0000% | $1000000.00        | $1017834.89        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1888763 | 2037-10-01      | 5.8650%  | 0.0000% | $2150000.00        | $11602.56          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1947501 | 2037-10-01      | 7.3850%  | 0.0000% | $1695500.00        | $59600.20          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN3240 | 2026-10-01      | 2.4500%  | 0.0000% | $6000000.00        | $4974343.40        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBM6188 | 2049-08-01      | 3.8150%  | 0.0000% | $10000000.00       | $970242.71         | Agency Mortgage-Backed Securities |
| FMAR 840698 G        | 2047-03-01      | 2.8120%  | 0.0000% | $9500000.00        | $1299728.10        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAM9431 | 2030-08-01      | 3.5800%  | 0.0000% | $1200000.00        | $1160537.33        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN2522 | 2026-10-01      | 2.2600%  | 0.0000% | $8100000.00        | $6539150.29        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBS8925 | 2028-07-01      | 4.2550%  | 0.0000% | $11790000.00       | $11905004.89       | Agency Mortgage-Backed Securities |
| FNAR XX.XXX AS070146 | 2029-01-01      | 4.5580%  | 0.0000% | $31774895.00       | $509.52            | Agency Mortgage-Backed Securities |
| FMAR 1J0453 G        | 2037-06-01      | 6.4950%  | 0.0000% | $360000.00         | $4836.95           | Agency Mortgage-Backed Securities |
| FMAR 782836 G        | 2034-11-01      | 6.5300%  | 0.0000% | $2700000.00        | $17619.70          | Agency Mortgage-Backed Securities |
| FMAR 841022 G        | 2049-05-01      | 6.5420%  | 0.0000% | $15800000.00       | $1056112.82        | Agency Mortgage-Backed Securities |
| FMAR 848777 G        | 2037-06-01      | 6.5500%  | 0.0000% | $12088248.00       | $133608.65         | Agency Mortgage-Backed Securities |
| FMAR 782870 G        | 2034-09-01      | 6.6540%  | 0.0000% | $447136.00         | $5455.39           | Agency Mortgage-Backed Securities |
| FMAR 781095 G        | 2033-11-01      | 6.5420%  | 0.0000% | $11250000.00       | $63217.80          | Agency Mortgage-Backed Securities |
| FMAR 1B1980 G        | 2034-04-01      | 7.0190%  | 0.0000% | $95000.00          | $696.37            | Agency Mortgage-Backed Securities |
| FMAR 1H1343 G        | 2036-08-01      | 7.6010%  | 0.0000% | $755000.00         | $2578.14           | Agency Mortgage-Backed Securities |
| FMAR 1Q0092 G        | 2036-03-01      | 6.4950%  | 0.0000% | $333657.00         | $3942.06           | Agency Mortgage-Backed Securities |
| FMAR 1L1312 G        | 2036-01-01      | 6.1880%  | 0.0000% | $3000000.00        | $6184.47           | Agency Mortgage-Backed Securities |
| FMAR 1G1471 G        | 2037-01-01      | 6.5880%  | 0.0000% | $500000.00         | $3432.29           | Agency Mortgage-Backed Securities |
| FMAR 1L2606 G        | 2036-11-01      | 7.1000%  | 0.0000% | $1680845.00        | $55253.44          | Agency Mortgage-Backed Securities |
| FMAR 8C1053 G        | 2055-06-01      | 5.7590%  | 0.0000% | $6974865.00        | $6909210.18        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BZ2664 | 2031-10-01      | 5.4400%  | 0.0000% | $500000.00         | $524985.76         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BS9877 | 2031-10-01      | 6.1200%  | 0.0000% | $1435000.00        | $1542732.05        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB823477 | 2035-02-01      | 6.1530%  | 0.0000% | $875000.00         | $17136.51          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB821697 | 2035-06-01      | 6.1970%  | 0.0000% | $3593000.00        | $26610.77          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS735643 | 2042-08-01      | 5.5080%  | 0.0000% | $200000.00         | $2333.65           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL0139 | 2039-02-01      | 6.7240%  | 0.0000% | $50000.00          | $791.23            | Agency Mortgage-Backed Securities |
| FMAR 840727 G        | 2047-12-01      | 6.7060%  | 0.0000% | $13307750.00       | $872130.17         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WDAL1991 | 2034-06-01      | 6.5270%  | 0.0000% | $9256885.00        | $509216.38         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LA255279 | 2034-04-01      | 6.7500%  | 0.0000% | $25000000.00       | $129978.18         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS984511 | 2038-01-01      | 6.2900%  | 0.0000% | $6527822.00        | $458568.23         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BS9382 | 2035-02-01      | 4.9200%  | 0.0000% | $2868000.00        | $2928135.27        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB900197 | 2036-10-01      | 7.5110%  | 0.0000% | $213359.00         | $3268.42           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ1226 | 2031-06-01      | 4.7650%  | 0.0000% | $6907000.00        | $7101736.72        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS6767 | 2032-10-01      | 4.2700%  | 0.0000% | $400000.00         | $382166.22         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4520 | 2030-08-01      | 4.7100%  | 0.0000% | $10035000.00       | $10303610.19       | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS485627 | 2028-11-01      | 6.5360%  | 0.0000% | $8400000.00        | $11745.62          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ3858 | 2032-06-01      | 4.7500%  | 0.0000% | $11982000.00       | $12293657.14       | Agency Mortgage-Backed Securities |
| FMAR 783015 G        | 2035-02-01      | 6.4350%  | 0.0000% | $4780000.00        | $48228.22          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ0294 | 2029-01-01      | 4.5700%  | 0.0000% | $50000.00          | $50998.57          | Agency Mortgage-Backed Securities |
| FMAR 782758 G        | 2036-11-01      | 6.8950%  | 0.0000% | $6250000.00        | $31739.84          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAD0482 | 2039-12-01      | 6.7140%  | 0.0000% | $1378000.00        | $20763.95          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBS8643 | 2030-06-01      | 4.4800%  | 0.0000% | $4950000.00        | $5035419.40        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB884760 | 2036-09-01      | 6.8080%  | 0.0000% | $4050000.00        | $24018.21          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS3801 | 2031-12-01      | 1.9000%  | 0.0000% | $50000.00          | $43841.34          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS8096 | 2033-04-01      | 4.7000%  | 0.0000% | $707000.00         | $713805.27         | Agency Mortgage-Backed Securities |
| FKAR 04.350 WSWS4018 | 2038-03-01      | 4.3500%  | 0.0000% | $5065353.00        | $4741574.06        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ0855 | 2029-04-01      | 4.5500%  | 0.0000% | $50000.00          | $51003.84          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ4589 | 2035-08-01      | 5.0500%  | 0.0000% | $5333000.00        | $5509521.12        | Agency Mortgage-Backed Securities |
| FMAR 841879 G        | 2054-09-01      | 6.1850%  | 0.0000% | $11095295.00       | $10049258.18       | Agency Mortgage-Backed Securities |
| FMAR 841938 G        | 2050-07-01      | 3.1600%  | 0.0000% | $5994124.00        | $5494056.95        | Agency Mortgage-Backed Securities |
| FMAR 1J0506 G        | 2037-07-01      | 6.5190%  | 0.0000% | $43516047.00       | $290996.96         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL1845 | 2039-06-01      | 6.4110%  | 0.0000% | $2144000.00        | $22857.05          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL1438 | 2042-02-01      | 6.6880%  | 0.0000% | $20000000.00       | $355976.79         | Agency Mortgage-Backed Securities |
| FMAR 847986 G        | 2031-06-01      | 5.6700%  | 0.0000% | $10647613.00       | $409994.29         | Agency Mortgage-Backed Securities |
| FMAR 841163 G        | 2050-05-01      | 3.6420%  | 0.0000% | $3536525.00        | $656234.14         | Agency Mortgage-Backed Securities |
| FMAR 841881 G        | 2051-01-01      | 2.2920%  | 0.0000% | $2077185.00        | $1765865.86        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOBM7682 | 2055-02-01      | 5.2590%  | 0.0000% | $11723868.00       | $11592913.79       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBL3653 | 2029-09-01      | 2.5600%  | 0.0000% | $75000.00          | $67068.00          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBS6891 | 2029-10-01      | 4.4300%  | 0.0000% | $170000.00         | $170739.01         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBS9744 | 2028-10-01      | 5.2800%  | 0.0000% | $2585000.00        | $2685315.23        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS7108 | 2032-12-01      | 4.8300%  | 0.0000% | $2000000.00        | $2018590.06        | Agency Mortgage-Backed Securities |
| FKAR 04.650 WSWS4019 | 2040-07-01      | 4.6500%  | 0.0000% | $918225.00         | $881551.91         | Agency Mortgage-Backed Securities |
| FKAR 04.250 WRWR1005 | 2030-04-01      | 4.2500%  | 0.0000% | $18708000.00       | $18804113.40       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4469 | 2030-07-01      | 4.4600%  | 0.0000% | $1884000.00        | $1910724.33        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1937595 | 2037-05-01      | 6.1100%  | 0.0000% | $4867292.00        | $55922.93          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1883056 | 2036-07-01      | 6.3880%  | 0.0000% | $7500000.00        | $134181.90         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB879052 | 2036-03-01      | 6.7860%  | 0.0000% | $615000.00         | $7113.24           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ3164 | 2035-02-01      | 5.1700%  | 0.0000% | $3313000.00        | $3444177.66        | Agency Mortgage-Backed Securities |
| FMAR 1Q1148 G        | 2037-05-01      | 6.4230%  | 0.0000% | $835000.00         | $12865.65          | Agency Mortgage-Backed Securities |
| FMAR 1G0626 G        | 2036-01-01      | 6.6030%  | 0.0000% | $13375620.00       | $33912.20          | Agency Mortgage-Backed Securities |
| FMAR 1G2127 G        | 2037-08-01      | 6.4100%  | 0.0000% | $20408134.00       | $154518.06         | Agency Mortgage-Backed Securities |
| FMAR 2B5130 G        | 2046-02-01      | 6.5730%  | 0.0000% | $610000.00         | $15729.01          | Agency Mortgage-Backed Securities |
| FMAR 2B6311 G        | 2047-07-01      | 6.2650%  | 0.0000% | $520000.00         | $10817.62          | Agency Mortgage-Backed Securities |
| FMAR 1Q1915 G        | 2040-06-01      | 6.6540%  | 0.0000% | $1562523.00        | $1515888.01        | Agency Mortgage-Backed Securities |
| FMAR 1J0358 G        | 2037-04-01      | 6.9250%  | 0.0000% | $1850000.00        | $5423.59           | Agency Mortgage-Backed Securities |
| FMAR 1J0244 G        | 2037-01-01      | 6.7960%  | 0.0000% | $5172478.00        | $43887.52          | Agency Mortgage-Backed Securities |
| FMAR 2B7150 G        | 2048-10-01      | 3.3800%  | 0.0000% | $8770024.00        | $250976.03         | Agency Mortgage-Backed Securities |
| FMAR 1H2617 G        | 2036-05-01      | 6.2500%  | 0.0000% | $22500000.00       | $53611.78          | Agency Mortgage-Backed Securities |
| FMAR 1Q0789 G        | 2038-05-01      | 6.8710%  | 0.0000% | $254700.00         | $557.05            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS735642 | 2042-08-01      | 5.5080%  | 0.0000% | $699998.00         | $10026.61          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB809986 | 2035-03-01      | 6.3260%  | 0.0000% | $2465000.00        | $13968.28          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS836464 | 2035-10-01      | 6.3670%  | 0.0000% | $5350000.00        | $39059.96          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB817509 | 2035-09-01      | 6.1630%  | 0.0000% | $26204766.00       | $342081.83         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ0571 | 2034-02-01      | 5.3000%  | 0.0000% | $846000.00         | $875280.61         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ0959 | 2040-05-01      | 5.5500%  | 0.0000% | $1900000.00        | $1986443.40        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BZ2890 | 2032-03-01      | 4.9500%  | 0.0000% | $500000.00         | $513118.68         | Agency Mortgage-Backed Securities |
| FMAR 1B2321 G        | 2035-09-01      | 7.3790%  | 0.0000% | $4475000.00        | $188761.02         | Agency Mortgage-Backed Securities |
| FMAR 848404 G        | 2036-06-01      | 6.4830%  | 0.0000% | $500000.00         | $17982.19          | Agency Mortgage-Backed Securities |
| FMAR 1Q1434 G        | 2040-09-01      | 6.7370%  | 0.0000% | $7900000.00        | $126765.06         | Agency Mortgage-Backed Securities |
| FMAR 1Q1467 G        | 2039-11-01      | 6.8380%  | 0.0000% | $795000.00         | $11083.60          | Agency Mortgage-Backed Securities |
| FMAR 1G1114 G        | 2035-09-01      | 7.4770%  | 0.0000% | $1675819.00        | $9321.16           | Agency Mortgage-Backed Securities |
| FMAR 1N1457 G        | 2037-01-01      | 6.2670%  | 0.0000% | $2742606.00        | $17627.58          | Agency Mortgage-Backed Securities |
| FMAR 1Q0317 G        | 2037-09-01      | 7.0080%  | 0.0000% | $18290445.00       | $177805.23         | Agency Mortgage-Backed Securities |
| FMAR 1J1378 G        | 2036-11-01      | 6.2650%  | 0.0000% | $2454700.00        | $24615.27          | Agency Mortgage-Backed Securities |

### Security 269: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** GOLDMAN SACHS & CO LLC 4.350000%
- **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: ARP1AKAN5, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP1AKAN5
- **C.18 - Value (incl. sponsor support):** $2008000000.00
- **C.18.a - Value (excl. sponsor support):** $2008000000.00
- **C.19 - Percentage of Net Assets:** 2.4200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 05.000 CLFS9102   | 2054-02-01      | 5.0000%  | 0.0000% | $64155000.00       | $57348767.89       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS1030   | 2052-03-01      | 3.0000%  | 0.0000% | $51918016.00       | $37143621.97       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS9126   | 2053-02-01      | 5.0000%  | 0.0000% | $72460288.00       | $65046217.57       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTMA5679   | 2045-04-01      | 5.5000%  | 0.0000% | $43695232.00       | $43204627.33       | Agency Mortgage-Backed Securities         |
| GNRM 2025-022 AB       | 2055-02-20      | 5.0000%  | 0.0000% | $12959700.00       | $12500316.08       | Agency Collateralized Mortgage Obligation |
| FNMS 05.000 CLBV1487   | 2055-04-01      | 5.0000%  | 0.0000% | $2561228.00        | $2391374.85        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CKBU0267   | 2051-09-01      | 2.5000%  | 0.0000% | $4394660.00        | $2352956.58        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAS4431   | 2045-02-01      | 4.5000%  | 0.0000% | $6838024.00        | $1585977.67        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAS0574   | 2043-09-01      | 5.0000%  | 0.0000% | $138720.00         | $6253.46           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS8658   | 2048-07-01      | 3.5000%  | 0.0000% | $35343936.00       | $29895451.93       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC0721   | 2055-07-01      | 6.0000%  | 0.0000% | $105225472.00      | $108625398.99      | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL888873   | 2037-08-01      | 6.5000%  | 0.0000% | $1135000.00        | $9317.82           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 GL932168   | 2039-09-01      | 4.0000%  | 0.0000% | $209551.00         | $12216.31          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB6753   | 2053-07-01      | 6.0000%  | 0.0000% | $2200000.00        | $1802229.81        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB1310   | 2051-08-01      | 2.0000%  | 0.0000% | $7783224.00        | $4895374.41        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY3603   | 2053-06-01      | 5.5000%  | 0.0000% | $3807056.00        | $3149204.40        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAE7364   | 2040-11-01      | 4.0000%  | 0.0000% | $638046.00         | $26071.99          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB3241   | 2052-04-01      | 3.0000%  | 0.0000% | $1025000.00        | $746012.84         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS5780   | 2053-08-01      | 5.5000%  | 0.0000% | $24000000.00       | $17784302.63       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5137   | 2053-09-01      | 5.0000%  | 0.0000% | $9431184.00        | $8121851.09        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTFS6318   | 2042-11-01      | 4.5000%  | 0.0000% | $7833920.00        | $6506803.70        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS9063   | 2054-08-01      | 5.0000%  | 0.0000% | $5198704.00        | $4855688.59        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS8795   | 2054-08-01      | 6.0000%  | 0.0000% | $14875000.00       | $14209730.39       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS3595   | 2053-07-01      | 4.5000%  | 0.0000% | $4333000.00        | $3311707.11        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL752596   | 2033-11-01      | 6.0000%  | 0.0000% | $1900000.00        | $5590.28           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB2857   | 2052-02-01      | 2.5000%  | 0.0000% | $1013000.00        | $659035.71         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB2908   | 2052-02-01      | 3.5000%  | 0.0000% | $6000000.00        | $3785091.82        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTFM1819   | 2039-05-01      | 4.5000%  | 0.0000% | $12240208.00       | $4024483.92        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB3411   | 2054-05-01      | 6.5000%  | 0.0000% | $2017760.00        | $1826452.49        | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C66565 G   | 2032-04-01      | 6.0000%  | 0.0000% | $7256448.00        | $19117.99          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZJ0671   | 2040-11-01      | 4.0000%  | 0.0000% | $175000.00         | $15749.67          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI1615   | 2034-03-01      | 5.0000%  | 0.0000% | $1896064.00        | $40760.26          | Agency Mortgage-Backed Securities         |
| 03.500 FGPC J16601 G   | 2026-09-01      | 3.5000%  | 0.0000% | $1727020.00        | $24726.78          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI7567   | 2038-06-01      | 5.0000%  | 0.0000% | $477434.00         | $10243.32          | Agency Mortgage-Backed Securities         |
| GNRA 2011-017 F        | 2041-02-20      | 4.9049%  | 0.0000% | $195000000.00      | $7198691.01        | Agency Collateralized Mortgage Obligation |
| GNRM 2012-012 KB       | 2042-01-20      | 4.5000%  | 0.0000% | $48000.00          | $44864.21          | Agency Collateralized Mortgage Obligation |
| GNRM 2022-096 A        | 2039-01-16      | 2.2500%  | 0.0000% | $76018304.00       | $59998172.27       | Agency Collateralized Mortgage Obligation |
| FNMS 04.500 CLAB1141   | 2040-06-01      | 4.5000%  | 0.0000% | $2700688.00        | $113847.00         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA6427   | 2051-12-01      | 3.0000%  | 0.0000% | $15264.00          | $10329.43          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL735504   | 2035-04-01      | 6.0000%  | 0.0000% | $68050176.00       | $649849.66         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS7537   | 2046-07-01      | 3.0000%  | 0.0000% | $3303000.00        | $1019332.93        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI2018   | 2034-04-01      | 5.0000%  | 0.0000% | $229807.00         | $6866.80           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAI6139   | 2041-07-01      | 5.0000%  | 0.0000% | $420000.00         | $19908.56          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQA2240   | 2048-04-01      | 2.5000%  | 0.0000% | $3560000.00        | $935301.84         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTBM5018   | 2036-03-01      | 3.0000%  | 0.0000% | $323486208.00      | $63095177.58       | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA4562   | 2051-02-01      | 2.5000%  | 0.0000% | $650000.00         | $373891.86         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC U90503 G   | 2042-11-01      | 3.5000%  | 0.0000% | $500000.00         | $100144.34         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFA0183   | 2047-04-01      | 4.5000%  | 0.0000% | $23580992.00       | $21507294.64       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS9306   | 2050-09-01      | 4.5000%  | 0.0000% | $2659048.00        | $2384809.57        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY0503   | 2055-03-01      | 6.5000%  | 0.0000% | $1873050.00        | $1955496.84        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA3683   | 2049-06-01      | 4.5000%  | 0.0000% | $101802.00         | $8331.00           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE1838   | 2055-06-01      | 5.5000%  | 0.0000% | $2105800.00        | $2139500.71        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS7544   | 2054-03-01      | 4.5000%  | 0.0000% | $2155084.00        | $1776427.69        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS9764   | 2049-08-01      | 4.0000%  | 0.0000% | $55707520.00       | $49085265.75       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CTCB9756   | 2045-01-01      | 6.0000%  | 0.0000% | $4024960.00        | $3954906.59        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 GLCA2172   | 2048-08-01      | 4.5000%  | 0.0000% | $1060000.00        | $434849.15         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD6693   | 2055-04-01      | 6.0000%  | 0.0000% | $7414600.00        | $7147809.53        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL739821   | 2033-09-01      | 5.0000%  | 0.0000% | $1889000.00        | $10387.45          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CICA6211   | 2035-06-01      | 3.5000%  | 0.0000% | $1197000.00        | $462126.99         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS9785   | 2047-06-01      | 4.0000%  | 0.0000% | $25169760.00       | $4778571.47        | Agency Mortgage-Backed Securities         |
| GNRA 2022-096 B        | 2057-05-16      | 2.2500%  | 0.0000% | $24393600.00       | $17839917.85       | Agency Collateralized Mortgage Obligation |
| FNMS 04.500 CLFA1060   | 2050-09-01      | 4.5000%  | 0.0000% | $20527520.00       | $19586003.17       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFA2080   | 2051-08-01      | 3.0000%  | 0.0000% | $12547936.00       | $10958527.03       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA2210   | 2048-08-01      | 4.5000%  | 0.0000% | $27320864.00       | $6677194.31        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CICA4727   | 2034-11-01      | 4.0000%  | 0.0000% | $2760290.00        | $321461.01         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB8144   | 2054-03-01      | 5.5000%  | 0.0000% | $21721700.00       | $19012900.30       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAV5420   | 2044-01-01      | 5.0000%  | 0.0000% | $1270736.00        | $115830.23         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE2704   | 2055-06-01      | 6.0000%  | 0.0000% | $2208616.00        | $2270265.92        | Agency Mortgage-Backed Securities         |
| 06.000 FGPC G01477 G   | 2032-12-01      | 6.0000%  | 0.0000% | $24602752.00       | $39797.96          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZI4753   | 2035-08-01      | 5.5000%  | 0.0000% | $5476000.00        | $78629.58          | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A12952 G   | 2033-09-01      | 6.0000%  | 0.0000% | $4923040.00        | $103692.03         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC U69903 G   | 2044-05-01      | 3.5000%  | 0.0000% | $18769728.00       | $13070840.97       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIAS8251   | 2031-11-01      | 2.0000%  | 0.0000% | $204000.00         | $34825.40          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAT9657   | 2043-07-01      | 4.0000%  | 0.0000% | $200000.00         | $29355.73          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL254549   | 2032-11-01      | 6.0000%  | 0.0000% | $11967200.00       | $33123.24          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD6777   | 2054-10-01      | 5.5000%  | 0.0000% | $300000.00         | $278020.22         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ4992   | 2054-09-01      | 6.0000%  | 0.0000% | $9620704.00        | $9815409.88        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2026-03-15      | 4.6250%  | 0.0000% | $28753200.00       | $29455826.16       | U.S. Treasuries (including strips)        |
| GNRM 2024-127 KC       | 2043-07-16      | 2.5000%  | 0.0000% | $34430016.00       | $27090354.08       | Agency Collateralized Mortgage Obligation |
| GNRM 2023-049 A        | 2048-07-20      | 4.5000%  | 0.0000% | $16841000.00       | $9398010.89        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-064 FD       | 2053-05-20      | 5.3650%  | 0.0000% | $200000000.00      | $118286112.44      | Agency Collateralized Mortgage Obligation |
| FNMS 04.500 CLAS6497   | 2046-01-01      | 4.5000%  | 0.0000% | $17500000.00       | $1664804.30        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS8126   | 2046-10-01      | 3.5000%  | 0.0000% | $125000.00         | $18309.65          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAQ5037   | 2042-12-01      | 4.0000%  | 0.0000% | $1575386.00        | $40696.09          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLAL1704   | 2040-05-01      | 6.5000%  | 0.0000% | $3784696.00        | $94377.67          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CRBM6152   | 2044-06-01      | 3.5000%  | 0.0000% | $18048160.00       | $5480480.30        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CRBM7041   | 2046-02-01      | 3.5000%  | 0.0000% | $4884352.00        | $3258849.48        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBP3643   | 2050-07-01      | 2.5000%  | 0.0000% | $35000000.00       | $16207297.11       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQH3924   | 2053-10-01      | 5.0000%  | 0.0000% | $49670.00          | $48356.27          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD2945   | 2055-05-01      | 5.5000%  | 0.0000% | $2943316.00        | $2984059.70        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CIRC1891   | 2036-03-01      | 2.0000%  | 0.0000% | $25000.00          | $13753.55          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBV4576   | 2052-04-01      | 3.5000%  | 0.0000% | $14194896.00       | $9256828.01        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW6796   | 2052-08-01      | 5.0000%  | 0.0000% | $8660000.00        | $7069775.66        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CTAL9870   | 2028-02-01      | 6.5000%  | 0.0000% | $2251612.00        | $20201.45          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB4172   | 2052-07-01      | 5.5000%  | 0.0000% | $5573072.00        | $4130276.97        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB5993   | 2053-01-01      | 6.0000%  | 0.0000% | $5820736.00        | $4454965.62        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIFS1244   | 2033-03-01      | 3.0000%  | 0.0000% | $2332812.00        | $923815.88         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB2800   | 2052-02-01      | 3.0000%  | 0.0000% | $5901088.00        | $4200020.54        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA5762   | 2050-05-01      | 4.5000%  | 0.0000% | $9933392.00        | $2821055.68        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFA0147   | 2043-07-01      | 4.0000%  | 0.0000% | $27127200.00       | $24413294.40       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTMA4766   | 2042-09-01      | 4.5000%  | 0.0000% | $23248120.00       | $15325717.69       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW5453   | 2052-07-01      | 5.0000%  | 0.0000% | $5300000.00        | $4063664.02        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CQBM6615   | 2038-07-01      | 3.5000%  | 0.0000% | $8707152.00        | $4369815.60        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL916922   | 2037-05-01      | 6.5000%  | 0.0000% | $4700000.00        | $66929.05          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAB6903   | 2042-11-01      | 3.0000%  | 0.0000% | $347221.00         | $66136.13          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB9335   | 2054-10-01      | 6.0000%  | 0.0000% | $30178336.00       | $29710277.47       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS8025   | 2054-05-01      | 5.5000%  | 0.0000% | $1399436.00        | $1308569.01        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBN8315   | 2049-08-01      | 3.5000%  | 0.0000% | $14521904.00       | $5673026.37        | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G16550 G   | 2033-05-01      | 3.0000%  | 0.0000% | $7341000.00        | $953900.53         | Agency Mortgage-Backed Securities         |
| 03.000 FGPC C91901 G   | 2036-10-01      | 3.0000%  | 0.0000% | $20072960.00       | $3811531.32        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS4991   | 2045-05-01      | 3.5000%  | 0.0000% | $575000.00         | $100383.51         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI9449   | 2039-11-01      | 5.0000%  | 0.0000% | $320000.00         | $16057.44          | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G18692 G   | 2033-06-01      | 3.5000%  | 0.0000% | $612848.00         | $57914.38          | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G60651 G   | 2046-06-01      | 4.0000%  | 0.0000% | $850000.00         | $137678.44         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBW6296   | 2052-08-01      | 4.5000%  | 0.0000% | $2955000.00        | $2063111.59        | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLFA0149   | 2054-09-01      | 7.0000%  | 0.0000% | $111736448.00      | $97368989.53       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA0598   | 2055-02-01      | 5.0000%  | 0.0000% | $31000000.00       | $30080957.41       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIMA4604   | 2037-05-01      | 3.0000%  | 0.0000% | $1492458.00        | $925266.38         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM5629   | 2049-02-01      | 4.5000%  | 0.0000% | $300000.00         | $55944.02          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS2463   | 2052-02-01      | 3.0000%  | 0.0000% | $5609000.00        | $3877088.60        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFA2085   | 2052-11-01      | 4.5000%  | 0.0000% | $44383872.00       | $42077806.22       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE7431   | 2055-08-01      | 6.5000%  | 0.0000% | $1046174.00        | $1091942.60        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM3846   | 2048-04-01      | 4.5000%  | 0.0000% | $1179130.00        | $374692.44         | Agency Mortgage-Backed Securities         |
| GNRA 2018-099 AN       | 2059-09-16      | 3.2000%  | 0.0000% | $21000000.00       | $3876626.98        | Agency Collateralized Mortgage Obligation |
| GNRM 2022-024 GA       | 2052-02-20      | 3.0000%  | 0.0000% | $1872000.00        | $1149185.67        | Agency Collateralized Mortgage Obligation |
| FNMS 02.000 CLMA4355   | 2051-06-01      | 2.0000%  | 0.0000% | $1280256.00        | $771661.71         | Agency Mortgage-Backed Securities         |
| GNRA 2022-007 FA       | 2064-02-16      | 4.0000%  | 0.0000% | $25000000.00       | $19514643.02       | Agency Collateralized Mortgage Obligation |
| GNRM 2020-138 LE       | 2050-09-20      | 1.5000%  | 0.0000% | $70125568.00       | $29626324.19       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-073 GB       | 2064-08-16      | 3.2500%  | 0.0000% | $14044896.00       | $10098993.40       | Agency Collateralized Mortgage Obligation |
| 05.500 FGPC H00790 G   | 2037-05-01      | 5.5000%  | 0.0000% | $4545000.00        | $13577.50          | Agency Mortgage-Backed Securities         |
| 06.000 FGPC P20603 G   | 2034-05-01      | 6.0000%  | 0.0000% | $731000.00         | $10505.59          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAH2768   | 2041-07-01      | 5.0000%  | 0.0000% | $61536.00          | $8920.83           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBU5525   | 2055-02-01      | 6.0000%  | 0.0000% | $20777888.00       | $19144642.74       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBV1571   | 2055-05-01      | 5.0000%  | 0.0000% | $2968524.00        | $2939589.87        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBX5536   | 2053-01-01      | 6.0000%  | 0.0000% | $8091776.00        | $6698573.76        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM4599   | 2041-02-01      | 4.5000%  | 0.0000% | $80000.00          | $22335.34          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDB2897   | 2055-05-01      | 5.0000%  | 0.0000% | $3404656.00        | $3373416.09        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTCB9043   | 2044-08-01      | 5.5000%  | 0.0000% | $23703456.00       | $20734337.04       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB3113   | 2052-03-01      | 3.0000%  | 0.0000% | $38347520.00       | $25775174.29       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIMA4536   | 2037-02-01      | 2.0000%  | 0.0000% | $38062656.00       | $23058101.55       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW8942   | 2052-09-01      | 5.0000%  | 0.0000% | $6156000.00        | $4798455.58        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM3494   | 2048-04-01      | 2.5000%  | 0.0000% | $11116000.00       | $3101518.82        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA1055   | 2053-08-01      | 6.0000%  | 0.0000% | $12053600.00       | $11932307.47       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIMA4261   | 2036-02-01      | 2.0000%  | 0.0000% | $49006336.00       | $23428307.70       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS1596   | 2047-07-01      | 3.5000%  | 0.0000% | $8465040.00        | $5531366.20        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS1625   | 2052-04-01      | 2.5000%  | 0.0000% | $5100000.00        | $3408255.03        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4256   | 2050-01-01      | 2.5000%  | 0.0000% | $1443800.00        | $678452.34         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4399   | 2051-08-01      | 2.5000%  | 0.0000% | $2800000.00        | $1658569.32        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5389   | 2054-06-01      | 6.0000%  | 0.0000% | $44363200.00       | $37292542.18       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4019   | 2050-05-01      | 2.5000%  | 0.0000% | $1334000.00        | $406015.40         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA3902   | 2050-01-01      | 2.5000%  | 0.0000% | $18414528.00       | $4185972.24        | Agency Mortgage-Backed Securities         |
| GNRM 2013-167 PA       | 2043-11-20      | 2.3750%  | 0.0000% | $127158912.00      | $10467867.48       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-058 DC       | 2064-12-16      | 4.5000%  | 0.0000% | $68815360.00       | $66705693.00       | Agency Collateralized Mortgage Obligation |
| FEPC 04.500 CTZA2201   | 2031-04-01      | 4.5000%  | 0.0000% | $1100000.00        | $37446.85          | Agency Mortgage-Backed Securities         |
| 04.500 FGPC A90316 G   | 2039-12-01      | 4.5000%  | 0.0000% | $5650000.00        | $102251.10         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIZA7092   | 2030-07-01      | 4.5000%  | 0.0000% | $366747.00         | $15371.47          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CISB0721   | 2037-08-01      | 4.0000%  | 0.0000% | $9371600.00        | $5366849.15        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS1748   | 2037-11-01      | 6.0000%  | 0.0000% | $5102392.00        | $35129.78          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZS8675   | 2032-11-01      | 2.5000%  | 0.0000% | $100000.00         | $14099.99          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS2928   | 2040-04-01      | 6.0000%  | 0.0000% | $1000000.00        | $13671.83          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI7051   | 2038-01-01      | 6.0000%  | 0.0000% | $202808.00         | $5825.65           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZJ5398   | 2031-10-01      | 6.0000%  | 0.0000% | $3602372.00        | $24097.38          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZA2014   | 2027-07-01      | 6.0000%  | 0.0000% | $4800000.00        | $14451.02          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQA7180   | 2050-02-01      | 4.5000%  | 0.0000% | $1178178.00        | $406297.70         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA1002   | 2053-11-01      | 5.5000%  | 0.0000% | $134027776.00      | $128093258.58      | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBY7518   | 2054-04-01      | 5.0000%  | 0.0000% | $1946248.00        | $1744247.73        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL803859   | 2034-12-01      | 6.0000%  | 0.0000% | $872386.00         | $25085.80          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC4422   | 2054-10-01      | 6.0000%  | 0.0000% | $1314050.00        | $1340230.05        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL721554   | 2033-07-01      | 5.5000%  | 0.0000% | $1454920.00        | $23044.06          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL684995   | 2033-10-01      | 6.0000%  | 0.0000% | $2553588.00        | $25102.76          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZA2088   | 2028-08-01      | 6.0000%  | 0.0000% | $2865212.00        | $9945.89           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIMA4123   | 2035-09-01      | 2.0000%  | 0.0000% | $2750000.00        | $1002698.78        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIMA4403   | 2036-08-01      | 2.0000%  | 0.0000% | $1325000.00        | $737686.91         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4577   | 2052-04-01      | 2.0000%  | 0.0000% | $1501000.00        | $1009385.81        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFA0113   | 2047-07-01      | 3.5000%  | 0.0000% | $49087680.00       | $42964271.59       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTCA4770   | 2039-11-01      | 4.5000%  | 0.0000% | $1149990.00        | $156333.71         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CIRR0025   | 2040-08-01      | 5.0000%  | 0.0000% | $29633.00          | $30045.90          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB5025   | 2052-11-01      | 5.5000%  | 0.0000% | $1549688.00        | $1245411.47        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDE7032   | 2055-08-01      | 5.0000%  | 0.0000% | $1601320.00        | $1588461.22        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD4036   | 2055-03-01      | 6.5000%  | 0.0000% | $6274952.00        | $6632283.07        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB4088   | 2052-07-01      | 4.0000%  | 0.0000% | $540000.00         | $412073.57         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL933861   | 2038-05-01      | 5.5000%  | 0.0000% | $999900.00         | $12016.24          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CICA9152   | 2036-02-01      | 2.5000%  | 0.0000% | $4249000.00        | $2150821.86        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIBP5671   | 2035-06-01      | 2.0000%  | 0.0000% | $6629440.00        | $2538516.32        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CTFS9211   | 2040-11-01      | 3.5000%  | 0.0000% | $17880480.00       | $15336281.45       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBA3382   | 2046-10-01      | 3.0000%  | 0.0000% | $1063000.00        | $352350.66         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB4418   | 2052-08-01      | 5.5000%  | 0.0000% | $1100000.00        | $772148.19         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDE7031   | 2055-08-01      | 5.0000%  | 0.0000% | $3107228.00        | $3083205.68        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB3700   | 2054-07-01      | 6.0000%  | 0.0000% | $2311850.00        | $2355084.83        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBU4046   | 2053-07-01      | 5.0000%  | 0.0000% | $1386870.00        | $1192442.86        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCA4585   | 2049-11-01      | 5.0000%  | 0.0000% | $256000.00         | $53260.82          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBR2236   | 2051-08-01      | 2.5000%  | 0.0000% | $3000000.00        | $1844777.44        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL545442   | 2032-02-01      | 6.0000%  | 0.0000% | $10067360.00       | $14776.02          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL576868   | 2031-06-01      | 6.0000%  | 0.0000% | $2000000.00        | $5974.85           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC3516   | 2054-10-01      | 5.0000%  | 0.0000% | $24717.00          | $24204.83          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBA6699   | 2046-02-01      | 4.0000%  | 0.0000% | $1000000.00        | $46609.49          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBY7811   | 2053-07-01      | 6.0000%  | 0.0000% | $2269120.00        | $1956627.45        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE0528   | 2055-06-01      | 6.5000%  | 0.0000% | $3458724.00        | $3218681.86        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5734   | 2055-06-01      | 5.0000%  | 0.0000% | $13019328.00       | $12669943.82       | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CIMA4535   | 2037-02-01      | 1.5000%  | 0.0000% | $1882000.00        | $1174726.78        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4579   | 2052-04-01      | 3.0000%  | 0.0000% | $1207000.00        | $837802.28         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA4656   | 2052-07-01      | 4.5000%  | 0.0000% | $5789970.00        | $4428157.60        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB7750   | 2054-01-01      | 6.5000%  | 0.0000% | $3449772.00        | $3000323.41        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL0096   | 2054-11-01      | 5.0000%  | 0.0000% | $42731.00          | $40564.27          | Agency Mortgage-Backed Securities         |
| GNRA 2011-025 FA       | 2040-10-20      | 4.8549%  | 0.0000% | $154452800.00      | $1522595.20        | Agency Collateralized Mortgage Obligation |
| GNRM 2019-91 HB        | 2058-09-16      | 3.2500%  | 0.0000% | $8084368.00        | $6772588.53        | Agency Collateralized Mortgage Obligation |
| FEPC 04.000 CTZT0720   | 2036-10-01      | 4.0000%  | 0.0000% | $12582096.00       | $2480982.55        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 ZC310204   | 2044-04-25      | 3.5000%  | 0.0000% | $66628992.00       | $42896262.40       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC0956   | 2054-08-01      | 6.0000%  | 0.0000% | $1289534.00        | $1007171.04        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD0564   | 2055-03-01      | 6.0000%  | 0.0000% | $14807060.00       | $15381234.19       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 U3BF0307   | 2043-01-01      | 3.0000%  | 0.0000% | $1121000.00        | $346137.44         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC1618   | 2054-09-01      | 5.5000%  | 0.0000% | $3819472.00        | $3868097.00        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL831105   | 2035-11-01      | 5.5000%  | 0.0000% | $1046746.00        | $8670.05           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIBM3919   | 2033-02-01      | 3.0000%  | 0.0000% | $878321.00         | $170293.02         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDA1052   | 2053-10-01      | 6.0000%  | 0.0000% | $2502068.00        | $2430619.59        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL844804   | 2035-10-01      | 4.5000%  | 0.0000% | $2500000.00        | $12627.08          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CISB8128   | 2036-11-01      | 2.0000%  | 0.0000% | $2000000.00        | $1153263.93        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI3588   | 2035-10-01      | 4.5000%  | 0.0000% | $731047.00         | $9674.87           | Agency Mortgage-Backed Securities         |
| GNRM 2020-145 AC       | 2063-03-16      | 1.1500%  | 0.0000% | $25000000.00       | $16519752.20       | Agency Collateralized Mortgage Obligation |
| GNRM 2015-002 AD       | 2054-10-16      | 2.7000%  | 0.0000% | $20000000.00       | $942953.20         | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CTMA5707   | 2045-05-01      | 6.0000%  | 0.0000% | $15310656.00       | $15326402.77       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS0117   | 2052-01-01      | 2.0000%  | 0.0000% | $30000000.00       | $18594810.82       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFM7616   | 2036-06-01      | 2.0000%  | 0.0000% | $15700224.00       | $9355361.58        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS0121   | 2052-01-01      | 2.0000%  | 0.0000% | $30000000.00       | $20115644.79       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBW9861   | 2052-09-01      | 5.5000%  | 0.0000% | $2990000.00        | $1890363.13        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB3149   | 2052-03-01      | 2.0000%  | 0.0000% | $2000000.00        | $1284772.29        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6322   | 2053-05-01      | 5.5000%  | 0.0000% | $1500000.00        | $1262046.26        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS1462   | 2052-01-01      | 3.5000%  | 0.0000% | $700000.00         | $463750.24         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB9210   | 2054-08-01      | 6.0000%  | 0.0000% | $1450160.00        | $1486142.73        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB7705   | 2054-08-01      | 5.5000%  | 0.0000% | $1089190.00        | $1097028.70        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB7582   | 2054-08-01      | 6.5000%  | 0.0000% | $2077560.00        | $2003952.31        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAA3560   | 2039-03-01      | 4.0000%  | 0.0000% | $250800.00         | $9979.90           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDC0639   | 2054-10-01      | 4.5000%  | 0.0000% | $1068518.00        | $1022927.75        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAB3273   | 2041-07-01      | 4.5000%  | 0.0000% | $12000000.00       | $831657.89         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC0284   | 2054-08-01      | 5.5000%  | 0.0000% | $1287280.00        | $1289458.02        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC0594   | 2054-09-01      | 5.5000%  | 0.0000% | $6562304.00        | $6217625.36        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4130   | 2052-07-01      | 4.5000%  | 0.0000% | $2158736.00        | $1720050.55        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4438   | 2051-10-01      | 2.5000%  | 0.0000% | $2447000.00        | $1505167.21        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBV9644   | 2052-05-01      | 2.5000%  | 0.0000% | $400000.00         | $280345.60         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CVMA1514   | 2028-06-01      | 3.0000%  | 0.0000% | $136215.00         | $5827.33           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAB2309   | 2026-02-01      | 4.0000%  | 0.0000% | $10874286.00       | $21210.91          | Agency Mortgage-Backed Securities         |

### Security 270: FICC - STATE STREET BANK AND TRUST CO

- **C.1 - Title:** FICC - STATE STREET BANK AND TRUST CO 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKSF3, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1AKSF3
- **C.18 - Value (incl. sponsor support):** $702000000.00
- **C.18.a - Value (excl. sponsor support):** $702000000.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $705824300.00      | $716040111.53      | U.S. Treasuries (including strips) |

### Security 271: FICC - STATE STREET BANK AND TRUST CO

- **C.1 - Title:** FICC - STATE STREET BANK AND TRUST CO 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKSJ5, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1AKSJ5
- **C.18 - Value (incl. sponsor support):** $1559000000.00
- **C.18.a - Value (excl. sponsor support):** $1559000000.00
- **C.19 - Percentage of Net Assets:** 1.8800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2029-08-15      | 1.6250%  | 0.0000% | $50000000.00       | $46425443.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 3.6250%  | 0.0000% | $1386517800.00     | $1389621520.10     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 2.3750%  | 0.0000% | $46000000.00       | $51128317.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | 0.0000% | $50000000.00       | $50551123.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $50000000.00       | $52453721.50       | U.S. Treasuries (including strips) |

### Security 272: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC - BANK OF NEW YORK 4.340000%
- **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: ARP1AKSX4, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1AKSX4
- **C.18 - Value (incl. sponsor support):** $1353190000.00
- **C.18.a - Value (excl. sponsor support):** $1353190000.00
- **C.19 - Percentage of Net Assets:** 1.6300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 04.500 CLZM7186 | 2048-07-01      | 4.5000%  | 0.0000% | $6000.00           | $2106.13           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB8511 | 2036-05-01      | 2.0000%  | 0.0000% | $3000.00           | $1547.97           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQF9069 | 2053-03-01      | 6.5000%  | 0.0000% | $6000.00           | $4117.11           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS3993 | 2044-07-01      | 4.0000%  | 0.0000% | $1000.00           | $136.53            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE5867 | 2052-07-01      | 4.5000%  | 0.0000% | $5000.00           | $2488.11           | Agency Mortgage-Backed Securities |
| 04.000 FGPC V81252 G | 2044-07-01      | 4.0000%  | 0.0000% | $967241.00         | $110805.97         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA4446 | 2049-11-01      | 3.5000%  | 0.0000% | $1024.00           | $404.84            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q27912 G | 2044-08-01      | 4.0000%  | 0.0000% | $1024.00           | $146.61            | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q58384 G | 2048-09-01      | 5.0000%  | 0.0000% | $7000.00           | $891.04            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY8614 | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $844.06            | Agency Mortgage-Backed Securities |
| FNMS 03.000 REBM6090 | 2049-07-01      | 3.0000%  | 0.0000% | $2000.00           | $144.78            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM5012 | 2048-03-01      | 3.5000%  | 0.0000% | $2016.00           | $594.28            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX9232 | 2053-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1561.66           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBQ6335 | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $558.67            | Agency Mortgage-Backed Securities |
| FNMS 03.000 REBM6499 | 2048-10-01      | 3.0000%  | 0.0000% | $2000.00           | $480.54            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTZA2489 | 2038-01-01      | 3.5000%  | 0.0000% | $1000.00           | $169.08            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQA6204 | 2050-01-01      | 4.0000%  | 0.0000% | $5000.00           | $1591.12           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY5851 | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $930.13            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB2852 | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $645.73            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8772 | 2054-06-01      | 6.0000%  | 0.0000% | $725475.00         | $694627.22         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTCA2080 | 2038-07-01      | 4.5000%  | 0.0000% | $2048.00           | $413.92            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8019 | 2050-12-01      | 2.0000%  | 0.0000% | $2000.00           | $1234.57           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8752 | 2051-01-01      | 2.0000%  | 0.0000% | $5120.00           | $2810.05           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAT5893 | 2043-06-01      | 3.0000%  | 0.0000% | $196261079.00      | $35130386.86       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA4133 | 2049-09-01      | 3.0000%  | 0.0000% | $2000.00           | $673.55            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6911 | 2050-09-01      | 2.5000%  | 0.0000% | $2016.00           | $993.06            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB0642 | 2036-05-01      | 2.5000%  | 0.0000% | $1320.00           | $744.27            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA0237 | 2047-08-01      | 4.0000%  | 0.0000% | $2000.00           | $225.90            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY4494 | 2053-08-01      | 6.0000%  | 0.0000% | $2000.00           | $1713.57           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBY2930 | 2053-06-01      | 4.5000%  | 0.0000% | $2000.00           | $1832.15           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2201 | 2048-08-01      | 4.5000%  | 0.0000% | $2048.00           | $302.54            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTCA2074 | 2038-07-01      | 4.0000%  | 0.0000% | $2016.00           | $424.04            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2775 | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $653.76            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY1719 | 2053-05-01      | 6.0000%  | 0.0000% | $2000.00           | $1435.98           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2545 | 2052-01-01      | 3.0000%  | 0.0000% | $2048.00           | $1397.53           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA5684 | 2050-05-01      | 2.5000%  | 0.0000% | $2016.00           | $914.71            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM4162 | 2050-08-01      | 3.0000%  | 0.0000% | $1003.00           | $437.67            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8848 | 2051-02-01      | 2.0000%  | 0.0000% | $2000.00           | $1133.99           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICB0407 | 2036-05-01      | 2.0000%  | 0.0000% | $1458.00           | $799.39            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7032 | 2050-09-01      | 2.5000%  | 0.0000% | $2048.00           | $1021.14           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7614 | 2050-11-01      | 2.0000%  | 0.0000% | $3000.00           | $1620.03           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB1295 | 2051-08-01      | 2.0000%  | 0.0000% | $1000.00           | $615.25            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTCA0735 | 2037-11-01      | 4.0000%  | 0.0000% | $1008.00           | $257.48            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY0184 | 2053-05-01      | 5.0000%  | 0.0000% | $2000.00           | $1463.72           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY9275 | 2053-10-01      | 6.0000%  | 0.0000% | $6000.00           | $3122.94           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBY5041 | 2053-07-01      | 4.5000%  | 0.0000% | $2000.00           | $1877.85           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBJ1066 | 2048-01-01      | 4.5000%  | 0.0000% | $3000.00           | $1169.56           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY0727 | 2053-05-01      | 6.0000%  | 0.0000% | $7000.00           | $5385.77           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC8581 | 2054-11-01      | 6.5000%  | 0.0000% | $2000.00           | $2083.09           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD0977 | 2055-01-01      | 6.5000%  | 0.0000% | $2000.00           | $2083.14           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC8279 | 2055-01-01      | 6.0000%  | 0.0000% | $12575439.00       | $12705332.18       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD1099 | 2055-01-01      | 6.0000%  | 0.0000% | $2000.00           | $2058.40           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD2384 | 2055-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1678.29           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD6715 | 2055-04-01      | 6.0000%  | 0.0000% | $2000.00           | $2062.18           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK6043 | 2048-09-01      | 4.5000%  | 0.0000% | $3000.00           | $1485.52           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBH3356 | 2047-06-01      | 3.5000%  | 0.0000% | $2000.00           | $552.63            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX2166 | 2052-12-01      | 6.0000%  | 0.0000% | $5000.00           | $4003.68           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBJ1081 | 2048-01-01      | 4.5000%  | 0.0000% | $3000.00           | $1044.00           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX3845 | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $745.34            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY1580 | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $948.35            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY1966 | 2053-05-01      | 6.0000%  | 0.0000% | $1012.00           | $625.17            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBM4129 | 2033-04-01      | 3.5000%  | 0.0000% | $2000.00           | $292.62            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY4303 | 2053-06-01      | 6.5000%  | 0.0000% | $6000.00           | $4381.98           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA6377 | 2053-12-01      | 6.5000%  | 0.0000% | $2000.00           | $1817.23           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD9301 | 2055-05-01      | 6.0000%  | 0.0000% | $2000.00           | $2059.20           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC3397 | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1024.87           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC5691 | 2054-10-01      | 6.5000%  | 0.0000% | $2000.00           | $1890.34           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC7619 | 2054-10-01      | 6.0000%  | 0.0000% | $286604.00         | $295130.89         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD1627 | 2055-01-01      | 6.5000%  | 0.0000% | $2000.00           | $2062.73           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM8026 | 2048-09-01      | 4.5000%  | 0.0000% | $4000.00           | $1138.70           | Agency Mortgage-Backed Securities |
| FEPC 04.000 3VZA3579 | 2042-06-01      | 4.0000%  | 0.0000% | $1024.00           | $91.41             | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZS8629 | 2031-11-01      | 2.5000%  | 0.0000% | $15000.00          | $2194.52           | Agency Mortgage-Backed Securities |
| FEPC 04.000 3VZA3582 | 2042-06-01      | 4.0000%  | 0.0000% | $1024.00           | $97.79             | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8343 | 2053-07-01      | 6.0000%  | 0.0000% | $4969479.00        | $3978346.68        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6083 | 2053-04-01      | 5.5000%  | 0.0000% | $1024.00           | $923.53            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6905 | 2053-08-01      | 5.0000%  | 0.0000% | $1120.00           | $966.84            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA1947 | 2052-09-01      | 3.5000%  | 0.0000% | $1008.00           | $901.91            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4913 | 2052-10-01      | 5.5000%  | 0.0000% | $2024.00           | $1660.61           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4538 | 2052-08-01      | 5.0000%  | 0.0000% | $1024.00           | $738.22            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3352 | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $686.98            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB5324 | 2052-12-01      | 6.5000%  | 0.0000% | $1000.00           | $535.10            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8466 | 2054-05-01      | 5.0000%  | 0.0000% | $1002.00           | $951.71            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY5413 | 2053-07-01      | 5.5000%  | 0.0000% | $1005.00           | $866.29            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3855 | 2052-06-01      | 4.0000%  | 0.0000% | $1024.00           | $772.05            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7115 | 2050-09-01      | 2.0000%  | 0.0000% | $57993375.00       | $28792620.59       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX4106 | 2053-02-01      | 5.0000%  | 0.0000% | $2000.00           | $1655.86           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW7890 | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $831.77            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8578 | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $573.72            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX2228 | 2052-11-01      | 5.0000%  | 0.0000% | $5000.00           | $4525.37           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX2159 | 2053-01-01      | 5.5000%  | 0.0000% | $7000.00           | $4636.42           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW5991 | 2052-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1577.43           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX5948 | 2053-02-01      | 6.0000%  | 0.0000% | $6000.00           | $3860.62           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW1829 | 2052-11-01      | 4.5000%  | 0.0000% | $3000.00           | $2124.42           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW3706 | 2052-07-01      | 5.0000%  | 0.0000% | $8002.00           | $5550.48           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW6349 | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $496.61            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7595 | 2050-11-01      | 2.0000%  | 0.0000% | $2000.00           | $997.55            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7224 | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $508.41            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5988 | 2053-04-01      | 5.5000%  | 0.0000% | $1008.00           | $907.25            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8730 | 2051-01-01      | 2.0000%  | 0.0000% | $3024.00           | $1612.33           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICB0932 | 2036-07-01      | 2.0000%  | 0.0000% | $1024.00           | $556.83            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA7087 | 2050-09-01      | 4.5000%  | 0.0000% | $2000.00           | $907.05            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB5631 | 2053-02-01      | 4.5000%  | 0.0000% | $1000.00           | $826.29            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8583 | 2051-01-01      | 2.0000%  | 0.0000% | $61488600.00       | $34507921.55       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8224 | 2050-12-01      | 2.0000%  | 0.0000% | $2142.00           | $1135.60           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7273 | 2050-10-01      | 2.0000%  | 0.0000% | $2003.00           | $1025.22           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7350 | 2050-10-01      | 2.0000%  | 0.0000% | $1038.00           | $559.63            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9871 | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $978.96            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9832 | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $927.68            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR1017 | 2051-05-01      | 2.0000%  | 0.0000% | $2000.00           | $1199.54           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO9987 | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $379.04            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3760 | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $711.47            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD6291 | 2055-04-01      | 6.0000%  | 0.0000% | $2000.00           | $2053.52           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7567 | 2050-11-01      | 2.0000%  | 0.0000% | $2214.00           | $1106.52           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV8001 | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1540.32           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD5039 | 2047-02-01      | 3.5000%  | 0.0000% | $164422301.00      | $24218451.40       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBC6941 | 2046-03-01      | 4.0000%  | 0.0000% | $2000.00           | $724.21            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV5382 | 2052-04-01      | 3.0000%  | 0.0000% | $2048.00           | $1387.18           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV9645 | 2052-05-01      | 3.0000%  | 0.0000% | $2000.00           | $1463.35           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8357 | 2054-04-01      | 6.5000%  | 0.0000% | $4591246.00        | $3811366.90        | Agency Mortgage-Backed Securities |
| FNMS 02.500 I4BF0821 | 2062-06-01      | 2.5000%  | 0.0000% | $517389.00         | $403198.07         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBH9886 | 2047-10-01      | 3.5000%  | 0.0000% | $2000.00           | $445.60            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9014 | 2054-08-01      | 6.0000%  | 0.0000% | $12771838.00       | $12216626.00       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH4014 | 2047-09-01      | 4.0000%  | 0.0000% | $2048.00           | $615.70            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBJ7541 | 2048-12-01      | 5.0000%  | 0.0000% | $1000.00           | $471.22            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8484 | 2054-05-01      | 5.5000%  | 0.0000% | $36445560.00       | $34435402.43       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9346 | 2054-10-01      | 6.0000%  | 0.0000% | $1024.00           | $994.38            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH1485 | 2047-06-01      | 4.5000%  | 0.0000% | $5001.00           | $1601.30           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7498 | 2053-11-01      | 6.0000%  | 0.0000% | $1008.00           | $872.11            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8118 | 2054-02-01      | 5.0000%  | 0.0000% | $1000.00           | $876.07            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBE8783 | 2047-06-01      | 4.5000%  | 0.0000% | $3000.00           | $594.96            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7336 | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $845.64            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8999 | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $946.34            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7057 | 2053-09-01      | 6.0000%  | 0.0000% | $2128.00           | $1897.83           | Agency Mortgage-Backed Securities |
| FNMS 03.000 U6BF0500 | 2054-12-01      | 3.0000%  | 0.0000% | $2000.00           | $1122.53           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK2018 | 2048-04-01      | 4.5000%  | 0.0000% | $2016.00           | $385.71            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7785 | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $882.51            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8981 | 2054-06-01      | 5.0000%  | 0.0000% | $1004.00           | $971.45            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2404 | 2051-12-01      | 2.5000%  | 0.0000% | $2008.00           | $1376.24           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8525 | 2054-05-01      | 5.0000%  | 0.0000% | $1024.00           | $962.17            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9777 | 2055-01-01      | 5.0000%  | 0.0000% | $1024.00           | $981.30            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8706 | 2054-06-01      | 6.0000%  | 0.0000% | $1024.00           | $964.76            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7596 | 2050-11-01      | 2.0000%  | 0.0000% | $3072.00           | $1882.29           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8716 | 2051-01-01      | 2.0000%  | 0.0000% | $2000.00           | $1138.29           | Agency Mortgage-Backed Securities |
| FNMS 01.500 CICA8377 | 2035-12-01      | 1.5000%  | 0.0000% | $2000.00           | $1012.86           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7341 | 2050-10-01      | 2.0000%  | 0.0000% | $2149.00           | $1130.18           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA8645 | 2051-01-01      | 4.0000%  | 0.0000% | $2000.00           | $707.68            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX6434 | 2053-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1845.61           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8794 | 2052-09-01      | 5.0000%  | 0.0000% | $6000.00           | $3775.09           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY4222 | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $816.77            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY3475 | 2053-06-01      | 6.0000%  | 0.0000% | $6000.00           | $4967.03           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY6133 | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $719.80            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8684 | 2051-01-01      | 2.0000%  | 0.0000% | $2000.00           | $1136.53           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8854 | 2051-02-01      | 2.0000%  | 0.0000% | $4054.00           | $2278.93           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY7878 | 2054-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1890.65           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICB1974 | 2036-10-01      | 2.0000%  | 0.0000% | $2032.00           | $1169.23           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTCB2562 | 2042-01-01      | 2.0000%  | 0.0000% | $1000.00           | $654.47            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2403 | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $688.38            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ0475 | 2053-12-01      | 6.0000%  | 0.0000% | $1000.00           | $826.05            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8587 | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $804.00            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY6764 | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1919.63           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAI2443 | 2041-05-01      | 5.0000%  | 0.0000% | $1000.00           | $62.07             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN3871 | 2049-04-01      | 4.0000%  | 0.0000% | $3004.00           | $380.51            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT4813 | 2051-07-01      | 2.5000%  | 0.0000% | $2000.00           | $916.03            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBT7959 | 2052-11-01      | 6.0000%  | 0.0000% | $6000.00           | $4402.32           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR0386 | 2051-01-01      | 2.0000%  | 0.0000% | $2048.00           | $1252.51           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBT8030 | 2053-01-01      | 6.0000%  | 0.0000% | $2000.00           | $1714.12           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8523 | 2051-01-01      | 2.0000%  | 0.0000% | $46876850.00       | $26053977.81       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7704 | 2050-11-01      | 2.0000%  | 0.0000% | $3072.00           | $1693.20           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8925 | 2051-02-01      | 2.0000%  | 0.0000% | $2048.00           | $1140.37           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV8828 | 2052-06-01      | 5.0000%  | 0.0000% | $8000.00           | $5309.21           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ3640 | 2055-03-01      | 5.5000%  | 0.0000% | $2048.00           | $1948.22           | Agency Mortgage-Backed Securities |
| FNMS 08.000 CL535533 | 2030-10-01      | 8.0000%  | 0.0000% | $3458.00           | $1.67              | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8800 | 2051-02-01      | 2.0000%  | 0.0000% | $2048.00           | $1148.46           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7798 | 2050-11-01      | 2.0000%  | 0.0000% | $3840.00           | $1975.99           | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLCA8564 | 2051-01-01      | 1.5000%  | 0.0000% | $2048.00           | $1101.66           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8821 | 2051-02-01      | 2.0000%  | 0.0000% | $6144.00           | $3663.57           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7967 | 2050-12-01      | 2.0000%  | 0.0000% | $2048.00           | $1101.84           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8688 | 2051-01-01      | 2.0000%  | 0.0000% | $1000.00           | $525.10            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7257 | 2050-10-01      | 2.5000%  | 0.0000% | $1000.00           | $538.55            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CKBM7085 | 2052-04-01      | 3.5000%  | 0.0000% | $2000.00           | $1526.30           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ6682 | 2051-08-01      | 2.0000%  | 0.0000% | $2000.00           | $1130.96           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBU5069 | 2054-09-01      | 4.5000%  | 0.0000% | $2000.00           | $1900.34           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN6805 | 2049-02-01      | 4.5000%  | 0.0000% | $3000.00           | $832.05            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO8271 | 2049-11-01      | 3.5000%  | 0.0000% | $3000.00           | $519.07            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO6164 | 2050-01-01      | 3.0000%  | 0.0000% | $2005.00           | $343.34            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR8465 | 2051-04-01      | 2.5000%  | 0.0000% | $1000.00           | $575.04            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK6690 | 2048-11-01      | 4.5000%  | 0.0000% | $137039.00         | $80933.77          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CQBD1054 | 2036-05-01      | 3.5000%  | 0.0000% | $2000.00           | $288.87            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK7076 | 2048-06-01      | 4.5000%  | 0.0000% | $3001.00           | $1067.86           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC4273 | 2054-10-01      | 5.5000%  | 0.0000% | $2000.00           | $2009.13           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBJ0633 | 2048-03-01      | 4.5000%  | 0.0000% | $2048.00           | $579.73            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH0358 | 2047-04-01      | 4.0000%  | 0.0000% | $6006.00           | $1142.71           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC4995 | 2054-10-01      | 5.0000%  | 0.0000% | $2132.00           | $2081.24           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK9051 | 2048-11-01      | 4.5000%  | 0.0000% | $6001.00           | $2316.54           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK6691 | 2048-11-01      | 4.5000%  | 0.0000% | $3000.00           | $1158.46           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD2293 | 2055-02-01      | 6.0000%  | 0.0000% | $2000.00           | $2067.15           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7420 | 2053-11-01      | 6.5000%  | 0.0000% | $1024.00           | $849.54            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8718 | 2054-06-01      | 6.5000%  | 0.0000% | $1024.00           | $938.97            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB5157 | 2052-11-01      | 6.5000%  | 0.0000% | $1008.00           | $773.01            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6915 | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $871.00            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6628 | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $885.18            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7718 | 2050-11-01      | 2.0000%  | 0.0000% | $3072.00           | $1850.19           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6618 | 2053-06-01      | 5.5000%  | 0.0000% | $1214558.00        | $1090350.27        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6859 | 2053-08-01      | 5.0000%  | 0.0000% | $2022.00           | $1826.66           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7643 | 2053-12-01      | 6.0000%  | 0.0000% | $10941776.00       | $9165432.42        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6903 | 2053-08-01      | 5.0000%  | 0.0000% | $41149184.00       | $36698818.62       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5487 | 2053-01-01      | 6.0000%  | 0.0000% | $1024.00           | $869.84            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8980 | 2054-06-01      | 5.0000%  | 0.0000% | $11224.00          | $10981.61          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6257 | 2053-05-01      | 5.5000%  | 0.0000% | $1024.00           | $860.34            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7518 | 2053-11-01      | 6.5000%  | 0.0000% | $2048.00           | $1749.69           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7059 | 2053-09-01      | 6.5000%  | 0.0000% | $2024.00           | $1704.88           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6697 | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $811.31            | Agency Mortgage-Backed Securities |
| FNMS 07.000 NP888880 | 2037-12-01      | 7.0000%  | 0.0000% | $4000.00           | $15.57             | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0891 | 2055-08-01      | 6.5000%  | 0.0000% | $2087.00           | $2194.19           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV3117 | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $674.90            | Agency Mortgage-Backed Securities |
| FNMS 07.000 NP889809 | 2037-10-01      | 7.0000%  | 0.0000% | $1024.00           | $3.39              | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV7921 | 2052-08-01      | 4.5000%  | 0.0000% | $2000.00           | $1567.07           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBT8177 | 2052-06-01      | 4.5000%  | 0.0000% | $2000.00           | $1606.87           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBV4169 | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $673.02            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR7265 | 2051-04-01      | 2.5000%  | 0.0000% | $2030.00           | $1165.46           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTBP6566 | 2040-08-01      | 2.0000%  | 0.0000% | $1008.00           | $467.86            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB0191 | 2051-04-01      | 3.0000%  | 0.0000% | $2000.00           | $1149.03           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY4499 | 2053-06-01      | 6.0000%  | 0.0000% | $2000.00           | $2017.34           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8819 | 2051-02-01      | 2.0000%  | 0.0000% | $2048.00           | $1071.40           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB4334 | 2052-08-01      | 4.0000%  | 0.0000% | $1024.00           | $755.56            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICB1486 | 2036-06-01      | 3.0000%  | 0.0000% | $1000.00           | $371.64            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8575 | 2051-01-01      | 2.0000%  | 0.0000% | $4016.00           | $2213.34           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX8393 | 2053-04-01      | 6.0000%  | 0.0000% | $5000.00           | $3571.45           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTCA7425 | 2040-10-01      | 2.0000%  | 0.0000% | $2054.00           | $1121.34           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7983 | 2050-12-01      | 2.0000%  | 0.0000% | $1025.00           | $555.28            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7874 | 2050-11-01      | 2.0000%  | 0.0000% | $3072.00           | $1575.90           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICA7502 | 2035-10-01      | 3.0000%  | 0.0000% | $1000.00           | $440.15            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7145 | 2053-09-01      | 6.5000%  | 0.0000% | $7319960.00        | $6502938.16        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6904 | 2053-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1718.85           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2863 | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $614.17            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTCB1337 | 2041-08-01      | 2.0000%  | 0.0000% | $1000.00           | $615.90            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6877 | 2053-08-01      | 6.0000%  | 0.0000% | $1024.00           | $936.89            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5302 | 2052-12-01      | 6.0000%  | 0.0000% | $5339928.00        | $3869081.11        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW5851 | 2052-09-01      | 4.5000%  | 0.0000% | $1024.00           | $771.93            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2670 | 2052-01-01      | 3.0000%  | 0.0000% | $2048.00           | $1475.16           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6070 | 2053-04-01      | 5.5000%  | 0.0000% | $1024.00           | $853.77            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB0333 | 2036-04-01      | 2.5000%  | 0.0000% | $1000.00           | $526.59            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB6504 | 2053-06-01      | 4.0000%  | 0.0000% | $1129446.00        | $945683.47         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA5883 | 2049-12-01      | 3.5000%  | 0.0000% | $6240.00           | $2471.10           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6323 | 2053-05-01      | 5.5000%  | 0.0000% | $1024.00           | $867.54            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBC2815 | 2046-09-01      | 3.0000%  | 0.0000% | $2048.00           | $346.19            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB6930 | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $780.80            | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP885032 | 2036-05-01      | 6.5000%  | 0.0000% | $1316.00           | $0.72              | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICA6871 | 2035-08-01      | 2.5000%  | 0.0000% | $2000.00           | $840.82            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5286 | 2052-12-01      | 5.5000%  | 0.0000% | $10255360.00       | $7769014.77        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRBC3492 | 2046-02-01      | 3.5000%  | 0.0000% | $5000.00           | $2292.07           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6923 | 2053-08-01      | 6.0000%  | 0.0000% | $2024.00           | $1682.42           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBD8428 | 2046-09-01      | 2.5000%  | 0.0000% | $2000.00           | $549.26            | Agency Mortgage-Backed Securities |
| FNMS 03.500 U4BF0200 | 2051-11-01      | 3.5000%  | 0.0000% | $2000.00           | $555.66            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6870 | 2053-08-01      | 5.5000%  | 0.0000% | $530020.00         | $454780.05         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN6711 | 2049-06-01      | 4.5000%  | 0.0000% | $2016.00           | $486.80            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7631 | 2050-11-01      | 2.0000%  | 0.0000% | $3072.00           | $1577.25           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA3213 | 2049-03-01      | 4.5000%  | 0.0000% | $111665280.00      | $27845705.77       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIBT6626 | 2038-04-01      | 4.5000%  | 0.0000% | $1000.00           | $579.86            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICA3022 | 2034-01-01      | 3.5000%  | 0.0000% | $2000.00           | $439.06            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA6907 | 2050-09-01      | 2.0000%  | 0.0000% | $2048.00           | $1022.18           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBU4775 | 2054-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1881.54           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBU4620 | 2054-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1747.12           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBN5069 | 2049-02-01      | 5.5000%  | 0.0000% | $2032.00           | $34.63             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN5945 | 2049-06-01      | 3.5000%  | 0.0000% | $7000.00           | $1816.07           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO8761 | 2050-01-01      | 3.5000%  | 0.0000% | $3001.00           | $1366.03           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN4459 | 2049-01-01      | 5.0000%  | 0.0000% | $2000.00           | $95.01             | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBU4136 | 2053-09-01      | 6.5000%  | 0.0000% | $2000.00           | $1761.28           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM5313 | 2048-03-01      | 3.5000%  | 0.0000% | $86471424.00       | $24081451.26       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBU5047 | 2054-09-01      | 5.5000%  | 0.0000% | $54499013.00       | $51909924.27       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBQ8482 | 2050-12-01      | 2.5000%  | 0.0000% | $1000.00           | $397.58            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA5787 | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $833.92            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD9815 | 2055-05-01      | 5.5000%  | 0.0000% | $2000.00           | $2038.66           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC5473 | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1003.30           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO0567 | 2049-06-01      | 3.5000%  | 0.0000% | $3001.00           | $1138.15           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO2977 | 2049-09-01      | 3.5000%  | 0.0000% | $2000.00           | $409.55            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN6554 | 2049-05-01      | 4.5000%  | 0.0000% | $6000.00           | $2852.86           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM5134 | 2048-11-01      | 4.0000%  | 0.0000% | $2000.00           | $385.29            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB8091 | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $997.12            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBA4737 | 2045-12-01      | 4.0000%  | 0.0000% | $2000.00           | $295.45            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDE3934 | 2055-06-01      | 4.5000%  | 0.0000% | $1000.00           | $964.95            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICB4243 | 2037-07-01      | 3.5000%  | 0.0000% | $1000.00           | $654.81            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH7573 | 2047-08-01      | 4.0000%  | 0.0000% | $3000.00           | $856.83            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBA6486 | 2046-07-01      | 3.5000%  | 0.0000% | $2000.00           | $514.78            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD0756 | 2055-02-01      | 6.0000%  | 0.0000% | $2002.00           | $2043.27           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD5058 | 2055-04-01      | 6.0000%  | 0.0000% | $2000.00           | $2062.40           | Agency Mortgage-Backed Securities |
| FNMS 02.500 RIAZ9181 | 2030-09-01      | 2.5000%  | 0.0000% | $2000.00           | $111.22            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX9777 | 2053-04-01      | 6.0000%  | 0.0000% | $3000.00           | $2448.73           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD7916 | 2055-05-01      | 6.0000%  | 0.0000% | $2000.00           | $2047.83           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4037 | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $753.74            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQH1480 | 2053-09-01      | 5.5000%  | 0.0000% | $1008.00           | $890.63            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD2170 | 2051-07-01      | 3.0000%  | 0.0000% | $1000.00           | $690.01            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD6440 | 2053-10-01      | 5.0000%  | 0.0000% | $1008.00           | $953.80            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5049 | 2052-11-01      | 6.0000%  | 0.0000% | $8640576.00        | $7104872.09        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBX2365 | 2053-02-01      | 6.5000%  | 0.0000% | $2000.00           | $1082.62           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQG2979 | 2053-05-01      | 3.0000%  | 0.0000% | $2000.00           | $1521.51           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF3725 | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $827.05            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1087 | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $734.67            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN4845 | 2049-03-01      | 4.5000%  | 0.0000% | $7000.00           | $1817.55           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4730 | 2047-08-01      | 3.5000%  | 0.0000% | $1000.00           | $109.02            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1641 | 2052-09-01      | 4.5000%  | 0.0000% | $1141.00           | $877.62            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD6598 | 2054-10-01      | 5.5000%  | 0.0000% | $5843777.00        | $5602350.63        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF0618 | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $847.45            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CICA3287 | 2034-03-01      | 4.0000%  | 0.0000% | $2006.00           | $308.32            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6637 | 2053-06-01      | 5.5000%  | 0.0000% | $1040.00           | $902.65            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA5744 | 2050-05-01      | 3.5000%  | 0.0000% | $48417889.00       | $23498330.24       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB4611 | 2052-09-01      | 4.0000%  | 0.0000% | $1008.00           | $677.96            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5731 | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $796.37            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK7198 | 2048-09-01      | 4.5000%  | 0.0000% | $3001.00           | $617.01            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO8662 | 2050-03-01      | 3.0000%  | 0.0000% | $2000.00           | $329.96            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM4839 | 2048-10-01      | 4.0000%  | 0.0000% | $2000.00           | $407.92            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN1280 | 2049-06-01      | 3.5000%  | 0.0000% | $3024.00           | $831.92            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN2985 | 2048-11-01      | 4.5000%  | 0.0000% | $2000.00           | $570.50            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX1536 | 2052-10-01      | 5.5000%  | 0.0000% | $7000.00           | $4236.50           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN3864 | 2049-03-01      | 4.5000%  | 0.0000% | $6000.00           | $1606.07           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX2509 | 2052-11-01      | 4.5000%  | 0.0000% | $5000.00           | $4630.59           | Agency Mortgage-Backed Securities |
| FNMS 02.500 GLBM7363 | 2050-11-01      | 2.5000%  | 0.0000% | $2016.00           | $1498.09           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9931 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $595.55            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW1971 | 2052-07-01      | 5.0000%  | 0.0000% | $3001.00           | $2196.81           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRBM4482 | 2043-01-01      | 4.0000%  | 0.0000% | $2000.00           | $476.82            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBK5178 | 2048-05-01      | 3.0000%  | 0.0000% | $2000.00           | $708.13            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBH5111 | 2047-08-01      | 3.5000%  | 0.0000% | $3000.00           | $1049.12           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK6169 | 2048-09-01      | 4.5000%  | 0.0000% | $3000.00           | $1262.62           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIBK0935 | 2033-07-01      | 4.0000%  | 0.0000% | $2000.00           | $428.53            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8011 | 2050-12-01      | 2.0000%  | 0.0000% | $1024.00           | $546.47            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6512 | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $767.52            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB5598 | 2053-02-01      | 4.5000%  | 0.0000% | $1024.00           | $804.01            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6718 | 2053-07-01      | 4.5000%  | 0.0000% | $1000.00           | $887.60            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8941 | 2051-02-01      | 2.0000%  | 0.0000% | $2000.00           | $1101.82           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8750 | 2051-02-01      | 2.0000%  | 0.0000% | $149366072.00      | $87737474.50       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS4787 | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $811.64            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD7574 | 2054-09-01      | 6.0000%  | 0.0000% | $40528311.00       | $38496647.79       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAP0354 | 2042-08-01      | 3.5000%  | 0.0000% | $1000.00           | $134.11            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ0630 | 2050-08-01      | 2.0000%  | 0.0000% | $2048.00           | $1016.59           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBO0299 | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $151.07            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD3296 | 2055-02-01      | 6.0000%  | 0.0000% | $2000.00           | $1871.08           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD1009 | 2055-02-01      | 6.0000%  | 0.0000% | $2000.00           | $2043.88           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW1689 | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $846.69            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5846 | 2053-03-01      | 5.5000%  | 0.0000% | $42038400.00       | $34404249.09       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAP4450 | 2042-08-01      | 4.0000%  | 0.0000% | $4999.00           | $518.30            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8925 | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $754.22            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8651 | 2052-08-01      | 5.0000%  | 0.0000% | $923088.00         | $570235.64         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLBX1940 | 2053-01-01      | 7.0000%  | 0.0000% | $2000.00           | $930.32            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8370 | 2052-08-01      | 5.0000%  | 0.0000% | $6000.00           | $4904.82           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5289 | 2052-12-01      | 5.5000%  | 0.0000% | $2752684.00        | $2208890.93        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4889 | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $760.17            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4553 | 2052-09-01      | 4.5000%  | 0.0000% | $1024.00           | $797.90            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAY4658 | 2031-04-01      | 4.0000%  | 0.0000% | $1002.00           | $32.81             | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV2451 | 2052-06-01      | 3.0000%  | 0.0000% | $3008.00           | $2268.06           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY4322 | 2053-06-01      | 6.5000%  | 0.0000% | $6000.00           | $4072.23           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9527 | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $375.19            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX6601 | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $909.02            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV7928 | 2052-08-01      | 4.5000%  | 0.0000% | $2000.00           | $1483.88           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5287 | 2052-12-01      | 5.5000%  | 0.0000% | $1024.00           | $805.04            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX1159 | 2052-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1618.76           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8759 | 2052-10-01      | 5.0000%  | 0.0000% | $6000.00           | $4888.67           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3097 | 2052-03-01      | 2.5000%  | 0.0000% | $2000.00           | $1280.47           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY3808 | 2053-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1416.93           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX5134 | 2053-01-01      | 6.0000%  | 0.0000% | $11000.00          | $5056.51           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8323 | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $919.95            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CICB7382 | 2038-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1526.59           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7858 | 2054-01-01      | 5.5000%  | 0.0000% | $1000.00           | $895.64            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE1640 | 2055-06-01      | 6.5000%  | 0.0000% | $1973.00           | $2087.16           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7442 | 2053-11-01      | 6.0000%  | 0.0000% | $2048.00           | $1784.83           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8119 | 2054-03-01      | 5.0000%  | 0.0000% | $2048.00           | $1725.12           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE1954 | 2055-06-01      | 5.0000%  | 0.0000% | $1006.00           | $996.02            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7054 | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $856.70            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7503 | 2053-11-01      | 6.0000%  | 0.0000% | $1008.00           | $893.52            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8990 | 2054-08-01      | 5.5000%  | 0.0000% | $54406995.00       | $51947612.76       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7423 | 2053-11-01      | 5.5000%  | 0.0000% | $1024.00           | $926.86            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5777 | 2053-02-01      | 6.0000%  | 0.0000% | $1607.00           | $1363.79           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD4649 | 2055-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1756.18           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6879 | 2053-08-01      | 6.0000%  | 0.0000% | $1024.00           | $793.36            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6732 | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $906.32            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK6172 | 2048-09-01      | 4.5000%  | 0.0000% | $7002.00           | $2179.51           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD6397 | 2055-04-01      | 6.0000%  | 0.0000% | $2016.00           | $1947.54           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6717 | 2053-07-01      | 4.5000%  | 0.0000% | $1000.00           | $867.58            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3259 | 2052-04-01      | 3.5000%  | 0.0000% | $50000000.00       | $36776546.08       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8782 | 2052-09-01      | 5.0000%  | 0.0000% | $7000.00           | $4927.41           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1704 | 2055-05-01      | 6.0000%  | 0.0000% | $2000.00           | $2039.65           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA9297 | 2051-02-01      | 3.0000%  | 0.0000% | $2040.00           | $1134.91           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA3679 | 2049-06-01      | 4.5000%  | 0.0000% | $2000.00           | $495.57            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB4023 | 2052-07-01      | 4.0000%  | 0.0000% | $6306990.00        | $4793280.17        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6701 | 2053-07-01      | 6.0000%  | 0.0000% | $8893491.00        | $7196028.14        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4801 | 2052-10-01      | 4.5000%  | 0.0000% | $2144.00           | $1666.44           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY6402 | 2053-08-01      | 6.0000%  | 0.0000% | $2000.00           | $2043.40           | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP887760 | 2036-07-01      | 6.0000%  | 0.0000% | $1023.00           | $1.88              | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP887660 | 2036-08-01      | 6.0000%  | 0.0000% | $1004.00           | $6.05              | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7943 | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $751.98            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8864 | 2054-07-01      | 6.5000%  | 0.0000% | $12118064.00       | $11003229.10       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM2122 | 2049-12-01      | 3.5000%  | 0.0000% | $1015.00           | $314.29            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICA5466 | 2035-04-01      | 3.0000%  | 0.0000% | $2000.00           | $678.69            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1784 | 2051-10-01      | 2.5000%  | 0.0000% | $2000.00           | $1289.63           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4635 | 2052-09-01      | 5.5000%  | 0.0000% | $48337280.00       | $34442759.37       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1274 | 2051-08-01      | 2.5000%  | 0.0000% | $3000.00           | $1822.33           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3320 | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $730.69            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA5960 | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $480.00            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBE3600 | 2048-11-01      | 4.5000%  | 0.0000% | $8000.00           | $3990.94           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQJ6671 | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $936.85            | Agency Mortgage-Backed Securities |
| 07.000 FGPC G03822 G | 2038-01-01      | 7.0000%  | 0.0000% | $4631.00           | $49.27             | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD3275 | 2053-07-01      | 5.5000%  | 0.0000% | $1008.00           | $831.51            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4726 | 2047-07-01      | 3.5000%  | 0.0000% | $1000.00           | $105.48            | Agency Mortgage-Backed Securities |
| 04.500 FGPC A97806 G | 2041-03-01      | 4.5000%  | 0.0000% | $6994.00           | $987.94            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX3912 | 2053-01-01      | 6.0000%  | 0.0000% | $2000.00           | $1401.33           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM4518 | 2048-10-01      | 4.5000%  | 0.0000% | $4000.00           | $1074.98           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW6421 | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $783.65            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS2082 | 2052-06-01      | 4.5000%  | 0.0000% | $1024.00           | $751.67            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM5332 | 2048-11-01      | 4.5000%  | 0.0000% | $2048.00           | $550.87            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN7888 | 2049-05-01      | 4.5000%  | 0.0000% | $3000.00           | $1081.72           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO1161 | 2049-07-01      | 3.5000%  | 0.0000% | $3000.00           | $851.41            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO2365 | 2049-11-01      | 3.5000%  | 0.0000% | $6000.00           | $2944.05           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8512 | 2054-05-01      | 6.5000%  | 0.0000% | $3791.00           | $2975.88           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8137 | 2054-03-01      | 5.5000%  | 0.0000% | $50322112.00       | $46341504.73       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB8029 | 2054-02-01      | 7.0000%  | 0.0000% | $1008.00           | $850.86            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7342 | 2053-10-01      | 6.0000%  | 0.0000% | $1024.00           | $889.83            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB6884 | 2053-08-01      | 6.5000%  | 0.0000% | $1024.00           | $784.76            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8083 | 2053-12-01      | 5.5000%  | 0.0000% | $2016.00           | $1826.76           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM5935 | 2049-03-01      | 4.5000%  | 0.0000% | $2000.00           | $538.00            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN2995 | 2048-11-01      | 4.5000%  | 0.0000% | $5000.00           | $1525.07           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBN5968 | 2034-07-01      | 3.0000%  | 0.0000% | $2000.00           | $311.99            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN4887 | 2049-04-01      | 4.5000%  | 0.0000% | $3000.00           | $548.20            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE4750 | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.83           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN4448 | 2049-01-01      | 5.0000%  | 0.0000% | $2016.00           | $42.14             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8497 | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $941.62            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM5526 | 2048-02-01      | 3.5000%  | 0.0000% | $2000.00           | $370.43            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8541 | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $930.78            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8690 | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $885.58            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM5437 | 2044-05-01      | 4.0000%  | 0.0000% | $2000.00           | $487.99            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8487 | 2054-05-01      | 5.5000%  | 0.0000% | $46690062.00       | $41788115.60       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6745 | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $833.19            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB6936 | 2053-08-01      | 6.5000%  | 0.0000% | $1024.00           | $799.83            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7309 | 2053-10-01      | 6.5000%  | 0.0000% | $2000.00           | $1716.32           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7338 | 2053-10-01      | 6.0000%  | 0.0000% | $1024.00           | $915.11            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS4672 | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $736.77            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX3655 | 2052-12-01      | 5.5000%  | 0.0000% | $6000.00           | $5873.00           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX1348 | 2052-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1679.60           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBX8714 | 2053-03-01      | 6.5000%  | 0.0000% | $2000.00           | $1477.78           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM4656 | 2047-02-01      | 3.5000%  | 0.0000% | $2005.00           | $319.50            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN2148 | 2048-11-01      | 4.5000%  | 0.0000% | $3001.00           | $594.88            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9141 | 2054-09-01      | 5.5000%  | 0.0000% | $25199201.00       | $24021759.73       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM4621 | 2046-03-01      | 3.5000%  | 0.0000% | $2000.00           | $452.94            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO8243 | 2049-11-01      | 3.5000%  | 0.0000% | $3000.00           | $1383.64           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7344 | 2050-10-01      | 2.0000%  | 0.0000% | $6024.00           | $3243.03           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8728 | 2051-01-01      | 2.0000%  | 0.0000% | $2560.00           | $1444.96           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6821 | 2053-08-01      | 5.5000%  | 0.0000% | $2048.00           | $1738.22           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8012 | 2050-12-01      | 2.0000%  | 0.0000% | $2022.00           | $1096.13           | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLCA8455 | 2051-01-01      | 1.5000%  | 0.0000% | $2000.00           | $1044.78           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7131 | 2050-09-01      | 2.5000%  | 0.0000% | $2000.00           | $878.57            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6075 | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $804.28            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6560 | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $867.35            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBP1060 | 2050-02-01      | 3.5000%  | 0.0000% | $3000.00           | $1327.52           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX8625 | 2053-04-01      | 5.0000%  | 0.0000% | $2016.00           | $1642.01           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN6534 | 2049-03-01      | 5.0000%  | 0.0000% | $3000.00           | $501.68            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN3872 | 2049-04-01      | 4.0000%  | 0.0000% | $3000.00           | $157.89            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY2754 | 2053-05-01      | 6.5000%  | 0.0000% | $6000.00           | $4920.31           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO7786 | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $409.15            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY2208 | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1037.22           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBQ3099 | 2050-10-01      | 3.0000%  | 0.0000% | $6001.00           | $2115.20           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX8173 | 2053-04-01      | 5.5000%  | 0.0000% | $11000.00          | $8845.60           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX7634 | 2053-05-01      | 5.5000%  | 0.0000% | $5000.00           | $4590.22           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO8268 | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $399.12            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY2139 | 2053-06-01      | 6.5000%  | 0.0000% | $6000.00           | $4930.82           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCA3350 | 2049-04-01      | 5.0000%  | 0.0000% | $2048.00           | $721.21            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB6336 | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $702.52            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4783 | 2052-10-01      | 5.0000%  | 0.0000% | $24042846.00       | $18556878.86       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTCA1585 | 2038-04-01      | 4.0000%  | 0.0000% | $2016.00           | $447.59            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5314 | 2052-12-01      | 6.0000%  | 0.0000% | $38404959.00       | $31976106.48       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY8808 | 2053-08-01      | 6.5000%  | 0.0000% | $2000.00           | $573.64            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6080 | 2053-04-01      | 5.5000%  | 0.0000% | $2098990.00        | $1651906.46        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2483 | 2048-10-01      | 4.5000%  | 0.0000% | $2000.00           | $318.36            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5395 | 2053-01-01      | 5.5000%  | 0.0000% | $1024.00           | $816.65            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0771 | 2047-11-01      | 3.5000%  | 0.0000% | $200127161.00      | $29552737.50       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5288 | 2052-12-01      | 5.5000%  | 0.0000% | $2024.00           | $1683.55           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTCA1584 | 2038-04-01      | 4.0000%  | 0.0000% | $2016.00           | $386.52            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2099 | 2051-11-01      | 3.0000%  | 0.0000% | $1024.00           | $702.78            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICB2951 | 2037-02-01      | 2.0000%  | 0.0000% | $1120.00           | $664.37            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA1079 | 2048-01-01      | 3.5000%  | 0.0000% | $2048.00           | $251.56            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4099 | 2052-07-01      | 4.5000%  | 0.0000% | $1024.00           | $801.47            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA2039 | 2048-07-01      | 4.0000%  | 0.0000% | $2048.00           | $155.43            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ5803 | 2048-03-01      | 4.0000%  | 0.0000% | $2000.00           | $387.69            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX0238 | 2052-09-01      | 5.5000%  | 0.0000% | $1000.00           | $983.14            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK8692 | 2048-07-01      | 4.5000%  | 0.0000% | $3000.00           | $639.05            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6913 | 2053-08-01      | 5.5000%  | 0.0000% | $70306327.00       | $59210049.58       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6756 | 2053-07-01      | 6.0000%  | 0.0000% | $2000.00           | $1635.98           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5602 | 2053-02-01      | 6.0000%  | 0.0000% | $43724992.00       | $32649181.39       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7119 | 2053-09-01      | 6.0000%  | 0.0000% | $1030.00           | $791.28            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBE2244 | 2047-02-01      | 4.0000%  | 0.0000% | $3000.00           | $377.74            | Agency Mortgage-Backed Securities |
| FNMS 02.500 I6BF0680 | 2062-09-01      | 2.5000%  | 0.0000% | $2008.00           | $1315.43           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH0500 | 2047-04-01      | 4.0000%  | 0.0000% | $1008.00           | $239.87            | Agency Mortgage-Backed Securities |
| FNMS 03.500 U3BF0208 | 2042-02-01      | 3.5000%  | 0.0000% | $2000.00           | $500.85            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD8003 | 2046-09-01      | 3.5000%  | 0.0000% | $1000.00           | $149.39            | Agency Mortgage-Backed Securities |
| FNMS 02.500 I4BF0618 | 2062-03-01      | 2.5000%  | 0.0000% | $2000.00           | $1320.92           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBD8018 | 2046-09-01      | 3.0000%  | 0.0000% | $2048.00           | $431.70            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW0712 | 2052-06-01      | 5.0000%  | 0.0000% | $2000.00           | $1458.03           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBJ9181 | 2048-05-01      | 5.0000%  | 0.0000% | $2001.00           | $272.55            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4305 | 2051-04-01      | 2.0000%  | 0.0000% | $41804645.00       | $24345401.62       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBJ7821 | 2049-05-01      | 4.5000%  | 0.0000% | $7007.00           | $1325.33           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW9899 | 2052-10-01      | 4.5000%  | 0.0000% | $7018.00           | $4474.15           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH4628 | 2047-06-01      | 4.5000%  | 0.0000% | $5000.00           | $1907.36           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK8841 | 2048-08-01      | 4.5000%  | 0.0000% | $2048.00           | $389.60            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK1971 | 2048-03-01      | 4.5000%  | 0.0000% | $2048.00           | $480.23            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK4284 | 2048-09-01      | 4.5000%  | 0.0000% | $2000.00           | $375.06            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBW7479 | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $792.29            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK9008 | 2048-09-01      | 4.5000%  | 0.0000% | $6000.00           | $1776.67           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC7716 | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $960.97            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4945 | 2052-10-01      | 4.5000%  | 0.0000% | $6799.00           | $5450.80           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6914 | 2053-08-01      | 5.5000%  | 0.0000% | $1024.00           | $885.85            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICB1445 | 2036-08-01      | 2.0000%  | 0.0000% | $1024.00           | $555.59            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX8093 | 2053-04-01      | 4.5000%  | 0.0000% | $2000.00           | $1446.23           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7810 | 2054-01-01      | 6.5000%  | 0.0000% | $1152866.00        | $785378.16         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5231 | 2052-12-01      | 5.5000%  | 0.0000% | $1008.00           | $830.19            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC7751 | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $768.62            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5135 | 2052-11-01      | 5.5000%  | 0.0000% | $2048.00           | $1634.83           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC5675 | 2054-11-01      | 6.0000%  | 0.0000% | $2000.00           | $2000.27           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9219 | 2054-09-01      | 6.0000%  | 0.0000% | $16758187.00       | $16339960.18       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC7033 | 2054-11-01      | 6.5000%  | 0.0000% | $4204.00           | $4276.79           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK5291 | 2048-06-01      | 4.5000%  | 0.0000% | $2000.00           | $424.31            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC4804 | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.83           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK5262 | 2048-05-01      | 4.5000%  | 0.0000% | $2048.00           | $461.78            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM4341 | 2048-02-01      | 4.0000%  | 0.0000% | $2048.00           | $618.57            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTBM3253 | 2037-12-01      | 2.5000%  | 0.0000% | $2000.00           | $327.76            | Agency Mortgage-Backed Securities |
| FNMS 03.000 I4BF0332 | 2059-01-01      | 3.0000%  | 0.0000% | $351000.00         | $124400.34         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM4655 | 2047-05-01      | 3.5000%  | 0.0000% | $2000.00           | $380.10            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC5594 | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $843.30            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM4027 | 2048-05-01      | 3.5000%  | 0.0000% | $2048.00           | $619.90            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN5340 | 2049-03-01      | 5.0000%  | 0.0000% | $2048.00           | $554.53            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD5342 | 2055-03-01      | 6.0000%  | 0.0000% | $2000.00           | $2054.74           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD6233 | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.53           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE2054 | 2055-06-01      | 5.5000%  | 0.0000% | $2048.00           | $2071.15           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN3155 | 2049-05-01      | 4.5000%  | 0.0000% | $3000.00           | $463.15            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDD3924 | 2055-03-01      | 7.0000%  | 0.0000% | $2000.00           | $2116.95           | Agency Mortgage-Backed Securities |
| FNMS 03.500 R3BF0748 | 2052-04-01      | 3.5000%  | 0.0000% | $2016.00           | $1430.70           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM1538 | 2047-07-01      | 4.0000%  | 0.0000% | $2000.00           | $460.95            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD6241 | 2055-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1859.16           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM4747 | 2048-10-01      | 4.5000%  | 0.0000% | $2048.00           | $388.35            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE7761 | 2052-07-01      | 5.0000%  | 0.0000% | $4000.00           | $2420.19           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBM5466 | 2043-10-01      | 2.5000%  | 0.0000% | $2000.00           | $613.17            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD7620 | 2055-04-01      | 6.0000%  | 0.0000% | $2000.00           | $2048.87           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD8150 | 2055-05-01      | 5.0000%  | 0.0000% | $2000.00           | $1977.33           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM5429 | 2049-01-01      | 4.5000%  | 0.0000% | $2048.00           | $396.17            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC4841 | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $750.02            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBK3751 | 2033-05-01      | 3.0000%  | 0.0000% | $2109.00           | $355.18            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC3166 | 2054-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1394.07           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC4901 | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $968.48            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDA7118 | 2053-12-01      | 7.0000%  | 0.0000% | $2000.00           | $842.23            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDC9194 | 2039-12-01      | 4.5000%  | 0.0000% | $1000.00           | $849.64            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO8284 | 2049-11-01      | 3.5000%  | 0.0000% | $8001.00           | $4503.16           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD5077 | 2055-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1873.50           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO7287 | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $338.66            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD9937 | 2055-05-01      | 6.0000%  | 0.0000% | $2000.00           | $2048.20           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIRC2202 | 2036-09-01      | 2.0000%  | 0.0000% | $1024.00           | $556.99            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBN6701 | 2049-06-01      | 5.5000%  | 0.0000% | $1000.00           | $98.16             | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD5799 | 2055-04-01      | 5.5000%  | 0.0000% | $2000.00           | $2024.51           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN6952 | 2049-02-01      | 4.5000%  | 0.0000% | $8000.00           | $1887.01           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN0696 | 2048-09-01      | 4.5000%  | 0.0000% | $7003.00           | $2078.77           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL2326 | 2042-04-01      | 4.5000%  | 0.0000% | $1000.00           | $77.19             | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY3598 | 2053-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1480.29           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICB1712 | 2036-09-01      | 2.0000%  | 0.0000% | $1024.00           | $577.02            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW7030 | 2052-08-01      | 4.5000%  | 0.0000% | $7000.00           | $3678.84           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR7563 | 2051-03-01      | 2.0000%  | 0.0000% | $2000.00           | $1169.60           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW6028 | 2052-07-01      | 4.5000%  | 0.0000% | $2000.00           | $1759.13           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8296 | 2052-10-01      | 5.0000%  | 0.0000% | $2383832.00        | $2274072.76        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBV8732 | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $718.65            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX0175 | 2053-02-01      | 5.5000%  | 0.0000% | $6000.00           | $4569.90           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX9533 | 2053-03-01      | 6.0000%  | 0.0000% | $2000.00           | $1094.17           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV8831 | 2052-06-01      | 5.0000%  | 0.0000% | $7000.00           | $5051.35           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX4014 | 2052-12-01      | 6.0000%  | 0.0000% | $4000.00           | $3971.97           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD3162 | 2053-06-01      | 5.0000%  | 0.0000% | $2540360.00        | $2403312.96        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0716 | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.02           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS5868 | 2052-05-01      | 3.0000%  | 0.0000% | $4683.00           | $3499.78           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5822 | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $1034.42           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM2976 | 2047-02-01      | 3.5000%  | 0.0000% | $6000.00           | $1626.30           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQI0477 | 2054-03-01      | 5.0000%  | 0.0000% | $1024.00           | $1001.15           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM1580 | 2046-08-01      | 3.5000%  | 0.0000% | $1000.00           | $101.12            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF8209 | 2053-02-01      | 5.5000%  | 0.0000% | $5000.00           | $2743.25           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS7914 | 2046-09-01      | 3.0000%  | 0.0000% | $231309056.00      | $35909445.09       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA9165 | 2053-06-01      | 5.5000%  | 0.0000% | $204972.00         | $177623.34         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI5153 | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $886.55            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD6008 | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $866.72            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD0728 | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $628.64            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAU3746 | 2043-08-01      | 3.5000%  | 0.0000% | $1000.00           | $113.05            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW5727 | 2052-09-01      | 5.0000%  | 0.0000% | $1003.00           | $752.00            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW5996 | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $811.07            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAW0977 | 2044-05-01      | 3.5000%  | 0.0000% | $1000.00           | $166.19            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG8729 | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $929.96            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM3982 | 2047-08-01      | 4.5000%  | 0.0000% | $1008.00           | $256.46            | Agency Mortgage-Backed Securities |
| 04.500 FGPC G07539 G | 2043-11-01      | 4.5000%  | 0.0000% | $1013.00           | $92.75             | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q62997 G | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $191.14            | Agency Mortgage-Backed Securities |
| 04.000 FGPC V80615 G | 2043-11-01      | 4.0000%  | 0.0000% | $1024.00           | $122.48            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM4183 | 2047-09-01      | 4.5000%  | 0.0000% | $7000.00           | $1655.03           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD4816 | 2054-01-01      | 2.5000%  | 0.0000% | $1008.00           | $760.13            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIRC2274 | 2036-10-01      | 2.0000%  | 0.0000% | $1024.00           | $566.13            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX5777 | 2052-12-01      | 6.0000%  | 0.0000% | $7000.00           | $5468.30           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8340 | 2054-04-01      | 6.0000%  | 0.0000% | $13461216.00       | $11913444.59       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB8890 | 2054-07-01      | 7.0000%  | 0.0000% | $2064.00           | $1568.39           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7481 | 2053-11-01      | 6.0000%  | 0.0000% | $1024.00           | $955.32            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB7970 | 2054-02-01      | 5.0000%  | 0.0000% | $6048.00           | $5513.59           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7308 | 2053-10-01      | 6.5000%  | 0.0000% | $1008.00           | $866.65            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8026 | 2054-02-01      | 6.5000%  | 0.0000% | $1024.00           | $741.26            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6926 | 2053-08-01      | 6.0000%  | 0.0000% | $42215232.00       | $32211284.93       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8168 | 2054-03-01      | 6.0000%  | 0.0000% | $1000.00           | $818.35            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8724 | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $844.87            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCA2822 | 2048-12-01      | 5.5000%  | 0.0000% | $2000.00           | $389.76            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8722 | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $890.15            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8978 | 2054-08-01      | 5.0000%  | 0.0000% | $12625168.00       | $12211739.40       | Agency Mortgage-Backed Securities |
| FNMS 04.000 I4BF0110 | 2056-03-01      | 4.0000%  | 0.0000% | $2368.00           | $897.79            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBD6341 | 2046-09-01      | 3.0000%  | 0.0000% | $2000.00           | $216.32            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW3779 | 2052-09-01      | 4.5000%  | 0.0000% | $2048.00           | $1794.95           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW6356 | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1180.13           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8948 | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1709.83           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7022 | 2052-08-01      | 5.0000%  | 0.0000% | $8000.00           | $4440.79           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX0156 | 2053-02-01      | 5.5000%  | 0.0000% | $5000.00           | $4368.37           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW7899 | 2052-08-01      | 4.5000%  | 0.0000% | $11000.00          | $9131.05           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW6535 | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $524.08            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8751 | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $817.05            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7680 | 2052-09-01      | 5.0000%  | 0.0000% | $7000.00           | $5485.12           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW3598 | 2052-07-01      | 5.0000%  | 0.0000% | $3001.00           | $2176.29           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX2188 | 2052-11-01      | 5.5000%  | 0.0000% | $5000.00           | $3585.46           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7475 | 2053-11-01      | 5.5000%  | 0.0000% | $1040.00           | $881.75            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7053 | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $838.95            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX9785 | 2053-04-01      | 6.0000%  | 0.0000% | $6000.00           | $4223.26           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7656 | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1934.35           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA7681 | 2052-07-01      | 5.0000%  | 0.0000% | $53622637.00       | $37739782.39       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE0960 | 2055-06-01      | 6.5000%  | 0.0000% | $2000.00           | $1935.53           | Agency Mortgage-Backed Securities |
| FNMS 03.000 I3BF0293 | 2048-07-01      | 3.0000%  | 0.0000% | $2000.00           | $505.96            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8911 | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1264.93           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX6872 | 2053-02-01      | 5.5000%  | 0.0000% | $5000.00           | $3253.89           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW6497 | 2052-09-01      | 5.0000%  | 0.0000% | $6000.00           | $4700.58           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX4629 | 2053-01-01      | 6.0000%  | 0.0000% | $7000.00           | $4889.17           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM1013 | 2046-04-01      | 3.5000%  | 0.0000% | $1000.00           | $146.01            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9349 | 2054-10-01      | 5.5000%  | 0.0000% | $1040.00           | $997.03            | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP891423 | 2036-03-01      | 6.0000%  | 0.0000% | $2045.00           | $2.46              | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA5514 | 2050-04-01      | 2.5000%  | 0.0000% | $1000.00           | $394.10            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6038 | 2050-06-01      | 2.5000%  | 0.0000% | $1047.00           | $452.25            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY0108 | 2053-05-01      | 5.0000%  | 0.0000% | $7000.00           | $4326.09           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBU4262 | 2053-10-01      | 6.5000%  | 0.0000% | $2000.00           | $1876.28           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CKAE0978 | 2040-06-01      | 5.5000%  | 0.0000% | $1024.00           | $28.83             | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTBU5708 | 2045-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1846.56           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0833 | 2047-12-01      | 3.5000%  | 0.0000% | $2000.00           | $414.74            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO3685 | 2049-12-01      | 3.5000%  | 0.0000% | $8000.00           | $3340.96           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBP5613 | 2050-06-01      | 2.5000%  | 0.0000% | $2016.00           | $793.07            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM9419 | 2051-10-01      | 3.0000%  | 0.0000% | $1024.00           | $640.94            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBE3702 | 2047-06-01      | 4.0000%  | 0.0000% | $718985.00         | $80621.26          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBJ7337 | 2048-10-01      | 4.5000%  | 0.0000% | $3001.00           | $2126.57           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBH0798 | 2047-04-01      | 3.5000%  | 0.0000% | $2000.00           | $286.27            | Agency Mortgage-Backed Securities |
| FNMS 03.500 REBJ4579 | 2048-01-01      | 3.5000%  | 0.0000% | $2000.00           | $512.40            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX1359 | 2052-11-01      | 5.5000%  | 0.0000% | $5000.00           | $4143.34           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBJ2383 | 2047-11-01      | 3.5000%  | 0.0000% | $3000.00           | $1251.75           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7944 | 2052-08-01      | 5.0000%  | 0.0000% | $2016.00           | $1715.19           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX6747 | 2053-03-01      | 5.0000%  | 0.0000% | $2593774.00        | $1999119.82        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTBK0531 | 2040-01-01      | 3.0000%  | 0.0000% | $2000.00           | $845.58            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9343 | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $803.10            | Agency Mortgage-Backed Securities |
| FNMS 04.500 I4BF0738 | 2063-06-01      | 4.5000%  | 0.0000% | $2019.00           | $1633.11           | Agency Mortgage-Backed Securities |
| FNMS 03.000 R3BF0554 | 2050-05-01      | 3.0000%  | 0.0000% | $2000.00           | $936.54            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTBM5460 | 2035-01-01      | 3.5000%  | 0.0000% | $2000.00           | $420.11            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8519 | 2051-01-01      | 2.0000%  | 0.0000% | $2570.00           | $1364.13           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX8910 | 2053-05-01      | 5.5000%  | 0.0000% | $6000.00           | $3234.81           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7290 | 2050-10-01      | 2.0000%  | 0.0000% | $4096.00           | $2074.71           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTCA6179 | 2040-06-01      | 2.5000%  | 0.0000% | $2000.00           | $805.23            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA3202 | 2048-02-01      | 4.0000%  | 0.0000% | $6024.00           | $1144.47           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX8917 | 2053-05-01      | 6.0000%  | 0.0000% | $8000.00           | $5721.94           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA1892 | 2048-06-01      | 4.0000%  | 0.0000% | $2048.00           | $203.03            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8364 | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $856.94            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA4819 | 2049-12-01      | 4.0000%  | 0.0000% | $1000.00           | $285.47            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA6987 | 2050-09-01      | 2.0000%  | 0.0000% | $1008.00           | $615.43            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB1155 | 2051-07-01      | 3.5000%  | 0.0000% | $1008.00           | $606.19            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC8682 | 2054-11-01      | 6.5000%  | 0.0000% | $2000.00           | $2080.76           | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLFS8837 | 2054-07-01      | 7.5000%  | 0.0000% | $1024.00           | $730.32            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC9737 | 2055-01-01      | 5.0000%  | 0.0000% | $2000.00           | $1936.36           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD9349 | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.54           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA3978 | 2049-08-01      | 4.5000%  | 0.0000% | $2000.00           | $561.73            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS5626 | 2053-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1749.58           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC4434 | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $956.37            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE1630 | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1013.50           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8734 | 2054-06-01      | 6.5000%  | 0.0000% | $1024.00           | $785.29            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAW1806 | 2044-10-01      | 3.5000%  | 0.0000% | $1000.00           | $91.11             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX7028 | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $566.71            | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLCA8563 | 2051-01-01      | 1.5000%  | 0.0000% | $2016.00           | $1109.61           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSL2152 | 2050-02-01      | 3.0000%  | 0.0000% | $27001632.00       | $24654659.14       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8358 | 2054-04-01      | 6.5000%  | 0.0000% | $1024.00           | $785.05            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA1423 | 2054-04-01      | 4.5000%  | 0.0000% | $1024.00           | $965.53            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIBK7642 | 2033-09-01      | 4.0000%  | 0.0000% | $2000.00           | $490.44            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q11101 G | 2042-09-01      | 4.0000%  | 0.0000% | $6000.00           | $1454.61           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG3875 | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $787.96            | Agency Mortgage-Backed Securities |
| FNMS 04.000 U3BF0198 | 2040-11-01      | 4.0000%  | 0.0000% | $2000.00           | $392.74            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX6115 | 2053-01-01      | 6.0000%  | 0.0000% | $2048.00           | $1249.02           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4393 | 2052-08-01      | 4.5000%  | 0.0000% | $1008.00           | $830.69            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB2979 | 2037-02-01      | 2.5000%  | 0.0000% | $1000.00           | $602.49            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9838 | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $888.19            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3611 | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $742.99            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4103 | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $752.02            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA1455 | 2054-10-01      | 5.0000%  | 0.0000% | $16867806.00       | $15485177.40       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3361 | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $712.62            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8141 | 2054-03-01      | 5.5000%  | 0.0000% | $21161838.00       | $19486927.08       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8300 | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $862.26            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8538 | 2054-05-01      | 5.5000%  | 0.0000% | $4486064.00        | $4153443.94        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICB1053 | 2036-07-01      | 2.0000%  | 0.0000% | $44367.00          | $25017.82          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8142 | 2054-03-01      | 5.5000%  | 0.0000% | $1024.00           | $871.94            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8356 | 2054-04-01      | 6.5000%  | 0.0000% | $1024.00           | $868.61            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB2784 | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $635.48            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB0614 | 2051-05-01      | 3.0000%  | 0.0000% | $1024.00           | $703.45            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBV8166 | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $683.17            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW5204 | 2052-12-01      | 4.5000%  | 0.0000% | $3000.00           | $2799.90           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBV4011 | 2052-04-01      | 4.0000%  | 0.0000% | $4360.00           | $3678.02           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBU3981 | 2053-04-01      | 6.5000%  | 0.0000% | $2016.00           | $1641.91           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBU4200 | 2053-10-01      | 6.0000%  | 0.0000% | $2016.00           | $1469.77           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW1882 | 2053-06-01      | 4.5000%  | 0.0000% | $5001.00           | $4662.62           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA3089 | 2049-02-01      | 4.5000%  | 0.0000% | $2000.00           | $419.92            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW5811 | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1351.47           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY4119 | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $770.01            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW6202 | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1252.28           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL1772 | 2055-06-01      | 5.5000%  | 0.0000% | $2000.00           | $2018.32           | Agency Mortgage-Backed Securities |
| 06.000 FGPC P51360 G | 2036-09-01      | 6.0000%  | 0.0000% | $5511.00           | $261.43            | Agency Mortgage-Backed Securities |
| 05.000 FGPC L00016 G | 2035-11-01      | 5.0000%  | 0.0000% | $1555.00           | $59.30             | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB7969 | 2054-02-01      | 5.0000%  | 0.0000% | $1000.00           | $913.29            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3242 | 2052-04-01      | 3.0000%  | 0.0000% | $9978230.00        | $7241742.74        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2627 | 2052-01-01      | 2.5000%  | 0.0000% | $1024.00           | $667.11            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7479 | 2053-11-01      | 6.0000%  | 0.0000% | $2024.00           | $1769.83           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8499 | 2051-01-01      | 2.0000%  | 0.0000% | $2016.00           | $1122.22           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ2205 | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1033.01           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8413 | 2052-09-01      | 5.0000%  | 0.0000% | $13000.00          | $9326.87           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX0552 | 2052-10-01      | 5.0000%  | 0.0000% | $2048.00           | $1661.31           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9955 | 2052-09-01      | 5.0000%  | 0.0000% | $5000.00           | $3040.98           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6246 | 2053-05-01      | 5.0000%  | 0.0000% | $1040.00           | $818.64            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CKBY9168 | 2053-09-01      | 6.0000%  | 0.0000% | $2000.00           | $1252.61           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7129 | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $831.87            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY7695 | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $877.48            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5914 | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $748.11            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBJ8377 | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $264.93            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK2042 | 2048-05-01      | 4.5000%  | 0.0000% | $2048.00           | $433.29            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW1291 | 2052-10-01      | 4.5000%  | 0.0000% | $2048.00           | $1622.52           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY8306 | 2053-08-01      | 6.0000%  | 0.0000% | $2016.00           | $1788.75           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBA2905 | 2045-11-01      | 4.0000%  | 0.0000% | $1000.00           | $154.84            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBV9892 | 2052-05-01      | 3.5000%  | 0.0000% | $15841688.00       | $11662976.04       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK7247 | 2048-10-01      | 4.5000%  | 0.0000% | $3000.00           | $740.29            | Agency Mortgage-Backed Securities |
| FNMS 04.500 I4BF0187 | 2057-01-01      | 4.5000%  | 0.0000% | $1024.00           | $285.45            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH4277 | 2047-04-01      | 4.5000%  | 0.0000% | $3000.00           | $1133.39           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8787 | 2052-09-01      | 5.0000%  | 0.0000% | $7002.00           | $5328.97           | Agency Mortgage-Backed Securities |
| FNMS 03.500 I4BF0735 | 2063-06-01      | 3.5000%  | 0.0000% | $1024.00           | $797.23            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIQN8902 | 2036-12-01      | 2.0000%  | 0.0000% | $1024.00           | $628.71            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBD5369 | 2047-06-01      | 4.0000%  | 0.0000% | $1266.00           | $567.89            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBC4932 | 2031-03-01      | 3.5000%  | 0.0000% | $2000.00           | $244.42            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAP4098 | 2042-09-01      | 3.5000%  | 0.0000% | $1012.00           | $34.66             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5644 | 2045-08-01      | 3.5000%  | 0.0000% | $60097792.00       | $15626217.84       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW3678 | 2052-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1507.28           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE9398 | 2055-09-01      | 6.5000%  | 0.0000% | $2000.00           | $2098.58           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBU8845 | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $721.23            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBJ9502 | 2048-02-01      | 3.0000%  | 0.0000% | $2000.00           | $403.75            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH3067 | 2047-05-01      | 4.5000%  | 0.0000% | $6005.00           | $2021.24           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBU4311 | 2053-12-01      | 6.5000%  | 0.0000% | $2000.00           | $1447.89           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD8819 | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1052.60           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ1469 | 2054-08-01      | 6.0000%  | 0.0000% | $1016046.00        | $1033600.82        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD7738 | 2055-04-01      | 6.5000%  | 0.0000% | $2000.00           | $2004.28           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBT7961 | 2052-11-01      | 6.0000%  | 0.0000% | $2000.00           | $1327.68           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBP6118 | 2050-05-01      | 4.0000%  | 0.0000% | $2000.00           | $429.00            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD5192 | 2046-07-01      | 3.5000%  | 0.0000% | $3000.00           | $644.91            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD8397 | 2054-01-01      | 6.5000%  | 0.0000% | $1024.00           | $640.26            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8367 | 2053-10-01      | 5.5000%  | 0.0000% | $5268346.00        | $4492235.31        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG0646 | 2053-04-01      | 6.5000%  | 0.0000% | $6000.00           | $4641.22           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF1026 | 2052-10-01      | 5.0000%  | 0.0000% | $5000.00           | $2401.58           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL9918 | 2047-02-01      | 3.5000%  | 0.0000% | $1000.00           | $247.60            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX3442 | 2052-11-01      | 6.0000%  | 0.0000% | $6000.00           | $4385.78           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW7896 | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $700.61            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6693 | 2053-07-01      | 5.0000%  | 0.0000% | $1024.00           | $836.85            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX6438 | 2053-02-01      | 6.0000%  | 0.0000% | $2000.00           | $1576.26           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7050 | 2053-09-01      | 5.5000%  | 0.0000% | $2008.00           | $1689.80           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRAP9766 | 2042-10-01      | 4.0000%  | 0.0000% | $1000.00           | $111.75            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAR3465 | 2043-01-01      | 3.5000%  | 0.0000% | $1000.00           | $111.13            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4139 | 2052-07-01      | 5.0000%  | 0.0000% | $1024.00           | $761.41            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5653 | 2053-02-01      | 6.0000%  | 0.0000% | $1024.00           | $885.19            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6702 | 2053-07-01      | 6.0000%  | 0.0000% | $2008.00           | $1577.63           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY1413 | 2053-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1799.28           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0483 | 2047-10-01      | 3.5000%  | 0.0000% | $1000.00           | $225.84            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3332 | 2052-04-01      | 3.5000%  | 0.0000% | $1131.00           | $824.50            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA2929 | 2045-12-01      | 3.5000%  | 0.0000% | $1000.00           | $162.44            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CICA2406 | 2033-10-01      | 4.0000%  | 0.0000% | $2000.00           | $305.58            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4389 | 2052-08-01      | 4.5000%  | 0.0000% | $1024.00           | $766.34            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDB6488 | 2054-06-01      | 7.0000%  | 0.0000% | $1000.00           | $819.90            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS4683 | 2053-06-01      | 5.0000%  | 0.0000% | $1024.00           | $844.08            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY6992 | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $993.11            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4423 | 2052-08-01      | 5.5000%  | 0.0000% | $2048.00           | $1472.47           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2634 | 2048-11-01      | 4.5000%  | 0.0000% | $185143293.00      | $43344497.31       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC8582 | 2054-11-01      | 6.5000%  | 0.0000% | $2000.00           | $2084.97           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8152 | 2054-03-01      | 6.0000%  | 0.0000% | $46697171.00       | $39083395.31       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS7430 | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $802.93            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN6064 | 2049-05-01      | 5.0000%  | 0.0000% | $1000.00           | $101.83            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8831 | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $940.79            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO0569 | 2049-06-01      | 3.5000%  | 0.0000% | $10483.00          | $2478.38           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS4832 | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $809.24            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN7929 | 2049-07-01      | 3.5000%  | 0.0000% | $7001.00           | $3575.28           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO5233 | 2050-01-01      | 3.5000%  | 0.0000% | $3000.00           | $995.69            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBO5799 | 2049-09-01      | 5.0000%  | 0.0000% | $2000.00           | $538.54            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBC4421 | 2046-03-01      | 4.0000%  | 0.0000% | $1000.00           | $166.44            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY2174 | 2053-07-01      | 6.5000%  | 0.0000% | $5004.00           | $4494.43           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY4854 | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $961.89            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY3440 | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $863.97            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBX7360 | 2053-09-01      | 6.5000%  | 0.0000% | $6000.00           | $4821.35           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY5604 | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $649.60            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY9493 | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $901.29            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBU7103 | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $615.68            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8459 | 2051-01-01      | 2.0000%  | 0.0000% | $6144.00           | $3770.59           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7778 | 2054-01-01      | 5.5000%  | 0.0000% | $1024.00           | $872.98            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB0830 | 2051-06-01      | 2.5000%  | 0.0000% | $1024.00           | $597.55            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA9234 | 2051-02-01      | 3.0000%  | 0.0000% | $7642913.00        | $4348299.56        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7496 | 2053-11-01      | 6.0000%  | 0.0000% | $5076786.00        | $4330774.53        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7555 | 2050-11-01      | 2.0000%  | 0.0000% | $2048.00           | $1100.50           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1867 | 2051-10-01      | 2.5000%  | 0.0000% | $1008.00           | $674.79            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7236 | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $909.14            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8727 | 2051-01-01      | 2.0000%  | 0.0000% | $3072.00           | $1591.10           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB7316 | 2053-10-01      | 4.0000%  | 0.0000% | $1000.00           | $882.63            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7518 | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $548.99            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8504 | 2051-01-01      | 2.0000%  | 0.0000% | $3120.00           | $1952.26           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY6826 | 2053-07-01      | 5.5000%  | 0.0000% | $2001.00           | $1332.58           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY9357 | 2053-08-01      | 6.5000%  | 0.0000% | $2000.00           | $1647.45           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBU4364 | 2054-02-01      | 6.0000%  | 0.0000% | $2000.00           | $2033.10           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY2041 | 2053-05-01      | 6.0000%  | 0.0000% | $5000.00           | $5050.61           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX9031 | 2053-04-01      | 5.0000%  | 0.0000% | $6000.00           | $4760.99           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBU4960 | 2054-09-01      | 6.0000%  | 0.0000% | $2000.00           | $1878.93           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY8357 | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $815.26            | Agency Mortgage-Backed Securities |

### Security 273: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC - BANK OF NEW YORK 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKUJ2, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1AKUJ2
- **C.18 - Value (incl. sponsor support):** $2088000000.00
- **C.18.a - Value (excl. sponsor support):** $2088000000.00
- **C.19 - Percentage of Net Assets:** 2.5100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $1155906400.00     | $1188791183.43     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $910338300.00      | $940968856.06      | U.S. Treasuries (including strips) |

### Security 274: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 4.340000%
- **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: ARP1AKW27, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP1AKW27
- **C.18 - Value (incl. sponsor support):** $54000000.00
- **C.18.a - Value (excl. sponsor support):** $54000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-10-15      | 2.3750%  | 0.0000% | $100.00            | $111.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $100.00            | $101.69            | U.S. Treasuries (including strips) |
| FNMS 06.000 CLCB8543   | 2054-05-01      | 6.0000%  | 0.0000% | $18403.00          | $16989.75          | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL4313   | 2031-09-01      | 2.3050%  | 0.0000% | $220304.00         | $200708.57         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2025-09-18      | 0.0000%  | 0.0000% | $100.00            | $99.81             | U.S. Treasuries (including strips) |
| MNAR XX.XXX HYBZ3828   | 2035-05-01      | 5.1500%  | 0.0000% | $1000.00           | $1035.45           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB7659   | 2053-12-01      | 7.0000%  | 0.0000% | $60253376.00       | $50143098.49       | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDA4933   | 2053-11-01      | 7.0000%  | 0.0000% | $1000.00           | $790.88            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $1100.00           | $1473.62           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | 0.0000% | $100.00            | $97.45             | U.S. Treasuries (including strips) |
| FNMS 05.000 CLFS3048   | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $814.30            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC0229   | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1000.91           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC9228   | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $968.50            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN4369   | 2049-04-01      | 4.5000%  | 0.0000% | $1001.00           | $152.85            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD4695   | 2055-04-01      | 6.5000%  | 0.0000% | $2000.00           | $2086.85           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ7687   | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $968.28            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ2788   | 2030-01-01      | 4.4500%  | 0.0000% | $1000.00           | $1016.44           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBZ3092   | 2035-02-01      | 5.1400%  | 0.0000% | $1000.00           | $1035.99           | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ3708   | 2032-05-01      | 4.7700%  | 0.0000% | $1000.00           | $1018.57           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD4792   | 2054-01-01      | 6.5000%  | 0.0000% | $1008.00           | $785.65            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $100.00            | $105.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $900.00            | $923.92            | U.S. Treasuries (including strips) |
| MNAR XX.XXX H2BZ3557   | 2029-11-01      | 4.9350%  | 0.0000% | $1000.00           | $1028.68           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2588   | 2055-07-01      | 5.0000%  | 0.0000% | $1853.00           | $1864.48           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1992   | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1007.45           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI4104   | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $979.81            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $100.00            | $102.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $300.00            | $144.96            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $100.00            | $80.97             | U.S. Treasuries (including strips) |
| FEPC 06.000 CLQJ2566   | 2054-09-01      | 6.0000%  | 0.0000% | $17008.00          | $15080.40          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA8886   | 2053-04-01      | 6.0000%  | 0.0000% | $1024.00           | $842.95            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX H2BZ2275   | 2032-03-01      | 5.0700%  | 0.0000% | $1000.00           | $1031.97           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7925   | 2052-09-01      | 4.5000%  | 0.0000% | $4481.00           | $3405.70           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8438   | 2054-06-01      | 5.5000%  | 0.0000% | $1024.00           | $909.27            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 ZLSI2032   | 2051-06-01      | 2.5000%  | 0.0000% | $1000.00           | $690.86            | Agency Mortgage-Backed Securities  |
| 05.500 FGPC G06623 G   | 2039-04-01      | 5.5000%  | 0.0000% | $1004.00           | $42.78             | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS5972   | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $783.99            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX H2BZ1991   | 2029-12-01      | 4.4000%  | 0.0000% | $54814.00          | $55178.53          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ0945   | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $985.96            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB6543   | 2053-06-01      | 6.5000%  | 0.0000% | $1024.00           | $794.36            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL735504   | 2035-04-01      | 6.0000%  | 0.0000% | $1001.00           | $9.56              | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD9692   | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1036.85           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD4205   | 2053-10-01      | 6.5000%  | 0.0000% | $2490940.00        | $2013705.59        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBL3076   | 2029-09-01      | 2.1500%  | 0.0000% | $14548.00          | $12798.49          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBM5915   | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $219.84            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS6942   | 2053-12-01      | 6.5000%  | 0.0000% | $359800.00         | $285450.66         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB2697   | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $793.92            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBV5323   | 2052-03-01      | 2.0000%  | 0.0000% | $1024.00           | $713.77            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLSD4981   | 2054-02-01      | 7.0000%  | 0.0000% | $1000.00           | $859.20            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA4528   | 2051-02-01      | 2.5000%  | 0.0000% | $1023.00           | $569.74            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM4257   | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $484.61            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ3524   | 2047-11-01      | 4.0000%  | 0.0000% | $1000.00           | $151.05            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBZ3804   | 2035-05-01      | 5.0400%  | 0.0000% | $1000.00           | $1030.20           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CTRB5321   | 2044-11-01      | 6.0000%  | 0.0000% | $1000.00           | $865.02            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD2496   | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1015.86           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB8028   | 2054-02-01      | 7.0000%  | 0.0000% | $1008.00           | $843.65            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB9452   | 2054-11-01      | 4.5000%  | 0.0000% | $1024.00           | $944.96            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBU8859   | 2052-05-01      | 4.5000%  | 0.0000% | $1000.00           | $792.93            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2056   | 2052-12-01      | 6.0000%  | 0.0000% | $1003.00           | $750.80            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD4473   | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $824.26            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS8176   | 2033-04-01      | 4.3850%  | 0.0000% | $20680.00          | $20687.04          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB0581   | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $592.78            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ1473   | 2054-08-01      | 6.0000%  | 0.0000% | $2777776.00        | $2814591.21        | Agency Mortgage-Backed Securities  |

### Security 275: DAIWA CAPITAL MARKETS AMERICA INC

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKW35, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: ARP1AKW35
- **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:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2027-08-31      | 3.1250%  | 0.0000% | $78355200.00       | $78796822.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 4.8750%  | 0.0000% | $753100.00         | $763272.65         | U.S. Treasuries (including strips) |

### Security 276: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKW43, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1AKW43
- **C.18 - Value (incl. sponsor support):** $364000000.00
- **C.18.a - Value (excl. sponsor support):** $364000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2029-10-31      | 4.1250%  | 0.0000% | $3814300.00        | $3933966.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 1.6250%  | 0.0000% | $214955600.00      | $212464846.48      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $153454700.00      | $155059819.44      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKW92, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1AKW92
- **C.18 - Value (incl. sponsor support):** $281000000.00
- **C.18.a - Value (excl. sponsor support):** $281000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2027-11-15      | 4.1250%  | 0.0000% | $85880600.00       | $87786444.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 4.6250%  | 0.0000% | $194587800.00      | $198971476.10      | U.S. Treasuries (including strips) |

### Security 278: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKWA9, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP1AKWA9
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2044-02-15      | 1.3750%  | 0.0000% | $22676200.00       | $26205555.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $943000.00         | $1158738.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $18246400.00       | $23940495.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 1.0000%  | 0.0000% | $7305000.00        | $6932929.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 1.7500%  | 0.0000% | $1732100.00        | $2724974.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $41597600.00       | $55726459.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.7500%  | 0.0000% | $100.00            | $98.13             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $100.00            | $109.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $32208300.00       | $33967865.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $100.00            | $111.61            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-07-15      | 1.3750%  | 0.0000% | $23197100.00       | $24327492.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-07-15      | 1.3750%  | 0.0000% | $725500.00         | $760853.54         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 0.1250%  | 0.0000% | $470900.00         | $530793.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 2.3750%  | 0.0000% | $182500.00         | $298433.55         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $12301500.00       | $8106678.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $200.00            | $208.77            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $13600.00          | $14261.49          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 0.3750%  | 0.0000% | $448800.00         | $595070.85         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-15      | 0.1250%  | 0.0000% | $90700.00          | $108980.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-01-15      | 1.1250%  | 0.0000% | $100.00            | $105.30            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 2.1250%  | 0.0000% | $6923000.00        | $10018635.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $34198000.00       | $36748275.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $200.00            | $211.49            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $2334300.00        | $2388750.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $1096600.00        | $1154459.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $21400.00          | $22529.12          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $1952700.00        | $2014083.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $1686500.00        | $1761165.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $42900.00          | $45364.63          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $100.00            | $89.58             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 0.8750%  | 0.0000% | $325800.00         | $311668.99         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $542000.00         | $563947.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-18      | 0.0000%  | 0.0000% | $100.00            | $98.81             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $6728400.00        | $7000852.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 0.8750%  | 0.0000% | $7912900.00        | $7569691.65        | U.S. Treasuries (including strips) |

### Security 279: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 4.340000%
- **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: ARP1AKWB7, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: ARP1AKWB7
- **C.18 - Value (incl. sponsor support):** $2899000000.00
- **C.18.a - Value (excl. sponsor support):** $2899000000.00
- **C.19 - Percentage of Net Assets:** 3.4900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 CLQY2162 | 2055-04-01      | 6.0000%  | 0.0000% | $15261998.00       | $15017841.43       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ2464 | 2054-09-01      | 6.5000%  | 0.0000% | $36551000.00       | $35707979.36       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY5054 | 2055-06-01      | 6.0000%  | 0.0000% | $52341625.00       | $50147066.65       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ4555 | 2055-07-01      | 5.5000%  | 0.0000% | $2407200.00        | $2434829.77        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ0180 | 2053-11-01      | 5.5000%  | 0.0000% | $22139652.00       | $19376185.29       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ3052 | 2054-12-01      | 5.0000%  | 0.0000% | $53625800.00       | $51106233.05       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL1518 | 2054-12-01      | 5.5000%  | 0.0000% | $14167482.00       | $14327415.20       | Agency Mortgage-Backed Securities         |
| GNRA 2025-132 FC     | 2055-08-20      | 5.4503%  | 0.0000% | $2510336.00        | $2517901.11        | Agency Collateralized Mortgage Obligation |
| FEPC 03.000 CLQE1361 | 2052-04-01      | 3.0000%  | 0.0000% | $17500000.00       | $11893950.16       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQC9239 | 2051-10-01      | 3.0000%  | 0.0000% | $10009103.00       | $7664505.52        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZT0264 | 2048-02-01      | 4.0000%  | 0.0000% | $234092068.00      | $70115944.51       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM8008 | 2048-09-01      | 4.5000%  | 0.0000% | $9519035.00        | $2174480.00        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZA4916 | 2047-05-01      | 4.0000%  | 0.0000% | $198430103.00      | $34341014.29       | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL3983 | 2042-10-01      | 3.5000%  | 0.0000% | $66265368.00       | $11479460.16       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE7406 | 2052-08-01      | 4.5000%  | 0.0000% | $40431989.00       | $31852787.21       | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQA0124 | 2049-06-01      | 3.5000%  | 0.0000% | $7820412.00        | $2525232.91        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8525 | 2055-04-01      | 6.0000%  | 0.0000% | $240152.00         | $233917.75         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZA4951 | 2047-07-01      | 4.0000%  | 0.0000% | $131856994.00      | $35673705.00       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF3680 | 2052-11-01      | 5.5000%  | 0.0000% | $3202879.00        | $2922409.00        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF7011 | 2053-01-01      | 5.0000%  | 0.0000% | $36648937.00       | $27853474.32       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF7265 | 2053-02-01      | 5.5000%  | 0.0000% | $2291950.00        | $1922651.05        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE8786 | 2052-09-01      | 4.5000%  | 0.0000% | $15154900.00       | $13478234.85       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQA2744 | 2049-09-01      | 3.0000%  | 0.0000% | $350000000.00      | $55585437.57       | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA3478 | 2050-09-01      | 2.0000%  | 0.0000% | $55410000.00       | $29806851.23       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ2404 | 2054-09-01      | 5.0000%  | 0.0000% | $24419905.00       | $22556110.94       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ2473 | 2054-09-01      | 6.5000%  | 0.0000% | $56431000.00       | $53666060.44       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQJ9056 | 2054-11-01      | 5.0000%  | 0.0000% | $30937000.00       | $30107454.82       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE7970 | 2052-08-01      | 4.5000%  | 0.0000% | $28338947.00       | $22478801.87       | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA7068 | 2052-03-01      | 2.5000%  | 0.0000% | $12384910.00       | $8096602.81        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQF2392 | 2052-10-01      | 4.5000%  | 0.0000% | $229287053.00      | $181257026.05      | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE8074 | 2052-08-01      | 5.0000%  | 0.0000% | $2840046.00        | $1813362.79        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQG7861 | 2053-07-01      | 6.5000%  | 0.0000% | $3209528.00        | $1739141.55        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG7071 | 2053-07-01      | 5.5000%  | 0.0000% | $40900000.00       | $34997538.26       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQF8720 | 2053-03-01      | 6.0000%  | 0.0000% | $45426000.00       | $38050641.53       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG2178 | 2053-05-01      | 5.5000%  | 0.0000% | $6816730.00        | $4362373.61        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF3574 | 2052-11-01      | 5.5000%  | 0.0000% | $2651194.00        | $2158931.26        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE9297 | 2052-09-01      | 5.0000%  | 0.0000% | $2874000.00        | $2586575.37        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA6866 | 2052-02-01      | 3.0000%  | 0.0000% | $17810404.00       | $11496935.98       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF7275 | 2053-02-01      | 5.5000%  | 0.0000% | $5043077.00        | $4131864.51        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQG6969 | 2053-07-01      | 6.5000%  | 0.0000% | $1535328.00        | $1144664.06        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH1712 | 2053-10-01      | 6.5000%  | 0.0000% | $1273425.00        | $928303.79         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG4166 | 2053-06-01      | 5.5000%  | 0.0000% | $28846129.00       | $21370995.31       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ4547 | 2054-09-01      | 6.0000%  | 0.0000% | $14425101.00       | $13815528.61       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQE0637 | 2052-04-01      | 3.0000%  | 0.0000% | $13898982.00       | $9483716.85        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX3149 | 2055-01-01      | 6.0000%  | 0.0000% | $761004.00         | $729534.41         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY4454 | 2055-06-01      | 5.5000%  | 0.0000% | $25176401.00       | $24022538.69       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY6583 | 2055-07-01      | 6.0000%  | 0.0000% | $25041659.00       | $24793262.53       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0663 | 2055-03-01      | 6.0000%  | 0.0000% | $20715748.00       | $20378487.98       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD7110 | 2054-02-01      | 6.5000%  | 0.0000% | $181279506.00      | $168832824.51      | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM4040 | 2047-08-01      | 4.0000%  | 0.0000% | $14780981.00       | $4381455.54        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD1294 | 2052-07-01      | 5.0000%  | 0.0000% | $88887727.00       | $62367448.69       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA8092 | 2052-10-01      | 5.5000%  | 0.0000% | $91975073.00       | $73149605.63       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD5110 | 2054-03-01      | 5.5000%  | 0.0000% | $132414545.00      | $114766419.73      | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF0511 | 2052-09-01      | 5.0000%  | 0.0000% | $1445275.00        | $1037855.30        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRA9799 | 2053-09-01      | 6.0000%  | 0.0000% | $16746832.00       | $14207461.15       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD2818 | 2053-04-01      | 5.5000%  | 0.0000% | $42173251.00       | $36765416.85       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX4065 | 2055-01-01      | 6.0000%  | 0.0000% | $7979527.00        | $7954509.95        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQX0060 | 2054-12-01      | 5.0000%  | 0.0000% | $2362325.00        | $2317727.76        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY6165 | 2055-06-01      | 6.0000%  | 0.0000% | $30493560.00       | $30770660.80       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD4324 | 2053-11-01      | 6.0000%  | 0.0000% | $102241927.00      | $84644153.40       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA8093 | 2052-10-01      | 5.5000%  | 0.0000% | $86193337.00       | $69483549.55       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF3509 | 2052-11-01      | 5.5000%  | 0.0000% | $2176270.00        | $2098150.87        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE4436 | 2052-06-01      | 5.0000%  | 0.0000% | $5447200.00        | $4430778.54        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQA2853 | 2049-09-01      | 3.0000%  | 0.0000% | $500000000.00      | $97553245.05       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF6701 | 2053-01-01      | 5.5000%  | 0.0000% | $1378500.00        | $1006569.67        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ2452 | 2054-09-01      | 6.0000%  | 0.0000% | $132786726.00      | $127157634.22      | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8350 | 2053-08-01      | 6.0000%  | 0.0000% | $40909564.00       | $32453161.17       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD1041 | 2052-06-01      | 3.0000%  | 0.0000% | $102707374.00      | $68405888.95       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY5555 | 2055-06-01      | 6.0000%  | 0.0000% | $11917549.00       | $12001330.64       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ2208 | 2054-08-01      | 6.0000%  | 0.0000% | $163879201.00      | $156788008.61      | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY6552 | 2055-06-01      | 6.0000%  | 0.0000% | $57323091.00       | $56686410.18       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8408 | 2054-03-01      | 5.5000%  | 0.0000% | $240000000.00      | $206909718.57      | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9377 | 2053-07-01      | 5.5000%  | 0.0000% | $67081812.00       | $60100182.36       | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM4274 | 2047-09-01      | 4.0000%  | 0.0000% | $19632580.00       | $6603656.03        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQC5576 | 2051-08-01      | 2.5000%  | 0.0000% | $77223000.00       | $40080326.12       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD6033 | 2054-08-01      | 6.5000%  | 0.0000% | $27872000.00       | $22042870.56       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE8028 | 2052-08-01      | 5.0000%  | 0.0000% | $28101402.00       | $21675692.77       | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM2892 | 2047-03-01      | 4.0000%  | 0.0000% | $18798142.00       | $5204413.65        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM2703 | 2047-02-01      | 4.0000%  | 0.0000% | $13863610.00       | $4992746.26        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA8535 | 2053-02-01      | 5.5000%  | 0.0000% | $39867852.00       | $34347457.39       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8495 | 2054-12-01      | 6.0000%  | 0.0000% | $6130000.00        | $5546910.05        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8534 | 2055-05-01      | 6.0000%  | 0.0000% | $198381114.00      | $193864281.94      | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8447 | 2054-07-01      | 6.0000%  | 0.0000% | $140300000.00      | $119483381.46      | Agency Mortgage-Backed Securities         |

### Security 280: DAIWA CAPITAL MARKETS AMERICA INC

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC 4.340000%
- **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: ARP1AKWC5, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: ARP1AKWC5
- **C.18 - Value (incl. sponsor support):** $560000000.00
- **C.18.a - Value (excl. sponsor support):** $560000000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 CLQY2247 | 2055-05-01      | 6.0000%  | 0.0000% | $1012727.00        | $1035472.90        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5550 | 2054-12-01      | 4.0000%  | 0.0000% | $5259937.00        | $4780758.57        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQB1050 | 2050-07-01      | 2.0000%  | 0.0000% | $7849408.00        | $3799098.14        | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2027-04-23      | 4.4850%  | 0.0000% | $48150000.00       | $48393832.94       | Agency Debentures and Agency Strips       |
| FNMS 05.500 CLMA5271 | 2054-02-01      | 5.5000%  | 0.0000% | $6143348.00        | $5373985.16        | Agency Mortgage-Backed Securities         |
| GNII SF MA7193 M     | 2051-02-20      | 2.5000%  | 0.0000% | $34235124.00       | $15552388.46       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE6633 | 2055-07-01      | 6.5000%  | 0.0000% | $1372137.00        | $1439317.22        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5790 | 2055-08-01      | 4.5000%  | 0.0000% | $279939.00         | $269308.31         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8871 | 2054-07-01      | 6.5000%  | 0.0000% | $17270853.00       | $15879999.75       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFA1364 | 2055-04-01      | 4.5000%  | 0.0000% | $16212545.00       | $15460843.56       | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQJ9219 | 2054-11-01      | 4.0000%  | 0.0000% | $132865.00         | $122554.36         | Agency Mortgage-Backed Securities         |
| GNII SF MA9423 M     | 2054-01-20      | 5.5000%  | 0.0000% | $1102.00           | $925.15            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8521 | 2055-04-01      | 4.0000%  | 0.0000% | $960355.00         | $881246.09         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX HYAN4431 | 2027-01-01      | 3.2200%  | 0.0000% | $5000000.00        | $4949422.22        | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2050-04-25      | 6.0000%  | 0.0000% | $85325.00          | $61103.04          | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLSD3389 | 2053-07-01      | 6.0000%  | 0.0000% | $22407326.00       | $18794247.41       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBP9656 | 2050-07-01      | 2.0000%  | 0.0000% | $5296740.00        | $2386353.58        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBP4093 | 2050-06-01      | 2.5000%  | 0.0000% | $12993366.00       | $6654896.15        | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2055-06-25      | 5.3484%  | 0.0000% | $20356966.00       | $20436791.08       | Agency Collateralized Mortgage Obligation |
| FNMS 04.500 CLBM4796 | 2048-09-01      | 4.5000%  | 0.0000% | $57715845.00       | $19076553.48       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ4299 | 2055-06-01      | 5.0000%  | 0.0000% | $20568118.00       | $20349868.22       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRQ0026 | 2055-07-01      | 5.0000%  | 0.0000% | $3779128.00        | $3709337.65        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8277 | 2052-12-01      | 5.5000%  | 0.0000% | $15739250.00       | $12550081.72       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC5723 | 2054-11-01      | 5.0000%  | 0.0000% | $43762.00          | $38672.28          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLDC7366 | 2054-12-01      | 4.0000%  | 0.0000% | $28583.00          | $26497.21          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBP7243 | 2050-07-01      | 2.0000%  | 0.0000% | $5917095.00        | $3510956.35        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE5591 | 2055-07-01      | 6.0000%  | 0.0000% | $6835950.00        | $7011483.36        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRQ0028 | 2055-07-01      | 6.0000%  | 0.0000% | $4476238.00        | $4493626.25        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY8176 | 2055-07-01      | 6.0000%  | 0.0000% | $3596044.00        | $3226884.12        | Agency Mortgage-Backed Securities         |
| Fannie Mae           | 2054-02-25      | 5.2484%  | 0.0000% | $462359.00         | $423186.11         | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLCB6482 | 2053-06-01      | 5.5000%  | 0.0000% | $24414162.00       | $22973911.20       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE3546 | 2055-07-01      | 6.0000%  | 0.0000% | $1137579.00        | $1166745.83        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY9774 | 2055-07-01      | 6.0000%  | 0.0000% | $2238334.00        | $2148903.49        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLDE1493 | 2055-06-01      | 4.0000%  | 0.0000% | $31191.00          | $29151.29          | Agency Mortgage-Backed Securities         |
| Fannie Mae           | 2055-05-25      | 5.3484%  | 0.0000% | $57283318.00       | $55548613.43       | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLSD8474 | 2054-11-01      | 5.0000%  | 0.0000% | $6204705.00        | $5802397.97        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS6378 | 2053-10-01      | 5.5000%  | 0.0000% | $3630566.00        | $3052886.65        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY4240 | 2055-05-01      | 5.5000%  | 0.0000% | $2388512.00        | $2387335.16        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY9829 | 2055-08-01      | 6.0000%  | 0.0000% | $8932227.00        | $9165493.59        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLDE4679 | 2055-07-01      | 4.0000%  | 0.0000% | $52441.00          | $49070.20          | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2055-08-25      | 5.2984%  | 0.0000% | $64979893.00       | $64538071.94       | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLQI6928 | 2054-06-01      | 5.5000%  | 0.0000% | $15274245.00       | $12701145.38       | Agency Mortgage-Backed Securities         |
| GNRM 2025-063 PA     | 2055-03-20      | 5.0000%  | 0.0000% | $52705.00          | $50827.31          | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLQZ2286 | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.16           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY9767 | 2055-08-01      | 6.0000%  | 0.0000% | $14868406.00       | $15314324.26       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA1377 | 2055-04-01      | 6.0000%  | 0.0000% | $6126866.00        | $6068885.62        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL0296 | 2055-01-01      | 5.0000%  | 0.0000% | $7680695.00        | $7435888.27        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8453 | 2054-08-01      | 5.5000%  | 0.0000% | $2325383.00        | $2119176.12        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8438 | 2054-06-01      | 5.5000%  | 0.0000% | $10881595.00       | $9662366.63        | Agency Mortgage-Backed Securities         |
| FNRM CL001MA R25F001 | 2050-01-25      | 6.0000%  | 0.0000% | $289520.00         | $250721.84         | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2055-01-25      | 5.1984%  | 0.0000% | $50000000.00       | $46029264.22       | Agency Collateralized Mortgage Obligation |
| FNMS 02.500 CLCB1024 | 2051-07-01      | 2.5000%  | 0.0000% | $2103000.00        | $1281642.77        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB5024 | 2052-11-01      | 5.0000%  | 0.0000% | $4561387.00        | $3601722.01        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8462 | 2054-09-01      | 5.5000%  | 0.0000% | $31379931.00       | $28996870.77       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8469 | 2054-10-01      | 5.5000%  | 0.0000% | $531583.00         | $490881.62         | Agency Mortgage-Backed Securities         |
| GNRM 2025-044 GV     | 2036-01-20      | 6.0000%  | 0.0000% | $10407000.00       | $10533747.45       | Agency Collateralized Mortgage Obligation |
| FNMS 04.500 CLMA5551 | 2054-12-01      | 4.5000%  | 0.0000% | $26979562.00       | $25165124.05       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8493 | 2054-12-01      | 5.5000%  | 0.0000% | $4082698.00        | $3846718.55        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQB1209 | 2050-07-01      | 2.0000%  | 0.0000% | $5396644.00        | $2712061.04        | Agency Mortgage-Backed Securities         |

### Security 281: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 4.340000%
- **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: ARP1AKWK7, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1AKWK7
- **C.18 - Value (incl. sponsor support):** $144000000.00
- **C.18.a - Value (excl. sponsor support):** $144000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $92616000.00       | $94153121.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $51461600.00       | $52797798.23       | U.S. Treasuries (including strips) |

### Security 282: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKX91, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1AKX91
- **C.18 - Value (incl. sponsor support):** $1403000000.00
- **C.18.a - Value (excl. sponsor support):** $1403000000.00
- **C.19 - Percentage of Net Assets:** 1.6900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $2536100.00        | $2373358.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | 0.0000% | $57094800.00       | $53574794.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | 0.0000% | $27379900.00       | $25726414.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $2590300.00        | $2427191.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 0.8750%  | 0.0000% | $11182100.00       | $14252850.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $221232300.00      | $220009849.73      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 5.5000%  | 0.0000% | $900.00            | $950.52            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 5.2500%  | 0.0000% | $223353500.00      | $237620938.08      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | 0.0000% | $1826200.00        | $1703577.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 3.6250%  | 0.0000% | $100.00            | $100.25            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | 0.0000% | $256884300.00      | $249795261.77      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 4.0000%  | 0.0000% | $248042600.00      | $249999979.56      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 2.3750%  | 0.0000% | $10184900.00       | $11323128.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 4.8750%  | 0.0000% | $228918200.00      | $241200396.72      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | 0.0000% | $44600.00          | $46542.30          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $115392100.00      | $121004689.12      | U.S. Treasuries (including strips) |

### Security 283: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 4.340000%
- **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: ARP1AKXA8, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1AKXA8
- **C.18 - Value (incl. sponsor support):** $43000000.00
- **C.18.a - Value (excl. sponsor support):** $43000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 2025-115 LA | 2051-08-20      | 4.5000%  | 0.0000% | $98785.00          | $97505.87          | Agency Collateralized Mortgage Obligation |
| GNRM 2021-107 EY | 2051-06-20      | 2.0000%  | 0.0000% | $8102.00           | $4643.42           | Agency Collateralized Mortgage Obligation |
| GNRM 2025-136 BQ | 2051-09-20      | 4.7500%  | 0.0000% | $2043853.00        | $2047618.69        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-213 EF | 2051-12-20      | 2.5000%  | 0.0000% | $71755989.00       | $42999999.42       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-115 HE | 2051-06-20      | 5.0000%  | 0.0000% | $1000.00           | $1002.31           | Agency Collateralized Mortgage Obligation |

### Security 284: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.340000%
- **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: ARP1AKXB6, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1AKXB6
- **C.18 - Value (incl. sponsor support):** $358000000.00
- **C.18.a - Value (excl. sponsor support):** $358000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 03.500 CLZT0254 | 2047-09-01      | 3.5000%  | 0.0000% | $965000.00         | $308099.62         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZT1545 | 2048-12-01      | 4.0000%  | 0.0000% | $255000.00         | $17052.38          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4496 | 2042-09-01      | 3.0000%  | 0.0000% | $500000.00         | $60656.05          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQJ4062 | 2054-08-01      | 5.0000%  | 0.0000% | $3133993.00        | $2293100.46        | Agency Mortgage-Backed Securities |
| FEPC 06.500 4UZL1057 | 2035-03-01      | 6.5000%  | 0.0000% | $1202465.00        | $41655.46          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLZS4680 | 2046-09-01      | 2.5000%  | 0.0000% | $2400000.00        | $455738.68         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQC9156 | 2051-10-01      | 2.5000%  | 0.0000% | $1286000.00        | $812357.93         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD6079 | 2052-02-01      | 2.5000%  | 0.0000% | $100000.00         | $66057.04          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQE3984 | 2052-05-01      | 3.0000%  | 0.0000% | $31903.00          | $21709.64          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CTQK1560 | 2042-06-01      | 3.0000%  | 0.0000% | $1100000.00        | $702583.55         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX6927 | 2055-02-01      | 5.5000%  | 0.0000% | $514339.00         | $516172.12         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ2268 | 2054-07-01      | 5.0000%  | 0.0000% | $1249595.00        | $1221210.57        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX3610 | 2055-01-01      | 4.5000%  | 0.0000% | $2024759.00        | $1875455.85        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQE8026 | 2052-08-01      | 2.5000%  | 0.0000% | $4866690.00        | $3389046.45        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD0941 | 2052-04-01      | 3.0000%  | 0.0000% | $430112.00         | $286248.44         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD6492 | 2051-02-01      | 4.0000%  | 0.0000% | $13010617.00       | $11274662.50       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD5368 | 2052-07-01      | 2.5000%  | 0.0000% | $278204932.00      | $215385486.46      | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD1099 | 2052-05-01      | 2.5000%  | 0.0000% | $453000.00         | $312423.75         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD2707 | 2053-04-01      | 5.0000%  | 0.0000% | $2000.00           | $1592.30           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD0780 | 2051-12-01      | 2.5000%  | 0.0000% | $85000.00          | $52621.02          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB0918 | 2038-05-01      | 3.0000%  | 0.0000% | $443568.00         | $320090.20         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB8037 | 2035-03-01      | 3.5000%  | 0.0000% | $4000.00           | $856.03            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA7000 | 2052-03-01      | 2.5000%  | 0.0000% | $10813522.00       | $7252057.47        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL0016 | 2054-11-01      | 5.5000%  | 0.0000% | $1798117.00        | $1786842.57        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIQN9565 | 2037-02-01      | 2.0000%  | 0.0000% | $868000.00         | $610542.96         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTRB5114 | 2041-06-01      | 2.0000%  | 0.0000% | $13300000.00       | $7860176.03        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD7570 | 2054-05-01      | 6.0000%  | 0.0000% | $24477622.00       | $21974543.22       | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB8503 | 2035-08-01      | 2.0000%  | 0.0000% | $1119000.00        | $469767.32         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD7555 | 2052-08-01      | 3.0000%  | 0.0000% | $6400000.00        | $4319854.55        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8240 | 2038-02-01      | 2.5000%  | 0.0000% | $782095.00         | $626313.90         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD4588 | 2043-10-01      | 3.0000%  | 0.0000% | $26000.00          | $20360.62          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8226 | 2052-07-01      | 3.5000%  | 0.0000% | $217000.00         | $162474.85         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZL2027 | 2041-09-01      | 4.5000%  | 0.0000% | $1240000.00        | $59911.97          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTSC0160 | 2041-07-01      | 2.0000%  | 0.0000% | $200000.00         | $116543.78         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD2921 | 2053-05-01      | 4.5000%  | 0.0000% | $18000.00          | $15623.10          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB0909 | 2037-07-01      | 2.0000%  | 0.0000% | $1039197.00        | $730122.43         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1716 | 2052-09-01      | 5.0000%  | 0.0000% | $153000.00         | $103892.84         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA6012 | 2051-10-01      | 3.0000%  | 0.0000% | $994726.00         | $695989.25         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD3619 | 2051-12-01      | 2.5000%  | 0.0000% | $1304846.00        | $900260.65         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA3205 | 2050-08-01      | 2.0000%  | 0.0000% | $2000.00           | $1001.16           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQD5035 | 2052-01-01      | 2.0000%  | 0.0000% | $138000.00         | $92725.79          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIQO0301 | 2037-05-01      | 2.0000%  | 0.0000% | $55462.00          | $37945.89          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA5182 | 2049-12-01      | 3.0000%  | 0.0000% | $210000.00         | $72336.03          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQF2029 | 2052-10-01      | 3.0000%  | 0.0000% | $310922.00         | $240109.89         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY7701 | 2055-07-01      | 5.5000%  | 0.0000% | $10018534.00       | $10134006.93       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX6498 | 2055-02-01      | 6.5000%  | 0.0000% | $1101420.00        | $1155182.92        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8140 | 2051-04-01      | 2.0000%  | 0.0000% | $15000000.00       | $8667680.06        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8108 | 2050-11-01      | 3.0000%  | 0.0000% | $108000.00         | $38593.56          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE7972 | 2052-08-01      | 4.5000%  | 0.0000% | $75000.00          | $54977.74          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQE1585 | 2052-04-01      | 2.5000%  | 0.0000% | $284596.00         | $159121.97         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8312 | 2053-01-01      | 2.5000%  | 0.0000% | $3115197.00        | $2197555.69        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3188 | 2040-02-01      | 6.0000%  | 0.0000% | $1703004.00        | $1192345.42        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY2500 | 2055-05-01      | 6.0000%  | 0.0000% | $5031829.00        | $5184541.96        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZJ1241 | 2041-02-01      | 4.0000%  | 0.0000% | $146000.00         | $6507.61           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM4367 | 2047-10-01      | 3.5000%  | 0.0000% | $731000.00         | $146174.77         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLQD7090 | 2052-02-01      | 1.5000%  | 0.0000% | $58008.00          | $38144.52          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQD0686 | 2051-11-01      | 2.0000%  | 0.0000% | $500000.00         | $266484.08         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA0377 | 2049-06-01      | 3.0000%  | 0.0000% | $1590766.00        | $155886.97         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQB1794 | 2050-08-01      | 2.5000%  | 0.0000% | $1200000.00        | $612773.88         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQD7546 | 2052-02-01      | 2.0000%  | 0.0000% | $1312131.00        | $959970.48         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIQN9915 | 2037-04-01      | 2.0000%  | 0.0000% | $7402895.00        | $4714706.87        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA5282 | 2051-05-01      | 2.0000%  | 0.0000% | $1497324.00        | $739801.15         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIQN7552 | 2036-08-01      | 2.0000%  | 0.0000% | $220000.00         | $105526.02         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD2452 | 2053-02-01      | 6.5000%  | 0.0000% | $340000.00         | $246695.64         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZI2811 | 2035-02-01      | 4.5000%  | 0.0000% | $170595.00         | $1578.14           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA6433 | 2051-12-01      | 2.5000%  | 0.0000% | $2412741.00        | $1683976.72        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD1801 | 2052-10-01      | 4.0000%  | 0.0000% | $2300000.00        | $1689587.69        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIQN9777 | 2037-03-01      | 2.0000%  | 0.0000% | $6659428.00        | $4174575.35        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM1278 | 2046-06-01      | 3.5000%  | 0.0000% | $100000.00         | $17036.48          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIQO1739 | 2038-11-01      | 3.5000%  | 0.0000% | $1179865.00        | $1027182.52        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA1202 | 2049-08-01      | 3.5000%  | 0.0000% | $30000.00          | $6142.13           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD0849 | 2052-01-01      | 2.5000%  | 0.0000% | $400000.00         | $254484.21         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA7305 | 2052-05-01      | 4.0000%  | 0.0000% | $7000000.00        | $5057748.49        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ3701 | 2055-03-01      | 6.5000%  | 0.0000% | $7897149.00        | $7968784.40        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY6346 | 2055-06-01      | 5.0000%  | 0.0000% | $41987.00          | $40261.20          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY6731 | 2055-06-01      | 5.5000%  | 0.0000% | $3573559.00        | $3637300.69        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRJ0136 | 2053-12-01      | 4.5000%  | 0.0000% | $996414.00         | $875870.02         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSL0801 | 2050-12-01      | 3.5000%  | 0.0000% | $3605423.00        | $3225628.19        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZI8558 | 2039-02-01      | 5.0000%  | 0.0000% | $29737325.00       | $853351.51         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8024 | 2049-11-01      | 3.0000%  | 0.0000% | $7000.00           | $1125.08           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8271 | 2052-10-01      | 2.5000%  | 0.0000% | $2351137.00        | $1699598.57        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD6315 | 2052-06-01      | 3.0000%  | 0.0000% | $18626492.00       | $15333063.01       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8084 | 2050-08-01      | 3.0000%  | 0.0000% | $1840000.00        | $537217.98         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD6291 | 2053-10-01      | 4.5000%  | 0.0000% | $39000.00          | $35804.77          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD2066 | 2052-12-01      | 4.0000%  | 0.0000% | $47945.00          | $38273.19          | Agency Mortgage-Backed Securities |

### Security 285: NOMURA SECURITIES INTERNATIONAL INC

- **C.1 - Title:** NOMURA SECURITIES INTERNATIONAL INC 4.340000%
- **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: ARP1AKXC4, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: ARP1AKXC4
- **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:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 04.500 CLZI9729   | 2040-02-01      | 4.5000%  | 0.0000% | $4328100.00        | $194785.92         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL3242   | 2042-06-01      | 3.5000%  | 0.0000% | $2398900.00        | $203426.74         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAL1576   | 2027-03-01      | 4.0000%  | 0.0000% | $1855900.00        | $23436.60          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAZ4788   | 2045-10-01      | 4.0000%  | 0.0000% | $1823300.00        | $164364.79         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI3395   | 2035-08-01      | 5.0000%  | 0.0000% | $2815600.00        | $246812.72         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 4UZL1016   | 2029-06-01      | 6.5000%  | 0.0000% | $4297400.00        | $67283.31          | Agency Mortgage-Backed Securities         |
| 02.500 FGPC G18472 G   | 2028-07-01      | 2.5000%  | 0.0000% | $1882000.00        | $101769.16         | Agency Mortgage-Backed Securities         |
| GNII SF 004881 M       | 2040-12-20      | 3.5000%  | 0.0000% | $1225500.00        | $75995.03          | Agency Mortgage-Backed Securities         |
| GNMI SF 605423 X       | 2034-05-15      | 5.0000%  | 0.0000% | $1699800.00        | $26446.70          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 GL774241   | 2033-10-01      | 5.0000%  | 0.0000% | $2706900.00        | $123281.98         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA4818   | 2049-12-01      | 4.0000%  | 0.0000% | $50000000.00       | $14773892.49       | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB817450   | 2035-08-01      | 6.0460%  | 0.0000% | $4752600.00        | $75446.48          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQA1964   | 2049-08-01      | 3.5000%  | 0.0000% | $1077400.00        | $318569.94         | Agency Mortgage-Backed Securities         |
| 02.500 FGPC J32364 G   | 2028-11-01      | 2.5000%  | 0.0000% | $5274800.00        | $363065.26         | Agency Mortgage-Backed Securities         |
| 02.500 FGPC J23906 G   | 2028-05-01      | 2.5000%  | 0.0000% | $4651300.00        | $189671.50         | Agency Mortgage-Backed Securities         |
| 02.500 FGPC G14649 G   | 2028-01-01      | 2.5000%  | 0.0000% | $1465000.00        | $45473.18          | Agency Mortgage-Backed Securities         |
| 02.500 FGPC J23929 G   | 2028-05-01      | 2.5000%  | 0.0000% | $1378900.00        | $53401.67          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 3PRE6014   | 2049-10-01      | 3.0000%  | 0.0000% | $15145500.00       | $1376311.63        | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS619105   | 2032-05-01      | 6.3750%  | 0.0000% | $4632300.00        | $61874.54          | Agency Mortgage-Backed Securities         |
| GNII SF MA5933 M       | 2049-05-20      | 5.0000%  | 0.0000% | $724000.00         | $65933.67          | Agency Mortgage-Backed Securities         |
| GNMI SF 711731 X       | 2043-03-15      | 3.0000%  | 0.0000% | $137600.00         | $49180.48          | Agency Mortgage-Backed Securities         |
| GNMI SF 615890 X       | 2033-08-15      | 5.0000%  | 0.0000% | $5000000.00        | $54715.02          | Agency Mortgage-Backed Securities         |
| GNII SF BK1663 C       | 2048-12-20      | 5.0000%  | 0.0000% | $2935700.00        | $119868.88         | Agency Mortgage-Backed Securities         |
| GNII SF MA0006 M       | 2027-04-20      | 2.5000%  | 0.0000% | $1325000.00        | $18837.70          | Agency Mortgage-Backed Securities         |
| GNII SF 004040 M       | 2037-10-20      | 6.5000%  | 0.0000% | $3962700.00        | $44449.11          | Agency Mortgage-Backed Securities         |
| GNMI SF 741883 X       | 2040-05-15      | 4.5000%  | 0.0000% | $1367100.00        | $16203.00          | Agency Mortgage-Backed Securities         |
| GNRM 2020-005 CA       | 2049-12-20      | 3.5000%  | 0.0000% | $3186066.00        | $230116.44         | Agency Collateralized Mortgage Obligation |
| 03.500 FGPC J24978 G   | 2028-08-01      | 3.5000%  | 0.0000% | $4062300.00        | $175930.22         | Agency Mortgage-Backed Securities         |
| 05.220 FGPC T30137 G   | 2037-08-01      | 5.2200%  | 0.0000% | $1235500.00        | $44564.48          | Agency Mortgage-Backed Securities         |
| GNII SF AR4985 C       | 2046-04-20      | 3.0000%  | 0.0000% | $1117400.00        | $62869.91          | Agency Mortgage-Backed Securities         |
| GNMI SF BA7888 X       | 2047-05-15      | 4.5000%  | 0.0000% | $39900.00          | $13782.38          | Agency Mortgage-Backed Securities         |
| GNII SF MA5137 M       | 2048-04-20      | 4.0000%  | 0.0000% | $2134558.00        | $171497.14         | Agency Mortgage-Backed Securities         |
| GNMI SF 585798 X       | 2032-06-15      | 5.4900%  | 0.0000% | $3978300.00        | $94119.90          | Agency Mortgage-Backed Securities         |
| GNMI JP 783878 X       | 2029-04-15      | 4.0000%  | 0.0000% | $6500000.00        | $65219.23          | Agency Mortgage-Backed Securities         |
| GNII SP 783590 M       | 2041-06-20      | 4.5000%  | 0.0000% | $1211100.00        | $60089.65          | Agency Mortgage-Backed Securities         |
| GNMI SF 613436 X       | 2033-06-15      | 5.2500%  | 0.0000% | $586100.00         | $52808.11          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIMA1504   | 2028-07-01      | 2.0000%  | 0.0000% | $1225000.00        | $73969.40          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CNMA3650   | 2029-04-01      | 3.5000%  | 0.0000% | $3775600.00        | $297288.27         | Agency Mortgage-Backed Securities         |
| GNII SF 003568 M       | 2034-06-20      | 5.0000%  | 0.0000% | $6701700.00        | $101392.74         | Agency Mortgage-Backed Securities         |
| GNII SF MA7596 M       | 2037-12-20      | 6.0000%  | 0.0000% | $31300.00          | $11139.41          | Agency Mortgage-Backed Securities         |
| GNII FS 004136 M       | 2038-05-20      | 7.0000%  | 0.0000% | $3436700.00        | $94515.81          | Agency Mortgage-Backed Securities         |
| GNII SF MA0515 M       | 2027-11-20      | 3.5000%  | 0.0000% | $1980200.00        | $58726.81          | Agency Mortgage-Backed Securities         |
| GNMI SF 624151 X       | 2033-11-15      | 6.0000%  | 0.0000% | $5051500.00        | $108579.33         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2027-01-15      | 0.3750%  | 0.0000% | $28345500.00       | $37583736.29       | U.S. Treasuries (including strips)        |
| GNMI SF 631987 X       | 2034-10-15      | 5.8600%  | 0.0000% | $1122200.00        | $85745.79          | Agency Mortgage-Backed Securities         |
| GNMI SF 613632 X       | 2033-09-15      | 4.7500%  | 0.0000% | $1652500.00        | $86103.47          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | 0.0000% | $900.00            | $875.77            | U.S. Treasuries (including strips)        |
| FEPC 03.000 CLQB1639   | 2050-07-01      | 3.0000%  | 0.0000% | $100000.00         | $35502.94          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CKBM3598   | 2047-01-01      | 2.5000%  | 0.0000% | $11053300.00       | $3581301.78        | Agency Mortgage-Backed Securities         |
| GNMI SF BG0080 X       | 2048-06-15      | 5.0000%  | 0.0000% | $930300.00         | $325822.41         | Agency Mortgage-Backed Securities         |
| GNMI SF BB8182 X       | 2047-09-15      | 4.0000%  | 0.0000% | $239500.00         | $19696.83          | Agency Mortgage-Backed Securities         |
| GNII JM MA5866 M       | 2049-04-20      | 4.0000%  | 0.0000% | $7000000.00        | $287396.83         | Agency Mortgage-Backed Securities         |
| GNII SF MA0008 M       | 2027-04-20      | 3.5000%  | 0.0000% | $7019500.00        | $69615.56          | Agency Mortgage-Backed Securities         |
| 03.500 FGPC J25157 G   | 2028-08-01      | 3.5000%  | 0.0000% | $6547400.00        | $276520.99         | Agency Mortgage-Backed Securities         |
| 02.500 FGPC J22986 G   | 2028-03-01      | 2.5000%  | 0.0000% | $4000000.00        | $157257.97         | Agency Mortgage-Backed Securities         |
| 03.000 FGPC J19416 G   | 2027-06-01      | 3.0000%  | 0.0000% | $1385000.00        | $29971.22          | Agency Mortgage-Backed Securities         |
| 02.500 FGPC G15983 G   | 2028-10-01      | 2.5000%  | 0.0000% | $1165300.00        | $76623.58          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CNMA2779   | 2026-10-01      | 2.0000%  | 0.0000% | $1905700.00        | $47627.60          | Agency Mortgage-Backed Securities         |
| GNII SF MA3077 M       | 2030-07-20      | 2.5000%  | 0.0000% | $695700.00         | $58977.46          | Agency Mortgage-Backed Securities         |
| GNII SF MA0910 M       | 2028-04-20      | 3.5000%  | 0.0000% | $1927500.00        | $54707.53          | Agency Mortgage-Backed Securities         |
| GNII SF BK5879 C       | 2048-11-20      | 4.5000%  | 0.0000% | $5000000.00        | $107095.30         | Agency Mortgage-Backed Securities         |
| GNII SF MA2678 M       | 2045-03-20      | 3.5000%  | 0.0000% | $1458400.00        | $110089.10         | Agency Mortgage-Backed Securities         |
| GNII JM 005118 M       | 2041-03-20      | 4.5000%  | 0.0000% | $1381300.00        | $27844.15          | Agency Mortgage-Backed Securities         |
| GNII SF MA6997 M       | 2050-11-20      | 3.5000%  | 0.0000% | $11060100.00       | $3509594.64        | Agency Mortgage-Backed Securities         |
| GNII SF MA5194 M       | 2048-04-20      | 5.0000%  | 0.0000% | $2825800.00        | $216779.02         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CNMA2748   | 2026-09-01      | 2.0000%  | 0.0000% | $1225000.00        | $35771.22          | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2051-02-25      | 4.0000%  | 0.0000% | $1891500.00        | $953628.58         | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLBO0265   | 2049-06-01      | 5.5000%  | 0.0000% | $1032100.00        | $350876.52         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZS4219   | 2035-12-01      | 6.5000%  | 0.0000% | $2751300.00        | $46044.39          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBAL4629   | 2039-02-01      | 6.6940%  | 0.0000% | $4991700.00        | $243915.34         | Agency Mortgage-Backed Securities         |
| GNII SF MA6865 M       | 2050-09-20      | 2.5000%  | 0.0000% | $14952900.00       | $5724042.38        | Agency Mortgage-Backed Securities         |
| GNMI SF AW6136 X       | 2046-10-15      | 3.0000%  | 0.0000% | $676800.00         | $243041.53         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS4781   | 2048-07-01      | 4.5000%  | 0.0000% | $694900.00         | $62611.61          | Agency Mortgage-Backed Securities         |
| 04.500 FGPC T65370 G   | 2046-05-01      | 4.5000%  | 0.0000% | $6685700.00        | $361166.81         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 4UZL1124   | 2036-03-01      | 5.0000%  | 0.0000% | $5000000.00        | $135569.10         | Agency Mortgage-Backed Securities         |
| FNMS 09.000 CL610462   | 2031-03-01      | 9.0000%  | 0.0000% | $3901400.00        | $57732.09          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS844532   | 2035-11-01      | 6.0230%  | 0.0000% | $4703800.00        | $52821.16          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CNMA2612   | 2026-05-01      | 2.5000%  | 0.0000% | $1129800.00        | $12474.78          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CNMA3130   | 2027-09-01      | 2.5000%  | 0.0000% | $5000000.00        | $238457.19         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CKBH1893   | 2047-11-01      | 3.5000%  | 0.0000% | $120000.00         | $41332.87          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 GL930661   | 2039-03-01      | 5.0000%  | 0.0000% | $5494400.00        | $268456.01         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL995240   | 2037-08-01      | 4.5000%  | 0.0000% | $1231700.00        | $20159.30          | Agency Mortgage-Backed Securities         |
| GNII SF 003579 M       | 2034-05-20      | 3.5000%  | 0.0000% | $3405800.00        | $133755.15         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAE7735   | 2040-11-01      | 5.0000%  | 0.0000% | $4937100.00        | $330745.66         | Agency Mortgage-Backed Securities         |
| GNMI SF BO1562 X       | 2049-07-15      | 4.0000%  | 0.0000% | $710200.00         | $57988.21          | Agency Mortgage-Backed Securities         |
| GNMI SF BT3504 X       | 2050-02-15      | 4.5000%  | 0.0000% | $1885700.00        | $92580.99          | Agency Mortgage-Backed Securities         |
| GNMI SF AG5990 X       | 2043-09-15      | 4.0000%  | 0.0000% | $131500.00         | $47668.19          | Agency Mortgage-Backed Securities         |
| GNMI SF 635571 X       | 2034-10-15      | 4.6500%  | 0.0000% | $1260000.00        | $51194.96          | Agency Mortgage-Backed Securities         |
| GNMI SF 638856 X       | 2034-11-15      | 5.8600%  | 0.0000% | $1357700.00        | $61299.37          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZA0953   | 2034-05-01      | 5.0000%  | 0.0000% | $1394300.00        | $14396.78          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI7139   | 2038-02-01      | 5.0000%  | 0.0000% | $4103400.00        | $62449.75          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTZS9234   | 2031-09-01      | 5.0000%  | 0.0000% | $1348900.00        | $45323.24          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2031-01-15      | 0.1250%  | 0.0000% | $9660800.00        | $11286289.49       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-01-15      | 0.1250%  | 0.0000% | $2818300.00        | $3388120.38        | U.S. Treasuries (including strips)        |
| GNII JM 005180 M       | 2041-06-20      | 5.0000%  | 0.0000% | $2621500.00        | $135385.86         | Agency Mortgage-Backed Securities         |
| GNMI SF 693633 X       | 2038-07-15      | 6.5000%  | 0.0000% | $2889100.00        | $35881.84          | Agency Mortgage-Backed Securities         |
| GNII SF AU3754 C       | 2046-05-20      | 3.0000%  | 0.0000% | $1277400.00        | $99232.43          | Agency Mortgage-Backed Securities         |
| GNMI SF 595582 X       | 2034-08-15      | 7.0000%  | 0.0000% | $1215700.00        | $39884.56          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZK5536   | 2028-06-01      | 3.0000%  | 0.0000% | $4427800.00        | $159913.56         | Agency Mortgage-Backed Securities         |

### Security 286: RBC DOMINION SECURITIES INC

- **C.1 - Title:** RBC DOMINION SECURITIES INC 4.340000%
- **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: ARP1AKXD2, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1AKXD2
- **C.18 - Value (incl. sponsor support):** $363000000.00
- **C.18.a - Value (excl. sponsor support):** $363000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 03.500 CLSD0958   | 2052-04-01      | 3.5000%  | 0.0000% | $230000.00         | $153356.93         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQG6305   | 2053-07-01      | 4.5000%  | 0.0000% | $39000.00          | $32400.49          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | 0.0000% | $800.00            | $786.01            | U.S. Treasuries (including strips)        |
| FNMS 06.000 CLFS3887   | 2053-02-01      | 6.0000%  | 0.0000% | $19545312.00       | $12980905.23       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0394   | 2055-05-01      | 5.5000%  | 0.0000% | $8426736.00        | $8402904.14        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFA0821   | 2051-07-01      | 2.0000%  | 0.0000% | $2000.00           | $1548.23           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3238   | 2048-01-01      | 3.5000%  | 0.0000% | $14000.00          | $1951.02           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4119   | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $485.17            | Agency Mortgage-Backed Securities         |
| GNII SF MB0366 M       | 2055-05-20      | 5.5000%  | 0.0000% | $1000.00           | $1003.80           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 3SZN0134   | 2043-06-01      | 3.0000%  | 0.0000% | $1002.00           | $93.31             | Agency Mortgage-Backed Securities         |
| FEPC 03.000 3SZM9438   | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $309.47            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQC9156   | 2051-10-01      | 2.5000%  | 0.0000% | $152069.00         | $96061.01          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQE3333   | 2052-05-01      | 3.0000%  | 0.0000% | $43136.00          | $30089.63          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI9010   | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $922.66            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8371   | 2053-11-01      | 5.0000%  | 0.0000% | $834142.00         | $742929.49         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8461   | 2054-09-01      | 5.0000%  | 0.0000% | $307719.00         | $290178.30         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL555647   | 2033-07-01      | 4.5000%  | 0.0000% | $27806005.00       | $236477.07         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8342   | 2053-07-01      | 5.5000%  | 0.0000% | $7000.00           | $5904.27           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $200.00            | $208.30            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $1924600.00        | $1663673.40        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | 0.0000% | $44596800.00       | $41885204.18       | U.S. Treasuries (including strips)        |
| GNII SF DI7297 C       | 2055-03-20      | 6.0000%  | 0.0000% | $5749076.00        | $5933827.97        | Agency Mortgage-Backed Securities         |
| GNMI SP 782619 X       | 2039-04-15      | 5.0000%  | 0.0000% | $1383040.00        | $42908.40          | Agency Mortgage-Backed Securities         |
| GNII SF MA8101 M       | 2052-06-20      | 4.5000%  | 0.0000% | $114603.00         | $86290.56          | Agency Mortgage-Backed Securities         |
| GNRA 2021-077 FT       | 2051-05-20      | 3.5000%  | 0.0000% | $6580474.00        | $3816364.05        | Agency Collateralized Mortgage Obligation |
| GNII SF MA7368 M       | 2051-05-20      | 3.0000%  | 0.0000% | $1005.00           | $492.35            | Agency Mortgage-Backed Securities         |
| GNII SF MA3310 M       | 2045-12-20      | 3.5000%  | 0.0000% | $1998.00           | $209.10            | Agency Mortgage-Backed Securities         |
| GNII SF MA2826 M       | 2045-05-20      | 3.5000%  | 0.0000% | $50000000.00       | $4011875.28        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA4938   | 2050-01-01      | 3.0000%  | 0.0000% | $2066.00           | $761.18            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE7444   | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $819.61            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5215   | 2053-12-01      | 5.5000%  | 0.0000% | $1000.00           | $871.19            | Agency Mortgage-Backed Securities         |
| GNRA 2022-075 FA       | 2052-04-20      | 4.0000%  | 0.0000% | $164141.00         | $112042.55         | Agency Collateralized Mortgage Obligation |
| GNRA 2021-213 EF       | 2051-12-20      | 2.5000%  | 0.0000% | $11652266.00       | $6982656.61        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-194 FA       | 2051-11-20      | 2.5000%  | 0.0000% | $4120.00           | $2556.81           | Agency Collateralized Mortgage Obligation |
| GNRA 2022-024 FA       | 2052-02-20      | 3.0000%  | 0.0000% | $6884.00           | $4316.23           | Agency Collateralized Mortgage Obligation |
| GNRA 2021-193 EF       | 2051-11-20      | 2.5000%  | 0.0000% | $1000.00           | $593.34            | Agency Collateralized Mortgage Obligation |
| GNRA 2022-056 FA       | 2052-03-20      | 3.5000%  | 0.0000% | $13704000.00       | $9032922.74        | Agency Collateralized Mortgage Obligation |
| GNII SF MA8100 M       | 2052-06-20      | 4.0000%  | 0.0000% | $7824342.00        | $5732157.87        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ4183   | 2055-05-01      | 6.5000%  | 0.0000% | $2000.00           | $2040.56           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ2224   | 2054-08-01      | 6.5000%  | 0.0000% | $286488.00         | $254209.55         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G67710 G   | 2048-03-01      | 3.5000%  | 0.0000% | $25381957.00       | $5469554.10        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE6088   | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $764.06            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4669   | 2046-06-01      | 4.0000%  | 0.0000% | $1002.00           | $122.78            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $1280600.00        | $1306081.18        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $1900.00           | $1883.84           | U.S. Treasuries (including strips)        |
| GNRA 2021-197 FD       | 2051-11-20      | 2.5000%  | 0.0000% | $4800.00           | $2848.36           | Agency Collateralized Mortgage Obligation |
| GNRA 2024-182 FA       | 2054-11-20      | 5.4450%  | 0.0000% | $12117744.00       | $10079284.45       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2049-05-15      | 2.8750%  | 0.0000% | $100.00            | $72.04             | U.S. Treasuries (including strips)        |
| FNMS 02.500 CLMA4548   | 2052-02-01      | 2.5000%  | 0.0000% | $1024.00           | $676.09            | Agency Mortgage-Backed Securities         |
| GNII SF MA9015 M       | 2053-04-20      | 4.5000%  | 0.0000% | $1000.00           | $862.66            | Agency Mortgage-Backed Securities         |
| GNII SF MA7369 M       | 2051-05-20      | 3.5000%  | 0.0000% | $9407743.00        | $4417052.40        | Agency Mortgage-Backed Securities         |
| GNII SF MA5529 M       | 2048-10-20      | 4.5000%  | 0.0000% | $1017.00           | $79.46             | Agency Mortgage-Backed Securities         |
| GNII SF MA6997 M       | 2050-11-20      | 3.5000%  | 0.0000% | $2048.00           | $649.87            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5530   | 2054-11-01      | 5.0000%  | 0.0000% | $12024421.00       | $11328802.85       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA4919   | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $773.25            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB5464   | 2053-01-01      | 5.5000%  | 0.0000% | $1128.00           | $996.14            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS3827   | 2053-02-01      | 5.5000%  | 0.0000% | $22992.00          | $19552.36          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8244   | 2052-09-01      | 4.0000%  | 0.0000% | $1000.00           | $784.82            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDE8008   | 2055-09-01      | 7.0000%  | 0.0000% | $12301818.00       | $13060870.24       | Agency Mortgage-Backed Securities         |
| GNRA 2024-180 FE       | 2054-11-20      | 5.4550%  | 0.0000% | $3135251.00        | $2351302.68        | Agency Collateralized Mortgage Obligation |
| FNMS 07.000 CKMA5198   | 2053-09-01      | 7.0000%  | 0.0000% | $1000.00           | $508.54            | Agency Mortgage-Backed Securities         |
| GNII SF MA4587 M       | 2047-07-20      | 4.0000%  | 0.0000% | $3072.00           | $302.06            | Agency Mortgage-Backed Securities         |
| GNII SF MA3802 M       | 2046-07-20      | 3.0000%  | 0.0000% | $1008.00           | $120.98            | Agency Mortgage-Backed Securities         |
| GNII SF MB0558 M       | 2055-07-20      | 6.5000%  | 0.0000% | $2024.00           | $2095.13           | Agency Mortgage-Backed Securities         |
| GNII SF MA8147 M       | 2052-02-20      | 2.5000%  | 0.0000% | $1000.00           | $636.85            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLCB9230   | 2054-08-01      | 7.0000%  | 0.0000% | $14987092.00       | $11452450.82       | Agency Mortgage-Backed Securities         |
| GNII SF MA6932 M       | 2050-08-20      | 3.0000%  | 0.0000% | $3072.00           | $1027.38           | Agency Mortgage-Backed Securities         |
| GNII SF MA6766 M       | 2050-07-20      | 3.0000%  | 0.0000% | $294354.00         | $80415.61          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB9003   | 2054-08-01      | 6.0000%  | 0.0000% | $21343136.00       | $19945489.49       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD4994   | 2053-07-01      | 5.5000%  | 0.0000% | $820839.00         | $709098.63         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD7525   | 2050-10-01      | 2.5000%  | 0.0000% | $1095.00           | $546.37            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD2879   | 2052-08-01      | 3.0000%  | 0.0000% | $446943.00         | $317907.68         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD7435   | 2054-12-01      | 5.0000%  | 0.0000% | $117870.00         | $112148.24         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8219   | 2052-06-01      | 2.5000%  | 0.0000% | $38000.00          | $26476.31          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2029-09-30      | 3.8750%  | 0.0000% | $700.00            | $717.12            | U.S. Treasuries (including strips)        |
| FEPC 02.000 CLSD6284   | 2054-01-01      | 2.0000%  | 0.0000% | $1000.00           | $747.74            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD2361   | 2053-02-01      | 6.0000%  | 0.0000% | $156256.00         | $119088.27         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1432   | 2052-08-01      | 4.5000%  | 0.0000% | $1395558.00        | $1121361.74        | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLSD4983   | 2054-01-01      | 7.0000%  | 0.0000% | $33837.00          | $24220.33          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRA9174   | 2053-06-01      | 6.5000%  | 0.0000% | $3057.00           | $2337.37           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG8719   | 2053-08-01      | 5.5000%  | 0.0000% | $2232986.00        | $1892419.79        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT0543   | 2048-08-01      | 4.5000%  | 0.0000% | $530722.00         | $115311.58         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD2917   | 2053-05-01      | 5.5000%  | 0.0000% | $1359078.00        | $1030377.13        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $425800.00         | $293893.16         | U.S. Treasuries (including strips)        |
| GNRA 2024-001 JF       | 2054-01-20      | 5.3450%  | 0.0000% | $2800.00           | $1821.41           | Agency Collateralized Mortgage Obligation |
| GNRA 2025-080 FD       | 2055-05-20      | 5.7450%  | 0.0000% | $7378125.00        | $7356333.46        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2025-10-28      | 0.0000%  | 0.0000% | $600.00            | $595.88            | U.S. Treasuries (including strips)        |
| GNRA 2024-058 AF       | 2054-04-20      | 5.3950%  | 0.0000% | $16206200.00       | $11060390.99       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-024 FB       | 2055-02-20      | 5.4950%  | 0.0000% | $1155.00           | $1022.16           | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $100.00            | $96.21             | U.S. Treasuries (including strips)        |
| GNRA 2025-024 FD       | 2055-02-20      | 5.4150%  | 0.0000% | $159200.00         | $143440.73         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-134 FC       | 2054-08-20      | 5.4050%  | 0.0000% | $6669555.00        | $5685275.07        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $6728000.00        | $6076486.37        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2036-02-15      | 4.5000%  | 0.0000% | $900.00            | $925.17            | U.S. Treasuries (including strips)        |
| GNRA 2021-226 FB       | 2051-12-20      | 2.5000%  | 0.0000% | $73831.00          | $46393.52          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-005 JF       | 2054-01-20      | 5.5450%  | 0.0000% | $1292401.00        | $644649.32         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-001 TF       | 2053-01-20      | 5.3450%  | 0.0000% | $34400.00          | $28140.84          | Agency Collateralized Mortgage Obligation |
| FNMS 03.000 CLAS8269   | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $175.27            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q59742 G   | 2048-11-01      | 4.0000%  | 0.0000% | $208216.00         | $33312.43          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8191   | 2052-01-01      | 3.5000%  | 0.0000% | $42000.00          | $24996.29          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD3839   | 2053-09-01      | 5.5000%  | 0.0000% | $72585.00          | $64410.88          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3838   | 2053-10-01      | 6.0000%  | 0.0000% | $799000.00         | $682919.61         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA3592   | 2050-09-01      | 3.5000%  | 0.0000% | $1024.00           | $418.80            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA2625   | 2050-05-01      | 2.5000%  | 0.0000% | $10858132.00       | $3840384.54        | Agency Mortgage-Backed Securities         |
| GNII SF MA4261 M       | 2047-02-20      | 3.0000%  | 0.0000% | $3143192.00        | $484013.81         | Agency Mortgage-Backed Securities         |
| GNII SF MA7990 M       | 2052-04-20      | 4.0000%  | 0.0000% | $3008.00           | $2143.54           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5758   | 2055-07-01      | 4.5000%  | 0.0000% | $20509376.00       | $19575188.98       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX5153   | 2055-02-01      | 5.5000%  | 0.0000% | $22200672.00       | $21607498.24       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4097   | 2050-08-01      | 3.0000%  | 0.0000% | $594000.00         | $175047.00         | Agency Mortgage-Backed Securities         |
| GNII SF MA3521 M       | 2046-03-20      | 3.5000%  | 0.0000% | $49178308.00       | $4877101.76        | Agency Mortgage-Backed Securities         |
| GNII SF MA7254 M       | 2051-03-20      | 2.0000%  | 0.0000% | $3469892.00        | $1786606.82        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA2131   | 2055-06-01      | 5.5000%  | 0.0000% | $3859822.00        | $3895566.02        | Agency Mortgage-Backed Securities         |
| GNII SF MA3376 M       | 2046-01-20      | 3.5000%  | 0.0000% | $49999000.00       | $5006589.98        | Agency Mortgage-Backed Securities         |
| GNII SF MA6821 M       | 2050-08-20      | 3.5000%  | 0.0000% | $7664032.00        | $2123906.05        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQE2559   | 2047-05-01      | 3.0000%  | 0.0000% | $1000.00           | $770.84            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQD8778   | 2052-03-01      | 3.5000%  | 0.0000% | $741365.00         | $486591.79         | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G61581 G   | 2048-08-01      | 4.0000%  | 0.0000% | $9101586.00        | $1337365.29        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD7512   | 2050-02-01      | 3.0000%  | 0.0000% | $1052.00           | $394.84            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD1640   | 2052-09-01      | 4.0000%  | 0.0000% | $54000.00          | $41151.79          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH5503   | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $950.65            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS6942   | 2053-12-01      | 6.5000%  | 0.0000% | $330906.00         | $262527.34         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA6265   | 2050-07-01      | 2.5000%  | 0.0000% | $1141.00           | $540.83            | Agency Mortgage-Backed Securities         |
| GNII SF MA7991 M       | 2052-04-20      | 4.5000%  | 0.0000% | $1472000.00        | $1057509.57        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA1953   | 2053-11-01      | 5.0000%  | 0.0000% | $9396528.00        | $8971074.63        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS5179   | 2053-06-01      | 5.0000%  | 0.0000% | $389000.00         | $285828.86         | Agency Mortgage-Backed Securities         |
| GNII SF DI3146 C       | 2055-03-20      | 5.0000%  | 0.0000% | $4012435.00        | $3962575.47        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8000   | 2049-07-01      | 3.0000%  | 0.0000% | $1032.00           | $107.45            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8347   | 2053-08-01      | 4.5000%  | 0.0000% | $8000.00           | $6895.16           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $1000.00           | $1053.79           | U.S. Treasuries (including strips)        |
| FNMS 06.500 CLCC0289   | 2055-04-01      | 6.5000%  | 0.0000% | $23952.00          | $23793.25          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5614   | 2055-02-01      | 5.5000%  | 0.0000% | $75854.00          | $73104.37          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC0218   | 2055-04-01      | 6.0000%  | 0.0000% | $2028.00           | $2044.27           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA4869   | 2053-01-01      | 5.5000%  | 0.0000% | $1008.00           | $788.00            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY2715   | 2055-05-01      | 6.5000%  | 0.0000% | $5793859.00        | $6030721.04        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL1130   | 2054-12-01      | 5.0000%  | 0.0000% | $13459978.00       | $13301025.45       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8340   | 2053-07-01      | 4.5000%  | 0.0000% | $9000.00           | $7748.40           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 ZK310219   | 2048-10-25      | 3.0000%  | 0.0000% | $26245419.00       | $20208016.11       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQG2351   | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $836.28            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $200.00            | $167.01            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $300.00            | $274.23            | U.S. Treasuries (including strips)        |
| GNRA 2024-187 FD       | 2054-11-20      | 5.3950%  | 0.0000% | $2997000.00        | $2650221.87        | Agency Collateralized Mortgage Obligation |
| GNII SF MA9722 M       | 2054-06-20      | 4.0000%  | 0.0000% | $1000.00           | $887.89            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ2458   | 2054-09-01      | 6.0000%  | 0.0000% | $2088812.00        | $1826015.08        | Agency Mortgage-Backed Securities         |
| GNRA 2022-009 FE       | 2052-01-20      | 2.5000%  | 0.0000% | $22841000.00       | $14126411.37       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-171 FA       | 2054-10-20      | 5.4950%  | 0.0000% | $11932960.00       | $11199714.05       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-050 FH       | 2052-03-20      | 3.5000%  | 0.0000% | $3936710.00        | $2602136.70        | Agency Collateralized Mortgage Obligation |
| GNII SF MA2754 M       | 2045-04-20      | 3.5000%  | 0.0000% | $27278783.00       | $2034907.56        | Agency Mortgage-Backed Securities         |

### Security 287: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKXK6, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP1AKXK6
- **C.18 - Value (incl. sponsor support):** $627000000.00
- **C.18.a - Value (excl. sponsor support):** $627000000.00
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2029-12-31      | 3.8750%  | 0.0000% | $717700.00         | $728110.91         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $216100.00         | $225099.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $2064100.00        | $2129279.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $1000.00           | $977.61            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 0.5000%  | 0.0000% | $111839500.00      | $105433537.66      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 0.5000%  | 0.0000% | $999500.00         | $936835.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $1200.00           | $1187.48           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-15      | 2.2500%  | 0.0000% | $100.00            | $100.25            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $700.00            | $689.80            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 2.0000%  | 0.0000% | $140300.00         | $138142.03         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $56776400.00       | $55637861.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-31      | 4.3134%  | 0.0000% | $200.00            | $200.72            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $99500.00          | $101820.94         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $31192900.00       | $31721205.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $200.00            | $203.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $49981700.00       | $52172945.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 5.2500%  | 0.0000% | $2300.00           | $2446.92           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $4000.00           | $3927.70           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.8750%  | 0.0000% | $400000.00         | $390699.45         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | 0.0000% | $19824700.00       | $19291000.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $26630400.00       | $27344745.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $29100.00          | $28090.42          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $100.00            | $101.57            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 0.7500%  | 0.0000% | $12170000.00       | $11906267.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $37003400.00       | $37598014.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $193600.00         | $189987.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $51997600.00       | $52692608.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | 0.0000% | $48793800.00       | $48211538.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $22221600.00       | $22535634.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $1154000.00        | $1033753.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $98296500.00       | $101752423.29      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $2034000.00        | $2105961.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | 0.0000% | $38266000.00       | $38544506.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $306100.00         | $309369.12         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $700.00            | $715.78            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $164900.00         | $159219.69         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | 0.0000% | $100.00            | $81.07             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $439800.00         | $436760.52         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $25057500.00       | $25774002.88       | U.S. Treasuries (including strips) |

### Security 288: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 4.340000%
- **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: ARP1AKXL4, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP1AKXL4
- **C.18 - Value (incl. sponsor support):** $317000000.00
- **C.18.a - Value (excl. sponsor support):** $317000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2029-06-30      | 4.2500%  | 0.0000% | $7400.00           | $7611.60           | U.S. Treasuries (including strips) |
| FEPC 05.500 CLSD8469   | 2054-10-01      | 5.5000%  | 0.0000% | $1059.00           | $977.92            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7567   | 2054-02-01      | 5.5000%  | 0.0000% | $1077.00           | $942.56            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8332   | 2053-06-01      | 6.0000%  | 0.0000% | $9992974.00        | $7822890.34        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD7227   | 2055-05-01      | 5.5000%  | 0.0000% | $1008.00           | $990.83            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBU4746   | 2054-07-01      | 6.0000%  | 0.0000% | $1024.00           | $917.43            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5107   | 2053-08-01      | 5.5000%  | 0.0000% | $7176783.00        | $5970171.75        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7049   | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $833.84            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9374   | 2054-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1958.56           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA0485   | 2054-09-01      | 6.5000%  | 0.0000% | $636825.00         | $617602.83         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO4645   | 2049-11-01      | 3.0000%  | 0.0000% | $1001.00           | $360.60            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7116   | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $861.75            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS9998   | 2054-12-01      | 6.0000%  | 0.0000% | $1014.00           | $916.66            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2055-02-15      | 2.3750%  | 0.0000% | $100.00            | $96.73             | U.S. Treasuries (including strips) |
| FNMS 06.000 CLCB5914   | 2053-03-01      | 6.0000%  | 0.0000% | $1024.00           | $766.07            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA0525   | 2047-10-01      | 3.0000%  | 0.0000% | $41104476.00       | $8222412.75        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9011   | 2054-08-01      | 6.0000%  | 0.0000% | $1024.00           | $975.92            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $100.00            | $102.82            | U.S. Treasuries (including strips) |
| FNMS 06.000 CLCB8223   | 2054-03-01      | 6.0000%  | 0.0000% | $1400000.00        | $1239476.09        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI8055   | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $931.52            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC2284   | 2054-10-01      | 5.5000%  | 0.0000% | $71805.00          | $72347.45          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD9349   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.54           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD8040   | 2055-05-01      | 6.0000%  | 0.0000% | $1008.00           | $915.24            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6141   | 2050-06-01      | 2.0000%  | 0.0000% | $1046.00           | $497.07            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8154   | 2054-06-01      | 6.0000%  | 0.0000% | $2345412.00        | $2146004.74        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA1862   | 2055-05-01      | 6.5000%  | 0.0000% | $302243.00         | $314536.59         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $1814400.00        | $1819981.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | 0.0000% | $37600.00          | $37873.66          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $100.00            | $100.78            | U.S. Treasuries (including strips) |
| FEPC 05.500 CLQI0286   | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $926.02            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG6211   | 2053-06-01      | 5.5000%  | 0.0000% | $4663985.00        | $3436398.95        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6780   | 2054-10-01      | 5.5000%  | 0.0000% | $1024.00           | $961.05            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2793   | 2048-12-01      | 4.5000%  | 0.0000% | $12601698.00       | $2932666.36        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4492   | 2051-12-01      | 2.0000%  | 0.0000% | $29798217.00       | $19141960.23       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS3361   | 2052-12-01      | 5.5000%  | 0.0000% | $4589856.00        | $3665679.41        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0000   | 2055-02-01      | 6.0000%  | 0.0000% | $1024.00           | $995.82            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS9835   | 2054-01-01      | 6.5000%  | 0.0000% | $8578650.00        | $8194724.01        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD2509   | 2055-02-01      | 6.5000%  | 0.0000% | $1883394.00        | $1954158.09        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE1640   | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1057.86           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5108   | 2052-11-01      | 5.5000%  | 0.0000% | $1700000.00        | $1372981.92        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAO2977   | 2042-05-01      | 3.5000%  | 0.0000% | $51040889.00       | $3952030.04        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS6516   | 2052-09-01      | 4.5000%  | 0.0000% | $727480.00         | $639268.63         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4785   | 2052-10-01      | 5.0000%  | 0.0000% | $37000.00          | $27988.39          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5585   | 2055-01-01      | 5.0000%  | 0.0000% | $103992.00         | $98605.95          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4160   | 2050-10-01      | 3.0000%  | 0.0000% | $1015.00           | $332.00            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7338   | 2053-10-01      | 6.0000%  | 0.0000% | $1024.00           | $915.11            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD7548   | 2051-11-01      | 2.5000%  | 0.0000% | $2884281.00        | $1793055.80        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD7504   | 2049-08-01      | 3.5000%  | 0.0000% | $1034.00           | $192.27            | Agency Mortgage-Backed Securities  |
| GNII SF MA9908 M       | 2054-09-20      | 6.5000%  | 0.0000% | $325128113.00      | $229695192.71      | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIFM6371   | 2027-01-01      | 4.5000%  | 0.0000% | $1214.00           | $19.09             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA1410   | 2052-06-01      | 3.0000%  | 0.0000% | $565400.00         | $479442.62         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5886   | 2053-03-01      | 4.5000%  | 0.0000% | $5341717.00        | $4060378.33        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4945   | 2052-10-01      | 4.5000%  | 0.0000% | $1952418.00        | $1565266.74        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD2810   | 2055-06-01      | 6.0000%  | 0.0000% | $4329435.00        | $4451709.05        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | 0.0000% | $100.00            | $99.64             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 2.0000%  | 0.0000% | $18300.00          | $18018.53          | U.S. Treasuries (including strips) |
| FEPC 02.500 CLQD3220   | 2051-12-01      | 2.5000%  | 0.0000% | $106000.00         | $68321.09          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3305   | 2048-03-01      | 3.5000%  | 0.0000% | $1002.00           | $131.67            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE1630   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1013.50           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS4733   | 2053-02-01      | 6.5000%  | 0.0000% | $1823479.00        | $1363686.23        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB4475   | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $899.10            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8317   | 2053-04-01      | 6.0000%  | 0.0000% | $1021.00           | $771.74            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8277   | 2052-12-01      | 5.5000%  | 0.0000% | $280000.00         | $223264.95         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2025-10-09      | 0.0000%  | 0.0000% | $3791600.00        | $3775246.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $8200.00           | $8541.47           | U.S. Treasuries (including strips) |
| FNMS 05.500 CLBU5606   | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1001.90           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBU3058   | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $686.24            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBP1430   | 2050-03-01      | 3.5000%  | 0.0000% | $3452764.00        | $1171859.52        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6698   | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $771.09            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4355   | 2051-06-01      | 2.0000%  | 0.0000% | $1008.00           | $607.56            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I3BF0154   | 2046-11-01      | 3.5000%  | 0.0000% | $1000.00           | $170.67            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA6078   | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $595.20            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBU5686   | 2055-03-01      | 5.5000%  | 0.0000% | $2707808.00        | $2378871.17        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0568   | 2055-06-01      | 5.5000%  | 0.0000% | $1051.00           | $1065.45           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBV1539   | 2055-04-01      | 5.5000%  | 0.0000% | $1008.00           | $977.48            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4813   | 2052-10-01      | 5.0000%  | 0.0000% | $2138999.00        | $1685939.65        | Agency Mortgage-Backed Securities  |

### Security 289: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKXX8, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1AKXX8
- **C.18 - Value (incl. sponsor support):** $462000000.00
- **C.18.a - Value (excl. sponsor support):** $462000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2028-04-15      | 3.7500%  | 0.0000% | $45605800.00       | $46399998.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $100.00            | $98.06             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | 0.0000% | $38387300.00       | $37457916.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-30      | 3.0000%  | 0.0000% | $162500.00         | $164313.02         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $83713800.00       | $71838920.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 4.2500%  | 0.0000% | $222057600.00      | $215283921.22      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 4.2500%  | 0.0000% | $100.00            | $100.72            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | 0.0000% | $85894400.00       | $84923441.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.7500%  | 0.0000% | $200.00            | $201.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | 0.0000% | $100.00            | $87.34             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-16      | 0.0000%  | 0.0000% | $100.00            | $97.59             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | 0.0000% | $16951000.00       | $12989725.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 0.3750%  | 0.0000% | $200.00            | $197.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $149800.00         | $156551.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $2369000.00        | $2251161.25        | U.S. Treasuries (including strips) |

### Security 290: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKY25, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1AKY25
- **C.18 - Value (incl. sponsor support):** $16703377.00
- **C.18.a - Value (excl. sponsor support):** $16703377.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2025-11-13      | 0.0000%  | 0.0000% | $100.00            | $99.14             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $600.00            | $581.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $15059900.00       | $15410320.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $400.00            | $402.96            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $300.00            | $289.03            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | 0.0000% | $1200.00           | $1186.44           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-30      | 0.0000%  | 0.0000% | $100.00            | $99.29             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $2365500.00        | $1632701.42        | U.S. Treasuries (including strips) |

### Security 291: BANCO BILBAO VIZCAYA ARGENTARIA SA

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKY33, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71, C.5 - Other ID: ARP1AKY33
- **C.18 - Value (incl. sponsor support):** $1052000000.00
- **C.18.a - Value (excl. sponsor support):** $1052000000.00
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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% | $100000000.00      | $101721098.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | 0.0000% | $100.00            | $100.73            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.8750%  | 0.0000% | $300.00            | $302.17            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $5000000.00        | $5202464.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $300.00            | $307.97            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $249767200.00      | $247402700.12      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-30      | 5.0000%  | 0.0000% | $1066100.00        | $1088634.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $6000000.00        | $5675774.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $1000300.00        | $909002.91         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $100000000.00      | $103381144.30      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $100000000.00      | $101040313.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $14354000.00       | $14842641.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-31      | 4.3134%  | 0.0000% | $30800.00          | $30910.74          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $100.00            | $77.15             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | 0.0000% | $5000000.00        | $4862018.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 0.1250%  | 0.0000% | $8000000.00        | $9017514.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $11440000.00       | $11623831.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $2877000.00        | $2790631.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $9975000.00        | $10242573.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | 0.0000% | $4489000.00        | $4350315.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 3.8750%  | 0.0000% | $100.00            | $91.59             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 4.0000%  | 0.0000% | $50000000.00       | $50045536.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $30039500.00       | $31624468.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 4.0000%  | 0.0000% | $100.00            | $101.59            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $6999700.00        | $6966316.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 4.2500%  | 0.0000% | $1487000.00        | $1506257.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $2874000.00        | $2918847.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 3.6250%  | 0.0000% | $745000.00         | $746870.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $100.00            | $111.61            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $10970200.00       | $11199226.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $5092000.00        | $4400183.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 4.3750%  | 0.0000% | $2000000.00        | $2011964.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $24999800.00       | $28204009.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $7000000.00        | $6506794.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $18378800.00       | $17199429.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $100000000.00      | $86752259.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.1250%  | 0.0000% | $200.00            | $120.32            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $89426300.00       | $88932162.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 2.1250%  | 0.0000% | $90777000.00       | $85319654.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | 0.0000% | $100.00            | $91.24             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $25000000.00       | $24523043.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 0.3750%  | 0.0000% | $100.00            | $99.17             | U.S. Treasuries (including strips) |

### Security 292: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.340000%
- **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: ARP1AKY58, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1AKY58
- **C.18 - Value (incl. sponsor support):** $625000000.00
- **C.18.a - Value (excl. sponsor support):** $625000000.00
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 DL7051 C | 2055-08-20      | 6.5000%  | 0.0000% | $785068.00         | $818584.56         | Agency Mortgage-Backed Securities |
| GNII SF MB0089 M | 2054-09-20      | 4.0000%  | 0.0000% | $24346702.00       | $22402761.59       | Agency Mortgage-Backed Securities |
| GNII SF DK9843 C | 2055-08-20      | 5.5000%  | 0.0000% | $1517802.00        | $1539117.67        | Agency Mortgage-Backed Securities |
| GNII SF MB0485 M | 2055-07-20      | 5.5000%  | 0.0000% | $1000.00           | $1009.39           | Agency Mortgage-Backed Securities |
| GNII SF DM4066 C | 2055-08-20      | 6.0000%  | 0.0000% | $1033000.00        | $1065741.62        | Agency Mortgage-Backed Securities |
| GNII SF DK3218 C | 2055-08-20      | 6.0000%  | 0.0000% | $1298681.00        | $1348656.41        | Agency Mortgage-Backed Securities |
| GNII SF DL0514 C | 2055-08-20      | 6.0000%  | 0.0000% | $1584762.00        | $1636450.07        | Agency Mortgage-Backed Securities |
| GNII SF MA9962 M | 2054-10-20      | 4.0000%  | 0.0000% | $41565585.00       | $37827465.55       | Agency Mortgage-Backed Securities |
| GNII SF DK6016 C | 2055-07-20      | 6.5000%  | 0.0000% | $551726.00         | $576827.52         | Agency Mortgage-Backed Securities |
| GNII SF DK3040 C | 2055-07-20      | 6.5000%  | 0.0000% | $2812272.00        | $2933175.33        | Agency Mortgage-Backed Securities |
| GNII SF DK3071 C | 2055-07-20      | 6.5000%  | 0.0000% | $2151832.00        | $2262109.00        | Agency Mortgage-Backed Securities |
| GNII SF MB0092 M | 2054-12-20      | 5.5000%  | 0.0000% | $28750843.00       | $28348662.63       | Agency Mortgage-Backed Securities |
| GNII SF MA7051 M | 2050-12-20      | 2.0000%  | 0.0000% | $2843.00           | $1392.57           | Agency Mortgage-Backed Securities |
| GNII SF DJ8258 C | 2055-08-20      | 5.5000%  | 0.0000% | $1587652.00        | $1617675.73        | Agency Mortgage-Backed Securities |
| GNII SF DK3038 C | 2055-07-20      | 6.5000%  | 0.0000% | $2850627.00        | $2974714.04        | Agency Mortgage-Backed Securities |
| GNII SF DG7451 C | 2055-07-20      | 6.5000%  | 0.0000% | $1720605.00        | $1803060.30        | Agency Mortgage-Backed Securities |
| GNII SF MA9424 M | 2053-12-20      | 6.0000%  | 0.0000% | $200000000.00      | $131666571.38      | Agency Mortgage-Backed Securities |
| GNII SF MA6153 M | 2049-08-20      | 3.0000%  | 0.0000% | $310929996.00      | $44721073.33       | Agency Mortgage-Backed Securities |
| GNII SF MA6409 M | 2050-01-20      | 3.0000%  | 0.0000% | $155481872.00      | $27882551.16       | Agency Mortgage-Backed Securities |
| GNII SF MA7135 M | 2051-01-20      | 2.0000%  | 0.0000% | $214249393.00      | $106672524.75      | Agency Mortgage-Backed Securities |
| GNII SF MA4961 M | 2048-01-20      | 3.0000%  | 0.0000% | $7100000.00        | $1015746.89        | Agency Mortgage-Backed Securities |
| GNII SF MA9965 M | 2054-10-20      | 5.5000%  | 0.0000% | $1000000.00        | $961356.85         | Agency Mortgage-Backed Securities |
| GNII SF MA6283 M | 2049-11-20      | 3.0000%  | 0.0000% | $134946301.00      | $22473847.30       | Agency Mortgage-Backed Securities |
| GNII SF MB0023 M | 2054-11-20      | 4.0000%  | 0.0000% | $29611370.00       | $27063995.37       | Agency Mortgage-Backed Securities |
| GNII SF MA8346 M | 2052-10-20      | 4.0000%  | 0.0000% | $2723537.00        | $2087965.09        | Agency Mortgage-Backed Securities |
| GNII SF DK3042 C | 2055-07-20      | 6.5000%  | 0.0000% | $4310063.00        | $4488513.61        | Agency Mortgage-Backed Securities |
| GNII SF DK1982 C | 2055-06-20      | 6.5000%  | 0.0000% | $1694937.00        | $1764096.30        | Agency Mortgage-Backed Securities |
| GNII SF MA9304 M | 2053-10-20      | 5.0000%  | 0.0000% | $161383942.00      | $145864671.77      | Agency Mortgage-Backed Securities |
| GNII SF MA9240 M | 2053-10-20      | 5.0000%  | 0.0000% | $1000.00           | $901.17            | Agency Mortgage-Backed Securities |
| GNII SF CJ7473 C | 2052-01-20      | 4.0000%  | 0.0000% | $2469579.00        | $1198617.08        | Agency Mortgage-Backed Securities |
| GNII SF MA9906 M | 2054-09-20      | 5.5000%  | 0.0000% | $20000000.00       | $19041229.57       | Agency Mortgage-Backed Securities |

### Security 293: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 4.340000%
- **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: ARP1AKYD1, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: ARP1AKYD1
- **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:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 MA9488 M | 2054-01-20      | 5.5000%  | 0.0000% | $31685065.00       | $26013991.97       | Agency Mortgage-Backed Securities |
| GNII SP 787933 C | 2055-04-20      | 5.5000%  | 0.0000% | $20222278.00       | $20358359.93       | Agency Mortgage-Backed Securities |

### Security 294: DEUTSCHE BANK AG (NEW YORK BRANCH)

- **C.1 - Title:** DEUTSCHE BANK AG (NEW YORK BRANCH) 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKYK5, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: ARP1AKYK5
- **C.18 - Value (incl. sponsor support):** $156000000.00
- **C.18.a - Value (excl. sponsor support):** $156000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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      | 2.6250%  | 0.0000% | $138879900.00      | $134035576.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $24345600.00       | $25160997.66       | U.S. Treasuries (including strips) |

### Security 295: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** MIZUHO SECURITIES USA LLC 4.340000%
- **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: ARP1AKYX7, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: ARP1AKYX7
- **C.18 - Value (incl. sponsor support):** $235000000.00
- **C.18.a - Value (excl. sponsor support):** $235000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2031-02-15      | 1.1250%  | 0.0000% | $3215500.00        | $2808160.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $3000100.00        | $2826495.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 2.7500%  | 0.0000% | $1000900.00        | $986433.11         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $5455600.00        | $5577442.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $219727700.00      | $227501558.58      | U.S. Treasuries (including strips) |

### Security 296: BANCO SANTANDER SA

- **C.1 - Title:** BANCO SANTANDER SA 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKZ24, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: ARP1AKZ24
- **C.18 - Value (incl. sponsor support):** $468000000.00
- **C.18.a - Value (excl. sponsor support):** $468000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2031-01-15      | 0.1250%  | 0.0000% | $14586900.00       | $17041236.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $189285800.00      | $167748353.44      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $575100.00         | $599048.90         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $10854300.00       | $11663746.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $1000.00           | $707.87            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | 0.0000% | $1100.00           | $1072.20           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $57978000.00       | $77670554.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $2544500.00        | $2507414.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 0.1250%  | 0.0000% | $29179600.00       | $34240301.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | 0.0000% | $100.00            | $86.87             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-05-15      | 2.5000%  | 0.0000% | $200.00            | $137.94            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $100.00            | $92.90             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 3.7500%  | 0.0000% | $3377300.00        | $3416305.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 1.0000%  | 0.0000% | $36287000.00       | $33178797.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $200.00            | $196.27            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $10492700.00       | $10808891.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $79220400.00       | $80412813.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 4.8750%  | 0.0000% | $4999900.00        | $5091731.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $100.00            | $85.28             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $29723600.00       | $30393742.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | 0.0000% | $1455100.00        | $1479343.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 4.1250%  | 0.0000% | $1097900.00        | $1105350.67        | U.S. Treasuries (including strips) |

### Security 297: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AKZD0, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1AKZD0
- **C.18 - Value (incl. sponsor support):** $313000000.00
- **C.18.a - Value (excl. sponsor support):** $313000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2033-01-15      | 1.1250%  | 0.0000% | $109400.00         | $115241.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-02      | 0.0000%  | 0.0000% | $40000.00          | $39444.56          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-12      | 0.0000%  | 0.0000% | $18985000.00       | $18824197.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-30      | 0.0000%  | 0.0000% | $5000000.00        | $4981250.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-26      | 0.0000%  | 0.0000% | $449300.00         | $443333.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-11      | 0.0000%  | 0.0000% | $5000000.00        | $4992300.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-16      | 0.0000%  | 0.0000% | $1000.00           | $987.81            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 0.6250%  | 0.0000% | $4912100.00        | $4692620.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-16      | 0.0000%  | 0.0000% | $263000.00         | $261545.61         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $186645400.00      | $249999891.66      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-06      | 0.0000%  | 0.0000% | $5000000.00        | $4960800.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-16      | 0.0000%  | 0.0000% | $5703800.00        | $5691593.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 0.0000%  | 0.0000% | $100.00            | $98.48             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-23      | 0.0000%  | 0.0000% | $23237500.00       | $23169112.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-30      | 0.0000%  | 0.0000% | $272000.00         | $270063.36         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-19      | 0.0000%  | 0.0000% | $4400.00           | $4317.41           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-20      | 0.0000%  | 0.0000% | $976000.00         | $966806.08         | U.S. Treasuries (including strips) |

### Security 298: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 4.340000%
- **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: ARP1AKZJ7, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1AKZJ7
- **C.18 - Value (incl. sponsor support):** $180000000.00
- **C.18.a - Value (excl. sponsor support):** $180000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 2024-134 FA                                   | 2054-08-20      | 5.4550%  | 0.0000% | $45835.00          | $35969.12          | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLRJ4030                               | 2055-04-01      | 6.0000%  | 0.0000% | $11230354.00       | $11326165.96       | Agency Mortgage-Backed Securities         |
| GNRA 2023-120 FB                                   | 2053-08-20      | 5.4550%  | 0.0000% | $1000.00           | $513.26            | Agency Collateralized Mortgage Obligation |
| FNMS 07.000 CLBY4721                               | 2053-06-01      | 7.0000%  | 0.0000% | $7303.00           | $7871.93           | Agency Mortgage-Backed Securities         |
| GNRA 2025-116 MF                                   | 2055-07-20      | 5.4450%  | 0.0000% | $1000.00           | $1001.95           | Agency Collateralized Mortgage Obligation |
| GNRA 2023-048 EF                                   | 2053-03-20      | 5.3450%  | 0.0000% | $17842830.00       | $8189240.39        | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLRJ4161                               | 2055-05-01      | 6.0000%  | 0.0000% | $1966048.00        | $1996528.05        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY5854                               | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.72           | Agency Mortgage-Backed Securities         |
| GNII SF MB0556 M                                   | 2055-06-20      | 5.5000%  | 0.0000% | $34912174.00       | $35328912.87       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBE8055                               | 2047-04-01      | 4.0000%  | 0.0000% | $55861.00          | $10557.34          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE2693                               | 2055-07-01      | 6.0000%  | 0.0000% | $443497.00         | $455263.70         | Agency Mortgage-Backed Securities         |
| GNRA 2022-178 FC                                   | 2052-10-20      | 5.6450%  | 0.0000% | $5704205.00        | $4373353.64        | Agency Collateralized Mortgage Obligation |
| FNMS 02.500 CLFS6131                               | 2052-03-01      | 2.5000%  | 0.0000% | $4394632.00        | $3252248.36        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY3242                               | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.03           | Agency Mortgage-Backed Securities         |
| GNII SF MA9423 M                                   | 2054-01-20      | 5.5000%  | 0.0000% | $488739.00         | $410303.52         | Agency Mortgage-Backed Securities         |
| FHLMC REMIC SERIES K-058       A-1    20260725 2.3 | 2026-07-25      | 2.3400%  | 0.0000% | $1000.00           | $200.55            | Agency Collateralized Mortgage Obligation |
| FNMS 05.000 CLCB6056                               | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $818.99            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD5912                               | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.80           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL889750                               | 2038-05-01      | 6.0000%  | 0.0000% | $1081.00           | $5.79              | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS8849                               | 2052-07-01      | 3.0000%  | 0.0000% | $1021.00           | $819.43            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY4255                               | 2055-05-01      | 6.5000%  | 0.0000% | $1002.00           | $1031.08           | Agency Mortgage-Backed Securities         |
| GNII SF DJ4783 C                                   | 2055-03-20      | 7.5000%  | 0.0000% | $686914.00         | $734878.66         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4700                               | 2052-08-01      | 4.0000%  | 0.0000% | $184040.00         | $142222.96         | Agency Mortgage-Backed Securities         |
| GNII SF DJ3026 C                                   | 2055-08-20      | 6.0000%  | 0.0000% | $107476.00         | $110882.42         | Agency Mortgage-Backed Securities         |
| FKAR 05.740 WVWV0039                               | 2029-10-01      | 5.0400%  | 0.0000% | $21783714.00       | $21777222.45       | Agency Mortgage-Backed Securities         |
| GNII SF MA8097 M                                   | 2052-05-20      | 2.5000%  | 0.0000% | $1000.00           | $646.10            | Agency Mortgage-Backed Securities         |
| GNRA 2023-001 DF                                   | 2053-01-20      | 5.2950%  | 0.0000% | $10692074.00       | $8533918.07        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-070 FA                                   | 2053-05-20      | 5.3450%  | 0.0000% | $1000.00           | $777.01            | Agency Collateralized Mortgage Obligation |
| GNRA 2019-65 FA                                    | 2049-05-20      | 4.5000%  | 0.0000% | $19240043.00       | $3758730.64        | Agency Collateralized Mortgage Obligation |
| GNII SF MA8946 M                                   | 2053-06-20      | 4.5000%  | 0.0000% | $556570.00         | $470760.93         | Agency Mortgage-Backed Securities         |
| GNRA 2024-132 FD                                   | 2054-08-20      | 5.4450%  | 0.0000% | $9998160.00        | $8453893.49        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-081 YF                                   | 2052-05-20      | 4.5000%  | 0.0000% | $1001.00           | $707.62            | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLDD6339                               | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $972.03            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY5855                               | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1042.04           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY4018                               | 2055-05-01      | 5.5000%  | 0.0000% | $3918168.00        | $3859868.54        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC0438                               | 2055-05-01      | 6.0000%  | 0.0000% | $1008.00           | $982.94            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8258                               | 2052-10-01      | 5.0000%  | 0.0000% | $258795.00         | $204392.40         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC8002                               | 2054-10-01      | 6.5000%  | 0.0000% | $12994.00          | $13496.93          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA7369                               | 2050-10-01      | 2.5000%  | 0.0000% | $2873640.00        | $1160702.70        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBP2187                               | 2050-03-01      | 3.0000%  | 0.0000% | $1591991.00        | $530315.81         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ3723                               | 2030-05-01      | 4.4400%  | 0.0000% | $2155291.00        | $2190254.85        | Agency Mortgage-Backed Securities         |
| GNII SF MA5077 M                                   | 2048-03-20      | 3.5000%  | 0.0000% | $111477.00         | $13465.45          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB9718                               | 2054-07-01      | 6.5000%  | 0.0000% | $439912.00         | $453860.58         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL3625                               | 2034-09-01      | 2.8900%  | 0.0000% | $3778109.00        | $3359599.47        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CIDA9706                               | 2039-02-01      | 6.5000%  | 0.0000% | $1641389.00        | $954318.92         | Agency Mortgage-Backed Securities         |
| GNAR AT MA4091 M                                   | 2046-11-20      | 4.6250%  | 0.0000% | $1001.00           | $40.11             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5272                               | 2054-02-01      | 6.0000%  | 0.0000% | $383532.00         | $298229.57         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE4861                               | 2055-07-01      | 5.5000%  | 0.0000% | $149016.00         | $150958.89         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD5915                               | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.29           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX6541                               | 2055-01-01      | 6.0000%  | 0.0000% | $1015.00           | $942.38            | Agency Mortgage-Backed Securities         |
| GNRA 2023-021 FB                                   | 2053-02-20      | 5.2250%  | 0.0000% | $498158.00         | $358751.13         | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLQY5272                               | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1045.99           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM6251                               | 2049-07-01      | 4.0000%  | 0.0000% | $300000.00         | $111750.17         | Agency Mortgage-Backed Securities         |
| GNII SF MA8727 M                                   | 2053-03-20      | 6.0000%  | 0.0000% | $1575.00           | $929.60            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD7562                               | 2053-04-01      | 5.5000%  | 0.0000% | $2877043.00        | $2333171.39        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBY9886                               | 2053-11-01      | 6.5000%  | 0.0000% | $814478.00         | $617699.94         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD4617                               | 2054-01-01      | 6.5000%  | 0.0000% | $4133754.00        | $3713950.92        | Agency Mortgage-Backed Securities         |
| FKAR 04.500 WAWA4456                               | 2029-12-01      | 4.5000%  | 0.0000% | $7314.00           | $7378.29           | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS7892                               | 2033-03-01      | 4.4700%  | 0.0000% | $41329.00          | $41701.90          | Agency Mortgage-Backed Securities         |
| FNMS 04.830 ML470541                               | 2042-03-01      | 4.8300%  | 0.0000% | $1447700.00        | $1112998.18        | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2044-03-01      | 3.8300%  | 0.0000% | $28204.00          | $21572.58          | Agency Collateralized Mortgage Obligation |
| FEPC 03.500 CLZA5318                               | 2048-03-01      | 3.5000%  | 0.0000% | $1146855.00        | $206883.51         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI6052                               | 2054-05-01      | 5.5000%  | 0.0000% | $168077.00         | $152993.95         | Agency Mortgage-Backed Securities         |
| GNII SF MA8648 M                                   | 2053-02-20      | 5.5000%  | 0.0000% | $1002.00           | $731.09            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS1603                               | 2052-05-01      | 3.5000%  | 0.0000% | $777029.00         | $548378.22         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBM4495                               | 2041-07-01      | 6.0000%  | 0.0000% | $1000.00           | $287.87            | Agency Mortgage-Backed Securities         |
| GNRM 2025-064 CY                                   | 2055-04-20      | 5.0000%  | 0.0000% | $6243220.00        | $6072841.83        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-172 FB                                   | 2054-10-20      | 5.3450%  | 0.0000% | $9917203.00        | $9105369.90        | Agency Collateralized Mortgage Obligation |
| FNAR XX.XXX LBAL8484                               | 2046-04-01      | 3.2000%  | 0.0000% | $440985.00         | $41785.73          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS4951                               | 2053-06-01      | 5.0000%  | 0.0000% | $1034733.00        | $847604.14         | Agency Mortgage-Backed Securities         |
| GNII SF MB0486 M                                   | 2055-06-20      | 6.0000%  | 0.0000% | $66499.00          | $67926.04          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQD6321                               | 2052-02-01      | 2.5000%  | 0.0000% | $1004260.00        | $523182.22         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX HYAN8325                               | 2038-02-01      | 3.5600%  | 0.0000% | $74699.00          | $58792.40          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX9419                               | 2053-03-01      | 5.0000%  | 0.0000% | $170784.00         | $125335.78         | Agency Mortgage-Backed Securities         |
| GNII SF MA3875 M                                   | 2046-07-20      | 4.0000%  | 0.0000% | $2105.00           | $209.87            | Agency Mortgage-Backed Securities         |
| GNII SF MA5528 M                                   | 2048-10-20      | 4.0000%  | 0.0000% | $1000.00           | $92.59             | Agency Mortgage-Backed Securities         |
| FMAR 1Q0473 G                                      | 2037-05-01      | 6.8590%  | 0.0000% | $5045439.00        | $28584.97          | Agency Mortgage-Backed Securities         |
| GNRA 2024-066 FB                                   | 2054-04-20      | 5.3750%  | 0.0000% | $5731621.00        | $4076077.31        | Agency Collateralized Mortgage Obligation |
| GNAR AF MA4335 M                                   | 2047-03-20      | 5.5000%  | 0.0000% | $37122.00          | $3152.48           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA3404                               | 2050-08-01      | 2.0000%  | 0.0000% | $223565.00         | $110766.31         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX9769                               | 2055-04-01      | 5.5000%  | 0.0000% | $3783363.00        | $3830520.93        | Agency Mortgage-Backed Securities         |
| GNII SF MB0026 M                                   | 2054-11-20      | 5.5000%  | 0.0000% | $12210924.00       | $11911690.25       | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZT0535                               | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $292.75            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZL1744                               | 2041-07-01      | 4.5000%  | 0.0000% | $9609967.00        | $323451.79         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CKMA3524                               | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $35.89             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5135                               | 2053-09-01      | 4.0000%  | 0.0000% | $1000.00           | $838.06            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA4841                               | 2052-12-01      | 5.0000%  | 0.0000% | $115000.00         | $92618.18          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8055                               | 2050-04-01      | 2.5000%  | 0.0000% | $1000.00           | $222.67            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFA0110                               | 2048-11-01      | 3.5000%  | 0.0000% | $19889855.00       | $17473542.02       | Agency Mortgage-Backed Securities         |

### Security 299: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AL152, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1AL152
- **C.18 - Value (incl. sponsor support):** $1559000000.00
- **C.18.a - Value (excl. sponsor support):** $1559000000.00
- **C.19 - Percentage of Net Assets:** 1.8800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2027-04-15      | 4.5000%  | 0.0000% | $30826000.00       | $31719162.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $130615200.00      | $122065786.39      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | 0.0000% | $125481200.00      | $122053310.73      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | 0.0000% | $145881200.00      | $138894671.87      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $181292000.00      | $187363942.07      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | 0.0000% | $37630400.00       | $39258939.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 4.1250%  | 0.0000% | $194266000.00      | $198826040.59      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $259035200.00      | $249999693.20      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $241860800.00      | $249998797.48      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | 0.0000% | $339780000.00      | $249999694.11      | U.S. Treasuries (including strips) |

### Security 300: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AL160, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1AL160
- **C.18 - Value (incl. sponsor support):** $1949000000.00
- **C.18.a - Value (excl. sponsor support):** $1949000000.00
- **C.19 - Percentage of Net Assets:** 2.3400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2026-05-15      | 3.6250%  | 0.0000% | $247993200.00      | $249993656.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $245121600.00      | $249998992.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 0.3750%  | 0.0000% | $188415000.00      | $186155416.72      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 2.3750%  | 0.0000% | $23974900.00       | $39202864.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 3.8750%  | 0.0000% | $54419300.00       | $119057820.55      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | 0.0000% | $3568600.00        | $3620600.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $197713000.00      | $199538471.08      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 0.7500%  | 0.0000% | $50328900.00       | $49537591.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 3.3750%  | 0.0000% | $132214600.00      | $109498871.32      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 3.8750%  | 0.0000% | $12997500.00       | $13188263.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $276803200.00      | $249998643.25      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $120982000.00      | $122034530.21      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $140473600.00      | $146160226.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $262180000.00      | $249994124.38      | U.S. Treasuries (including strips) |

### Security 301: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AL178, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1AL178
- **C.18 - Value (incl. sponsor support):** $1949000000.00
- **C.18.a - Value (excl. sponsor support):** $1949000000.00
- **C.19 - Percentage of Net Assets:** 2.3400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $241024000.00      | $249996964.64      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $107362600.00      | $80856631.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $256880000.00      | $249999985.79      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $255859600.00      | $220419916.75      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 4.3024%  | 0.0000% | $528000.00         | $529439.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $44049900.00       | $43150311.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 0.5000%  | 0.0000% | $74595000.00       | $69877464.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 5.5000%  | 0.0000% | $221376800.00      | $233747864.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-15      | 4.3750%  | 0.0000% | $246036800.00      | $249999263.01      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-02-15      | 4.7500%  | 0.0000% | $20809900.00       | $21718919.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 1.1250%  | 0.0000% | $14198700.00       | $13439621.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 3.7500%  | 0.0000% | $85500400.00       | $86959566.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 4.1250%  | 0.0000% | $248000400.00      | $249999451.62      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 5.0000%  | 0.0000% | $43666900.00       | $47100042.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 5.2500%  | 0.0000% | $3123000.00        | $3322001.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 4.5000%  | 0.0000% | $162164000.00      | $166862590.17      | U.S. Treasuries (including strips) |

### Security 302: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.330000%
- **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: ARP1AL186, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1AL186
- **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:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| GNPL PN CV6100         | 2059-02-15      | 6.7000%  | 0.0000% | $390390.00         | $428805.75         | Agency Mortgage-Backed Securities  |
| GNMI SF AD6341 X       | 2047-08-15      | 3.0000%  | 0.0000% | $651952.00         | $272843.80         | Agency Mortgage-Backed Securities  |
| GNII SF BX4933 C       | 2050-08-20      | 3.0000%  | 0.0000% | $879148.00         | $630540.55         | Agency Mortgage-Backed Securities  |
| GNII SF DK6219 C       | 2055-08-20      | 5.5000%  | 0.0000% | $1873286.00        | $1909402.54        | Agency Mortgage-Backed Securities  |
| GNPL PN CP1228         | 2060-01-15      | 5.8500%  | 0.0000% | $311104.00         | $329895.69         | Agency Mortgage-Backed Securities  |
| GNII SF DM1895 C       | 2055-08-20      | 5.5000%  | 0.0000% | $7365848.00        | $7478374.42        | Agency Mortgage-Backed Securities  |
| GNII SF MA6037 M       | 2049-07-20      | 2.5000%  | 0.0000% | $259992.00         | $52090.09          | Agency Mortgage-Backed Securities  |
| GNII SF DL4827 C       | 2055-08-20      | 5.5000%  | 0.0000% | $1389372.00        | $1414448.47        | Agency Mortgage-Backed Securities  |
| GNII SF MA8777 M       | 2030-06-20      | 8.5000%  | 0.0000% | $42155.00          | $30757.63          | Agency Mortgage-Backed Securities  |
| GNII SF MA4559 M       | 2032-07-20      | 3.0000%  | 0.0000% | $1102507.00        | $115508.02         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | 0.0000% | $18767200.00       | $14928265.40       | U.S. Treasuries (including strips) |
| GNMI SF 711731 X       | 2043-03-15      | 3.0000%  | 0.0000% | $1293144.00        | $462190.75         | Agency Mortgage-Backed Securities  |
| GNII SF MB0121 M       | 2040-01-20      | 5.0000%  | 0.0000% | $1099248.00        | $1015330.96        | Agency Mortgage-Backed Securities  |
| GNII SF DL3747 C       | 2055-08-20      | 5.5000%  | 0.0000% | $84800.00          | $86184.26          | Agency Mortgage-Backed Securities  |
| GNII SF MA9722 M       | 2054-06-20      | 4.0000%  | 0.0000% | $29374.00          | $26080.82          | Agency Mortgage-Backed Securities  |
| GNMI SF AQ0573 X       | 2047-02-15      | 4.0000%  | 0.0000% | $10870944.00       | $620541.71         | Agency Mortgage-Backed Securities  |
| GNII SF MA9776 M       | 2054-06-20      | 4.0000%  | 0.0000% | $339685.00         | $305114.14         | Agency Mortgage-Backed Securities  |
| GNII SF DK5625 C       | 2055-07-20      | 6.5000%  | 0.0000% | $2132656.00        | $2221729.09        | Agency Mortgage-Backed Securities  |
| GNII SF DM1566 C       | 2055-08-20      | 5.5000%  | 0.0000% | $1669948.00        | $1710889.74        | Agency Mortgage-Backed Securities  |
| GNII SF DM3317 C       | 2055-08-20      | 5.5000%  | 0.0000% | $7189224.00        | $7305695.02        | Agency Mortgage-Backed Securities  |
| GNII ET DJ9044 C       | 2065-06-20      | 7.0000%  | 0.0000% | $4709376.00        | $4858956.63        | Agency Mortgage-Backed Securities  |

### Security 303: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.340000%
- **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: ARP1AL194, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1AL194
- **C.18 - Value (incl. sponsor support):** $302000000.00
- **C.18.a - Value (excl. sponsor support):** $302000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 2025-104 GY                                   | 2055-06-20      | 5.0000%  | 0.0000% | $35152000.00       | $34165138.85       | Agency Collateralized Mortgage Obligation |
| FNMS 01.500 CLMA4464                               | 2051-11-01      | 1.5000%  | 0.0000% | $300000.00         | $188328.08         | Agency Mortgage-Backed Securities         |
| GNII SF MA6545 M                                   | 2050-03-20      | 5.0000%  | 0.0000% | $2467260.00        | $340263.32         | Agency Mortgage-Backed Securities         |
| GNPL PN DF3003                                     | 2060-04-15      | 5.6500%  | 0.0000% | $1601443.00        | $1685533.88        | Agency Mortgage-Backed Securities         |
| GNII SF DL0686 C                                   | 2055-07-20      | 5.5000%  | 0.0000% | $4126912.00        | $4180553.98        | Agency Mortgage-Backed Securities         |
| GNHA RM DK8704 H                                   | 2075-07-20      | 5.8470%  | 0.0000% | $16711200.00       | $18000563.78       | Agency Mortgage-Backed Securities         |
| GNII SF MA4195 M                                   | 2047-01-20      | 3.0000%  | 0.0000% | $17919940.00       | $2524290.00        | Agency Mortgage-Backed Securities         |
| GNAR AT MB0572 M                                   | 2055-08-20      | 4.5000%  | 0.0000% | $7111624.00        | $7130370.24        | Agency Mortgage-Backed Securities         |
| GNII SF MB0551 M                                   | 2046-12-20      | 3.0000%  | 0.0000% | $3681080.00        | $3271192.97        | Agency Mortgage-Backed Securities         |
| GNII SF MA9850 M                                   | 2054-08-20      | 5.0000%  | 0.0000% | $10000000.00       | $9516449.02        | Agency Mortgage-Backed Securities         |
| GNPL PN CQ8610                                     | 2059-03-15      | 5.3500%  | 0.0000% | $1000000.00        | $1022413.91        | Agency Mortgage-Backed Securities         |
| GNII SF MA3497 M                                   | 2031-03-20      | 3.5000%  | 0.0000% | $904897.00         | $73340.71          | Agency Mortgage-Backed Securities         |
| GNRM 2025-137 E                                    | 2051-06-20      | 5.0000%  | 0.0000% | $57778600.00       | $58151901.11       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-155       A-2    20330425 FLT | 2033-04-25      | 4.2500%  | 0.0000% | $10999000.00       | $10956428.99       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES Q-031       A      20531125 FLT | 2053-11-25      | 2.7622%  | 0.0000% | $25000000.00       | $23459853.47       | Agency Collateralized Mortgage Obligation |
| GNHA AL DJ1270 H                                   | 2075-03-20      | 6.7510%  | 0.0000% | $2154084.00        | $2224970.65        | Agency Mortgage-Backed Securities         |
| GNII SF DL0444 C                                   | 2055-08-20      | 6.0000%  | 0.0000% | $3533564.00        | $3594050.37        | Agency Mortgage-Backed Securities         |
| GNII SF DL6443 C                                   | 2055-08-20      | 6.0000%  | 0.0000% | $12570384.00       | $12860780.83       | Agency Mortgage-Backed Securities         |
| GNII SF DK7977 C                                   | 2055-06-20      | 6.5000%  | 0.0000% | $163421.00         | $170193.87         | Agency Mortgage-Backed Securities         |
| GNII SF DL0031 C                                   | 2055-07-20      | 6.0000%  | 0.0000% | $1942752.00        | $2002156.15        | Agency Mortgage-Backed Securities         |
| GNII SF DK3047 C                                   | 2055-07-20      | 6.5000%  | 0.0000% | $6403416.00        | $6671000.94        | Agency Mortgage-Backed Securities         |
| GNII SF MA4962 M                                   | 2048-01-20      | 3.5000%  | 0.0000% | $2966120.00        | $353923.25         | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2050-10-25      | 1.2500%  | 0.0000% | $6500000.00        | $3075365.32        | Agency Collateralized Mortgage Obligation |
| GNII ET DK6877 C                                   | 2065-04-20      | 4.5000%  | 0.0000% | $447133.00         | $427586.19         | Agency Mortgage-Backed Securities         |
| GNAR WK 787609 M                                   | 2049-08-20      | 5.1800%  | 0.0000% | $2249196.00        | $1972108.64        | Agency Mortgage-Backed Securities         |
| GNII SF DK2363 C                                   | 2055-05-20      | 5.0000%  | 0.0000% | $3178336.00        | $3124183.98        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA5220                               | 2050-02-01      | 3.0000%  | 0.0000% | $200000.00         | $96508.51          | Agency Mortgage-Backed Securities         |
| GNII SF BV0848 C                                   | 2050-05-20      | 4.5000%  | 0.0000% | $1130050.00        | $650024.18         | Agency Mortgage-Backed Securities         |
| GNII SF MA7989 M                                   | 2052-04-20      | 3.5000%  | 0.0000% | $43419040.00       | $30702542.72       | Agency Mortgage-Backed Securities         |
| GNAR AF MB0565 M                                   | 2055-08-20      | 4.5000%  | 0.0000% | $39783680.00       | $39755433.59       | Agency Mortgage-Backed Securities         |
| GNII JM MA6588 M                                   | 2050-04-20      | 2.5000%  | 0.0000% | $2695000.00        | $353508.90         | Agency Mortgage-Backed Securities         |
| GNPL PN DJ8030                                     | 2060-08-15      | 4.5000%  | 0.0000% | $12188540.00       | $11793229.08       | Agency Mortgage-Backed Securities         |
| GNII SF MA8346 M                                   | 2052-10-20      | 4.0000%  | 0.0000% | $286000.00         | $219258.27         | Agency Mortgage-Backed Securities         |
| GNRA 2017-6O GF                                    | 2067-07-20      | 5.3317%  | 0.0000% | $54377920.00       | $16087424.61       | Agency Collateralized Mortgage Obligation |
| FEPC 04.000 CLSD0478                               | 2045-01-01      | 4.0000%  | 0.0000% | $600427.00         | $259127.63         | Agency Mortgage-Backed Securities         |

### Security 304: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.340000%
- **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: ARP1AL1C7, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1AL1C7
- **C.18 - Value (incl. sponsor support):** $470000000.00
- **C.18.a - Value (excl. sponsor support):** $470000000.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 2011-H23 FS     | 2061-10-20      | 5.1917%  | 0.0000% | $1900000.00        | $155407.44         | Agency Collateralized Mortgage Obligation |
| GNRA 2014-2O FB      | 2063-12-20      | 5.0917%  | 0.0000% | $1100000.00        | $32400.83          | Agency Collateralized Mortgage Obligation |
| GNMI SF AE7456 X     | 2043-05-15      | 3.0000%  | 0.0000% | $2400680.00        | $285376.26         | Agency Mortgage-Backed Securities         |
| GNII SF DL3674 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1591976.00        | $1658582.61        | Agency Mortgage-Backed Securities         |
| GNRA 2019-5O NF      | 2069-05-20      | 5.0717%  | 0.0000% | $3700000.00        | $1363734.63        | Agency Collateralized Mortgage Obligation |
| GNRA 2018-8O FC      | 2065-08-20      | 4.7917%  | 0.0000% | $4500000.00        | $246040.22         | Agency Collateralized Mortgage Obligation |
| GNII SF MA9966 M     | 2054-10-20      | 6.0000%  | 0.0000% | $166250240.00      | $148872873.73      | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2043-11-15      | 4.8072%  | 0.0000% | $13839999.00       | $872242.52         | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2051-08-25      | 2.0000%  | 0.0000% | $750000.00         | $414325.17         | Agency Collateralized Mortgage Obligation |
| GNRA 2013-H16 FA     | 2063-07-20      | 4.9817%  | 0.0000% | $4499999.00        | $164230.22         | Agency Collateralized Mortgage Obligation |
| GNII SF DK4739 C     | 2055-06-20      | 6.0000%  | 0.0000% | $12472655.00       | $12816589.47       | Agency Mortgage-Backed Securities         |
| GNII SF DJ1413 C     | 2055-08-20      | 6.0000%  | 0.0000% | $1300826.00        | $1346844.89        | Agency Mortgage-Backed Securities         |
| GNII ET DI1843 C     | 2065-03-20      | 6.0000%  | 0.0000% | $2142044.00        | $2175655.54        | Agency Mortgage-Backed Securities         |
| GNII SF DH4931 C     | 2055-06-20      | 6.0000%  | 0.0000% | $217260.00         | $224102.33         | Agency Mortgage-Backed Securities         |
| GNII SF DK2961 C     | 2055-06-20      | 6.5000%  | 0.0000% | $3033580.00        | $3156410.81        | Agency Mortgage-Backed Securities         |
| GNII SF DL4843 C     | 2055-08-20      | 6.0000%  | 0.0000% | $340404.00         | $351192.99         | Agency Mortgage-Backed Securities         |
| GNII SP 788042 C     | 2055-05-20      | 6.5000%  | 0.0000% | $54816512.00       | $53369337.82       | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2055-05-25      | 5.6484%  | 0.0000% | $20000000.00       | $18929843.56       | Agency Collateralized Mortgage Obligation |
| GNII SF DL3084 C     | 2055-08-20      | 6.0000%  | 0.0000% | $3006204.00        | $3101481.63        | Agency Mortgage-Backed Securities         |
| GNPL PN DA8508       | 2060-05-15      | 5.9500%  | 0.0000% | $3026504.00        | $3205086.77        | Agency Mortgage-Backed Securities         |
| GNII SF DK2561 C     | 2055-07-20      | 6.5000%  | 0.0000% | $7856730.00        | $8180404.04        | Agency Mortgage-Backed Securities         |
| GNII SF MA7829 M     | 2052-01-20      | 3.5000%  | 0.0000% | $1045882.00        | $697999.00         | Agency Mortgage-Backed Securities         |
| GNRA 2023-05O GF     | 2073-02-20      | 5.2250%  | 0.0000% | $800000.00         | $773459.30         | Agency Collateralized Mortgage Obligation |
| GNII SF DL5971 C     | 2055-08-20      | 6.0000%  | 0.0000% | $5573648.00        | $5750302.92        | Agency Mortgage-Backed Securities         |
| GNII SF MA9491 M     | 2053-12-20      | 7.0000%  | 0.0000% | $180607744.00      | $83787545.30       | Agency Mortgage-Backed Securities         |
| GNII SF DL1214 C     | 2055-07-20      | 6.5000%  | 0.0000% | $252018.00         | $260035.62         | Agency Mortgage-Backed Securities         |
| GNRA 2022-155 FA     | 2052-09-20      | 5.0000%  | 0.0000% | $100000000.00      | $74136851.45       | Agency Collateralized Mortgage Obligation |
| GNRA 2014-19O FA     | 2064-09-20      | 5.0917%  | 0.0000% | $5375016.00        | $753082.76         | Agency Collateralized Mortgage Obligation |
| GNRA 2015-25O FD     | 2065-10-20      | 5.0917%  | 0.0000% | $1480000.00        | $260901.51         | Agency Collateralized Mortgage Obligation |
| GNII SF CZ4757 C     | 2054-01-20      | 7.5000%  | 0.0000% | $1993886.00        | $1711016.51        | Agency Mortgage-Backed Securities         |
| GNII ET DE5726 C     | 2064-08-20      | 7.0000%  | 0.0000% | $835694.00         | $857867.14         | Agency Mortgage-Backed Securities         |
| GNMI SP 783024 X     | 2040-07-15      | 5.0000%  | 0.0000% | $7492752.00        | $306518.48         | Agency Mortgage-Backed Securities         |
| GNRA 2012-H06 FB     | 2062-01-20      | 4.9417%  | 0.0000% | $1572604.00        | $102.85            | Agency Collateralized Mortgage Obligation |
| GNII SF DK0434 C     | 2055-06-20      | 6.0000%  | 0.0000% | $287013.00         | $297672.83         | Agency Mortgage-Backed Securities         |
| GNII SF DK7318 C     | 2055-07-20      | 6.5000%  | 0.0000% | $111299.00         | $117316.81         | Agency Mortgage-Backed Securities         |
| GNII SF MB0089 M     | 2054-09-20      | 4.0000%  | 0.0000% | $213253.00         | $196226.01         | Agency Mortgage-Backed Securities         |
| GNRA 2017-1O FD      | 2067-10-20      | 5.6828%  | 0.0000% | $65356640.00       | $16837914.46       | Agency Collateralized Mortgage Obligation |
| GNRA 2019-1O FP      | 2068-12-20      | 5.1994%  | 0.0000% | $2000000.00        | $844805.08         | Agency Collateralized Mortgage Obligation |
| GNRA 2016-2O FH      | 2066-01-20      | 5.4417%  | 0.0000% | $500000.00         | $108721.70         | Agency Collateralized Mortgage Obligation |
| GNII SF DM0256 C     | 2055-08-20      | 6.0000%  | 0.0000% | $416506.00         | $431240.59         | Agency Mortgage-Backed Securities         |
| FNRM CL095BC R15F095 | 2046-01-25      | 3.0000%  | 0.0000% | $14320640.00       | $3253987.14        | Agency Collateralized Mortgage Obligation |
| FNRM RC034AD R24F034 | 2050-12-25      | 5.2500%  | 0.0000% | $57361664.00       | $31107243.60       | Agency Collateralized Mortgage Obligation |
| GNRA 2019-1O FV      | 2068-12-20      | 5.1994%  | 0.0000% | $291130.00         | $108536.27         | Agency Collateralized Mortgage Obligation |
| GNII SF DL0445 C     | 2055-08-20      | 6.5000%  | 0.0000% | $418776.00         | $439797.11         | Agency Mortgage-Backed Securities         |
| GNII SF DL2163 C     | 2055-07-20      | 6.5000%  | 0.0000% | $132655.00         | $138692.08         | Agency Mortgage-Backed Securities         |

### Security 305: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.320000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AL1J2, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1AL1J2
- **C.18 - Value (incl. sponsor support):** $599000000.00
- **C.18.a - Value (excl. sponsor support):** $599000000.00
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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      | 5.5000%  | 0.0000% | $13175600.00       | $13915230.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 0.1250%  | 0.0000% | $221790400.00      | $249999782.22      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 3.7500%  | 0.0000% | $64847100.00       | $65968448.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | 0.0000% | $51919000.00       | $49070311.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $6989100.00        | $6565295.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $67043600.00       | $65777025.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $12618900.00       | $11809143.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $37914300.00       | $38515196.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 1.6250%  | 0.0000% | $22781600.00       | $22548184.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 1.7500%  | 0.0000% | $55180700.00       | $86811381.89       | U.S. Treasuries (including strips) |

### Security 306: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 4.340000%
- **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: ARP1AL277, C.3 - LEI: JJKC32MCHWDI71265Z06, C.5 - Other ID: ARP1AL277
- **C.18 - Value (incl. sponsor support):** $632000000.00
- **C.18.a - Value (excl. sponsor support):** $632000000.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 2020-146 QC | 2050-10-20      | 1.2500%  | 0.0000% | $79314327.00       | $36160517.65       | Agency Collateralized Mortgage Obligation |
| GNRM 2020-140 GA | 2050-09-20      | 1.0000%  | 0.0000% | $35341729.00       | $14391237.73       | Agency Collateralized Mortgage Obligation |
| GNRM 2021-015 AC | 2051-01-20      | 1.2500%  | 0.0000% | $99555980.00       | $47349695.18       | Agency Collateralized Mortgage Obligation |
| GNRM 2020-140 DA | 2050-09-20      | 1.0000%  | 0.0000% | $11641440.00       | $5115211.92        | Agency Collateralized Mortgage Obligation |
| GNRM 2020-151 MA | 2050-10-20      | 1.0000%  | 0.0000% | $183876827.00      | $82415683.62       | Agency Collateralized Mortgage Obligation |
| GNRM 2020-167 AC | 2050-11-20      | 1.2500%  | 0.0000% | $120958894.00      | $56328760.48       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-083 EF | 2055-05-20      | 5.6950%  | 0.0000% | $50000000.00       | $46584027.18       | Agency Collateralized Mortgage Obligation |
| GNRM 2020-173 DA | 2050-11-20      | 1.2500%  | 0.0000% | $212935990.00      | $98254549.94       | Agency Collateralized Mortgage Obligation |
| GNRM 2020-147 AE | 2062-06-16      | 1.2500%  | 0.0000% | $19160457.00       | $11869726.56       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-090 FC | 2055-05-20      | 5.6950%  | 0.0000% | $53449087.00       | $53234306.61       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-001 FA | 2052-01-20      | 3.0000%  | 0.0000% | $123312784.00      | $79910477.17       | Agency Collateralized Mortgage Obligation |
| GNRM 2020-175 GA | 2050-11-20      | 1.2500%  | 0.0000% | $176163035.00      | $82435224.16       | Agency Collateralized Mortgage Obligation |
| GNRM 2020-151 AC | 2050-10-20      | 1.2500%  | 0.0000% | $83795107.00       | $37014454.45       | Agency Collateralized Mortgage Obligation |
| GNRM 2020-167 BD | 2050-11-20      | 1.0000%  | 0.0000% | $17967726.00       | $7927830.43        | Agency Collateralized Mortgage Obligation |

### Security 307: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.340000%
- **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: ARP1AL2A0, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: ARP1AL2A0
- **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:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 02.000 CLCB0140 | 2051-04-01      | 2.0000%  | 0.0000% | $82843632.00       | $46350000.15       | Agency Mortgage-Backed Securities |

### Security 308: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 4.350000%
- **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: ARP1AL2K8, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: ARP1AL2K8
- **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:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 CISB8045 | 2035-05-01      | 2.5000%  | 0.0000% | $800000.00         | $193469.92         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8476 | 2054-11-01      | 6.0000%  | 0.0000% | $3150000.00        | $2830254.35        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZI7399 | 2038-04-01      | 5.0000%  | 0.0000% | $1726134.00        | $7411.96           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZI0799 | 2033-10-01      | 6.0000%  | 0.0000% | $289981.00         | $1172.17           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CTZA2158 | 2030-04-01      | 4.5000%  | 0.0000% | $527000.00         | $8227.79           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZM2278 | 2046-12-01      | 3.0000%  | 0.0000% | $18587.00          | $4881.72           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA2903 | 2050-06-01      | 3.0000%  | 0.0000% | $8065300.00        | $3543176.06        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CTZS9019 | 2033-05-01      | 2.5000%  | 0.0000% | $1000000.00        | $125156.63         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD1345 | 2051-10-01      | 2.5000%  | 0.0000% | $600000.00         | $415295.54         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA8790 | 2053-04-01      | 5.0000%  | 0.0000% | $3200000.00        | $2689306.17        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZS7185 | 2030-06-01      | 3.0000%  | 0.0000% | $1664970.00        | $137179.71         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZT1547 | 2048-12-01      | 5.0000%  | 0.0000% | $575000.00         | $47155.57          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4618 | 2045-06-01      | 3.5000%  | 0.0000% | $25000.00          | $2753.92           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZS7403 | 2031-05-01      | 3.0000%  | 0.0000% | $27000.00          | $3360.59           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZS7463 | 2031-06-01      | 3.5000%  | 0.0000% | $55157.00          | $6195.07           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIZS6418 | 2026-09-01      | 4.5000%  | 0.0000% | $109999.00         | $117.39            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4100 | 2045-03-01      | 3.5000%  | 0.0000% | $193000.00         | $24740.29          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4739 | 2047-10-01      | 3.5000%  | 0.0000% | $1552820.00        | $193589.21         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZA2858 | 2027-12-01      | 2.5000%  | 0.0000% | $1076999.00        | $33821.16          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZA0863 | 2032-12-01      | 6.0000%  | 0.0000% | $1200000.00        | $3091.62           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CTZK9948 | 2033-07-01      | 3.0000%  | 0.0000% | $2000000.00        | $157096.14         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2901 | 2040-02-01      | 5.5000%  | 0.0000% | $145473.00         | $1619.23           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZA1152 | 2042-04-01      | 3.5000%  | 0.0000% | $208000.00         | $25123.44          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZK3063 | 2026-03-01      | 4.0000%  | 0.0000% | $71998.00          | $125.10            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL2097 | 2053-10-01      | 5.0000%  | 0.0000% | $17644031.00       | $17625679.25       | Agency Mortgage-Backed Securities |

### Security 309: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 4.340000%
- **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: ARP1AL2N2, C.3 - LEI: JJKC32MCHWDI71265Z06, C.5 - Other ID: ARP1AL2N2
- **C.18 - Value (incl. sponsor support):** $181000000.00
- **C.18.a - Value (excl. sponsor support):** $181000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 MA6338 M | 2049-12-20      | 3.0000%  | 0.0000% | $1076726726.00     | $186430000.00      | Agency Mortgage-Backed Securities |

### Security 310: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AL376, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: ARP1AL376
- **C.18 - Value (incl. sponsor support):** $272000000.00
- **C.18.a - Value (excl. sponsor support):** $272000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2040-05-15      | 1.1250%  | 0.0000% | $7472700.00        | $4668124.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-31      | 0.2500%  | 0.0000% | $23776900.00       | $23642727.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $13321400.00       | $12372999.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 2.0000%  | 0.0000% | $141500.00         | $139323.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 0.5000%  | 0.0000% | $633600.00         | $593875.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $500.00            | $464.77            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | 0.0000% | $37394100.00       | $35167898.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.1250%  | 0.0000% | $371800.00         | $373895.53         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 0.7500%  | 0.0000% | $20983500.00       | $20528772.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $8875500.00        | $8638792.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-02-15      | 4.3750%  | 0.0000% | $8518000.00        | $8496793.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.6250%  | 0.0000% | $24600000.00       | $25617810.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | 0.0000% | $41000900.00       | $41797953.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $67026000.00       | $67258622.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $155200.00         | $156857.52         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 4.2500%  | 0.0000% | $29008800.00       | $27985104.05       | U.S. Treasuries (including strips) |

### Security 311: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.340000%
- **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: ARP1AL3P6, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1AL3P6
- **C.18 - Value (incl. sponsor support):** $1612000000.00
- **C.18.a - Value (excl. sponsor support):** $1612000000.00
- **C.19 - Percentage of Net Assets:** 1.9400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 03.500 CIMA3340   | 2033-04-01      | 3.5000%  | 0.0000% | $5000.00           | $553.15            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA2771   | 2046-10-01      | 3.0000%  | 0.0000% | $23000.00          | $3808.75           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA2539   | 2046-02-01      | 4.0000%  | 0.0000% | $1000.00           | $106.96            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4118   | 2050-08-01      | 4.5000%  | 0.0000% | $31000.00          | $4893.31           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4307   | 2051-04-01      | 3.0000%  | 0.0000% | $3000.00           | $1389.29           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4481   | 2051-10-01      | 4.0000%  | 0.0000% | $11000.00          | $4672.22           | Agency Mortgage-Backed Securities  |
| GNAR AR 008876 M       | 2026-05-20      | 5.6250%  | 0.0000% | $37691793.00       | $3834.45           | Agency Mortgage-Backed Securities  |
| GNII SF 004580 M       | 2039-11-20      | 6.0000%  | 0.0000% | $674291.00         | $24311.24          | Agency Mortgage-Backed Securities  |
| GNAR AR 008911 M       | 2026-07-20      | 4.6250%  | 0.0000% | $5835382.00        | $626.85            | Agency Mortgage-Backed Securities  |
| GNII SF MA4691 M       | 2032-09-20      | 3.5000%  | 0.0000% | $625000.00         | $71634.17          | Agency Mortgage-Backed Securities  |
| GNII SF MA1225 M       | 2043-08-20      | 4.0000%  | 0.0000% | $895127.00         | $53130.49          | Agency Mortgage-Backed Securities  |
| GNII SF MA0674 M       | 2028-01-20      | 2.5000%  | 0.0000% | $160000.00         | $4748.37           | Agency Mortgage-Backed Securities  |
| GNII SF AA1000 C       | 2027-05-20      | 3.0000%  | 0.0000% | $165000.00         | $2027.09           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAE0762   | 2040-12-01      | 6.8110%  | 0.0000% | $257000.00         | $3212.89           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ1976   | 2055-08-01      | 5.5000%  | 0.0000% | $3025976.00        | $3078999.51        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAE0949   | 2041-02-01      | 4.0000%  | 0.0000% | $31000.00          | $1566.16           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA4074   | 2049-08-01      | 3.5000%  | 0.0000% | $4000.00           | $569.18            | Agency Mortgage-Backed Securities  |
| GNII SF BH6393 C       | 2048-07-20      | 4.5000%  | 0.0000% | $199983.00         | $58975.69          | Agency Mortgage-Backed Securities  |
| GNII SF DJ3073 C       | 2055-08-20      | 6.0000%  | 0.0000% | $1140556.00        | $1176706.68        | Agency Mortgage-Backed Securities  |
| GNII SF DG3352 C       | 2054-12-20      | 4.5000%  | 0.0000% | $1316764.00        | $1246221.11        | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLZA0659   | 2030-03-01      | 7.5000%  | 0.0000% | $3977488.00        | $1141.79           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4596   | 2044-12-01      | 3.5000%  | 0.0000% | $6000.00           | $500.58            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CT257163   | 2028-04-01      | 5.0000%  | 0.0000% | $555000.00         | $1271.57           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZA0771   | 2031-09-01      | 6.5000%  | 0.0000% | $1035127.00        | $741.15            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZN3056   | 2049-01-01      | 3.0000%  | 0.0000% | $2000.00           | $233.99            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAH1204   | 2041-01-01      | 6.7110%  | 0.0000% | $125000.00         | $1703.70           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIZN3772   | 2034-03-01      | 3.5000%  | 0.0000% | $28000.00          | $2611.60           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIZK2849   | 2026-01-01      | 3.5000%  | 0.0000% | $1000000.00        | $1042.53           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZN1241   | 2048-11-01      | 4.0000%  | 0.0000% | $28000.00          | $4771.08           | Agency Mortgage-Backed Securities  |
| FNMS 08.000 CL745955   | 2028-04-01      | 8.0000%  | 0.0000% | $1100000.00        | $2223.33           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CVAT7754   | 2028-06-01      | 3.0000%  | 0.0000% | $1500000.00        | $69754.24          | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q25332 G   | 2044-03-01      | 4.5000%  | 0.0000% | $5000.00           | $342.74            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB735648   | 2034-02-01      | 6.7400%  | 0.0000% | $170000.00         | $1282.26           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS781460   | 2034-08-01      | 7.1180%  | 0.0000% | $600000.00         | $3959.02           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB817330   | 2035-07-01      | 6.1230%  | 0.0000% | $160000.00         | $943.13            | Agency Mortgage-Backed Securities  |
| FNMS 07.500 K2745556   | 2034-08-01      | 7.5000%  | 0.0000% | $1300000.00        | $190.08            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAW6899   | 2029-07-01      | 3.5000%  | 0.0000% | $7000.00           | $434.94            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAW1543   | 2029-03-01      | 3.5000%  | 0.0000% | $7000.00           | $229.97            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL732755   | 2033-08-01      | 5.5000%  | 0.0000% | $250000.00         | $434.97            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 3PRE6066   | 2050-10-01      | 2.0000%  | 0.0000% | $5000.00           | $2336.17           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 NP256776   | 2037-06-01      | 5.5000%  | 0.0000% | $300000.00         | $804.13            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK6578   | 2048-08-01      | 4.5000%  | 0.0000% | $2000.00           | $107.72            | Agency Mortgage-Backed Securities  |
| 02.500 FGPC G18470 G   | 2028-06-01      | 2.5000%  | 0.0000% | $2000.00           | $99.97             | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G18592 G   | 2031-03-01      | 3.0000%  | 0.0000% | $20000.00          | $2024.00           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZJ6859   | 2033-02-01      | 6.0000%  | 0.0000% | $250025.00         | $484.94            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZM6127   | 2048-04-01      | 4.0000%  | 0.0000% | $17067.00          | $3898.01           | Agency Mortgage-Backed Securities  |
| 02.500 FGPC J32491 G   | 2030-07-01      | 2.5000%  | 0.0000% | $29563.00          | $2656.77           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G08601 G   | 2044-08-01      | 4.0000%  | 0.0000% | $2000.00           | $141.29            | Agency Mortgage-Backed Securities  |
| 08.000 FGPC G01098 G   | 2030-01-01      | 8.0000%  | 0.0000% | $884138.00         | $400.21            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G08857 G   | 2049-01-01      | 4.0000%  | 0.0000% | $1000.00           | $65.24             | Agency Mortgage-Backed Securities  |
| 02.500 FGPC V60905 G   | 2030-07-01      | 2.5000%  | 0.0000% | $40454.00          | $3673.10           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZM6217   | 2048-04-01      | 4.0000%  | 0.0000% | $3000.00           | $493.74            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA1033   | 2049-07-01      | 3.0000%  | 0.0000% | $15000.00          | $2102.80           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM7365   | 2048-07-01      | 4.5000%  | 0.0000% | $3000.00           | $241.25            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQC7001   | 2051-08-01      | 3.5000%  | 0.0000% | $3789.00           | $3286.18           | Agency Mortgage-Backed Securities  |
| 04.500 FGPC V80530 G   | 2043-10-01      | 4.5000%  | 0.0000% | $1000.00           | $155.42            | Agency Mortgage-Backed Securities  |
| 04.500 FGPC A96366 G   | 2041-01-01      | 4.5000%  | 0.0000% | $8000.00           | $471.43            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZI0905   | 2033-10-01      | 6.5000%  | 0.0000% | $42315.00          | $442.70            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZI6912   | 2037-12-01      | 5.5000%  | 0.0000% | $85000.00          | $3974.00           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 ZLSI2106   | 2051-05-25      | 2.5000%  | 0.0000% | $4000.00           | $3073.05           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL580402   | 2031-06-01      | 6.5000%  | 0.0000% | $2750000.00        | $4796.00           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL571953   | 2031-07-01      | 6.5000%  | 0.0000% | $6158392.00        | $4334.37           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIAI2095   | 2026-05-01      | 4.0000%  | 0.0000% | $1170000.00        | $3478.25           | Agency Mortgage-Backed Securities  |
| FNMS 08.000 CL535290   | 2030-05-01      | 8.0000%  | 0.0000% | $7712357.00        | $3259.20           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CIZK3050   | 2026-03-01      | 4.0000%  | 0.0000% | $1000000.00        | $2118.33           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBK5211   | 2048-08-01      | 5.0000%  | 0.0000% | $59935.00          | $1954.94           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS535598   | 2040-10-01      | 5.7080%  | 0.0000% | $750000.00         | $489.72            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL745405   | 2035-12-01      | 5.5000%  | 0.0000% | $110000.00         | $1129.73           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS9994   | 2047-04-01      | 4.5000%  | 0.0000% | $2000.00           | $253.76            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIAS8291   | 2031-11-01      | 2.0000%  | 0.0000% | $11000.00          | $1822.92           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFM3712   | 2049-09-01      | 5.5000%  | 0.0000% | $26401.00          | $3888.41           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIFM2672   | 2028-12-01      | 4.5000%  | 0.0000% | $50000.00          | $468.11            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA2387   | 2053-06-01      | 4.5000%  | 0.0000% | $53826816.00       | $51605606.19       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL800468   | 2034-10-01      | 6.0000%  | 0.0000% | $169983.00         | $1074.20           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2948   | 2048-09-01      | 4.0000%  | 0.0000% | $27077.00          | $2806.58           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM6039   | 2050-06-01      | 3.5000%  | 0.0000% | $15000.00          | $4894.92           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CI890838   | 2033-05-01      | 4.0000%  | 0.0000% | $13000.00          | $1963.64           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFM1155   | 2032-06-01      | 2.5000%  | 0.0000% | $24000.00          | $4691.02           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM9579   | 2051-07-01      | 2.0000%  | 0.0000% | $6000.00           | $3683.90           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CL992249   | 2038-11-01      | 7.0000%  | 0.0000% | $100000.00         | $2478.12           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL890200   | 2039-10-01      | 6.5000%  | 0.0000% | $315000.00         | $4654.76           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIFM2235   | 2028-12-01      | 4.5000%  | 0.0000% | $10000.00          | $42.86             | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CL994641   | 2038-11-01      | 7.5000%  | 0.0000% | $95750.00          | $175.58            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL976969   | 2038-02-01      | 6.0000%  | 0.0000% | $125000.00         | $2985.00           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CL968252   | 2038-02-01      | 7.0000%  | 0.0000% | $100000.00         | $1060.85           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2587   | 2052-08-01      | 4.5000%  | 0.0000% | $4000.00           | $3108.69           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA5745   | 2040-06-01      | 5.0000%  | 0.0000% | $2000.00           | $1955.72           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLAE0443   | 2039-10-01      | 6.5000%  | 0.0000% | $10720.00          | $175.74            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAE0420   | 2040-10-01      | 7.3450%  | 0.0000% | $129000.00         | $644.32            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CTAD0838   | 2027-10-01      | 6.5000%  | 0.0000% | $237813.00         | $17.25             | Agency Mortgage-Backed Securities  |
| GNII SF MA9108 M       | 2053-08-20      | 6.5000%  | 0.0000% | $113000.00         | $59955.93          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL962589   | 2038-04-01      | 5.5000%  | 0.0000% | $38000.00          | $336.01            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE3330   | 2055-07-01      | 6.5000%  | 0.0000% | $9676144.00        | $10116323.20       | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB827871   | 2035-03-01      | 6.4550%  | 0.0000% | $2000000.00        | $1307.96           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL889414   | 2037-11-01      | 6.0000%  | 0.0000% | $59000.00          | $752.93            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB745606   | 2036-05-01      | 6.4330%  | 0.0000% | $75000.00          | $713.15            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB813174   | 2035-02-01      | 6.7600%  | 0.0000% | $115000.00         | $152.96            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL821507   | 2035-06-01      | 5.5000%  | 0.0000% | $208871.00         | $1257.47           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS4928   | 2050-06-01      | 3.5000%  | 0.0000% | $1000.00           | $762.17            | Agency Mortgage-Backed Securities  |
| GNII SF 002495 M       | 2027-10-20      | 6.5000%  | 0.0000% | $4565385.00        | $1266.96           | Agency Mortgage-Backed Securities  |
| GNAR AR 008815 M       | 2026-02-20      | 5.6250%  | 0.0000% | $50161008.00       | $4282.07           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIZK2531   | 2025-09-25      | 3.5000%  | 0.0000% | $1000000.00        | $37.26             | Agency Mortgage-Backed Securities  |
| 04.000 FGPC C91738 G   | 2033-11-01      | 4.0000%  | 0.0000% | $10000.00          | $930.64            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G07961 G   | 2045-03-01      | 3.5000%  | 0.0000% | $4000.00           | $513.39            | Agency Mortgage-Backed Securities  |
| FMAR 789192 G          | 2032-04-01      | 6.4790%  | 0.0000% | $2000000.00        | $3830.44           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZM3709   | 2047-07-01      | 3.5000%  | 0.0000% | $32000.00          | $3760.18           | Agency Mortgage-Backed Securities  |
| 08.500 FGPC G00598 G   | 2026-11-01      | 8.5000%  | 0.0000% | $4881781.00        | $428.56            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZI0919   | 2033-10-01      | 5.5000%  | 0.0000% | $269213.00         | $1536.84           | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLZJ3945   | 2029-10-01      | 7.5000%  | 0.0000% | $506572.00         | $378.94            | Agency Mortgage-Backed Securities  |
| FMAR 847512 G          | 2036-01-01      | 6.7480%  | 0.0000% | $110000.00         | $664.47            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIZK5598   | 2028-06-01      | 2.5000%  | 0.0000% | $50000.00          | $2668.69           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS0909   | 2043-11-01      | 4.5000%  | 0.0000% | $4000.00           | $290.55            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V81760 G   | 2045-05-01      | 4.0000%  | 0.0000% | $13000.00          | $1418.07           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIAS8012   | 2031-09-01      | 2.5000%  | 0.0000% | $20000.00          | $2968.27           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CKAS7661   | 2046-08-01      | 3.0000%  | 0.0000% | $20000.00          | $2048.17           | Agency Mortgage-Backed Securities  |
| 03.000 FGPC U40194 G   | 2027-03-01      | 3.0000%  | 0.0000% | $280000.00         | $4508.07           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAZ0084   | 2030-06-01      | 3.5000%  | 0.0000% | $5000.00           | $298.04            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIAS3595   | 2029-09-01      | 2.0000%  | 0.0000% | $42291.00          | $3197.49           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAV8516   | 2029-03-01      | 3.5000%  | 0.0000% | $25000.00          | $1045.60           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL641519   | 2032-04-01      | 6.5000%  | 0.0000% | $402847.00         | $2249.74           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD0093   | 2049-10-01      | 5.0000%  | 0.0000% | $42289.00          | $4720.13           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CT256994   | 2027-10-01      | 7.0000%  | 0.0000% | $182674.00         | $1826.55           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CT256103   | 2026-02-01      | 5.5000%  | 0.0000% | $1680000.00        | $557.97            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8003   | 2049-07-01      | 4.0000%  | 0.0000% | $10000.00          | $1029.30           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CT256640   | 2027-03-01      | 5.5000%  | 0.0000% | $89635.00          | $146.46            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC J39815 G   | 2033-11-01      | 3.5000%  | 0.0000% | $7000.00           | $1677.08           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CT256041   | 2025-12-01      | 5.5000%  | 0.0000% | $2000000.00        | $477.10            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBH5968   | 2047-08-01      | 6.3500%  | 0.0000% | $30000.00          | $2605.67           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAZ7916   | 2026-04-01      | 3.5000%  | 0.0000% | $15000.00          | $42.02             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIBM1064   | 2030-11-01      | 3.5000%  | 0.0000% | $38000.00          | $2545.17           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 NP256219   | 2036-04-01      | 5.5000%  | 0.0000% | $235000.00         | $225.12            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CT256852   | 2027-08-01      | 6.0000%  | 0.0000% | $700000.00         | $2293.13           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBA2889   | 2045-11-01      | 4.0000%  | 0.0000% | $3000.00           | $174.76            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 GL252290   | 2028-11-01      | 6.0000%  | 0.0000% | $50000.00          | $147.39            | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CL256709   | 2037-03-01      | 7.5000%  | 0.0000% | $141983.00         | $375.80            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS4169   | 2044-12-01      | 4.0000%  | 0.0000% | $1000.00           | $95.17             | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q57426 G   | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $80.52             | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZJ5220   | 2029-01-01      | 6.5000%  | 0.0000% | $58460.00          | $322.97            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLZL4361   | 2042-12-01      | 2.5000%  | 0.0000% | $2225.00           | $486.73            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC J40517 G   | 2034-04-01      | 3.5000%  | 0.0000% | $18000.00          | $2476.96           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIAE0401   | 2025-09-25      | 4.0000%  | 0.0000% | $2100000.00        | $3.82              | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAE3066   | 2025-09-25      | 3.5000%  | 0.0000% | $26000.00          | $2.93              | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL995876   | 2038-11-01      | 6.0000%  | 0.0000% | $24000.00          | $254.64            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL883115   | 2036-07-01      | 6.0000%  | 0.0000% | $115219.00         | $968.50            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZJ6895   | 2033-03-01      | 5.5000%  | 0.0000% | $1330447.00        | $2364.51           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIZK3882   | 2027-02-01      | 3.5000%  | 0.0000% | $91000.00          | $462.96            | Agency Mortgage-Backed Securities  |
| 05.000 FGPC G30459 G   | 2029-05-01      | 5.0000%  | 0.0000% | $25000.00          | $3.61              | Agency Mortgage-Backed Securities  |
| FMAR 2B0180 G          | 2042-01-01      | 6.8700%  | 0.0000% | $101025.00         | $744.90            | Agency Mortgage-Backed Securities  |
| 03.000 FGPC Q61246 G   | 2049-01-01      | 3.0000%  | 0.0000% | $1000.00           | $117.14            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8512   | 2055-03-01      | 4.0000%  | 0.0000% | $1000.00           | $906.08            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIZK3510   | 2026-09-01      | 3.5000%  | 0.0000% | $16000.00          | $51.23             | Agency Mortgage-Backed Securities  |
| 03.000 FGPC U70087 G   | 2027-05-01      | 3.0000%  | 0.0000% | $150000.00         | $2521.35           | Agency Mortgage-Backed Securities  |
| 08.500 FGPC P50582 G   | 2025-10-01      | 8.5000%  | 0.0000% | $524698.00         | $856.63            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G18710 G   | 2033-10-01      | 3.5000%  | 0.0000% | $13000.00          | $1066.15           | Agency Mortgage-Backed Securities  |
| 06.000 FGPC C71012 G   | 2032-09-01      | 6.0000%  | 0.0000% | $249976.00         | $171.78            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q55519 G   | 2048-04-01      | 4.0000%  | 0.0000% | $2000.00           | $329.58            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA6132   | 2051-10-01      | 2.5000%  | 0.0000% | $2000.00           | $1252.25           | Agency Mortgage-Backed Securities  |
| 04.500 FGPC A97047 G   | 2041-02-01      | 4.5000%  | 0.0000% | $8000.00           | $286.87            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CL411528   | 2026-04-01      | 7.0000%  | 0.0000% | $3785716.00        | $2332.25           | Agency Mortgage-Backed Securities  |
| FMAR 848739 G          | 2035-09-01      | 6.8730%  | 0.0000% | $124000.00         | $4421.36           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CT257371   | 2028-09-01      | 5.0000%  | 0.0000% | $50000.00          | $186.12            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX AS037029   | 2026-11-01      | 5.0000%  | 0.0000% | $2000000.00        | $218.28            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN1256   | 2048-11-01      | 4.5000%  | 0.0000% | $16000.00          | $560.44            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G18692 G   | 2033-06-01      | 3.5000%  | 0.0000% | $13000.00          | $1228.51           | Agency Mortgage-Backed Securities  |
| 06.500 FGPC H09901 G   | 2036-08-01      | 6.5000%  | 0.0000% | $1250000.00        | $2078.76           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G08872 G   | 2049-04-01      | 4.0000%  | 0.0000% | $2000.00           | $148.85            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G18713 G   | 2033-11-01      | 3.5000%  | 0.0000% | $13000.00          | $1213.31           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIZK2631   | 2025-10-01      | 3.5000%  | 0.0000% | $1000000.00        | $239.05            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC J40419 G   | 2034-03-01      | 3.5000%  | 0.0000% | $2000.00           | $186.74            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZJ5019   | 2031-05-01      | 6.5000%  | 0.0000% | $1004142.00        | $4791.21           | Agency Mortgage-Backed Securities  |
| FNMS 07.500 GO813836   | 2032-02-01      | 7.5000%  | 0.0000% | $815244.00         | $2578.93           | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CL640996   | 2032-05-01      | 7.5000%  | 0.0000% | $378000.00         | $949.26            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAV2326   | 2028-12-01      | 3.5000%  | 0.0000% | $55000.00          | $2396.31           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS746335   | 2033-09-01      | 7.3750%  | 0.0000% | $2000000.00        | $1870.24           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB675490   | 2033-03-01      | 6.8330%  | 0.0000% | $325000.00         | $461.93            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIAT2062   | 2028-04-01      | 2.5000%  | 0.0000% | $20000.00          | $867.78            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIAS5090   | 2030-06-01      | 2.5000%  | 0.0000% | $25000.00          | $2612.79           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIAY8790   | 2030-04-01      | 2.0000%  | 0.0000% | $50000.00          | $4084.48           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL669662   | 2032-05-01      | 6.5000%  | 0.0000% | $1500000.00        | $1032.13           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4371   | 2045-02-01      | 3.5000%  | 0.0000% | $1000.00           | $157.23            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIAX5294   | 2027-01-01      | 4.0000%  | 0.0000% | $16000.00          | $30.82             | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIAS4485   | 2030-02-01      | 2.5000%  | 0.0000% | $3000.00           | $247.68            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CICA0251   | 2032-08-01      | 3.5000%  | 0.0000% | $11000.00          | $1241.91           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAZ6973   | 2045-11-01      | 4.0000%  | 0.0000% | $1000.00           | $36.89             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CT257282   | 2028-07-01      | 5.5000%  | 0.0000% | $500000.00         | $1383.17           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 K2255538   | 2034-11-01      | 5.5000%  | 0.0000% | $60000.00          | $1895.75           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CL252244   | 2028-12-01      | 7.0000%  | 0.0000% | $206655.00         | $51.83             | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA4934   | 2051-03-01      | 3.0000%  | 0.0000% | $7000.00           | $4031.96           | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CL366111   | 2026-12-01      | 7.5000%  | 0.0000% | $3512712.00        | $896.88            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CT256915   | 2027-08-01      | 7.0000%  | 0.0000% | $522292.00         | $1921.66           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NQ256182   | 2036-02-01      | 6.0000%  | 0.0000% | $300000.00         | $1803.64           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CZ256882   | 2047-08-01      | 6.5000%  | 0.0000% | $135000.00         | $1097.91           | Agency Mortgage-Backed Securities  |
| GNII SF DI4716 C       | 2055-08-20      | 6.5000%  | 0.0000% | $4854700.00        | $5085757.29        | Agency Mortgage-Backed Securities  |
| GNII RG CN9813 C       | 2043-02-20      | 2.5000%  | 0.0000% | $1467946.00        | $852857.54         | Agency Mortgage-Backed Securities  |
| GNII SF MA3105 M       | 2045-09-20      | 3.5000%  | 0.0000% | $27710.00          | $2595.27           | Agency Mortgage-Backed Securities  |
| GNII SF MA5631 M       | 2032-12-20      | 8.0000%  | 0.0000% | $184393.00         | $10843.59          | Agency Mortgage-Backed Securities  |
| GNII SF MA1156 M       | 2043-07-20      | 3.0000%  | 0.0000% | $25000.00          | $2908.53           | Agency Mortgage-Backed Securities  |
| GNII SF DK0399 C       | 2055-06-20      | 7.0000%  | 0.0000% | $1182192.00        | $1246459.33        | Agency Mortgage-Backed Securities  |
| GNII ET DK0959 C       | 2065-05-20      | 7.0000%  | 0.0000% | $22616672.00       | $22990026.12       | Agency Mortgage-Backed Securities  |
| GNPL PN CC9269         | 2063-04-15      | 2.7200%  | 0.0000% | $56656.00          | $48099.26          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CICB7910   | 2038-11-01      | 4.0000%  | 0.0000% | $2133.00           | $1506.38           | Agency Mortgage-Backed Securities  |
| GNCL CL CN7569         | 2065-06-15      | 5.5100%  | 0.0000% | $55328.00          | $57838.76          | Agency Mortgage-Backed Securities  |
| GNPL PN CC7502         | 2048-03-15      | 3.0900%  | 0.0000% | $52175.00          | $43975.63          | Agency Mortgage-Backed Securities  |
| GNII JM 004827 M       | 2040-10-20      | 4.0000%  | 0.0000% | $3368116.00        | $62645.90          | Agency Mortgage-Backed Securities  |
| GNII SF AM4929 C       | 2045-04-20      | 3.5000%  | 0.0000% | $6000.00           | $858.01            | Agency Mortgage-Backed Securities  |
| GNII SF DI6057 C       | 2055-04-20      | 5.5000%  | 0.0000% | $21797984.00       | $21901757.44       | Agency Mortgage-Backed Securities  |
| GNII SF 002644 M       | 2028-09-20      | 6.5000%  | 0.0000% | $2990000.00        | $2183.91           | Agency Mortgage-Backed Securities  |
| GNCL CL CR4171         | 2066-03-15      | 5.8400%  | 0.0000% | $183528.00         | $195792.85         | Agency Mortgage-Backed Securities  |
| GNII SF 002699 M       | 2029-01-20      | 6.0000%  | 0.0000% | $698000.00         | $964.81            | Agency Mortgage-Backed Securities  |
| GNII SF 002741 M       | 2029-04-20      | 6.5000%  | 0.0000% | $2000000.00        | $1990.45           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA3147   | 2047-10-01      | 3.0000%  | 0.0000% | $3000.00           | $475.42            | Agency Mortgage-Backed Securities  |
| GNPL PN CY1378         | 2059-02-15      | 6.3600%  | 0.0000% | $397584.00         | $428211.58         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAB2302   | 2026-02-01      | 3.5000%  | 0.0000% | $1760000.00        | $3446.72           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA3106   | 2047-08-01      | 3.0000%  | 0.0000% | $1000.00           | $174.11            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA1490   | 2033-07-01      | 3.0000%  | 0.0000% | $17000.00          | $1999.07           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA3392   | 2033-06-01      | 3.5000%  | 0.0000% | $10000.00          | $930.41            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3149   | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $120.27            | Agency Mortgage-Backed Securities  |
| GNPL PN CU4648         | 2059-01-15      | 6.5300%  | 0.0000% | $67471.00          | $73701.92          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CNMA3650   | 2029-04-01      | 3.5000%  | 0.0000% | $40000.00          | $3149.57           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA3934   | 2040-02-01      | 3.0000%  | 0.0000% | $17000.00          | $3231.61           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA3275   | 2048-01-01      | 3.0000%  | 0.0000% | $15000.00          | $2344.42           | Agency Mortgage-Backed Securities  |
| GNPL PN CY8224         | 2059-02-15      | 5.7200%  | 0.0000% | $60545.00          | $63268.85          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA3610   | 2034-03-01      | 3.5000%  | 0.0000% | $18000.00          | $1423.81           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA1200   | 2032-10-01      | 3.0000%  | 0.0000% | $20000.00          | $1797.04           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA3936   | 2050-02-01      | 2.5000%  | 0.0000% | $4000.00           | $898.02            | Agency Mortgage-Backed Securities  |
| GNII ET DL6727 C       | 2065-07-20      | 2.0000%  | 0.0000% | $273063.00         | $211737.30         | Agency Mortgage-Backed Securities  |
| GNAR FB MA1113 M       | 2043-06-20      | 6.2500%  | 0.0000% | $182000.00         | $2040.27           | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CL252712   | 2029-08-01      | 7.5000%  | 0.0000% | $2461000.00        | $1090.22           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIBE7150   | 2032-02-01      | 3.5000%  | 0.0000% | $3000.00           | $305.61            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAV1823   | 2028-12-01      | 3.5000%  | 0.0000% | $33000.00          | $2025.02           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIAQ7860   | 2027-12-01      | 2.5000%  | 0.0000% | $12818240.00       | $424393.65         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAW7396   | 2027-01-01      | 3.5000%  | 0.0000% | $27000.00          | $136.23            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIAS0190   | 2028-08-01      | 2.5000%  | 0.0000% | $41000.00          | $2123.07           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAS1758   | 2029-02-01      | 3.5000%  | 0.0000% | $24000.00          | $969.74            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAX2187   | 2029-11-01      | 3.5000%  | 0.0000% | $10000.00          | $888.47            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAU6687   | 2028-09-01      | 3.5000%  | 0.0000% | $22000.00          | $840.45            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAL8235   | 2030-06-01      | 3.5000%  | 0.0000% | $12000.00          | $909.67            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAJ7717   | 2026-12-01      | 3.0000%  | 0.0000% | $24000.00          | $237.82            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIAL4148   | 2027-01-01      | 4.5000%  | 0.0000% | $135000.00         | $57.59             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAS0012   | 2028-07-01      | 3.5000%  | 0.0000% | $9000.00           | $330.38            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL5213   | 2044-04-01      | 4.5000%  | 0.0000% | $12000.00          | $896.39            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIAL8215   | 2026-06-01      | 5.0000%  | 0.0000% | $70000.00          | $9.96              | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIAL0842   | 2026-09-01      | 4.0000%  | 0.0000% | $1135000.00        | $3075.72           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS6675   | 2046-02-01      | 4.0000%  | 0.0000% | $2000.00           | $189.01            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 NP256576   | 2037-01-01      | 5.5000%  | 0.0000% | $1250000.00        | $3244.82           | Agency Mortgage-Backed Securities  |
| FNMS 08.500 CL253598   | 2030-12-01      | 8.5000%  | 0.0000% | $1560581.00        | $2519.98           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTAS1406   | 2034-01-01      | 3.5000%  | 0.0000% | $31018.00          | $3116.52           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIAL1204   | 2026-09-01      | 4.5000%  | 0.0000% | $68000.00          | $78.42             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CNAS5737   | 2025-09-25      | 3.0000%  | 0.0000% | $34378553.00       | $2169.42           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTAO1130   | 2032-05-01      | 3.5000%  | 0.0000% | $8840.00           | $1117.27           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAL5851   | 2029-10-01      | 3.5000%  | 0.0000% | $18000.00          | $1024.85           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL7206   | 2045-08-01      | 4.0000%  | 0.0000% | $30000.00          | $2790.62           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIAL0806   | 2026-02-01      | 5.0000%  | 0.0000% | $248892.00         | $41.92             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL190391   | 2038-09-01      | 6.0000%  | 0.0000% | $14000.00          | $82.77             | Agency Mortgage-Backed Securities  |
| FMAR 1G3589 G          | 2037-04-01      | 6.5340%  | 0.0000% | $100000.00         | $2816.31           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CT256715   | 2027-05-01      | 6.0000%  | 0.0000% | $1000000.00        | $2906.01           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CISB8373   | 2040-03-01      | 6.0000%  | 0.0000% | $2000.00           | $1625.18           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CZ257092   | 2048-01-01      | 6.0000%  | 0.0000% | $1300736.00        | $1799.23           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CT256928   | 2027-10-01      | 6.0000%  | 0.0000% | $282424.00         | $773.21            | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CL253397   | 2030-07-01      | 7.5000%  | 0.0000% | $5488788.00        | $1840.50           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL252497   | 2029-06-01      | 6.5000%  | 0.0000% | $5918000.00        | $3409.80           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLAL8113   | 2042-02-01      | 5.5000%  | 0.0000% | $4000.00           | $558.51            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8483   | 2046-12-01      | 3.0000%  | 0.0000% | $20000.00          | $3923.62           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIAL4898   | 2027-01-01      | 4.5000%  | 0.0000% | $7000.00           | $8.04              | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAX5591   | 2045-01-01      | 6.4970%  | 0.0000% | $126000.00         | $2097.62           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIAS4858   | 2030-04-01      | 2.0000%  | 0.0000% | $50000.00          | $4907.57           | Agency Mortgage-Backed Securities  |
| 04.500 FGPC G08843 G   | 2048-10-01      | 4.5000%  | 0.0000% | $3000.00           | $277.53            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08623 G   | 2045-01-01      | 3.5000%  | 0.0000% | $5000.00           | $433.92            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX AS074095   | 2029-02-01      | 4.6690%  | 0.0000% | $4000000.00        | $1740.20           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CT256212   | 2026-04-01      | 5.0000%  | 0.0000% | $4644646.00        | $1884.00           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CT256714   | 2027-05-01      | 5.5000%  | 0.0000% | $1000000.00        | $1776.91           | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G08726 G   | 2046-10-01      | 3.0000%  | 0.0000% | $13000.00          | $2061.33           | Agency Mortgage-Backed Securities  |
| FMAR 1Q0379 G          | 2037-11-01      | 6.9540%  | 0.0000% | $1094000.00        | $2142.43           | Agency Mortgage-Backed Securities  |
| 04.500 FGPC G08858 G   | 2049-01-01      | 4.5000%  | 0.0000% | $1000.00           | $61.39             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIZS8105   | 2032-09-01      | 3.5000%  | 0.0000% | $10000.00          | $1104.52           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8151   | 2051-06-01      | 2.5000%  | 0.0000% | $2000.00           | $1158.87           | Agency Mortgage-Backed Securities  |
| 02.000 FGPC G18675 G   | 2032-10-01      | 2.0000%  | 0.0000% | $18962.00          | $3189.12           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CT256275   | 2026-06-01      | 6.0000%  | 0.0000% | $463451.00         | $280.24            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZS4791   | 2048-09-01      | 4.5000%  | 0.0000% | $26000.00          | $2205.94           | Agency Mortgage-Backed Securities  |
| 08.000 FGPC C00922 G   | 2030-02-01      | 8.0000%  | 0.0000% | $750000.00         | $202.40            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1914850   | 2037-04-01      | 6.5950%  | 0.0000% | $33610.00          | $629.14            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4513   | 2052-01-01      | 3.0000%  | 0.0000% | $5000.00           | $3130.82           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIMA5747   | 2040-06-01      | 6.0000%  | 0.0000% | $2000.00           | $1998.15           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFM3422   | 2035-05-01      | 3.0000%  | 0.0000% | $6000.00           | $1968.70           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBN4718   | 2049-02-01      | 5.0000%  | 0.0000% | $28000.00          | $2672.11           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS7890   | 2047-07-01      | 5.0000%  | 0.0000% | $5000.00           | $4324.35           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB920961   | 2037-01-01      | 5.8930%  | 0.0000% | $1055000.00        | $4492.26           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAD5093   | 2025-10-01      | 3.5000%  | 0.0000% | $24000.00          | $8.22              | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB888502   | 2033-06-01      | 6.0560%  | 0.0000% | $66000.00          | $833.20            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL946282   | 2037-09-01      | 6.0000%  | 0.0000% | $226146.00         | $786.80            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5417   | 2054-07-01      | 4.0000%  | 0.0000% | $4000.00           | $3633.32           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLAE0442   | 2039-01-01      | 6.5000%  | 0.0000% | $199933.00         | $3722.75           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAZ2881   | 2030-08-01      | 3.5000%  | 0.0000% | $11000.00          | $1229.28           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 NP745593   | 2036-05-01      | 5.0000%  | 0.0000% | $2000000.00        | $2092.02           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIAS2673   | 2029-05-01      | 2.0000%  | 0.0000% | $25000.00          | $1270.11           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS4168   | 2044-12-01      | 4.0000%  | 0.0000% | $15000.00          | $1808.47           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAX7296   | 2044-12-01      | 4.5000%  | 0.0000% | $2000.00           | $338.42            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAX3715   | 2027-06-01      | 3.5000%  | 0.0000% | $83000.00          | $1147.78           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAL6206   | 2028-06-01      | 3.5000%  | 0.0000% | $82000.00          | $1132.16           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA1053   | 2048-01-01      | 3.5000%  | 0.0000% | $25000.00          | $3657.40           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB745169   | 2036-01-01      | 7.2330%  | 0.0000% | $90000.00          | $422.57            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB806721   | 2034-11-01      | 6.8480%  | 0.0000% | $260000.00         | $1955.06           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY7277   | 2055-06-01      | 6.5000%  | 0.0000% | $4691.00           | $4916.83           | Agency Mortgage-Backed Securities  |
| GNII ET DI6068 C       | 2065-04-20      | 2.0000%  | 0.0000% | $311138.00         | $240086.19         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 GLAB0462   | 2037-02-01      | 6.0000%  | 0.0000% | $93000.00          | $4304.20           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CI890468   | 2027-09-01      | 3.5000%  | 0.0000% | $11000.00          | $45.12             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTAB0090   | 2029-03-01      | 4.5000%  | 0.0000% | $13175180.00       | $220.71            | Agency Mortgage-Backed Securities  |
| GNPL PN CQ8772         | 2064-12-15      | 5.7000%  | 0.0000% | $31036.00          | $32681.43          | Agency Mortgage-Backed Securities  |
| GNII SF MA5168 M       | 2033-05-20      | 4.5000%  | 0.0000% | $48146.00          | $4736.99           | Agency Mortgage-Backed Securities  |
| GNII SF MA1089 M       | 2043-06-20      | 3.0000%  | 0.0000% | $10000.00          | $1112.62           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSL0012   | 2052-07-01      | 3.5000%  | 0.0000% | $15935824.00       | $13870641.86       | Agency Mortgage-Backed Securities  |
| GNII SF 002167 M       | 2026-02-20      | 6.5000%  | 0.0000% | $676392.00         | $36.63             | Agency Mortgage-Backed Securities  |
| GNPL PN CA4910         | 2063-05-15      | 2.5700%  | 0.0000% | $50000.00          | $42186.42          | Agency Mortgage-Backed Securities  |
| GNII SF MA9851 M       | 2054-08-20      | 5.5000%  | 0.0000% | $16439616.00       | $15376152.44       | Agency Mortgage-Backed Securities  |
| GNCL CL CN7571         | 2066-11-15      | 5.6850%  | 0.0000% | $89889.00          | $92520.11          | Agency Mortgage-Backed Securities  |
| GNAR AR 008947 M       | 2026-08-20      | 4.6250%  | 0.0000% | $23858049.00       | $4428.72           | Agency Mortgage-Backed Securities  |
| GNII SP 783604 M       | 2042-06-20      | 3.5000%  | 0.0000% | $1024036.00        | $78142.63          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD7509   | 2049-11-01      | 3.0000%  | 0.0000% | $14794656.00       | $5079098.66        | Agency Mortgage-Backed Securities  |
| 04.500 FGPC G08700 G   | 2046-03-01      | 4.5000%  | 0.0000% | $1000.00           | $88.44             | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZI5041   | 2036-07-01      | 6.5000%  | 0.0000% | $88193.00          | $646.54            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZJ5453   | 2031-11-01      | 6.5000%  | 0.0000% | $132234.00         | $130.78            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLZJ6245   | 2032-05-01      | 7.0000%  | 0.0000% | $900720.00         | $1129.06           | Agency Mortgage-Backed Securities  |
| FMAR 1J1380 G          | 2036-03-01      | 7.4030%  | 0.0000% | $175000.00         | $388.65            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZI6920   | 2037-12-01      | 6.5000%  | 0.0000% | $52933.00          | $316.88            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZI4159   | 2036-02-01      | 6.5000%  | 0.0000% | $25000.00          | $552.78            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC J17898 G   | 2027-02-01      | 3.5000%  | 0.0000% | $2000.00           | $10.19             | Agency Mortgage-Backed Securities  |
| 04.000 FGPC C09071 G   | 2045-02-01      | 4.0000%  | 0.0000% | $4000.00           | $180.11            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIZK8746   | 2032-05-01      | 3.5000%  | 0.0000% | $16000.00          | $2178.94           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8190   | 2052-01-01      | 3.0000%  | 0.0000% | $7000.00           | $4392.59           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7412   | 2055-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1864.03           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CISB8236   | 2038-04-01      | 3.5000%  | 0.0000% | $4000.00           | $2229.99           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8019   | 2049-10-01      | 4.5000%  | 0.0000% | $28000.00          | $3634.65           | Agency Mortgage-Backed Securities  |
| GNII SF 002657 M       | 2028-10-20      | 6.0000%  | 0.0000% | $545000.00         | $486.55            | Agency Mortgage-Backed Securities  |
| GNII EP 788073 C       | 2065-06-20      | 3.0000%  | 0.0000% | $120740160.00      | $104232252.89      | Agency Mortgage-Backed Securities  |
| GNII SF 002426 M       | 2027-05-20      | 6.5000%  | 0.0000% | $400000.00         | $151.57            | Agency Mortgage-Backed Securities  |
| GNII ET DI1788 C       | 2065-03-20      | 6.0000%  | 0.0000% | $2880664.00        | $2733079.50        | Agency Mortgage-Backed Securities  |
| GNII AP 786793 M       | 2052-12-20      | 2.0000%  | 0.0000% | $247284736.00      | $171400396.14      | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3058   | 2047-07-01      | 4.0000%  | 0.0000% | $29000.00          | $2903.91           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4084   | 2050-07-01      | 4.0000%  | 0.0000% | $8000.00           | $1962.59           | Agency Mortgage-Backed Securities  |
| GNII SF DK7326 C       | 2055-07-20      | 5.5000%  | 0.0000% | $1023800.00        | $1045517.74        | Agency Mortgage-Backed Securities  |
| GNII SF MA8729 M       | 2052-12-20      | 7.0000%  | 0.0000% | $4488.00           | $1832.15           | Agency Mortgage-Backed Securities  |
| GNII SF MA1285 M       | 2043-09-20      | 3.5000%  | 0.0000% | $26665.00          | $2603.61           | Agency Mortgage-Backed Securities  |
| GNII SF MA8076 M       | 2037-06-20      | 4.5000%  | 0.0000% | $198571.00         | $134543.68         | Agency Mortgage-Backed Securities  |
| GNII SF MA6068 M       | 2034-06-20      | 5.0000%  | 0.0000% | $216364.00         | $55831.76          | Agency Mortgage-Backed Securities  |
| GNII SF MA0300 M       | 2027-08-20      | 3.0000%  | 0.0000% | $30000.00          | $609.37            | Agency Mortgage-Backed Securities  |
| GNII SF MA3245 M       | 2045-11-20      | 4.0000%  | 0.0000% | $25000.00          | $2009.48           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFM0036   | 2049-08-01      | 5.0000%  | 0.0000% | $3000.00           | $678.43            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFM3034   | 2033-10-01      | 3.0000%  | 0.0000% | $10000.00          | $2405.28           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL946008   | 2037-09-01      | 6.0000%  | 0.0000% | $110384.00         | $430.96            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3686   | 2053-01-01      | 5.0000%  | 0.0000% | $5000.00           | $3858.00           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIFS0471   | 2033-05-01      | 3.5000%  | 0.0000% | $1000.00           | $366.53            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIFM3628   | 2035-04-01      | 3.5000%  | 0.0000% | $5000.00           | $1575.74           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA4868   | 2049-12-01      | 3.0000%  | 0.0000% | $10000.00          | $4829.93           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2038   | 2048-07-01      | 4.0000%  | 0.0000% | $31344.00          | $2378.91           | Agency Mortgage-Backed Securities  |
| GNII SF MA7369 M       | 2051-05-20      | 3.5000%  | 0.0000% | $10000.00          | $4695.12           | Agency Mortgage-Backed Securities  |
| GNII SF MA4265 M       | 2047-02-20      | 5.0000%  | 0.0000% | $30000.00          | $2776.20           | Agency Mortgage-Backed Securities  |
| GNII SF MA7256 M       | 2051-03-20      | 3.0000%  | 0.0000% | $158321152.00      | $63276057.19       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9153   | 2054-09-01      | 6.0000%  | 0.0000% | $2000.00           | $1927.62           | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CL535425   | 2030-08-01      | 7.5000%  | 0.0000% | $23145311.00       | $2422.34           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL535895   | 2031-02-01      | 6.5000%  | 0.0000% | $2000000.00        | $1706.55           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL848648   | 2035-12-01      | 6.0000%  | 0.0000% | $50000.00          | $151.02            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB817509   | 2035-09-01      | 6.1630%  | 0.0000% | $50000.00          | $652.71            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB814418   | 2035-03-01      | 6.3320%  | 0.0000% | $130000.00         | $1608.13           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB844000   | 2035-11-01      | 6.5830%  | 0.0000% | $368000.00         | $2943.75           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIBM1036   | 2032-02-01      | 2.5000%  | 0.0000% | $26000.00          | $4496.74           | Agency Mortgage-Backed Securities  |
| FMAR 780870 G          | 2033-09-01      | 7.1790%  | 0.0000% | $440000.00         | $2041.50           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 GO254484   | 2031-12-01      | 6.5000%  | 0.0000% | $275000.00         | $403.38            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CT256469   | 2026-09-01      | 7.0000%  | 0.0000% | $170852.00         | $541.52            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX AS052597   | 2027-07-01      | 4.3100%  | 0.0000% | $19000000.00       | $3174.14           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CT257575   | 2029-01-01      | 5.0000%  | 0.0000% | $1550000.00        | $4388.35           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX AS029138   | 2026-06-01      | 4.1880%  | 0.0000% | $900000.00         | $58.32             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS544859   | 2029-08-01      | 4.6280%  | 0.0000% | $51225970.00       | $1201.01           | Agency Mortgage-Backed Securities  |
| FMAR 782785 G          | 2034-10-01      | 6.8040%  | 0.0000% | $140000.00         | $1402.89           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBK8810   | 2048-08-01      | 4.0000%  | 0.0000% | $1000.00           | $66.35             | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7230   | 2050-10-01      | 2.5000%  | 0.0000% | $48773000.00       | $25398278.26       | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1868952   | 2036-05-01      | 6.8050%  | 0.0000% | $180000.00         | $261.34            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIFA2691   | 2040-08-01      | 5.5000%  | 0.0000% | $95859712.00       | $98441096.90       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM3241   | 2050-03-01      | 3.0000%  | 0.0000% | $13000.00          | $4107.78           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFM1152   | 2033-07-01      | 2.5000%  | 0.0000% | $21000.00          | $4487.61           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS6627   | 2046-02-01      | 4.5000%  | 0.0000% | $4000.00           | $364.28            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB820607   | 2035-03-01      | 6.2620%  | 0.0000% | $183493.00         | $3732.64           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB816308   | 2035-02-01      | 6.3130%  | 0.0000% | $100000.00         | $2088.79           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CIZS6230   | 2026-04-01      | 4.0000%  | 0.0000% | $1340688.00        | $2375.95           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 GL252410   | 2029-03-01      | 7.0000%  | 0.0000% | $500000.00         | $449.16            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD687120   | 2033-03-01      | 6.5400%  | 0.0000% | $1000000.00        | $38.95             | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CL560457   | 2030-12-01      | 7.5000%  | 0.0000% | $6000000.00        | $1678.86           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAW8992   | 2044-07-01      | 4.5000%  | 0.0000% | $13000.00          | $1557.03           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB813844   | 2035-01-01      | 6.1950%  | 0.0000% | $350000.00         | $3676.90           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 GL835577   | 2025-09-25      | 6.0000%  | 0.0000% | $470000.00         | $71.50             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB784365   | 2034-05-01      | 6.1750%  | 0.0000% | $300000.00         | $4384.00           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB796989   | 2034-08-01      | 6.2400%  | 0.0000% | $300000.00         | $2979.08           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS843997   | 2035-11-01      | 6.1280%  | 0.0000% | $200000.00         | $1597.87           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZA6538   | 2049-03-01      | 4.0000%  | 0.0000% | $1828.00           | $99.89             | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLZS0515   | 2031-01-01      | 7.5000%  | 0.0000% | $7607968.00        | $3262.42           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZS4785   | 2048-08-01      | 4.0000%  | 0.0000% | $60000.00          | $4479.31           | Agency Mortgage-Backed Securities  |
| FMAR 782837 G          | 2034-11-01      | 6.4020%  | 0.0000% | $220000.00         | $2251.75           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL484754   | 2029-03-01      | 6.5000%  | 0.0000% | $4796842.00        | $2759.13           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4626   | 2045-08-01      | 3.5000%  | 0.0000% | $23000.00          | $2266.77           | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLZS0401   | 2028-04-01      | 7.5000%  | 0.0000% | $1636794.00        | $217.35            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZA4555   | 2045-05-01      | 4.0000%  | 0.0000% | $9000.00           | $980.52            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CTZS8821   | 2027-01-01      | 6.5000%  | 0.0000% | $1514114.00        | $3596.88           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS1206   | 2036-11-01      | 5.5000%  | 0.0000% | $1361.00           | $7.87              | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLZA0654   | 2030-02-01      | 7.0000%  | 0.0000% | $11000000.00       | $2553.73           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZA0590   | 2029-04-01      | 6.5000%  | 0.0000% | $4317805.00        | $2656.12           | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLZA0835   | 2032-05-01      | 7.5000%  | 0.0000% | $2500100.00        | $4839.10           | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLZA0756   | 2031-05-01      | 7.5000%  | 0.0000% | $500000.00         | $203.86            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZS2141   | 2038-03-01      | 6.5000%  | 0.0000% | $734667.00         | $3147.97           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIZK4451   | 2027-09-01      | 2.5000%  | 0.0000% | $89757.00          | $2132.93           | Agency Mortgage-Backed Securities  |
| 02.500 FGPC G16407 G   | 2033-01-01      | 2.5000%  | 0.0000% | $2000.00           | $374.03            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZA5675   | 2048-09-01      | 4.0000%  | 0.0000% | $41704.00          | $3215.66           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZA0798   | 2032-01-01      | 6.5000%  | 0.0000% | $67586.00          | $85.68             | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G14916 G   | 2028-01-01      | 3.5000%  | 0.0000% | $6000.00           | $66.97             | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZA0760   | 2031-07-01      | 6.5000%  | 0.0000% | $1000000.00        | $579.42            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZS4582   | 2044-09-01      | 4.0000%  | 0.0000% | $1000.00           | $67.18             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZI5718   | 2037-01-01      | 6.0000%  | 0.0000% | $100259.00         | $753.48            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G08682 G   | 2045-12-01      | 4.0000%  | 0.0000% | $3000.00           | $304.95            | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLZA1577   | 2026-05-01      | 7.5000%  | 0.0000% | $3000000.00        | $130.53            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08659 G   | 2045-08-01      | 3.5000%  | 0.0000% | $32000.00          | $3157.72           | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLZJ8819   | 2028-02-01      | 7.0000%  | 0.0000% | $3259879.00        | $4697.91           | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G18684 G   | 2033-04-01      | 3.0000%  | 0.0000% | $37000.00          | $4361.77           | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLZJ4817   | 2031-02-01      | 7.0000%  | 0.0000% | $395188.00         | $200.71            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS2897   | 2039-03-01      | 5.5000%  | 0.0000% | $72516.00          | $767.92            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZS0261   | 2026-12-01      | 6.5000%  | 0.0000% | $26214.00          | $2.91              | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAK5545   | 2027-03-01      | 3.5000%  | 0.0000% | $14000.00          | $280.38            | Agency Mortgage-Backed Securities  |
| FMAR 781773 G          | 2034-07-01      | 6.2500%  | 0.0000% | $675000.00         | $4762.77           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZS4731   | 2047-08-01      | 4.0000%  | 0.0000% | $2000.00           | $225.09            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL0065   | 2041-04-01      | 4.5000%  | 0.0000% | $11000.00          | $541.68            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD4223   | 2053-10-01      | 6.5000%  | 0.0000% | $5000.00           | $3945.09           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZS2817   | 2035-12-01      | 6.5000%  | 0.0000% | $100000.00         | $3667.64           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX AS048079   | 2026-10-01      | 4.1880%  | 0.0000% | $225000.00         | $17.63             | Agency Mortgage-Backed Securities  |
| FMAR 420191 G          | 2030-06-01      | 4.6450%  | 0.0000% | $10000000.00       | $3131.46           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZS4600   | 2045-01-01      | 4.0000%  | 0.0000% | $27000.00          | $2105.42           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZS4631   | 2045-09-01      | 4.0000%  | 0.0000% | $1000.00           | $82.84             | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZT0713   | 2048-10-01      | 4.5000%  | 0.0000% | $19000.00          | $1755.52           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8342   | 2053-07-01      | 5.5000%  | 0.0000% | $29877344.00       | $25200553.90       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS0944   | 2035-10-01      | 5.5000%  | 0.0000% | $10000.00          | $76.89             | Agency Mortgage-Backed Securities  |
| FMAR 2B1638 G          | 2043-08-01      | 6.8960%  | 0.0000% | $14000.00          | $562.48            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLZA0721   | 2030-12-01      | 7.0000%  | 0.0000% | $7443079.00        | $3233.01           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZA0566   | 2028-12-01      | 6.5000%  | 0.0000% | $30000.00          | $19.13             | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZA0598   | 2029-05-01      | 6.5000%  | 0.0000% | $519144.00         | $405.75            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZA1383   | 2045-02-01      | 4.0000%  | 0.0000% | $25000.00          | $1124.31           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQA3399   | 2049-10-01      | 4.0000%  | 0.0000% | $1000.00           | $145.90            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZA0607   | 2029-06-01      | 6.5000%  | 0.0000% | $27500.00          | $17.37             | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZA0572   | 2029-01-01      | 6.5000%  | 0.0000% | $457210.00         | $364.67            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CIZA2629   | 2026-06-01      | 4.0000%  | 0.0000% | $700000.00         | $2436.36           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZA0754   | 2031-06-01      | 6.5000%  | 0.0000% | $176311.00         | $96.03             | Agency Mortgage-Backed Securities  |
| 04.000 FGPC A86314 G   | 2039-05-01      | 4.0000%  | 0.0000% | $23000.00          | $223.54            | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLZS0426   | 2028-04-01      | 7.5000%  | 0.0000% | $10930.00          | $1.56              | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIZA2622   | 2026-05-01      | 3.5000%  | 0.0000% | $28000.00          | $84.26             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIZT1566   | 2033-12-01      | 3.5000%  | 0.0000% | $1000.00           | $78.55             | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZL7877   | 2044-03-01      | 4.5000%  | 0.0000% | $2000.00           | $136.93            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CTZA2009   | 2027-06-01      | 5.0000%  | 0.0000% | $1555275.00        | $2947.17           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZA7009   | 2049-05-01      | 4.5000%  | 0.0000% | $29000.00          | $3118.46           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZS4267   | 2036-11-01      | 6.5000%  | 0.0000% | $253235.00         | $2432.20           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS3881   | 2041-06-01      | 5.5000%  | 0.0000% | $2000.00           | $134.38            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZJ6315   | 2032-08-01      | 6.5000%  | 0.0000% | $55832.00          | $518.63            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZJ1245   | 2041-02-01      | 4.5000%  | 0.0000% | $10000.00          | $358.15            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICB3696   | 2037-05-01      | 2.5000%  | 0.0000% | $5000.00           | $3277.17           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB3110   | 2047-03-01      | 2.5000%  | 0.0000% | $2000.00           | $1378.73           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CIZS7694   | 2029-01-01      | 4.0000%  | 0.0000% | $10000000.00       | $4483.27           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZS4656   | 2046-03-01      | 4.0000%  | 0.0000% | $3000.00           | $319.26            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CIZS6397   | 2026-07-01      | 4.0000%  | 0.0000% | $950000.00         | $2907.49           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 GL252334   | 2029-02-01      | 6.5000%  | 0.0000% | $488044.00         | $991.07            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CIZS8096   | 2029-01-01      | 4.0000%  | 0.0000% | $189143.00         | $240.00            | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CL253480   | 2030-10-01      | 7.5000%  | 0.0000% | $5062579.00        | $1823.67           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4762   | 2048-04-01      | 3.0000%  | 0.0000% | $11000.00          | $1674.22           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 K2545191   | 2031-09-01      | 7.0000%  | 0.0000% | $485000.00         | $349.19            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4650   | 2046-02-01      | 3.0000%  | 0.0000% | $3000.00           | $428.99            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZJ5026   | 2031-05-01      | 6.5000%  | 0.0000% | $587703.00         | $223.28            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZI5099   | 2036-08-01      | 6.5000%  | 0.0000% | $517000.00         | $1798.91           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZJ1244   | 2041-02-01      | 4.5000%  | 0.0000% | $9000.00           | $262.28            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CIZS6301   | 2025-12-01      | 4.5000%  | 0.0000% | $95000.00          | $2.44              | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZS0572   | 2031-05-01      | 6.5000%  | 0.0000% | $1042346.00        | $533.78            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS2262   | 2031-06-01      | 5.5000%  | 0.0000% | $21000.00          | $139.04            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS3486   | 2040-08-01      | 5.5000%  | 0.0000% | $30742.00          | $685.92            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4100   | 2045-03-01      | 3.5000%  | 0.0000% | $15000.00          | $1922.82           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZA1566   | 2026-04-01      | 6.5000%  | 0.0000% | $838500.00         | $35.89             | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQF1765   | 2052-10-01      | 4.5000%  | 0.0000% | $287550.00         | $231487.10         | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLZA0646   | 2029-12-01      | 7.0000%  | 0.0000% | $2200000.00        | $1053.36           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA8805   | 2050-04-01      | 3.0000%  | 0.0000% | $13000.00          | $3670.02           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZS2078   | 2038-04-01      | 6.5000%  | 0.0000% | $49000.00          | $423.25            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS2586   | 2038-12-01      | 5.5000%  | 0.0000% | $3000.00           | $20.60             | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS2325   | 2032-07-01      | 5.5000%  | 0.0000% | $316560.00         | $4160.20           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIZA2849   | 2027-06-01      | 2.5000%  | 0.0000% | $220000.00         | $3535.82           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4603   | 2045-02-01      | 3.5000%  | 0.0000% | $1000.00           | $90.85             | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZT1546   | 2048-12-01      | 4.5000%  | 0.0000% | $25000.00          | $1782.61           | Agency Mortgage-Backed Securities  |
| FMAR 2B1056 G          | 2042-12-01      | 6.5250%  | 0.0000% | $25000.00          | $757.34            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIZS8641   | 2032-02-01      | 2.5000%  | 0.0000% | $20000.00          | $3425.22           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIZN5189   | 2034-04-01      | 3.5000%  | 0.0000% | $18000.00          | $2474.36           | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLZA0496   | 2027-10-01      | 7.0000%  | 0.0000% | $1510000.00        | $322.55            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIZS8595   | 2031-01-01      | 3.5000%  | 0.0000% | $17000.00          | $1425.28           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZM8576   | 2048-10-01      | 4.0000%  | 0.0000% | $6000.00           | $431.36            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLZA0454   | 2027-01-01      | 7.0000%  | 0.0000% | $33000.00          | $2.47              | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZA0995   | 2037-05-01      | 5.5000%  | 0.0000% | $176500.00         | $2497.13           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZS1693   | 2037-09-01      | 6.0000%  | 0.0000% | $261785.00         | $1041.10           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIZS7854   | 2032-09-01      | 3.5000%  | 0.0000% | $3000.00           | $378.75            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLZS4263   | 2036-10-01      | 7.0000%  | 0.0000% | $41467.00          | $438.18            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZI8041   | 2038-08-01      | 6.5000%  | 0.0000% | $1010000.00        | $2249.51           | Agency Mortgage-Backed Securities  |
| 04.500 FGPC G08600 G   | 2044-08-01      | 4.5000%  | 0.0000% | $4000.00           | $232.47            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CIZS8605   | 2031-04-01      | 2.5000%  | 0.0000% | $6000.00           | $620.02            | Agency Mortgage-Backed Securities  |
| 06.500 FGPC C91169 G   | 2028-02-01      | 6.5000%  | 0.0000% | $1083071.00        | $3672.07           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIZS7613   | 2030-07-01      | 3.5000%  | 0.0000% | $1000.00           | $67.40             | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLZS0478   | 2029-12-01      | 7.0000%  | 0.0000% | $1608816.00        | $572.26            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4647   | 2046-01-01      | 3.5000%  | 0.0000% | $2000.00           | $210.11            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZM7630   | 2048-08-01      | 4.0000%  | 0.0000% | $49417.00          | $3194.20           | Agency Mortgage-Backed Securities  |
| GNAR AR 008892 M       | 2026-06-20      | 5.6250%  | 0.0000% | $41087422.00       | $3754.11           | Agency Mortgage-Backed Securities  |
| GNAR AR 008849 M       | 2026-04-20      | 5.6250%  | 0.0000% | $20991201.00       | $1341.88           | Agency Mortgage-Backed Securities  |
| GNII SF 002550 M       | 2028-02-20      | 8.0000%  | 0.0000% | $100000.00         | $9.52              | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $285225600.00      | $249999308.28      | U.S. Treasuries (including strips) |
| FNMS 03.500 CLMA3803   | 2049-10-01      | 3.5000%  | 0.0000% | $38000.00          | $4609.15           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTMA0436   | 2030-04-01      | 5.5000%  | 0.0000% | $512800.00         | $2547.12           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL924842   | 2037-09-01      | 6.5000%  | 0.0000% | $15024.00          | $180.49            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3746   | 2049-08-01      | 4.0000%  | 0.0000% | $1000.00           | $107.00            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3306   | 2048-03-01      | 4.0000%  | 0.0000% | $1000.00           | $118.32            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3495   | 2048-10-01      | 4.0000%  | 0.0000% | $3000.00           | $225.15            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA3890   | 2040-01-01      | 3.0000%  | 0.0000% | $2000.00           | $344.43            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTMA0140   | 2029-08-01      | 4.5000%  | 0.0000% | $380958.00         | $4335.43           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIAB6194   | 2027-09-01      | 2.5000%  | 0.0000% | $25000.00          | $651.02            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3692   | 2049-07-01      | 3.5000%  | 0.0000% | $13000.00          | $1184.99           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3663   | 2049-05-01      | 3.5000%  | 0.0000% | $7000.00           | $521.72            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA3448   | 2048-08-01      | 5.0000%  | 0.0000% | $40000.00          | $3711.64           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAB9352   | 2043-05-01      | 3.0000%  | 0.0000% | $30873.00          | $4749.50           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA2877   | 2032-01-01      | 3.5000%  | 0.0000% | $15000.00          | $1108.67           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL889643   | 2038-03-01      | 6.0000%  | 0.0000% | $123000.00         | $1624.35           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA3358   | 2048-05-01      | 4.5000%  | 0.0000% | $2000.00           | $186.23            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL969625   | 2038-02-01      | 6.0000%  | 0.0000% | $158837.00         | $842.50            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAB5004   | 2027-04-01      | 3.5000%  | 0.0000% | $8000.00           | $123.46            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CNMA2779   | 2026-10-01      | 2.0000%  | 0.0000% | $30000.00          | $749.77            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIMA0888   | 2026-09-01      | 4.0000%  | 0.0000% | $453000.00         | $3186.66           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM4251   | 2049-12-01      | 3.5000%  | 0.0000% | $14000.00          | $2139.85           | Agency Mortgage-Backed Securities  |
| GNII SF MA5245 M       | 2027-10-20      | 8.0000%  | 0.0000% | $161316.00         | $2064.12           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIFS3563   | 2038-06-01      | 3.5000%  | 0.0000% | $1000.00           | $714.53            | Agency Mortgage-Backed Securities  |
| GNII SF MA6824 M       | 2050-04-20      | 5.0000%  | 0.0000% | $25000.00          | $4989.39           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM7031   | 2051-01-01      | 4.0000%  | 0.0000% | $3000.00           | $903.11            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM9681   | 2051-08-01      | 4.0000%  | 0.0000% | $3000.00           | $1368.98           | Agency Mortgage-Backed Securities  |
| GNII SF CN8576 C       | 2052-07-20      | 3.5000%  | 0.0000% | $7528304.00        | $3130355.56        | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1888121   | 2036-12-01      | 6.3150%  | 0.0000% | $570000.00         | $3276.85           | Agency Mortgage-Backed Securities  |
| GNII SF 002767 M       | 2029-06-20      | 6.5000%  | 0.0000% | $795481.00         | $882.27            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIFM7877   | 2036-03-01      | 3.5000%  | 0.0000% | $1000.00           | $390.47            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIFM6002   | 2034-12-01      | 4.5000%  | 0.0000% | $6000.00           | $1854.36           | Agency Mortgage-Backed Securities  |
| GNII SF 004910 M       | 2026-01-20      | 3.5000%  | 0.0000% | $1500000.00        | $2449.81           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIFM8138   | 2035-09-01      | 3.5000%  | 0.0000% | $1000.00           | $218.24            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS888507   | 2035-02-01      | 6.4280%  | 0.0000% | $251000.00         | $2881.46           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIFS1163   | 2037-01-01      | 3.5000%  | 0.0000% | $1000.00           | $501.11            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0868   | 2055-08-01      | 6.0000%  | 0.0000% | $176469760.00      | $183001530.00      | Agency Mortgage-Backed Securities  |
| GNII SF BS7619 C       | 2050-06-20      | 3.0000%  | 0.0000% | $1163360.00        | $533697.76         | Agency Mortgage-Backed Securities  |
| GNII SF 002548 M       | 2028-02-20      | 7.0000%  | 0.0000% | $3000151.00        | $1531.83           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WD888527   | 2034-04-01      | 6.7930%  | 0.0000% | $20000.00          | $190.39            | Agency Mortgage-Backed Securities  |
| GNAR AR 080023 M       | 2026-12-20      | 4.7500%  | 0.0000% | $19035907.00       | $4972.30           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAE0368   | 2025-12-01      | 3.5000%  | 0.0000% | $42000.00          | $18.33             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAE8048   | 2025-11-01      | 3.5000%  | 0.0000% | $2000.00           | $1.88              | Agency Mortgage-Backed Securities  |
| GNII SF DH6849 C       | 2055-02-20      | 7.0000%  | 0.0000% | $2650264.00        | $2814881.88        | Agency Mortgage-Backed Securities  |
| GNII ET DJ3148 C       | 2062-07-20      | 4.5000%  | 0.0000% | $66066.00          | $62859.75          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5819   | 2055-08-01      | 4.0000%  | 0.0000% | $125829376.00      | $117885278.14      | Agency Mortgage-Backed Securities  |
| GNII SF 002603 M       | 2028-06-20      | 6.5000%  | 0.0000% | $5000000.00        | $3310.19           | Agency Mortgage-Backed Securities  |
| GNII SF 002671 M       | 2028-11-20      | 6.0000%  | 0.0000% | $33000.00          | $42.77             | Agency Mortgage-Backed Securities  |
| GNII SF 002643 M       | 2028-09-20      | 6.0000%  | 0.0000% | $191000.00         | $290.77            | Agency Mortgage-Backed Securities  |
| GNII SF MA7293 M       | 2031-10-20      | 7.0000%  | 0.0000% | $28746.00          | $3880.01           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAL9259   | 2031-08-01      | 3.5000%  | 0.0000% | $1000.00           | $99.17             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL1043   | 2038-10-01      | 6.3650%  | 0.0000% | $19000.00          | $446.85            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIZS8592   | 2030-12-01      | 3.5000%  | 0.0000% | $26000.00          | $2120.92           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAL8272   | 2031-03-01      | 3.5000%  | 0.0000% | $5000.00           | $568.18            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIAL9421   | 2031-03-01      | 4.0000%  | 0.0000% | $7000.00           | $190.26            | Agency Mortgage-Backed Securities  |
| FNMS 07.750 CL411530   | 2026-12-01      | 7.7500%  | 0.0000% | $3995252.00        | $4175.12           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CTZT0799   | 2031-09-01      | 5.0000%  | 0.0000% | $2467362.00        | $1957.93           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAO7628   | 2027-06-01      | 3.0000%  | 0.0000% | $19000.00          | $422.17            | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q60256 G   | 2048-11-01      | 5.0000%  | 0.0000% | $75000.00          | $4603.03           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8068   | 2050-06-01      | 3.0000%  | 0.0000% | $1000.00           | $249.18            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIAL6468   | 2026-07-01      | 5.0000%  | 0.0000% | $140000.00         | $3.09              | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIAL1245   | 2026-12-01      | 4.5000%  | 0.0000% | $125000.00         | $306.24            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIZT1799   | 2034-03-01      | 3.5000%  | 0.0000% | $34000.00          | $2960.33           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 ZL310151   | 2044-09-01      | 5.5000%  | 0.0000% | $32000.00          | $3205.45           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAL8238   | 2030-08-01      | 3.5000%  | 0.0000% | $14000.00          | $992.95            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIAJ1443   | 2026-09-01      | 4.0000%  | 0.0000% | $245000.00         | $1684.90           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAS1756   | 2029-02-01      | 3.5000%  | 0.0000% | $2000.00           | $76.13             | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CL613142   | 2031-11-01      | 7.0000%  | 0.0000% | $775000.00         | $3201.72           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAH0969   | 2025-12-01      | 3.5000%  | 0.0000% | $17000.00          | $17.57             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIAL5588   | 2027-03-01      | 5.0000%  | 0.0000% | $691450.00         | $1.39              | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA5286   | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $582.76            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQE1600   | 2052-05-01      | 4.0000%  | 0.0000% | $2000.00           | $1607.42           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIBM3459   | 2033-02-01      | 3.5000%  | 0.0000% | $6000.00           | $1219.72           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ9366   | 2048-04-01      | 4.0000%  | 0.0000% | $25468.00          | $1413.29           | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CL592488   | 2031-06-01      | 7.5000%  | 0.0000% | $1000000.00        | $3082.46           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBQ3865   | 2050-09-01      | 2.5000%  | 0.0000% | $4000.00           | $1831.03           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO0988   | 2049-07-01      | 3.5000%  | 0.0000% | $2000.00           | $254.67            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA3870   | 2049-07-01      | 4.0000%  | 0.0000% | $11000.00          | $1264.18           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL555528   | 2033-04-01      | 6.0000%  | 0.0000% | $150000.00         | $403.79            | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CL585786   | 2031-06-01      | 7.5000%  | 0.0000% | $1000000.00        | $35.79             | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CL504712   | 2029-07-01      | 7.0000%  | 0.0000% | $1500000.00        | $2543.04           | Agency Mortgage-Backed Securities  |
| FNMS 08.000 CL535916   | 2031-05-01      | 8.0000%  | 0.0000% | $3818000.00        | $1412.46           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA1037   | 2049-07-01      | 4.0000%  | 0.0000% | $9000.00           | $1699.49           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CIZS6837   | 2026-09-01      | 4.5000%  | 0.0000% | $3000.00           | $6.09              | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CIZS6315   | 2026-06-01      | 4.5000%  | 0.0000% | $680000.00         | $1951.34           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS1687   | 2037-11-01      | 5.5000%  | 0.0000% | $167130.00         | $963.17            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZI9251   | 2039-09-01      | 5.5000%  | 0.0000% | $4000.00           | $110.75            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4677   | 2046-09-01      | 3.0000%  | 0.0000% | $8000.00           | $1248.85           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZS2283   | 2036-06-01      | 6.0000%  | 0.0000% | $89469.00          | $1727.45           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZI6698   | 2037-11-01      | 6.5000%  | 0.0000% | $70002.00          | $152.14            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CIZS6436   | 2026-07-01      | 4.5000%  | 0.0000% | $205000.00         | $1.01              | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CIZS6650   | 2026-09-01      | 4.5000%  | 0.0000% | $47000.00          | $4.99              | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4622   | 2045-07-01      | 3.5000%  | 0.0000% | $7000.00           | $719.76            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZI4821   | 2036-05-01      | 6.0000%  | 0.0000% | $25000.00          | $327.77            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIZS8433   | 2026-06-01      | 3.5000%  | 0.0000% | $1000000.00        | $1766.48           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZJ3882   | 2029-08-01      | 6.5000%  | 0.0000% | $750547.00         | $187.99            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZJ3803   | 2029-07-01      | 6.5000%  | 0.0000% | $389629.00         | $368.88            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CIZS6891   | 2029-01-01      | 4.0000%  | 0.0000% | $1115244.00        | $4544.98           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZS0378   | 2028-01-01      | 6.5000%  | 0.0000% | $19440000.00       | $2110.19           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIZS6536   | 2027-05-01      | 3.5000%  | 0.0000% | $200000.00         | $2904.39           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CIZS6318   | 2026-09-01      | 4.0000%  | 0.0000% | $1150000.00        | $2540.17           | Agency Mortgage-Backed Securities  |
| 02.500 FGPC J32368 G   | 2028-11-01      | 2.5000%  | 0.0000% | $58000.00          | $3635.22           | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLZJ5311   | 2031-06-01      | 7.0000%  | 0.0000% | $606999.00         | $3244.62           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4717   | 2047-05-01      | 3.5000%  | 0.0000% | $5000.00           | $522.49            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CISB8170   | 2037-08-01      | 3.5000%  | 0.0000% | $1000.00           | $629.78            | Agency Mortgage-Backed Securities  |
| FMAR 786590 G          | 2027-11-01      | 6.4000%  | 0.0000% | $76086274.00       | $3524.61           | Agency Mortgage-Backed Securities  |
| FMAR 786921 G          | 2029-11-01      | 7.0920%  | 0.0000% | $1350000.00        | $916.54            | Agency Mortgage-Backed Securities  |
| FMAR 848661 G          | 2041-12-01      | 6.4950%  | 0.0000% | $104847.00         | $1388.98           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4754   | 2048-02-01      | 3.0000%  | 0.0000% | $25000.00          | $3482.28           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZT2090   | 2049-06-01      | 3.0000%  | 0.0000% | $9000.00           | $931.88            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CISB0364   | 2035-06-01      | 3.5000%  | 0.0000% | $15000.00          | $4213.84           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS2191   | 2038-07-01      | 5.5000%  | 0.0000% | $90000.00          | $1899.56           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZS4643   | 2045-12-01      | 4.0000%  | 0.0000% | $3000.00           | $304.57            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIZS7386   | 2030-12-01      | 3.5000%  | 0.0000% | $7000.00           | $83.73             | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZS4578   | 2044-08-01      | 4.5000%  | 0.0000% | $27000.00          | $1567.26           | Agency Mortgage-Backed Securities  |
| GNII SF DL5907 C       | 2055-08-20      | 5.5000%  | 0.0000% | $67702.00          | $69007.28          | Agency Mortgage-Backed Securities  |
| GNPL PN BW3037         | 2062-11-15      | 3.0000%  | 0.0000% | $51282.00          | $44766.78          | Agency Mortgage-Backed Securities  |
| GNPL PN CY8217         | 2059-01-15      | 5.9200%  | 0.0000% | $48679.00          | $51445.79          | Agency Mortgage-Backed Securities  |
| GNII SF MA6152 M       | 2049-09-20      | 2.5000%  | 0.0000% | $25000.00          | $4205.69           | Agency Mortgage-Backed Securities  |
| GNII SF MA9827 M       | 2039-08-20      | 7.0000%  | 0.0000% | $189877.00         | $130822.54         | Agency Mortgage-Backed Securities  |
| GNII SF 002658 M       | 2028-10-20      | 6.5000%  | 0.0000% | $2146450.00        | $1805.79           | Agency Mortgage-Backed Securities  |
| GNII SF 002266 M       | 2026-08-20      | 7.0000%  | 0.0000% | $321366.00         | $129.19            | Agency Mortgage-Backed Securities  |
| GNII SF DK8360 C       | 2055-06-20      | 7.5000%  | 0.0000% | $1278028.00        | $1369800.39        | Agency Mortgage-Backed Securities  |
| GNII SF 002689 M       | 2028-12-20      | 6.5000%  | 0.0000% | $4117122.00        | $4263.33           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIZS8652   | 2032-04-01      | 3.5000%  | 0.0000% | $19000.00          | $1969.31           | Agency Mortgage-Backed Securities  |
| 05.000 FGPC G30759 G   | 2031-06-01      | 5.0000%  | 0.0000% | $475121.00         | $4000.30           | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CL253515   | 2030-11-01      | 7.5000%  | 0.0000% | $2946581.00        | $844.53            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 K2255221   | 2034-03-01      | 5.5000%  | 0.0000% | $70000.00          | $519.07            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS573662   | 2030-09-01      | 7.2750%  | 0.0000% | $24619562.00       | $677.34            | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CL516151   | 2029-07-01      | 7.5000%  | 0.0000% | $7950000.00        | $116875.25         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIZS7148   | 2030-04-01      | 3.5000%  | 0.0000% | $27000.00          | $1895.28           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZS0452   | 2029-07-01      | 6.5000%  | 0.0000% | $8983725.00        | $3419.68           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLAL6289   | 2042-02-01      | 5.5000%  | 0.0000% | $1000.00           | $98.28             | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CIZS6362   | 2026-09-01      | 4.5000%  | 0.0000% | $155000.00         | $612.17            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX AS072166   | 2028-05-01      | 4.8500%  | 0.0000% | $534325.00         | $72.99             | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAL0139   | 2039-02-01      | 6.7240%  | 0.0000% | $200000.00         | $3164.90           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAH6593   | 2026-02-01      | 3.5000%  | 0.0000% | $850000.00         | $2648.10           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZT2087   | 2049-06-01      | 4.0000%  | 0.0000% | $29000.00          | $2832.73           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS544861   | 2036-12-01      | 4.8800%  | 0.0000% | $2100000.00        | $1289.95           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAL8081   | 2031-02-01      | 3.5000%  | 0.0000% | $19000.00          | $263.19            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAL6715   | 2045-02-01      | 4.0000%  | 0.0000% | $1000.00           | $72.83             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIAL4432   | 2026-10-01      | 4.5000%  | 0.0000% | $175000.00         | $822.74            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIAL1953   | 2027-01-01      | 4.5000%  | 0.0000% | $340000.00         | $83.63             | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL613024   | 2031-07-01      | 6.5000%  | 0.0000% | $750000.00         | $2145.77           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB844773   | 2035-12-01      | 6.2660%  | 0.0000% | $175000.00         | $1071.75           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL771019   | 2034-04-01      | 5.0000%  | 0.0000% | $249291.00         | $4008.82           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB823477   | 2035-02-01      | 6.1530%  | 0.0000% | $10000.00          | $195.85            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBO7222   | 2050-01-01      | 4.0000%  | 0.0000% | $1000.00           | $189.99            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBM6535   | 2046-10-01      | 6.8040%  | 0.0000% | $1000.00           | $416.59            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CL535164   | 2030-02-01      | 7.0000%  | 0.0000% | $1480000.00        | $778.15            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CT255892   | 2025-09-25      | 5.0000%  | 0.0000% | $54002910.00       | $115.11            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBN0509   | 2048-09-01      | 4.0000%  | 0.0000% | $27467.00          | $4687.42           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CTBM5651   | 2029-09-01      | 6.0000%  | 0.0000% | $81360.00          | $1631.99           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CT256803   | 2027-07-01      | 6.0000%  | 0.0000% | $1300000.00        | $3762.82           | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CL323832   | 2029-07-01      | 7.5000%  | 0.0000% | $11000000.00       | $4534.25           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB4109   | 2052-07-01      | 3.0000%  | 0.0000% | $2000.00           | $1467.70           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBD7883   | 2046-09-01      | 3.5000%  | 0.0000% | $9000.00           | $1375.75           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CT922571   | 2026-12-01      | 5.5000%  | 0.0000% | $44141.00          | $847.30            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX S1905759   | 2036-12-01      | 6.5840%  | 0.0000% | $200000.00         | $787.89            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL976853   | 2029-11-01      | 5.5000%  | 0.0000% | $1046282.00        | $4851.17           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL995681   | 2038-05-01      | 6.0000%  | 0.0000% | $61364.00          | $270.39            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL889996   | 2038-06-01      | 5.5000%  | 0.0000% | $9000.00           | $58.99             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2078   | 2051-11-01      | 3.0000%  | 0.0000% | $5000.00           | $3254.36           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA4014   | 2035-05-01      | 3.0000%  | 0.0000% | $9000.00           | $2018.32           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CKMA3726   | 2049-07-01      | 4.0000%  | 0.0000% | $30000.00          | $2439.03           | Agency Mortgage-Backed Securities  |
| GNII SF DJ9126 C       | 2055-05-20      | 6.5000%  | 0.0000% | $9732752.00        | $10152530.99       | Agency Mortgage-Backed Securities  |
| GNII SF MA3803 M       | 2046-07-20      | 3.5000%  | 0.0000% | $16000.00          | $1762.66           | Agency Mortgage-Backed Securities  |
| GNII SF DK1942 C       | 2055-06-20      | 5.5000%  | 0.0000% | $20789216.00       | $21038997.48       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIFM3464   | 2027-03-01      | 5.0000%  | 0.0000% | $95000.00          | $35.69             | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CIRR0023   | 2040-08-01      | 4.0000%  | 0.0000% | $1233.00           | $1214.35           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1721   | 2055-06-01      | 5.5000%  | 0.0000% | $54963776.00       | $54684448.83       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CICA3163   | 2034-02-01      | 4.5000%  | 0.0000% | $5000.00           | $550.96            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA3180   | 2032-11-01      | 3.5000%  | 0.0000% | $11131.00          | $1310.84           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA3588   | 2034-02-01      | 3.5000%  | 0.0000% | $38000.00          | $2781.12           | Agency Mortgage-Backed Securities  |
| GNMI SF AA5619 X       | 2027-09-15      | 3.0000%  | 0.0000% | $4000000.00        | $98142.62          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA3559   | 2034-01-01      | 3.5000%  | 0.0000% | $27000.00          | $2128.50           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3993   | 2050-04-01      | 4.0000%  | 0.0000% | $2000.00           | $328.37            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL889579   | 2038-05-01      | 6.0000%  | 0.0000% | $342000.00         | $2163.34           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3239   | 2048-01-01      | 4.0000%  | 0.0000% | $1000.00           | $129.57            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA3932   | 2035-02-01      | 3.5000%  | 0.0000% | $4000.00           | $664.92            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3686   | 2049-06-01      | 3.5000%  | 0.0000% | $34000.00          | $2951.97           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIAB8870   | 2028-04-01      | 2.5000%  | 0.0000% | $25000.00          | $970.16            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA3658   | 2034-05-01      | 3.5000%  | 0.0000% | $11000.00          | $1092.08           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CI890400   | 2026-08-01      | 5.0000%  | 0.0000% | $165000.00         | $593.86            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR6514   | 2051-04-01      | 2.0000%  | 0.0000% | $1208.00           | $829.69            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBV3694   | 2052-02-01      | 2.5000%  | 0.0000% | $7884.00           | $4723.50           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA3799   | 2034-10-01      | 3.5000%  | 0.0000% | $20000.00          | $2879.52           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBH5928   | 2047-07-01      | 6.3090%  | 0.0000% | $10000.00          | $703.33            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIMA3439   | 2033-08-01      | 4.0000%  | 0.0000% | $12000.00          | $933.84            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTMA0587   | 2030-12-01      | 4.0000%  | 0.0000% | $3000.00           | $76.70             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3745   | 2049-08-01      | 3.5000%  | 0.0000% | $17000.00          | $1725.21           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA4639   | 2037-05-01      | 3.5000%  | 0.0000% | $1000.00           | $559.98            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CTBM4277   | 2026-06-01      | 6.0000%  | 0.0000% | $218232.00         | $180.13            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ5488   | 2048-03-01      | 4.0000%  | 0.0000% | $31411.00          | $4729.85           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB1434   | 2051-08-01      | 4.0000%  | 0.0000% | $2411.00           | $1133.53           | Agency Mortgage-Backed Securities  |
| GNII ET DL4534 C       | 2065-07-20      | 4.5000%  | 0.0000% | $547583.00         | $523984.36         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0630   | 2052-02-01      | 3.0000%  | 0.0000% | $2000.00           | $1342.07           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIFM3388   | 2034-03-01      | 4.0000%  | 0.0000% | $25000.00          | $694.98            | Agency Mortgage-Backed Securities  |
| GNII SF MA9308 M       | 2053-10-20      | 7.0000%  | 0.0000% | $28669184.00       | $12066736.88       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CICB3393   | 2037-04-01      | 3.5000%  | 0.0000% | $7000.00           | $4172.94           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB5118   | 2052-11-01      | 4.0000%  | 0.0000% | $5000.00           | $3812.78           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3906   | 2050-01-01      | 3.5000%  | 0.0000% | $36000.00          | $4990.51           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIFM3098   | 2030-08-01      | 3.5000%  | 0.0000% | $230000.00         | $3745.93           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIFM3387   | 2035-03-01      | 3.5000%  | 0.0000% | $4000.00           | $714.37            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIFM2876   | 2033-09-01      | 4.5000%  | 0.0000% | $15000.00          | $180.37            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA2729   | 2031-08-01      | 3.5000%  | 0.0000% | $2000.00           | $174.33            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CVMA1557   | 2028-07-01      | 3.0000%  | 0.0000% | $107000.00         | $4665.76           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ9169   | 2048-05-01      | 4.0000%  | 0.0000% | $25358.00          | $2592.56           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBK4160   | 2048-05-01      | 4.0000%  | 0.0000% | $50464.00          | $2724.53           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA3219   | 2032-12-01      | 3.5000%  | 0.0000% | $1000.00           | $128.34            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CNMA3345   | 2028-04-01      | 3.5000%  | 0.0000% | $23000.00          | $1423.75           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTMA1982   | 2034-08-01      | 3.5000%  | 0.0000% | $55000.00          | $4402.74           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIAL9994   | 2032-04-01      | 2.5000%  | 0.0000% | $7000.00           | $1144.30           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAL8115   | 2030-06-01      | 3.5000%  | 0.0000% | $10000.00          | $894.46            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAL8211   | 2030-12-01      | 3.5000%  | 0.0000% | $20000.00          | $2191.72           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA3632   | 2034-04-01      | 3.5000%  | 0.0000% | $16000.00          | $1234.98           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA1658   | 2028-10-01      | 3.5000%  | 0.0000% | $24000.00          | $1067.33           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA2956   | 2047-04-01      | 3.0000%  | 0.0000% | $2000.00           | $457.94            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3637   | 2049-04-01      | 3.5000%  | 0.0000% | $39000.00          | $2971.42           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBH7598   | 2047-08-01      | 4.5000%  | 0.0000% | $56568.00          | $604.85            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA3747   | 2049-08-01      | 4.5000%  | 0.0000% | $1000.00           | $97.30             | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA3060   | 2032-07-01      | 3.0000%  | 0.0000% | $13000.00          | $1479.89           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ4623   | 2048-02-01      | 4.0000%  | 0.0000% | $27467.00          | $2312.32           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL995149   | 2038-10-01      | 6.5000%  | 0.0000% | $230000.00         | $2116.23           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL976394   | 2038-04-01      | 6.5000%  | 0.0000% | $11176.00          | $194.59            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4494   | 2051-12-01      | 3.0000%  | 0.0000% | $4000.00           | $2419.08           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH9288   | 2048-02-01      | 4.0000%  | 0.0000% | $5000.00           | $1430.63           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CL535347   | 2030-05-01      | 7.0000%  | 0.0000% | $500000.00         | $278.57            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CQAL7167   | 2041-01-01      | 4.0000%  | 0.0000% | $44026.00          | $3010.98           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIAL1379   | 2026-10-01      | 4.5000%  | 0.0000% | $110000.00         | $392.30            | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CL545562   | 2032-03-01      | 7.5000%  | 0.0000% | $2675199.00        | $3529.22           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8062   | 2050-05-01      | 3.0000%  | 0.0000% | $9000.00           | $2244.59           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIAL7800   | 2030-11-01      | 2.5000%  | 0.0000% | $18000.00          | $1970.62           | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CL535996   | 2031-06-01      | 7.5000%  | 0.0000% | $9635798.00        | $4334.14           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAH0057   | 2041-02-01      | 4.5000%  | 0.0000% | $34000.00          | $1321.62           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4783   | 2045-04-01      | 3.5000%  | 0.0000% | $3000.00           | $596.29            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q58905 G   | 2048-10-01      | 4.0000%  | 0.0000% | $2000.00           | $143.97            | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WC573667   | 2030-06-01      | 6.0250%  | 0.0000% | $9050012.00        | $3246.93           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8058   | 2050-04-01      | 4.0000%  | 0.0000% | $4000.00           | $697.33            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS0617   | 2043-10-01      | 4.5000%  | 0.0000% | $1000.00           | $29.97             | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQB0061   | 2050-06-01      | 2.5000%  | 0.0000% | $7581.00           | $2713.46           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CL620611   | 2032-01-01      | 7.0000%  | 0.0000% | $242395.00         | $397.08            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIAS0338   | 2028-08-01      | 2.0000%  | 0.0000% | $39669.00          | $2671.71           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD4821   | 2053-07-01      | 3.0000%  | 0.0000% | $2000.00           | $1548.73           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIAL3928   | 2026-06-01      | 5.0000%  | 0.0000% | $400000.00         | $6.74              | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBAI3571   | 2041-06-01      | 6.5650%  | 0.0000% | $100000.00         | $2840.94           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIAH8168   | 2026-04-01      | 4.5000%  | 0.0000% | $600000.00         | $2048.62           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX WS555715   | 2033-07-01      | 6.2110%  | 0.0000% | $130000.00         | $303.59            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAL5259   | 2029-05-01      | 3.5000%  | 0.0000% | $42000.00          | $2107.66           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAH7535   | 2026-03-01      | 3.5000%  | 0.0000% | $11000.00          | $36.07             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL578569   | 2031-04-01      | 5.5000%  | 0.0000% | $500000.00         | $2239.40           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CL545646   | 2026-09-01      | 7.0000%  | 0.0000% | $4500000.00        | $850.51            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ6216   | 2048-03-01      | 4.0000%  | 0.0000% | $32317.00          | $4479.12           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBK8852   | 2048-09-01      | 4.0000%  | 0.0000% | $27468.00          | $2373.89           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBC9053   | 2046-12-01      | 6.3550%  | 0.0000% | $20000.00          | $1737.49           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBN0334   | 2048-12-01      | 4.0000%  | 0.0000% | $39612.00          | $2819.63           | Agency Mortgage-Backed Securities  |
| GNPL PN DC7221         | 2060-02-15      | 5.3100%  | 0.0000% | $264542.00         | $271123.65         | Agency Mortgage-Backed Securities  |
| GNPL PN DC7235         | 2060-03-15      | 5.8200%  | 0.0000% | $279290.00         | $296918.82         | Agency Mortgage-Backed Securities  |
| GNPL PN CQ8770         | 2065-03-15      | 5.4700%  | 0.0000% | $22211.00          | $23064.99          | Agency Mortgage-Backed Securities  |
| GNPL PN DA8491         | 2059-09-15      | 5.4800%  | 0.0000% | $152353.00         | $157249.93         | Agency Mortgage-Backed Securities  |
| GNII SF DK8359 C       | 2055-06-20      | 7.5000%  | 0.0000% | $1399438.00        | $1500120.05        | Agency Mortgage-Backed Securities  |
| GNII SF DL2213 C       | 2055-08-20      | 6.0000%  | 0.0000% | $1403864.00        | $1461221.20        | Agency Mortgage-Backed Securities  |
| GNII SF DL3099 C       | 2055-08-20      | 6.5000%  | 0.0000% | $3088092.00        | $3233175.37        | Agency Mortgage-Backed Securities  |
| GNII ET DL9724 C       | 2065-07-20      | 3.5000%  | 0.0000% | $300623.00         | $269560.29         | Agency Mortgage-Backed Securities  |
| GNMI SP 783996 X       | 2044-06-15      | 5.0000%  | 0.0000% | $17706688.00       | $2553400.10        | Agency Mortgage-Backed Securities  |
| GNMI SF 738712 X       | 2026-09-15      | 3.0000%  | 0.0000% | $2000000.00        | $15890.06          | Agency Mortgage-Backed Securities  |
| GNMI SP 785753 X       | 2049-03-15      | 5.0000%  | 0.0000% | $15650608.00       | $12252208.88       | Agency Mortgage-Backed Securities  |
| GNAR AR 080115 M       | 2027-09-20      | 4.6250%  | 0.0000% | $11890721.00       | $3258.92           | Agency Mortgage-Backed Securities  |
| GNII SF MA7882 M       | 2052-02-20      | 3.0000%  | 0.0000% | $21151008.00       | $13805355.46       | Agency Mortgage-Backed Securities  |
| GNII SF 003998 M       | 2037-06-20      | 6.0000%  | 0.0000% | $618000.00         | $6925.17           | Agency Mortgage-Backed Securities  |
| GNII SF MA0319 M       | 2042-08-20      | 4.0000%  | 0.0000% | $25000.00          | $1602.46           | Agency Mortgage-Backed Securities  |
| GNAR AR 008971 M       | 2026-09-20      | 4.6250%  | 0.0000% | $1456149.00        | $111.08            | Agency Mortgage-Backed Securities  |
| GNAR AR 080011 M       | 2026-11-20      | 4.7500%  | 0.0000% | $3000000.00        | $573.84            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLAD0130   | 2039-08-01      | 6.5000%  | 0.0000% | $83598.00          | $925.97            | Agency Mortgage-Backed Securities  |
| GNII SF MB0426 M       | 2055-05-20      | 6.5000%  | 0.0000% | $100788224.00      | $103710612.32      | Agency Mortgage-Backed Securities  |
| GNII SF DM3341 C       | 2055-08-20      | 6.5000%  | 0.0000% | $7699712.00        | $8069949.23        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4655   | 2052-07-01      | 4.0000%  | 0.0000% | $5000.00           | $3809.37           | Agency Mortgage-Backed Securities  |
| GNII ET DB3333 C       | 2064-05-20      | 2.5000%  | 0.0000% | $66401.00          | $53198.81          | Agency Mortgage-Backed Securities  |
| GNII SF DM0998 C       | 2055-07-20      | 5.5000%  | 0.0000% | $29986208.00       | $30407387.62       | Agency Mortgage-Backed Securities  |
| GNII SF DK1608 C       | 2055-05-20      | 6.5000%  | 0.0000% | $3801380.00        | $3953319.44        | Agency Mortgage-Backed Securities  |
| GNII SF DM1622 C       | 2055-08-20      | 6.0000%  | 0.0000% | $1932636.00        | $2011921.75        | Agency Mortgage-Backed Securities  |
| GNII SF DM0774 C       | 2055-08-20      | 7.0000%  | 0.0000% | $3565616.00        | $3808831.82        | Agency Mortgage-Backed Securities  |
| GNII SF 005277 M       | 2027-01-20      | 3.5000%  | 0.0000% | $2900000.00        | $21989.39          | Agency Mortgage-Backed Securities  |
| GNPL PN DE6503         | 2060-04-15      | 5.3400%  | 0.0000% | $338215.00         | $347297.31         | Agency Mortgage-Backed Securities  |
| FMAR 846988 G          | 2032-02-01      | 6.5980%  | 0.0000% | $1000000.00        | $1216.09           | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G08799 G   | 2048-02-01      | 3.0000%  | 0.0000% | $1000.00           | $139.47            | Agency Mortgage-Backed Securities  |
| 02.500 FGPC G18536 G   | 2030-01-01      | 2.5000%  | 0.0000% | $31000.00          | $2206.52           | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G16447 G   | 2032-09-01      | 3.5000%  | 0.0000% | $15000.00          | $1063.77           | Agency Mortgage-Backed Securities  |
| 04.500 FGPC G08853 G   | 2048-12-01      | 4.5000%  | 0.0000% | $2000.00           | $142.79            | Agency Mortgage-Backed Securities  |
| 02.500 FGPC G14606 G   | 2027-11-01      | 2.5000%  | 0.0000% | $8000.00           | $227.32            | Agency Mortgage-Backed Securities  |
| GNII EP 788078 C       | 2065-06-20      | 5.0000%  | 0.0000% | $122588400.00      | $118580328.26      | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CL928938   | 2037-12-01      | 7.0000%  | 0.0000% | $200000.00         | $1846.61           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CI890430   | 2027-07-01      | 3.5000%  | 0.0000% | $26000.00          | $266.72            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAE4103   | 2040-09-01      | 4.5000%  | 0.0000% | $1000.00           | $46.29             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLAD0440   | 2039-10-01      | 6.0000%  | 0.0000% | $11000.00          | $202.99            | Agency Mortgage-Backed Securities  |
| GNII SF DI4714 C       | 2055-08-20      | 7.0000%  | 0.0000% | $5276152.00        | $5623156.31        | Agency Mortgage-Backed Securities  |
| GNII SF MB0023 M       | 2054-11-20      | 4.0000%  | 0.0000% | $888509.00         | $812073.32         | Agency Mortgage-Backed Securities  |
| GNII SF DK5753 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1085258.00        | $1140807.96        | Agency Mortgage-Backed Securities  |
| GNAR AR 080061 M       | 2027-04-20      | 5.6250%  | 0.0000% | $5020000.00        | $1266.05           | Agency Mortgage-Backed Securities  |
| GNAR AR 008927 M       | 2026-07-20      | 4.6250%  | 0.0000% | $8906461.00        | $1352.42           | Agency Mortgage-Backed Securities  |
| GNAR AR 080393 M       | 2030-04-20      | 5.6250%  | 0.0000% | $1916904.00        | $2329.20           | Agency Mortgage-Backed Securities  |
| GNII SF MA5296 M       | 2027-05-20      | 1.5000%  | 0.0000% | $26427.00          | $4458.96           | Agency Mortgage-Backed Securities  |
| GNAR AR 008949 M       | 2026-08-20      | 4.6250%  | 0.0000% | $25100000.00       | $3517.05           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBM6373   | 2047-04-01      | 6.5140%  | 0.0000% | $1000.00           | $160.56            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIBM3350   | 2033-01-01      | 3.5000%  | 0.0000% | $7000.00           | $1120.71           | Agency Mortgage-Backed Securities  |
| GNMI SF AD9472 X       | 2043-04-15      | 3.5000%  | 0.0000% | $36788.00          | $6191.35           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA1034   | 2027-04-01      | 3.5000%  | 0.0000% | $2000.00           | $28.96             | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM6479   | 2051-03-01      | 2.5000%  | 0.0000% | $5400.00           | $3115.96           | Agency Mortgage-Backed Securities  |
| GNII SF BV3235 C       | 2039-10-20      | 6.0000%  | 0.0000% | $1300000.00        | $523056.35         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB0046   | 2051-04-01      | 3.0000%  | 0.0000% | $6000.00           | $3734.67           | Agency Mortgage-Backed Securities  |
| GNII SF MA5985 M       | 2049-06-20      | 3.5000%  | 0.0000% | $100000000.00      | $10199564.29       | Agency Mortgage-Backed Securities  |
| GNPL PN CA0648         | 2063-05-15      | 2.8300%  | 0.0000% | $71337.00          | $61119.77          | Agency Mortgage-Backed Securities  |
| GNPL PN CK5725         | 2065-04-15      | 5.7000%  | 0.0000% | $58143.00          | $61263.37          | Agency Mortgage-Backed Securities  |
| GNII SF MB0529 M       | 2040-08-20      | 5.5000%  | 0.0000% | $698778.00         | $716930.00         | Agency Mortgage-Backed Securities  |
| GNPL PN CC7501         | 2049-03-15      | 3.1300%  | 0.0000% | $90409.00          | $76850.35          | Agency Mortgage-Backed Securities  |
| GNII SF MA5629 M       | 2031-09-20      | 7.0000%  | 0.0000% | $126722.00         | $1705.33           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA4667   | 2037-07-01      | 3.5000%  | 0.0000% | $7000.00           | $4354.64           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIBM1896   | 2031-11-01      | 2.5000%  | 0.0000% | $18000.00          | $3018.38           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBM5024   | 2048-11-01      | 3.0000%  | 0.0000% | $15000.00          | $2613.05           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4653   | 2052-07-01      | 3.0000%  | 0.0000% | $3000.00           | $2203.06           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL946222   | 2037-09-01      | 6.0000%  | 0.0000% | $661612.00         | $3121.86           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL976871   | 2036-08-01      | 6.5000%  | 0.0000% | $175000.00         | $3756.35           | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LB936591   | 2037-04-01      | 5.8150%  | 0.0000% | $250000.00         | $1204.32           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA8045   | 2050-12-01      | 2.5000%  | 0.0000% | $5000.00           | $2469.42           | Agency Mortgage-Backed Securities  |
| GNPL PN CW0764         | 2058-12-15      | 6.0300%  | 0.0000% | $88254.00          | $93928.87          | Agency Mortgage-Backed Securities  |
| GNII SF DL7989 C       | 2055-08-20      | 5.5000%  | 0.0000% | $64176.00          | $65255.17          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFM2743   | 2034-02-01      | 3.0000%  | 0.0000% | $10000.00          | $1867.80           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIFM1507   | 2028-12-01      | 4.5000%  | 0.0000% | $25000.00          | $96.28             | Agency Mortgage-Backed Securities  |
| GNPL PN CP1090         | 2058-06-15      | 5.0000%  | 0.0000% | $44423.00          | $44219.57          | Agency Mortgage-Backed Securities  |
| GNII SF MA8043 M       | 2052-05-20      | 3.0000%  | 0.0000% | $25842688.00       | $17697288.75       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM5127   | 2050-09-01      | 3.5000%  | 0.0000% | $5000.00           | $1174.90           | Agency Mortgage-Backed Securities  |
| GNII SF MA7235 M       | 2032-09-20      | 6.5000%  | 0.0000% | $87599.00          | $3056.02           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIFM8087   | 2035-03-01      | 3.5000%  | 0.0000% | $1000.00           | $397.97            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIFM2875   | 2027-03-01      | 5.0000%  | 0.0000% | $160000.00         | $66.04             | Agency Mortgage-Backed Securities  |
| GNCL CL CP8489         | 2065-06-15      | 5.0600%  | 0.0000% | $138729.00         | $143792.82         | Agency Mortgage-Backed Securities  |
| GNII SF MA5334 M       | 2048-07-20      | 6.0000%  | 0.0000% | $35000.00          | $4641.38           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA3503   | 2049-05-01      | 4.0000%  | 0.0000% | $17000.00          | $1671.53           | Agency Mortgage-Backed Securities  |
| GNII SF MA8098 M       | 2052-06-20      | 3.0000%  | 0.0000% | $1000.00           | $684.52            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTBM5440   | 2038-11-01      | 4.5000%  | 0.0000% | $21000.00          | $3658.91           | Agency Mortgage-Backed Securities  |
| GNII SF MA6867 M       | 2050-09-20      | 3.5000%  | 0.0000% | $7695208.00        | $2238597.97        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5135   | 2053-09-01      | 4.0000%  | 0.0000% | $2000.00           | $1676.13           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIBM3552   | 2030-08-01      | 2.5000%  | 0.0000% | $20000.00          | $2051.76           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIBM3257   | 2032-11-01      | 3.5000%  | 0.0000% | $11000.00          | $2774.48           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3775   | 2049-09-01      | 3.5000%  | 0.0000% | $16000.00          | $1844.10           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIBM4075   | 2032-03-01      | 3.5000%  | 0.0000% | $15000.00          | $303.78            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4195   | 2050-10-01      | 4.5000%  | 0.0000% | $9000.00           | $2304.64           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4096   | 2050-08-01      | 2.5000%  | 0.0000% | $7000.00           | $2624.26           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM1066   | 2047-02-01      | 4.0000%  | 0.0000% | $2000.00           | $261.27            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4026   | 2050-05-01      | 4.0000%  | 0.0000% | $8000.00           | $1586.00           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4598   | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $692.68            | Agency Mortgage-Backed Securities  |
| GNII SF MA5799 M       | 2031-08-20      | 7.5000%  | 0.0000% | $31209.00          | $1904.39           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4183   | 2050-11-01      | 2.5000%  | 0.0000% | $11000.00          | $4807.13           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIAL5762   | 2028-11-01      | 4.0000%  | 0.0000% | $19000.00          | $87.15             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAH4407   | 2026-01-01      | 3.5000%  | 0.0000% | $9000.00           | $15.79             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIAL2689   | 2027-02-01      | 4.0000%  | 0.0000% | $8000.00           | $18.88             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLAL0045   | 2032-02-01      | 6.0000%  | 0.0000% | $150000.00         | $4698.29           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIAH9021   | 2026-03-01      | 4.0000%  | 0.0000% | $1245000.00        | $1372.73           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIAL0720   | 2026-07-01      | 4.5000%  | 0.0000% | $655000.00         | $3655.69           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 K2596676   | 2031-08-01      | 6.5000%  | 0.0000% | $309000.00         | $465.91            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CTAL8223   | 2029-02-01      | 6.5000%  | 0.0000% | $1423500.00        | $62207.20          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAH5801   | 2026-02-01      | 3.5000%  | 0.0000% | $59000.00          | $102.27            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAL8046   | 2028-01-01      | 3.5000%  | 0.0000% | $440000.00         | $3369.10           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAL8841   | 2031-07-01      | 3.5000%  | 0.0000% | $10475.00          | $102.60            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQC0717   | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $552.01            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAI1888   | 2041-05-01      | 4.5000%  | 0.0000% | $1000.00           | $36.24             | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIAL3174   | 2028-02-01      | 2.5000%  | 0.0000% | $30000.00          | $1034.96           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM7592   | 2050-03-01      | 3.5000%  | 0.0000% | $7000.00           | $2415.97           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA4583   | 2037-04-01      | 2.5000%  | 0.0000% | $3000.00           | $1883.32           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CNMA3097   | 2027-08-01      | 3.5000%  | 0.0000% | $13000.00          | $546.75            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIBM1423   | 2032-05-01      | 2.5000%  | 0.0000% | $3000.00           | $521.76            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3939   | 2050-02-01      | 3.5000%  | 0.0000% | $7000.00           | $973.70            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIDE2867   | 2040-06-01      | 5.0000%  | 0.0000% | $1596952.00        | $1600694.29        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAP0262   | 2027-08-01      | 3.5000%  | 0.0000% | $70000.00          | $537.62            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIAI1915   | 2026-04-01      | 4.0000%  | 0.0000% | $937815.00         | $2688.27           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIAH6960   | 2026-02-01      | 4.0000%  | 0.0000% | $400000.00         | $668.59            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CTAL1318   | 2027-10-01      | 6.0000%  | 0.0000% | $200000.00         | $1015.48           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS1626   | 2044-02-01      | 4.5000%  | 0.0000% | $31000.00          | $2006.39           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIAL6841   | 2029-02-01      | 4.0000%  | 0.0000% | $12000.00          | $34.28             | Agency Mortgage-Backed Securities  |
| GNII SF MA6314 M       | 2032-07-20      | 5.0000%  | 0.0000% | $26034.00          | $4117.44           | Agency Mortgage-Backed Securities  |
| GNII SF MA4837 M       | 2047-11-20      | 3.5000%  | 0.0000% | $9000.00           | $1141.11           | Agency Mortgage-Backed Securities  |
| GNII SF MA3520 M       | 2046-03-20      | 3.0000%  | 0.0000% | $7060000.00        | $753465.58         | Agency Mortgage-Backed Securities  |
| GNII SF CB4516 C       | 2051-02-20      | 3.0000%  | 0.0000% | $76752.00          | $50403.70          | Agency Mortgage-Backed Securities  |
| GNII SF MA9828 M       | 2039-10-20      | 7.5000%  | 0.0000% | $258325.00         | $58368.49          | Agency Mortgage-Backed Securities  |
| GNII SF BS8546 C       | 2050-12-20      | 2.5000%  | 0.0000% | $100000.00         | $52546.05          | Agency Mortgage-Backed Securities  |
| GNII SF 004954 M       | 2026-02-20      | 3.0000%  | 0.0000% | $1033321.00        | $1657.54           | Agency Mortgage-Backed Securities  |
| GNII SF MA2072 M       | 2044-07-20      | 3.0000%  | 0.0000% | $40000.00          | $3811.65           | Agency Mortgage-Backed Securities  |
| GNII SF MA2752 M       | 2045-04-20      | 2.5000%  | 0.0000% | $1000.00           | $162.67            | Agency Mortgage-Backed Securities  |
| GNII SF MA0023 M       | 2042-04-20      | 4.0000%  | 0.0000% | $43681.00          | $2355.56           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL545993   | 2032-11-01      | 6.0000%  | 0.0000% | $191761.00         | $441.80            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8222   | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $752.67            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA2938   | 2047-03-01      | 4.5000%  | 0.0000% | $3000.00           | $328.59            | Agency Mortgage-Backed Securities  |
| GNCL CL CN0552         | 2065-06-15      | 6.2600%  | 0.0000% | $217324.00         | $223242.14         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIAS1382   | 2028-07-01      | 2.0000%  | 0.0000% | $47321.00          | $2223.42           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAL8001   | 2031-02-01      | 3.5000%  | 0.0000% | $1000.00           | $103.23            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3841   | 2052-06-01      | 3.5000%  | 0.0000% | $4000.00           | $2912.65           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CL625666   | 2032-01-01      | 7.0000%  | 0.0000% | $1885000.00        | $4945.02           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIAH5616   | 2026-02-01      | 3.5000%  | 0.0000% | $20000.00          | $37.84             | Agency Mortgage-Backed Securities  |
| GNII SF DE0337 C       | 2054-08-20      | 7.0000%  | 0.0000% | $1344988.00        | $1455472.94        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZJ3586   | 2029-05-01      | 6.5000%  | 0.0000% | $109000.00         | $18.60             | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLZS0486   | 2030-03-01      | 7.5000%  | 0.0000% | $10966265.00       | $1891.65           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIZS7452   | 2031-01-01      | 3.5000%  | 0.0000% | $3000.00           | $260.04            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZI7890   | 2037-08-01      | 6.5000%  | 0.0000% | $54859.00          | $344.75            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIZS8701   | 2033-06-01      | 3.5000%  | 0.0000% | $12000.00          | $1132.83           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8045   | 2050-02-01      | 3.5000%  | 0.0000% | $9000.00           | $1304.81           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CIZS6807   | 2028-10-01      | 4.5000%  | 0.0000% | $440000.00         | $2329.20           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6429   | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $945.35            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZS4579   | 2044-08-01      | 4.0000%  | 0.0000% | $14000.00          | $987.80            | Agency Mortgage-Backed Securities  |
| FMAR 781530 G          | 2034-05-01      | 6.4660%  | 0.0000% | $100000.00         | $557.48            | Agency Mortgage-Backed Securities  |
| FMAR 780163 G          | 2033-01-01      | 6.4730%  | 0.0000% | $1000000.00        | $2203.74           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS4706   | 2047-03-01      | 3.0000%  | 0.0000% | $20000.00          | $4241.70           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CTRB5333   | 2045-02-01      | 5.0000%  | 0.0000% | $2965.00           | $2791.87           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CIQO0804   | 2037-09-01      | 5.5000%  | 0.0000% | $2022.00           | $1541.68           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIZT1345   | 2033-11-01      | 3.5000%  | 0.0000% | $43000.00          | $4009.07           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CTZS8795   | 2026-02-01      | 5.0000%  | 0.0000% | $675000.00         | $150.18            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CISB0921   | 2038-07-01      | 3.5000%  | 0.0000% | $5000.00           | $3661.65           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS3000   | 2040-03-01      | 5.5000%  | 0.0000% | $10000.00          | $138.74            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZS4639   | 2045-11-01      | 4.0000%  | 0.0000% | $1000.00           | $97.36             | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CTRB5072   | 2040-09-01      | 2.5000%  | 0.0000% | $1247.00           | $493.47            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLZS4228   | 2036-02-01      | 6.5000%  | 0.0000% | $50000.00          | $569.80            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZS4627   | 2045-08-01      | 4.0000%  | 0.0000% | $20000.00          | $1760.65           | Agency Mortgage-Backed Securities  |
| FMAR 783022 G          | 2035-02-01      | 6.5000%  | 0.0000% | $220000.00         | $1756.61           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZS4652   | 2046-02-01      | 4.0000%  | 0.0000% | $1000.00           | $96.94             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4599   | 2045-01-01      | 3.5000%  | 0.0000% | $14000.00          | $1213.46           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZT1594   | 2049-01-01      | 4.0000%  | 0.0000% | $2000.00           | $130.32            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8086   | 2050-08-01      | 4.0000%  | 0.0000% | $13000.00          | $2663.79           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZT1595   | 2049-01-01      | 4.5000%  | 0.0000% | $15000.00          | $919.73            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8024   | 2049-11-01      | 3.0000%  | 0.0000% | $26000.00          | $4178.88           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8224   | 2052-07-01      | 2.5000%  | 0.0000% | $7000.00           | $4945.74           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CIZT1872   | 2034-04-01      | 3.5000%  | 0.0000% | $21000.00          | $1763.97           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8379   | 2053-10-01      | 4.0000%  | 0.0000% | $1000.00           | $839.87            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZI7706   | 2033-05-01      | 5.5000%  | 0.0000% | $126624.00         | $2006.38           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZT1953   | 2049-05-01      | 4.5000%  | 0.0000% | $16000.00          | $1554.90           | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08792 G   | 2047-12-01      | 3.5000%  | 0.0000% | $29000.00          | $3781.87           | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G18730 G   | 2034-04-01      | 3.5000%  | 0.0000% | $2000.00           | $168.17            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G18696 G   | 2033-07-01      | 3.5000%  | 0.0000% | $18000.00          | $1581.52           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G08542 G   | 2043-08-01      | 4.0000%  | 0.0000% | $26000.00          | $1758.75           | Agency Mortgage-Backed Securities  |
| FMAR 1B7789 G          | 2040-11-01      | 6.7530%  | 0.0000% | $125000.00         | $603.11            | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G18632 G   | 2032-02-01      | 3.0000%  | 0.0000% | $12000.00          | $1446.28           | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08761 G   | 2047-05-01      | 3.5000%  | 0.0000% | $7000.00           | $732.41            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC T49005 G   | 2028-12-01      | 3.5000%  | 0.0000% | $10000.00          | $259.05            | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G08886 G   | 2049-05-01      | 3.0000%  | 0.0000% | $1000.00           | $92.69             | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G08847 G   | 2048-11-01      | 4.0000%  | 0.0000% | $2000.00           | $144.87            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G08775 G   | 2047-08-01      | 4.0000%  | 0.0000% | $1000.00           | $112.69            | Agency Mortgage-Backed Securities  |
| 02.500 FGPC G18622 G   | 2031-12-01      | 2.5000%  | 0.0000% | $8000.00           | $1245.05           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G08669 G   | 2045-09-01      | 4.0000%  | 0.0000% | $1000.00           | $82.94             | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G08737 G   | 2046-12-01      | 3.0000%  | 0.0000% | $20000.00          | $3600.83           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G08610 G   | 2044-10-01      | 4.0000%  | 0.0000% | $17000.00          | $1246.98           | Agency Mortgage-Backed Securities  |
| 04.000 FGPC G08762 G   | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $104.90            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G18509 G   | 2029-04-01      | 3.5000%  | 0.0000% | $16000.00          | $730.93            | Agency Mortgage-Backed Securities  |

### Security 312: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.340000%
- **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: ARP1AL3Q4, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1AL3Q4
- **C.18 - Value (incl. sponsor support):** $1806000000.00
- **C.18.a - Value (excl. sponsor support):** $1806000000.00
- **C.19 - Percentage of Net Assets:** 2.1700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| 06.000 FGPC G08016 G | 2034-10-01      | 6.0000%  | 0.0000% | $58355904.00       | $778403.32         | Agency Mortgage-Backed Securities |
| 02.000 FGPC G15337 G | 2028-08-01      | 2.0000%  | 0.0000% | $1000000.00        | $74157.81          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB0880 | 2037-05-01      | 3.0000%  | 0.0000% | $75882.00          | $48424.11          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD4635 | 2052-06-01      | 3.0000%  | 0.0000% | $30763328.00       | $24577467.23       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA6614 | 2052-01-02      | 2.5000%  | 0.0000% | $16501632.00       | $11159583.19       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD6584 | 2052-09-01      | 3.5000%  | 0.0000% | $12898736.00       | $11202533.42       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CISB8375 | 2040-02-01      | 6.5000%  | 0.0000% | $4330640.00        | $3576071.72        | Agency Mortgage-Backed Securities |
| 02.500 FGPC J32209 G | 2030-07-01      | 2.5000%  | 0.0000% | $148178.00         | $12641.71          | Agency Mortgage-Backed Securities |
| 02.000 FGPC G18630 G | 2032-02-01      | 2.0000%  | 0.0000% | $45788.00          | $8523.27           | Agency Mortgage-Backed Securities |
| GNII SF CU1320 C     | 2055-05-20      | 5.0000%  | 0.0000% | $1200516.00        | $1193022.53        | Agency Mortgage-Backed Securities |
| GNII SF MB0527 M     | 2040-08-20      | 4.5000%  | 0.0000% | $897675.00         | $897526.88         | Agency Mortgage-Backed Securities |
| GNII SF DM3844 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1078468.00        | $1128353.14        | Agency Mortgage-Backed Securities |
| GNII SF MB0363 M     | 2055-05-20      | 4.0000%  | 0.0000% | $174828032.00      | $162786790.56      | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HLAN0448 | 2046-01-01      | 3.8800%  | 0.0000% | $10947000.00       | $8332869.64        | Agency Mortgage-Backed Securities |
| 06.500 FGPC G07136 G | 2038-08-01      | 6.5000%  | 0.0000% | $11596272.00       | $489081.24         | Agency Mortgage-Backed Securities |
| GNII SF MA8041 M     | 2052-05-20      | 2.0000%  | 0.0000% | $565946.00         | $364845.69         | Agency Mortgage-Backed Securities |
| GNII SF DL6440 C     | 2055-08-20      | 6.5000%  | 0.0000% | $3969816.00        | $4156324.13        | Agency Mortgage-Backed Securities |
| GNII JM MA3864 M     | 2046-08-20      | 3.0000%  | 0.0000% | $20000000.00       | $1088562.73        | Agency Mortgage-Backed Securities |
| GNII SF DM3849 C     | 2055-08-20      | 7.0000%  | 0.0000% | $991148.00         | $1048160.26        | Agency Mortgage-Backed Securities |
| GNII SF DL8788 C     | 2055-08-20      | 7.0000%  | 0.0000% | $3096056.00        | $3315747.32        | Agency Mortgage-Backed Securities |
| GNII SF DL7867 C     | 2055-08-20      | 6.0000%  | 0.0000% | $15066992.00       | $15544550.36       | Agency Mortgage-Backed Securities |
| GNII JM MA7304 M     | 2051-04-20      | 2.5000%  | 0.0000% | $115000.00         | $57134.29          | Agency Mortgage-Backed Securities |
| GNII ET DM3147 C     | 2065-08-20      | 7.0000%  | 0.0000% | $1191320.00        | $1230030.09        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WSBM6370 | 2042-07-01      | 6.6460%  | 0.0000% | $1680000.00        | $502136.87         | Agency Mortgage-Backed Securities |
| GNII SF MA7766 M     | 2051-12-20      | 2.0000%  | 0.0000% | $61507584.00       | $37714262.41       | Agency Mortgage-Backed Securities |
| GNII SF MA7533 M     | 2051-08-20      | 2.0000%  | 0.0000% | $2226452.00        | $1270010.18        | Agency Mortgage-Backed Securities |
| GNII SF MA8797 M     | 2053-04-20      | 3.5000%  | 0.0000% | $85000.00          | $62665.54          | Agency Mortgage-Backed Securities |
| GNII SF MA7024 M     | 2035-12-20      | 2.5000%  | 0.0000% | $300000.00         | $106533.93         | Agency Mortgage-Backed Securities |
| GNII SF MA9173 M     | 2053-09-20      | 6.5000%  | 0.0000% | $1750382.00        | $930758.26         | Agency Mortgage-Backed Securities |
| GNII SF BV8725 C     | 2050-08-20      | 3.0000%  | 0.0000% | $593269.00         | $368275.30         | Agency Mortgage-Backed Securities |
| GNII RG CK3120 C     | 2029-06-20      | 3.0000%  | 0.0000% | $1015446.00        | $138582.38         | Agency Mortgage-Backed Securities |
| GNII ET DF5680 C     | 2054-04-20      | 2.0000%  | 0.0000% | $195499.00         | $149845.99         | Agency Mortgage-Backed Securities |
| GNII SF MA9995 M     | 2033-01-20      | 3.0000%  | 0.0000% | $81079.00          | $69704.49          | Agency Mortgage-Backed Securities |
| GNII SF DJ1986 C     | 2055-05-20      | 5.0000%  | 0.0000% | $1523344.00        | $1508454.71        | Agency Mortgage-Backed Securities |
| GNII SF DJ1828 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1337704.00        | $1399641.00        | Agency Mortgage-Backed Securities |
| GNII SF DF9098 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1564464.00        | $1631967.29        | Agency Mortgage-Backed Securities |
| GNMI SF BD3187 X     | 2047-10-15      | 4.0000%  | 0.0000% | $93000.00          | $30544.84          | Agency Mortgage-Backed Securities |
| GNII SF MA3802 M     | 2046-07-20      | 3.0000%  | 0.0000% | $10151888.00       | $1218396.94        | Agency Mortgage-Backed Securities |
| GNII SF MA5175 M     | 2030-10-20      | 8.0000%  | 0.0000% | $78287.00          | $6289.89           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ2100 | 2055-09-01      | 5.5000%  | 0.0000% | $66124672.00       | $66860162.05       | Agency Mortgage-Backed Securities |
| GNII SP 785578 M     | 2046-01-20      | 3.5000%  | 0.0000% | $975000.00         | $462586.81         | Agency Mortgage-Backed Securities |
| GNII EP 787847 C     | 2065-02-20      | 7.0000%  | 0.0000% | $26153760.00       | $22644056.05       | Agency Mortgage-Backed Securities |
| GNII ET DK8104 C     | 2065-08-20      | 3.5000%  | 0.0000% | $352895.00         | $316432.20         | Agency Mortgage-Backed Securities |
| GNII SF DK7315 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1031822.00        | $1094706.18        | Agency Mortgage-Backed Securities |
| GNII SF DI1631 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2711096.00        | $2832605.98        | Agency Mortgage-Backed Securities |
| GNII SF DL6650 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1315032.00        | $1379232.59        | Agency Mortgage-Backed Securities |
| GNII SF MB0487 M     | 2055-07-20      | 6.5000%  | 0.0000% | $312445.00         | $322467.04         | Agency Mortgage-Backed Securities |
| GNII SF DL7157 C     | 2055-08-20      | 5.0000%  | 0.0000% | $1264758.00        | $1250853.11        | Agency Mortgage-Backed Securities |
| GNMI SF 651901 X     | 2036-04-15      | 5.5000%  | 0.0000% | $367219.00         | $13671.16          | Agency Mortgage-Backed Securities |
| GNII SF DL6442 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2010668.00        | $2119912.73        | Agency Mortgage-Backed Securities |
| GNII SF DM0767 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1280200.00        | $1352113.39        | Agency Mortgage-Backed Securities |
| GNII SF CQ8289 C     | 2052-10-20      | 4.0000%  | 0.0000% | $1015090.00        | $708899.18         | Agency Mortgage-Backed Securities |
| GNII SF DJ8017 C     | 2055-07-20      | 6.0000%  | 0.0000% | $1304982.00        | $1360358.48        | Agency Mortgage-Backed Securities |
| GNII SF DJ9135 C     | 2055-05-20      | 7.0000%  | 0.0000% | $2169568.00        | $2282817.69        | Agency Mortgage-Backed Securities |
| GNII SF DM4540 C     | 2055-07-20      | 6.0000%  | 0.0000% | $1279244.00        | $1331811.55        | Agency Mortgage-Backed Securities |
| GNII SF DM3273 C     | 2055-08-20      | 5.0000%  | 0.0000% | $10962464.00       | $10900206.95       | Agency Mortgage-Backed Securities |
| GNII SF DM1930 C     | 2055-08-20      | 5.5000%  | 0.0000% | $4905240.00        | $4987068.12        | Agency Mortgage-Backed Securities |
| GNII SF DK5583 C     | 2055-06-20      | 7.0000%  | 0.0000% | $2659932.00        | $2785047.79        | Agency Mortgage-Backed Securities |
| GNII SF DK2768 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1364096.00        | $1424798.66        | Agency Mortgage-Backed Securities |
| GNII SF CC9829 C     | 2051-06-20      | 3.0000%  | 0.0000% | $196650.00         | $136588.96         | Agency Mortgage-Backed Securities |
| GNII SF DD4247 C     | 2054-10-20      | 7.0000%  | 0.0000% | $1196138.00        | $1244608.89        | Agency Mortgage-Backed Securities |
| GNII SF DE4196 C     | 2054-09-20      | 6.0000%  | 0.0000% | $1349178.00        | $1381802.34        | Agency Mortgage-Backed Securities |
| GNII SF DA5788 C     | 2054-01-20      | 8.0000%  | 0.0000% | $1175404.00        | $1255408.41        | Agency Mortgage-Backed Securities |
| GNMI SP 780813 X     | 2028-06-15      | 6.5000%  | 0.0000% | $49346810.00       | $51540.71          | Agency Mortgage-Backed Securities |
| GNII SF CX4165 C     | 2054-02-20      | 8.0000%  | 0.0000% | $1235262.00        | $1305642.77        | Agency Mortgage-Backed Securities |
| GNII JP 785008 C     | 2030-07-20      | 2.5000%  | 0.0000% | $40000.00          | $7952.87           | Agency Mortgage-Backed Securities |
| GNII SF DL6450 C     | 2055-08-20      | 5.5000%  | 0.0000% | $3973680.00        | $4039892.55        | Agency Mortgage-Backed Securities |
| GNII SF MA7988 M     | 2052-04-20      | 3.0000%  | 0.0000% | $370442240.00      | $249999506.00      | Agency Mortgage-Backed Securities |
| GNII JM MA7303 M     | 2051-04-20      | 2.0000%  | 0.0000% | $900000.00         | $501095.58         | Agency Mortgage-Backed Securities |
| GNII SF MA2961 M     | 2045-07-20      | 3.5000%  | 0.0000% | $292009.00         | $26040.04          | Agency Mortgage-Backed Securities |
| GNII SF MA3282 M     | 2030-12-20      | 2.5000%  | 0.0000% | $732272.00         | $62697.49          | Agency Mortgage-Backed Securities |
| GNII SF BE9379 C     | 2048-01-20      | 3.5000%  | 0.0000% | $2530852.00        | $261440.75         | Agency Mortgage-Backed Securities |
| GNII SF MA8395 M     | 2037-11-20      | 3.5000%  | 0.0000% | $109066.00         | $71921.97          | Agency Mortgage-Backed Securities |
| GNMI SF 752201 X     | 2046-05-15      | 2.5000%  | 0.0000% | $2186840.00        | $1206616.81        | Agency Mortgage-Backed Securities |
| GNII SF DL3108 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2159832.00        | $2252038.59        | Agency Mortgage-Backed Securities |
| GNII SF DL6913 C     | 2055-08-20      | 6.5000%  | 0.0000% | $3739264.00        | $3898906.48        | Agency Mortgage-Backed Securities |
| GNII SF DL5880 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1741412.00        | $1841051.14        | Agency Mortgage-Backed Securities |
| GNII SF DL2751 C     | 2055-07-20      | 5.5000%  | 0.0000% | $4733416.00        | $4821342.99        | Agency Mortgage-Backed Securities |
| GNII ET DK8105 C     | 2065-08-20      | 4.0000%  | 0.0000% | $654905.00         | $604438.75         | Agency Mortgage-Backed Securities |
| GNII SF DA5789 C     | 2054-01-20      | 8.0000%  | 0.0000% | $1110214.00        | $1185028.16        | Agency Mortgage-Backed Securities |
| GNII SF DE5115 C     | 2054-09-20      | 7.0000%  | 0.0000% | $1015094.00        | $1055378.29        | Agency Mortgage-Backed Securities |
| GNII SF DB6368 C     | 2054-09-20      | 6.0000%  | 0.0000% | $11019552.00       | $11366897.10       | Agency Mortgage-Backed Securities |
| GNII SF DD9904 C     | 2054-09-20      | 7.0000%  | 0.0000% | $1017336.00        | $870861.89         | Agency Mortgage-Backed Securities |
| GNII SF CV0624 C     | 2053-09-20      | 7.0000%  | 0.0000% | $1079666.00        | $1117110.99        | Agency Mortgage-Backed Securities |
| GNII SF CW8158 C     | 2053-12-20      | 7.0000%  | 0.0000% | $1146368.00        | $523175.42         | Agency Mortgage-Backed Securities |
| GNII SF CR2375 C     | 2053-02-20      | 6.0000%  | 0.0000% | $117392.00         | $122739.42         | Agency Mortgage-Backed Securities |
| GNMI SF AP9661 X     | 2047-05-15      | 5.0000%  | 0.0000% | $1740642.00        | $76117.65          | Agency Mortgage-Backed Securities |
| GNII ET DA6969 C     | 2063-12-20      | 7.5000%  | 0.0000% | $551083.00         | $37392.99          | Agency Mortgage-Backed Securities |
| GNII SF MA4962 M     | 2048-01-20      | 3.5000%  | 0.0000% | $927000.00         | $110611.46         | Agency Mortgage-Backed Securities |
| GNII SF MA6413 M     | 2050-01-20      | 5.0000%  | 0.0000% | $900000.00         | $131524.89         | Agency Mortgage-Backed Securities |
| GNII SF DL5860 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1119436.00        | $1185059.08        | Agency Mortgage-Backed Securities |
| GNII SF DK6562 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1296344.00        | $1377018.78        | Agency Mortgage-Backed Securities |
| GNII SF MA1231 M     | 2038-05-20      | 7.0000%  | 0.0000% | $421761.00         | $33785.21          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4554 | 2052-09-01      | 4.5000%  | 0.0000% | $28436480.00       | $22235784.02       | Agency Mortgage-Backed Securities |
| GNII JM MA6700 M     | 2050-06-20      | 3.0000%  | 0.0000% | $1500000.00        | $236269.48         | Agency Mortgage-Backed Securities |
| GNII SF DL6651 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1883546.00        | $1970887.08        | Agency Mortgage-Backed Securities |
| GNII SF DL6657 C     | 2055-08-20      | 5.5000%  | 0.0000% | $2667848.00        | $2721412.46        | Agency Mortgage-Backed Securities |
| GNII SF DK8317 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1488538.00        | $1567925.61        | Agency Mortgage-Backed Securities |
| GNII SF DL4739 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1370952.00        | $1433386.11        | Agency Mortgage-Backed Securities |
| GNMI SF AD3523 X     | 2043-05-15      | 3.5000%  | 0.0000% | $73268.00          | $8429.03           | Agency Mortgage-Backed Securities |
| GNII SF MA2934 M     | 2028-07-20      | 2.5000%  | 0.0000% | $800003.00         | $52183.61          | Agency Mortgage-Backed Securities |
| GNII SF MA3777 M     | 2031-07-20      | 2.5000%  | 0.0000% | $950000.00         | $91477.81          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIRR0018 | 2040-08-01      | 5.5000%  | 0.0000% | $22140.00          | $22353.34          | Agency Mortgage-Backed Securities |
| GNII SF CC9795 C     | 2051-04-20      | 3.0000%  | 0.0000% | $134977.00         | $96354.34          | Agency Mortgage-Backed Securities |
| GNII SF MA5369 M     | 2033-08-20      | 4.5000%  | 0.0000% | $1432328.00        | $204253.11         | Agency Mortgage-Backed Securities |
| GNII SF DK5107 C     | 2055-06-20      | 5.0000%  | 0.0000% | $3406348.00        | $3388758.10        | Agency Mortgage-Backed Securities |
| GNII ET DK7192 C     | 2065-05-20      | 6.0000%  | 0.0000% | $533003.00         | $540752.18         | Agency Mortgage-Backed Securities |
| GNII SF DJ9938 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1268656.00        | $1321764.18        | Agency Mortgage-Backed Securities |
| GNII ET DK8106 C     | 2065-07-20      | 5.0000%  | 0.0000% | $242217.00         | $239347.19         | Agency Mortgage-Backed Securities |
| GNII SF DJ2954 C     | 2055-06-20      | 5.5000%  | 0.0000% | $3391852.00        | $3455682.51        | Agency Mortgage-Backed Securities |
| GNII SF DJ3159 C     | 2055-08-20      | 6.0000%  | 0.0000% | $12892432.00       | $13301053.34       | Agency Mortgage-Backed Securities |
| GNII SF DK5860 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1257046.00        | $1328888.62        | Agency Mortgage-Backed Securities |
| GNII ET DJ2206 C     | 2065-06-20      | 5.5000%  | 0.0000% | $18015584.00       | $18031028.75       | Agency Mortgage-Backed Securities |
| GNII SF DJ3162 C     | 2055-08-20      | 6.0000%  | 0.0000% | $40430912.00       | $41898500.21       | Agency Mortgage-Backed Securities |
| GNII SF DG1169 C     | 2054-12-20      | 7.0000%  | 0.0000% | $1354564.00        | $1411567.04        | Agency Mortgage-Backed Securities |
| GNII SF DK9534 C     | 2055-07-20      | 5.5000%  | 0.0000% | $53831.00          | $54744.04          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CIQO2479 | 2039-08-01      | 6.5000%  | 0.0000% | $1179704.00        | $1060347.22        | Agency Mortgage-Backed Securities |
| 04.000 FGPC U64346 G | 2044-11-01      | 4.0000%  | 0.0000% | $1177030.00        | $84087.58          | Agency Mortgage-Backed Securities |
| GNII SF DK3212 C     | 2055-08-20      | 6.0000%  | 0.0000% | $1092330.00        | $1138280.68        | Agency Mortgage-Backed Securities |
| GNII SF DK5817 C     | 2055-08-20      | 5.5000%  | 0.0000% | $2242440.00        | $2277385.69        | Agency Mortgage-Backed Securities |
| GNII SF DK6036 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1049334.00        | $1097986.95        | Agency Mortgage-Backed Securities |
| GNII SF DK6038 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1410652.00        | $1476057.66        | Agency Mortgage-Backed Securities |
| GNII JM MA7184 M     | 2051-02-20      | 2.0000%  | 0.0000% | $1000000.00        | $547108.00         | Agency Mortgage-Backed Securities |
| GNII SF MA9309 M     | 2053-11-20      | 7.5000%  | 0.0000% | $5377456.00        | $1786216.63        | Agency Mortgage-Backed Securities |
| GNII SF DL6451 C     | 2055-08-20      | 5.5000%  | 0.0000% | $5521464.00        | $5621969.98        | Agency Mortgage-Backed Securities |
| GNII ET DM0478 C     | 2065-07-20      | 5.5000%  | 0.0000% | $629212.00         | $630394.78         | Agency Mortgage-Backed Securities |
| GNII SF DK0421 C     | 2055-06-20      | 5.5000%  | 0.0000% | $2086560.00        | $2133372.71        | Agency Mortgage-Backed Securities |
| GNII SF DK0291 C     | 2055-05-20      | 6.5000%  | 0.0000% | $2507140.00        | $2612675.46        | Agency Mortgage-Backed Securities |
| GNII ET DL4692 C     | 2065-07-20      | 5.5000%  | 0.0000% | $467485.00         | $468363.77         | Agency Mortgage-Backed Securities |
| 05.000 FGPC P50483 G | 2035-05-01      | 5.0000%  | 0.0000% | $2600000.00        | $30151.85          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBU7233 | 2052-01-01      | 2.0000%  | 0.0000% | $452864.00         | $317235.88         | Agency Mortgage-Backed Securities |
| FEPC 06.500 3PQU8207 | 2054-09-01      | 6.5000%  | 0.0000% | $3594492.00        | $3674920.46        | Agency Mortgage-Backed Securities |
| 02.500 FGPC U41510 G | 2030-08-01      | 2.5000%  | 0.0000% | $1269118.00        | $121919.05         | Agency Mortgage-Backed Securities |
| GNMI SF CO6356 X     | 2052-07-15      | 5.0000%  | 0.0000% | $25242.00          | $18516.68          | Agency Mortgage-Backed Securities |
| GNII SF MA8022 M     | 2037-04-20      | 5.0000%  | 0.0000% | $385512.00         | $231619.37         | Agency Mortgage-Backed Securities |
| GNII SF MA7455 M     | 2031-12-20      | 6.5000%  | 0.0000% | $43047.00          | $17168.36          | Agency Mortgage-Backed Securities |
| GNII SF MA7589 M     | 2051-09-20      | 2.5000%  | 0.0000% | $6311936.00        | $3756974.00        | Agency Mortgage-Backed Securities |
| GNII SF MA9423 M     | 2054-01-20      | 5.5000%  | 0.0000% | $101100000.00      | $84874924.83       | Agency Mortgage-Backed Securities |
| GNII SF AX3459 C     | 2046-11-20      | 3.5000%  | 0.0000% | $10000000.00       | $1897894.66        | Agency Mortgage-Backed Securities |
| GNMI SF AS4933 X     | 2046-05-15      | 4.5000%  | 0.0000% | $168000.00         | $32791.23          | Agency Mortgage-Backed Securities |
| GNII SF 003297 M     | 2032-10-20      | 6.5000%  | 0.0000% | $3570340.00        | $10431.25          | Agency Mortgage-Backed Securities |
| GNII SP 786662 C     | 2053-03-20      | 5.0000%  | 0.0000% | $3000000.00        | $2315360.38        | Agency Mortgage-Backed Securities |
| GNII SP 786474 C     | 2053-01-20      | 5.0000%  | 0.0000% | $800000.00         | $620764.73         | Agency Mortgage-Backed Securities |
| GNII SF DK9282 C     | 2055-07-20      | 5.5000%  | 0.0000% | $317153.00         | $321539.45         | Agency Mortgage-Backed Securities |
| GNII SF DJ3163 C     | 2055-08-20      | 5.0000%  | 0.0000% | $1806266.00        | $1806025.57        | Agency Mortgage-Backed Securities |
| GNII SF DJ4812 C     | 2055-04-20      | 5.0000%  | 0.0000% | $1306222.00        | $1294375.37        | Agency Mortgage-Backed Securities |
| GNII SF DJ5305 C     | 2055-06-20      | 6.0000%  | 0.0000% | $1349626.00        | $1407104.77        | Agency Mortgage-Backed Securities |
| GNII SF DL6659 C     | 2055-08-20      | 5.5000%  | 0.0000% | $2309368.00        | $2353033.02        | Agency Mortgage-Backed Securities |
| GNII SF DL8993 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1416290.00        | $1476756.46        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY1765 | 2055-04-01      | 5.5000%  | 0.0000% | $19520992.00       | $19543747.23       | Agency Mortgage-Backed Securities |
| GNII SF DL4153 C     | 2055-07-20      | 6.5000%  | 0.0000% | $11580912.00       | $11951034.63       | Agency Mortgage-Backed Securities |
| GNII SF DJ8280 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1663986.00        | $1751341.20        | Agency Mortgage-Backed Securities |
| GNII SF CW4830 C     | 2053-08-20      | 6.5000%  | 0.0000% | $1572352.00        | $820208.06         | Agency Mortgage-Backed Securities |
| GNII ET CV4370 C     | 2063-07-20      | 6.5000%  | 0.0000% | $7296216.00        | $2325650.40        | Agency Mortgage-Backed Securities |
| GNII SF MA5194 M     | 2048-04-20      | 5.0000%  | 0.0000% | $3023060.00        | $231911.67         | Agency Mortgage-Backed Securities |
| GNII SF MA5793 M     | 2034-03-20      | 4.5000%  | 0.0000% | $134799.00         | $30132.93          | Agency Mortgage-Backed Securities |
| GNII ET DK8685 C     | 2065-06-20      | 3.5000%  | 0.0000% | $474192.00         | $425192.42         | Agency Mortgage-Backed Securities |
| GNII SF MA8724 M     | 2053-03-20      | 4.5000%  | 0.0000% | $3263164.00        | $2649562.79        | Agency Mortgage-Backed Securities |
| GNII SF MA5499 M     | 2033-10-20      | 4.5000%  | 0.0000% | $950402.00         | $87045.51          | Agency Mortgage-Backed Securities |
| GNII SF MA9275 M     | 2029-11-20      | 7.5000%  | 0.0000% | $45884.00          | $16510.14          | Agency Mortgage-Backed Securities |
| GNII SF DK9873 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1220930.00        | $1273054.62        | Agency Mortgage-Backed Securities |
| GNII SF 796468 C     | 2042-09-20      | 4.0000%  | 0.0000% | $182000.00         | $17217.27          | Agency Mortgage-Backed Securities |
| FNMS 03.000 I4BF0503 | 2060-09-01      | 3.0000%  | 0.0000% | $2700010.00        | $1106193.38        | Agency Mortgage-Backed Securities |
| GNII SF DJ5307 C     | 2055-07-20      | 6.0000%  | 0.0000% | $1823382.00        | $1879769.48        | Agency Mortgage-Backed Securities |
| GNII SF DK0071 C     | 2055-05-20      | 5.5000%  | 0.0000% | $2136200.00        | $2144983.81        | Agency Mortgage-Backed Securities |
| GNII SF DK5147 C     | 2055-06-20      | 5.5000%  | 0.0000% | $7390650.00        | $7483739.27        | Agency Mortgage-Backed Securities |
| GNII SF DJ5314 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1627816.00        | $1700990.49        | Agency Mortgage-Backed Securities |
| GNMI SF 758929 X     | 2028-07-15      | 3.0000%  | 0.0000% | $753837.00         | $60784.33          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQD8689 | 2052-03-01      | 3.5000%  | 0.0000% | $21357184.00       | $16447345.30       | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZS0625 | 2032-04-01      | 7.0000%  | 0.0000% | $108994560.00      | $90579.39          | Agency Mortgage-Backed Securities |
| FEPC 08.000 CLQH7806 | 2054-01-01      | 8.0000%  | 0.0000% | $11488912.00       | $5822306.91        | Agency Mortgage-Backed Securities |
| 03.000 FGPC G08741 G | 2047-01-01      | 3.0000%  | 0.0000% | $54000.00          | $10217.53          | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZS0570 | 2031-06-01      | 7.0000%  | 0.0000% | $17997824.00       | $15695.70          | Agency Mortgage-Backed Securities |
| 03.500 FGPC G18737 G | 2034-06-01      | 3.5000%  | 0.0000% | $477000.00         | $44722.42          | Agency Mortgage-Backed Securities |
| 06.000 FGPC H01073 G | 2037-07-01      | 6.0000%  | 0.0000% | $5891712.00        | $31390.55          | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLZA0719 | 2030-12-01      | 7.5000%  | 0.0000% | $14147584.00       | $7785.73           | Agency Mortgage-Backed Securities |
| 03.500 FGPC T65245 G | 2044-10-01      | 3.5000%  | 0.0000% | $1680000.00        | $89670.22          | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLZA0747 | 2031-04-01      | 7.5000%  | 0.0000% | $12255232.00       | $7209.11           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM6480 | 2048-05-01      | 4.0000%  | 0.0000% | $6580000.00        | $641902.98         | Agency Mortgage-Backed Securities |
| 03.000 FGPC U79018 G | 2028-07-01      | 3.0000%  | 0.0000% | $299000.00         | $9721.20           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZA0781 | 2031-11-01      | 6.5000%  | 0.0000% | $20959232.00       | $18527.65          | Agency Mortgage-Backed Securities |
| GNII SF BT3116 C     | 2050-03-20      | 3.0000%  | 0.0000% | $302721.00         | $88445.02          | Agency Mortgage-Backed Securities |
| GNII SF MA7368 M     | 2051-05-20      | 3.0000%  | 0.0000% | $12563200.00       | $6154718.65        | Agency Mortgage-Backed Securities |
| GNII SF DJ3088 C     | 2055-08-20      | 6.5000%  | 0.0000% | $11930656.00       | $12440006.20       | Agency Mortgage-Backed Securities |
| GNII SF DJ5309 C     | 2055-07-20      | 6.0000%  | 0.0000% | $1484116.00        | $1533489.08        | Agency Mortgage-Backed Securities |
| GNII SF DJ5311 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1624478.00        | $1696506.63        | Agency Mortgage-Backed Securities |
| GNII SF DJ2825 C     | 2055-06-20      | 5.5000%  | 0.0000% | $12197408.00       | $12384044.41       | Agency Mortgage-Backed Securities |
| GNII SF DJ5959 C     | 2055-04-20      | 5.0000%  | 0.0000% | $1719526.00        | $1715528.04        | Agency Mortgage-Backed Securities |
| GNII SF BX1830 C     | 2050-09-20      | 4.0000%  | 0.0000% | $2909516.00        | $707747.13         | Agency Mortgage-Backed Securities |
| GNMI SF AB3754 X     | 2027-09-15      | 3.0000%  | 0.0000% | $3000000.00        | $75881.83          | Agency Mortgage-Backed Securities |
| GNII SF DI2161 C     | 2055-02-20      | 4.5000%  | 0.0000% | $1486346.00        | $1149509.25        | Agency Mortgage-Backed Securities |
| GNII JM MA6810 M     | 2050-08-20      | 3.0000%  | 0.0000% | $750000.00         | $181858.09         | Agency Mortgage-Backed Securities |
| GNII SF MA7451 M     | 2036-12-20      | 4.5000%  | 0.0000% | $135341.00         | $105668.62         | Agency Mortgage-Backed Securities |
| GNII JM MA6856 M     | 2050-09-20      | 3.0000%  | 0.0000% | $2500000.00        | $465075.41         | Agency Mortgage-Backed Securities |
| GNII SF MA6541 M     | 2050-02-20      | 3.0000%  | 0.0000% | $1176870912.00     | $188602338.38      | Agency Mortgage-Backed Securities |
| GNII SF BX4935 C     | 2050-08-20      | 3.0000%  | 0.0000% | $1096248.00        | $713694.93         | Agency Mortgage-Backed Securities |
| GNII SF DG2202 C     | 2054-11-20      | 6.5000%  | 0.0000% | $3478096.00        | $3480578.62        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CTMA5482 | 2044-09-01      | 6.5000%  | 0.0000% | $189220.00         | $145205.10         | Agency Mortgage-Backed Securities |
| GNII SF DE9915 C     | 2054-11-20      | 6.5000%  | 0.0000% | $4467950.00        | $4253397.63        | Agency Mortgage-Backed Securities |
| GNII SF DG9301 C     | 2055-01-20      | 7.0000%  | 0.0000% | $1970396.00        | $2055048.95        | Agency Mortgage-Backed Securities |
| GNII SF DK5669 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1788538.00        | $1872318.41        | Agency Mortgage-Backed Securities |
| GNII SF MA7420 M     | 2051-06-20      | 3.5000%  | 0.0000% | $8199000.00        | $4043427.69        | Agency Mortgage-Backed Securities |
| GNII JM MA7697 M     | 2051-11-20      | 3.5000%  | 0.0000% | $2391060.00        | $1680903.36        | Agency Mortgage-Backed Securities |
| GNII ET DF3028 C     | 2063-12-20      | 7.5000%  | 0.0000% | $107398.00         | $111042.12         | Agency Mortgage-Backed Securities |
| GNII SP 787154 C     | 2053-11-20      | 6.5000%  | 0.0000% | $100000.00         | $68221.32          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CIRR0006 | 2040-05-01      | 6.5000%  | 0.0000% | $9272976.00        | $8718658.42        | Agency Mortgage-Backed Securities |
| GNII SF MB0238 M     | 2029-10-20      | 7.5000%  | 0.0000% | $30603.00          | $28121.35          | Agency Mortgage-Backed Securities |
| GNII EP 788087 C     | 2065-07-20      | 3.5000%  | 0.0000% | $249132800.00      | $222396218.27      | Agency Mortgage-Backed Securities |
| 02.500 FGPC V60886 G | 2030-08-01      | 2.5000%  | 0.0000% | $626592.00         | $66752.56          | Agency Mortgage-Backed Securities |
| GNII JM 004709 M     | 2040-06-20      | 4.5000%  | 0.0000% | $6878104.00        | $233662.60         | Agency Mortgage-Backed Securities |
| GNMI SF 477023 X     | 2030-01-15      | 6.5000%  | 0.0000% | $505184.00         | $5514.90           | Agency Mortgage-Backed Securities |
| GNII SF DI3255 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1416910.00        | $1486188.47        | Agency Mortgage-Backed Securities |
| GNII SF DJ2498 C     | 2055-08-20      | 7.0000%  | 0.0000% | $4206784.00        | $4370215.22        | Agency Mortgage-Backed Securities |
| GNII SF DJ8260 C     | 2055-08-20      | 5.5000%  | 0.0000% | $2349408.00        | $2391085.98        | Agency Mortgage-Backed Securities |
| GNII SP 786795 C     | 2053-07-20      | 6.0000%  | 0.0000% | $100000.00         | $87911.45          | Agency Mortgage-Backed Securities |
| GNII SF MA5082 M     | 2048-03-20      | 6.0000%  | 0.0000% | $46000.00          | $5709.15           | Agency Mortgage-Backed Securities |
| GNII SF DG7245 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1316176.00        | $1372369.55        | Agency Mortgage-Backed Securities |
| GNII SF MA8610 M     | 2028-02-20      | 2.0000%  | 0.0000% | $88242.00          | $16855.82          | Agency Mortgage-Backed Securities |
| GNII RG CN9880 C     | 2049-11-20      | 4.0000%  | 0.0000% | $369036.00         | $276402.90         | Agency Mortgage-Backed Securities |
| GNII SF DI7316 C     | 2055-03-20      | 5.5000%  | 0.0000% | $4531960.00        | $4327781.37        | Agency Mortgage-Backed Securities |
| GNII ET DI7720 C     | 2065-03-20      | 6.0000%  | 0.0000% | $558570.00         | $451065.65         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1802 | 2055-07-01      | 6.0000%  | 0.0000% | $81325056.00       | $83833914.53       | Agency Mortgage-Backed Securities |
| GNII SF DL1850 C     | 2055-07-20      | 5.0000%  | 0.0000% | $3225412.00        | $3175551.44        | Agency Mortgage-Backed Securities |
| GNII SF DK9878 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1035602.00        | $1083622.40        | Agency Mortgage-Backed Securities |
| GNII ET DL4532 C     | 2065-07-20      | 3.5000%  | 0.0000% | $322950.00         | $289578.68         | Agency Mortgage-Backed Securities |
| GNII SF DI2016 C     | 2055-06-20      | 5.5000%  | 0.0000% | $2184380.00        | $2214931.00        | Agency Mortgage-Backed Securities |
| GNII SF DI3916 C     | 2055-03-20      | 5.5000%  | 0.0000% | $4172024.00        | $4188612.17        | Agency Mortgage-Backed Securities |
| GNII SF MA9331 M     | 2037-10-20      | 7.0000%  | 0.0000% | $89308.00          | $71116.82          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4337 | 2051-04-01      | 4.0000%  | 0.0000% | $437125.00         | $98943.15          | Agency Mortgage-Backed Securities |
| GNII SF DB7835 C     | 2054-06-20      | 5.5000%  | 0.0000% | $1725028.00        | $1723783.43        | Agency Mortgage-Backed Securities |
| GNII ET DF7153 C     | 2064-11-20      | 5.5000%  | 0.0000% | $1649420.00        | $1571389.35        | Agency Mortgage-Backed Securities |
| 02.500 FGPC U79013 G | 2028-04-01      | 2.5000%  | 0.0000% | $2225000.00        | $75188.67          | Agency Mortgage-Backed Securities |
| 03.000 FGPC G08791 G | 2047-12-01      | 3.0000%  | 0.0000% | $41000.00          | $6125.46           | Agency Mortgage-Backed Securities |
| GNII SP 784314 C     | 2043-05-20      | 3.5000%  | 0.0000% | $893054.00         | $147948.18         | Agency Mortgage-Backed Securities |
| GNII SF MA5712 M     | 2049-01-20      | 5.0000%  | 0.0000% | $2022150.00        | $122278.37         | Agency Mortgage-Backed Securities |
| GNII SP 786928 C     | 2053-09-20      | 6.5000%  | 0.0000% | $100000.00         | $71937.53          | Agency Mortgage-Backed Securities |
| GNII SP 787355 C     | 2054-02-20      | 6.0000%  | 0.0000% | $100000.00         | $87171.36          | Agency Mortgage-Backed Securities |
| GNII SF DJ8286 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2603024.00        | $2715746.80        | Agency Mortgage-Backed Securities |
| GNII ET CZ8643 C     | 2064-01-20      | 7.5000%  | 0.0000% | $5868568.00        | $979090.67         | Agency Mortgage-Backed Securities |
| GNII SF DJ8285 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1896988.00        | $1979138.12        | Agency Mortgage-Backed Securities |
| GNII SF DJ8284 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1901876.00        | $1987731.54        | Agency Mortgage-Backed Securities |
| GNII ET DJ3149 C     | 2065-08-20      | 5.0000%  | 0.0000% | $12842960.00       | $12690782.34       | Agency Mortgage-Backed Securities |
| GNII SF CV5745 C     | 2053-12-20      | 8.0000%  | 0.0000% | $33076416.00       | $32293002.18       | Agency Mortgage-Backed Securities |
| GNII SF DI8837 C     | 2055-08-20      | 6.0000%  | 0.0000% | $1643772.00        | $1705960.28        | Agency Mortgage-Backed Securities |
| GNMI SF 635067 X     | 2046-04-15      | 2.5000%  | 0.0000% | $588641.00         | $286968.65         | Agency Mortgage-Backed Securities |
| GNII SF DJ7442 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1252140.00        | $1305523.34        | Agency Mortgage-Backed Securities |
| GNII SF DJ5315 C     | 2055-08-20      | 5.5000%  | 0.0000% | $1314672.00        | $1343510.35        | Agency Mortgage-Backed Securities |
| GNII SF MA8721 M     | 2053-02-20      | 3.0000%  | 0.0000% | $300000.00         | $207466.87         | Agency Mortgage-Backed Securities |
| GNII SF DI1931 C     | 2055-05-20      | 6.5000%  | 0.0000% | $2619456.00        | $2728843.88        | Agency Mortgage-Backed Securities |
| GNII SF MA9877 M     | 2039-11-20      | 4.5000%  | 0.0000% | $160045.00         | $138523.30         | Agency Mortgage-Backed Securities |
| GNII SF MA9938 M     | 2039-10-20      | 5.0000%  | 0.0000% | $362632.00         | $313473.42         | Agency Mortgage-Backed Securities |
| GNII ET DA1964 C     | 2064-01-20      | 7.5000%  | 0.0000% | $658343.00         | $63252.10          | Agency Mortgage-Backed Securities |
| GNII SF DF0751 C     | 2054-09-20      | 5.0000%  | 0.0000% | $1728224.00        | $1700047.24        | Agency Mortgage-Backed Securities |
| GNII SF DK0069 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1962418.00        | $2053181.42        | Agency Mortgage-Backed Securities |
| GNII SF DJ2836 C     | 2055-07-20      | 6.5000%  | 0.0000% | $10052544.00       | $10472609.53       | Agency Mortgage-Backed Securities |
| GNII SF DI8319 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1440286.00        | $1505338.09        | Agency Mortgage-Backed Securities |
| GNII ET DJ3151 C     | 2065-08-20      | 5.5000%  | 0.0000% | $28556256.00       | $28609935.42       | Agency Mortgage-Backed Securities |
| GNII SF DJ3154 C     | 2055-08-20      | 6.0000%  | 0.0000% | $27565248.00       | $28777282.78       | Agency Mortgage-Backed Securities |
| GNII ET DF5714 C     | 2064-11-20      | 6.0000%  | 0.0000% | $665401.00         | $675465.82         | Agency Mortgage-Backed Securities |
| GNII SF DI0929 C     | 2055-02-20      | 7.0000%  | 0.0000% | $10447488.00       | $11106919.39       | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q07149 G | 2042-04-01      | 4.0000%  | 0.0000% | $1285642.00        | $173513.32         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q46112 G | 2047-02-01      | 4.0000%  | 0.0000% | $330000.00         | $64288.18          | Agency Mortgage-Backed Securities |
| 03.500 FGPC U71052 G | 2031-04-01      | 3.5000%  | 0.0000% | $1598710.00        | $52500.90          | Agency Mortgage-Backed Securities |
| 06.500 FGPC P00023 G | 2032-11-01      | 6.5000%  | 0.0000% | $3000000.00        | $6955.24           | Agency Mortgage-Backed Securities |
| GNMI SF 595412 X     | 2032-09-15      | 6.5000%  | 0.0000% | $5999517.00        | $43646.27          | Agency Mortgage-Backed Securities |
| GNMI SP 784647 X     | 2045-12-15      | 5.0000%  | 0.0000% | $6600000.00        | $2918857.38        | Agency Mortgage-Backed Securities |
| GNMI SP 783632 X     | 2027-07-15      | 4.0000%  | 0.0000% | $2000000.00        | $11444.99          | Agency Mortgage-Backed Securities |
| GNMI SP 784182 X     | 2046-08-15      | 4.5000%  | 0.0000% | $409530.00         | $79384.50          | Agency Mortgage-Backed Securities |
| 04.500 FGPC U99091 G | 2044-03-01      | 4.5000%  | 0.0000% | $800000.00         | $122288.78         | Agency Mortgage-Backed Securities |
| 05.000 FGPC N30991 G | 2033-07-01      | 5.0000%  | 0.0000% | $1375000.00        | $6190.72           | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q48709 G | 2047-06-01      | 3.5000%  | 0.0000% | $3597336.00        | $736730.98         | Agency Mortgage-Backed Securities |
| GNII SF DH8886 C     | 2055-02-20      | 7.0000%  | 0.0000% | $24526496.00       | $26071096.42       | Agency Mortgage-Backed Securities |
| GNII SF DJ5313 C     | 2055-07-20      | 6.0000%  | 0.0000% | $1762612.00        | $1827193.52        | Agency Mortgage-Backed Securities |
| GNII SF DJ8287 C     | 2055-08-20      | 6.5000%  | 0.0000% | $3387748.00        | $3534452.92        | Agency Mortgage-Backed Securities |
| GNII SF DJ3165 C     | 2055-08-20      | 5.5000%  | 0.0000% | $1106276.00        | $1123517.07        | Agency Mortgage-Backed Securities |
| GNMI SF CL4396 X     | 2052-03-15      | 4.0000%  | 0.0000% | $60571.00          | $48429.52          | Agency Mortgage-Backed Securities |
| GNII SF BR8755 C     | 2050-02-20      | 3.0000%  | 0.0000% | $291000.00         | $88963.64          | Agency Mortgage-Backed Securities |
| GNII SP 783418 C     | 2040-06-20      | 5.0000%  | 0.0000% | $1500000.00        | $102335.67         | Agency Mortgage-Backed Securities |
| GNII SF MA5879 M     | 2049-03-20      | 5.5000%  | 0.0000% | $137135104.00      | $12898506.44       | Agency Mortgage-Backed Securities |
| GNII SF DE8989 C     | 2054-09-20      | 6.0000%  | 0.0000% | $159366.00         | $163719.35         | Agency Mortgage-Backed Securities |
| GNII SF DH4640 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1043730.00        | $1092438.01        | Agency Mortgage-Backed Securities |
| GNII SF DH2883 C     | 2055-01-20      | 6.5000%  | 0.0000% | $1075378.00        | $789131.65         | Agency Mortgage-Backed Securities |
| GNII SF MA7972 M     | 2030-12-20      | 7.5000%  | 0.0000% | $96666.00          | $17979.71          | Agency Mortgage-Backed Securities |
| GNMI SF BE1031 X     | 2047-10-15      | 4.0000%  | 0.0000% | $83000.00          | $36920.90          | Agency Mortgage-Backed Securities |
| GNII SF DJ2849 C     | 2055-07-20      | 6.5000%  | 0.0000% | $10136432.00       | $10560166.36       | Agency Mortgage-Backed Securities |
| GNII SF DJ8261 C     | 2055-08-20      | 5.5000%  | 0.0000% | $3185540.00        | $3240190.42        | Agency Mortgage-Backed Securities |
| GNII SF MA6793 M     | 2035-08-20      | 2.5000%  | 0.0000% | $800000.00         | $226199.98         | Agency Mortgage-Backed Securities |
| GNII JM MB0451 M     | 2040-07-20      | 5.0000%  | 0.0000% | $884554.00         | $871684.60         | Agency Mortgage-Backed Securities |
| GNII SF DM3216 C     | 2055-08-20      | 6.0000%  | 0.0000% | $4087616.00        | $4217171.63        | Agency Mortgage-Backed Securities |
| GNII SF DM0768 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1412558.00        | $1491902.17        | Agency Mortgage-Backed Securities |
| GNII SF DM1533 C     | 2055-08-20      | 5.5000%  | 0.0000% | $2148004.00        | $2184126.51        | Agency Mortgage-Backed Securities |
| GNII SF 003446 M     | 2033-09-20      | 6.5000%  | 0.0000% | $7722080.00        | $56847.21          | Agency Mortgage-Backed Securities |
| GNII SF DL8597 C     | 2055-08-20      | 5.5000%  | 0.0000% | $1061458.00        | $1087480.47        | Agency Mortgage-Backed Securities |
| GNII SF DJ9762 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1001988.00        | $1060553.13        | Agency Mortgage-Backed Securities |
| GNII SF DK5605 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2702480.00        | $2815331.27        | Agency Mortgage-Backed Securities |
| GNMI SF 720161 X     | 2039-07-15      | 4.5000%  | 0.0000% | $3033000.00        | $67616.93          | Agency Mortgage-Backed Securities |
| 08.000 FGPC B90492 G | 2031-10-01      | 8.0000%  | 0.0000% | $36566144.00       | $205425.24         | Agency Mortgage-Backed Securities |
| 02.500 FGPC U71073 G | 2032-03-01      | 2.5000%  | 0.0000% | $1051082.00        | $300053.45         | Agency Mortgage-Backed Securities |
| GNII SF CT3714 C     | 2053-04-20      | 5.0000%  | 0.0000% | $1108378.00        | $789092.23         | Agency Mortgage-Backed Securities |

### Security 313: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** GOLDMAN SACHS & CO LLC 4.340000%
- **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: ARP1AL4K6, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP1AL4K6
- **C.18 - Value (incl. sponsor support):** $571000000.00
- **C.18.a - Value (excl. sponsor support):** $571000000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 06.000 CL981445                               | 2038-09-01      | 6.0000%  | 0.0000% | $50000.00          | $562.14            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL929013                               | 2037-12-01      | 6.0000%  | 0.0000% | $250000.00         | $1399.03           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAB1388                               | 2040-08-01      | 4.5000%  | 0.0000% | $2187992.00        | $81530.15          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL934272                               | 2038-06-01      | 5.0000%  | 0.0000% | $185641.00         | $2804.57           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAA0938                               | 2038-12-01      | 5.0000%  | 0.0000% | $32574.00          | $634.29            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA3462                               | 2033-09-01      | 3.5000%  | 0.0000% | $18000.00          | $1438.05           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CTMA1290                               | 2032-12-01      | 3.5000%  | 0.0000% | $9000.00           | $816.29            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL932124                               | 2039-11-01      | 4.5000%  | 0.0000% | $63000.00          | $2842.99           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL894964                               | 2036-08-01      | 6.0000%  | 0.0000% | $25000.00          | $550.81            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL889190                               | 2038-03-01      | 6.0000%  | 0.0000% | $175216.00         | $1257.70           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL890519                               | 2040-10-01      | 6.0000%  | 0.0000% | $8098.00           | $287.84            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL905057                               | 2036-11-01      | 5.5000%  | 0.0000% | $145367.00         | $3940.39           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA3658                               | 2034-05-01      | 3.5000%  | 0.0000% | $35000.00          | $3474.81           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL911617                               | 2037-05-01      | 6.0000%  | 0.0000% | $500000.00         | $2997.44           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CI890263                               | 2025-11-01      | 4.0000%  | 0.0000% | $2049229.00        | $990.52            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL940730                               | 2037-10-01      | 6.0000%  | 0.0000% | $435000.00         | $1604.59           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAB0194                               | 2039-01-01      | 5.5000%  | 0.0000% | $21000.00          | $255.70            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL889697                               | 2038-07-01      | 6.0000%  | 0.0000% | $458000.00         | $2971.45           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIMA0678                               | 2026-03-01      | 4.0000%  | 0.0000% | $1000000.00        | $2492.64           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL955183                               | 2037-11-01      | 7.0000%  | 0.0000% | $101786.00         | $3013.17           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAA2139                               | 2039-01-01      | 5.0000%  | 0.0000% | $39433.00          | $296.08            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIBD4529                               | 2031-09-01      | 2.5000%  | 0.0000% | $4608.00           | $853.44            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CVMA1419                               | 2028-03-01      | 3.0000%  | 0.0000% | $77125.00          | $2506.09           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL901690                               | 2036-10-01      | 6.0000%  | 0.0000% | $41679.00          | $212.67            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBH0304                               | 2047-04-01      | 4.5000%  | 0.0000% | $19415.00          | $1010.02           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIBH5022                               | 2032-08-01      | 2.5000%  | 0.0000% | $20948.00          | $1370.82           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAA9133                               | 2039-08-01      | 4.5000%  | 0.0000% | $25924.00          | $1744.71           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CTMA0494                               | 2030-08-01      | 5.0000%  | 0.0000% | $67000.00          | $1617.91           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL919168                               | 2037-05-01      | 6.0000%  | 0.0000% | $94000.00          | $331.57            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CVMA1837                               | 2029-02-01      | 3.0000%  | 0.0000% | $61771.00          | $4944.49           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAB5004                               | 2027-04-01      | 3.5000%  | 0.0000% | $9000.00           | $138.90            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAB3608                               | 2026-10-01      | 3.5000%  | 0.0000% | $133545.00         | $988.95            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB9630                               | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $937.79            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA1096                               | 2027-05-01      | 3.5000%  | 0.0000% | $53332.00          | $1507.75           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBJ9169                               | 2048-05-01      | 4.0000%  | 0.0000% | $7000.00           | $715.67            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAB1389                               | 2040-08-01      | 4.5000%  | 0.0000% | $30000.00          | $724.45            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBH9277                               | 2048-02-01      | 3.5000%  | 0.0000% | $19000.00          | $2904.31           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIBJ4892                               | 2033-02-01      | 3.5000%  | 0.0000% | $3752.00           | $1249.95           | Agency Mortgage-Backed Securities         |
| GNPL PN CI8956                                     | 2058-04-15      | 4.3500%  | 0.0000% | $1000.00           | $951.36            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ4292                               | 2030-07-01      | 4.5200%  | 0.0000% | $1000.00           | $1017.77           | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ0795                               | 2029-04-01      | 5.1000%  | 0.0000% | $1000.00           | $1017.25           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL993138                               | 2038-10-01      | 6.0000%  | 0.0000% | $376400.00         | $1873.73           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBE8541                               | 2047-05-01      | 4.5000%  | 0.0000% | $2874.00           | $341.35            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB9837                               | 2055-01-01      | 6.5000%  | 0.0000% | $18007424.00       | $17574201.88       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTFS0314                               | 2033-06-01      | 3.0000%  | 0.0000% | $3000.00           | $1448.73           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS1443                               | 2052-04-01      | 3.5000%  | 0.0000% | $77000.00          | $54022.44          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM5035                               | 2050-07-01      | 4.0000%  | 0.0000% | $1000.00           | $231.60            | Agency Mortgage-Backed Securities         |
| GNII SF MA9015 M                                   | 2053-04-20      | 4.5000%  | 0.0000% | $9626610.00        | $8304500.42        | Agency Mortgage-Backed Securities         |
| GNII SF MA9541 M                                   | 2054-03-20      | 5.5000%  | 0.0000% | $1048682.00        | $895084.86         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS0227                               | 2047-07-01      | 5.0000%  | 0.0000% | $3000.00           | $1702.41           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM7745                               | 2034-10-01      | 3.5000%  | 0.0000% | $13000.00          | $4669.11           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM9043                               | 2049-02-01      | 4.0000%  | 0.0000% | $6000.00           | $2782.15           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM8138                               | 2035-09-01      | 3.5000%  | 0.0000% | $8000.00           | $1745.95           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL888034                               | 2036-08-01      | 6.5000%  | 0.0000% | $224700.00         | $3113.35           | Agency Mortgage-Backed Securities         |
| GNMI SF 748531 X                                   | 2025-09-15      | 4.0000%  | 0.0000% | $1000000.00        | $122.87            | Agency Mortgage-Backed Securities         |
| GNII JM 004768 M                                   | 2040-08-20      | 5.0000%  | 0.0000% | $5792016.00        | $30425.13          | Agency Mortgage-Backed Securities         |
| GNMI SF 737941 X                                   | 2026-02-15      | 3.0000%  | 0.0000% | $2000000.00        | $3983.29           | Agency Mortgage-Backed Securities         |
| GNII SF 726122 C                                   | 2039-12-20      | 5.0000%  | 0.0000% | $122000.00         | $9309.70           | Agency Mortgage-Backed Securities         |
| GNPL PN CU2419                                     | 2058-10-15      | 5.6200%  | 0.0000% | $1000.00           | $1035.09           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAE8048                               | 2025-11-01      | 3.5000%  | 0.0000% | $9000.00           | $8.46              | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAD3650                               | 2040-03-01      | 5.0000%  | 0.0000% | $48000.00          | $1713.90           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTAE0305                               | 2025-09-25      | 5.5000%  | 0.0000% | $416363.00         | $0.04              | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAE9319                               | 2040-12-01      | 4.5000%  | 0.0000% | $1396.00           | $39.94             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAD0227                               | 2034-05-01      | 5.5000%  | 0.0000% | $26000.00          | $268.98            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAE7929                               | 2025-12-01      | 3.5000%  | 0.0000% | $53334.00          | $40.66             | Agency Mortgage-Backed Securities         |
| GNII SF BG3768 C                                   | 2048-07-20      | 5.0000%  | 0.0000% | $14589456.00       | $1029503.24        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBO0988                               | 2049-07-01      | 3.5000%  | 0.0000% | $39000.00          | $4966.03           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL498610                               | 2029-05-01      | 6.0000%  | 0.0000% | $10000.00          | $14.81             | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBP9638                               | 2050-06-01      | 3.0000%  | 0.0000% | $2000.00           | $595.36            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL535193                               | 2030-03-01      | 7.5000%  | 0.0000% | $66226.00          | $38.90             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL535902                               | 2031-05-01      | 6.0000%  | 0.0000% | $6077653.00        | $3964.65           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL555202                               | 2033-01-01      | 6.5000%  | 0.0000% | $479000.00         | $584.28            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS8402                               | 2033-06-01      | 4.3400%  | 0.0000% | $2000.00           | $1997.76           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA8177                               | 2050-12-01      | 4.0000%  | 0.0000% | $4836.00           | $1207.39           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAH5620                               | 2026-02-01      | 4.0000%  | 0.0000% | $1019000.00        | $1113.05           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL449112                               | 2028-11-01      | 6.5000%  | 0.0000% | $1041419.00        | $172.59            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBV0922                               | 2052-06-01      | 3.0000%  | 0.0000% | $3000.00           | $1964.93           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL621252                               | 2032-02-01      | 6.5000%  | 0.0000% | $165370.00         | $363.35            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL571949                               | 2031-07-01      | 6.5000%  | 0.0000% | $256700.00         | $186.55            | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CIBU1377                               | 2036-12-01      | 1.5000%  | 0.0000% | $33360.00          | $20544.83          | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL621421                               | 2032-05-01      | 7.0000%  | 0.0000% | $198619.00         | $320.48            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL545998                               | 2032-11-01      | 6.0000%  | 0.0000% | $42864.00          | $87.38             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL545759                               | 2032-07-01      | 6.5000%  | 0.0000% | $3287953.00        | $4902.68           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL584932                               | 2031-06-01      | 6.0000%  | 0.0000% | $1000100.00        | $1310.14           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL629303                               | 2032-02-01      | 6.0000%  | 0.0000% | $77750.00          | $159.38            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL606764                               | 2031-10-01      | 7.0000%  | 0.0000% | $240298.00         | $423.92            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL600659                               | 2031-08-01      | 7.0000%  | 0.0000% | $1143887.00        | $4981.84           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL629224                               | 2032-02-01      | 5.5000%  | 0.0000% | $31791.00          | $704.40            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL535811                               | 2031-04-01      | 6.5000%  | 0.0000% | $773977.00         | $425.24            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL1741                               | 2027-05-01      | 3.5000%  | 0.0000% | $320565.00         | $4420.82           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL850278                               | 2035-12-01      | 5.5000%  | 0.0000% | $120441.00         | $432.28            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBA6972                               | 2046-03-01      | 4.0000%  | 0.0000% | $49023.00          | $4227.33           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIBC0732                               | 2031-03-01      | 3.0000%  | 0.0000% | $55827.00          | $3437.73           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL833320                               | 2035-08-01      | 4.5000%  | 0.0000% | $10001.00          | $105.37            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBD2440                               | 2047-01-01      | 3.5000%  | 0.0000% | $4000.00           | $687.04            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIBD6323                               | 2031-12-01      | 2.0000%  | 0.0000% | $9545.00           | $1239.21           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL303713                               | 2026-02-01      | 6.5000%  | 0.0000% | $148200.00         | $1.75              | Agency Mortgage-Backed Securities         |
| FKAR 04.000 WAWA4466                               | 2029-12-01      | 4.0000%  | 0.0000% | $5532800.00        | $5500592.57        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL639625                               | 2032-02-01      | 6.0000%  | 0.0000% | $23585.00          | $750.98            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL395761                               | 2027-09-01      | 7.5000%  | 0.0000% | $59139.00          | $88.95             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL500683                               | 2029-06-01      | 6.5000%  | 0.0000% | $300800.00         | $251.08            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL253642                               | 2031-02-01      | 7.0000%  | 0.0000% | $346401.00         | $341.20            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL637274                               | 2032-05-01      | 6.5000%  | 0.0000% | $17000.00          | $181.90            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CZ257339                               | 2048-07-01      | 6.0000%  | 0.0000% | $163882.00         | $976.94            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIAL6713                               | 2027-01-01      | 4.5000%  | 0.0000% | $1400000.00        | $2181.85           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL254180                               | 2032-01-01      | 7.5000%  | 0.0000% | $4000400.00        | $620.55            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL8839                               | 2043-03-01      | 4.5000%  | 0.0000% | $13000.00          | $1905.12           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAK6544                               | 2027-04-01      | 3.0000%  | 0.0000% | $100000.00         | $2087.79           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAH7052                               | 2026-02-01      | 3.5000%  | 0.0000% | $1864128.00        | $3426.36           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTAL8062                               | 2029-06-01      | 5.5000%  | 0.0000% | $133067.00         | $216.43            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL579463                               | 2031-04-01      | 6.0000%  | 0.0000% | $1002841.00        | $317.16            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAJ5380                               | 2041-11-01      | 4.0000%  | 0.0000% | $9000.00           | $363.48            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL8743                               | 2046-06-01      | 4.5000%  | 0.0000% | $7000.00           | $1106.24           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAL4010                               | 2043-07-01      | 3.5000%  | 0.0000% | $6000.00           | $1019.22           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL5749                               | 2044-09-01      | 4.5000%  | 0.0000% | $42000.00          | $4645.10           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL8272                               | 2031-03-01      | 3.5000%  | 0.0000% | $19000.00          | $2159.07           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS1558                               | 2044-01-01      | 4.0000%  | 0.0000% | $8000.00           | $872.05            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL9259                               | 2031-08-01      | 3.5000%  | 0.0000% | $6000.00           | $594.99            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAS1665                               | 2044-02-01      | 4.5000%  | 0.0000% | $20660.00          | $276.19            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIAL2456                               | 2026-10-01      | 4.5000%  | 0.0000% | $8520000.00        | $1214.24           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL0822                               | 2041-10-01      | 4.5000%  | 0.0000% | $55000.00          | $4516.99           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL424186                               | 2028-04-01      | 6.0000%  | 0.0000% | $1761354.00        | $38.52             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIAL6447                               | 2026-01-01      | 4.5000%  | 0.0000% | $110000.00         | $5.41              | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL8081                               | 2031-02-01      | 3.5000%  | 0.0000% | $43000.00          | $595.64            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAH0969                               | 2025-12-01      | 3.5000%  | 0.0000% | $77000.00          | $79.57             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 ZL310151                               | 2044-09-01      | 5.5000%  | 0.0000% | $18000.00          | $1803.07           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL639690                               | 2032-03-01      | 6.0000%  | 0.0000% | $2001926.00        | $2458.93           | Agency Mortgage-Backed Securities         |
| GNII JM MA6645 M                                   | 2050-05-20      | 2.5000%  | 0.0000% | $2995000.00        | $585173.41         | Agency Mortgage-Backed Securities         |
| GNRM 2005-74 HA                                    | 2035-09-16      | 7.5000%  | 0.0000% | $12119.00          | $2.12              | Agency Collateralized Mortgage Obligation |
| GNPL PN BZ0399                                     | 2063-03-15      | 2.6800%  | 0.0000% | $2000.00           | $1691.72           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBY1455                               | 2053-12-01      | 3.0000%  | 0.0000% | $5000.00           | $4163.34           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL885704                               | 2036-10-01      | 6.0000%  | 0.0000% | $1250000.00        | $1767.51           | Agency Mortgage-Backed Securities         |
| GNMI SF 779854 X                                   | 2026-10-15      | 3.5000%  | 0.0000% | $23953.00          | $229.67            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CVMA1162                               | 2027-07-01      | 3.0000%  | 0.0000% | $60479.00          | $1353.17           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CVMA1257                               | 2027-10-01      | 3.0000%  | 0.0000% | $65121.00          | $1361.18           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL888029                               | 2036-12-01      | 6.0000%  | 0.0000% | $750000.00         | $3894.12           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA3588                               | 2034-02-01      | 3.5000%  | 0.0000% | $29000.00          | $2122.43           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CVMA1449                               | 2028-04-01      | 3.0000%  | 0.0000% | $83941.00          | $3089.36           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAC8517                               | 2039-12-01      | 5.0000%  | 0.0000% | $100000.00         | $4050.10           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CI890398                               | 2027-02-01      | 3.5000%  | 0.0000% | $101092.00         | $595.22            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL928497                               | 2037-07-01      | 6.5000%  | 0.0000% | $800000.00         | $4463.86           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CVMA1580                               | 2028-09-01      | 3.0000%  | 0.0000% | $83604.00          | $3839.86           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIMA3173                               | 2032-09-01      | 4.0000%  | 0.0000% | $6947.00           | $1089.18           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CV890615                               | 2029-06-01      | 4.0000%  | 0.0000% | $96000.00          | $4574.59           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3563                               | 2049-01-01      | 4.0000%  | 0.0000% | $24000.00          | $1622.48           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIMA2830                               | 2031-12-01      | 2.5000%  | 0.0000% | $1560.00           | $237.42            | Agency Mortgage-Backed Securities         |
| GNII SF MA7826 M                                   | 2052-01-20      | 2.0000%  | 0.0000% | $29012192.00       | $18124593.54       | Agency Mortgage-Backed Securities         |
| GNII SF DK4738 C                                   | 2055-06-20      | 6.0000%  | 0.0000% | $14096096.00       | $14407108.12       | Agency Mortgage-Backed Securities         |
| GNPL PN DJ4973                                     | 2060-07-15      | 5.8500%  | 0.0000% | $4001.00           | $4241.48           | Agency Mortgage-Backed Securities         |
| GNII SF MA4719 M                                   | 2047-09-20      | 3.5000%  | 0.0000% | $300004864.00      | $35514145.67       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM1866                               | 2048-12-01      | 4.0000%  | 0.0000% | $3385.00           | $376.43            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CTMA2758                               | 2036-09-01      | 3.5000%  | 0.0000% | $20000.00          | $3330.81           | Agency Mortgage-Backed Securities         |
| GNPL PN DH1765                                     | 2060-04-15      | 5.9900%  | 0.0000% | $3002.00           | $3220.22           | Agency Mortgage-Backed Securities         |
| GNPL PN DF9978                                     | 2059-12-15      | 5.4000%  | 0.0000% | $4006.00           | $4126.65           | Agency Mortgage-Backed Securities         |
| GNPL PN DK6737                                     | 2060-06-15      | 5.8400%  | 0.0000% | $2000.00           | $2125.22           | Agency Mortgage-Backed Securities         |
| GNPL PN DH1749                                     | 2060-02-15      | 5.8800%  | 0.0000% | $3002.00           | $3180.76           | Agency Mortgage-Backed Securities         |
| Farm Federal Credit Bank                           | 2044-11-29      | 5.9500%  | 0.0000% | $1000.00           | $1013.57           | Agency Debentures and Agency Strips       |
| FNMS 06.000 CL872277                               | 2036-05-01      | 6.0000%  | 0.0000% | $25697.00          | $146.59            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL878092                               | 2036-04-01      | 6.0000%  | 0.0000% | $255780.00         | $2794.94           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAZ8075                               | 2045-08-01      | 3.5000%  | 0.0000% | $24999.00          | $3301.97           | Agency Mortgage-Backed Securities         |
| FNMS 08.000 CL834758                               | 2029-05-01      | 8.0000%  | 0.0000% | $1000000.00        | $4563.08           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL880330                               | 2036-04-01      | 6.0000%  | 0.0000% | $109000.00         | $968.57            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBC0605                               | 2046-02-01      | 4.0000%  | 0.0000% | $41453.00          | $4909.85           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIBC6850                               | 2031-05-01      | 2.5000%  | 0.0000% | $4691.00           | $1111.25           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL844415                               | 2035-10-01      | 5.5000%  | 0.0000% | $29009.00          | $406.56            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT831063                               | 2025-10-01      | 5.5000%  | 0.0000% | $4890534.00        | $549.51            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL831604                               | 2036-06-01      | 6.0000%  | 0.0000% | $34247.00          | $113.65            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL662622                               | 2032-10-01      | 6.0000%  | 0.0000% | $11997184.00       | $8741.42           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL787592                               | 2034-08-01      | 6.5000%  | 0.0000% | $60000.00          | $658.29            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD3805                               | 2055-03-01      | 6.0000%  | 0.0000% | $2399908.00        | $2453306.30        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIAL1953                               | 2027-01-01      | 4.5000%  | 0.0000% | $6000000.00        | $1475.80           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL628881                               | 2032-03-01      | 6.5000%  | 0.0000% | $80567.00          | $49.34             | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL824343                               | 2035-08-01      | 5.0000%  | 0.0000% | $45116.00          | $114.30            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL813660                               | 2035-02-01      | 6.0000%  | 0.0000% | $102360.00         | $1956.37           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL781300                               | 2034-07-01      | 6.5000%  | 0.0000% | $109994.00         | $497.55            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL767378                               | 2034-03-01      | 5.5000%  | 0.0000% | $150000.00         | $3310.91           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL812977                               | 2035-02-01      | 6.5000%  | 0.0000% | $54756.00          | $2570.31           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL730510                               | 2033-08-01      | 4.5000%  | 0.0000% | $89320.00          | $574.57            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIAL3963                               | 2027-01-01      | 4.5000%  | 0.0000% | $128423.00         | $3.43              | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIAL3042                               | 2026-03-01      | 4.5000%  | 0.0000% | $28847.00          | $0.41              | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAJ4147                               | 2026-11-01      | 3.5000%  | 0.0000% | $41670.00          | $235.24            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CT256653                               | 2027-03-01      | 6.5000%  | 0.0000% | $1583003.00        | $2836.12           | Agency Mortgage-Backed Securities         |
| FNMS 08.000 GO630873                               | 2030-09-01      | 8.0000%  | 0.0000% | $500000.00         | $75.56             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL602518                               | 2031-09-01      | 6.0000%  | 0.0000% | $500000.00         | $355.50            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT255994                               | 2025-11-01      | 5.5000%  | 0.0000% | $1125000.00        | $177.74            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL535300                               | 2030-05-01      | 6.5000%  | 0.0000% | $292499.00         | $174.62            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL250641                               | 2026-08-01      | 7.5000%  | 0.0000% | $133358.00         | $7.40              | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL566818                               | 2031-05-01      | 6.5000%  | 0.0000% | $145800.00         | $205.60            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL572221                               | 2031-03-01      | 6.0000%  | 0.0000% | $2012204.00        | $1521.98           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL254114                               | 2031-10-01      | 6.0000%  | 0.0000% | $100233.00         | $1565.49           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL535909                               | 2031-05-01      | 6.0000%  | 0.0000% | $5805000.00        | $3402.45           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAH8932                               | 2041-04-01      | 4.5000%  | 0.0000% | $128000.00         | $4507.90           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL581806                               | 2031-07-01      | 7.0000%  | 0.0000% | $254000.00         | $98.04             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL535136                               | 2029-10-01      | 6.0000%  | 0.0000% | $8000.00           | $7.59              | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL254199                               | 2032-01-01      | 6.5000%  | 0.0000% | $94500.00          | $140.28            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CT256126                               | 2026-01-01      | 6.5000%  | 0.0000% | $64644.00          | $29.36             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL567182                               | 2031-03-01      | 6.5000%  | 0.0000% | $40000.00          | $7.42              | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL600799                               | 2031-08-01      | 6.5000%  | 0.0000% | $335209.00         | $979.86            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL619063                               | 2031-12-01      | 6.0000%  | 0.0000% | $64000.00          | $53.95             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL313819                               | 2027-11-01      | 6.5000%  | 0.0000% | $36500.00          | $7.03              | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAL6715                               | 2045-02-01      | 4.0000%  | 0.0000% | $1000.00           | $72.83             | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS9946                               | 2033-11-01      | 6.0700%  | 0.0000% | $1000.00           | $1084.11           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CT256946                               | 2027-10-01      | 6.5000%  | 0.0000% | $1432911.00        | $4842.58           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2031-07-15      | 2.0000%  | 0.0000% | $75000.00          | $647.82            | Agency Collateralized Mortgage Obligation |
| MNAR XX.XXX HYBS8404                               | 2033-06-01      | 4.3400%  | 0.0000% | $2000.00           | $1997.78           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL480950                               | 2029-03-01      | 6.5000%  | 0.0000% | $174900.00         | $389.64            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT257239                               | 2028-06-01      | 5.5000%  | 0.0000% | $716699.00         | $3013.91           | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS8401                               | 2033-06-01      | 4.3400%  | 0.0000% | $1000.00           | $997.97            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBR0165                               | 2050-12-01      | 2.0000%  | 0.0000% | $7200.00           | $3986.32           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIBN3975                               | 2034-01-01      | 3.0000%  | 0.0000% | $12000.00          | $1379.19           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL915662                               | 2037-04-01      | 6.0000%  | 0.0000% | $175000.00         | $3786.24           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL888352                               | 2037-05-01      | 5.5000%  | 0.0000% | $29000.00          | $386.42            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL871256                               | 2036-04-01      | 6.0000%  | 0.0000% | $1006528.00        | $4278.31           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL985160                               | 2038-09-01      | 6.0000%  | 0.0000% | $103000.00         | $1297.48           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL953725                               | 2037-11-01      | 6.0000%  | 0.0000% | $67998.00          | $495.22            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 K2253974                               | 2031-08-01      | 7.0000%  | 0.0000% | $375000.00         | $173.61            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL398136                               | 2027-12-01      | 6.5000%  | 0.0000% | $174400.00         | $242.34            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2025-12-15      | 3.5000%  | 0.0000% | $209990.00         | $2082.04           | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CL535823                               | 2031-04-01      | 6.5000%  | 0.0000% | $113070.00         | $71.60             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL558921                               | 2030-11-01      | 6.5000%  | 0.0000% | $36042.00          | $155.39            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL959642                               | 2037-11-01      | 6.0000%  | 0.0000% | $228000.00         | $2337.34           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT995477                               | 2029-01-01      | 5.5000%  | 0.0000% | $454464.00         | $1562.55           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT995628                               | 2029-02-01      | 5.5000%  | 0.0000% | $145000.00         | $509.78            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIBE3634                               | 2032-05-01      | 4.0000%  | 0.0000% | $18000.00          | $626.90            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CL932123                               | 2039-10-01      | 4.0000%  | 0.0000% | $35536.00          | $3355.74           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB4036                               | 2052-07-01      | 5.0000%  | 0.0000% | $6000.00           | $4534.67           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL986385                               | 2038-07-01      | 6.0000%  | 0.0000% | $1000000.00        | $2666.86           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL929838                               | 2038-08-01      | 6.0000%  | 0.0000% | $49000.00          | $573.16            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBD7883                               | 2046-09-01      | 3.5000%  | 0.0000% | $1000.00           | $152.86            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL946114                               | 2037-09-01      | 6.0000%  | 0.0000% | $500000.00         | $3742.38           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAC1329                               | 2039-03-01      | 4.5000%  | 0.0000% | $190206.00         | $1700.79           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4129                               | 2052-07-01      | 4.5000%  | 0.0000% | $3000.00           | $2312.28           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CI890446                               | 2026-06-01      | 4.5000%  | 0.0000% | $238324.00         | $60.18             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT995498                               | 2026-11-01      | 6.0000%  | 0.0000% | $55544.00          | $78.45             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL986046                               | 2038-07-01      | 6.0000%  | 0.0000% | $500000.00         | $3874.46           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIBC2629                               | 2031-11-01      | 2.5000%  | 0.0000% | $24329.00          | $4078.24           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL930731                               | 2039-03-01      | 4.5000%  | 0.0000% | $2706.00           | $36.74             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL942283                               | 2037-08-01      | 6.0000%  | 0.0000% | $34950.00          | $427.93            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL937300                               | 2037-04-01      | 6.0000%  | 0.0000% | $85783.00          | $1158.05           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL930071                               | 2038-10-01      | 6.0000%  | 0.0000% | $567000.00         | $1948.75           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL953582                               | 2037-12-01      | 6.0000%  | 0.0000% | $302000.00         | $3939.50           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS2050                               | 2051-02-01      | 4.0000%  | 0.0000% | $5000.00           | $3246.23           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL981740                               | 2038-07-01      | 6.0000%  | 0.0000% | $500000.00         | $2726.87           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTFM3321                               | 2038-11-01      | 4.5000%  | 0.0000% | $8000.00           | $1740.46           | Agency Mortgage-Backed Securities         |
| GNMI SF AB9109 X                                   | 2042-10-15      | 3.0000%  | 0.0000% | $4101000.00        | $449253.15         | Agency Mortgage-Backed Securities         |
| GNII SF MA1653 M                                   | 2029-01-20      | 4.5000%  | 0.0000% | $139549.00         | $2858.88           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM3035                               | 2049-09-01      | 4.0000%  | 0.0000% | $2000.00           | $592.87            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAA9154                               | 2039-08-01      | 4.5000%  | 0.0000% | $25013.00          | $2464.94           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL892528                               | 2036-09-01      | 6.0000%  | 0.0000% | $41506.00          | $314.35            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB4157                               | 2052-07-01      | 4.0000%  | 0.0000% | $4627.00           | $3658.80           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAD6083                               | 2040-06-01      | 4.5000%  | 0.0000% | $14478.00          | $449.98            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTAE0213                               | 2029-12-01      | 5.5000%  | 0.0000% | $492433.00         | $3453.34           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAD6378                               | 2040-05-01      | 5.5000%  | 0.0000% | $3000.00           | $196.15            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAE1816                               | 2025-10-01      | 4.0000%  | 0.0000% | $6017969.00        | $419.57            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAD6454                               | 2040-05-01      | 4.5000%  | 0.0000% | $7116.00           | $95.32             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAE1428                               | 2040-08-01      | 4.5000%  | 0.0000% | $6947.00           | $187.14            | Agency Mortgage-Backed Securities         |
| GNPL PN CP7231                                     | 2057-11-15      | 4.3000%  | 0.0000% | $7806664.00        | $7384106.45        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAE9432                               | 2040-12-01      | 4.0000%  | 0.0000% | $346316.00         | $2838.15           | Agency Mortgage-Backed Securities         |
| GNPL PN CB4900                                     | 2063-05-15      | 2.8000%  | 0.0000% | $2000.00           | $1713.63           | Agency Mortgage-Backed Securities         |
| GNII SF MA7369 M                                   | 2051-05-20      | 3.5000%  | 0.0000% | $49305792.00       | $23149682.88       | Agency Mortgage-Backed Securities         |
| GNCL CL DJ7964                                     | 2067-08-15      | 6.3000%  | 0.0000% | $1001.00           | $1053.77           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CNMA2958                               | 2027-02-01      | 2.0000%  | 0.0000% | $45434.00          | $1732.67           | Agency Mortgage-Backed Securities         |
| GNPL PN DF2999                                     | 2060-01-15      | 5.6000%  | 0.0000% | $1000.00           | $1043.45           | Agency Mortgage-Backed Securities         |
| GNPL PN DH1775                                     | 2060-05-15      | 5.7600%  | 0.0000% | $3000.00           | $3168.15           | Agency Mortgage-Backed Securities         |
| GNPL PN DH1756                                     | 2060-03-15      | 5.7700%  | 0.0000% | $3000.00           | $3167.04           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA3340                               | 2033-04-01      | 3.5000%  | 0.0000% | $20000.00          | $2212.61           | Agency Mortgage-Backed Securities         |
| GNII SF MB0366 M                                   | 2055-05-20      | 5.5000%  | 0.0000% | $100000000.00      | $100379949.08      | Agency Mortgage-Backed Securities         |
| GNPL PN CU6224                                     | 2058-09-15      | 5.3700%  | 0.0000% | $2000.00           | $2038.46           | Agency Mortgage-Backed Securities         |
| GNII SF MA7654 M                                   | 2051-10-20      | 5.0000%  | 0.0000% | $225000.00         | $92489.79          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAH5583                               | 2041-02-01      | 4.5000%  | 0.0000% | $27000.00          | $889.49            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL479081                               | 2029-01-01      | 6.0000%  | 0.0000% | $1352134.00        | $961.27            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAK5545                               | 2027-03-01      | 3.5000%  | 0.0000% | $44000.00          | $881.19            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL442263                               | 2028-10-01      | 6.0000%  | 0.0000% | $717125.00         | $1582.55           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAJ3058                               | 2026-10-01      | 3.5000%  | 0.0000% | $28266.00          | $166.93            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAH9719                               | 2041-04-01      | 4.5000%  | 0.0000% | $54000.00          | $2799.87           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL450627                               | 2028-12-01      | 6.0000%  | 0.0000% | $750000.00         | $505.96            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAH3428                               | 2026-01-01      | 3.5000%  | 0.0000% | $50101.00          | $93.42             | Agency Mortgage-Backed Securities         |
| FNRM CL061PL R98F061                               | 2028-11-25      | 6.0000%  | 0.0000% | $52000.00          | $348.24            | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CL454969                               | 2029-01-01      | 6.0000%  | 0.0000% | $29446.00          | $114.06            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL440738                               | 2028-12-01      | 6.0000%  | 0.0000% | $224818.00         | $107.24            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAJ7688                               | 2041-12-01      | 4.0000%  | 0.0000% | $10000.00          | $434.75            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAI8946                               | 2026-09-01      | 3.5000%  | 0.0000% | $27424.00          | $150.99            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL125474                               | 2027-02-01      | 7.5000%  | 0.0000% | $565000.00         | $49.43             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL831679                               | 2036-08-01      | 6.5000%  | 0.0000% | $750000.00         | $3875.34           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL822508                               | 2035-05-01      | 6.5000%  | 0.0000% | $27000.00          | $90.16             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL722813                               | 2033-05-01      | 5.5000%  | 0.0000% | $3714.00           | $823.23            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL653359                               | 2032-09-01      | 6.5000%  | 0.0000% | $221003.00         | $397.03            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAY7065                               | 2045-04-01      | 3.5000%  | 0.0000% | $18591.00          | $3748.18           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL747417                               | 2033-10-01      | 6.0000%  | 0.0000% | $1168627.00        | $2609.85           | Agency Mortgage-Backed Securities         |
| GNPL PN CP3622                                     | 2057-10-15      | 4.1900%  | 0.0000% | $1869140.00        | $1754151.32        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAE0949                               | 2041-02-01      | 4.0000%  | 0.0000% | $8000.00           | $404.17            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAD7140                               | 2040-07-01      | 5.5000%  | 0.0000% | $53808.00          | $2100.20           | Agency Mortgage-Backed Securities         |
| GNII SF MA0300 M                                   | 2027-08-20      | 3.0000%  | 0.0000% | $85000.00          | $1726.55           | Agency Mortgage-Backed Securities         |
| GNII SF MA3243 M                                   | 2045-11-20      | 3.0000%  | 0.0000% | $425791.00         | $49983.70          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL928739                               | 2037-10-01      | 6.5000%  | 0.0000% | $40000.00          | $413.33            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL903010                               | 2036-12-01      | 5.5000%  | 0.0000% | $33300.00          | $362.58            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL991549                               | 2038-11-01      | 7.0000%  | 0.0000% | $20888.00          | $439.07            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT256896                               | 2027-09-01      | 5.5000%  | 0.0000% | $465000.00         | $546.24            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL929962                               | 2038-09-01      | 6.0000%  | 0.0000% | $23000.00          | $539.58            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT257372                               | 2028-09-01      | 6.0000%  | 0.0000% | $949132.00         | $3678.25           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 ZT310184                               | 2026-01-01      | 5.5000%  | 0.0000% | $228655.00         | $32.24             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT256600                               | 2027-02-01      | 5.5000%  | 0.0000% | $850000.00         | $1555.91           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL1006                               | 2026-09-01      | 3.5000%  | 0.0000% | $179608.00         | $227.20            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL1561                               | 2027-04-01      | 3.5000%  | 0.0000% | $103656.00         | $223.93            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAH3483                               | 2026-02-01      | 3.5000%  | 0.0000% | $237281.00         | $637.19            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CT256045                               | 2025-12-01      | 5.0000%  | 0.0000% | $15000000.00       | $2536.88           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL6146                               | 2030-01-01      | 3.5000%  | 0.0000% | $6000.00           | $398.60            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 K2596693                               | 2032-01-01      | 6.0000%  | 0.0000% | $3000000.00        | $2810.57           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL254902                               | 2033-08-01      | 6.0000%  | 0.0000% | $50000.00          | $269.96            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CT256518                               | 2026-11-01      | 6.5000%  | 0.0000% | $108457.00         | $136.27            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIAL2439                               | 2027-09-01      | 5.0000%  | 0.0000% | $947000.00         | $0.12              | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL711445                               | 2033-05-01      | 5.5000%  | 0.0000% | $5676.00           | $381.38            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL672415                               | 2032-09-01      | 6.5000%  | 0.0000% | $50000.00          | $335.19            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL785868                               | 2034-07-01      | 6.5000%  | 0.0000% | $510000.00         | $4960.67           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL831872                               | 2036-11-01      | 6.5000%  | 0.0000% | $4000.00           | $20.07             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL670405                               | 2032-07-01      | 6.5000%  | 0.0000% | $248622.00         | $246.53            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL813957                               | 2035-05-01      | 6.0000%  | 0.0000% | $37512.00          | $81.70             | Agency Mortgage-Backed Securities         |
| 09.000 FRPC G80102 G                               | 2027-11-25      | 9.0000%  | 0.0000% | $1000000.00        | $659.54            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL784328                               | 2034-12-01      | 5.5000%  | 0.0000% | $50001.00          | $397.63            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL724783                               | 2033-06-01      | 5.5000%  | 0.0000% | $31780.00          | $2128.83           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD0281                               | 2055-01-01      | 5.5000%  | 0.0000% | $3470.00           | $3367.78           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL805317                               | 2035-01-01      | 6.0000%  | 0.0000% | $251829.00         | $1569.20           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL731793                               | 2033-09-01      | 6.5000%  | 0.0000% | $120000.00         | $158.42            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL820242                               | 2035-07-01      | 5.0000%  | 0.0000% | $256000.00         | $3328.54           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL852029                               | 2036-01-01      | 6.0000%  | 0.0000% | $149000.00         | $759.30            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL751182                               | 2034-03-01      | 5.5000%  | 0.0000% | $150000.00         | $4822.28           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL769790                               | 2034-02-01      | 6.0000%  | 0.0000% | $1800000.00        | $3429.12           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAX7350                               | 2044-11-01      | 4.5000%  | 0.0000% | $7798.00           | $457.86            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL649812                               | 2032-06-01      | 6.5000%  | 0.0000% | $51000.00          | $48.93             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL810426                               | 2035-03-01      | 6.0000%  | 0.0000% | $10000.00          | $42.27             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAX9172                               | 2045-01-01      | 3.5000%  | 0.0000% | $1257.00           | $89.97             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL704869                               | 2033-01-01      | 5.5000%  | 0.0000% | $129372.00         | $160.37            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAX9718                               | 2029-12-01      | 2.5000%  | 0.0000% | $8835.00           | $1273.99           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL697161                               | 2033-04-01      | 5.5000%  | 0.0000% | $35372.00          | $790.59            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL822789                               | 2035-04-01      | 5.0000%  | 0.0000% | $31679.00          | $313.89            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL535475                               | 2029-03-01      | 6.0000%  | 0.0000% | $120330.00         | $78.77             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL505614                               | 2029-07-01      | 6.5000%  | 0.0000% | $260000.00         | $236.02            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL580862                               | 2031-05-01      | 6.5000%  | 0.0000% | $298329.00         | $32.10             | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL254008                               | 2031-10-01      | 7.0000%  | 0.0000% | $253756.00         | $283.88            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 NP844838                               | 2036-04-01      | 5.5000%  | 0.0000% | $2000000.00        | $2407.40           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT831438                               | 2026-04-01      | 6.0000%  | 0.0000% | $100000.00         | $30.12             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL252645                               | 2029-08-01      | 6.5000%  | 0.0000% | $15000.00          | $9.70              | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL190370                               | 2036-06-01      | 6.0000%  | 0.0000% | $43000.00          | $355.09            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL535285                               | 2030-02-01      | 6.5000%  | 0.0000% | $249078.00         | $222.22            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CTBM3905                               | 2031-08-01      | 5.0000%  | 0.0000% | $179462.00         | $525.80            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL526057                               | 2029-12-01      | 7.0000%  | 0.0000% | $183176.00         | $164.76            | Agency Mortgage-Backed Securities         |
| FNRM CL055PC R01F055                               | 2031-10-25      | 6.5000%  | 0.0000% | $140000.00         | $369.63            | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CL729379                               | 2033-08-01      | 6.0000%  | 0.0000% | $100000.00         | $1265.36           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL323705                               | 2029-04-01      | 7.5000%  | 0.0000% | $1250000.00        | $477.23            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL580077                               | 2031-09-01      | 6.5000%  | 0.0000% | $4691.00           | $0.23              | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL433663                               | 2028-10-01      | 6.0000%  | 0.0000% | $444387.00         | $795.59            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT256517                               | 2026-12-01      | 6.0000%  | 0.0000% | $1000000.00        | $1459.11           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL545762                               | 2032-07-01      | 6.5000%  | 0.0000% | $1669933.00        | $2167.25           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL405865                               | 2027-11-01      | 7.5000%  | 0.0000% | $57000.00          | $91.17             | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL252806                               | 2029-10-01      | 7.5000%  | 0.0000% | $3535632.00        | $2729.73           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL825940                               | 2035-07-01      | 6.0000%  | 0.0000% | $30622.00          | $333.99            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTFM2837                               | 2035-12-01      | 4.0000%  | 0.0000% | $4000.00           | $1082.46           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT831901                               | 2026-10-01      | 5.5000%  | 0.0000% | $2000000.00        | $808.50            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM5768                               | 2044-11-01      | 4.0000%  | 0.0000% | $7000.00           | $2961.44           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAX3086                               | 2044-09-01      | 3.5000%  | 0.0000% | $4441.00           | $291.57            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIFM1418                               | 2034-09-01      | 4.0000%  | 0.0000% | $2236.00           | $222.28            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAV6368                               | 2029-01-01      | 3.5000%  | 0.0000% | $189000.00         | $4350.24           | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX H2BZ3028                               | 2040-01-01      | 5.4000%  | 0.0000% | $1000.00           | $1033.87           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL589084                               | 2031-09-01      | 6.5000%  | 0.0000% | $82000.00          | $64.57             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL258672                               | 2036-04-01      | 6.0000%  | 0.0000% | $98380.00          | $1989.81           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL413212                               | 2028-03-01      | 6.0000%  | 0.0000% | $494627.00         | $103.88            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL437394                               | 2028-09-01      | 6.5000%  | 0.0000% | $30000.00          | $38.55             | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL545546                               | 2032-03-01      | 7.5000%  | 0.0000% | $318302.00         | $356.79            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL545638                               | 2032-05-01      | 6.5000%  | 0.0000% | $32000.00          | $89.97             | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL254223                               | 2032-01-01      | 7.5000%  | 0.0000% | $1919018.00        | $4313.60           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL253037                               | 2030-02-01      | 7.5000%  | 0.0000% | $525000.00         | $336.13            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT256803                               | 2027-07-01      | 6.0000%  | 0.0000% | $70383.00          | $203.72            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL585629                               | 2031-05-01      | 6.0000%  | 0.0000% | $1000998.00        | $735.14            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL585061                               | 2031-10-01      | 6.5000%  | 0.0000% | $36788.00          | $157.92            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL545304                               | 2031-11-01      | 7.5000%  | 0.0000% | $2112447.00        | $1328.61           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL581669                               | 2031-07-01      | 6.5000%  | 0.0000% | $166700.00         | $109.31            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CTBM5922                               | 2029-09-01      | 6.0000%  | 0.0000% | $31595.00          | $483.63            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 GL252155                               | 2028-10-01      | 7.0000%  | 0.0000% | $45000.00          | $48.95             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL484975                               | 2029-06-01      | 6.5000%  | 0.0000% | $302500.00         | $260.01            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CT255892                               | 2025-09-25      | 5.0000%  | 0.0000% | $52215718.00       | $111.30            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT256198                               | 2026-04-01      | 5.5000%  | 0.0000% | $3674034.00        | $2099.32           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL447629                               | 2028-10-01      | 6.0000%  | 0.0000% | $54751.00          | $10.54             | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL323640                               | 2029-04-01      | 7.5000%  | 0.0000% | $870000.00         | $253.85            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL323210                               | 2028-06-01      | 6.0000%  | 0.0000% | $706272.00         | $22.17             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CICA2528                               | 2033-10-01      | 4.0000%  | 0.0000% | $10048.00          | $1840.49           | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ0431                               | 2029-02-01      | 5.1700%  | 0.0000% | $3875.00           | $4015.43           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL432061                               | 2028-06-01      | 7.0000%  | 0.0000% | $103993.00         | $3233.57           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL256273                               | 2036-04-01      | 5.5000%  | 0.0000% | $96376.00          | $1009.30           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAX3715                               | 2027-06-01      | 3.5000%  | 0.0000% | $100000.00         | $1382.87           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL840112                               | 2035-10-01      | 5.5000%  | 0.0000% | $300000.00         | $4180.24           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL745092                               | 2035-07-01      | 6.5000%  | 0.0000% | $207900.00         | $2688.54           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL831936                               | 2036-11-01      | 6.0000%  | 0.0000% | $144000.00         | $783.88            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAX7183                               | 2029-11-01      | 2.5000%  | 0.0000% | $7511.00           | $121.23            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL878201                               | 2036-09-01      | 6.0000%  | 0.0000% | $25000.00          | $255.93            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS4168                               | 2044-12-01      | 4.0000%  | 0.0000% | $11000.00          | $1326.21           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAU0992                               | 2043-09-01      | 4.5000%  | 0.0000% | $3033.00           | $152.00            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAW7132                               | 2044-10-01      | 4.0000%  | 0.0000% | $15000.00          | $2141.39           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAV5119                               | 2029-01-01      | 2.5000%  | 0.0000% | $11066.00          | $328.09            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBM3549                               | 2047-06-01      | 4.0000%  | 0.0000% | $25000.00          | $4026.21           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL457997                               | 2029-01-01      | 6.5000%  | 0.0000% | $50000.00          | $48.85             | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIBM1036                               | 2032-02-01      | 2.5000%  | 0.0000% | $2000.00           | $345.90            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIBM3174                               | 2032-05-01      | 3.5000%  | 0.0000% | $12000.00          | $1239.59           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL253796                               | 2031-04-01      | 7.5000%  | 0.0000% | $1602329.00        | $152.37            | Agency Mortgage-Backed Securities         |
| FNRM CL051MB R21F051                               | 2051-08-25      | 3.0000%  | 0.0000% | $2700.00           | $1560.64           | Agency Collateralized Mortgage Obligation |
| FNRM CL051BH R21F051                               | 2051-08-25      | 1.5000%  | 0.0000% | $1000.00           | $409.63            | Agency Collateralized Mortgage Obligation |
| FNMS 07.000 CL395811                               | 2027-11-01      | 7.0000%  | 0.0000% | $16008.00          | $7.47              | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2052-02-15      | 2.2500%  | 0.0000% | $200.00            | $120.76            | U.S. Treasuries (including strips)        |
| GNPL PN DJ4692                                     | 2060-06-15      | 4.9200%  | 0.0000% | $1010.00           | $955.44            | Agency Mortgage-Backed Securities         |
| GNII BD 580834 C                                   | 2034-06-20      | 6.0000%  | 0.0000% | $50000.00          | $244.03            | Agency Mortgage-Backed Securities         |
| GNII SF DL0220 C                                   | 2055-08-20      | 6.0000%  | 0.0000% | $1130106.00        | $1165924.33        | Agency Mortgage-Backed Securities         |
| GNPL PN CL2689                                     | 2063-07-15      | 2.2200%  | 0.0000% | $1000.00           | $801.25            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2029-12-15      | 4.8072%  | 0.0000% | $1000000.00        | $1080.10           | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CL250511                               | 2026-03-01      | 6.5000%  | 0.0000% | $435200.00         | $7.29              | Agency Mortgage-Backed Securities         |
| FNMS 09.000 CL564318                               | 2030-11-01      | 9.0000%  | 0.0000% | $3560000.00        | $1162.06           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL510894                               | 2031-04-01      | 6.0000%  | 0.0000% | $1002061.00        | $1062.47           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL500293                               | 2029-06-01      | 6.5000%  | 0.0000% | $307300.00         | $487.29            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL596270                               | 2031-08-01      | 7.5000%  | 0.0000% | $876866.00         | $2839.27           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL457001                               | 2029-01-01      | 6.0000%  | 0.0000% | $507600.00         | $329.57            | Agency Mortgage-Backed Securities         |
| GNII SF DK9562 C                                   | 2055-08-20      | 6.0000%  | 0.0000% | $1152890.00        | $1191551.78        | Agency Mortgage-Backed Securities         |
| GNPL PN DA4291                                     | 2059-10-15      | 4.6700%  | 0.0000% | $1000.00           | $978.88            | Agency Mortgage-Backed Securities         |
| GNPL PN DD2266                                     | 2060-03-15      | 5.6900%  | 0.0000% | $3006.00           | $3160.56           | Agency Mortgage-Backed Securities         |
| GNPL PN CH0471                                     | 2057-08-15      | 3.9400%  | 0.0000% | $2000.00           | $1847.57           | Agency Mortgage-Backed Securities         |
| GNPL PN DA8488                                     | 2059-05-15      | 5.8000%  | 0.0000% | $1000.00           | $1054.34           | Agency Mortgage-Backed Securities         |
| GNCL CL CJ9612                                     | 2063-12-15      | 2.8700%  | 0.0000% | $1000.00           | $874.53            | Agency Mortgage-Backed Securities         |
| GNPL PN DF2997                                     | 2060-01-15      | 5.6000%  | 0.0000% | $4000.00           | $4173.82           | Agency Mortgage-Backed Securities         |
| GNPL PN DA8502                                     | 2060-03-15      | 5.7200%  | 0.0000% | $1000.00           | $1053.45           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBJ4916                               | 2048-03-01      | 3.5000%  | 0.0000% | $14000.00          | $1981.00           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIMA0732                               | 2026-04-01      | 4.0000%  | 0.0000% | $50000.00          | $169.39            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL988936                               | 2038-08-01      | 6.0000%  | 0.0000% | $161746.00         | $1234.27           | Agency Mortgage-Backed Securities         |
| GNII SF MA5266 M                                   | 2048-06-20      | 5.0000%  | 0.0000% | $595152.00         | $45845.79          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBJ4594                               | 2048-02-01      | 3.5000%  | 0.0000% | $30000.00          | $4173.97           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAC8719                               | 2039-12-01      | 4.5000%  | 0.0000% | $4415.00           | $142.09            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL942165                               | 2037-07-01      | 6.0000%  | 0.0000% | $379671.00         | $1939.58           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL942950                               | 2037-09-01      | 6.0000%  | 0.0000% | $169422.00         | $530.40            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA3632                               | 2034-04-01      | 3.5000%  | 0.0000% | $59000.00          | $4553.99           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA1658                               | 2028-10-01      | 3.5000%  | 0.0000% | $4000.00           | $177.89            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CNMA2899                               | 2027-02-01      | 2.5000%  | 0.0000% | $4574.00           | $156.64            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIMA2845                               | 2031-12-01      | 2.0000%  | 0.0000% | $26000.00          | $4401.33           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CTMA1608                               | 2033-10-01      | 3.5000%  | 0.0000% | $7000.00           | $727.66            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTMA0436                               | 2030-04-01      | 5.5000%  | 0.0000% | $500000.00         | $2483.55           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBE0531                               | 2046-11-01      | 3.0000%  | 0.0000% | $3000.00           | $220.06            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBE9028                               | 2047-04-01      | 4.0000%  | 0.0000% | $1282.00           | $103.87            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA3898                               | 2035-01-01      | 3.5000%  | 0.0000% | $11000.00          | $1613.39           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBH1172                               | 2047-05-01      | 4.5000%  | 0.0000% | $1000.00           | $191.13            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBD5232                               | 2046-08-01      | 4.5000%  | 0.0000% | $30000.00          | $2075.20           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CZ994137                               | 2048-11-01      | 5.5000%  | 0.0000% | $38393.00          | $2396.62           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAA7937                               | 2037-01-01      | 4.5000%  | 0.0000% | $20623.00          | $232.61            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIMA1386                               | 2028-02-01      | 2.0000%  | 0.0000% | $8582.00           | $370.52            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3027                               | 2047-06-01      | 4.0000%  | 0.0000% | $1000.00           | $105.75            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA3851                               | 2049-11-01      | 4.5000%  | 0.0000% | $17000.00          | $2148.03           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIMA3985                               | 2035-04-01      | 3.0000%  | 0.0000% | $11000.00          | $2021.15           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CVMA1481                               | 2028-06-01      | 3.0000%  | 0.0000% | $73039.00          | $2984.96           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM3387                               | 2035-03-01      | 3.5000%  | 0.0000% | $14000.00          | $2500.30           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAL6583                               | 2030-03-01      | 3.0000%  | 0.0000% | $36904.00          | $3673.66           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL8206                               | 2043-01-01      | 4.5000%  | 0.0000% | $11000.00          | $1379.86           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL613922                               | 2031-12-01      | 6.0000%  | 0.0000% | $110000.00         | $510.64            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAH5616                               | 2026-02-01      | 3.5000%  | 0.0000% | $16000.00          | $30.27             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAH3551                               | 2026-03-01      | 3.5000%  | 0.0000% | $73381.00          | $171.86            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL8001                               | 2031-02-01      | 3.5000%  | 0.0000% | $10000.00          | $1032.25           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAJ8203                               | 2042-01-01      | 4.5000%  | 0.0000% | $36000.00          | $3545.49           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB3346                               | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $698.57            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAH4890                               | 2026-03-01      | 4.0000%  | 0.0000% | $51948.00          | $141.06            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL603617                               | 2031-09-01      | 7.0000%  | 0.0000% | $109771.00         | $36.35             | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIAL3197                               | 2026-06-01      | 5.0000%  | 0.0000% | $24456.00          | $0.03              | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTAL5542                               | 2031-04-01      | 5.5000%  | 0.0000% | $109395.00         | $1921.31           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL1746                               | 2027-03-01      | 3.5000%  | 0.0000% | $475694.00         | $3362.01           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL624639                               | 2031-11-01      | 7.0000%  | 0.0000% | $234132.00         | $208.47            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIAL6449                               | 2027-01-01      | 4.5000%  | 0.0000% | $245000.00         | $24.00             | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL602391                               | 2031-08-01      | 7.0000%  | 0.0000% | $117315.00         | $289.68            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL633866                               | 2032-03-01      | 6.0000%  | 0.0000% | $2000000.00        | $4480.48           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL579142                               | 2031-05-01      | 6.5000%  | 0.0000% | $336860.00         | $1212.87           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL625536                               | 2032-01-01      | 6.0000%  | 0.0000% | $252621.00         | $401.25            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL627702                               | 2032-02-01      | 6.5000%  | 0.0000% | $49000.00          | $130.41            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIBH5023                               | 2032-08-01      | 2.5000%  | 0.0000% | $2808.00           | $306.16            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA3219                               | 2032-12-01      | 3.5000%  | 0.0000% | $1000.00           | $128.34            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBK8816                               | 2048-08-01      | 5.0000%  | 0.0000% | $14628.00          | $1519.04           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM3098                               | 2030-08-01      | 3.5000%  | 0.0000% | $96000.00          | $1563.52           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA2190                               | 2048-08-01      | 4.0000%  | 0.0000% | $2000.00           | $152.12            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CICA0599                               | 2032-10-01      | 4.0000%  | 0.0000% | $4000.00           | $733.48            | Agency Mortgage-Backed Securities         |
| GNII SF MA0675 M                                   | 2028-01-20      | 3.0000%  | 0.0000% | $47000.00          | $1127.65           | Agency Mortgage-Backed Securities         |
| GNPL PN CK5733                                     | 2057-10-15      | 4.1500%  | 0.0000% | $2185000.00        | $2046581.43        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ3050                               | 2032-02-01      | 4.7200%  | 0.0000% | $1000.00           | $1022.63           | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ4149                               | 2032-06-01      | 5.0200%  | 0.0000% | $1958.00           | $2033.64           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRQ0038                               | 2055-08-01      | 4.5000%  | 0.0000% | $306750.00         | $295635.47         | Agency Mortgage-Backed Securities         |
| GNMI SF 764012 X                                   | 2027-04-15      | 3.0000%  | 0.0000% | $120588.00         | $1656.27           | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ4691                               | 2030-08-01      | 4.7200%  | 0.0000% | $2243.00           | $2302.79           | Agency Mortgage-Backed Securities         |
| GNPL PN CS2724                                     | 2058-04-15      | 4.5200%  | 0.0000% | $1000.00           | $949.70            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CICA2404                               | 2033-10-01      | 4.0000%  | 0.0000% | $20000.00          | $3011.34           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCA1398                               | 2048-03-01      | 5.0000%  | 0.0000% | $3659.00           | $600.53            | Agency Mortgage-Backed Securities         |
| GNPL PN CS6537                                     | 2058-06-15      | 5.1300%  | 0.0000% | $4001.00           | $4006.23           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL608187                               | 2031-12-01      | 6.0000%  | 0.0000% | $184488.00         | $1489.89           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL589643                               | 2031-06-01      | 6.5000%  | 0.0000% | $289949.00         | $409.48            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL579458                               | 2031-04-01      | 6.5000%  | 0.0000% | $747626.00         | $666.39            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAH5801                               | 2026-02-01      | 3.5000%  | 0.0000% | $5000.00           | $8.67              | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAH1097                               | 2025-12-01      | 4.0000%  | 0.0000% | $3186043.00        | $1226.35           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL452026                               | 2028-11-01      | 6.5000%  | 0.0000% | $33000.00          | $4.55              | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAH0057                               | 2041-02-01      | 4.5000%  | 0.0000% | $20000.00          | $777.42            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS4783                               | 2045-04-01      | 3.5000%  | 0.0000% | $22000.00          | $4372.78           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CTAL7924                               | 2028-12-01      | 6.0000%  | 0.0000% | $13251.00          | $0.50              | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAL6761                               | 2030-05-01      | 3.0000%  | 0.0000% | $17678.00          | $1595.60           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL604845                               | 2031-05-01      | 6.0000%  | 0.0000% | $53789.00          | $777.79            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL604916                               | 2032-10-01      | 6.0000%  | 0.0000% | $93000.00          | $1151.26           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAL1719                               | 2027-05-01      | 3.0000%  | 0.0000% | $300000.00         | $4793.39           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL581157                               | 2031-04-01      | 6.5000%  | 0.0000% | $182298.00         | $115.14            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIBC5953                               | 2031-03-01      | 2.5000%  | 0.0000% | $12436.00          | $1689.34           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBC1507                               | 2046-08-01      | 4.5000%  | 0.0000% | $14813.00          | $1082.99           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBM3327                               | 2047-12-01      | 3.5000%  | 0.0000% | $18000.00          | $4624.42           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIBK7900                               | 2033-10-01      | 4.0000%  | 0.0000% | $6268.00           | $703.37            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL595797                               | 2031-09-01      | 7.0000%  | 0.0000% | $226543.00         | $131.79            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL630907                               | 2032-02-01      | 7.5000%  | 0.0000% | $630169.00         | $4361.14           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL609648                               | 2031-11-01      | 6.5000%  | 0.0000% | $89840.00          | $190.56            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAH4068                               | 2041-02-01      | 4.5000%  | 0.0000% | $5429.00           | $194.84            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL604629                               | 2031-09-01      | 6.0000%  | 0.0000% | $5000000.00        | $3801.41           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL606799                               | 2031-10-01      | 7.0000%  | 0.0000% | $123741.00         | $680.36            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB2644                               | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $699.35            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL615364                               | 2031-11-01      | 6.0000%  | 0.0000% | $50466.00          | $1306.89           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL567640                               | 2031-02-01      | 6.0000%  | 0.0000% | $6500000.00        | $1565.12           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBV3989                               | 2052-04-01      | 4.5000%  | 0.0000% | $9693.00           | $4956.67           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL633323                               | 2032-04-01      | 5.5000%  | 0.0000% | $100000.00         | $2264.06           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL606341                               | 2031-10-01      | 6.0000%  | 0.0000% | $999900.00         | $392.95            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAH6283                               | 2041-04-01      | 5.0000%  | 0.0000% | $25000.00          | $2032.49           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL611144                               | 2032-01-01      | 6.0000%  | 0.0000% | $85802.00          | $799.29            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL628193                               | 2032-02-01      | 6.5000%  | 0.0000% | $141800.00         | $166.18            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL1751                               | 2027-05-01      | 3.5000%  | 0.0000% | $310185.00         | $2955.18           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL601415                               | 2031-11-01      | 6.5000%  | 0.0000% | $205035.00         | $228.12            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL636983                               | 2032-06-01      | 7.0000%  | 0.0000% | $104000.00         | $1170.05           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIAH2888                               | 2026-02-01      | 4.5000%  | 0.0000% | $1700000.00        | $2643.44           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL479502                               | 2029-04-01      | 6.5000%  | 0.0000% | $226503.00         | $74.42             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAH5574                               | 2041-02-01      | 4.0000%  | 0.0000% | $4000.00           | $310.73            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAJ3120                               | 2041-10-01      | 4.5000%  | 0.0000% | $28000.00          | $2924.28           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAH4407                               | 2026-01-01      | 3.5000%  | 0.0000% | $22000.00          | $38.60             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS5944                               | 2045-10-01      | 3.5000%  | 0.0000% | $29000.00          | $4815.09           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAH1983                               | 2040-12-01      | 4.0000%  | 0.0000% | $48948.00          | $2624.23           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL636846                               | 2032-03-01      | 6.5000%  | 0.0000% | $306000.00         | $541.83            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL1831                               | 2027-05-01      | 3.5000%  | 0.0000% | $32357.00          | $348.74            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL456791                               | 2029-01-01      | 6.0000%  | 0.0000% | $203492.00         | $46.75             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL535908                               | 2031-04-01      | 6.0000%  | 0.0000% | $10400409.00       | $3293.38           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAL1489                               | 2042-02-01      | 3.5000%  | 0.0000% | $20000.00          | $2543.29           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAL7800                               | 2030-11-01      | 2.5000%  | 0.0000% | $3000.00           | $328.44            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL496250                               | 2029-04-01      | 6.5000%  | 0.0000% | $200000.00         | $149.92            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL7306                               | 2042-09-01      | 4.5000%  | 0.0000% | $17000.00          | $2222.25           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAQ4712                               | 2027-11-01      | 3.5000%  | 0.0000% | $103964.00         | $2189.01           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL329673                               | 2026-01-01      | 6.5000%  | 0.0000% | $30000.00          | $0.45              | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL596460                               | 2031-08-01      | 6.0000%  | 0.0000% | $148431.00         | $1906.04           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL563097                               | 2030-09-01      | 6.5000%  | 0.0000% | $280000.00         | $300.73            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAL2687                               | 2027-01-01      | 4.0000%  | 0.0000% | $1050000.00        | $2265.90           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL535334                               | 2030-06-01      | 7.5000%  | 0.0000% | $381326.00         | $82.39             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL597497                               | 2031-09-01      | 6.5000%  | 0.0000% | $459438.00         | $996.65            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL5369                               | 2044-05-01      | 4.5000%  | 0.0000% | $1000.00           | $40.02             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL442294                               | 2028-10-01      | 6.0000%  | 0.0000% | $410373.00         | $402.10            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAP1651                               | 2042-08-01      | 3.0000%  | 0.0000% | $31410.00          | $3346.68           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL535154                               | 2030-01-01      | 7.0000%  | 0.0000% | $219323.00         | $76.03             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL505121                               | 2029-07-01      | 6.5000%  | 0.0000% | $150000.00         | $153.05            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTAL3285                               | 2029-04-01      | 5.5000%  | 0.0000% | $199060.00         | $2576.25           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAS1756                               | 2029-02-01      | 3.5000%  | 0.0000% | $25000.00          | $951.65            | Agency Mortgage-Backed Securities         |
| GNPL PN DK6736                                     | 2060-06-15      | 5.8400%  | 0.0000% | $1000.00           | $1062.61           | Agency Mortgage-Backed Securities         |
| GNII SF DK9560 C                                   | 2055-08-20      | 6.0000%  | 0.0000% | $1101958.00        | $1138910.69        | Agency Mortgage-Backed Securities         |
| GNII SF DK8114 C                                   | 2055-08-20      | 6.5000%  | 0.0000% | $1076102.00        | $1122043.54        | Agency Mortgage-Backed Securities         |
| GNII SF 002643 M                                   | 2028-09-20      | 6.0000%  | 0.0000% | $160000.00         | $243.58            | Agency Mortgage-Backed Securities         |
| GNII JM MA4479 M                                   | 2032-06-20      | 2.5000%  | 0.0000% | $1110960.00        | $118515.60         | Agency Mortgage-Backed Securities         |
| GNPL PN CO7978                                     | 2057-08-15      | 3.5600%  | 0.0000% | $8345760.00        | $7503781.54        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL985558                               | 2038-06-01      | 5.5000%  | 0.0000% | $1337948.00        | $3435.51           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAB1939                               | 2025-12-01      | 3.5000%  | 0.0000% | $176734.00         | $193.03            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY6345                               | 2055-06-01      | 6.0000%  | 0.0000% | $2626568.00        | $2681607.56        | Agency Mortgage-Backed Securities         |
| GNPL PN DD2254                                     | 2059-11-15      | 4.7300%  | 0.0000% | $4000.00           | $3939.58           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL947216                               | 2037-10-01      | 6.0000%  | 0.0000% | $1000.00           | $17.67             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL995654                               | 2039-02-01      | 6.0000%  | 0.0000% | $9000.00           | $101.92            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL905141                               | 2037-02-01      | 5.5000%  | 0.0000% | $280000.00         | $2034.77           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL979919                               | 2038-05-01      | 6.0000%  | 0.0000% | $135000.00         | $4862.81           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL940717                               | 2037-10-01      | 6.0000%  | 0.0000% | $37151.00          | $451.12            | Agency Mortgage-Backed Securities         |
| GNII SF DD2734 C                                   | 2054-10-20      | 5.0000%  | 0.0000% | $3820292.00        | $3758056.93        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL894675                               | 2036-11-01      | 6.5000%  | 0.0000% | $1000.00           | $5.59              | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL942291                               | 2037-08-01      | 6.0000%  | 0.0000% | $1000100.00        | $4123.78           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 NP954959                               | 2037-10-01      | 7.0000%  | 0.0000% | $598382.00         | $1848.48           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL942569                               | 2037-08-01      | 6.0000%  | 0.0000% | $57738.00          | $650.07            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL966347                               | 2037-12-01      | 6.0000%  | 0.0000% | $106000.00         | $1509.31           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL929589                               | 2038-06-01      | 5.0000%  | 0.0000% | $172782.00         | $3430.83           | Agency Mortgage-Backed Securities         |
| GNPL PN DD2271                                     | 2060-04-15      | 5.7300%  | 0.0000% | $2013.00           | $2126.59           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL922433                               | 2037-01-01      | 5.5000%  | 0.0000% | $94705.00          | $876.39            | Agency Mortgage-Backed Securities         |
| GNPL PN DC7220                                     | 2060-05-15      | 5.5300%  | 0.0000% | $3026.00           | $3148.92           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFS1163                               | 2037-01-01      | 3.5000%  | 0.0000% | $5000.00           | $2505.57           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL938342                               | 2037-07-01      | 6.0000%  | 0.0000% | $3000.00           | $18.05             | Agency Mortgage-Backed Securities         |
| GNPL PN BY8285                                     | 2062-06-15      | 2.7000%  | 0.0000% | $1001.00           | $854.88            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL928938                               | 2037-12-01      | 7.0000%  | 0.0000% | $241776.00         | $2232.34           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL931227                               | 2039-05-01      | 4.5000%  | 0.0000% | $91339.00          | $4428.96           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT929054                               | 2028-01-01      | 6.0000%  | 0.0000% | $183702.00         | $1474.86           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS1891                               | 2050-01-01      | 4.0000%  | 0.0000% | $3000.00           | $1965.82           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM1793                               | 2034-02-01      | 3.5000%  | 0.0000% | $32113.00          | $2987.49           | Agency Mortgage-Backed Securities         |
| GNII SF 002629 M                                   | 2028-08-20      | 6.0000%  | 0.0000% | $55000.00          | $66.05             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL896303                               | 2036-07-01      | 6.0000%  | 0.0000% | $35263.00          | $277.65            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL889691                               | 2038-07-01      | 6.0000%  | 0.0000% | $2000.00           | $14.94             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL891799                               | 2036-07-01      | 6.0000%  | 0.0000% | $334495.00         | $741.65            | Agency Mortgage-Backed Securities         |
| GNPL PN DB4201                                     | 2060-03-15      | 6.3500%  | 0.0000% | $3002.00           | $3283.10           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 NP923743                               | 2037-04-01      | 6.0000%  | 0.0000% | $400000.00         | $3881.33           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CI890802                               | 2027-01-01      | 4.5000%  | 0.0000% | $2000000.00        | $356.96            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL952425                               | 2037-09-01      | 7.0000%  | 0.0000% | $75000.00          | $39.79             | Agency Mortgage-Backed Securities         |
| GNII SF 002616 M                                   | 2028-07-20      | 7.0000%  | 0.0000% | $79000.00          | $46.62             | Agency Mortgage-Backed Securities         |
| GNII SF MA7830 M                                   | 2052-01-20      | 4.0000%  | 0.0000% | $130000.00         | $83727.10          | Agency Mortgage-Backed Securities         |
| GNCL CL CP2704                                     | 2067-03-15      | 5.5800%  | 0.0000% | $1000.00           | $1041.76           | Agency Mortgage-Backed Securities         |
| GNPL PN CU2402                                     | 2058-10-15      | 5.8400%  | 0.0000% | $2000.00           | $2097.72           | Agency Mortgage-Backed Securities         |
| GNMI SF 737840 X                                   | 2026-01-15      | 3.5000%  | 0.0000% | $304500.00         | $302.55            | Agency Mortgage-Backed Securities         |
| GNMI SF 753772 X                                   | 2026-01-15      | 3.5000%  | 0.0000% | $1055000.00        | $2896.39           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAD5524                               | 2040-05-01      | 4.5000%  | 0.0000% | $6720.00           | $495.54            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CI890430                               | 2027-07-01      | 3.5000%  | 0.0000% | $13000.00          | $133.36            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAA9762                               | 2039-07-01      | 5.5000%  | 0.0000% | $30872.00          | $706.59            | Agency Mortgage-Backed Securities         |
| GNCL CL DJ2719                                     | 2065-08-15      | 6.2800%  | 0.0000% | $3000.00           | $3139.71           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAC0746                               | 2039-09-01      | 5.0000%  | 0.0000% | $36583.00          | $977.36            | Agency Mortgage-Backed Securities         |
| GNII SF MA5135 M                                   | 2048-04-20      | 3.0000%  | 0.0000% | $311498.00         | $48701.54          | Agency Mortgage-Backed Securities         |
| GNMI SF 779839 X                                   | 2026-10-15      | 3.5000%  | 0.0000% | $7585.00           | $110.11            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAD0440                               | 2039-10-01      | 6.0000%  | 0.0000% | $43000.00          | $793.50            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAE5143                               | 2040-11-01      | 4.0000%  | 0.0000% | $50000.00          | $2836.82           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAE8870                               | 2040-11-01      | 4.5000%  | 0.0000% | $2927.00           | $45.32             | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAD6437                               | 2040-06-01      | 5.0000%  | 0.0000% | $39000.00          | $1792.21           | Agency Mortgage-Backed Securities         |
| GNMI SF BR4832 X                                   | 2052-06-15      | 4.0000%  | 0.0000% | $1729828.00        | $759413.26         | Agency Mortgage-Backed Securities         |
| GNPL PN CO1751                                     | 2058-04-15      | 4.9000%  | 0.0000% | $2076.00           | $2050.81           | Agency Mortgage-Backed Securities         |
| GNII SF MA4586 M                                   | 2047-07-20      | 3.5000%  | 0.0000% | $805000.00         | $99544.06          | Agency Mortgage-Backed Securities         |
| GNMI SF AA0172 X                                   | 2042-05-15      | 3.7000%  | 0.0000% | $260000.00         | $43822.80          | Agency Mortgage-Backed Securities         |
| GNMI SF 779711 X                                   | 2026-11-15      | 3.5000%  | 0.0000% | $8645.00           | $285.49            | Agency Mortgage-Backed Securities         |
| GNMI SF 738218 X                                   | 2041-04-15      | 5.0000%  | 0.0000% | $104081.00         | $11074.40          | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX XXBM7581                               | 2031-11-01      | 4.7051%  | 0.0000% | $3690.00           | $3775.20           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTBM4146                               | 2029-12-01      | 5.5000%  | 0.0000% | $37135.00          | $470.35            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIBM4905                               | 2033-11-01      | 3.5000%  | 0.0000% | $11000.00          | $2394.66           | Agency Mortgage-Backed Securities         |
| GNII SF BA4022 C                                   | 2047-06-20      | 4.0000%  | 0.0000% | $1318132.00        | $254135.82         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA2469                               | 2048-10-01      | 4.0000%  | 0.0000% | $43413.00          | $3352.34           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIBM5108                               | 2033-02-01      | 3.0000%  | 0.0000% | $10000.00          | $1668.06           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA0445                               | 2055-01-01      | 5.5000%  | 0.0000% | $1443238.00        | $1424862.85        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIBM1896                               | 2031-11-01      | 2.5000%  | 0.0000% | $24833.00          | $4164.19           | Agency Mortgage-Backed Securities         |
| GNII SF MA8147 M                                   | 2052-02-20      | 2.5000%  | 0.0000% | $9677680.00        | $6163241.11        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBN6710                               | 2049-06-01      | 4.5000%  | 0.0000% | $7000.00           | $2105.14           | Agency Mortgage-Backed Securities         |
| GNII SF MA8877 M                                   | 2053-05-20      | 4.5000%  | 0.0000% | $95000.00          | $79956.56          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTBM5440                               | 2038-11-01      | 4.5000%  | 0.0000% | $9000.00           | $1568.11           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBM5098                               | 2048-12-01      | 5.0000%  | 0.0000% | $3000.00           | $591.08            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM8087                               | 2035-03-01      | 3.5000%  | 0.0000% | $3000.00           | $1193.90           | Agency Mortgage-Backed Securities         |
| GNPL PN BW0715                                     | 2062-10-15      | 2.9000%  | 0.0000% | $2000.00           | $1731.35           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS8189                               | 2054-06-01      | 5.5000%  | 0.0000% | $3000.00           | $2883.10           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS8964                               | 2054-09-01      | 5.5000%  | 0.0000% | $86124928.00       | $81922910.13       | Agency Mortgage-Backed Securities         |
| GNPL PN CQ8784                                     | 2059-09-15      | 6.1000%  | 0.0000% | $1000.00           | $1064.81           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL890154                               | 2038-03-01      | 5.0000%  | 0.0000% | $101321.00         | $1745.92           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL890097                               | 2038-10-01      | 6.0000%  | 0.0000% | $200000.00         | $2166.12           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAA0653                               | 2038-12-01      | 5.0000%  | 0.0000% | $311660.00         | $2109.71           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CVMA1775                               | 2028-12-01      | 3.0000%  | 0.0000% | $61366.00          | $2850.94           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL935039                               | 2039-03-01      | 4.5000%  | 0.0000% | $71946.00          | $3139.87           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL942786                               | 2037-08-01      | 6.0000%  | 0.0000% | $43618.00          | $535.68            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL937009                               | 2037-06-01      | 6.0000%  | 0.0000% | $85000.00          | $1207.74           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL933727                               | 2038-04-01      | 6.0000%  | 0.0000% | $16000.00          | $200.51            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAA4584                               | 2039-04-01      | 4.5000%  | 0.0000% | $18000.00          | $697.68            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAB8446                               | 2028-02-01      | 2.5000%  | 0.0000% | $43000.00          | $1814.58           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL954165                               | 2038-01-01      | 6.0000%  | 0.0000% | $2424.00           | $29.01             | Agency Mortgage-Backed Securities         |
| GNII SF MA6709 M                                   | 2050-06-20      | 2.5000%  | 0.0000% | $1930870.00        | $566407.28         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA5159                               | 2038-08-01      | 3.5000%  | 0.0000% | $4000.00           | $2950.95           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA4919                               | 2053-02-01      | 5.5000%  | 0.0000% | $253737984.00      | $196203514.49      | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA4028                               | 2035-05-01      | 3.5000%  | 0.0000% | $7000.00           | $1523.09           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIBM3350                               | 2033-01-01      | 3.5000%  | 0.0000% | $6000.00           | $960.61            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CNBM3267                               | 2028-01-01      | 3.5000%  | 0.0000% | $20628.00          | $890.10            | Agency Mortgage-Backed Securities         |
| GNPL PN CN0102                                     | 2064-08-15      | 5.2700%  | 0.0000% | $2000.00           | $2041.60           | Agency Mortgage-Backed Securities         |
| GNII MH AD0020 C                                   | 2038-02-20      | 3.5000%  | 0.0000% | $2008.00           | $682.11            | Agency Mortgage-Backed Securities         |
| GNII MH AD0856 C                                   | 2033-08-20      | 3.7500%  | 0.0000% | $1000.00           | $230.54            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM1578                               | 2034-09-01      | 3.5000%  | 0.0000% | $3000.00           | $648.43            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM3386                               | 2034-07-01      | 3.5000%  | 0.0000% | $30000.00          | $3643.62           | Agency Mortgage-Backed Securities         |
| GNPL PN CU1269                                     | 2058-04-15      | 5.0800%  | 0.0000% | $200874.00         | $200153.93         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA7012                               | 2050-09-01      | 2.0000%  | 0.0000% | $3000.00           | $1551.25           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL966463                               | 2038-01-01      | 6.0000%  | 0.0000% | $33216.00          | $393.63            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL992033                               | 2038-10-01      | 6.0000%  | 0.0000% | $540000.00         | $824.69            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL988580                               | 2038-08-01      | 6.0000%  | 0.0000% | $364000.00         | $3201.31           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAB5890                               | 2027-08-01      | 3.0000%  | 0.0000% | $31155.00          | $686.76            | Agency Mortgage-Backed Securities         |
| GNMI SF 757567 X                                   | 2026-03-15      | 3.5000%  | 0.0000% | $100000.00         | $217.00            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAA3222                               | 2039-04-01      | 4.0000%  | 0.0000% | $34795.00          | $2642.73           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL928125                               | 2037-03-01      | 5.5000%  | 0.0000% | $97111.00          | $1396.41           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA1034                               | 2027-04-01      | 3.5000%  | 0.0000% | $10000.00          | $144.79            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL6206                               | 2028-06-01      | 3.5000%  | 0.0000% | $64000.00          | $883.64            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAL0003                               | 2026-02-01      | 4.0000%  | 0.0000% | $1100000.00        | $866.27            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFM5893                               | 2050-08-01      | 5.0000%  | 0.0000% | $9000.00           | $3238.21           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIFS0114                               | 2035-08-01      | 3.0000%  | 0.0000% | $3000.00           | $1368.10           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFM6355                               | 2050-08-01      | 4.5000%  | 0.0000% | $9000.00           | $2659.02           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFM5137                               | 2050-05-01      | 5.0000%  | 0.0000% | $4000.00           | $1277.76           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL555570                               | 2033-06-01      | 6.0000%  | 0.0000% | $47359.00          | $108.41            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL632768                               | 2032-02-01      | 6.5000%  | 0.0000% | $60000.00          | $246.26            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL602454                               | 2031-09-01      | 6.5000%  | 0.0000% | $395500.00         | $1682.27           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS0209                               | 2043-08-01      | 3.5000%  | 0.0000% | $7000.00           | $1222.40           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAI1961                               | 2041-05-01      | 4.5000%  | 0.0000% | $27000.00          | $1815.61           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTAL1443                               | 2029-10-01      | 5.5000%  | 0.0000% | $280558.00         | $1476.65           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAH3575                               | 2041-01-01      | 4.5000%  | 0.0000% | $29000.00          | $3347.36           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS4156                               | 2044-12-01      | 3.5000%  | 0.0000% | $17905.00          | $1300.40           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAS5619                               | 2030-08-01      | 2.5000%  | 0.0000% | $4999.00           | $254.01            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAL7970                               | 2029-04-01      | 4.0000%  | 0.0000% | $34000.00          | $116.60            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAH4679                               | 2026-03-01      | 3.5000%  | 0.0000% | $72866.00          | $30.51             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAL9578                               | 2045-06-01      | 4.0000%  | 0.0000% | $3000.00           | $456.70            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAS2228                               | 2029-04-01      | 3.0000%  | 0.0000% | $26187.00          | $1342.85           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL634603                               | 2031-11-01      | 6.0000%  | 0.0000% | $61927.00          | $544.82            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBN3009                               | 2048-11-01      | 4.0000%  | 0.0000% | $6000.00           | $739.54            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAS5614                               | 2030-08-01      | 2.5000%  | 0.0000% | $23986.00          | $2328.20           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIAL3084                               | 2026-03-01      | 4.5000%  | 0.0000% | $2307.00           | $0.01              | Agency Mortgage-Backed Securities         |
| FNRM CL090KB R20F090                               | 2049-09-25      | 1.0000%  | 0.0000% | $10000.00          | $3761.24           | Agency Collateralized Mortgage Obligation |
| FNMS 03.000 CLBO6225                               | 2049-12-01      | 3.0000%  | 0.0000% | $1000.00           | $232.42            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIBE7150                               | 2032-02-01      | 3.5000%  | 0.0000% | $36000.00          | $3667.30           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBQ3700                               | 2050-09-01      | 3.0000%  | 0.0000% | $13417.00          | $4912.29           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBP1932                               | 2050-04-01      | 3.0000%  | 0.0000% | $14000.00          | $4021.11           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL250884                               | 2027-04-01      | 7.0000%  | 0.0000% | $292701.00         | $14.69             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAT1107                               | 2043-04-01      | 3.5000%  | 0.0000% | $40111.00          | $4391.38           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTAB0218                               | 2029-02-01      | 5.5000%  | 0.0000% | $795033.00         | $571.09            | Agency Mortgage-Backed Securities         |
| GNII SF MA7257 M                                   | 2051-03-20      | 3.5000%  | 0.0000% | $48200192.00       | $19532614.22       | Agency Mortgage-Backed Securities         |
| GNII SF MA9485 M                                   | 2052-10-20      | 4.0000%  | 0.0000% | $62000.00          | $52908.35          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL930919                               | 2039-04-01      | 4.5000%  | 0.0000% | $4000.00           | $155.99            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL986946                               | 2038-09-01      | 6.0000%  | 0.0000% | $154000.00         | $1372.15           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAL6442                               | 2039-10-01      | 6.0000%  | 0.0000% | $12000.00          | $1261.60           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CTAL1237                               | 2026-02-01      | 6.5000%  | 0.0000% | $1584297.00        | $79.15             | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTAL9227                               | 2036-10-01      | 3.0000%  | 0.0000% | $9239.00           | $2069.20           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIAS4309                               | 2030-01-01      | 2.0000%  | 0.0000% | $22252.00          | $2243.33           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAI1059                               | 2041-06-01      | 4.5000%  | 0.0000% | $91000.00          | $2872.44           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAS9680                               | 2032-05-01      | 2.5000%  | 0.0000% | $19844.00          | $4041.38           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL626504                               | 2032-01-01      | 6.0000%  | 0.0000% | $51930.00          | $1286.46           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAJ5934                               | 2026-12-01      | 3.5000%  | 0.0000% | $337761.00         | $1567.48           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIAL2665                               | 2026-04-01      | 4.5000%  | 0.0000% | $1309000.00        | $1516.53           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAS5403                               | 2030-07-01      | 2.5000%  | 0.0000% | $22000.00          | $2325.20           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAV9274                               | 2029-02-01      | 3.5000%  | 0.0000% | $27686.00          | $1125.29           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAW2045                               | 2044-04-01      | 4.5000%  | 0.0000% | $20178.00          | $2112.59           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS5942                               | 2045-10-01      | 4.0000%  | 0.0000% | $50000.00          | $4736.48           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAS4684                               | 2030-03-01      | 3.5000%  | 0.0000% | $40393.00          | $1622.02           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAW1538                               | 2029-03-01      | 3.5000%  | 0.0000% | $69520.00          | $1630.96           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAR5215                               | 2029-01-01      | 2.5000%  | 0.0000% | $14244.00          | $1700.84           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL1107                               | 2041-11-01      | 4.5000%  | 0.0000% | $28000.00          | $1592.53           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAL8113                               | 2042-02-01      | 5.5000%  | 0.0000% | $1000.00           | $139.63            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAT3434                               | 2043-10-01      | 3.0000%  | 0.0000% | $28463.00          | $1171.75           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAJ1405                               | 2041-09-01      | 4.0000%  | 0.0000% | $37832.00          | $2742.26           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAS9495                               | 2032-04-01      | 2.5000%  | 0.0000% | $21112.00          | $3556.85           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS7538                               | 2046-07-01      | 3.0000%  | 0.0000% | $1000.00           | $120.36            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL8383                               | 2045-10-01      | 4.5000%  | 0.0000% | $9000.00           | $1206.54           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL601433                               | 2031-12-01      | 6.0000%  | 0.0000% | $60276.00          | $1592.85           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAH3847                               | 2026-04-01      | 4.0000%  | 0.0000% | $50104.00          | $169.41            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAH8854                               | 2041-04-01      | 4.5000%  | 0.0000% | $38000.00          | $2132.62           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL630401                               | 2032-03-01      | 6.5000%  | 0.0000% | $50000.00          | $4.05              | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL607055                               | 2031-10-01      | 6.5000%  | 0.0000% | $225600.00         | $194.93            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAH9054                               | 2041-04-01      | 4.5000%  | 0.0000% | $41000.00          | $1658.20           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL579160                               | 2031-04-01      | 6.5000%  | 0.0000% | $660000.00         | $729.23            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL8841                               | 2031-07-01      | 3.5000%  | 0.0000% | $6000.00           | $58.77             | Agency Mortgage-Backed Securities         |
| GNPL PN CR9629                                     | 2053-01-15      | 5.6700%  | 0.0000% | $5048.00           | $4938.31           | Agency Mortgage-Backed Securities         |
| GNPL PN DF2998                                     | 2060-01-15      | 5.6000%  | 0.0000% | $3001.00           | $3131.41           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQH2215                               | 2053-09-01      | 5.0000%  | 0.0000% | $11386.00          | $8117.31           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT256395                               | 2026-09-01      | 6.0000%  | 0.0000% | $650000.00         | $575.08            | Agency Mortgage-Backed Securities         |
| FNRM RC133NA R13F133                               | 2036-05-25      | 3.0000%  | 0.0000% | $1000000.00        | $353.36            | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CL190312                               | 2031-04-01      | 6.5000%  | 0.0000% | $184000.00         | $122.57            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2028-11-15      | 6.0000%  | 0.0000% | $15000.00          | $101.34            | Agency Collateralized Mortgage Obligation |
| GNMI SF 723324 X                                   | 2039-09-15      | 4.0000%  | 0.0000% | $80000.00          | $6355.10           | Agency Mortgage-Backed Securities         |
| GNII SF 002615 M                                   | 2028-07-20      | 6.5000%  | 0.0000% | $100000.00         | $71.63             | Agency Mortgage-Backed Securities         |
| GNII SF 002614 M                                   | 2028-07-20      | 6.0000%  | 0.0000% | $340000.00         | $254.77            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2028-04-15      | 3.7500%  | 0.0000% | $100.00            | $101.74            | U.S. Treasuries (including strips)        |
| FNMS 06.500 CL508677                               | 2029-08-01      | 6.5000%  | 0.0000% | $280000.00         | $2487.72           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL555071                               | 2032-02-01      | 6.5000%  | 0.0000% | $298800.00         | $425.37            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL254379                               | 2032-07-01      | 7.0000%  | 0.0000% | $626645.00         | $1527.28           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL253894                               | 2031-07-01      | 6.5000%  | 0.0000% | $134615.00         | $110.41            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL535831                               | 2031-04-01      | 6.5000%  | 0.0000% | $478440.00         | $299.13            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL453863                               | 2028-12-01      | 6.0000%  | 0.0000% | $590000.00         | $327.16            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL252439                               | 2029-04-01      | 6.5000%  | 0.0000% | $58500.00          | $46.59             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL482402                               | 2029-02-01      | 6.0000%  | 0.0000% | $998617.00         | $138.75            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2029-02-15      | 6.0000%  | 0.0000% | $74000.00          | $488.20            | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2053-04-25      | 6.0000%  | 0.0000% | $5000.00           | $4890.80           | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CL434957                               | 2028-07-01      | 6.0000%  | 0.0000% | $670000.00         | $313.46            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT256041                               | 2025-12-01      | 5.5000%  | 0.0000% | $234298.00         | $55.89             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL323812                               | 2029-07-01      | 6.0000%  | 0.0000% | $7000.00           | $5.36              | Agency Mortgage-Backed Securities         |
| FNMS 04.000 ZL310113                               | 2042-01-01      | 4.0000%  | 0.0000% | $9817.00           | $326.70            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2047-06-15      | 4.0000%  | 0.0000% | $75000.00          | $877.91            | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CL394854                               | 2027-05-01      | 6.5000%  | 0.0000% | $575000.00         | $339.59            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL255741                               | 2035-05-01      | 6.0000%  | 0.0000% | $20351.00          | $241.02            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL456276                               | 2028-12-01      | 6.0000%  | 0.0000% | $139000.00         | $117.56            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL555783                               | 2033-10-01      | 4.5000%  | 0.0000% | $104000.00         | $974.56            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2026-01-15      | 5.5000%  | 0.0000% | $200000.00         | $238.08            | Agency Collateralized Mortgage Obligation |
| FNMS 03.500 CLAW5199                               | 2044-05-01      | 3.5000%  | 0.0000% | $17088.00          | $2409.55           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAV0315                               | 2028-11-01      | 2.5000%  | 0.0000% | $11422.00          | $1163.52           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL449277                               | 2029-02-01      | 6.0000%  | 0.0000% | $65703.00          | $47.80             | Agency Mortgage-Backed Securities         |
| FNMS 08.000 CL535031                               | 2029-12-01      | 8.0000%  | 0.0000% | $797000.00         | $415.37            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL651463                               | 2032-07-01      | 6.5000%  | 0.0000% | $108956.00         | $637.01            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAX9644                               | 2030-04-01      | 2.5000%  | 0.0000% | $23419.00          | $2136.94           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL663224                               | 2032-10-01      | 6.0000%  | 0.0000% | $423066.00         | $833.30            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAU0080                               | 2043-09-01      | 4.0000%  | 0.0000% | $61468.00          | $3996.08           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAX3601                               | 2045-01-01      | 3.5000%  | 0.0000% | $6273.00           | $647.71            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAX3008                               | 2044-10-01      | 4.0000%  | 0.0000% | $2000.00           | $177.95            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                         | 2035-05-25      | 6.4786%  | 0.0000% | $200000.00         | $2961.09           | Agency Collateralized Mortgage Obligation |
| FNMS 03.500 CLAV8830                               | 2044-08-01      | 3.5000%  | 0.0000% | $1000.00           | $112.20            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL727201                               | 2033-08-01      | 4.5000%  | 0.0000% | $243000.00         | $2221.89           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL674952                               | 2032-12-01      | 5.5000%  | 0.0000% | $157861.00         | $1637.90           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL656871                               | 2032-08-01      | 6.5000%  | 0.0000% | $90000.00          | $300.02            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL689415                               | 2033-02-01      | 5.5000%  | 0.0000% | $13452.00          | $134.50            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAR4150                               | 2043-02-01      | 3.0000%  | 0.0000% | $25086.00          | $4659.54           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL672488                               | 2032-11-01      | 5.5000%  | 0.0000% | $1477414.00        | $4840.91           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAT8845                               | 2028-06-01      | 2.5000%  | 0.0000% | $21754.00          | $1004.03           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL740944                               | 2033-07-01      | 6.5000%  | 0.0000% | $26824.00          | $10.81             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAW1543                               | 2029-03-01      | 3.5000%  | 0.0000% | $19000.00          | $624.19            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAS9490                               | 2047-04-01      | 4.5000%  | 0.0000% | $22000.00          | $2127.67           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL745514                               | 2036-01-01      | 6.5000%  | 0.0000% | $35000.00          | $553.40            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL713385                               | 2032-11-01      | 5.5000%  | 0.0000% | $6569.00           | $484.91            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL670551                               | 2032-08-01      | 6.5000%  | 0.0000% | $1489615.00        | $1895.99           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL735415                               | 2032-12-01      | 6.5000%  | 0.0000% | $270634.00         | $2420.04           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2026-05-15      | 5.0000%  | 0.0000% | $25000.00          | $38.42             | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CL672820                               | 2032-10-01      | 6.5000%  | 0.0000% | $46568.00          | $161.77            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT256676                               | 2027-04-01      | 5.5000%  | 0.0000% | $1050000.00        | $1778.91           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIBC2628                               | 2031-11-01      | 2.5000%  | 0.0000% | $8305.00           | $1610.71           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT256516                               | 2026-12-01      | 5.5000%  | 0.0000% | $1221265.00        | $1586.20           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT256852                               | 2027-08-01      | 6.0000%  | 0.0000% | $255000.00         | $835.35            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL254092                               | 2031-12-01      | 6.5000%  | 0.0000% | $92799.00          | $151.74            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBK0677                               | 2050-02-01      | 3.0000%  | 0.0000% | $21000.00          | $3505.98           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CT256294                               | 2026-05-01      | 5.0000%  | 0.0000% | $748529.00         | $823.10            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT256752                               | 2027-06-01      | 6.0000%  | 0.0000% | $35000.00          | $129.24            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAY0253                               | 2030-03-01      | 3.5000%  | 0.0000% | $4000.00           | $389.94            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAV0087                               | 2043-10-01      | 3.5000%  | 0.0000% | $25892.00          | $3495.25           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL785355                               | 2034-05-01      | 4.5000%  | 0.0000% | $1534825.00        | $981.40            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAR7312                               | 2028-08-01      | 3.0000%  | 0.0000% | $103791.00         | $2813.65           | Agency Mortgage-Backed Securities         |
| FNMA REMIC TRUST 2002-33       A1     20420625 7.0 | 2042-06-25      | 7.0000%  | 0.0000% | $150000.00         | $3730.00           | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CL652825                               | 2032-09-01      | 5.5000%  | 0.0000% | $48875.00          | $1850.50           | Agency Mortgage-Backed Securities         |
| 04.000 FGPC U80796 G                               | 2036-04-01      | 4.0000%  | 0.0000% | $1057588.00        | $342602.20         | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL313182                               | 2026-10-01      | 7.5000%  | 0.0000% | $64420.00          | $2.63              | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL484683                               | 2029-02-01      | 6.0000%  | 0.0000% | $238553.00         | $271.42            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL323995                               | 2029-10-01      | 6.0000%  | 0.0000% | $5000.00           | $3.28              | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL255900                               | 2035-09-01      | 6.0000%  | 0.0000% | $250000.00         | $2748.20           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL424242                               | 2028-04-01      | 6.0000%  | 0.0000% | $481570.00         | $141.06            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL374459                               | 2027-03-01      | 6.5000%  | 0.0000% | $185700.00         | $44.38             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBM4024                               | 2048-05-01      | 3.5000%  | 0.0000% | $1125.00           | $361.63            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA6909                               | 2052-03-01      | 3.5000%  | 0.0000% | $60058.00          | $43458.50          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT257424                               | 2028-10-01      | 5.5000%  | 0.0000% | $1557860.00        | $4389.56           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT257282                               | 2028-07-01      | 5.5000%  | 0.0000% | $589617.00         | $1631.08           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2041-11-15      | 2.5000%  | 0.0000% | $105000.00         | $4942.13           | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2027-12-15      | 1.5000%  | 0.0000% | $60000.00          | $1633.01           | Agency Collateralized Mortgage Obligation |
| FNMS 03.500 CIBM1400                               | 2029-04-01      | 3.5000%  | 0.0000% | $14000.00          | $1330.56           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CT257522                               | 2028-11-01      | 5.0000%  | 0.0000% | $1300000.00        | $2735.29           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 ZL310068                               | 2037-07-01      | 5.0000%  | 0.0000% | $118963.00         | $2684.96           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIAL6132                               | 2029-03-01      | 4.5000%  | 0.0000% | $218000.00         | $399.62            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAV8196                               | 2044-02-01      | 4.5000%  | 0.0000% | $13451.00          | $890.53            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAV2326                               | 2028-12-01      | 3.5000%  | 0.0000% | $38000.00          | $1655.63           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAZ6973                               | 2045-11-01      | 4.0000%  | 0.0000% | $48000.00          | $1770.75           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL8204                               | 2046-03-01      | 4.5000%  | 0.0000% | $8756.00           | $212.33            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAW9522                               | 2045-02-01      | 3.5000%  | 0.0000% | $50148.00          | $4601.15           | Agency Mortgage-Backed Securities         |
| FNRM CL022GP R02F022                               | 2032-04-25      | 6.2500%  | 0.0000% | $64000.00          | $1621.20           | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CL659325                               | 2032-10-01      | 5.5000%  | 0.0000% | $30142.00          | $651.82            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAL9031                               | 2046-08-01      | 3.0000%  | 0.0000% | $3380.00           | $751.05            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CVAP4736                               | 2027-08-01      | 3.0000%  | 0.0000% | $128483.00         | $2851.13           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIBM1064                               | 2030-11-01      | 3.5000%  | 0.0000% | $11000.00          | $736.76            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIBE2322                               | 2032-01-01      | 2.5000%  | 0.0000% | $9275.00           | $1517.95           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL313208                               | 2025-12-01      | 6.5000%  | 0.0000% | $208000.00         | $3.23              | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBE6503                               | 2047-01-01      | 4.5000%  | 0.0000% | $30000.00          | $1015.14           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIBM1791                               | 2032-06-01      | 3.0000%  | 0.0000% | $27718.00          | $4973.81           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIBJ3940                               | 2032-12-01      | 2.5000%  | 0.0000% | $12762.00          | $1209.38           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL775296                               | 2034-05-01      | 4.5000%  | 0.0000% | $9000.00           | $116.65            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                         | 2032-09-25      | 4.8629%  | 0.0000% | $2500000.00        | $1154.16           | Agency Collateralized Mortgage Obligation |
| FNMS 04.000 CLAX3195                               | 2044-09-01      | 4.0000%  | 0.0000% | $3000.00           | $149.67            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL655083                               | 2032-08-01      | 6.5000%  | 0.0000% | $286936.00         | $295.26            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL729535                               | 2033-07-01      | 5.5000%  | 0.0000% | $41207.00          | $124.54            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL735126                               | 2034-12-01      | 6.5000%  | 0.0000% | $30000.00          | $292.71            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAW3321                               | 2044-06-01      | 3.5000%  | 0.0000% | $1794.00           | $110.81            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAY0693                               | 2029-12-01      | 2.5000%  | 0.0000% | $14154.00          | $342.16            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL730637                               | 2033-08-01      | 5.0000%  | 0.0000% | $57000.00          | $311.04            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAW4182                               | 2044-02-01      | 3.5000%  | 0.0000% | $5618.00           | $468.61            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL654871                               | 2032-08-01      | 6.5000%  | 0.0000% | $314398.00         | $139.29            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL678145                               | 2032-12-01      | 5.5000%  | 0.0000% | $14824.00          | $670.42            | Agency Mortgage-Backed Securities         |
| FNRM RC014AQ R03F014                               | 2033-03-25      | 3.5000%  | 0.0000% | $200000.00         | $250.61            | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CL724940                               | 2033-06-01      | 5.5000%  | 0.0000% | $31160.00          | $1183.24           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL775645                               | 2034-05-01      | 6.0000%  | 0.0000% | $40000.00          | $280.46            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAZ2170                               | 2030-07-01      | 2.5000%  | 0.0000% | $11000.00          | $1224.39           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAS9316                               | 2032-03-01      | 2.5000%  | 0.0000% | $13646.00          | $2235.31           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAS6141                               | 2030-11-01      | 2.5000%  | 0.0000% | $23380.00          | $3098.89           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL745408                               | 2036-01-01      | 6.5000%  | 0.0000% | $30631.00          | $443.78            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAV0692                               | 2043-12-01      | 4.0000%  | 0.0000% | $11000.00          | $1211.77           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAV1710                               | 2043-11-01      | 4.5000%  | 0.0000% | $1000.00           | $183.19            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL753589                               | 2033-11-01      | 6.5000%  | 0.0000% | $99000.00          | $442.79            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL795746                               | 2029-05-01      | 6.0000%  | 0.0000% | $41258.00          | $128.09            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLAU3194                               | 2043-07-01      | 2.5000%  | 0.0000% | $13647.00          | $3239.26           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAX0672                               | 2044-08-01      | 3.5000%  | 0.0000% | $17407.00          | $1092.89           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAX1556                               | 2030-02-01      | 2.5000%  | 0.0000% | $2625.00           | $188.21            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL648565                               | 2031-04-01      | 7.5000%  | 0.0000% | $681214.00         | $4042.79           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL748115                               | 2033-10-01      | 6.0000%  | 0.0000% | $400000.00         | $2752.18           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL675815                               | 2032-12-01      | 5.5000%  | 0.0000% | $42689.00          | $889.09            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL669573                               | 2033-01-01      | 6.5000%  | 0.0000% | $59588.00          | $220.17            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL5930                               | 2043-01-01      | 4.5000%  | 0.0000% | $13000.00          | $1192.05           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLAT2297                               | 2043-03-01      | 2.5000%  | 0.0000% | $1125.00           | $302.47            | Agency Mortgage-Backed Securities         |
| GNPL PN DA3196                                     | 2059-05-15      | 6.2700%  | 0.0000% | $2000.00           | $2162.78           | Agency Mortgage-Backed Securities         |
| GNII SF MA7986 M                                   | 2052-03-20      | 2.0000%  | 0.0000% | $3773160.00        | $2412757.41        | Agency Mortgage-Backed Securities         |
| GNII JM MA6274 M                                   | 2049-11-20      | 3.0000%  | 0.0000% | $2997000.00        | $254548.59         | Agency Mortgage-Backed Securities         |
| GNPL PN CQ7221                                     | 2057-04-15      | 3.9300%  | 0.0000% | $2000.00           | $1847.10           | Agency Mortgage-Backed Securities         |
| GNPL PN CP2703                                     | 2060-04-15      | 5.1700%  | 0.0000% | $1000.00           | $1015.75           | Agency Mortgage-Backed Securities         |
| GNPL PN CQ7058                                     | 2058-05-15      | 5.2100%  | 0.0000% | $1000.00           | $1005.70           | Agency Mortgage-Backed Securities         |
| GNPL PN CL6611                                     | 2057-06-15      | 2.9800%  | 0.0000% | $1335332.00        | $1156017.30        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAE6620                               | 2025-10-01      | 4.0000%  | 0.0000% | $3000000.00        | $1417.91           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAE8939                               | 2025-11-01      | 3.5000%  | 0.0000% | $427601.00         | $373.37            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA1188                               | 2048-02-01      | 3.5000%  | 0.0000% | $1653.00           | $198.90            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAE2873                               | 2040-08-01      | 4.5000%  | 0.0000% | $57219.00          | $2114.19           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CTAD0756                               | 2028-11-01      | 6.5000%  | 0.0000% | $2000000.00        | $2987.67           | Agency Mortgage-Backed Securities         |
| GNPL PN DH1767                                     | 2060-04-15      | 5.9900%  | 0.0000% | $1000.00           | $1072.69           | Agency Mortgage-Backed Securities         |
| GNII SF AA1000 C                                   | 2027-05-20      | 3.0000%  | 0.0000% | $60000.00          | $737.12            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB3026                               | 2052-03-01      | 3.5000%  | 0.0000% | $5000.00           | $3374.27           | Agency Mortgage-Backed Securities         |
| GNII SF DH0364 C                                   | 2055-02-20      | 6.5000%  | 0.0000% | $1313798.00        | $1367524.13        | Agency Mortgage-Backed Securities         |
| GNII SF DH1036 C                                   | 2054-12-20      | 6.5000%  | 0.0000% | $165093.00         | $142955.15         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA3484                               | 2048-08-01      | 6.0000%  | 0.0000% | $6897.00           | $518.13            | Agency Mortgage-Backed Securities         |
| FNMS 08.000 NP995783                               | 2037-11-01      | 8.0000%  | 0.0000% | $710000.00         | $3695.57           | Agency Mortgage-Backed Securities         |
| GNPL PN CY8212                                     | 2058-12-15      | 6.6400%  | 0.0000% | $1000.00           | $1095.85           | Agency Mortgage-Backed Securities         |
| GNPL PN DC4422                                     | 2059-09-15      | 5.6900%  | 0.0000% | $4006.00           | $4199.46           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA3527                               | 2048-11-01      | 5.0000%  | 0.0000% | $20000.00          | $1686.57           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA2539                               | 2046-02-01      | 4.0000%  | 0.0000% | $10000.00          | $1069.59           | Agency Mortgage-Backed Securities         |
| GNPL PN DD4694                                     | 2060-01-15      | 4.7500%  | 0.0000% | $1000.00           | $987.56            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL804641                               | 2034-12-01      | 6.0000%  | 0.0000% | $20000.00          | $103.56            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAW9153                               | 2044-07-01      | 5.0000%  | 0.0000% | $38000.00          | $4519.36           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL790968                               | 2034-09-01      | 4.5000%  | 0.0000% | $179093.00         | $4316.71           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL817421                               | 2035-08-01      | 4.5000%  | 0.0000% | $125940.00         | $3545.24           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIAS8291                               | 2031-11-01      | 2.0000%  | 0.0000% | $6000.00           | $994.32            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA7052                               | 2050-09-01      | 3.0000%  | 0.0000% | $6000.00           | $2367.84           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAU8780                               | 2028-10-01      | 2.5000%  | 0.0000% | $4384.00           | $308.42            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAU5665                               | 2043-09-01      | 4.5000%  | 0.0000% | $24038.00          | $1969.80           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAU2437                               | 2030-06-01      | 2.5000%  | 0.0000% | $10777.00          | $952.52            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAW0715                               | 2044-03-01      | 3.5000%  | 0.0000% | $7432.00           | $1371.92           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAU4422                               | 2028-10-01      | 2.5000%  | 0.0000% | $1695.00           | $102.73            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAW5578                               | 2044-08-01      | 3.5000%  | 0.0000% | $10710.00          | $809.26            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL839067                               | 2035-10-01      | 5.5000%  | 0.0000% | $802687.00         | $2381.32           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA4582                               | 2049-08-01      | 4.5000%  | 0.0000% | $4220.00           | $1062.34           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAY3416                               | 2030-04-01      | 2.5000%  | 0.0000% | $25392.00          | $1872.23           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL882533                               | 2036-05-01      | 6.0000%  | 0.0000% | $9101.00           | $23.26             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL729713                               | 2033-08-01      | 4.5000%  | 0.0000% | $231304.00         | $2582.52           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA6014                               | 2050-06-01      | 3.0000%  | 0.0000% | $11000.00          | $3943.83           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL697296                               | 2033-10-01      | 6.0000%  | 0.0000% | $3354209.00        | $1382.75           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAZ2375                               | 2030-05-01      | 3.5000%  | 0.0000% | $30054.00          | $3132.11           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL824324                               | 2035-06-01      | 6.0000%  | 0.0000% | $3551.00           | $16.13             | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB3104                               | 2052-03-01      | 2.5000%  | 0.0000% | $2000.00           | $1310.88           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAW7099                               | 2039-07-01      | 3.5000%  | 0.0000% | $100110.00         | $4559.72           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL740345                               | 2033-10-01      | 4.5000%  | 0.0000% | $27000.00          | $231.54            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL745283                               | 2036-01-01      | 5.5000%  | 0.0000% | $28000.00          | $374.29            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAZ1870                               | 2045-06-01      | 4.0000%  | 0.0000% | $5000.00           | $936.22            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA2588                               | 2048-11-01      | 4.5000%  | 0.0000% | $4000.00           | $327.60            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAY4707                               | 2031-08-01      | 4.0000%  | 0.0000% | $27000.00          | $4125.11           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL303828                               | 2026-04-01      | 6.5000%  | 0.0000% | $56200.00          | $3.68              | Agency Mortgage-Backed Securities         |
| FNMS 06.500 K2253777                               | 2031-03-01      | 6.5000%  | 0.0000% | $220000.00         | $633.51            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL658351                               | 2033-05-01      | 6.0000%  | 0.0000% | $89266.00          | $700.89            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2035-06-15      | 4.5000%  | 0.0000% | $2000000.00        | $2068.88           | Agency Collateralized Mortgage Obligation |
| FNMS 03.000 CIBM3501                               | 2032-04-01      | 3.0000%  | 0.0000% | $25000.00          | $1700.36           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2051-08-25      | 1.5000%  | 0.0000% | $1267.00           | $522.60            | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CL403503                               | 2028-04-01      | 6.5000%  | 0.0000% | $374400.00         | $271.01            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2051-08-25      | 1.5000%  | 0.0000% | $1250.00           | $522.88            | Agency Collateralized Mortgage Obligation |
| FNMS 04.500 CLBC0827                               | 2046-04-01      | 4.5000%  | 0.0000% | $4654.00           | $642.27            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT256885                               | 2027-09-01      | 6.0000%  | 0.0000% | $1840000.00        | $4531.51           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 ZL310104                               | 2037-08-01      | 5.5000%  | 0.0000% | $72000.00          | $2511.38           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBK8810                               | 2048-08-01      | 4.0000%  | 0.0000% | $26000.00          | $1725.17           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIBM1275                               | 2032-06-01      | 3.0000%  | 0.0000% | $6000.00           | $993.47            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CTFM1196                               | 2029-09-01      | 6.0000%  | 0.0000% | $10303.00          | $464.65            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT960213                               | 2027-09-01      | 5.5000%  | 0.0000% | $425000.00         | $2348.31           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL992144                               | 2038-10-01      | 6.0000%  | 0.0000% | $225000.00         | $315.23            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL914873                               | 2037-04-01      | 5.5000%  | 0.0000% | $150000.00         | $139.03            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAB1940                               | 2025-12-01      | 3.5000%  | 0.0000% | $123629.00         | $118.34            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIFM1810                               | 2034-04-01      | 4.0000%  | 0.0000% | $10000.00          | $1659.83           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAB3387                               | 2041-08-01      | 4.0000%  | 0.0000% | $2000.00           | $89.68             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAA8781                               | 2039-06-01      | 4.0000%  | 0.0000% | $49582.00          | $4463.65           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL985462                               | 2038-07-01      | 6.0000%  | 0.0000% | $3249850.00        | $3277.01           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA0462                               | 2047-09-01      | 3.5000%  | 0.0000% | $4440.00           | $457.98            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL865854                               | 2036-03-01      | 6.0000%  | 0.0000% | $349778.00         | $4553.06           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL827953                               | 2035-05-01      | 6.0000%  | 0.0000% | $25540.00          | $408.96            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL773597                               | 2034-08-01      | 6.5000%  | 0.0000% | $28279.00          | $659.83            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB3744                               | 2052-03-01      | 2.5000%  | 0.0000% | $1485.00           | $1048.69           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL815426                               | 2035-02-01      | 4.5000%  | 0.0000% | $27000.00          | $173.13            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL868417                               | 2036-04-01      | 5.5000%  | 0.0000% | $20000.00          | $48.22             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL846177                               | 2035-11-01      | 5.5000%  | 0.0000% | $48883.00          | $804.01            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL814522                               | 2035-04-01      | 4.5000%  | 0.0000% | $117960.00         | $1617.59           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBC0178                               | 2046-01-01      | 4.5000%  | 0.0000% | $32931.00          | $2540.11           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL943728                               | 2037-10-01      | 6.5000%  | 0.0000% | $49222.00          | $57.86             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL905648                               | 2036-12-01      | 5.5000%  | 0.0000% | $143000.00         | $1485.80           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 JL889649                               | 2037-08-01      | 6.5000%  | 0.0000% | $1100000.00        | $4127.81           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL916916                               | 2037-05-01      | 6.0000%  | 0.0000% | $147000.00         | $1102.11           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 GIAB1724                               | 2025-11-01      | 4.0000%  | 0.0000% | $1795429.00        | $458.94            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL909141                               | 2038-01-01      | 6.0000%  | 0.0000% | $25000.00          | $651.36            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL968252                               | 2038-02-01      | 7.0000%  | 0.0000% | $200000.00         | $2121.70           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL931555                               | 2039-07-01      | 4.5000%  | 0.0000% | $60163.00          | $1960.22           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL930407                               | 2039-01-01      | 6.0000%  | 0.0000% | $40737.00          | $620.97            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL888021                               | 2036-12-01      | 6.0000%  | 0.0000% | $500000.00         | $2488.78           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAE1658                               | 2040-08-01      | 4.5000%  | 0.0000% | $14632.00          | $178.96            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL918555                               | 2037-06-01      | 6.0000%  | 0.0000% | $448573.00         | $1847.68           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL972448                               | 2038-03-01      | 6.0000%  | 0.0000% | $235000.00         | $1152.99           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL992249                               | 2038-11-01      | 7.0000%  | 0.0000% | $10000.00          | $247.81            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C01491 G                               | 2033-02-01      | 6.0000%  | 0.0000% | $107664000.00      | $542206.41         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIAH6831                               | 2026-03-01      | 4.5000%  | 0.0000% | $1140000.00        | $2666.46           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL575645                               | 2031-03-01      | 6.0000%  | 0.0000% | $380000.00         | $66.00             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL411493                               | 2028-04-01      | 6.0000%  | 0.0000% | $280000.00         | $235.13            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL535699                               | 2031-01-01      | 6.5000%  | 0.0000% | $40000.00          | $15.85             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL427832                               | 2028-05-01      | 6.0000%  | 0.0000% | $264148.00         | $479.48            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL435082                               | 2028-07-01      | 6.0000%  | 0.0000% | $100000.00         | $401.28            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL535157                               | 2030-02-01      | 6.5000%  | 0.0000% | $22000.00          | $19.16             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL602006                               | 2031-08-01      | 6.5000%  | 0.0000% | $267100.00         | $422.14            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL545491                               | 2032-02-01      | 7.5000%  | 0.0000% | $4049391.00        | $2247.73           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL590057                               | 2031-06-01      | 6.5000%  | 0.0000% | $119470.00         | $85.01             | Agency Mortgage-Backed Securities         |
| 08.000 FRPC G80131 G                               | 2027-07-17      | 8.0000%  | 0.0000% | $17010793.00       | $297.35            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL866049                               | 2036-03-01      | 5.5000%  | 0.0000% | $270000.00         | $1721.11           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL673928                               | 2032-10-01      | 6.5000%  | 0.0000% | $109908.00         | $1950.47           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL872851                               | 2036-06-01      | 6.0000%  | 0.0000% | $34247.00          | $178.94            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAU0801                               | 2028-08-01      | 2.5000%  | 0.0000% | $12874.00          | $219.19            | Agency Mortgage-Backed Securities         |
| FNMS 08.000 CL695533                               | 2027-06-01      | 8.0000%  | 0.0000% | $250000.00         | $811.67            | 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 CLAW3613                               | 2044-06-01      | 3.5000%  | 0.0000% | $6953.00           | $482.10            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL772103                               | 2033-09-01      | 6.0000%  | 0.0000% | $1049028.00        | $3720.64           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL677666                               | 2033-02-01      | 6.5000%  | 0.0000% | $190723.00         | $454.68            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL720147                               | 2033-07-01      | 4.5000%  | 0.0000% | $272000.00         | $2435.52           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL763798                               | 2034-03-01      | 5.5000%  | 0.0000% | $340000.00         | $4147.05           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAV0001                               | 2028-10-01      | 2.5000%  | 0.0000% | $24765.00          | $690.08            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL763527                               | 2034-02-01      | 6.5000%  | 0.0000% | $170000.00         | $2051.89           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAU7552                               | 2028-10-01      | 3.5000%  | 0.0000% | $12000.00          | $229.01            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL667972                               | 2032-10-01      | 5.5000%  | 0.0000% | $24129.00          | $581.88            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL733743                               | 2033-09-01      | 6.0000%  | 0.0000% | $1132212.00        | $1936.31           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL745823                               | 2036-08-01      | 6.0000%  | 0.0000% | $250000.00         | $1159.84           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS8380                               | 2046-11-01      | 4.0000%  | 0.0000% | $47479.00          | $4885.67           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL659490                               | 2033-02-01      | 6.0000%  | 0.0000% | $25000.00          | $128.42            | Agency Mortgage-Backed Securities         |
| Fannie Mae                                         | 2038-03-25      | 5.2129%  | 0.0000% | $700000.00         | $4063.69           | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CL720735                               | 2033-07-01      | 5.5000%  | 0.0000% | $201807.00         | $1635.61           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAW3616                               | 2044-06-01      | 4.0000%  | 0.0000% | $2000.00           | $261.36            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAW1544                               | 2029-03-01      | 4.0000%  | 0.0000% | $20000.00          | $713.26            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAU7325                               | 2028-09-01      | 3.5000%  | 0.0000% | $39744.00          | $595.64            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAW6899                               | 2029-07-01      | 3.5000%  | 0.0000% | $2000.00           | $124.27            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL836456                               | 2035-10-01      | 6.0000%  | 0.0000% | $25551.00          | $354.29            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL580040                               | 2031-06-01      | 6.0000%  | 0.0000% | $1000000.00        | $720.27            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAH9695                               | 2026-04-01      | 4.0000%  | 0.0000% | $84000.00          | $168.78            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL562328                               | 2031-01-01      | 7.0000%  | 0.0000% | $504874.00         | $226.59            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL614978                               | 2031-12-01      | 7.0000%  | 0.0000% | $111000.00         | $593.57            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL481162                               | 2029-01-01      | 6.0000%  | 0.0000% | $54008.00          | $20.94             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL566834                               | 2031-07-01      | 6.5000%  | 0.0000% | $58528.00          | $73.46             | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL616609                               | 2031-11-01      | 7.0000%  | 0.0000% | $114950.00         | $374.48            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAI1969                               | 2041-05-01      | 4.5000%  | 0.0000% | $10000.00          | $907.08            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL636758                               | 2032-05-01      | 6.5000%  | 0.0000% | $154000.00         | $147.44            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAJ3258                               | 2041-10-01      | 4.5000%  | 0.0000% | $1351.00           | $43.89             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL575331                               | 2031-04-01      | 6.0000%  | 0.0000% | $4000000.00        | $4290.15           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL614929                               | 2031-12-01      | 7.0000%  | 0.0000% | $121506.00         | $207.30            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAH6276                               | 2041-04-01      | 5.0000%  | 0.0000% | $41000.00          | $656.76            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL610107                               | 2031-10-01      | 6.5000%  | 0.0000% | $26035.00          | $5.71              | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL555000                               | 2032-10-01      | 6.0000%  | 0.0000% | $37825.00          | $270.99            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL581716                               | 2031-07-01      | 7.0000%  | 0.0000% | $276000.00         | $390.03            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL398337                               | 2028-04-01      | 7.5000%  | 0.0000% | $91000.00          | $242.01            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL597418                               | 2031-09-01      | 7.0000%  | 0.0000% | $116037.00         | $180.46            | Agency Mortgage-Backed Securities         |
| GNMI SF 697924 X                                   | 2039-03-15      | 5.0000%  | 0.0000% | $49711552.00       | $1419601.23        | Agency Mortgage-Backed Securities         |
| GNPL PN DE9883                                     | 2055-03-15      | 5.7500%  | 0.0000% | $1000.00           | $1056.00           | Agency Mortgage-Backed Securities         |
| GNII JM MA9006 M                                   | 2053-07-20      | 6.0000%  | 0.0000% | $2196516.00        | $890271.06         | Agency Mortgage-Backed Securities         |
| GNPL PN CX6385                                     | 2058-12-15      | 6.9800%  | 0.0000% | $1000.00           | $1063.39           | Agency Mortgage-Backed Securities         |
| GNPL PN DG8450                                     | 2060-01-15      | 5.3600%  | 0.0000% | $2000.00           | $2056.08           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAC1921                               | 2039-09-01      | 4.0000%  | 0.0000% | $8217.00           | $320.87            | Agency Mortgage-Backed Securities         |
| GNPL PN CQ0047                                     | 2058-04-15      | 2.4000%  | 0.0000% | $2109.00           | $1744.26           | Agency Mortgage-Backed Securities         |
| GNPL PN DJ6459                                     | 2060-07-15      | 5.6600%  | 0.0000% | $1000.00           | $1045.79           | Agency Mortgage-Backed Securities         |
| GNPL PN CR3470                                     | 2057-12-15      | 4.9000%  | 0.0000% | $2000.00           | $1969.89           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAC7260                               | 2039-09-01      | 4.0000%  | 0.0000% | $50498.00          | $3780.11           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL771548                               | 2034-03-01      | 5.0000%  | 0.0000% | $227000.00         | $1209.12           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL995676                               | 2039-05-01      | 4.5000%  | 0.0000% | $121000.00         | $4530.79           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAE7731                               | 2040-11-01      | 4.5000%  | 0.0000% | $76000.00          | $2694.33           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL709697                               | 2033-06-01      | 5.5000%  | 0.0000% | $39486.00          | $28.93             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL776657                               | 2029-06-01      | 4.5000%  | 0.0000% | $200000.00         | $2259.55           | Agency Mortgage-Backed Securities         |
| GNRM 2008-001 LB                                   | 2038-01-20      | 5.5000%  | 0.0000% | $33000.00          | $1737.11           | Agency Collateralized Mortgage Obligation |
| GNII SF MA0535 M                                   | 2042-11-20      | 4.0000%  | 0.0000% | $277967.00         | $22867.13          | Agency Mortgage-Backed Securities         |
| GNII SF MA1968 M                                   | 2029-05-20      | 4.0000%  | 0.0000% | $87133.00          | $2357.88           | Agency Mortgage-Backed Securities         |
| GNPL PN CW2324                                     | 2061-11-15      | 5.7200%  | 0.0000% | $3003.00           | $3138.73           | Agency Mortgage-Backed Securities         |
| GNPL PN CR8826                                     | 2058-04-15      | 5.0800%  | 0.0000% | $5000.00           | $4982.08           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTAL7077                               | 2035-07-01      | 4.0000%  | 0.0000% | $2000.00           | $382.78            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL661968                               | 2032-10-01      | 6.5000%  | 0.0000% | $122806.00         | $464.06            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL644591                               | 2032-05-01      | 7.0000%  | 0.0000% | $212090.00         | $46.58             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL960428                               | 2037-12-01      | 6.5000%  | 0.0000% | $728128.00         | $2683.76           | Agency Mortgage-Backed Securities         |
| GNMI SP 782011 X                                   | 2035-12-15      | 5.0000%  | 0.0000% | $502613.00         | $10958.19          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CVMA1358                               | 2028-01-01      | 3.0000%  | 0.0000% | $75082.00          | $2229.80           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAA9611                               | 2039-07-01      | 4.0000%  | 0.0000% | $58854.00          | $1270.85           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAC9236                               | 2040-07-01      | 4.5000%  | 0.0000% | $27000.00          | $225.76            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CRMA1510                               | 2043-07-01      | 4.0000%  | 0.0000% | $20888.00          | $3066.77           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 REAC5864                               | 2040-05-01      | 4.0000%  | 0.0000% | $1000000.00        | $2423.31           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CVMA1320                               | 2028-01-01      | 3.0000%  | 0.0000% | $79207.00          | $2574.73           | Agency Mortgage-Backed Securities         |
| GNII SF 002578 M                                   | 2028-04-20      | 7.0000%  | 0.0000% | $75000.00          | $59.90             | Agency Mortgage-Backed Securities         |
| GNII SF 002604 M                                   | 2028-06-20      | 7.0000%  | 0.0000% | $80000.00          | $41.79             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAE9743                               | 2025-12-01      | 3.5000%  | 0.0000% | $219316.00         | $128.87            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLAD0130                               | 2039-08-01      | 6.5000%  | 0.0000% | $380220.00         | $4211.47           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAD4739                               | 2025-09-25      | 3.5000%  | 0.0000% | $25178.00          | $1.46              | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAD6895                               | 2040-06-01      | 4.5000%  | 0.0000% | $5472.00           | $186.43            | Agency Mortgage-Backed Securities         |
| GNMI SF AA0050 X                                   | 2042-04-15      | 2.9900%  | 0.0000% | $627673.00         | $201976.15         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZJ0830                               | 2040-12-01      | 4.5000%  | 0.0000% | $3120900.00        | $210278.73         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS4703                               | 2053-05-01      | 4.5000%  | 0.0000% | $5000.00           | $3915.81           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL689416                               | 2033-02-01      | 5.5000%  | 0.0000% | $30614.00          | $157.05            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL731773                               | 2033-10-01      | 6.0000%  | 0.0000% | $48334.00          | $563.69            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL641249                               | 2032-06-01      | 7.0000%  | 0.0000% | $104430.00         | $660.93            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL710653                               | 2033-05-01      | 5.0000%  | 0.0000% | $33391.00          | $65.52             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL649879                               | 2032-09-01      | 6.0000%  | 0.0000% | $3491790.00        | $1486.08           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL648004                               | 2032-06-01      | 6.5000%  | 0.0000% | $189100.00         | $90.84             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAZ1577                               | 2045-06-01      | 3.5000%  | 0.0000% | $11703.00          | $1272.15           | Agency Mortgage-Backed Securities         |
| FNRM CL057BP R02F057                               | 2032-09-25      | 6.0000%  | 0.0000% | $8000.00           | $99.40             | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CL673591                               | 2033-01-01      | 5.5000%  | 0.0000% | $38288.00          | $343.87            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL869081                               | 2036-05-01      | 6.0000%  | 0.0000% | $15000.00          | $471.70            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL725866                               | 2034-09-01      | 4.5000%  | 0.0000% | $54000.00          | $672.89            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB2556                               | 2052-01-01      | 3.0000%  | 0.0000% | $2000.00           | $1410.96           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAY2062                               | 2045-01-01      | 4.0000%  | 0.0000% | $1409.00           | $99.10             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAY2974                               | 2045-05-01      | 3.5000%  | 0.0000% | $23434.00          | $2183.93           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAZ1450                               | 2045-07-01      | 3.5000%  | 0.0000% | $18792.00          | $1175.93           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 RE828546                               | 2035-08-01      | 5.0000%  | 0.0000% | $500000.00         | $4294.44           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL642958                               | 2032-04-01      | 6.5000%  | 0.0000% | $120897.00         | $321.73            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAY0828                               | 2030-05-01      | 2.5000%  | 0.0000% | $12197.00          | $926.82            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM9088                               | 2035-06-01      | 3.5000%  | 0.0000% | $5000.00           | $2163.54           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL871232                               | 2036-04-01      | 6.0000%  | 0.0000% | $1463903.00        | $3693.52           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL725236                               | 2034-03-01      | 4.5000%  | 0.0000% | $40000.00          | $498.94            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAY8351                               | 2045-05-01      | 4.0000%  | 0.0000% | $7000.00           | $188.73            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAP9565                               | 2027-10-01      | 3.5000%  | 0.0000% | $58054.00          | $1424.21           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAY4301                               | 2044-12-01      | 4.0000%  | 0.0000% | $1600.00           | $407.13            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBZ0311                               | 2034-01-01      | 4.5700%  | 0.0000% | $2000.00           | $2027.11           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAS3594                               | 2029-10-01      | 3.0000%  | 0.0000% | $6000.00           | $455.77            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL9243                               | 2044-06-01      | 4.5000%  | 0.0000% | $18000.00          | $2974.55           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT888281                               | 2027-04-01      | 6.0000%  | 0.0000% | $450000.00         | $914.36            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL897161                               | 2036-10-01      | 6.0000%  | 0.0000% | $1131789.00        | $2206.64           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAD1594                               | 2040-02-01      | 5.0000%  | 0.0000% | $65000.00          | $4733.32           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBC2849                               | 2046-09-01      | 3.0000%  | 0.0000% | $8000.00           | $1417.36           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAD9751                               | 2025-12-01      | 3.5000%  | 0.0000% | $60314.00          | $52.50             | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIBC2631                               | 2031-11-01      | 2.5000%  | 0.0000% | $24242.00          | $4326.00           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAD5093                               | 2025-10-01      | 3.5000%  | 0.0000% | $70000.00          | $23.97             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL804556                               | 2034-12-01      | 4.5000%  | 0.0000% | $228300.00         | $2586.29           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL759090                               | 2034-01-01      | 6.0000%  | 0.0000% | $1543746.00        | $4315.83           | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ3403                               | 2030-03-01      | 5.1000%  | 0.0000% | $1000.00           | $1026.99           | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ3981                               | 2030-08-01      | 4.2900%  | 0.0000% | $2000.00           | $2019.71           | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ1739                               | 2029-09-01      | 4.6800%  | 0.0000% | $1008.00           | $1032.95           | Agency Mortgage-Backed Securities         |
| GNPL PN DD4706                                     | 2060-06-15      | 6.1800%  | 0.0000% | $2000.00           | $2176.60           | Agency Mortgage-Backed Securities         |
| GNPL PN CZ2400                                     | 2059-07-15      | 6.4400%  | 0.0000% | $3001.00           | $3249.13           | Agency Mortgage-Backed Securities         |
| GNII SF MA5874 M                                   | 2049-04-20      | 3.0000%  | 0.0000% | $1910000.00        | $256368.15         | Agency Mortgage-Backed Securities         |
| GNPL PN DE6508                                     | 2060-06-15      | 5.3900%  | 0.0000% | $3000.00           | $3098.69           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAD4377                               | 2040-05-01      | 4.5000%  | 0.0000% | $2162.00           | $54.95             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL7767                               | 2044-06-01      | 4.5000%  | 0.0000% | $25000.00          | $2855.81           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAU8968                               | 2029-01-01      | 2.5000%  | 0.0000% | $3885.00           | $127.64            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAX6170                               | 2029-11-01      | 3.5000%  | 0.0000% | $40139.00          | $2379.01           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAZ1938                               | 2045-03-01      | 3.5000%  | 0.0000% | $1000.00           | $113.17            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAW7396                               | 2027-01-01      | 3.5000%  | 0.0000% | $31000.00          | $156.41            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAZ0084                               | 2030-06-01      | 3.5000%  | 0.0000% | $15000.00          | $894.13            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAS3499                               | 2029-10-01      | 2.5000%  | 0.0000% | $7885.00           | $499.88            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAT0442                               | 2043-03-01      | 3.0000%  | 0.0000% | $25639.00          | $3286.01           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS5595                               | 2045-08-01      | 3.5000%  | 0.0000% | $11000.00          | $635.03            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAU7258                               | 2043-10-01      | 3.5000%  | 0.0000% | $1000.00           | $177.76            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAQ8046                               | 2043-01-01      | 3.5000%  | 0.0000% | $77669.00          | $3807.09           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAW9476                               | 2044-10-01      | 3.5000%  | 0.0000% | $100000.00         | $11819.39          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAP8449                               | 2027-11-01      | 2.5000%  | 0.0000% | $1000.00           | $24.51             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAS1361                               | 2028-12-01      | 3.5000%  | 0.0000% | $39268.00          | $1491.41           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAX1542                               | 2045-01-01      | 3.5000%  | 0.0000% | $12162.00          | $671.59            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAO9700                               | 2042-07-01      | 3.5000%  | 0.0000% | $15745.00          | $2552.60           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAU5241                               | 2044-02-01      | 4.5000%  | 0.0000% | $6165.00           | $250.71            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS9829                               | 2047-06-01      | 3.5000%  | 0.0000% | $2000.00           | $207.16            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAV0663                               | 2043-12-01      | 4.5000%  | 0.0000% | $13867.00          | $729.76            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAO8187                               | 2027-06-01      | 3.0000%  | 0.0000% | $41757.00          | $1220.60           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAS7605                               | 2031-07-01      | 2.5000%  | 0.0000% | $25144.00          | $3623.35           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAX2187                               | 2029-11-01      | 3.5000%  | 0.0000% | $74000.00          | $6574.66           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8483                               | 2046-12-01      | 3.0000%  | 0.0000% | $20000.00          | $3923.62           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAU2394                               | 2029-05-01      | 2.5000%  | 0.0000% | $17183.00          | $499.99            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAP0462                               | 2027-07-01      | 3.5000%  | 0.0000% | $32038.00          | $258.86            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAH6827                               | 2026-03-01      | 4.0000%  | 0.0000% | $990000.00         | $1489.44           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAS5405                               | 2030-07-01      | 2.5000%  | 0.0000% | $6000.00           | $577.94            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAL6745                               | 2044-08-01      | 4.0000%  | 0.0000% | $3000.00           | $367.70            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTAL7755                               | 2034-10-01      | 4.0000%  | 0.0000% | $18000.00          | $1841.70           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL250569                               | 2026-05-01      | 6.0000%  | 0.0000% | $125245.00         | $15.99             | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2049-02-15      | 3.5000%  | 0.0000% | $45000.00          | $4235.64           | Agency Collateralized Mortgage Obligation |
| Farm Federal Credit Bank                           | 2044-09-12      | 5.6700%  | 0.0000% | $3000.00           | $3047.40           | Agency Debentures and Agency Strips       |
| FNMS 07.500 CL370777                               | 2027-06-01      | 7.5000%  | 0.0000% | $63176.00          | $47.62             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL252715                               | 2029-08-01      | 6.5000%  | 0.0000% | $410165.00         | $337.61            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT256490                               | 2026-11-01      | 5.5000%  | 0.0000% | $1719742.00        | $2231.69           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL253673                               | 2031-03-01      | 7.5000%  | 0.0000% | $322792.00         | $243.19            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT257125                               | 2028-03-01      | 5.5000%  | 0.0000% | $1200000.00        | $4118.14           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL254416                               | 2032-06-01      | 7.5000%  | 0.0000% | $2099702.00        | $2410.53           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL253950                               | 2031-08-01      | 7.0000%  | 0.0000% | $266702.00         | $246.92            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2026-01-15      | 3.5000%  | 0.0000% | $90000.00          | $661.72            | Agency Collateralized Mortgage Obligation |
| FNRM CL083BJ R21F083                               | 2050-04-25      | 3.0000%  | 0.0000% | $1000.00           | $696.33            | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CL366200                               | 2026-06-01      | 6.5000%  | 0.0000% | $43400.00          | $10.30             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT256275                               | 2026-06-01      | 6.0000%  | 0.0000% | $558469.00         | $337.70            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT256751                               | 2027-06-01      | 5.5000%  | 0.0000% | $1073591.00        | $2200.51           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL254918                               | 2033-09-01      | 4.5000%  | 0.0000% | $242000.00         | $2961.44           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL253836                               | 2031-06-01      | 6.0000%  | 0.0000% | $5779042.00        | $4820.20           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL252255                               | 2029-02-01      | 6.5000%  | 0.0000% | $196000.00         | $160.93            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CT256212                               | 2026-04-01      | 5.0000%  | 0.0000% | $2800000.00        | $1135.76           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL254766                               | 2033-06-01      | 5.0000%  | 0.0000% | $272000.00         | $1799.31           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL250550                               | 2026-05-01      | 6.5000%  | 0.0000% | $97100.00          | $8.83              | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL429544                               | 2028-06-01      | 6.0000%  | 0.0000% | $122000.00         | $125.26            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT256677                               | 2027-04-01      | 6.0000%  | 0.0000% | $722745.00         | $1745.78           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL323694                               | 2029-05-01      | 7.5000%  | 0.0000% | $600000.00         | $265.26            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL255554                               | 2034-12-04      | 5.5000%  | 0.0000% | $297435.00         | $3054.80           | Agency Mortgage-Backed Securities         |
| FNMS 08.000 CL252926                               | 2029-12-01      | 8.0000%  | 0.0000% | $50000.00          | $23.29             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL252569                               | 2029-06-01      | 6.0000%  | 0.0000% | $5000.00           | $8.51              | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL253893                               | 2031-08-01      | 6.0000%  | 0.0000% | $1503590.00        | $1802.91           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT255970                               | 2025-10-01      | 6.0000%  | 0.0000% | $787967.00         | $142.94            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBD8963                               | 2046-11-01      | 3.0000%  | 0.0000% | $24000.00          | $4459.55           | Agency Mortgage-Backed Securities         |
| Farm Federal Credit Bank                           | 2040-06-25      | 1.9500%  | 0.0000% | $2000.00           | $1351.10           | Agency Debentures and Agency Strips       |
| FNMS 02.500 CIAS8195                               | 2031-10-01      | 2.5000%  | 0.0000% | $16003.00          | $2269.94           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAS1758                               | 2029-02-01      | 3.5000%  | 0.0000% | $45000.00          | $1818.26           | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ0233                               | 2029-01-01      | 5.3000%  | 0.0000% | $1218.00           | $1269.49           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAD8529                               | 2040-08-01      | 4.5000%  | 0.0000% | $116000.00         | $2933.06           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAT7216                               | 2028-06-01      | 2.5000%  | 0.0000% | $23548.00          | $1215.66           | Agency Mortgage-Backed Securities         |
| FHLMC REMIC SERIES T-063       1A1    20450225 FLT | 2045-02-25      | 5.4218%  | 0.0000% | $200000.00         | $4587.68           | Agency Collateralized Mortgage Obligation |
| 06.000 FGPC C67243 G                               | 2032-05-01      | 6.0000%  | 0.0000% | $10997715.00       | $8671.58           | Agency Mortgage-Backed Securities         |
| GNRM 2021-136 LB                                   | 2051-08-20      | 2.5000%  | 0.0000% | $2100.00           | $1667.01           | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CT256802                               | 2027-07-01      | 5.5000%  | 0.0000% | $800000.00         | $1641.63           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL724785                               | 2033-06-01      | 5.5000%  | 0.0000% | $30766.00          | $445.72            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAX1319                               | 2029-09-01      | 3.5000%  | 0.0000% | $33702.00          | $1436.77           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAS5872                               | 2030-09-01      | 2.5000%  | 0.0000% | $25036.00          | $3461.77           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAL6031                               | 2044-10-01      | 4.0000%  | 0.0000% | $4000.00           | $610.68            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAZ7916                               | 2026-04-01      | 3.5000%  | 0.0000% | $23000.00          | $64.43             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL252570                               | 2029-07-01      | 6.5000%  | 0.0000% | $125300.00         | $102.78            | Agency Mortgage-Backed Securities         |
| FNRM CL083MY R21F083                               | 2050-06-25      | 3.0000%  | 0.0000% | $1000.00           | $638.91            | Agency Collateralized Mortgage Obligation |
| Farm Federal Credit Bank                           | 2033-04-14      | 2.0000%  | 0.0000% | $1000.00           | $861.14            | Agency Debentures and Agency Strips       |
| FNMS 04.500 CLBC4766                               | 2046-10-01      | 4.5000%  | 0.0000% | $370692.00         | $59673.18          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL251613                               | 2028-04-01      | 6.5000%  | 0.0000% | $198500.00         | $51.37             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBC0311                               | 2046-03-01      | 4.5000%  | 0.0000% | $33024.00          | $2105.11           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBD1002                               | 2046-03-01      | 3.5000%  | 0.0000% | $1000.00           | $78.16             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAV8516                               | 2029-03-01      | 3.5000%  | 0.0000% | $7000.00           | $292.77            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAW8285                               | 2044-08-01      | 3.5000%  | 0.0000% | $9961.00           | $504.39            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAV2092                               | 2043-11-01      | 3.5000%  | 0.0000% | $15516.00          | $978.29            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIAR3967                               | 2028-04-01      | 2.0000%  | 0.0000% | $19984.00          | $847.42            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAW8749                               | 2044-07-01      | 4.5000%  | 0.0000% | $3970.00           | $200.65            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS6408                               | 2046-01-01      | 3.5000%  | 0.0000% | $6000.00           | $654.26            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL651895                               | 2032-08-01      | 6.0000%  | 0.0000% | $1246000.00        | $1538.47           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAU0675                               | 2028-08-01      | 3.5000%  | 0.0000% | $55224.00          | $1189.66           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS6520                               | 2046-01-01      | 3.5000%  | 0.0000% | $3000.00           | $356.54            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL648385                               | 2031-10-01      | 7.0000%  | 0.0000% | $209000.00         | $2307.14           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAZ1772                               | 2045-07-01      | 3.5000%  | 0.0000% | $50117.00          | $1689.03           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAX6528                               | 2044-12-01      | 3.5000%  | 0.0000% | $12062.00          | $790.57            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS6675                               | 2046-02-01      | 4.0000%  | 0.0000% | $35000.00          | $3307.63           | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBZ3420                               | 2035-04-01      | 4.9600%  | 0.0000% | $1000.00           | $1026.41           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAP8929                               | 2027-10-01      | 3.0000%  | 0.0000% | $115000.00         | $2453.18           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAL0608                               | 2041-08-01      | 5.0000%  | 0.0000% | $100000.00         | $2786.02           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CTAL8209                               | 2028-11-01      | 6.0000%  | 0.0000% | $225191.00         | $1486.27           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL0160                               | 2041-05-01      | 4.5000%  | 0.0000% | $26000.00          | $1031.37           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL5213                               | 2044-04-01      | 4.5000%  | 0.0000% | $3000.00           | $224.10            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL1168                               | 2026-01-01      | 3.5000%  | 0.0000% | $78145.00          | $85.41             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAO4133                               | 2042-06-01      | 3.5000%  | 0.0000% | $1000.00           | $136.51            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAH7507                               | 2026-03-01      | 3.5000%  | 0.0000% | $144403.00         | $291.93            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAL4746                               | 2027-02-01      | 4.0000%  | 0.0000% | $646573.00         | $1050.85           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAJ7715                               | 2026-12-01      | 3.0000%  | 0.0000% | $450271.00         | $4600.00           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAP3839                               | 2042-09-01      | 3.5000%  | 0.0000% | $1000.00           | $240.74            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 NP256178                               | 2036-03-01      | 6.0000%  | 0.0000% | $820000.00         | $1953.84           | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL3335                               | 2029-09-01      | 2.9200%  | 0.0000% | $1000.00           | $960.34            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CTAL9073                               | 2029-09-01      | 6.0000%  | 0.0000% | $48364.00          | $1750.76           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAR9891                               | 2028-03-01      | 3.5000%  | 0.0000% | $28468.00          | $1179.53           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIAL1859                               | 2026-06-01      | 5.0000%  | 0.0000% | $1182100.00        | $28.61             | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAS7320                               | 2031-06-01      | 2.5000%  | 0.0000% | $21334.00          | $3101.56           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAP5205                               | 2027-09-01      | 2.5000%  | 0.0000% | $173000.00         | $4690.62           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAO7523                               | 2042-07-01      | 3.5000%  | 0.0000% | $21548.00          | $2381.99           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAS0012                               | 2028-07-01      | 3.5000%  | 0.0000% | $18000.00          | $660.75            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIAT6440                               | 2028-06-01      | 2.0000%  | 0.0000% | $22947.00          | $1356.43           | Agency Mortgage-Backed Securities         |
| GNII SF 002646 M                                   | 2028-09-20      | 7.5000%  | 0.0000% | $25000.00          | $11.17             | Agency Mortgage-Backed Securities         |
| GNII SF MA1650 M                                   | 2029-02-20      | 3.0000%  | 0.0000% | $61980.00          | $2003.51           | Agency Mortgage-Backed Securities         |
| GNII SF MA1011 M                                   | 2043-05-20      | 3.0000%  | 0.0000% | $5786928.00        | $632669.36         | Agency Mortgage-Backed Securities         |
| GNMI SF 753864 X                                   | 2026-02-15      | 3.5000%  | 0.0000% | $80238.00          | $182.34            | Agency Mortgage-Backed Securities         |
| GNRM 2025-044 CB                                   | 2055-03-20      | 5.0000%  | 0.0000% | $3137500.00        | $3010807.40        | Agency Collateralized Mortgage Obligation |
| GNII SF 002617 M                                   | 2028-07-20      | 7.5000%  | 0.0000% | $75000.00          | $22.32             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAA8729                               | 2039-06-01      | 6.0000%  | 0.0000% | $160000.00         | $4948.61           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA3008                               | 2047-05-01      | 4.5000%  | 0.0000% | $2000.00           | $202.45            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA3416                               | 2048-07-01      | 4.5000%  | 0.0000% | $9000.00           | $716.63            | Agency Mortgage-Backed Securities         |
| GNMI SF AB9207 X                                   | 2042-11-15      | 3.0000%  | 0.0000% | $7683224.00        | $717222.47         | Agency Mortgage-Backed Securities         |
| GNII SF MA0006 M                                   | 2027-04-20      | 2.5000%  | 0.0000% | $223393.00         | $3176.01           | Agency Mortgage-Backed Securities         |
| GNPL LS DE4056                                     | 2064-12-15      | 6.0300%  | 0.0000% | $2003.00           | $2153.75           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CICB2201                               | 2036-09-01      | 2.5000%  | 0.0000% | $6697.00           | $4758.98           | Agency Mortgage-Backed Securities         |
| GNII SF MA6818 M                                   | 2050-08-20      | 2.0000%  | 0.0000% | $48000.00          | $20998.09          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB2548                               | 2052-01-01      | 2.5000%  | 0.0000% | $3000.00           | $1960.96           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM7879                               | 2035-05-01      | 3.5000%  | 0.0000% | $2000.00           | $609.77            | Agency Mortgage-Backed Securities         |
| GNPL PN CN2872                                     | 2057-12-15      | 4.2100%  | 0.0000% | $2000.00           | $1882.41           | Agency Mortgage-Backed Securities         |
| GNPL PN CG6827                                     | 2058-02-15      | 4.3500%  | 0.0000% | $1000.00           | $960.88            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM7877                               | 2036-03-01      | 3.5000%  | 0.0000% | $3000.00           | $1171.41           | Agency Mortgage-Backed Securities         |
| GNII SF DH7296 C                                   | 2055-03-20      | 6.5000%  | 0.0000% | $654513.00         | $680223.57         | Agency Mortgage-Backed Securities         |
| GNII SF 627021 C                                   | 2045-11-20      | 4.0000%  | 0.0000% | $41000.00          | $14354.97          | Agency Mortgage-Backed Securities         |

## N-MFP: Signatures

**Registrant:** Charles Schwab Family of Funds

**Date:** 2025-09-08

**By:** Dana Smith

**Name of Signing Officer:** Dana Smith

**Title of Signing Officer:** CFO