# EDGAR Filing Document

**Accession Number:** 0000857156
**File Stem:** 0001410368-25-021497
**Filing Date:** 2025-11
**Character Count:** 1436354
**Document Hash:** 8209866c39717979286244b422d95c0c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-021497.hdr.sgml**: 20251107

**ACCESSION NUMBER**: 0001410368-25-021497

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251107

**DATE AS OF CHANGE**: 20251107

**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:** 251461925

**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):** 2025-10-31

**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:** 105 days

- **Total Value of Portfolio Securities:** $86899008976.14

- **Amortized Cost of Portfolio Securities:** $86890029044.23

- **Cash:** $0.87

- **Total Other Assets:** $209682293.88

- **Total Liabilities:** $949147537.66

- **Net Assets of Series:** $86150563801.32

- **Number of Shares Outstanding (Series):** 86151107248.4100

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-10-01 | $41704722534.77           | $59106776419.37            | 48.6200%                  | 68.9100%                   |
| 2025-10-02 | $39595395852.45           | $58575864248.63            | 46.2400%                  | 68.4100%                   |
| 2025-10-03 | $39882446075.19           | $59373104328.48            | 46.4100%                  | 69.0900%                   |
| 2025-10-06 | $38958759914.41           | $59143248199.11            | 45.5900%                  | 69.2100%                   |
| 2025-10-07 | $41754164436.93           | $58882343624.46            | 48.9400%                  | 69.0200%                   |
| 2025-10-08 | $40399149982.29           | $58788302738.25            | 47.3300%                  | 68.8700%                   |
| 2025-10-09 | $40270423246.00           | $59441146383.85            | 47.1400%                  | 69.5800%                   |
| 2025-10-10 | $40466708206.92           | $59373944457.14            | 47.2900%                  | 69.3800%                   |
| 2025-10-14 | $40765995811.12           | $59692688471.75            | 47.7100%                  | 69.8600%                   |
| 2025-10-15 | $41646322632.34           | $59926455260.86            | 48.5000%                  | 69.7900%                   |
| 2025-10-16 | $40908844777.09           | $59676467872.48            | 47.7800%                  | 69.7000%                   |
| 2025-10-17 | $38569219655.88           | $59553503917.48            | 44.8800%                  | 69.2900%                   |
| 2025-10-20 | $41701642476.00           | $59536472033.63            | 48.2300%                  | 68.8600%                   |
| 2025-10-21 | $40651675106.74           | $59199307197.88            | 47.1900%                  | 68.7300%                   |
| 2025-10-22 | $41907720418.70           | $60279415694.20            | 48.0000%                  | 69.0400%                   |
| 2025-10-23 | $43217534023.60           | $59495593329.85            | 49.7700%                  | 68.5100%                   |
| 2025-10-24 | $38433986725.83           | $59260864648.25            | 44.2700%                  | 68.2600%                   |
| 2025-10-27 | $39234958987.77           | $59030353002.77            | 45.2500%                  | 68.0900%                   |
| 2025-10-28 | $41704627433.14           | $59065569585.28            | 48.0000%                  | 67.9900%                   |
| 2025-10-29 | $44730718908.17           | $59070978867.77            | 51.4800%                  | 67.9900%                   |
| 2025-10-30 | $44399116115.89           | $58382608831.52            | 51.3700%                  | 67.5400%                   |
| 2025-10-31 | $43530219507.58           | $58520094113.21            | 49.9700%                  | 67.1800%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-10-01 | 4.2000%             |
| 2025-10-02 | 4.2000%             |
| 2025-10-03 | 4.2100%             |
| 2025-10-06 | 4.2100%             |
| 2025-10-07 | 4.2100%             |
| 2025-10-08 | 4.2000%             |
| 2025-10-09 | 4.1900%             |
| 2025-10-10 | 4.1800%             |
| 2025-10-14 | 4.1800%             |
| 2025-10-15 | 4.1900%             |
| 2025-10-16 | 4.2000%             |
| 2025-10-17 | 4.2200%             |
| 2025-10-20 | 4.2200%             |
| 2025-10-21 | 4.2200%             |
| 2025-10-22 | 4.2200%             |
| 2025-10-23 | 4.2100%             |
| 2025-10-24 | 4.2100%             |
| 2025-10-27 | 4.2200%             |
| 2025-10-28 | 4.2300%             |
| 2025-10-29 | 4.2300%             |
| 2025-10-30 | 4.2200%             |
| 2025-10-31 | 4.1800%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-10-01 | 1.0002                      |
|  |  |
| 2025-10-02 | 1.0002                      |
|  |  |
| 2025-10-03 | 1.0001                      |
|  |  |
| 2025-10-06 | 1.0001                      |
|  |  |
| 2025-10-07 | 1.0001                      |
|  |  |
| 2025-10-08 | 1.0001                      |
|  |  |
| 2025-10-09 | 1.0001                      |
|  |  |
| 2025-10-10 | 1.0001                      |
|  |  |
| 2025-10-14 | 1.0002                      |
|  |  |
| 2025-10-15 | 1.0001                      |
|  |  |
| 2025-10-16 | 1.0002                      |
|  |  |
| 2025-10-17 | 1.0001                      |
|  |  |
| 2025-10-20 | 1.0002                      |
|  |  |
| 2025-10-21 | 1.0002                      |
|  |  |
| 2025-10-22 | 1.0002                      |
|  |  |
| 2025-10-23 | 1.0001                      |
|  |  |
| 2025-10-24 | 1.0001                      |
|  |  |
| 2025-10-27 | 1.0002                      |
|  |  |
| 2025-10-28 | 1.0002                      |
|  |  |
| 2025-10-29 | 1.0001                      |
|  |  |
| 2025-10-30 | 1.0001                      |
|  |  |
| 2025-10-31 | 1.0001                      |
|  |  |

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

### Class: Sweep Shares

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $21072669346.11

- **Number of Shares Outstanding:** 21072710342.3100

- **Expense Reimbursement/Waiver:** 138417.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 1.0002          |
|  |  |
| 2025-10-02 | 1.0002          |
|  |  |
| 2025-10-03 | 1.0001          |
|  |  |
| 2025-10-06 | 1.0001          |
|  |  |
| 2025-10-07 | 1.0001          |
|  |  |
| 2025-10-08 | 1.0001          |
|  |  |
| 2025-10-09 | 1.0001          |
|  |  |
| 2025-10-10 | 1.0001          |
|  |  |
| 2025-10-14 | 1.0002          |
|  |  |
| 2025-10-15 | 1.0002          |
|  |  |
| 2025-10-16 | 1.0002          |
|  |  |
| 2025-10-17 | 1.0002          |
|  |  |
| 2025-10-20 | 1.0002          |
|  |  |
| 2025-10-21 | 1.0002          |
|  |  |
| 2025-10-22 | 1.0002          |
|  |  |
| 2025-10-23 | 1.0001          |
|  |  |
| 2025-10-24 | 1.0001          |
|  |  |
| 2025-10-27 | 1.0002          |
|  |  |
| 2025-10-28 | 1.0002          |
|  |  |
| 2025-10-29 | 1.0001          |
|  |  |
| 2025-10-30 | 1.0001          |
|  |  |
| 2025-10-31 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $0.00                     | $101891416.07           |
| 2025-10-02 | $45163246.57              | $0.00                   |
| 2025-10-03 | $196538628.44             | $0.00                   |
| 2025-10-06 | $1547353.02               | $0.00                   |
| 2025-10-07 | $0.00                     | $198953190.40           |
| 2025-10-08 | $135087759.37             | $0.00                   |
| 2025-10-09 | $0.00                     | $58665056.47            |
| 2025-10-10 | $59164484.76              | $0.00                   |
| 2025-10-14 | $91040033.33              | $0.00                   |
| 2025-10-15 | $5386799.74               | $0.00                   |
| 2025-10-16 | $154118060.50             | $0.00                   |
| 2025-10-17 | $155407031.28             | $0.00                   |
| 2025-10-20 | $0.00                     | $19459314.11            |
| 2025-10-21 | $69140148.00              | $0.00                   |
| 2025-10-22 | $0.00                     | $8246505.00             |
| 2025-10-23 | $0.00                     | $121006483.59           |
| 2025-10-24 | $0.00                     | $22827367.75            |
| 2025-10-27 | $0.00                     | $78378847.46            |
| 2025-10-28 | $0.00                     | $3179845.03             |
| 2025-10-29 | $46400346.65              | $0.00                   |
| 2025-10-30 | $0.00                     | $117004992.04           |
| 2025-10-31 | $115791427.52             | $0.00                   |

**Total Gross Subscriptions (Month):** $1074785319.18

**Total Gross Redemptions (Month):** $729613017.92

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 3.7600%           |
| 2025-10-02 | 3.7600%           |
| 2025-10-03 | 3.7700%           |
| 2025-10-06 | 3.7700%           |
| 2025-10-07 | 3.7700%           |
| 2025-10-08 | 3.7600%           |
| 2025-10-09 | 3.7500%           |
| 2025-10-10 | 3.7400%           |
| 2025-10-14 | 3.7400%           |
| 2025-10-15 | 3.7500%           |
| 2025-10-16 | 3.7600%           |
| 2025-10-17 | 3.7800%           |
| 2025-10-20 | 3.7800%           |
| 2025-10-21 | 3.7800%           |
| 2025-10-22 | 3.7800%           |
| 2025-10-23 | 3.7700%           |
| 2025-10-24 | 3.7700%           |
| 2025-10-27 | 3.7800%           |
| 2025-10-28 | 3.7900%           |
| 2025-10-29 | 3.7900%           |
| 2025-10-30 | 3.7800%           |
| 2025-10-31 | 3.7400%           |

**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:** $32103663782.63

- **Number of Shares Outstanding:** 32103835746.3400

- **Expense Reimbursement/Waiver:** 211563.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 1.0002          |
|  |  |
| 2025-10-02 | 1.0002          |
|  |  |
| 2025-10-03 | 1.0001          |
|  |  |
| 2025-10-06 | 1.0001          |
|  |  |
| 2025-10-07 | 1.0001          |
|  |  |
| 2025-10-08 | 1.0001          |
|  |  |
| 2025-10-09 | 1.0001          |
|  |  |
| 2025-10-10 | 1.0001          |
|  |  |
| 2025-10-14 | 1.0002          |
|  |  |
| 2025-10-15 | 1.0001          |
|  |  |
| 2025-10-16 | 1.0002          |
|  |  |
| 2025-10-17 | 1.0001          |
|  |  |
| 2025-10-20 | 1.0002          |
|  |  |
| 2025-10-21 | 1.0002          |
|  |  |
| 2025-10-22 | 1.0002          |
|  |  |
| 2025-10-23 | 1.0001          |
|  |  |
| 2025-10-24 | 1.0001          |
|  |  |
| 2025-10-27 | 1.0002          |
|  |  |
| 2025-10-28 | 1.0002          |
|  |  |
| 2025-10-29 | 1.0001          |
|  |  |
| 2025-10-30 | 1.0001          |
|  |  |
| 2025-10-31 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $223271040.69             | $153144087.58           |
| 2025-10-02 | $175041171.96             | $181587365.00           |
| 2025-10-03 | $188796226.90             | $155601269.21           |
| 2025-10-06 | $192173748.14             | $131486163.49           |
| 2025-10-07 | $183421619.49             | $174666310.59           |
| 2025-10-08 | $183538272.16             | $136842071.17           |
| 2025-10-09 | $183230914.11             | $161487264.74           |
| 2025-10-10 | $152193711.27             | $163795479.58           |
| 2025-10-14 | $184252065.10             | $197447709.85           |
| 2025-10-15 | $294960525.83             | $296625085.38           |
| 2025-10-16 | $263982825.34             | $151072229.27           |
| 2025-10-17 | $238184212.82             | $166903022.03           |
| 2025-10-20 | $205010461.40             | $139917290.05           |
| 2025-10-21 | $943525.93                | $64054883.96            |
| 2025-10-22 | $336196189.60             | $231274171.88           |
| 2025-10-23 | $187001129.27             | $183405640.67           |
| 2025-10-24 | $144469688.94             | $133102133.05           |
| 2025-10-27 | $183428036.86             | $177526352.72           |
| 2025-10-28 | $180818165.34             | $237202310.11           |
| 2025-10-29 | $164792495.63             | $192933260.90           |
| 2025-10-30 | $150130673.83             | $183437792.68           |
| 2025-10-31 | $146708713.52             | $192118177.57           |

**Total Gross Subscriptions (Month):** $4162545414.13

**Total Gross Redemptions (Month):** $3805630071.48

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 3.8600%           |
| 2025-10-02 | 3.8600%           |
| 2025-10-03 | 3.8700%           |
| 2025-10-06 | 3.8700%           |
| 2025-10-07 | 3.8700%           |
| 2025-10-08 | 3.8600%           |
| 2025-10-09 | 3.8500%           |
| 2025-10-10 | 3.8400%           |
| 2025-10-14 | 3.8400%           |
| 2025-10-15 | 3.8500%           |
| 2025-10-16 | 3.8600%           |
| 2025-10-17 | 3.8800%           |
| 2025-10-20 | 3.8800%           |
| 2025-10-21 | 3.8800%           |
| 2025-10-22 | 3.8800%           |
| 2025-10-23 | 3.8700%           |
| 2025-10-24 | 3.8700%           |
| 2025-10-27 | 3.8800%           |
| 2025-10-28 | 3.8900%           |
| 2025-10-29 | 3.8900%           |
| 2025-10-30 | 3.8800%           |
| 2025-10-31 | 3.8400%           |

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

### Class: Ultra Shares

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $32974230672.58

- **Number of Shares Outstanding:** 32974561159.7600

- **Expense Reimbursement/Waiver:** 214132.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 1.0002          |
|  |  |
| 2025-10-02 | 1.0002          |
|  |  |
| 2025-10-03 | 1.0001          |
|  |  |
| 2025-10-06 | 1.0001          |
|  |  |
| 2025-10-07 | 1.0001          |
|  |  |
| 2025-10-08 | 1.0001          |
|  |  |
| 2025-10-09 | 1.0001          |
|  |  |
| 2025-10-10 | 1.0001          |
|  |  |
| 2025-10-14 | 1.0002          |
|  |  |
| 2025-10-15 | 1.0001          |
|  |  |
| 2025-10-16 | 1.0002          |
|  |  |
| 2025-10-17 | 1.0001          |
|  |  |
| 2025-10-20 | 1.0002          |
|  |  |
| 2025-10-21 | 1.0002          |
|  |  |
| 2025-10-22 | 1.0002          |
|  |  |
| 2025-10-23 | 1.0001          |
|  |  |
| 2025-10-24 | 1.0001          |
|  |  |
| 2025-10-27 | 1.0002          |
|  |  |
| 2025-10-28 | 1.0002          |
|  |  |
| 2025-10-29 | 1.0001          |
|  |  |
| 2025-10-30 | 1.0001          |
|  |  |
| 2025-10-31 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $285506335.92             | $142133083.01           |
| 2025-10-02 | $218975736.57             | $147973110.82           |
| 2025-10-03 | $381497490.19             | $268628625.34           |
| 2025-10-06 | $207773437.31             | $198495361.09           |
| 2025-10-07 | $184544501.73             | $197066920.10           |
| 2025-10-08 | $192507588.73             | $215254835.78           |
| 2025-10-09 | $127181372.43             | $186590885.75           |
| 2025-10-10 | $202789345.52             | $169467982.81           |
| 2025-10-14 | $187131305.75             | $272902583.25           |
| 2025-10-15 | $289683728.00             | $370231703.78           |
| 2025-10-16 | $458407103.88             | $153715938.95           |
| 2025-10-17 | $217153455.66             | $140735311.43           |
| 2025-10-20 | $240130390.08             | $191412673.35           |
| 2025-10-21 | $192774109.76             | $135547239.67           |
| 2025-10-22 | $265969184.48             | $124933131.73           |
| 2025-10-23 | $174641191.23             | $167214926.67           |
| 2025-10-24 | $153430882.96             | $121712828.31           |
| 2025-10-27 | $232284068.29             | $157228327.20           |
| 2025-10-28 | $222981350.57             | $269841787.28           |
| 2025-10-29 | $257159198.19             | $204360867.09           |
| 2025-10-30 | $248147895.03             | $195310013.62           |
| 2025-10-31 | $421181816.99             | $280218561.15           |

**Total Gross Subscriptions (Month):** $5361851489.27

**Total Gross Redemptions (Month):** $4310976698.18

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 4.0100%           |
| 2025-10-02 | 4.0100%           |
| 2025-10-03 | 4.0200%           |
| 2025-10-06 | 4.0200%           |
| 2025-10-07 | 4.0200%           |
| 2025-10-08 | 4.0100%           |
| 2025-10-09 | 4.0000%           |
| 2025-10-10 | 3.9900%           |
| 2025-10-14 | 3.9900%           |
| 2025-10-15 | 4.0000%           |
| 2025-10-16 | 4.0100%           |
| 2025-10-17 | 4.0300%           |
| 2025-10-20 | 4.0300%           |
| 2025-10-21 | 4.0300%           |
| 2025-10-22 | 4.0300%           |
| 2025-10-23 | 4.0200%           |
| 2025-10-24 | 4.0200%           |
| 2025-10-27 | 4.0300%           |
| 2025-10-28 | 4.0400%           |
| 2025-10-29 | 4.0400%           |
| 2025-10-30 | 4.0300%           |
| 2025-10-31 | 3.9900%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 99.9600%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

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

- **C.1 - Title:** TAXABLE M/F HOUSING RB SERIES 2021A 4.200000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 10807BAA7, C.4 - ISIN: US10807BAA70, C.3 - LEI: 2549005XOAOA3RHT9B41
- **C.18 - Value (incl. sponsor support):** $56900000.00
- **C.18.a - Value (excl. sponsor support):** $56900000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2061-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 2: FARR LIFE LLC

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2022 4.200000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 31164GAA9, C.4 - ISIN: US31164GAA94, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2072-03-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 3: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130ALCB8, C.4 - ISIN: US3130ALCB88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $24058707.32
- **C.18.a - Value (excl. sponsor support):** $24058707.32
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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):** $58162216.23
- **C.18.a - Value (excl. sponsor support):** $58162216.23
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **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 3.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130ALX66, C.4 - ISIN: US3130ALX667, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $12368597.72
- **C.18.a - Value (excl. sponsor support):** $12368597.72
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-04-29
- **C.12 - Maturity Date (WAL):** 2026-04-29
- **C.13 - Final Legal Maturity Date:** 2026-04-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.875000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AN4T4, C.4 - ISIN: US3130AN4T46, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $8550680.60
- **C.18.a - Value (excl. sponsor support):** $8550680.60
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-12
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 1.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AN5K2, C.4 - ISIN: US3130AN5K28, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $4915035.35
- **C.18.a - Value (excl. sponsor support):** $4915035.35
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-07-20
- **C.12 - Maturity Date (WAL):** 2026-07-20
- **C.13 - Final Legal Maturity Date:** 2026-07-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AUU36, C.4 - ISIN: US3130AUU367, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $14969806.36
- **C.18.a - Value (excl. sponsor support):** $14969806.36
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-13
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.375000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AWGR5, C.4 - ISIN: US3130AWGR59, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $35648397.00
- **C.18.a - Value (excl. sponsor support):** $35648397.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-06-12
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.875000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B0ZP7, C.4 - ISIN: US3130B0ZP72, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $22676498.92
- **C.18.a - Value (excl. sponsor support):** $22676498.92
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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 4.140000%
- **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):** $347205294.80
- **C.18.a - Value (excl. sponsor support):** $347205294.80
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 4.150000%
- **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):** $48912862.66
- **C.18.a - Value (excl. sponsor support):** $48912862.66
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 4.140000%
- **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):** $100024922.00
- **C.18.a - Value (excl. sponsor support):** $100024922.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 4.180000%
- **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):** $72660246.38
- **C.18.a - Value (excl. sponsor support):** $72660246.38
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-10-08
- **C.13 - Final Legal Maturity Date:** 2026-10-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.230000%
- **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):** $72512280.78
- **C.18.a - Value (excl. sponsor support):** $72512280.78
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-12-23
- **C.13 - Final Legal Maturity Date:** 2026-12-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.065000%
- **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):** $145402115.57
- **C.18.a - Value (excl. sponsor support):** $145402115.57
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 17: 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):** $218105688.05
- **C.18.a - Value (excl. sponsor support):** $218105688.05
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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 18: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.055000%
- **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):** $193800655.04
- **C.18.a - Value (excl. sponsor support):** $193800655.04
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 19: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.145000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5CZ9, C.4 - ISIN: US3130B5CZ98, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $245497741.40
- **C.18.a - Value (excl. sponsor support):** $245497741.40
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 20: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.145000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5G36, C.4 - ISIN: US3130B5G365, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $121309221.23
- **C.18.a - Value (excl. sponsor support):** $121309221.23
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 21: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.065000%
- **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):** $121311722.43
- **C.18.a - Value (excl. sponsor support):** $121311722.43
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 22: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.105000%
- **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):** $145210468.92
- **C.18.a - Value (excl. sponsor support):** $145210468.92
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 23: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.090000%
- **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):** $96788860.26
- **C.18.a - Value (excl. sponsor support):** $96788860.26
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 24: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.115000%
- **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):** $174412689.34
- **C.18.a - Value (excl. sponsor support):** $174412689.34
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 25: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.100000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5SF6, C.4 - ISIN: US3130B5SF60, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $193511424.24
- **C.18.a - Value (excl. sponsor support):** $193511424.24
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 26: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.045000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5TR9, C.4 - ISIN: US3130B5TR99, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241900575.72
- **C.18.a - Value (excl. sponsor support):** $241900575.72
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 27: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.045000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5VD7, C.4 - ISIN: US3130B5VD75, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241899968.55
- **C.18.a - Value (excl. sponsor support):** $241899968.55
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 28: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.160000%
- **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):** $145265642.02
- **C.18.a - Value (excl. sponsor support):** $145265642.02
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 29: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5XG8, C.4 - ISIN: US3130B5XG88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $96737488.66
- **C.18.a - Value (excl. sponsor support):** $96737488.66
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 30: 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: 3130B5Z27, C.4 - ISIN: US3130B5Z274, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $266586663.14
- **C.18.a - Value (excl. sponsor support):** $266586663.14
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 31: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.075000%
- **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):** $97209330.23
- **C.18.a - Value (excl. sponsor support):** $97209330.23
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 32: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Z76, C.4 - ISIN: US3130B5Z761, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241917333.45
- **C.18.a - Value (excl. sponsor support):** $241917333.45
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 33: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.155000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5ZT8, C.4 - ISIN: US3130B5ZT81, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $193513775.27
- **C.18.a - Value (excl. sponsor support):** $193513775.27
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 34: 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):** $266006610.10
- **C.18.a - Value (excl. sponsor support):** $266006610.10
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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 35: 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):** $217663550.08
- **C.18.a - Value (excl. sponsor support):** $217663550.08
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **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 36: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.135000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6SD9, C.4 - ISIN: US3130B6SD95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $121261941.91
- **C.18.a - Value (excl. sponsor support):** $121261941.91
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 37: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6T89, C.4 - ISIN: US3130B6T895, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145092243.61
- **C.18.a - Value (excl. sponsor support):** $145092243.61
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 38: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.055000%
- **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):** $241702112.46
- **C.18.a - Value (excl. sponsor support):** $241702112.46
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 39: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.050000%
- **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):** $338800311.70
- **C.18.a - Value (excl. sponsor support):** $338800311.70
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 40: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.060000%
- **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):** $241400251.06
- **C.18.a - Value (excl. sponsor support):** $241400251.06
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 41: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.105000%
- **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):** $86603980.14
- **C.18.a - Value (excl. sponsor support):** $86603980.14
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 42: 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):** $144781634.35
- **C.18.a - Value (excl. sponsor support):** $144781634.35
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **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 43: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.075000%
- **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):** $145004315.20
- **C.18.a - Value (excl. sponsor support):** $145004315.20
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 44: 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):** $241429927.91
- **C.18.a - Value (excl. sponsor support):** $241429927.91
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **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 45: 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):** $183758332.54
- **C.18.a - Value (excl. sponsor support):** $183758332.54
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **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 46: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.075000%
- **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):** $241006690.16
- **C.18.a - Value (excl. sponsor support):** $241006690.16
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 47: 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):** $144497821.62
- **C.18.a - Value (excl. sponsor support):** $144497821.62
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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 48: 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):** $207707292.71
- **C.18.a - Value (excl. sponsor support):** $207707292.71
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **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 49: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.051000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7NL4, C.4 - ISIN: US3130B7NL40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $217113740.72
- **C.18.a - Value (excl. sponsor support):** $217113740.72
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2026-10-02
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7Q64, C.4 - ISIN: US3130B7Q642, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241170212.93
- **C.18.a - Value (excl. sponsor support):** $241170212.93
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-10-09
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.200000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7Q72, C.4 - ISIN: US3130B7Q725, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145011534.75
- **C.18.a - Value (excl. sponsor support):** $145011534.75
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-09-15
- **C.13 - Final Legal Maturity Date:** 2027-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.910000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7RZ9, C.4 - ISIN: US3130B7RZ99, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $242216980.75
- **C.18.a - Value (excl. sponsor support):** $242216980.75
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-10-09
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.220000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7V43, C.4 - ISIN: US3130B7V436, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $169022710.22
- **C.18.a - Value (excl. sponsor support):** $169022710.22
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-09-21
- **C.13 - Final Legal Maturity Date:** 2027-09-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7V76, C.4 - ISIN: US3130B7V766, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $240954134.20
- **C.18.a - Value (excl. sponsor support):** $240954134.20
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-10-23
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7W42, C.4 - ISIN: US3130B7W426, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $22202190.03
- **C.18.a - Value (excl. sponsor support):** $22202190.03
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-04-02
- **C.13 - Final Legal Maturity Date:** 2027-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.220000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B84U3, C.4 - ISIN: US3130B84U33, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $119215007.28
- **C.18.a - Value (excl. sponsor support):** $119215007.28
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-10-20
- **C.13 - Final Legal Maturity Date:** 2027-10-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.060000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8B76, C.4 - ISIN: US3130B8B766, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $113205307.95
- **C.18.a - Value (excl. sponsor support):** $113205307.95
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8CS9, C.4 - ISIN: US3130B8CS94, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $232305960.82
- **C.18.a - Value (excl. sponsor support):** $232305960.82
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **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 59: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.065000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8DH2, C.4 - ISIN: US3130B8DH21, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $162606354.41
- **C.18.a - Value (excl. sponsor support):** $162606354.41
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-05-27
- **C.13 - Final Legal Maturity Date:** 2026-05-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.055000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8EC2, C.4 - ISIN: US3130B8EC25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $236206774.22
- **C.18.a - Value (excl. sponsor support):** $236206774.22
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-30
- **C.13 - Final Legal Maturity Date:** 2026-03-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.380000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8H62, C.4 - ISIN: US3130B8H623, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241066327.97
- **C.18.a - Value (excl. sponsor support):** $241066327.97
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.4100%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313PL6, C.4 - ISIN: US313313PL64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24250623.86
- **C.18.a - Value (excl. sponsor support):** $24250623.86
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2025-11-19
- **C.12 - Maturity Date (WAL):** 2025-11-19
- **C.13 - Final Legal Maturity Date:** 2025-11-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313QA9, C.4 - ISIN: US313313QA90, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9646370.03
- **C.18.a - Value (excl. sponsor support):** $9646370.03
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313QC5, C.4 - ISIN: US313313QC56, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $33874719.52
- **C.18.a - Value (excl. sponsor support):** $33874719.52
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313QP6, C.4 - ISIN: US313313QP69, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $38512584.41
- **C.18.a - Value (excl. sponsor support):** $38512584.41
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 66: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313RL4, C.4 - ISIN: US313313RL47, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $71788678.49
- **C.18.a - Value (excl. sponsor support):** $71788678.49
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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 67: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313RN0, C.4 - ISIN: US313313RN03, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $47650400.16
- **C.18.a - Value (excl. sponsor support):** $47650400.16
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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 68: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313SD1, C.4 - ISIN: US313313SD12, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $28742866.57
- **C.18.a - Value (excl. sponsor support):** $28742866.57
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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 69: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313TV0, C.4 - ISIN: US313313TV01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $47877717.84
- **C.18.a - Value (excl. sponsor support):** $47877717.84
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 70: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313UC0, C.4 - ISIN: US313313UC01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $47842589.29
- **C.18.a - Value (excl. sponsor support):** $47842589.29
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 71: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313UM8, C.4 - ISIN: US313313UM82, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $47698872.28
- **C.18.a - Value (excl. sponsor support):** $47698872.28
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 72: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313YN2, C.4 - ISIN: US313313YN20, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $47057660.00
- **C.18.a - Value (excl. sponsor support):** $47057660.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-25
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313ZW1, C.4 - ISIN: US313313ZW10, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $32899619.71
- **C.18.a - Value (excl. sponsor support):** $32899619.71
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-07-27
- **C.12 - Maturity Date (WAL):** 2026-07-27
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C53, C.4 - ISIN: US313385C539, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $26134157.00
- **C.18.a - Value (excl. sponsor support):** $26134157.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-08-19
- **C.12 - Maturity Date (WAL):** 2026-08-19
- **C.13 - Final Legal Maturity Date:** 2026-08-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PD2, C.4 - ISIN: US313385PD26, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241389819.14
- **C.18.a - Value (excl. sponsor support):** $241389819.14
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2025-11-12
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 76: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385QB5, C.4 - ISIN: US313385QB50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $144381339.14
- **C.18.a - Value (excl. sponsor support):** $144381339.14
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 77: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RU2, C.4 - ISIN: US313385RU23, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $48016833.17
- **C.18.a - Value (excl. sponsor support):** $48016833.17
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-14
- **C.12 - Maturity Date (WAL):** 2026-01-14
- **C.13 - Final Legal Maturity Date:** 2026-01-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RV0, C.4 - ISIN: US313385RV06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $301462047.34
- **C.18.a - Value (excl. sponsor support):** $301462047.34
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RW8, C.4 - ISIN: US313385RW88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $239834702.80
- **C.18.a - Value (excl. sponsor support):** $239834702.80
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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 80: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SJ6, C.4 - ISIN: US313385SJ68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $143340624.53
- **C.18.a - Value (excl. sponsor support):** $143340624.53
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-28
- **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 81: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SP2, C.4 - ISIN: US313385SP29, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $209816847.12
- **C.18.a - Value (excl. sponsor support):** $209816847.12
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SR8, C.4 - ISIN: US313385SR84, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $191161276.00
- **C.18.a - Value (excl. sponsor support):** $191161276.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ST4, C.4 - ISIN: US313385ST41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $234669921.79
- **C.18.a - Value (excl. sponsor support):** $234669921.79
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **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 84: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SY3, C.4 - ISIN: US313385SY36, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $334853650.92
- **C.18.a - Value (excl. sponsor support):** $334853650.92
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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 85: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SZ0, C.4 - ISIN: US313385SZ01, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $117112202.27
- **C.18.a - Value (excl. sponsor support):** $117112202.27
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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 86: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TH9, C.4 - ISIN: US313385TH93, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $333808647.09
- **C.18.a - Value (excl. sponsor support):** $333808647.09
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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 87: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TP1, C.4 - ISIN: US313385TP10, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $238914753.22
- **C.18.a - Value (excl. sponsor support):** $238914753.22
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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 88: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TT3, C.4 - ISIN: US313385TT32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $398505111.00
- **C.18.a - Value (excl. sponsor support):** $398505111.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TU0, C.4 - ISIN: US313385TU05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $119065114.15
- **C.18.a - Value (excl. sponsor support):** $119065114.15
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TV8, C.4 - ISIN: US313385TV87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $140424852.84
- **C.18.a - Value (excl. sponsor support):** $140424852.84
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TW6, C.4 - ISIN: US313385TW60, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $286051718.11
- **C.18.a - Value (excl. sponsor support):** $286051718.11
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 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: 313385TX4, C.4 - ISIN: US313385TX44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $237857962.50
- **C.18.a - Value (excl. sponsor support):** $237857962.50
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 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: 313385UE4, C.4 - ISIN: US313385UE44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $313623744.42
- **C.18.a - Value (excl. sponsor support):** $313623744.42
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 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: 313385UK0, C.4 - ISIN: US313385UK04, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $333272212.62
- **C.18.a - Value (excl. sponsor support):** $333272212.62
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-03-18
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385VG8, C.4 - ISIN: US313385VG82, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $118735556.81
- **C.18.a - Value (excl. sponsor support):** $118735556.81
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-08
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VP8, C.4 - ISIN: US313385VP81, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $237199844.88
- **C.18.a - Value (excl. sponsor support):** $237199844.88
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-15
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 97: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YD2, C.4 - ISIN: US313385YD25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $15635200.00
- **C.18.a - Value (excl. sponsor support):** $15635200.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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 98: 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):** $241369173.25
- **C.18.a - Value (excl. sponsor support):** $241369173.25
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 99: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313397RS2, C.4 - ISIN: US313397RS23, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $238150665.60
- **C.18.a - Value (excl. sponsor support):** $238150665.60
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-12
- **C.12 - Maturity Date (WAL):** 2026-01-12
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: 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: 313397RW3, C.4 - ISIN: US313397RW35, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $239140392.24
- **C.18.a - Value (excl. sponsor support):** $239140392.24
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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 101: 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):** $24825151.74
- **C.18.a - Value (excl. sponsor support):** $24825151.74
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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 102: 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):** $119769970.06
- **C.18.a - Value (excl. sponsor support):** $119769970.06
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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 103: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ENB66, C.4 - ISIN: US3133ENB665, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $18822070.95
- **C.18.a - Value (excl. sponsor support):** $18822070.95
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 104: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.965000%
- **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):** $86724715.57
- **C.18.a - Value (excl. sponsor support):** $86724715.57
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 105: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.195000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPD44, C.4 - ISIN: US3133EPD443, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $168209131.58
- **C.18.a - Value (excl. sponsor support):** $168209131.58
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 106: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.195000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPH24, C.4 - ISIN: US3133EPH246, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $18902404.27
- **C.18.a - Value (excl. sponsor support):** $18902404.27
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 107: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPM69, C.4 - ISIN: US3133EPM691, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $14402519.71
- **C.18.a - Value (excl. sponsor support):** $14402519.71
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 108: 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):** $111802237.49
- **C.18.a - Value (excl. sponsor support):** $111802237.49
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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 109: 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):** $44556453.21
- **C.18.a - Value (excl. sponsor support):** $44556453.21
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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 110: 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):** $38949655.93
- **C.18.a - Value (excl. sponsor support):** $38949655.93
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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 111: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.005000%
- **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):** $38500746.52
- **C.18.a - Value (excl. sponsor support):** $38500746.52
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 112: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPZ57, C.4 - ISIN: US3133EPZ578, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99634003.44
- **C.18.a - Value (excl. sponsor support):** $99634003.44
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 5.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPZY4, C.4 - ISIN: US3133EPZY42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $23878853.78
- **C.18.a - Value (excl. sponsor support):** $23878853.78
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-07-30
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.170000%
- **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):** $196183230.72
- **C.18.a - Value (excl. sponsor support):** $196183230.72
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.970000%
- **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):** $77508676.13
- **C.18.a - Value (excl. sponsor support):** $77508676.13
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-02-18
- **C.13 - Final Legal Maturity Date:** 2027-02-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.135000%
- **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):** $87180928.49
- **C.18.a - Value (excl. sponsor support):** $87180928.49
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.115000%
- **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):** $100004979.00
- **C.18.a - Value (excl. sponsor support):** $100004979.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-08-24
- **C.13 - Final Legal Maturity Date:** 2026-08-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 118: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.960000%
- **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):** $169557403.26
- **C.18.a - Value (excl. sponsor support):** $169557403.26
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-01-25
- **C.13 - Final Legal Maturity Date:** 2027-01-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 119: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.080000%
- **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):** $121229375.24
- **C.18.a - Value (excl. sponsor support):** $121229375.24
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 120: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER5L1, C.4 - ISIN: US3133ER5L16, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $53724010.74
- **C.18.a - Value (excl. sponsor support):** $53724010.74
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 121: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.130000%
- **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):** $43703253.03
- **C.18.a - Value (excl. sponsor support):** $43703253.03
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.955000%
- **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):** $174210814.66
- **C.18.a - Value (excl. sponsor support):** $174210814.66
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-03-10
- **C.13 - Final Legal Maturity Date:** 2027-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.095000%
- **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):** $124993890.00
- **C.18.a - Value (excl. sponsor support):** $124993890.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.175000%
- **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):** $72654508.81
- **C.18.a - Value (excl. sponsor support):** $72654508.81
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-11-18
- **C.13 - Final Legal Maturity Date:** 2026-11-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 125: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.135000%
- **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):** $96428297.26
- **C.18.a - Value (excl. sponsor support):** $96428297.26
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.145000%
- **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):** $38000209.76
- **C.18.a - Value (excl. sponsor support):** $38000209.76
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 127: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.965000%
- **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):** $144640019.50
- **C.18.a - Value (excl. sponsor support):** $144640019.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 128: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.120000%
- **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):** $96417264.28
- **C.18.a - Value (excl. sponsor support):** $96417264.28
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 129: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.955000%
- **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):** $96321694.46
- **C.18.a - Value (excl. sponsor support):** $96321694.46
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 130: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.140000%
- **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):** $144961715.80
- **C.18.a - Value (excl. sponsor support):** $144961715.80
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 131: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJD4, C.4 - ISIN: US3133ERJD45, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $97009995.86
- **C.18.a - Value (excl. sponsor support):** $97009995.86
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.135000%
- **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):** $96637196.80
- **C.18.a - Value (excl. sponsor support):** $96637196.80
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 133: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERKS9, C.4 - ISIN: US3133ERKS94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $48930022.16
- **C.18.a - Value (excl. sponsor support):** $48930022.16
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 134: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.165000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERLR0, C.4 - ISIN: US3133ERLR03, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $58009710.36
- **C.18.a - Value (excl. sponsor support):** $58009710.36
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 135: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.175000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERP21, C.4 - ISIN: US3133ERP211, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $19015121.34
- **C.18.a - Value (excl. sponsor support):** $19015121.34
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 136: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.095000%
- **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):** $96708839.35
- **C.18.a - Value (excl. sponsor support):** $96708839.35
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 137: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ95, C.4 - ISIN: US3133ERQ953, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $144188635.91
- **C.18.a - Value (excl. sponsor support):** $144188635.91
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 138: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.165000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR86, C.4 - ISIN: US3133ERR860, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $40021546.40
- **C.18.a - Value (excl. sponsor support):** $40021546.40
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 139: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.175000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR94, C.4 - ISIN: US3133ERR944, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $40081896.40
- **C.18.a - Value (excl. sponsor support):** $40081896.40
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 140: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRM5, C.4 - ISIN: US3133ERRM51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $17412186.96
- **C.18.a - Value (excl. sponsor support):** $17412186.96
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 141: 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):** $100018545.00
- **C.18.a - Value (excl. sponsor support):** $100018545.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **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 142: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSF9, C.4 - ISIN: US3133ERSF91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $38814853.42
- **C.18.a - Value (excl. sponsor support):** $38814853.42
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 143: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERUA7, C.4 - ISIN: US3133ERUA76, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $145254776.70
- **C.18.a - Value (excl. sponsor support):** $145254776.70
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 144: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.130000%
- **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):** $145214367.54
- **C.18.a - Value (excl. sponsor support):** $145214367.54
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 145: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.185000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERV99, C.4 - ISIN: US3133ERV995, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $58214745.56
- **C.18.a - Value (excl. sponsor support):** $58214745.56
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 146: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.030000%
- **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):** $200141244.00
- **C.18.a - Value (excl. sponsor support):** $200141244.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 147: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.105000%
- **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):** $48411719.09
- **C.18.a - Value (excl. sponsor support):** $48411719.09
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 148: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.990000%
- **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):** $212929399.37
- **C.18.a - Value (excl. sponsor support):** $212929399.37
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 149: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.195000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZB0, C.4 - ISIN: US3133ERZB05, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $121062699.78
- **C.18.a - Value (excl. sponsor support):** $121062699.78
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 150: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.060000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETA23, C.4 - ISIN: US3133ETA235, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $63010008.18
- **C.18.a - Value (excl. sponsor support):** $63010008.18
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-09-29
- **C.13 - Final Legal Maturity Date:** 2027-09-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.115000%
- **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):** $145210239.50
- **C.18.a - Value (excl. sponsor support):** $145210239.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 152: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.085000%
- **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):** $116110872.77
- **C.18.a - Value (excl. sponsor support):** $116110872.77
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 153: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.110000%
- **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):** $280718394.27
- **C.18.a - Value (excl. sponsor support):** $280718394.27
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 154: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.100000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETD20, C.4 - ISIN: US3133ETD205, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $241315682.09
- **C.18.a - Value (excl. sponsor support):** $241315682.09
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 155: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.165000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDD6, C.4 - ISIN: US3133ETDD64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96807634.62
- **C.18.a - Value (excl. sponsor support):** $96807634.62
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 156: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETEG8, C.4 - ISIN: US3133ETEG86, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $241895614.97
- **C.18.a - Value (excl. sponsor support):** $241895614.97
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.100000%
- **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):** $209551036.30
- **C.18.a - Value (excl. sponsor support):** $209551036.30
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 158: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.940000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETG92, C.4 - ISIN: US3133ETG927, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $69705436.60
- **C.18.a - Value (excl. sponsor support):** $69705436.60
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 159: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.925500%
- **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):** $62908532.39
- **C.18.a - Value (excl. sponsor support):** $62908532.39
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 160: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.080000%
- **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):** $38801133.35
- **C.18.a - Value (excl. sponsor support):** $38801133.35
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.085000%
- **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):** $116107954.01
- **C.18.a - Value (excl. sponsor support):** $116107954.01
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.105000%
- **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):** $115007070.20
- **C.18.a - Value (excl. sponsor support):** $115007070.20
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.070000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETN60, C.4 - ISIN: US3133ETN600, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $14500732.83
- **C.18.a - Value (excl. sponsor support):** $14500732.83
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-07-28
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.090000%
- **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):** $96653781.91
- **C.18.a - Value (excl. sponsor support):** $96653781.91
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 165: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.995000%
- **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):** $96763933.94
- **C.18.a - Value (excl. sponsor support):** $96763933.94
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 166: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.060000%
- **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):** $95800638.03
- **C.18.a - Value (excl. sponsor support):** $95800638.03
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 167: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.945000%
- **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):** $231715764.87
- **C.18.a - Value (excl. sponsor support):** $231715764.87
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 168: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETUK1, C.4 - ISIN: US3133ETUK15, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $48363081.09
- **C.18.a - Value (excl. sponsor support):** $48363081.09
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 169: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.940000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETWY9, C.4 - ISIN: US3133ETWY90, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $433876143.80
- **C.18.a - Value (excl. sponsor support):** $433876143.80
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 170: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.030000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETYK7, C.4 - ISIN: US3133ETYK78, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $144121881.59
- **C.18.a - Value (excl. sponsor support):** $144121881.59
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-07-19
- **C.13 - Final Legal Maturity Date:** 2027-07-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETZD2, C.4 - ISIN: US3133ETZD27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $144822626.45
- **C.18.a - Value (excl. sponsor support):** $144822626.45
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-09-23
- **C.13 - Final Legal Maturity Date:** 2027-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 172: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.150000%
- **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):** $153856106.24
- **C.18.a - Value (excl. sponsor support):** $153856106.24
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 173: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.180000%
- **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):** $61045501.12
- **C.18.a - Value (excl. sponsor support):** $61045501.12
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 174: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.180000%
- **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):** $130703332.03
- **C.18.a - Value (excl. sponsor support):** $130703332.03
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 175: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.155000%
- **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):** $60028253.40
- **C.18.a - Value (excl. sponsor support):** $60028253.40
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 176: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.180000%
- **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):** $68647807.34
- **C.18.a - Value (excl. sponsor support):** $68647807.34
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 177: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.150000%
- **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):** $65833989.65
- **C.18.a - Value (excl. sponsor support):** $65833989.65
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 178: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.315000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HB2D2, C.4 - ISIN: US3134HB2D22, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $240359415.73
- **C.18.a - Value (excl. sponsor support):** $240359415.73
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.4400%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 179: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HB2E0, C.4 - ISIN: US3134HB2E05, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $168635474.02
- **C.18.a - Value (excl. sponsor support):** $168635474.02
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-11-20
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 180: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HB3N9, C.4 - ISIN: US3134HB3N94, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $240008708.27
- **C.18.a - Value (excl. sponsor support):** $240008708.27
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-11-27
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 181: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.165000%
- **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):** $169329299.06
- **C.18.a - Value (excl. sponsor support):** $169329299.06
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 182: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBP54, C.4 - ISIN: US3134HBP547, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $239918289.92
- **C.18.a - Value (excl. sponsor support):** $239918289.92
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **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 183: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.155000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBPD7, C.4 - ISIN: US3134HBPD74, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $120604751.64
- **C.18.a - Value (excl. sponsor support):** $120604751.64
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 184: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $144819681.22
- **C.18.a - Value (excl. sponsor support):** $144819681.22
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 185: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBR52, C.4 - ISIN: US3134HBR527, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $241289665.72
- **C.18.a - Value (excl. sponsor support):** $241289665.72
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-10-19
- **C.12 - Maturity Date (WAL):** 2026-10-19
- **C.13 - Final Legal Maturity Date:** 2026-10-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 186: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.675000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBR86, C.4 - ISIN: US3134HBR865, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $337641412.42
- **C.18.a - Value (excl. sponsor support):** $337641412.42
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-03-23
- **C.12 - Maturity Date (WAL):** 2026-03-23
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 187: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBS77, C.4 - ISIN: US3134HBS772, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $192962904.79
- **C.18.a - Value (excl. sponsor support):** $192962904.79
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-10-23
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 188: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBU66, C.4 - ISIN: US3134HBU661, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $143820541.83
- **C.18.a - Value (excl. sponsor support):** $143820541.83
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 189: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBU90, C.4 - ISIN: US3134HBU901, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $144377321.56
- **C.18.a - Value (excl. sponsor support):** $144377321.56
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-11-03
- **C.12 - Maturity Date (WAL):** 2026-11-03
- **C.13 - Final Legal Maturity Date:** 2026-11-03
- **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 190: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBV24, C.4 - ISIN: US3134HBV248, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $241040037.86
- **C.18.a - Value (excl. sponsor support):** $241040037.86
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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 191: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.120000%
- **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):** $72557344.96
- **C.18.a - Value (excl. sponsor support):** $72557344.96
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 192: 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):** $240885739.29
- **C.18.a - Value (excl. sponsor support):** $240885739.29
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 193: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.140000%
- **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):** $96663728.95
- **C.18.a - Value (excl. sponsor support):** $96663728.95
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 194: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.160000%
- **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):** $42522154.40
- **C.18.a - Value (excl. sponsor support):** $42522154.40
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 195: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.175000%
- **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):** $239366971.89
- **C.18.a - Value (excl. sponsor support):** $239366971.89
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 196: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.180000%
- **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):** $113043824.79
- **C.18.a - Value (excl. sponsor support):** $113043824.79
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 197: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.180000%
- **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):** $100676574.70
- **C.18.a - Value (excl. sponsor support):** $100676574.70
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 198: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.180000%
- **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):** $140739431.61
- **C.18.a - Value (excl. sponsor support):** $140739431.61
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 199: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.180000%
- **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):** $52940978.99
- **C.18.a - Value (excl. sponsor support):** $52940978.99
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 200: RIVERSIDE HOME LENDING

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

### Security 201: AVENTURA BORROWERS

- **C.1 - Title:** TAXABLE M/F HOUSING RB (AVENTURA SR LIVING) SERIES 2025A 4.200000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 78437YAA2, C.4 - ISIN: US78437YAA29, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $48300000.00
- **C.18.a - Value (excl. sponsor support):** $48300000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2065-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 202: 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):** $248066979.23
- **C.18.a - Value (excl. sponsor support):** $248066979.23
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 203: 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):** $80155153.86
- **C.18.a - Value (excl. sponsor support):** $80155153.86
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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 204: 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):** $29172090.56
- **C.18.a - Value (excl. sponsor support):** $29172090.56
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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 205: 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):** $145081640.63
- **C.18.a - Value (excl. sponsor support):** $145081640.63
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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 206: 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):** $72999496.98
- **C.18.a - Value (excl. sponsor support):** $72999496.98
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 207: 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):** $64982011.91
- **C.18.a - Value (excl. sponsor support):** $64982011.91
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 208: 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):** $48471954.39
- **C.18.a - Value (excl. sponsor support):** $48471954.39
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **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 209: 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):** $142782418.02
- **C.18.a - Value (excl. sponsor support):** $142782418.02
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **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 210: 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):** $35194632.77
- **C.18.a - Value (excl. sponsor support):** $35194632.77
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 211: 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):** $32352843.83
- **C.18.a - Value (excl. sponsor support):** $32352843.83
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 212: 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):** $42572687.50
- **C.18.a - Value (excl. sponsor support):** $42572687.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 213: 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):** $290819558.84
- **C.18.a - Value (excl. sponsor support):** $290819558.84
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **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 214: 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):** $416545559.97
- **C.18.a - Value (excl. sponsor support):** $416545559.97
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 215: 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):** $130393150.04
- **C.18.a - Value (excl. sponsor support):** $130393150.04
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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 216: 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):** $178538863.89
- **C.18.a - Value (excl. sponsor support):** $178538863.89
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **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 217: 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):** $64207134.55
- **C.18.a - Value (excl. sponsor support):** $64207134.55
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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 218: 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):** $222066699.15
- **C.18.a - Value (excl. sponsor support):** $222066699.15
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 219: 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):** $488041168.38
- **C.18.a - Value (excl. sponsor support):** $488041168.38
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 220: 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):** $393375295.42
- **C.18.a - Value (excl. sponsor support):** $393375295.42
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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 221: 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):** $48077625.00
- **C.18.a - Value (excl. sponsor support):** $48077625.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 222: 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):** $273278905.20
- **C.18.a - Value (excl. sponsor support):** $273278905.20
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 223: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 0.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCZ2, C.4 - ISIN: US91282CCZ23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $172798243.07
- **C.18.a - Value (excl. sponsor support):** $172798243.07
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 224: 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):** $101991132.12
- **C.18.a - Value (excl. sponsor support):** $101991132.12
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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 225: 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):** $48012384.48
- **C.18.a - Value (excl. sponsor support):** $48012384.48
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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 226: 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):** $142420026.06
- **C.18.a - Value (excl. sponsor support):** $142420026.06
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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 227: 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):** $308035056.24
- **C.18.a - Value (excl. sponsor support):** $308035056.24
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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 228: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHM6, C.4 - ISIN: US91282CHM64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $55369869.33
- **C.18.a - Value (excl. sponsor support):** $55369869.33
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 229: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHY0, C.4 - ISIN: US91282CHY03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $58122607.49
- **C.18.a - Value (excl. sponsor support):** $58122607.49
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-09-15
- **C.12 - Maturity Date (WAL):** 2026-09-15
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 230: 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):** $79846039.81
- **C.18.a - Value (excl. sponsor support):** $79846039.81
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **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 231: 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):** $481075681.11
- **C.18.a - Value (excl. sponsor support):** $481075681.11
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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 232: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.010500%
- **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):** $448469587.19
- **C.18.a - Value (excl. sponsor support):** $448469587.19
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 233: 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):** $149726916.15
- **C.18.a - Value (excl. sponsor support):** $149726916.15
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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 234: 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):** $270601846.20
- **C.18.a - Value (excl. sponsor support):** $270601846.20
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 235: 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):** $257517036.96
- **C.18.a - Value (excl. sponsor support):** $257517036.96
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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 236: 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):** $457979247.35
- **C.18.a - Value (excl. sponsor support):** $457979247.35
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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 237: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 3.915500%
- **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):** $165771810.68
- **C.18.a - Value (excl. sponsor support):** $165771810.68
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 238: 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):** $574927967.21
- **C.18.a - Value (excl. sponsor support):** $574927967.21
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-05-31
- **C.12 - Maturity Date (WAL):** 2026-05-31
- **C.13 - Final Legal Maturity Date:** 2026-05-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 239: 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):** $97418566.17
- **C.18.a - Value (excl. sponsor support):** $97418566.17
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 240: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 3.947500%
- **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):** $117404518.73
- **C.18.a - Value (excl. sponsor support):** $117404518.73
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 241: 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):** $141209633.16
- **C.18.a - Value (excl. sponsor support):** $141209633.16
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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 242: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLP4, C.4 - ISIN: US91282CLP40, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $63657945.47
- **C.18.a - Value (excl. sponsor support):** $63657945.47
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 243: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 3.970500%
- **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):** $250661765.38
- **C.18.a - Value (excl. sponsor support):** $250661765.38
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 244: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLY5, C.4 - ISIN: US91282CLY56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $84165908.52
- **C.18.a - Value (excl. sponsor support):** $84165908.52
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 245: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 3.863500%
- **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):** $175324851.00
- **C.18.a - Value (excl. sponsor support):** $175324851.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 3.925500%
- **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):** $559354931.08
- **C.18.a - Value (excl. sponsor support):** $559354931.08
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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 3.924500%
- **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):** $327661065.96
- **C.18.a - Value (excl. sponsor support):** $327661065.96
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **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: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 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:** 1.4100%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac                                        | 2047-12-15      | 3.0000%  | 0.0000% | $9916000.00        | $8646573.51        | Agency Collateralized Mortgage Obligation |
| FNRM RC057EB R21F057                               | 2046-05-25      | 1.2500%  | 0.0000% | $16500000.00       | $5542664.85        | Agency Collateralized Mortgage Obligation |
| FNRM RC040EA R25F040                               | 2053-02-25      | 5.0000%  | 0.0000% | $62303296.00       | $60341353.97       | Agency Collateralized Mortgage Obligation |
| FNRM CL087QL R17F087                               | 2046-10-25      | 3.0000%  | 0.0000% | $6700000.00        | $5994215.30        | Agency Collateralized Mortgage Obligation |
| FNRM RC057EA R21F057                               | 2046-05-25      | 1.0000%  | 0.0000% | $18115488.00       | $6029167.88        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2046-02-15      | 3.0000%  | 0.0000% | $4236000.00        | $3604526.77        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2046-04-25      | 5.5000%  | 0.0000% | $10000000.00       | $8132152.98        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2055-09-25      | 5.3328%  | 0.0000% | $61104800.00       | $60085236.13       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-F119      AS     20310725 FLT | 2031-07-25      | 4.5176%  | 0.0000% | $113135000.00      | $32637647.60       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2033-06-15      | 3.0000%  | 0.0000% | $6489130.00        | $6208260.99        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2047-10-25      | 3.5000%  | 0.0000% | $18506240.00       | $17077849.97       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2053-11-25      | 6.0000%  | 0.0000% | $5023152.00        | $4527657.36        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-098 BF                                   | 2055-06-20      | 5.8638%  | 0.0000% | $100000000.00      | $99793937.26       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-164 YF                                   | 2053-11-20      | 6.0838%  | 0.0000% | $173251000.00      | $65118629.97       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-083 FG                                   | 2055-04-20      | 5.8838%  | 0.0000% | $9347399.00        | $9274940.29        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-208 EF                                   | 2052-12-20      | 5.1838%  | 0.0000% | $100000000.00      | $38380021.63       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2036-07-25      | 5.0000%  | 0.0000% | $16829152.00       | $16890574.10       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2048-02-15      | 3.5000%  | 0.0000% | $1100000.00        | $399477.18         | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2036-06-25      | 4.5000%  | 0.0000% | $8341872.00        | $8118782.02        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2045-09-15      | 2.5000%  | 0.0000% | $25000000.00       | $2716907.36        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-J33       A-2    20320725 1.5 | 2032-07-25      | 1.5700%  | 0.0000% | $1000000.00        | $485125.58         | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2044-05-15      | 3.0000%  | 0.0000% | $4019840.00        | $2201981.41        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2042-05-15      | 3.5000%  | 0.0000% | $13000.00          | $11441.15          | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2053-11-25      | 5.0000%  | 0.0000% | $33226000.00       | $31627983.93       | Agency Collateralized Mortgage Obligation |
| FKRA P016A1 03/25/29                               | 2029-03-25      | 4.6146%  | 0.0000% | $22000000.00       | $21353417.18       | Agency Mortgage-Backed Securities         |
| MNRA CL010A2 R18M010                               | 2028-07-25      | 3.3543%  | 0.0000% | $5350000.00        | $5119598.55        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-114 YF                                   | 2055-07-20      | 5.7038%  | 0.0000% | $100000000.00      | $99758644.00       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-100 FB                                   | 2053-07-20      | 5.1838%  | 0.0000% | $30000000.00       | $22926448.93       | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2017-3      MB     20560725 3.0 | 2056-07-25      | 3.0000%  | 0.0000% | $8000000.00        | $6390424.00        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-002 LB                                   | 2054-12-20      | 5.5000%  | 0.0000% | $6621000.00        | $6771113.52        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-149 YF                                   | 2053-10-20      | 5.4838%  | 0.0000% | $100000000.00      | $35708370.64       | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2052-09-25      | 4.8828%  | 0.0000% | $38190464.00       | $26610912.57       | Agency Collateralized Mortgage Obligation |
| FNRM CL096BE R11F096                               | 2041-10-25      | 3.5000%  | 0.0000% | $1000000.00        | $897080.67         | Agency Collateralized Mortgage Obligation |
| FNRM CL023EM R25F023                               | 2047-11-25      | 3.0000%  | 0.0000% | $49672320.00       | $43953501.72       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2020-KF74         B      20270125 FLT | 2027-01-25      | 6.5721%  | 0.0000% | $3999987.00        | $589319.18         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-164 MF                                   | 2053-11-20      | 5.3838%  | 0.0000% | $50000000.00       | $24887266.87       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-001 NF                                   | 2054-01-20      | 5.3338%  | 0.0000% | $100000000.00      | $61975085.77       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-060 CE                                   | 2050-05-20      | 4.5000%  | 0.0000% | $61592320.00       | $59401525.65       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-115 FA                                   | 2053-08-20      | 5.2338%  | 0.0000% | $100000000.00      | $48144111.23       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-148 D                                    | 2064-12-16      | 4.5000%  | 0.0000% | $20841240.00       | $18078066.72       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-131 AG                                   | 2052-04-20      | 3.0000%  | 0.0000% | $69600256.00       | $62351520.28       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-098 YF                                   | 2055-06-20      | 5.9338%  | 0.0000% | $100000000.00      | $99857891.02       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-509       A-2    20280925 FLT | 2028-09-25      | 4.8500%  | 0.0000% | $8230000.00        | $8445063.62        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-05-25      | 0.1250%  | 0.0000% | $75000000.00       | $46152438.19       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-098 KA                                   | 2048-10-20      | 3.5000%  | 0.0000% | $31644960.00       | $29186792.73       | Agency Collateralized Mortgage Obligation |
| GNRA 2019-92 GF                                    | 2049-07-20      | 3.5000%  | 0.0000% | $150000000.00      | $39274131.81       | Agency Collateralized Mortgage Obligation |

### Security 249: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.060000%
- **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: ARP1BQR86, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1BQR86
- **C.18 - Value (incl. sponsor support):** $1941000000.00
- **C.18.a - Value (excl. sponsor support):** $1941000000.00
- **C.19 - Percentage of Net Assets:** 2.2500%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-13
- **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 DK0799 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1773452.00        | $1858006.50        | Agency Mortgage-Backed Securities |
| GNII SF DK6525 C     | 2055-07-20      | 7.0000%  | 0.0000% | $2302556.00        | $2412081.99        | Agency Mortgage-Backed Securities |
| GNII SP 787700 M     | 2050-02-20      | 3.0000%  | 0.0000% | $84447488.00       | $70488104.72       | Agency Mortgage-Backed Securities |
| GNMI SF 697181 X     | 2038-09-15      | 6.5000%  | 0.0000% | $1723576.00        | $26289.90          | Agency Mortgage-Backed Securities |
| GNII SP 785667 C     | 2051-10-20      | 2.5000%  | 0.0000% | $100000.00         | $60233.07          | Agency Mortgage-Backed Securities |
| GNII SF CG2337 C     | 2051-09-20      | 3.0000%  | 0.0000% | $219109.00         | $140076.09         | Agency Mortgage-Backed Securities |
| GNII SF AB7500 C     | 2042-11-20      | 3.5000%  | 0.0000% | $284000.00         | $6474.24           | Agency Mortgage-Backed Securities |
| GNII SF CC6453 C     | 2051-05-20      | 2.5000%  | 0.0000% | $1897826.00        | $1246637.01        | Agency Mortgage-Backed Securities |
| GNII SF DL7992 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1597678.00        | $1671258.22        | Agency Mortgage-Backed Securities |
| GNII SF AA6160 C     | 2043-03-20      | 3.5000%  | 0.0000% | $13380000.00       | $1435683.66        | Agency Mortgage-Backed Securities |
| GNII SF DK6526 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1102728.00        | $1153631.97        | Agency Mortgage-Backed Securities |
| GNII SF MA9540 M     | 2054-03-20      | 5.0000%  | 0.0000% | $8719500.00        | $7765021.21        | Agency Mortgage-Backed Securities |
| GNII SF DM6559 C     | 2055-09-20      | 6.0000%  | 0.0000% | $1658818.00        | $1695746.06        | Agency Mortgage-Backed Securities |
| GNMI SF BT9206 X     | 2050-04-15      | 3.5000%  | 0.0000% | $507851.00         | $143965.73         | Agency Mortgage-Backed Securities |
| GNII SF CP4690 C     | 2038-11-20      | 6.5000%  | 0.0000% | $1333718.00        | $807925.70         | Agency Mortgage-Backed Securities |
| GNII SF BT0812 C     | 2050-03-20      | 3.0000%  | 0.0000% | $200000.00         | $40961.74          | Agency Mortgage-Backed Securities |
| GNII SF DL6673 C     | 2055-09-20      | 7.0000%  | 0.0000% | $1184062.00        | $1237819.68        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ4555 | 2055-10-01      | 5.5000%  | 0.0000% | $49697792.00       | $50482375.32       | Agency Mortgage-Backed Securities |
| GNII SF AA6148 C     | 2043-03-20      | 3.0000%  | 0.0000% | $3185000.00        | $410384.93         | Agency Mortgage-Backed Securities |
| GNII SF BT4758 C     | 2050-03-20      | 3.0000%  | 0.0000% | $2649504.00        | $358579.05         | Agency Mortgage-Backed Securities |
| GNMI SF AA6403 X     | 2043-05-15      | 3.0000%  | 0.0000% | $600000.00         | $86498.33          | Agency Mortgage-Backed Securities |
| GNII SF MA5082 M     | 2048-03-20      | 6.0000%  | 0.0000% | $46000.00          | $5527.28           | Agency Mortgage-Backed Securities |
| GNAR AF MA1851 M     | 2044-04-20      | 5.5000%  | 0.0000% | $75004800.00       | $1100908.79        | Agency Mortgage-Backed Securities |
| GNII SF DL5821 C     | 2055-10-20      | 7.0000%  | 0.0000% | $1527572.00        | $1605565.75        | Agency Mortgage-Backed Securities |
| GNII SF DM7932 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1419550.00        | $1499663.25        | Agency Mortgage-Backed Securities |
| GNII SF DM7896 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1283116.00        | $1348485.20        | Agency Mortgage-Backed Securities |
| GNII ET CV5472 C     | 2063-05-20      | 6.5000%  | 0.0000% | $11738896.00       | $7773671.10        | Agency Mortgage-Backed Securities |
| GNII SF CY6452 C     | 2053-11-20      | 7.5000%  | 0.0000% | $1724322.00        | $682825.93         | Agency Mortgage-Backed Securities |
| GNII SF CR3703 C     | 2052-11-20      | 3.5000%  | 0.0000% | $1524848.00        | $514758.96         | Agency Mortgage-Backed Securities |
| GNII SF MB0150 M     | 2054-12-20      | 7.0000%  | 0.0000% | $84178.00          | $55695.42          | Agency Mortgage-Backed Securities |
| GNII SF DL4847 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1144460.00        | $1198398.73        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY1806 | 2055-04-01      | 5.5000%  | 0.0000% | $1035754.00        | $1048709.46        | Agency Mortgage-Backed Securities |
| GNII SF BS7620 C     | 2050-06-20      | 3.0000%  | 0.0000% | $1400546.00        | $891260.02         | Agency Mortgage-Backed Securities |
| GNII SF CI1248 C     | 2051-12-20      | 2.5000%  | 0.0000% | $7555304.00        | $4995451.47        | Agency Mortgage-Backed Securities |
| GNII RG CT5309 C     | 2035-06-20      | 5.5000%  | 0.0000% | $1578368.00        | $1202205.70        | Agency Mortgage-Backed Securities |
| GNII JM MA5975 M     | 2048-01-20      | 3.0000%  | 0.0000% | $1505712.00        | $34119.69          | Agency Mortgage-Backed Securities |
| GNII SF CX2638 C     | 2053-09-20      | 6.5000%  | 0.0000% | $1204938.00        | $761536.19         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQD6796 | 2052-02-01      | 3.0000%  | 0.0000% | $964797.00         | $506633.82         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD7279 | 2055-01-01      | 5.5000%  | 0.0000% | $41223104.00       | $37649659.88       | Agency Mortgage-Backed Securities |
| GNII SF DM3898 C     | 2055-09-20      | 6.5000%  | 0.0000% | $753243.00         | $793972.93         | Agency Mortgage-Backed Securities |
| GNII SF AA3027 C     | 2042-11-20      | 3.5000%  | 0.0000% | $9894400.00        | $947830.93         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ7605 | 2055-11-01      | 5.5000%  | 0.0000% | $2002704.00        | $2050927.78        | Agency Mortgage-Backed Securities |
| GNII ET DM7296 C     | 2065-08-20      | 7.0000%  | 0.0000% | $3300000.00        | $3410981.23        | Agency Mortgage-Backed Securities |
| GNMI SF CE4252 X     | 2051-10-15      | 4.0000%  | 0.0000% | $5960392.00        | $4493554.20        | Agency Mortgage-Backed Securities |
| GNII SF BC7516 C     | 2047-10-20      | 3.5000%  | 0.0000% | $5813370.00        | $771309.77         | Agency Mortgage-Backed Securities |
| GNII SF BR8839 C     | 2050-02-20      | 4.0000%  | 0.0000% | $1338380.00        | $971024.94         | Agency Mortgage-Backed Securities |
| GNMI SF CJ2152 X     | 2052-02-15      | 3.0000%  | 0.0000% | $2071224.00        | $1670900.72        | Agency Mortgage-Backed Securities |
| GNII SF DN0814 C     | 2055-10-20      | 6.0000%  | 0.0000% | $15174592.00       | $15804231.35       | Agency Mortgage-Backed Securities |
| GNII SF DN7580 C     | 2055-10-20      | 5.5000%  | 0.0000% | $1523150.00        | $1561285.61        | Agency Mortgage-Backed Securities |
| GNII SF DK7315 C     | 2055-06-20      | 6.5000%  | 0.0000% | $766778.00         | $813997.79         | Agency Mortgage-Backed Securities |
| GNII SF MA7649 M     | 2051-10-20      | 2.5000%  | 0.0000% | $408966144.00      | $249712104.66      | Agency Mortgage-Backed Securities |
| GNII JM MA7928 M     | 2052-03-20      | 3.0000%  | 0.0000% | $2439564.00        | $1614178.70        | Agency Mortgage-Backed Securities |
| GNMI SP 784571 X     | 2048-06-15      | 3.5000%  | 0.0000% | $100000.00         | $23962.64          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3883 | 2040-07-01      | 5.5000%  | 0.0000% | $1072316.00        | $1090461.11        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO2558 | 2039-09-01      | 6.0000%  | 0.0000% | $1231774.00        | $1127502.34        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQJ8088 | 2054-11-01      | 5.0000%  | 0.0000% | $21913632.00       | $20689674.41       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQH5657 | 2053-12-01      | 5.5000%  | 0.0000% | $808379.00         | $801611.28         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD7512 | 2050-02-01      | 3.0000%  | 0.0000% | $10181000.00       | $3840862.67        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CTRB5223 | 2043-01-01      | 7.0000%  | 0.0000% | $599490.00         | $393175.25         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ3851 | 2055-09-01      | 7.0000%  | 0.0000% | $4835160.00        | $5093518.87        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL1542 | 2055-06-01      | 5.5000%  | 0.0000% | $189409920.00      | $187461207.08      | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL3174 | 2055-11-01      | 5.5000%  | 0.0000% | $15718592.00       | $15979981.70       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL3104 | 2055-08-01      | 6.0000%  | 0.0000% | $99965312.00       | $103124415.79      | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL3176 | 2055-11-01      | 5.0000%  | 0.0000% | $73361536.00       | $73749594.10       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL3173 | 2055-09-01      | 5.5000%  | 0.0000% | $19573568.00       | $19903056.39       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL3167 | 2055-11-01      | 5.5000%  | 0.0000% | $26566624.00       | $27404172.23       | Agency Mortgage-Backed Securities |
| GNII SF MA5907 M     | 2034-04-20      | 4.5000%  | 0.0000% | $254859.00         | $66880.95          | Agency Mortgage-Backed Securities |
| GNII SF MA7589 M     | 2051-09-20      | 2.5000%  | 0.0000% | $419900000.00      | $249999943.33      | Agency Mortgage-Backed Securities |
| GNII SF MA9014 M     | 2053-07-20      | 4.0000%  | 0.0000% | $13670000.00       | $11042614.21       | Agency Mortgage-Backed Securities |
| GNII SF MA7588 M     | 2051-09-20      | 2.0000%  | 0.0000% | $11193360.00       | $6551037.99        | Agency Mortgage-Backed Securities |
| GNII SF MA6512 M     | 2035-03-20      | 2.5000%  | 0.0000% | $600000.00         | $104147.59         | Agency Mortgage-Backed Securities |
| GNII SF DF1235 C     | 2054-08-20      | 7.0000%  | 0.0000% | $1947058.00        | $1278321.49        | Agency Mortgage-Backed Securities |
| GNII SF MA7830 M     | 2052-01-20      | 4.0000%  | 0.0000% | $203710.00         | $130746.11         | Agency Mortgage-Backed Securities |
| GNMI SF 736749 X     | 2042-08-15      | 3.0000%  | 0.0000% | $2000000.00        | $246516.31         | Agency Mortgage-Backed Securities |
| GNII ET DI6473 C     | 2065-05-20      | 6.0000%  | 0.0000% | $112172672.00      | $106153781.42      | Agency Mortgage-Backed Securities |
| GNII SF DM9317 C     | 2055-09-20      | 5.5000%  | 0.0000% | $3053596.00        | $3113182.57        | Agency Mortgage-Backed Securities |
| GNII SF DM6369 C     | 2055-10-20      | 6.5000%  | 0.0000% | $17094020.00       | $18194476.03       | Agency Mortgage-Backed Securities |
| GNMI SF 582339 X     | 2032-09-15      | 6.5000%  | 0.0000% | $33204925.00       | $35571.99          | Agency Mortgage-Backed Securities |
| GNII SF DG9215 C     | 2055-01-20      | 7.0000%  | 0.0000% | $1664728.00        | $1499990.58        | Agency Mortgage-Backed Securities |
| GNII SP 785660 C     | 2051-10-20      | 2.5000%  | 0.0000% | $237000.00         | $140724.67         | Agency Mortgage-Backed Securities |
| GNII SP 784346 C     | 2047-07-20      | 3.5000%  | 0.0000% | $1570000.00        | $457125.89         | Agency Mortgage-Backed Securities |
| GNII ET CZ7086 C     | 2063-12-20      | 7.5000%  | 0.0000% | $1376952.00        | $145031.09         | Agency Mortgage-Backed Securities |
| GNII SF DJ9249 C     | 2055-05-20      | 7.0000%  | 0.0000% | $3445048.00        | $3587917.30        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3755 | 2040-07-01      | 5.5000%  | 0.0000% | $1338756.00        | $1359532.46        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQI1811 | 2054-03-01      | 4.5000%  | 0.0000% | $1603100.00        | $1353880.40        | Agency Mortgage-Backed Securities |
| FEPC 03.500 3RZA3096 | 2032-04-01      | 3.5000%  | 0.0000% | $1553644.00        | $401622.47         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ1089 | 2055-08-01      | 6.5000%  | 0.0000% | $48500352.00       | $49730741.09       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ8087 | 2055-11-01      | 5.0000%  | 0.0000% | $4638928.00        | $4654207.08        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ6460 | 2055-10-01      | 7.0000%  | 0.0000% | $3075472.00        | $3260982.42        | Agency Mortgage-Backed Securities |
| GNII SF CX9988 C     | 2054-04-20      | 6.5000%  | 0.0000% | $1115130.00        | $810822.87         | Agency Mortgage-Backed Securities |
| GNII SF CX6597 C     | 2053-10-20      | 7.0000%  | 0.0000% | $6823208.00        | $6041732.27        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0762 | 2037-04-01      | 2.5000%  | 0.0000% | $2571660.00        | $1618019.61        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQJ0070 | 2054-07-01      | 7.0000%  | 0.0000% | $1553764.00        | $1229602.27        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF7610 | 2053-01-01      | 5.5000%  | 0.0000% | $166368.00         | $149055.70         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF2622 | 2052-11-01      | 5.5000%  | 0.0000% | $61460096.00       | $48127595.20       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ5165 | 2054-10-01      | 5.5000%  | 0.0000% | $1202160.00        | $1109924.87        | Agency Mortgage-Backed Securities |
| GNII SF CN8576 C     | 2052-07-20      | 3.5000%  | 0.0000% | $7528304.00        | $3140932.44        | Agency Mortgage-Backed Securities |
| GNII SF CT3929 C     | 2053-03-20      | 6.0000%  | 0.0000% | $24315.00          | $24882.11          | Agency Mortgage-Backed Securities |
| GNII SF BT9467 C     | 2050-04-20      | 4.0000%  | 0.0000% | $11642144.00       | $2854705.66        | Agency Mortgage-Backed Securities |
| GNII SP 785638 C     | 2051-08-20      | 2.5000%  | 0.0000% | $3750000.00        | $2172654.66        | Agency Mortgage-Backed Securities |
| GNII JM MA6811 M     | 2050-08-20      | 3.5000%  | 0.0000% | $630778.00         | $104271.75         | Agency Mortgage-Backed Securities |
| GNII SF DC7569 C     | 2054-07-20      | 7.0000%  | 0.0000% | $1142606.00        | $1222156.46        | Agency Mortgage-Backed Securities |
| GNII SF 003308 M     | 2032-11-20      | 6.5000%  | 0.0000% | $9711096.00        | $35680.85          | Agency Mortgage-Backed Securities |
| GNII SF DM7778 C     | 2055-09-20      | 6.5000%  | 0.0000% | $3823284.00        | $4002627.44        | Agency Mortgage-Backed Securities |
| GNII SF DO1733 C     | 2055-10-20      | 5.5000%  | 0.0000% | $1058618.00        | $1079918.81        | Agency Mortgage-Backed Securities |
| GNAR AF MB0696 M     | 2055-10-20      | 5.0000%  | 0.0000% | $8092608.00        | $8178767.30        | Agency Mortgage-Backed Securities |
| GNII SF 004636 M     | 2040-02-20      | 4.5000%  | 0.0000% | $3425000.00        | $131977.33         | Agency Mortgage-Backed Securities |
| GNII SF MA1446 M     | 2043-10-20      | 2.5000%  | 0.0000% | $1003976.00        | $170551.15         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY7933 | 2055-07-01      | 6.0000%  | 0.0000% | $4024848.00        | $4089117.03        | Agency Mortgage-Backed Securities |
| GNII SF DL8254 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1806252.00        | $1894293.74        | Agency Mortgage-Backed Securities |
| GNII SF MA8047 M     | 2052-05-20      | 5.0000%  | 0.0000% | $184350.00         | $123767.49         | Agency Mortgage-Backed Securities |
| GNII SF MA8767 M     | 2037-01-20      | 3.5000%  | 0.0000% | $474955.00         | $336883.88         | Agency Mortgage-Backed Securities |
| GNII SF DK7899 C     | 2055-09-20      | 5.5000%  | 0.0000% | $1337802.00        | $1363302.48        | Agency Mortgage-Backed Securities |
| GNII SF DL8328 C     | 2055-10-20      | 5.5000%  | 0.0000% | $6350208.00        | $6485399.69        | Agency Mortgage-Backed Securities |
| GNII SF DM6372 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1010924.00        | $1073573.66        | Agency Mortgage-Backed Securities |
| GNII SF DM7916 C     | 2055-10-20      | 5.5000%  | 0.0000% | $2537040.00        | $2588091.16        | Agency Mortgage-Backed Securities |
| GNMI SF 766428 X     | 2046-11-15      | 2.5000%  | 0.0000% | $1073232.00        | $554045.08         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD3019 | 2052-07-01      | 3.0000%  | 0.0000% | $44300000.00       | $34341018.63       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA1100 | 2049-07-01      | 4.0000%  | 0.0000% | $77115648.00       | $8061580.88        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD1146 | 2050-07-01      | 4.0000%  | 0.0000% | $1804280.00        | $1214461.26        | Agency Mortgage-Backed Securities |
| GNII SF DH6882 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1076304.00        | $1119108.71        | Agency Mortgage-Backed Securities |
| GNII SF DJ1855 C     | 2055-05-20      | 6.5000%  | 0.0000% | $3023660.00        | $3154279.84        | Agency Mortgage-Backed Securities |
| GNMI SF 723058 X     | 2040-06-15      | 5.0000%  | 0.0000% | $32734.00          | $5618.62           | Agency Mortgage-Backed Securities |
| GNII EP 787493 C     | 2063-08-20      | 1.5000%  | 0.0000% | $5043928.00        | $3561084.71        | Agency Mortgage-Backed Securities |
| GNII SF BQ7065 C     | 2050-04-20      | 2.7500%  | 0.0000% | $1818368.00        | $281927.43         | Agency Mortgage-Backed Securities |
| GNII SF DH4858 C     | 2055-06-20      | 6.5000%  | 0.0000% | $599240.00         | $622842.77         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZS1151 | 2036-09-01      | 6.5000%  | 0.0000% | $52138000.00       | $371834.10         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTZK9956 | 2033-08-01      | 3.5000%  | 0.0000% | $2725520.00        | $355889.73         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIRR0004 | 2040-06-01      | 6.0000%  | 0.0000% | $67992704.00       | $60561067.34       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIRR0032 | 2040-10-01      | 5.0000%  | 0.0000% | $246883584.00      | $245936018.20      | Agency Mortgage-Backed Securities |
| GNII SF DO2104 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1290310.00        | $1356044.41        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL2484 | 2055-09-01      | 6.0000%  | 0.0000% | $104016384.00      | $108132095.03      | Agency Mortgage-Backed Securities |
| GNII SF MA6283 M     | 2049-11-20      | 3.0000%  | 0.0000% | $16336096.00       | $2715301.26        | Agency Mortgage-Backed Securities |
| GNII JM MA8478 M     | 2052-12-20      | 3.5000%  | 0.0000% | $1157776.00        | $716410.23         | Agency Mortgage-Backed Securities |
| GNMI SP 782612 X     | 2039-04-15      | 5.5000%  | 0.0000% | $600000000.00      | $5154111.08        | Agency Mortgage-Backed Securities |
| GNII ET DF0836 C     | 2064-06-20      | 7.5000%  | 0.0000% | $93556.00          | $96374.24          | Agency Mortgage-Backed Securities |
| GNII SF DG4217 C     | 2055-02-20      | 5.5000%  | 0.0000% | $9789600.00        | $9319911.91        | Agency Mortgage-Backed Securities |
| GNII SF MA7943 M     | 2038-10-20      | 6.0000%  | 0.0000% | $413517.00         | $235436.63         | Agency Mortgage-Backed Securities |
| GNII SF MA9275 M     | 2029-11-20      | 7.5000%  | 0.0000% | $45884.00          | $15933.07          | Agency Mortgage-Backed Securities |

### Security 250: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.050000%
- **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: ARP1BUCC4, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1BUCC4
- **C.18 - Value (incl. sponsor support):** $485000000.00
- **C.18.a - Value (excl. sponsor support):** $485000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-17
- **C.12 - Maturity Date (WAL):** 2025-11-17
- **C.13 - Final Legal Maturity Date:** 2025-11-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 03.500 CLFM2523 | 2050-03-01      | 3.5000%  | 0.0000% | $5169000.00        | $1013327.31        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY4714 | 2053-06-01      | 5.0000%  | 0.0000% | $5630000.00        | $5298800.13        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5879 | 2055-10-01      | 5.5000%  | 0.0000% | $246142132.00      | $249999999.60      | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAD0198 | 2038-09-01      | 5.5000%  | 0.0000% | $2857000.00        | $46921.91          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA4980 | 2053-04-01      | 6.0000%  | 0.0000% | $5000.00           | $3593.32           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY6230 | 2053-08-01      | 6.0000%  | 0.0000% | $200000.00         | $202322.92         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA8143 | 2050-12-01      | 2.5000%  | 0.0000% | $563000.00         | $255019.15         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF1664 | 2055-10-01      | 5.0000%  | 0.0000% | $2798725.00        | $2800795.12        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC8756 | 2055-01-01      | 4.5000%  | 0.0000% | $1983019.00        | $1923979.18        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDB5265 | 2054-06-01      | 5.0000%  | 0.0000% | $539496.00         | $484451.35         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS9847 | 2051-04-01      | 3.0000%  | 0.0000% | $56150319.00       | $47146242.74       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM9033 | 2051-10-01      | 2.5000%  | 0.0000% | $6725000.00        | $4067496.42        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBU7189 | 2051-12-01      | 3.0000%  | 0.0000% | $3852489.00        | $2677694.02        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY8612 | 2053-09-01      | 5.5000%  | 0.0000% | $3791.00           | $2994.64           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE8459 | 2055-09-01      | 5.5000%  | 0.0000% | $36774892.00       | $36717099.14       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD9333 | 2055-06-01      | 6.5000%  | 0.0000% | $2161157.00        | $2263388.36        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE5907 | 2055-08-01      | 6.0000%  | 0.0000% | $2115300.00        | $2193660.99        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE4336 | 2055-07-01      | 6.0000%  | 0.0000% | $1003942.00        | $1044587.64        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE3074 | 2055-06-01      | 5.0000%  | 0.0000% | $527953.00         | $527331.94         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFA2738 | 2037-03-01      | 2.5000%  | 0.0000% | $19943479.00       | $18330539.23       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAA4461 | 2039-03-01      | 5.0000%  | 0.0000% | $105664.00         | $623.55            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD6643 | 2055-07-01      | 6.0000%  | 0.0000% | $2356709.00        | $2320438.02        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5699 | 2055-05-01      | 5.0000%  | 0.0000% | $63780035.00       | $62157935.91       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA1558 | 2055-05-01      | 5.5000%  | 0.0000% | $12283022.00       | $12125579.98       | Agency Mortgage-Backed Securities |
| FNMS 08.000 CL365844 | 2026-12-01      | 8.0000%  | 0.0000% | $1150000.00        | $568.56            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5244 | 2045-06-01      | 3.5000%  | 0.0000% | $1167000.00        | $213172.96         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFA1584 | 2035-09-01      | 2.5000%  | 0.0000% | $3459656.00        | $3045571.59        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDC6888 | 2054-11-01      | 4.0000%  | 0.0000% | $260455.00         | $244988.03         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIFM9315 | 2036-10-01      | 1.5000%  | 0.0000% | $840048.00         | $467674.85         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO1864 | 2049-08-01      | 3.0000%  | 0.0000% | $866727.00         | $383531.29         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CNMA4409 | 2031-08-01      | 1.5000%  | 0.0000% | $1500000.00        | $623448.16         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTBU8713 | 2042-06-01      | 3.5000%  | 0.0000% | $3130839.00        | $2434627.99        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF2676 | 2055-11-01      | 6.0000%  | 0.0000% | $5200307.00        | $5374964.51        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE1122 | 2055-06-01      | 5.5000%  | 0.0000% | $17630293.00       | $17841448.92       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE5613 | 2055-07-01      | 6.0000%  | 0.0000% | $5512891.00        | $5708044.41        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM8539 | 2049-06-01      | 4.0000%  | 0.0000% | $860000.00         | $392680.89         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS0227 | 2047-07-01      | 5.0000%  | 0.0000% | $354000.00         | $197154.74         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL735136 | 2035-01-01      | 4.5000%  | 0.0000% | $125000.00         | $1383.64           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD4691 | 2055-04-01      | 6.5000%  | 0.0000% | $1078447.00        | $1134315.20        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBD6418 | 2046-10-01      | 4.0000%  | 0.0000% | $2776427.00        | $447504.17         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY4820 | 2053-06-01      | 5.5000%  | 0.0000% | $3132000.00        | $2913274.93        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY4527 | 2053-08-01      | 6.5000%  | 0.0000% | $1904017.00        | $1594213.35        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICA6849 | 2035-08-01      | 3.0000%  | 0.0000% | $200240.00         | $83856.54          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAH8174 | 2026-05-01      | 4.0000%  | 0.0000% | $2500000.00        | $3476.52           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD8829 | 2055-07-01      | 6.5000%  | 0.0000% | $7320225.00        | $7674782.29        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM9895 | 2050-10-01      | 4.5000%  | 0.0000% | $23000.00          | $14494.76          | Agency Mortgage-Backed Securities |

### Security 251: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.060000%
- **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: ARP1BVRF9, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1BVRF9
- **C.18 - Value (incl. sponsor support):** $1331000000.00
- **C.18.a - Value (excl. sponsor support):** $1331000000.00
- **C.19 - Percentage of Net Assets:** 1.5400%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-19
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF DF5198 C     | 2054-07-20      | 7.5000%  | 0.0000% | $862031.00         | $911908.25         | Agency Mortgage-Backed Securities |
| GNII SF DB7712 C     | 2054-05-20      | 6.0000%  | 0.0000% | $1008160.00        | $823792.92         | Agency Mortgage-Backed Securities |
| GNMI SP 782565 X     | 2039-02-15      | 5.0000%  | 0.0000% | $16899998.00       | $329798.16         | Agency Mortgage-Backed Securities |
| GNII ET DJ3148 C     | 2062-07-20      | 4.5000%  | 0.0000% | $66066.00          | $64007.53          | Agency Mortgage-Backed Securities |
| GNII SF DA9635 C     | 2054-04-20      | 6.0000%  | 0.0000% | $1554470.00        | $1334662.71        | Agency Mortgage-Backed Securities |
| GNII ET DK8105 C     | 2065-08-20      | 4.0000%  | 0.0000% | $654905.00         | $618111.12         | Agency Mortgage-Backed Securities |
| GNII ET DF5601 C     | 2064-11-20      | 6.0000%  | 0.0000% | $1380190.00        | $1066298.55        | Agency Mortgage-Backed Securities |
| GNII SF DB9969 C     | 2054-05-20      | 6.0000%  | 0.0000% | $1235684.00        | $1210984.83        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRQ0064 | 2055-10-01      | 5.5000%  | 0.0000% | $229595648.00      | $233194177.05      | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ4140 | 2055-05-01      | 5.5000%  | 0.0000% | $127184480.00      | $128236121.52      | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAY5507 | 2030-03-01      | 3.5000%  | 0.0000% | $1063560.00        | $55664.54          | Agency Mortgage-Backed Securities |
| GNII SF DM8505 C     | 2055-10-20      | 6.0000%  | 0.0000% | $1831038.00        | $1892504.11        | Agency Mortgage-Backed Securities |
| GNII SF DN2487 C     | 2055-10-20      | 5.0000%  | 0.0000% | $5815440.00        | $5851208.83        | Agency Mortgage-Backed Securities |
| GNII SF DI8318 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1847910.00        | $1923599.66        | Agency Mortgage-Backed Securities |
| GNII JM MB0673 M     | 2055-08-20      | 5.5000%  | 0.0000% | $63496640.00       | $64101085.66       | Agency Mortgage-Backed Securities |
| GNII SP 787353 C     | 2054-02-20      | 6.5000%  | 0.0000% | $966069.00         | $746685.92         | Agency Mortgage-Backed Securities |
| GNII SF DI2095 C     | 2055-03-20      | 7.5000%  | 0.0000% | $3524380.00        | $3649722.00        | Agency Mortgage-Backed Securities |
| GNII SF DM7939 C     | 2055-10-20      | 5.5000%  | 0.0000% | $1380686.00        | $1410165.49        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY7446 | 2055-06-01      | 5.0000%  | 0.0000% | $557201.00         | $555569.95         | Agency Mortgage-Backed Securities |
| GNII ET DJ7385 C     | 2065-04-20      | 6.0000%  | 0.0000% | $1991862.00        | $2028878.83        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBK8847 | 2048-08-01      | 5.0000%  | 0.0000% | $636789.00         | $107831.08         | Agency Mortgage-Backed Securities |
| GNII SF DF6495 C     | 2055-02-20      | 6.0000%  | 0.0000% | $3192790.00        | $3324581.92        | Agency Mortgage-Backed Securities |
| GNII SF DL2779 C     | 2055-07-20      | 6.5000%  | 0.0000% | $86565120.00       | $90475182.59       | Agency Mortgage-Backed Securities |
| GNII ET DG3723 C     | 2065-01-20      | 6.5000%  | 0.0000% | $2655292.00        | $2738129.37        | Agency Mortgage-Backed Securities |
| GNII SF DJ1306 C     | 2055-04-20      | 7.5000%  | 0.0000% | $3402864.00        | $3665265.49        | Agency Mortgage-Backed Securities |
| GNII SF MA8132 M     | 2034-08-20      | 7.0000%  | 0.0000% | $53475.00          | $15375.06          | Agency Mortgage-Backed Securities |
| GNII ET DH0002 C     | 2064-12-20      | 6.5000%  | 0.0000% | $1146138.00        | $1178486.33        | Agency Mortgage-Backed Securities |
| GNII SF DK1941 C     | 2055-06-20      | 5.5000%  | 0.0000% | $5335336.00        | $5421150.46        | Agency Mortgage-Backed Securities |
| GNII SF DO1622 C     | 2055-10-20      | 4.5000%  | 0.0000% | $1312532.00        | $1293270.59        | Agency Mortgage-Backed Securities |
| GNII ET DI6726 C     | 2055-06-20      | 5.5000%  | 0.0000% | $414382.00         | $414004.04         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC5987 | 2054-11-01      | 5.5000%  | 0.0000% | $1184116.00        | $864656.14         | Agency Mortgage-Backed Securities |
| GNII SF MA7398 M     | 2035-09-20      | 5.5000%  | 0.0000% | $916477.00         | $438535.61         | Agency Mortgage-Backed Securities |
| GNII SF MA7880 M     | 2052-02-20      | 2.0000%  | 0.0000% | $925565.00         | $583917.95         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA1737 | 2054-08-01      | 5.0000%  | 0.0000% | $3057392.00        | $2933421.34        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7535 | 2053-10-01      | 6.0000%  | 0.0000% | $2758816.00        | $2228067.10        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLCB9188 | 2054-09-01      | 7.5000%  | 0.0000% | $1595000.00        | $1323401.97        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0859 | 2047-12-01      | 3.5000%  | 0.0000% | $41000.00          | $5982.03           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3390 | 2055-10-01      | 5.5000%  | 0.0000% | $3360240.00        | $3426185.83        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC8049 | 2054-11-01      | 5.5000%  | 0.0000% | $684697.00         | $690404.01         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD3912 | 2055-03-01      | 6.0000%  | 0.0000% | $661390.00         | $686910.15         | Agency Mortgage-Backed Securities |
| FEPC 02.000 3PRE6115 | 2051-12-01      | 2.0000%  | 0.0000% | $15000000.00       | $9844959.47        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1296 | 2052-07-01      | 5.0000%  | 0.0000% | $95519872.00       | $69883794.44       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF8462 | 2053-03-01      | 5.5000%  | 0.0000% | $4955696.00        | $3923453.57        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB0096 | 2034-05-01      | 3.5000%  | 0.0000% | $189000.00         | $24887.59          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS1935 | 2038-02-01      | 6.0000%  | 0.0000% | $3550950.00        | $23671.36          | Agency Mortgage-Backed Securities |
| GNII ET DK8068 C     | 2065-07-20      | 4.0000%  | 0.0000% | $2338596.00        | $2203854.71        | Agency Mortgage-Backed Securities |
| GNII ET DH2610 C     | 2064-11-20      | 5.5000%  | 0.0000% | $965840.00         | $968436.60         | Agency Mortgage-Backed Securities |
| GNII RG DK6163 C     | 2044-10-20      | 3.5000%  | 0.0000% | $1495706.00        | $1357062.38        | Agency Mortgage-Backed Securities |
| GNII ET DK4149 C     | 2065-06-20      | 6.5000%  | 0.0000% | $2444100.00        | $2523232.20        | Agency Mortgage-Backed Securities |
| GNII SF DM8506 C     | 2055-10-20      | 6.0000%  | 0.0000% | $2338970.00        | $2417486.88        | Agency Mortgage-Backed Securities |
| GNII SF MB0259 M     | 2055-03-20      | 5.5000%  | 0.0000% | $55239680.00       | $54773337.65       | Agency Mortgage-Backed Securities |
| GNII SF DM4590 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1283142.00        | $1346596.35        | Agency Mortgage-Backed Securities |
| GNII SF MB0208 M     | 2055-02-20      | 7.0000%  | 0.0000% | $63583872.00       | $53045766.86       | Agency Mortgage-Backed Securities |
| GNII SF DM6172 C     | 2055-10-20      | 6.5000%  | 0.0000% | $29157792.00       | $30554207.26       | Agency Mortgage-Backed Securities |
| GNII ET DL9724 C     | 2065-07-20      | 3.5000%  | 0.0000% | $300623.00         | $271017.99         | Agency Mortgage-Backed Securities |
| GNII SF DL2034 C     | 2055-06-20      | 6.5000%  | 0.0000% | $3136840.00        | $3324882.08        | Agency Mortgage-Backed Securities |
| GNII SF DK9286 C     | 2055-07-20      | 5.5000%  | 0.0000% | $1161214.00        | $1164468.14        | Agency Mortgage-Backed Securities |
| GNII SF DM1227 C     | 2055-09-20      | 6.0000%  | 0.0000% | $74985.00          | $77631.15          | Agency Mortgage-Backed Securities |
| GNII SF DL8787 C     | 2055-08-20      | 7.0000%  | 0.0000% | $8843984.00        | $9410928.22        | Agency Mortgage-Backed Securities |
| GNII SF MA8803 M     | 2053-04-20      | 6.5000%  | 0.0000% | $28165.00          | $13133.44          | Agency Mortgage-Backed Securities |
| GNII SF MA0375 M     | 2027-09-20      | 3.0000%  | 0.0000% | $400000.00         | $6777.86           | Agency Mortgage-Backed Securities |
| GNII SF DG5486 C     | 2054-12-20      | 5.5000%  | 0.0000% | $34665.00          | $32135.77          | Agency Mortgage-Backed Securities |
| GNII SF MA7914 M     | 2037-09-20      | 4.5000%  | 0.0000% | $243418.00         | $129651.21         | Agency Mortgage-Backed Securities |
| GNII SF DG5758 C     | 2054-12-20      | 7.0000%  | 0.0000% | $1136456.00        | $1177302.95        | Agency Mortgage-Backed Securities |
| GNII ET DH9351 C     | 2065-01-20      | 6.5000%  | 0.0000% | $2969196.00        | $2480775.02        | Agency Mortgage-Backed Securities |
| GNII SF DK2600 C     | 2055-05-20      | 5.5000%  | 0.0000% | $6432296.00        | $6471372.57        | Agency Mortgage-Backed Securities |
| GNII SF MA8920 M     | 2037-05-20      | 6.5000%  | 0.0000% | $216019.00         | $172315.63         | Agency Mortgage-Backed Securities |
| GNII ET DL3899 C     | 2065-08-20      | 4.5000%  | 0.0000% | $163580.00         | $154410.03         | Agency Mortgage-Backed Securities |
| GNII SF DK4154 C     | 2055-07-20      | 5.5000%  | 0.0000% | $1464660.00        | $1498196.26        | Agency Mortgage-Backed Securities |
| GNII ET DK7991 C     | 2065-06-20      | 6.5000%  | 0.0000% | $1986058.00        | $2050905.18        | Agency Mortgage-Backed Securities |
| GNII SF DK8399 C     | 2055-07-20      | 7.0000%  | 0.0000% | $4313336.00        | $4584087.95        | Agency Mortgage-Backed Securities |
| GNII SF BW4523 C     | 2038-09-20      | 6.5000%  | 0.0000% | $1360772.00        | $405907.22         | Agency Mortgage-Backed Securities |
| GNII SF CK6045 C     | 2043-06-20      | 3.0000%  | 0.0000% | $1092556.00        | $592488.70         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB8855 | 2054-07-01      | 6.0000%  | 0.0000% | $2162156.00        | $1911867.47        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ5224 | 2055-10-01      | 5.5000%  | 0.0000% | $77908224.00       | $79179036.47       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY9871 | 2055-08-01      | 6.0000%  | 0.0000% | $9244272.00        | $9479566.95        | Agency Mortgage-Backed Securities |
| GNPL PN DJ4698       | 2060-07-15      | 5.8500%  | 0.0000% | $4500000.00        | $4785583.88        | Agency Mortgage-Backed Securities |
| GNII SF DK0285 C     | 2055-05-20      | 5.0000%  | 0.0000% | $5769384.00        | $5766737.87        | Agency Mortgage-Backed Securities |
| GNII SF DM4446 C     | 2055-10-20      | 6.0000%  | 0.0000% | $1862442.00        | $1924964.18        | Agency Mortgage-Backed Securities |
| GNII SF DK0823 C     | 2055-08-20      | 6.5000%  | 0.0000% | $900295.00         | $944583.73         | Agency Mortgage-Backed Securities |
| GNII SF DJ3776 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1453450.00        | $1513763.78        | Agency Mortgage-Backed Securities |
| GNII SP 784519 C     | 2047-11-20      | 3.5000%  | 0.0000% | $6900000.00        | $2053395.39        | Agency Mortgage-Backed Securities |
| GNMI SF 704194 X     | 2039-01-15      | 5.5000%  | 0.0000% | $381245.00         | $6150.27           | Agency Mortgage-Backed Securities |
| GNII SF MA2568 M     | 2030-02-20      | 2.5000%  | 0.0000% | $500000.00         | $27583.93          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ2455 | 2055-08-01      | 5.0000%  | 0.0000% | $2557696.00        | $2585211.45        | Agency Mortgage-Backed Securities |
| GNII SF CX7191 C     | 2054-05-20      | 6.5000%  | 0.0000% | $1231416.00        | $1003751.07        | Agency Mortgage-Backed Securities |
| GNII SF DI7671 C     | 2055-06-20      | 6.5000%  | 0.0000% | $999895.00         | $1035211.89        | Agency Mortgage-Backed Securities |
| GNII SF DE5817 C     | 2054-12-20      | 7.0000%  | 0.0000% | $4725192.00        | $5016520.99        | Agency Mortgage-Backed Securities |
| GNII SF DB2858 C     | 2054-04-20      | 6.0000%  | 0.0000% | $1234532.00        | $1262712.58        | Agency Mortgage-Backed Securities |
| GNII SF MB0684 M     | 2055-09-20      | 4.5000%  | 0.0000% | $36003328.00       | $35307671.70       | Agency Mortgage-Backed Securities |
| GNII SF CT4984 C     | 2053-05-20      | 6.5000%  | 0.0000% | $1153218.00        | $868923.38         | Agency Mortgage-Backed Securities |
| GNII ET CV3980 C     | 2063-06-20      | 6.0000%  | 0.0000% | $621921.00         | $248493.26         | Agency Mortgage-Backed Securities |
| GNII SF BX7064 C     | 2050-09-20      | 2.0000%  | 0.0000% | $1156490.00        | $832934.44         | Agency Mortgage-Backed Securities |
| GNII SP 786108 C     | 2052-03-20      | 3.5000%  | 0.0000% | $100000.00         | $75976.97          | Agency Mortgage-Backed Securities |
| GNII SF MA9995 M     | 2033-01-20      | 3.0000%  | 0.0000% | $81079.00          | $67881.22          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD6903 | 2054-05-01      | 6.0000%  | 0.0000% | $315000.00         | $274426.61         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIBV6257 | 2040-10-01      | 5.5000%  | 0.0000% | $3240080.00        | $3328891.67        | Agency Mortgage-Backed Securities |
| GNII SF DB6700 C     | 2054-05-20      | 6.0000%  | 0.0000% | $1917252.00        | $1785925.39        | Agency Mortgage-Backed Securities |
| GNII SF CZ8457 C     | 2054-04-20      | 5.5000%  | 0.0000% | $1089898.00        | $976821.39         | Agency Mortgage-Backed Securities |
| GNII SF DB6821 C     | 2054-04-20      | 6.0000%  | 0.0000% | $2206884.00        | $2186095.20        | Agency Mortgage-Backed Securities |
| GNII SF CT7413 C     | 2053-05-20      | 6.5000%  | 0.0000% | $1393744.00        | $1420461.82        | Agency Mortgage-Backed Securities |
| GNII SF DB0439 C     | 2054-02-20      | 6.5000%  | 0.0000% | $1127214.00        | $1049158.49        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQE2559 | 2047-05-01      | 3.0000%  | 0.0000% | $5933000.00        | $4650940.42        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7414 | 2053-11-01      | 6.0000%  | 0.0000% | $3508672.00        | $2941985.47        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDE4632 | 2040-08-01      | 5.5000%  | 0.0000% | $1644372.00        | $1677768.73        | Agency Mortgage-Backed Securities |
| GNII SF DA2552 C     | 2054-07-20      | 7.5000%  | 0.0000% | $614752.00         | $636856.04         | Agency Mortgage-Backed Securities |
| GNII SF DB2848 C     | 2054-04-20      | 6.5000%  | 0.0000% | $1290696.00        | $1338437.38        | Agency Mortgage-Backed Securities |
| GNII SF DG1075 C     | 2054-11-20      | 6.5000%  | 0.0000% | $6702840.00        | $3394186.64        | Agency Mortgage-Backed Securities |
| GNII SF DJ3199 C     | 2055-08-20      | 6.5000%  | 0.0000% | $6927768.00        | $7288709.19        | Agency Mortgage-Backed Securities |
| GNII ET DJ9658 C     | 2065-06-20      | 6.0000%  | 0.0000% | $4147584.00        | $4227290.46        | Agency Mortgage-Backed Securities |
| GNII SF DH6875 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2741524.00        | $2852257.78        | Agency Mortgage-Backed Securities |
| GNII SF DH8138 C     | 2054-12-20      | 6.5000%  | 0.0000% | $1544156.00        | $1610142.11        | Agency Mortgage-Backed Securities |
| GNII SF DF5171 C     | 2054-10-20      | 5.5000%  | 0.0000% | $6897152.00        | $6942200.62        | Agency Mortgage-Backed Securities |
| GNII SF DG7449 C     | 2054-12-20      | 7.5000%  | 0.0000% | $5568968.00        | $5979109.42        | Agency Mortgage-Backed Securities |
| GNII SF DG6115 C     | 2055-01-20      | 6.0000%  | 0.0000% | $1019060.00        | $801668.31         | Agency Mortgage-Backed Securities |
| GNII SF 005256 M     | 2026-12-20      | 3.5000%  | 0.0000% | $2000000.00        | $11673.05          | Agency Mortgage-Backed Securities |
| GNII SF DJ9838 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1544990.00        | $1614842.37        | Agency Mortgage-Backed Securities |
| GNII ET DG3123 C     | 2064-11-20      | 4.5000%  | 0.0000% | $919781.00         | $889726.00         | Agency Mortgage-Backed Securities |
| GNII SF MB0460 M     | 2040-07-20      | 6.0000%  | 0.0000% | $2194680.00        | $2233114.68        | Agency Mortgage-Backed Securities |
| GNII ET DG6500 C     | 2064-11-20      | 6.0000%  | 0.0000% | $1282974.00        | $1007274.03        | Agency Mortgage-Backed Securities |
| GNMI SP 784716 X     | 2045-11-15      | 5.5000%  | 0.0000% | $2500000.00        | $772796.76         | Agency Mortgage-Backed Securities |
| GNII SF DI1918 C     | 2055-05-20      | 6.5000%  | 0.0000% | $2100148.00        | $2191837.86        | Agency Mortgage-Backed Securities |
| GNII SF MA5630 M     | 2029-08-20      | 7.5000%  | 0.0000% | $145648.00         | $24907.90          | Agency Mortgage-Backed Securities |
| GNII ET DF7147 C     | 2064-11-20      | 5.5000%  | 0.0000% | $1442514.00        | $1275384.17        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ8349 | 2055-11-01      | 5.0000%  | 0.0000% | $4781256.00        | $4788196.79        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTFM8219 | 2041-07-01      | 2.5000%  | 0.0000% | $5104840.00        | $3287161.24        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL555657 | 2030-08-01      | 6.5000%  | 0.0000% | $3000000.00        | $5727.53           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ7525 | 2054-10-01      | 5.5000%  | 0.0000% | $8925744.00        | $8469286.02        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV5966 | 2055-08-01      | 5.0000%  | 0.0000% | $2646976.00        | $2664330.30        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAS7272 | 2031-06-01      | 2.5000%  | 0.0000% | $8966200.00        | $947448.59         | Agency Mortgage-Backed Securities |
| GNII SF MA9173 M     | 2053-09-20      | 6.5000%  | 0.0000% | $1750382.00        | $870633.81         | Agency Mortgage-Backed Securities |
| GNII SF MA5594 M     | 2048-11-20      | 3.5000%  | 0.0000% | $151900000.00      | $18481345.25       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL995398 | 2038-12-01      | 5.5000%  | 0.0000% | $384983552.00      | $2542458.33        | Agency Mortgage-Backed Securities |
| GNII SF DK1425 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2223428.00        | $2322059.27        | Agency Mortgage-Backed Securities |
| GNII SF DK7301 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2080392.00        | $2146272.06        | Agency Mortgage-Backed Securities |
| GNII SF CU9136 C     | 2053-06-20      | 6.0000%  | 0.0000% | $1127636.00        | $706680.61         | Agency Mortgage-Backed Securities |
| GNII SF DM4217 C     | 2055-10-20      | 5.5000%  | 0.0000% | $1174948.00        | $1200033.53        | Agency Mortgage-Backed Securities |
| GNII RG CN9880 C     | 2049-11-20      | 4.0000%  | 0.0000% | $369036.00         | $253094.60         | Agency Mortgage-Backed Securities |
| GNII SF BM9287 C     | 2049-08-20      | 4.0000%  | 0.0000% | $1511336.00        | $778605.27         | Agency Mortgage-Backed Securities |
| GNII SF DM4604 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1301948.00        | $1379050.23        | Agency Mortgage-Backed Securities |
| GNII SF BV0540 C     | 2050-10-20      | 3.0000%  | 0.0000% | $288000.00         | $129309.69         | Agency Mortgage-Backed Securities |
| GNII SF DL8327 C     | 2055-10-20      | 5.5000%  | 0.0000% | $17613280.00       | $17967682.67       | Agency Mortgage-Backed Securities |
| GNII SF CV1491 C     | 2053-05-20      | 6.5000%  | 0.0000% | $2260224.00        | $1812211.90        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX1611 | 2054-12-01      | 4.5000%  | 0.0000% | $2366812.00        | $2300508.85        | Agency Mortgage-Backed Securities |
| GNMI SF 779084 X     | 2042-04-15      | 3.0000%  | 0.0000% | $32500000.00       | $2667591.43        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY7927 | 2055-07-01      | 6.0000%  | 0.0000% | $12432864.00       | $11822353.96       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ3528 | 2055-09-01      | 6.0000%  | 0.0000% | $24891776.00       | $25775292.94       | Agency Mortgage-Backed Securities |
| GNAR AF MA4332 M     | 2047-03-20      | 5.5000%  | 0.0000% | $693492.00         | $36024.33          | Agency Mortgage-Backed Securities |
| GNII JM MA0082 M     | 2042-05-20      | 3.5000%  | 0.0000% | $4250000.00        | $122576.53         | Agency Mortgage-Backed Securities |
| GNII SF DM4202 C     | 2055-10-20      | 5.0000%  | 0.0000% | $1720804.00        | $1727944.76        | Agency Mortgage-Backed Securities |
| GNMI SP 782726 X     | 2039-08-15      | 5.5000%  | 0.0000% | $100000000.00      | $1888265.43        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL452850 | 2028-11-01      | 6.5000%  | 0.0000% | $10305513.00       | $8222.77           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC7614 | 2054-11-01      | 5.5000%  | 0.0000% | $1208186.00        | $1217484.48        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAB7931 | 2043-02-01      | 3.0000%  | 0.0000% | $8060000.00        | $1565028.68        | Agency Mortgage-Backed Securities |
| GNII SF DA9483 C     | 2054-05-20      | 6.5000%  | 0.0000% | $4933352.00        | $4863281.92        | Agency Mortgage-Backed Securities |
| GNMI SF AE3305 X     | 2046-10-15      | 2.5000%  | 0.0000% | $987173.00         | $471864.17         | Agency Mortgage-Backed Securities |
| GNII ET CW5902 C     | 2063-08-20      | 6.5000%  | 0.0000% | $6843370.00        | $1410009.34        | Agency Mortgage-Backed Securities |
| GNII SF DN3282 C     | 2055-10-20      | 6.0000%  | 0.0000% | $1104194.00        | $1141262.90        | Agency Mortgage-Backed Securities |
| GNII SF CQ3301 C     | 2054-12-20      | 6.0000%  | 0.0000% | $1329006.00        | $1371996.12        | Agency Mortgage-Backed Securities |
| GNII SF CR2583 C     | 2052-11-20      | 5.0000%  | 0.0000% | $1160436.00        | $1127159.20        | Agency Mortgage-Backed Securities |
| GNII SF DM4447 C     | 2055-10-20      | 6.0000%  | 0.0000% | $1052544.00        | $1087877.90        | Agency Mortgage-Backed Securities |
| GNII SF DN8116 C     | 2055-10-20      | 5.5000%  | 0.0000% | $3305316.00        | $3373852.83        | Agency Mortgage-Backed Securities |
| GNII ET DL1363 C     | 2065-08-20      | 6.5000%  | 0.0000% | $9439792.00        | $9706052.59        | Agency Mortgage-Backed Securities |
| GNII SF DN0718 C     | 2055-09-20      | 6.0000%  | 0.0000% | $803265.00         | $831582.14         | Agency Mortgage-Backed Securities |
| GNII SF DK8360 C     | 2055-06-20      | 7.5000%  | 0.0000% | $1278028.00        | $1376519.00        | Agency Mortgage-Backed Securities |
| GNMI SF 412407 X     | 2031-03-15      | 6.5000%  | 0.0000% | $936870.00         | $5199.74           | Agency Mortgage-Backed Securities |
| GNII SF DN5275 C     | 2055-10-20      | 5.5000%  | 0.0000% | $4715352.00        | $4810231.17        | Agency Mortgage-Backed Securities |
| GNII SF MB0363 M     | 2055-05-20      | 4.0000%  | 0.0000% | $26362944.00       | $24849561.94       | Agency Mortgage-Backed Securities |
| GNII SF MB0658 M     | 2040-09-20      | 5.5000%  | 0.0000% | $468745.00         | $479300.36         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CICC0766 | 2040-07-01      | 5.0000%  | 0.0000% | $1747160.00        | $1749493.37        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA3251 | 2055-11-01      | 5.0000%  | 0.0000% | $28207232.00       | $28278050.97       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL8347 | 2029-03-01      | 4.0000%  | 0.0000% | $3250000.00        | $5033.76           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD0780 | 2051-12-01      | 2.5000%  | 0.0000% | $670000.00         | $419763.89         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD5357 | 2055-04-01      | 5.5000%  | 0.0000% | $4711520.00        | $4509314.54        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ0202 | 2053-11-01      | 6.5000%  | 0.0000% | $120898720.00      | $84978668.26       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRQ0028 | 2055-07-01      | 6.0000%  | 0.0000% | $15187.00          | $14872.66          | Agency Mortgage-Backed Securities |
| GNII SF MA9698 M     | 2038-03-20      | 7.0000%  | 0.0000% | $164370.00         | $101181.15         | Agency Mortgage-Backed Securities |
| GNII SF DL4034 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1521060.00        | $1588522.33        | Agency Mortgage-Backed Securities |
| GNII SF MA9485 M     | 2052-10-20      | 4.0000%  | 0.0000% | $3081130.00        | $2628325.06        | Agency Mortgage-Backed Securities |
| GNII ET DK6630 C     | 2065-05-20      | 6.0000%  | 0.0000% | $2330104.00        | $2078560.01        | Agency Mortgage-Backed Securities |
| GNII SF MA9513 M     | 2039-02-20      | 6.5000%  | 0.0000% | $1021794.00        | $490927.55         | Agency Mortgage-Backed Securities |
| GNII SF DJ1857 C     | 2055-05-20      | 6.5000%  | 0.0000% | $2697356.00        | $2813029.82        | Agency Mortgage-Backed Securities |
| GNII ET DJ6897 C     | 2065-06-20      | 6.5000%  | 0.0000% | $1311064.00        | $1351727.24        | Agency Mortgage-Backed Securities |
| GNII SF DK3951 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1568072.00        | $1636430.81        | Agency Mortgage-Backed Securities |
| GNII ET DM5644 C     | 2065-08-20      | 4.5000%  | 0.0000% | $403200.00         | $393161.53         | Agency Mortgage-Backed Securities |
| GNII SF DM6635 C     | 2055-09-20      | 5.5000%  | 0.0000% | $2820872.00        | $2874640.49        | Agency Mortgage-Backed Securities |

### Security 252: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.020000%
- **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: ARP1BWW61, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP1BWW61
- **C.18 - Value (incl. sponsor support):** $1941000000.00
- **C.18.a - Value (excl. sponsor support):** $1941000000.00
- **C.19 - Percentage of Net Assets:** 2.2500%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 05.500 CLQZ5518   | 2055-10-01      | 5.5000%  | 0.0000% | $6344476.00        | $6458945.15        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL0212   | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $952.20            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF0812   | 2055-10-01      | 6.0000%  | 0.0000% | $2064068.00        | $2142703.65        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL0356   | 2054-12-01      | 5.0000%  | 0.0000% | $1024.00           | $977.28            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB5213   | 2054-07-01      | 5.5000%  | 0.0000% | $53854.00          | $48001.53          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB8918   | 2054-07-01      | 5.5000%  | 0.0000% | $5294382.00        | $5150640.36        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS9465   | 2047-04-01      | 4.0000%  | 0.0000% | $1000.00           | $199.69            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB2037   | 2054-05-01      | 6.0000%  | 0.0000% | $6000.00           | $5108.06           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQC5576   | 2051-08-01      | 2.5000%  | 0.0000% | $1000.00           | $522.06            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA7932   | 2052-09-01      | 5.0000%  | 0.0000% | $41610.00          | $32183.21          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7779   | 2052-08-01      | 4.5000%  | 0.0000% | $112100.00         | $82701.92          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7396   | 2052-05-01      | 4.5000%  | 0.0000% | $21236040.00       | $15847878.77       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG1877   | 2053-05-01      | 6.0000%  | 0.0000% | $1024.00           | $703.02            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG2967   | 2053-05-01      | 5.5000%  | 0.0000% | $1044248.00        | $923840.92         | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2039-12-25      | 6.6817%  | 0.0000% | $69259779.00       | $804918.17         | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2038-06-15      | 6.6065%  | 0.0000% | $60521856.00       | $395273.44         | Agency Collateralized Mortgage Obligation |
| 05.500 FGPC L10214 G   | 2033-03-01      | 5.5000%  | 0.0000% | $22544.00          | $274.08            | Agency Mortgage-Backed Securities         |
| 04.500 FGPC Q48945 G   | 2047-06-01      | 4.5000%  | 0.0000% | $4587096.00        | $1038567.68        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD7553   | 2052-03-01      | 3.0000%  | 0.0000% | $16830299.00       | $11214629.52       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD4462   | 2053-11-01      | 6.0000%  | 0.0000% | $1024.00           | $840.68            | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2055-06-25      | 5.6828%  | 0.0000% | $57517284.00       | $53395955.37       | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLQF3339   | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $784.47            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1535   | 2052-09-01      | 4.5000%  | 0.0000% | $5937000.00        | $4750533.42        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8419   | 2054-04-01      | 5.0000%  | 0.0000% | $390682.00         | $345110.05         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8269   | 2046-11-01      | 3.0000%  | 0.0000% | $2426116.00        | $427705.53         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CQAT8839   | 2033-06-01      | 3.5000%  | 0.0000% | $1000.00           | $228.56            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8276   | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $171.78            | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2039-10-15      | 6.6060%  | 0.0000% | $53677824.00       | $440846.33         | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLDF1098   | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1023.70           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE6575   | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $1057.96           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE3547   | 2055-08-01      | 5.5000%  | 0.0000% | $2177892.00        | $2224901.90        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF1103   | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1049.34           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE2740   | 2055-08-01      | 6.0000%  | 0.0000% | $1008.00           | $1048.71           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE8566   | 2055-09-01      | 5.5000%  | 0.0000% | $1883294.00        | $1914906.72        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA8246   | 2052-11-01      | 4.5000%  | 0.0000% | $18285911.00       | $13883102.02       | Agency Mortgage-Backed Securities         |
| MNRM CL008A2 R20M008   | 2030-02-25      | 1.8210%  | 0.0000% | $200000.00         | $167685.77         | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2053-11-25      | 5.6828%  | 0.0000% | $51697339.00       | $26783771.41       | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLRA8304   | 2052-12-01      | 5.5000%  | 0.0000% | $34003624.00       | $25790728.83       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBP5448   | 2050-06-01      | 3.0000%  | 0.0000% | $1000.00           | $215.67            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBZ5126   | 2034-03-01      | 4.4100%  | 0.0000% | $9322000.00        | $9323109.32        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBX6109   | 2053-01-01      | 6.0000%  | 0.0000% | $5403010.00        | $4327861.77        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA0405   | 2047-09-01      | 3.5000%  | 0.0000% | $62824506.00       | $15859225.46       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF3036   | 2055-10-01      | 5.5000%  | 0.0000% | $1002.00           | $1018.20           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF1842   | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1024.08           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 U4BF0356   | 2051-11-01      | 4.0000%  | 0.0000% | $1000.00           | $395.23            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAZ7353   | 2045-11-01      | 3.5000%  | 0.0000% | $1000.00           | $112.05            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBJ9169   | 2048-05-01      | 4.0000%  | 0.0000% | $152996.00         | $15717.26          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE7222   | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1026.57           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE8446   | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1050.68           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE6482   | 2055-08-01      | 5.5000%  | 0.0000% | $2000.00           | $2021.30           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE8528   | 2055-09-01      | 5.5000%  | 0.0000% | $1000150.00        | $1026400.95        | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDE9248   | 2055-09-01      | 7.0000%  | 0.0000% | $1163696.00        | $1239091.76        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBJ2689   | 2048-04-01      | 4.0000%  | 0.0000% | $14436336.00       | $1726456.37        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 U4BF0202   | 2051-01-01      | 4.5000%  | 0.0000% | $1000.00           | $244.33            | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2055-03-25      | 5.5328%  | 0.0000% | $8698.00           | $7827.77           | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLCB9484   | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $964.43            | Agency Mortgage-Backed Securities         |
| MNRM CL009A2 R19M009   | 2029-06-25      | 2.9370%  | 0.0000% | $3000000.00        | $1831878.11        | Agency Collateralized Mortgage Obligation |
| MNRA RC004A1X R22M00   | 2030-05-25      | 2.4576%  | 0.0000% | $4946033.00        | $2303110.32        | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLQI3651   | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $774.56            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTRB5349   | 2045-06-01      | 5.0000%  | 0.0000% | $1000.00           | $959.52            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQJ0160   | 2054-07-01      | 4.5000%  | 0.0000% | $1000.00           | $958.52            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA6508   | 2051-12-01      | 2.0000%  | 0.0000% | $35325000.00       | $22353281.43       | Agency Mortgage-Backed Securities         |
| MNRM CL051A1 R20M051   | 2030-12-25      | 0.8500%  | 0.0000% | $6253660.00        | $3300275.47        | Agency Collateralized Mortgage Obligation |
| FEPC 04.500 CLRA7924   | 2052-09-01      | 4.5000%  | 0.0000% | $20095662.00       | $14804515.51       | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDB1895   | 2054-03-01      | 7.0000%  | 0.0000% | $1055950.00        | $930664.17         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDA6978   | 2054-02-01      | 6.5000%  | 0.0000% | $1000.00           | $807.77            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4705   | 2047-02-01      | 4.0000%  | 0.0000% | $1000.00           | $117.28            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8474   | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $932.37            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $25000000.00       | $26537203.46       | U.S. Treasuries (including strips)        |
| FEPC 06.000 CLQY3347   | 2055-05-01      | 6.0000%  | 0.0000% | $419529.00         | $429258.27         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $43900.00          | $31598.38          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $48000.00          | $37675.11          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $41069000.00       | $41912617.52       | U.S. Treasuries (including strips)        |
| FNMS 04.000 CLBK0915   | 2048-07-01      | 4.0000%  | 0.0000% | $1000.00           | $89.51             | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBM5024   | 2048-11-01      | 3.0000%  | 0.0000% | $772436.00         | $135381.10         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDE9147   | 2055-09-01      | 5.0000%  | 0.0000% | $1000.00           | $1003.71           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE8599   | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1063.16           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE7592   | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.76           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDE8493   | 2055-09-01      | 5.0000%  | 0.0000% | $1000.00           | $1000.60           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQA6963   | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $439.04            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH0429   | 2053-09-01      | 6.5000%  | 0.0000% | $19138.00          | $17938.60          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2047-11-15      | 2.7500%  | 0.0000% | $79400.00          | $59147.77          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-01-15      | 0.1250%  | 0.0000% | $2000.00           | $2395.57           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2041-02-15      | 4.7500%  | 0.0000% | $80000.00          | $83379.99          | U.S. Treasuries (including strips)        |
| FNMS 05.000 CLMA4841   | 2052-12-01      | 5.0000%  | 0.0000% | $1098422.00        | $875292.14         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA4842   | 2052-12-01      | 5.5000%  | 0.0000% | $1148857.00        | $894112.38         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $14815500.00       | $15157619.04       | U.S. Treasuries (including strips)        |
| Freddie Mac            | 2054-11-25      | 5.3328%  | 0.0000% | $8329400.00        | $7111904.97        | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2055-03-25      | 5.2828%  | 0.0000% | $40845313.00       | $38179911.63       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2054-08-25      | 5.2828%  | 0.0000% | $9000000.00        | $7962021.95        | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2055-02-25      | 5.4328%  | 0.0000% | $20520000.00       | $19289819.36       | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLSD8506   | 2055-02-01      | 5.5000%  | 0.0000% | $1024.00           | $963.66            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD4153   | 2052-02-01      | 2.0000%  | 0.0000% | $25400000.00       | $18123160.44       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS9560   | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $224.00            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8451   | 2046-12-01      | 3.0000%  | 0.0000% | $230522.00         | $47029.95          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS4559   | 2045-03-01      | 3.5000%  | 0.0000% | $100506400.00      | $8780949.30        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAQ9583   | 2042-12-01      | 3.0000%  | 0.0000% | $1008.00           | $174.68            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CTAV1884   | 2033-12-01      | 3.5000%  | 0.0000% | $1000.00           | $221.40            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAT9637   | 2043-07-01      | 4.0000%  | 0.0000% | $1000.00           | $159.75            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ4776   | 2032-08-01      | 4.5900%  | 0.0000% | $5742000.00        | $5824455.12        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBU5648   | 2055-02-01      | 6.5000%  | 0.0000% | $15288450.00       | $13478910.99       | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ3529   | 2032-05-01      | 4.7100%  | 0.0000% | $9876000.00        | $10081233.16       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD8826   | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1050.25           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF0732   | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.11           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE1012   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1004.72           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD9360   | 2055-06-01      | 6.0000%  | 0.0000% | $1020162.00        | $1062315.39        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDD5203   | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $1000.69           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE8535   | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1024.39           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD4399   | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $952.67            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDE8477   | 2055-09-01      | 7.0000%  | 0.0000% | $1000.00           | $1054.51           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD3232   | 2053-06-01      | 6.5000%  | 0.0000% | $1024.00           | $786.76            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD6883   | 2054-10-01      | 6.0000%  | 0.0000% | $1001.00           | $968.30            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC P20586 G   | 2034-11-01      | 6.0000%  | 0.0000% | $10325.00          | $136.90            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8393   | 2054-01-01      | 4.5000%  | 0.0000% | $1000.00           | $885.74            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB4785   | 2052-10-01      | 5.0000%  | 0.0000% | $1721099.00        | $1368452.62        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB9994   | 2055-02-01      | 6.0000%  | 0.0000% | $206936.00         | $205049.64         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $1040000.00        | $1397800.94        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2035-07-15      | 1.8750%  | 0.0000% | $40300.00          | $41151.43          | U.S. Treasuries (including strips)        |
| FEPC 06.000 CLQY6656   | 2055-06-01      | 6.0000%  | 0.0000% | $630322.00         | $632785.53         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE6361   | 2055-08-01      | 6.5000%  | 0.0000% | $1198492.00        | $761503.41         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ4651   | 2055-08-01      | 6.0000%  | 0.0000% | $70590457.00       | $71409650.61       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE5048   | 2055-08-01      | 6.5000%  | 0.0000% | $1275030.00        | $1342431.43        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CKMA3725   | 2049-07-01      | 3.5000%  | 0.0000% | $10000000.00       | $355337.41         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS5993   | 2045-10-01      | 3.0000%  | 0.0000% | $38880838.00       | $9194770.36        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM9706   | 2051-10-01      | 3.0000%  | 0.0000% | $1373932.00        | $923158.07         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS4782   | 2048-10-01      | 4.0000%  | 0.0000% | $19851193.00       | $15205863.48       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6254   | 2053-05-01      | 5.5000%  | 0.0000% | $17092000.00       | $14007157.34       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB6239   | 2053-05-01      | 4.5000%  | 0.0000% | $19497196.00       | $15155297.57       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBQ3138   | 2050-10-01      | 2.5000%  | 0.0000% | $1000.00           | $408.57            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBM4027   | 2048-05-01      | 3.5000%  | 0.0000% | $5508299.00        | $1663813.89        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBN1623   | 2048-11-01      | 4.5000%  | 0.0000% | $398000.00         | $80673.78          | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS2459   | 2031-07-01      | 1.6900%  | 0.0000% | $47000000.00       | $41155800.65       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBQ4491   | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $590.81            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM5861   | 2047-05-01      | 4.5000%  | 0.0000% | $1000.00           | $199.87            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBO1351   | 2049-08-01      | 4.0000%  | 0.0000% | $1000.00           | $161.41            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS2752   | 2041-08-01      | 1.8200%  | 0.0000% | $3281500.00        | $2331120.72        | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX HLAN5919   | 2047-07-01      | 3.4700%  | 0.0000% | $2170.00           | $1607.79           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX HYAM8703   | 2030-04-01      | 3.0400%  | 0.0000% | $3000000.00        | $2261119.49        | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2054-08-25      | 5.1828%  | 0.0000% | $10462200.00       | $6972698.92        | Agency Collateralized Mortgage Obligation |
| FNMS 02.500 CIAQ4071   | 2028-04-01      | 2.5000%  | 0.0000% | $3196000.00        | $114780.26         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAQ3361   | 2027-11-01      | 3.5000%  | 0.0000% | $5859420.00        | $138355.18         | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2055-05-25      | 5.0328%  | 0.0000% | $37500000.00       | $34212053.48       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2054-12-25      | 5.2328%  | 0.0000% | $9599009.00        | $9073944.53        | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2054-08-25      | 5.5328%  | 0.0000% | $4846804.00        | $4400533.92        | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2054-12-25      | 5.3828%  | 0.0000% | $13700000.00       | $11499101.54       | Agency Collateralized Mortgage Obligation |
| FNMS 03.000 CRAL3066   | 2043-01-01      | 3.0000%  | 0.0000% | $33539700.00       | $6072171.93        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDD7522   | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $1003.79           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC7779   | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $926.60            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE6707   | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $1027.50           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 DLDE6515   | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1058.66           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE5058   | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.47           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CIDD3349   | 2040-02-01      | 5.5000%  | 0.0000% | $873000.00         | $700940.62         | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2033-02-15      | 3.0000%  | 0.0000% | $692933.00         | $74537.18          | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLSD7559   | 2053-03-01      | 5.5000%  | 0.0000% | $15992528.00       | $12418778.98       | Agency Mortgage-Backed Securities         |
| 04.500 FGPC V84653 G   | 2048-09-01      | 4.5000%  | 0.0000% | $1024.00           | $173.19            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8349   | 2053-08-01      | 5.5000%  | 0.0000% | $49851015.00       | $41265656.21       | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2054-12-25      | 5.5328%  | 0.0000% | $50000000.00       | $36713725.96       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2054-02-25      | 5.5328%  | 0.0000% | $50000000.00       | $37128063.31       | Agency Collateralized Mortgage Obligation |
| FNMS 03.000 U6BM7360   | 2057-02-01      | 3.0000%  | 0.0000% | $1008.00           | $798.09            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB1024   | 2051-07-01      | 2.5000%  | 0.0000% | $589001.00         | $362179.86         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB4401   | 2052-08-01      | 5.0000%  | 0.0000% | $23150000.00       | $14796413.01       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD4440   | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $940.13            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA4806   | 2052-11-01      | 5.0000%  | 0.0000% | $727348.00         | $575431.55         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF2818   | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1038.94           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBK2590   | 2050-05-01      | 2.5000%  | 0.0000% | $1008.00           | $416.03            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 I4BF0064   | 2055-09-01      | 4.0000%  | 0.0000% | $3230000.00        | $1029870.53        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 I4BF0618   | 2062-03-01      | 2.5000%  | 0.0000% | $1040.00           | $703.50            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBM3332   | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $195.92            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBJ7216   | 2048-10-01      | 4.0000%  | 0.0000% | $1024.00           | $169.80            | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2054-10-25      | 5.2828%  | 0.0000% | $134216568.00      | $105644686.64      | Agency Collateralized Mortgage Obligation |
| MNRA CL01GA2 R22M01G   | 2031-09-25      | 1.5315%  | 0.0000% | $3000000.00        | $2617259.50        | Agency Collateralized Mortgage Obligation |
| MNAR XX.XXX H2BZ5134   | 2032-10-01      | 4.5200%  | 0.0000% | $11120000.00       | $11206732.30       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD6888   | 2054-11-01      | 5.0000%  | 0.0000% | $1024.00           | $992.47            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8557   | 2054-05-01      | 6.5000%  | 0.0000% | $3242851.00        | $2900630.57        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA2130   | 2055-05-01      | 5.5000%  | 0.0000% | $72811854.00       | $72093760.37       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL9418   | 2031-08-01      | 3.5000%  | 0.0000% | $821000.00         | $73069.34          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAP4742   | 2027-08-01      | 2.5000%  | 0.0000% | $5995991.00        | $138424.64         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9380   | 2053-07-01      | 5.5000%  | 0.0000% | $30655031.00       | $23746502.97       | Agency Mortgage-Backed Securities         |
| MNRA CL013A2 R22M013   | 2032-05-25      | 2.5922%  | 0.0000% | $11430000.00       | $10397093.76       | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLSD6042   | 2054-08-01      | 5.5000%  | 0.0000% | $13999903.00       | $13036069.72       | Agency Mortgage-Backed Securities         |
| MNRA CL052A2 R20M052   | 2030-10-25      | 1.3193%  | 0.0000% | $1050000.00        | $908182.64         | Agency Collateralized Mortgage Obligation |
| MNRA CL002A2 R19M002   | 2028-11-25      | 3.6220%  | 0.0000% | $4155000.00        | $3583329.12        | Agency Collateralized Mortgage Obligation |
| MNRA CL03GA2 R21M03G   | 2031-01-25      | 1.2447%  | 0.0000% | $42659798.00       | $37169162.05       | Agency Collateralized Mortgage Obligation |
| MNRA CL01SA2 R22M01S   | 2032-04-25      | 2.0836%  | 0.0000% | $10000000.00       | $8815176.67        | Agency Collateralized Mortgage Obligation |
| FEPC 04.000 CLSD8170   | 2051-08-01      | 4.0000%  | 0.0000% | $1000.00           | $430.41            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB8847   | 2054-07-01      | 6.0000%  | 0.0000% | $1008.00           | $911.54            | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2054-12-25      | 5.3828%  | 0.0000% | $3900000.00        | $2892942.84        | Agency Collateralized Mortgage Obligation |
| FNRM RC073KA R13F073   | 2042-10-25      | 3.0000%  | 0.0000% | $158987000.00      | $15567660.86       | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLQI9548   | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $661.23            | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2054-03-25      | 5.5328%  | 0.0000% | $11500000.00       | $8901381.19        | Agency Collateralized Mortgage Obligation |
| MNRA CL0023A1 R23M00   | 2032-04-25      | 1.9419%  | 0.0000% | $13392457.00       | $7342105.15        | Agency Collateralized Mortgage Obligation |
| FNRM CL068CV R25F068   | 2036-08-25      | 5.0000%  | 0.0000% | $3480998.00        | $3418420.19        | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2055-01-25      | 5.6328%  | 0.0000% | $5556728.00        | $4845803.73        | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLSD2591   | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $801.45            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL190350   | 2034-03-01      | 5.5000%  | 0.0000% | $1008.00           | $7.10              | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC0212   | 2055-04-01      | 5.0000%  | 0.0000% | $1008.00           | $995.08            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2026-01-08      | 0.0000%  | 0.0000% | $412100.00         | $409108.15         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | 0.0000% | $13807800.00       | $13478249.09       | U.S. Treasuries (including strips)        |
| FNMS 05.000 CLCB4786   | 2052-10-01      | 5.0000%  | 0.0000% | $101857.00         | $82420.01          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB5901   | 2053-03-01      | 5.0000%  | 0.0000% | $25184514.00       | $20965237.69       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9364   | 2054-10-01      | 5.5000%  | 0.0000% | $278703.00         | $266293.57         | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2055-06-25      | 5.1828%  | 0.0000% | $2200000.00        | $2097151.76        | Agency Collateralized Mortgage Obligation |
| FNMS 03.000 CTMA2320   | 2035-07-01      | 3.0000%  | 0.0000% | $1000.00           | $123.27            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS4996   | 2045-05-01      | 3.5000%  | 0.0000% | $1024.00           | $88.30             | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2054-12-25      | 5.6828%  | 0.0000% | $56000000.00       | $35968005.65       | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2055-08-25      | 5.2828%  | 0.0000% | $38968685.00       | $38640360.30       | Agency Collateralized Mortgage Obligation |
| FEPC 03.000 CLSD8036   | 2050-01-01      | 3.0000%  | 0.0000% | $1000.00           | $181.55            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD7502   | 2049-07-01      | 3.5000%  | 0.0000% | $226000.00         | $45302.39          | Agency Mortgage-Backed Securities         |
| MNRM CL03GA1 R21M03G   | 2031-01-25      | 1.1810%  | 0.0000% | $850000.00         | $70017.74          | Agency Collateralized Mortgage Obligation |
| FNRM RC025GA R21F025   | 2051-05-25      | 1.0000%  | 0.0000% | $35000000.00       | $11788466.19       | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2055-05-25      | 5.2328%  | 0.0000% | $1723.00           | $1633.54           | Agency Collateralized Mortgage Obligation |
| FNMS 03.500 CLAR9654   | 2043-04-01      | 3.5000%  | 0.0000% | $5250688.00        | $860494.34         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAO2978   | 2042-05-01      | 3.5000%  | 0.0000% | $28815964.00       | $2216053.36        | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2048-05-25      | 3.0000%  | 0.0000% | $24983377.00       | $15874354.95       | Agency Collateralized Mortgage Obligation |
| FNMS 03.500 CLAL1851   | 2042-05-01      | 3.5000%  | 0.0000% | $66476736.00       | $8937855.30        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS4976   | 2045-05-01      | 3.0000%  | 0.0000% | $1024.00           | $132.37            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS6002   | 2045-10-01      | 3.5000%  | 0.0000% | $66706391.00       | $5166366.92        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8579   | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $208.24            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC8821   | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $917.99            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD6138   | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $890.17            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAR8575   | 2043-06-01      | 3.0000%  | 0.0000% | $1000.00           | $180.69            | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2037-12-15      | 6.4049%  | 0.0000% | $89429075.00       | $657353.07         | Agency Collateralized Mortgage Obligation |
| FNMS 07.000 CLDD2993   | 2055-02-01      | 7.0000%  | 0.0000% | $1148410.00        | $1217981.55        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC9680   | 2054-12-01      | 5.5000%  | 0.0000% | $1008.00           | $991.09            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD1681   | 2055-02-01      | 6.5000%  | 0.0000% | $1659536.00        | $1732784.11        | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDD2885   | 2055-03-01      | 7.0000%  | 0.0000% | $1119980.00        | $1185100.47        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8189   | 2046-10-01      | 3.0000%  | 0.0000% | $1120.00           | $298.64            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB7335   | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $966.18            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC7865   | 2055-01-01      | 5.5000%  | 0.0000% | $11245296.00       | $10636180.76       | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDE3280   | 2055-06-01      | 7.0000%  | 0.0000% | $1672550.00        | $1771428.95        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE0280   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $999.42            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA1061   | 2048-01-01      | 4.5000%  | 0.0000% | $44460965.00       | $14145098.62       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA1208   | 2048-02-01      | 4.5000%  | 0.0000% | $50000012.00       | $13834888.49       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ3245   | 2055-01-01      | 5.0000%  | 0.0000% | $1132762.00        | $1087281.64        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ0699   | 2054-01-01      | 6.0000%  | 0.0000% | $1024.00           | $987.33            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF3253   | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1027.86           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ2303   | 2054-09-01      | 5.5000%  | 0.0000% | $2878259.00        | $2840683.75        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF1083   | 2055-10-01      | 5.5000%  | 0.0000% | $1151560.00        | $1178570.49        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5071   | 2053-07-01      | 5.0000%  | 0.0000% | $2975858.00        | $2532716.22        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CKMA2846   | 2046-12-01      | 3.5000%  | 0.0000% | $1100000.00        | $111323.69         | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2053-07-25      | 5.4828%  | 0.0000% | $26180600.00       | $23606205.99       | Agency Collateralized Mortgage Obligation |
| FNMS 04.500 CLCB8656   | 2054-06-01      | 4.5000%  | 0.0000% | $1000.00           | $900.92            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9428   | 2054-11-01      | 5.0000%  | 0.0000% | $1024.00           | $980.59            | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2055-07-25      | 5.3828%  | 0.0000% | $2520.00           | $2446.42           | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2054-09-25      | 5.2828%  | 0.0000% | $7200008.00        | $6541661.37        | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2041-03-15      | 5.0000%  | 0.0000% | $8141967.00        | $2343798.49        | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLRA9861   | 2053-09-01      | 6.5000%  | 0.0000% | $1095544.00        | $892751.08         | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2030-02-25      | 3.0742%  | 0.0000% | $23150000.00       | $12835584.02       | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2054-12-25      | 5.5828%  | 0.0000% | $47638589.00       | $38475872.45       | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2054-11-25      | 5.6528%  | 0.0000% | $50000000.00       | $36101471.84       | Agency Collateralized Mortgage Obligation |
| MNRA RC006A1 R21M006   | 2033-03-25      | 1.4947%  | 0.0000% | $48100000.00       | $21413610.62       | Agency Collateralized Mortgage Obligation |
| MNRA CL003A1 R22M003   | 2031-11-25      | 1.7072%  | 0.0000% | $7041227.00        | $5675874.58        | Agency Collateralized Mortgage Obligation |
| MNRM CL001A2 R20M001   | 2029-10-25      | 2.4440%  | 0.0000% | $8711228.00        | $8178847.11        | Agency Collateralized Mortgage Obligation |
| FNRM RC081AX R13F081   | 2043-08-25      | 3.5000%  | 0.0000% | $9663281.00        | $1035305.75        | Agency Collateralized Mortgage Obligation |
| FNRM RC061BA R13F061   | 2043-01-25      | 3.0000%  | 0.0000% | $144060060.00      | $13768050.02       | Agency Collateralized Mortgage Obligation |
| MNRA CL01GA2 R21M01G   | 2030-11-25      | 1.4683%  | 0.0000% | $12424925.00       | $10944225.98       | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2054-03-25      | 5.5328%  | 0.0000% | $50000000.00       | $32679782.01       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2052-08-25      | 4.8828%  | 0.0000% | $18423632.00       | $12402560.88       | Agency Collateralized Mortgage Obligation |
| FNMS 04.000 CLBJ5332   | 2048-05-01      | 4.0000%  | 0.0000% | $1000.00           | $455.52            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE9283   | 2055-09-01      | 6.5000%  | 0.0000% | $1367186.00        | $1449966.03        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 I4BF0605   | 2062-03-01      | 4.0000%  | 0.0000% | $991318.00         | $758288.74         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE8570   | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.92           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB9989   | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $907.32            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDC5256   | 2054-11-01      | 4.5000%  | 0.0000% | $1104750.00        | $1064602.70        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB5973   | 2054-06-01      | 6.0000%  | 0.0000% | $77591.00          | $71911.17          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC8602   | 2055-01-01      | 5.0000%  | 0.0000% | $9177267.00        | $8912269.38        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2030-07-15      | 0.1250%  | 0.0000% | $15000000.00       | $17952952.26       | U.S. Treasuries (including strips)        |
| FNMS 03.500 CLAL2251   | 2042-08-01      | 3.5000%  | 0.0000% | $69700992.00       | $8008760.32        | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2027-06-25      | 3.0605%  | 0.0000% | $1644000.00        | $864735.31         | Agency Collateralized Mortgage Obligation |
| MNRA CL004A1 R23M004   | 2032-09-25      | 3.7669%  | 0.0000% | $14000000.00       | $12062234.48       | Agency Collateralized Mortgage Obligation |
| MNRA CL012A2 R18M012   | 2030-08-25      | 3.6258%  | 0.0000% | $5000000.00        | $4913546.31        | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLQH3353   | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $942.12            | Agency Mortgage-Backed Securities         |
| MNRA CL003A2 R22M003   | 2031-11-25      | 1.7072%  | 0.0000% | $25700000.00       | $22242617.55       | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLQH7482   | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $792.57            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF9002   | 2053-03-01      | 5.0000%  | 0.0000% | $1008.00           | $956.12            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2042-02-15      | 0.7500%  | 0.0000% | $400.00            | $457.75            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2045-05-15      | 3.0000%  | 0.0000% | $688200.00         | $551491.94         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-01-15      | 0.0000%  | 0.0000% | $61000.00          | $60514.44          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-01-02      | 0.0000%  | 0.0000% | $18500.00          | $18375.87          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-10-29      | 0.0000%  | 0.0000% | $3730300.00        | $3596964.16        | U.S. Treasuries (including strips)        |
| FNMS 03.000 CLFS7176   | 2052-07-01      | 3.0000%  | 0.0000% | $112112097.00      | $87396359.70       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA4918   | 2053-02-01      | 5.0000%  | 0.0000% | $2494079.00        | $2007627.03        | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDD2992   | 2055-02-01      | 7.0000%  | 0.0000% | $1000.00           | $943.92            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAR2427   | 2043-01-01      | 3.0000%  | 0.0000% | $32092456.00       | $7439539.30        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAQ4394   | 2042-11-01      | 3.5000%  | 0.0000% | $1000.00           | $96.06             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLAL1704   | 2040-05-01      | 6.5000%  | 0.0000% | $1008.00           | $24.57             | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIAR6867   | 2028-02-01      | 2.0000%  | 0.0000% | $2632000.00        | $104544.14         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $24038400.00       | $24508561.55       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $100.00            | $107.62            | U.S. Treasuries (including strips)        |
| FNMS 05.000 CLBY0766   | 2053-04-01      | 5.0000%  | 0.0000% | $17146043.00       | $14455551.20       | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4730   | 2047-08-01      | 3.5000%  | 0.0000% | $1000.00           | $109.02            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBA0041   | 2046-02-01      | 3.0000%  | 0.0000% | $1000.00           | $221.29            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBM1569   | 2047-07-01      | 3.5000%  | 0.0000% | $1120.00           | $309.95            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF1094   | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1052.63           | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL5525   | 2030-01-01      | 2.3200%  | 0.0000% | $5000000.00        | $4618591.53        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC7426   | 2054-11-01      | 5.0000%  | 0.0000% | $9506401.00        | $8921756.23        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CTAS4449   | 2035-02-01      | 3.5000%  | 0.0000% | $1000.00           | $87.35             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9473   | 2053-07-01      | 5.5000%  | 0.0000% | $1024.00           | $929.46            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRA9995   | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $846.91            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8245   | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $786.43            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI9651   | 2054-07-01      | 6.0000%  | 0.0000% | $1099900.00        | $1014798.95        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD1868   | 2052-11-01      | 5.5000%  | 0.0000% | $10471744.00       | $8866959.03        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8363   | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $774.84            | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2051-10-25      | 3.0000%  | 0.0000% | $1525.00           | $961.88            | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2054-12-25      | 5.6828%  | 0.0000% | $10600000.00       | $8185073.25        | Agency Collateralized Mortgage Obligation |
| MNRA CL053A2 R20M053   | 2032-11-25      | 1.6838%  | 0.0000% | $2250000.00        | $1924149.00        | Agency Collateralized Mortgage Obligation |
| MNRM CL0183A2 R19M01   | 2031-09-25      | 2.5770%  | 0.0000% | $3000000.00        | $2309787.44        | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2053-11-25      | 5.4328%  | 0.0000% | $6200100.00        | $5374239.72        | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2055-01-25      | 5.3828%  | 0.0000% | $5298900.00        | $4695188.75        | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2053-11-25      | 5.7328%  | 0.0000% | $20845400.00       | $10804865.62       | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2054-12-25      | 5.6828%  | 0.0000% | $6400000.00        | $4779195.08        | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2053-10-25      | 5.4828%  | 0.0000% | $1000.00           | $656.31            | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2047-01-15      | 4.6482%  | 0.0000% | $5178859.00        | $4028365.51        | Agency Collateralized Mortgage Obligation |
| MNRA CL013A1 R22M013   | 2032-05-25      | 2.5922%  | 0.0000% | $22500000.00       | $17607407.69       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2052-10-25      | 5.0028%  | 0.0000% | $4671400.00        | $3112758.61        | Agency Collateralized Mortgage Obligation |
| FNMS 05.000 CLDC6402   | 2054-11-01      | 5.0000%  | 0.0000% | $10000.00          | $9832.99           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLDC7366   | 2054-12-01      | 4.0000%  | 0.0000% | $1000.00           | $940.83            | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2045-08-15      | 4.6982%  | 0.0000% | $3425031.00        | $2673119.07        | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2054-11-25      | 5.1228%  | 0.0000% | $18045100.00       | $16061460.75       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2055-02-25      | 5.5828%  | 0.0000% | $8600000.00        | $6804059.58        | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2055-03-25      | 5.0828%  | 0.0000% | $1012.00           | $905.81            | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2055-08-25      | 5.3828%  | 0.0000% | $8716599.00        | $8553384.02        | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2054-12-25      | 5.5828%  | 0.0000% | $27305000.00       | $20060233.86       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2054-08-25      | 5.2328%  | 0.0000% | $3800000.00        | $2594032.99        | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2051-07-25      | 5.1328%  | 0.0000% | $4655932.00        | $4525923.79        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | 0.0000% | $119300.00         | $113450.67         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $90000.00          | $84937.56          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | 0.0000% | $100.00            | $83.18             | U.S. Treasuries (including strips)        |

### Security 253: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1C2DQ3, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1C2DQ3
- **C.18 - Value (incl. sponsor support):** $435000000.00
- **C.18.a - Value (excl. sponsor support):** $435000000.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac                                        | 2051-03-25      | 1.2500%  | 0.0000% | $25000000.00       | $14071072.73       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2051-08-25      | 2.0000%  | 0.0000% | $1960000.00        | $1132614.75        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2052-04-25      | 4.5000%  | 0.0000% | $53197632.00       | $50241327.48       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2047-10-25      | 5.5000%  | 0.0000% | $3229000.00        | $1992604.19        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-098 PW                                   | 2055-05-20      | 5.0000%  | 0.0000% | $8340080.00        | $8364390.67        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2052-08-25      | 5.0000%  | 0.0000% | $11090800.00       | $11176805.45       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2039-11-15      | 4.5000%  | 0.0000% | $17231488.00       | $1165098.90        | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2052-08-25      | 4.8828%  | 0.0000% | $89678300.00       | $61291825.38       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2050-03-25      | 4.0000%  | 0.0000% | $3789600.00        | $3670516.68        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-J29       A-2    20271125 1.4 | 2027-11-25      | 1.4090%  | 0.0000% | $50000000.00       | $26749888.85       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-11-25      | 5.4328%  | 0.0000% | $66055552.00       | $58991523.08       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2055-07-25      | 5.6828%  | 0.0000% | $77718400.00       | $67222376.93       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-160 GF                                   | 2054-10-20      | 5.3838%  | 0.0000% | $100000000.00      | $88576598.08       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2050-09-25      | 5.0000%  | 0.0000% | $29362560.00       | $27270509.37       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2052-11-25      | 5.0000%  | 0.0000% | $27755560.00       | $26353015.30       | Agency Collateralized Mortgage Obligation |

### Security 254: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.120000%
- **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: ARP1C2HA4, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1C2HA4
- **C.18 - Value (incl. sponsor support):** $453000000.00
- **C.18.a - Value (excl. sponsor support):** $453000000.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAR 1N1433 G        | 2037-02-01      | 6.0990%  | 0.0000% | $124000.00         | $1156.30           | Agency Mortgage-Backed Securities |
| FMAR 1G1834 G        | 2036-02-01      | 7.3200%  | 0.0000% | $24354966.00       | $101701.14         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WSBO9776 | 2049-03-01      | 4.3070%  | 0.0000% | $879041.00         | $373559.19         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4901 | 2030-09-01      | 4.5100%  | 0.0000% | $17569000.00       | $17891713.24       | Agency Mortgage-Backed Securities |
| FMAR 1G2604 G        | 2036-10-01      | 6.5670%  | 0.0000% | $4947327.00        | $38620.73          | Agency Mortgage-Backed Securities |
| FMAR 1N1447 G        | 2037-02-01      | 6.3200%  | 0.0000% | $1340000.00        | $5021.03           | Agency Mortgage-Backed Securities |
| FMAR 1Q1148 G        | 2037-05-01      | 6.3740%  | 0.0000% | $835000.00         | $12756.65          | Agency Mortgage-Backed Securities |
| FMAR 1G1471 G        | 2037-01-01      | 6.4850%  | 0.0000% | $500000.00         | $2581.36           | Agency Mortgage-Backed Securities |
| FMAR 1Q1104 G        | 2037-04-01      | 6.5400%  | 0.0000% | $180000.00         | $7971.97           | Agency Mortgage-Backed Securities |
| FMAR 1N1463 G        | 2037-05-01      | 6.8560%  | 0.0000% | $3000000.00        | $14078.11          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4956 | 2030-09-01      | 4.3700%  | 0.0000% | $7087000.00        | $7175514.27        | Agency Mortgage-Backed Securities |
| FMAR 1H1343 G        | 2036-08-01      | 6.6010%  | 0.0000% | $755000.00         | $2560.54           | Agency Mortgage-Backed Securities |
| FMAR 841022 G        | 2049-05-01      | 6.5430%  | 0.0000% | $15800000.00       | $968127.33         | Agency Mortgage-Backed Securities |
| FMAR 1J1264 G        | 2036-02-01      | 6.6550%  | 0.0000% | $47302415.00       | $166905.64         | Agency Mortgage-Backed Securities |
| FMAR 847986 G        | 2031-06-01      | 5.7100%  | 0.0000% | $10647613.00       | $397637.96         | Agency Mortgage-Backed Securities |
| FMAR 848645 G        | 2036-01-01      | 6.5150%  | 0.0000% | $336320.00         | $20096.19          | Agency Mortgage-Backed Securities |
| FMAR 1Q0789 G        | 2038-05-01      | 6.8710%  | 0.0000% | $254700.00         | $552.43            | Agency Mortgage-Backed Securities |
| FMAR 1L2606 G        | 2036-11-01      | 6.2250%  | 0.0000% | $1680845.00        | $54312.45          | Agency Mortgage-Backed Securities |
| FMAR 1G2127 G        | 2037-08-01      | 6.4120%  | 0.0000% | $20408134.00       | $151300.66         | Agency Mortgage-Backed Securities |
| FMAR 1N1440 G        | 2037-03-01      | 6.0600%  | 0.0000% | $125000.00         | $3513.70           | Agency Mortgage-Backed Securities |
| FMAR 1Q0092 G        | 2036-03-01      | 6.4950%  | 0.0000% | $333657.00         | $3901.11           | Agency Mortgage-Backed Securities |
| FMAR 1G0626 G        | 2036-01-01      | 6.6030%  | 0.0000% | $13375620.00       | $33442.46          | Agency Mortgage-Backed Securities |
| FMAR 2B6311 G        | 2047-07-01      | 6.2650%  | 0.0000% | $520000.00         | $10775.51          | Agency Mortgage-Backed Securities |
| FMAR 410567 G        | 2027-10-01      | 6.5030%  | 0.0000% | $3262376.00        | $6309.60           | Agency Mortgage-Backed Securities |
| FMAR 1N1417 G        | 2037-02-01      | 6.0900%  | 0.0000% | $12955902.00       | $32734.55          | Agency Mortgage-Backed Securities |
| FMAR 848777 G        | 2037-06-01      | 6.5500%  | 0.0000% | $12088248.00       | $132390.86         | Agency Mortgage-Backed Securities |
| FMAR 782836 G        | 2034-11-01      | 6.5010%  | 0.0000% | $2700000.00        | $17167.10          | Agency Mortgage-Backed Securities |
| FMAR 848404 G        | 2036-06-01      | 6.4340%  | 0.0000% | $500000.00         | $17575.74          | Agency Mortgage-Backed Securities |
| FMAR 1L0132 G        | 2035-07-01      | 6.2500%  | 0.0000% | $42316866.00       | $338184.27         | Agency Mortgage-Backed Securities |
| FMAR 847320 G        | 2033-04-01      | 6.4670%  | 0.0000% | $1000000.00        | $5069.24           | Agency Mortgage-Backed Securities |
| FMAR 1J1378 G        | 2036-11-01      | 6.2650%  | 0.0000% | $2454700.00        | $24295.95          | Agency Mortgage-Backed Securities |
| FMAR 848568 G        | 2038-09-01      | 6.5450%  | 0.0000% | $1590000.00        | $49450.69          | Agency Mortgage-Backed Securities |
| FMAR 1Q0317 G        | 2037-09-01      | 6.5680%  | 0.0000% | $18290445.00       | $176037.24         | Agency Mortgage-Backed Securities |
| FMAR 1Q1467 G        | 2039-11-01      | 6.6150%  | 0.0000% | $795000.00         | $10974.20          | Agency Mortgage-Backed Securities |
| FMAR 841881 G        | 2051-01-01      | 3.3270%  | 0.0000% | $2077185.00        | $1769695.06        | Agency Mortgage-Backed Securities |
| FMAR 1J0244 G        | 2037-01-01      | 6.7960%  | 0.0000% | $5172478.00        | $43527.39          | Agency Mortgage-Backed Securities |
| FMAR 1H2617 G        | 2036-05-01      | 6.2500%  | 0.0000% | $22500000.00       | $52740.77          | Agency Mortgage-Backed Securities |
| FMAR 1G1850 G        | 2036-04-01      | 6.2390%  | 0.0000% | $70334541.00       | $155485.39         | Agency Mortgage-Backed Securities |
| FMAR 1G2603 G        | 2036-10-01      | 6.3580%  | 0.0000% | $2475000.00        | $5797.08           | Agency Mortgage-Backed Securities |
| FMAR 1J1433 G        | 2036-10-01      | 6.4230%  | 0.0000% | $18000000.00       | $88719.21          | Agency Mortgage-Backed Securities |
| FMAR 1G1649 G        | 2037-03-01      | 6.7750%  | 0.0000% | $18320000.00       | $50603.12          | Agency Mortgage-Backed Securities |
| FMAR 1G1533 G        | 2037-02-01      | 6.6080%  | 0.0000% | $1260000.00        | $7325.16           | Agency Mortgage-Backed Securities |
| FMAR 1Q0379 G        | 2037-11-01      | 6.9540%  | 0.0000% | $1385000.00        | $2689.36           | Agency Mortgage-Backed Securities |
| FMAR 1J1479 G        | 2037-02-01      | 7.1900%  | 0.0000% | $12107628.00       | $296004.87         | Agency Mortgage-Backed Securities |
| FMAR 1J0358 G        | 2037-04-01      | 6.9250%  | 0.0000% | $1850000.00        | $5378.34           | Agency Mortgage-Backed Securities |
| FMAR 840727 G        | 2047-12-01      | 6.5590%  | 0.0000% | $13307750.00       | $862130.85         | Agency Mortgage-Backed Securities |
| FMAR 1J0453 G        | 2037-06-01      | 6.4950%  | 0.0000% | $360000.00         | $4777.34           | Agency Mortgage-Backed Securities |
| FMAR 841880 G        | 2045-03-01      | 6.6800%  | 0.0000% | $1184360.00        | $1097507.50        | Agency Mortgage-Backed Securities |
| FMAR 840955 G        | 2049-04-01      | 4.8800%  | 0.0000% | $5500000.00        | $601379.46         | Agency Mortgage-Backed Securities |
| FMAR 1G1114 G        | 2035-09-01      | 6.4770%  | 0.0000% | $1675819.00        | $9253.41           | Agency Mortgage-Backed Securities |
| FMAR 1J0506 G        | 2037-07-01      | 6.5190%  | 0.0000% | $43516047.00       | $288801.25         | Agency Mortgage-Backed Securities |
| FMAR 1Q1434 G        | 2040-09-01      | 6.7370%  | 0.0000% | $7900000.00        | $125444.91         | Agency Mortgage-Backed Securities |
| FMAR 841879 G        | 2054-09-01      | 6.1610%  | 0.0000% | $11095295.00       | $9035673.40        | Agency Mortgage-Backed Securities |
| FMAR 1G0608 G        | 2035-12-01      | 6.6030%  | 0.0000% | $13676523.00       | $99084.23          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBS8643 | 2030-06-01      | 4.4800%  | 0.0000% | $3693675.00        | $3758622.12        | Agency Mortgage-Backed Securities |
| FMAR 841938 G        | 2050-07-01      | 3.1690%  | 0.0000% | $5994124.00        | $5412621.45        | Agency Mortgage-Backed Securities |
| FMAR 1B1150 G        | 2033-09-01      | 6.5220%  | 0.0000% | $4185000.00        | $14486.75          | Agency Mortgage-Backed Securities |
| FMAR 1J1732 G        | 2037-06-01      | 6.6280%  | 0.0000% | $5190000.00        | $32428.81          | Agency Mortgage-Backed Securities |
| FMAR 1B2321 G        | 2035-09-01      | 6.5160%  | 0.0000% | $4475000.00        | $186991.89         | Agency Mortgage-Backed Securities |
| FMAR 1N0169 G        | 2036-07-01      | 6.3070%  | 0.0000% | $4800000.00        | $42159.34          | Agency Mortgage-Backed Securities |
| FMAR 841598 G        | 2051-11-01      | 1.9450%  | 0.0000% | $3045000.00        | $2295844.76        | Agency Mortgage-Backed Securities |
| FMAR 841163 G        | 2050-05-01      | 3.6410%  | 0.0000% | $3536525.00        | $652981.98         | Agency Mortgage-Backed Securities |
| FMAR 1J0405 G        | 2037-05-01      | 6.5110%  | 0.0000% | $2120000.00        | $14014.09          | Agency Mortgage-Backed Securities |
| FMAR 1B3940 G        | 2035-11-01      | 6.6760%  | 0.0000% | $2915956.00        | $32375.02          | Agency Mortgage-Backed Securities |
| FMAR 1Q1915 G        | 2040-06-01      | 6.5780%  | 0.0000% | $1562523.00        | $1441678.47        | Agency Mortgage-Backed Securities |
| FMAR 1N1582 G        | 2037-05-01      | 5.9800%  | 0.0000% | $3570000.00        | $25264.73          | Agency Mortgage-Backed Securities |
| FMAR 1J2876 G        | 2037-09-01      | 6.5750%  | 0.0000% | $9995224.00        | $271278.21         | Agency Mortgage-Backed Securities |
| FMAR 782870 G        | 2034-09-01      | 6.5320%  | 0.0000% | $447136.00         | $5351.93           | Agency Mortgage-Backed Securities |
| FMAR 1N1457 G        | 2037-01-01      | 6.2630%  | 0.0000% | $2742606.00        | $14275.53          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5316 | 2030-10-01      | 4.3300%  | 0.0000% | $6949000.00        | $7031334.07        | Agency Mortgage-Backed Securities |
| FMAR 1J1380 G        | 2036-03-01      | 7.4050%  | 0.0000% | $330000.00         | $691.39            | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5216 | 2030-10-01      | 4.3650%  | 0.0000% | $6615000.00        | $6687444.17        | Agency Mortgage-Backed Securities |
| FMAR 1G1946 G        | 2037-05-01      | 6.1190%  | 0.0000% | $45971707.00       | $698406.80         | Agency Mortgage-Backed Securities |
| FMAR 1B4406 G        | 2039-08-01      | 6.6540%  | 0.0000% | $1045000.00        | $9639.95           | Agency Mortgage-Backed Securities |
| FMAR 849192 G        | 2043-12-01      | 6.3650%  | 0.0000% | $10652481.00       | $628947.67         | Agency Mortgage-Backed Securities |
| FMAR 847376 G        | 2034-12-01      | 6.4290%  | 0.0000% | $513000.00         | $821.55            | Agency Mortgage-Backed Securities |
| FMAR 1B7323 G        | 2037-01-01      | 7.0320%  | 0.0000% | $375000.00         | $3130.45           | Agency Mortgage-Backed Securities |
| FMAR 1L1312 G        | 2036-01-01      | 6.1830%  | 0.0000% | $3000000.00        | $5870.44           | Agency Mortgage-Backed Securities |
| FMAR 1G1999 G        | 2037-06-01      | 6.3680%  | 0.0000% | $260000.00         | $3153.19           | Agency Mortgage-Backed Securities |
| FMAR 1N0333 G        | 2036-12-01      | 6.3650%  | 0.0000% | $75000.00          | $2033.46           | Agency Mortgage-Backed Securities |
| FMAR 2B0973 G        | 2042-11-01      | 6.3950%  | 0.0000% | $925000.00         | $11654.16          | Agency Mortgage-Backed Securities |
| FMAR 848595 G        | 2035-06-01      | 6.3150%  | 0.0000% | $5231621.00        | $359273.20         | Agency Mortgage-Backed Securities |
| FMAR 1B1980 G        | 2034-04-01      | 6.5680%  | 0.0000% | $95000.00          | $687.86            | Agency Mortgage-Backed Securities |
| FMAR 972164 G        | 2035-01-01      | 6.3260%  | 0.0000% | $4675000.00        | $37222.68          | Agency Mortgage-Backed Securities |
| FMAR 783015 G        | 2035-02-01      | 6.4350%  | 0.0000% | $4780000.00        | $47629.66          | Agency Mortgage-Backed Securities |
| FMAR 8C0269 G        | 2052-05-01      | 2.5000%  | 0.0000% | $265000.00         | $183131.63         | Agency Mortgage-Backed Securities |
| FMAR 782758 G        | 2036-11-01      | 6.6400%  | 0.0000% | $6250000.00        | $31427.12          | Agency Mortgage-Backed Securities |
| FMAR 781995 G        | 2034-10-01      | 6.3250%  | 0.0000% | $1500000.00        | $11571.47          | Agency Mortgage-Backed Securities |
| FMAR 781095 G        | 2033-11-01      | 6.5590%  | 0.0000% | $11250000.00       | $56413.38          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WE238575 | 2033-03-01      | 4.2070%  | 0.0000% | $4211814.00        | $9417.76           | Agency Mortgage-Backed Securities |
| FMAR 840291 G        | 2041-11-01      | 6.6220%  | 0.0000% | $3000000.00        | $184374.10         | Agency Mortgage-Backed Securities |
| FMAR 840698 G        | 2047-03-01      | 3.2040%  | 0.0000% | $9500000.00        | $1269216.09        | Agency Mortgage-Backed Securities |
| FMAR 2B6506 G        | 2047-10-01      | 6.3800%  | 0.0000% | $70000.00          | $5498.83           | Agency Mortgage-Backed Securities |
| FMAR 786668 G        | 2028-12-01      | 7.4350%  | 0.0000% | $78860802.00       | $90835.82          | Agency Mortgage-Backed Securities |
| FMAR 8C6054 G        | 2055-09-01      | 4.2710%  | 0.0000% | $72400225.00       | $71527753.51       | Agency Mortgage-Backed Securities |
| FMAR 8C6057 G        | 2055-10-01      | 4.1560%  | 0.0000% | $67529351.00       | $66552614.15       | Agency Mortgage-Backed Securities |
| FMAR 8C1126 G        | 2055-09-01      | 4.8670%  | 0.0000% | $10804498.00       | $10588055.20       | Agency Mortgage-Backed Securities |
| FMAR 8C6064 G        | 2055-11-01      | 4.2710%  | 0.0000% | $106193598.00      | $105102051.74      | Agency Mortgage-Backed Securities |
| FMAR 8B6048 G        | 2055-10-01      | 5.1560%  | 0.0000% | $21977894.00       | $22213398.97       | Agency Mortgage-Backed Securities |
| FMAR 8C6063 G        | 2055-10-01      | 4.2400%  | 0.0000% | $100143082.00      | $99036434.15       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4648 | 2030-08-01      | 4.3600%  | 0.0000% | $25000.00          | $25278.73          | Agency Mortgage-Backed Securities |
| FMAR 2B1701 G        | 2043-09-01      | 6.3170%  | 0.0000% | $24912280.00       | $727696.74         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5152 | 2030-10-01      | 4.3400%  | 0.0000% | $7387000.00        | $7459722.56        | Agency Mortgage-Backed Securities |
| FMAR 2B5130 G        | 2046-02-01      | 6.5560%  | 0.0000% | $610000.00         | $11573.97          | Agency Mortgage-Backed Securities |
| FMAR 2B5468 G        | 2046-07-01      | 6.3590%  | 0.0000% | $806000.00         | $97149.79          | Agency Mortgage-Backed Securities |
| FMAR 8B0495 G        | 2055-10-01      | 4.6600%  | 0.0000% | $6335770.00        | $6367222.87        | Agency Mortgage-Backed Securities |
| FMAR 8B0490 G        | 2055-10-01      | 4.9500%  | 0.0000% | $1445062.00        | $1461422.99        | Agency Mortgage-Backed Securities |
| FMAR 8C1053 G        | 2055-06-01      | 5.7390%  | 0.0000% | $6974865.00        | $5529415.18        | Agency Mortgage-Backed Securities |

### Security 255: BANCO BILBAO VIZCAYA ARGENTARIA SA

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA 4.160000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C3XO4, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71, C.5 - Other ID: ARP1C3XO4
- **C.18 - Value (incl. sponsor support):** $157000000.00
- **C.18.a - Value (excl. sponsor support):** $157000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **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 | 2031-11-15      | 1.3750%  | 0.0000% | $182910900.00      | $160140054.65      | U.S. Treasuries (including strips) |

### Security 256: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.130000%
- **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: ARP1C3XP1, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1C3XP1
- **C.18 - Value (incl. sponsor support):** $363000000.00
- **C.18.a - Value (excl. sponsor support):** $363000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **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 03.500 CLMA5262 | 2053-12-01      | 3.5000%  | 0.0000% | $1000.00           | $844.72            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA8284 | 2050-12-01      | 3.0000%  | 0.0000% | $1600000.00        | $902490.55         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB0200 | 2051-04-01      | 3.0000%  | 0.0000% | $3266285.00        | $2034468.05        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICA7475 | 2035-10-01      | 3.5000%  | 0.0000% | $2000000.00        | $759694.11         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM1577 | 2034-09-01      | 3.5000%  | 0.0000% | $5860565.00        | $1281296.11        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC8731 | 2055-01-01      | 6.5000%  | 0.0000% | $1018209.00        | $943432.18         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CTBV1785 | 2045-06-01      | 6.5000%  | 0.0000% | $1078231.00        | $1116045.79        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC8233 | 2054-12-01      | 5.5000%  | 0.0000% | $1222160.00        | $1237351.91        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC8459 | 2054-12-01      | 5.5000%  | 0.0000% | $1214345.00        | $1228740.47        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDA7881 | 2054-03-01      | 5.5000%  | 0.0000% | $891798.00         | $865204.67         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CZAB9638 | 2053-06-01      | 3.5000%  | 0.0000% | $500000.00         | $108622.40         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL651901 | 2032-08-01      | 6.0000%  | 0.0000% | $1000000.00        | $2809.72           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDB2944 | 2054-04-01      | 5.0000%  | 0.0000% | $2707366.00        | $2660849.04        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAO3890 | 2042-06-01      | 4.0000%  | 0.0000% | $1284500.00        | $46686.65          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDE9419 | 2040-09-01      | 5.5000%  | 0.0000% | $1868423.00        | $1906719.60        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF0172 | 2055-09-01      | 6.5000%  | 0.0000% | $2053551.00        | $2173093.52        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDA3417 | 2053-11-01      | 5.5000%  | 0.0000% | $75021.00          | $63348.89          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC9080 | 2055-06-01      | 6.0000%  | 0.0000% | $4397200.00        | $4430432.19        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE9017 | 2055-10-01      | 6.0000%  | 0.0000% | $5516978.00        | $5755388.69        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM5603 | 2048-11-01      | 4.0000%  | 0.0000% | $24000.00          | $4795.10           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB1390 | 2054-04-01      | 6.0000%  | 0.0000% | $4550000.00        | $3670091.15        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIDB8312 | 2039-12-01      | 3.5000%  | 0.0000% | $2576547.00        | $2323373.01        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3234 | 2052-04-01      | 3.0000%  | 0.0000% | $100000.00         | $68381.75          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC6088 | 2055-04-01      | 6.0000%  | 0.0000% | $4815813.00        | $4854816.60        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4803 | 2052-11-01      | 3.5000%  | 0.0000% | $51000.00          | $40375.37          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5854 | 2055-10-01      | 6.0000%  | 0.0000% | $21974922.00       | $22423717.31       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM1719 | 2046-11-04      | 4.5000%  | 0.0000% | $2000.00           | $527.83            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICB0743 | 2036-06-01      | 2.0000%  | 0.0000% | $6255892.00        | $3686162.20        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CNFA3059 | 2034-07-01      | 6.5000%  | 0.0000% | $5081028.00        | $5207204.42        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS7239 | 2051-12-01      | 2.0000%  | 0.0000% | $685000.00         | $493192.52         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3886 | 2052-10-01      | 4.5000%  | 0.0000% | $37000.00          | $30502.52          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5360 | 2039-05-01      | 5.5000%  | 0.0000% | $25000000.00       | $15738645.12       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDC6766 | 2040-01-01      | 4.5000%  | 0.0000% | $1282086.00        | $1109522.87        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDC7718 | 2039-12-01      | 4.5000%  | 0.0000% | $1136521.00        | $1049765.84        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5494 | 2054-10-01      | 4.0000%  | 0.0000% | $1000.00           | $915.12            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCA2219 | 2048-08-01      | 5.0000%  | 0.0000% | $230000.00         | $25154.55          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBT9728 | 2051-10-01      | 2.0000%  | 0.0000% | $45000.00          | $29071.44          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIBU5643 | 2040-02-01      | 5.5000%  | 0.0000% | $1255817.00        | $1256449.29        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE1386 | 2055-06-01      | 6.5000%  | 0.0000% | $1127341.00        | $1192012.89        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE6088 | 2055-07-01      | 7.0000%  | 0.0000% | $1295800.00        | $1364274.48        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD6036 | 2055-04-01      | 6.0000%  | 0.0000% | $1062695.00        | $1094608.68        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE6082 | 2055-07-01      | 6.5000%  | 0.0000% | $5323360.00        | $5237651.40        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD6641 | 2055-06-01      | 5.0000%  | 0.0000% | $6497799.00        | $5886502.31        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAE0678 | 2034-10-01      | 5.0000%  | 0.0000% | $230000.00         | $4145.53           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD8714 | 2055-10-01      | 5.5000%  | 0.0000% | $2605922.00        | $2694889.04        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0419 | 2055-05-01      | 6.5000%  | 0.0000% | $10932274.00       | $11103337.48       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1030 | 2052-03-01      | 3.0000%  | 0.0000% | $4847960.00        | $3513444.03        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1206 | 2052-04-01      | 3.5000%  | 0.0000% | $289932.00         | $207332.39         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM9498 | 2048-05-01      | 4.5000%  | 0.0000% | $15000.00          | $8552.85           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL995079 | 2035-02-01      | 5.5000%  | 0.0000% | $830000.00         | $11597.87          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL890556 | 2043-10-01      | 4.5000%  | 0.0000% | $6500000.00        | $1067744.46        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA4899 | 2038-01-01      | 5.0000%  | 0.0000% | $55000.00          | $33503.11          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD8731 | 2055-10-01      | 5.0000%  | 0.0000% | $2599233.00        | $2618695.19        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA2334 | 2045-07-01      | 3.5000%  | 0.0000% | $1167000.00        | $164577.85         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC0297 | 2054-07-01      | 6.5000%  | 0.0000% | $1511643.00        | $1568104.17        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC5000 | 2054-10-01      | 5.0000%  | 0.0000% | $1251551.00        | $1090194.01        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC8545 | 2054-12-01      | 5.0000%  | 0.0000% | $837338.00         | $702056.89         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC8809 | 2054-12-01      | 5.5000%  | 0.0000% | $100000.00         | $99578.57          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC8646 | 2055-01-01      | 5.0000%  | 0.0000% | $173218.00         | $155195.66         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD8939 | 2055-09-01      | 6.0000%  | 0.0000% | $1023333.00        | $1066484.82        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBU7817 | 2051-12-01      | 2.0000%  | 0.0000% | $746321.00         | $481159.16         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR1035 | 2051-05-01      | 2.0000%  | 0.0000% | $650259.00         | $402649.33         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS2695 | 2052-08-01      | 4.5000%  | 0.0000% | $3000000.00        | $2160934.85        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS1623 | 2052-03-01      | 2.5000%  | 0.0000% | $100000.00         | $63995.51          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4891 | 2052-10-01      | 4.5000%  | 0.0000% | $105000.00         | $91949.54          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA6422 | 2050-07-01      | 3.0000%  | 0.0000% | $39000.00          | $11948.05          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL995672 | 2039-04-01      | 4.5000%  | 0.0000% | $170000.00         | $2256.48           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL995876 | 2038-11-01      | 6.0000%  | 0.0000% | $987000.00         | $10298.52          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS7514 | 2037-06-01      | 2.0000%  | 0.0000% | $24000.00          | $17817.34          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL888635 | 2036-09-01      | 5.5000%  | 0.0000% | $5400000.00        | $73336.34          | Agency Mortgage-Backed Securities |
| FNMS 05.500 NP256576 | 2037-01-01      | 5.5000%  | 0.0000% | $375000.00         | $933.71            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDC9248 | 2039-12-01      | 4.5000%  | 0.0000% | $1082041.00        | $903033.05         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS3976 | 2044-12-01      | 4.0000%  | 0.0000% | $550000.00         | $40272.46          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS8121 | 2046-10-01      | 3.5000%  | 0.0000% | $64051023.00       | $15977913.35       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD8291 | 2055-04-01      | 6.5000%  | 0.0000% | $1966300.00        | $2062993.95        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD6322 | 2055-04-01      | 5.0000%  | 0.0000% | $2078181.00        | $2074539.98        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDD7417 | 2040-04-01      | 5.0000%  | 0.0000% | $3675982.00        | $3634794.93        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC7717 | 2054-12-01      | 6.5000%  | 0.0000% | $100000.00         | $90268.51          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL726489 | 2033-07-01      | 4.5000%  | 0.0000% | $335100.00         | $2521.17           | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDD8696 | 2055-09-01      | 7.5000%  | 0.0000% | $811414.00         | $710178.15         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDB7495 | 2039-07-01      | 6.0000%  | 0.0000% | $1043601.00        | $986604.85         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM1322 | 2049-05-01      | 4.5000%  | 0.0000% | $2400000.00        | $341821.56         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM6599 | 2050-06-01      | 3.5000%  | 0.0000% | $3000.00           | $956.38            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM7171 | 2036-05-01      | 2.0000%  | 0.0000% | $115000.00         | $56601.59          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA2435 | 2055-08-01      | 5.5000%  | 0.0000% | $89061703.00       | $90405885.20       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDD2305 | 2040-02-01      | 5.5000%  | 0.0000% | $1009792.00        | $1005086.78        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5722 | 2040-04-01      | 3.5000%  | 0.0000% | $2403748.00        | $2248351.00        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAD0220 | 2038-10-01      | 6.0000%  | 0.0000% | $765000.00         | $8592.81           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL747494 | 2033-10-01      | 4.5000%  | 0.0000% | $47000.00          | $522.31            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDD8705 | 2040-09-01      | 4.5000%  | 0.0000% | $7116153.00        | $7019990.28        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBK4769 | 2048-08-01      | 5.0000%  | 0.0000% | $500000.00         | $65410.68          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDF0487 | 2040-10-01      | 5.0000%  | 0.0000% | $1156528.00        | $1176030.15        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBC5074 | 2044-07-01      | 3.5000%  | 0.0000% | $125000.00         | $15317.11          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX6155 | 2053-02-01      | 5.0000%  | 0.0000% | $69449.00          | $44285.96          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBX4573 | 2053-08-01      | 3.0000%  | 0.0000% | $1000.00           | $830.88            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB5118 | 2052-11-01      | 4.0000%  | 0.0000% | $8000.00           | $6198.16           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA0682 | 2050-03-01      | 5.0000%  | 0.0000% | $10455330.00       | $9750881.04        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA1053 | 2048-01-01      | 3.5000%  | 0.0000% | $44000.00          | $6452.15           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF0762 | 2055-10-01      | 5.5000%  | 0.0000% | $2737461.00        | $2784525.87        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE9489 | 2055-09-01      | 5.5000%  | 0.0000% | $5210084.00        | $5336866.44        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD8840 | 2055-07-01      | 6.0000%  | 0.0000% | $1263998.00        | $983515.12         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF0374 | 2055-09-01      | 5.5000%  | 0.0000% | $5781992.00        | $5743176.14        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDE3996 | 2040-09-01      | 5.5000%  | 0.0000% | $1017966.00        | $1041321.59        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL701979 | 2033-05-01      | 6.5000%  | 0.0000% | $2556680.00        | $54226.15          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CKAC8163 | 2036-01-01      | 6.0000%  | 0.0000% | $4480653.00        | $343293.58         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM1153 | 2034-06-01      | 3.0000%  | 0.0000% | $5500000.00        | $1362819.27        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5813 | 2053-05-01      | 6.0000%  | 0.0000% | $17205063.00       | $10836911.24       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4653 | 2053-05-01      | 5.5000%  | 0.0000% | $200000.00         | $158891.92         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM1737 | 2049-10-01      | 3.0000%  | 0.0000% | $750000.00         | $194419.66         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA3840 | 2049-07-01      | 4.5000%  | 0.0000% | $11000.00          | $2426.37           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFM5905 | 2049-07-01      | 5.5000%  | 0.0000% | $2007622.00        | $766926.99         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS6203 | 2046-03-01      | 4.0000%  | 0.0000% | $3000000.00        | $2260523.37        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS7610 | 2054-04-01      | 4.5000%  | 0.0000% | $35000.00          | $32063.60          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS9751 | 2047-07-01      | 3.5000%  | 0.0000% | $1696000.00        | $1456444.74        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS4959 | 2053-05-01      | 6.5000%  | 0.0000% | $25207453.00       | $17342825.54       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS8852 | 2052-04-01      | 2.5000%  | 0.0000% | $2000.00           | $1573.22           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR2219 | 2051-08-01      | 2.5000%  | 0.0000% | $275000.00         | $168439.49         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE7533 | 2040-09-01      | 5.0000%  | 0.0000% | $1565443.00        | $1583667.51        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE8824 | 2055-09-01      | 6.5000%  | 0.0000% | $1126322.00        | $1035928.50        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM5137 | 2044-06-01      | 4.5000%  | 0.0000% | $33125342.00       | $8515172.96        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF2658 | 2055-11-01      | 5.5000%  | 0.0000% | $8941149.00        | $9103907.71        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDB1075 | 2054-04-01      | 5.0000%  | 0.0000% | $476250.00         | $441246.79         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAT7899 | 2043-07-01      | 3.5000%  | 0.0000% | $484000.00         | $67808.25          | Agency Mortgage-Backed Securities |
| FNMS 07.000 K2697789 | 2033-05-01      | 7.0000%  | 0.0000% | $54428.00          | $2307.20           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL535300 | 2030-05-01      | 6.5000%  | 0.0000% | $21652911.00       | $12142.63          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4494 | 2051-12-01      | 3.0000%  | 0.0000% | $2773000.00        | $1690054.69        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5469 | 2054-09-01      | 5.0000%  | 0.0000% | $580434.00         | $544912.45         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBV1713 | 2055-06-01      | 5.5000%  | 0.0000% | $7087338.00        | $7220186.29        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBV1464 | 2055-04-01      | 6.0000%  | 0.0000% | $2539063.00        | $2418749.36        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD9337 | 2055-06-01      | 6.5000%  | 0.0000% | $4429323.00        | $4660113.73        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD4363 | 2055-04-01      | 5.5000%  | 0.0000% | $75000.00          | $75887.63          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD8352 | 2055-05-01      | 5.0000%  | 0.0000% | $2768029.00        | $2751428.67        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE6130 | 2055-08-01      | 6.0000%  | 0.0000% | $9257862.00        | $9546506.29        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE8933 | 2055-09-01      | 5.5000%  | 0.0000% | $3436595.00        | $3504112.56        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM3619 | 2050-01-01      | 4.5000%  | 0.0000% | $1811268.00        | $241934.01         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL995069 | 2038-10-01      | 6.0000%  | 0.0000% | $155000.00         | $1919.50           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3747 | 2049-08-01      | 4.5000%  | 0.0000% | $171138.00         | $16585.21          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAB1854 | 2040-11-01      | 4.5000%  | 0.0000% | $20395380.00       | $667424.46         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB4937 | 2042-04-01      | 3.5000%  | 0.0000% | $845000.00         | $107944.50         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM7222 | 2051-05-01      | 2.5000%  | 0.0000% | $88821.00          | $61028.07          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM9681 | 2051-08-01      | 4.0000%  | 0.0000% | $21000.00          | $9561.23           | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** FICC - BANK OF NEW YORK 4.000000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C4SV2, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1C4SV2
- **C.18 - Value (incl. sponsor support):** $453000000.00
- **C.18.a - Value (excl. sponsor support):** $453000000.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-10-31      | 4.1250%  | 0.0000% | $104165800.00      | $105175687.43      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $6300000.00        | $6339702.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | 0.0000% | $363265000.00      | $354594950.30      | U.S. Treasuries (including strips) |

### Security 258: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 4.050000%
- **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: ARP1C4YB9, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: ARP1C4YB9
- **C.18 - Value (incl. sponsor support):** $468000000.00
- **C.18.a - Value (excl. sponsor support):** $468000000.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 06.000 CLQY5054 | 2055-06-01      | 6.0000%  | 0.0000% | $52341625.00       | $47396635.92       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ2452 | 2054-09-01      | 6.0000%  | 0.0000% | $126889689.00      | $119050245.08      | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA0882 | 2049-07-01      | 3.0000%  | 0.0000% | $6000000.00        | $732973.27         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA2055 | 2050-01-02      | 3.0000%  | 0.0000% | $300000000.00      | $58772867.68       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA5845 | 2051-09-01      | 2.5000%  | 0.0000% | $2419368.00        | $1574159.17        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA2744 | 2049-09-01      | 3.0000%  | 0.0000% | $350000000.00      | $56639861.83       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8350 | 2053-08-01      | 6.0000%  | 0.0000% | $40909564.00       | $31314742.93       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ9046 | 2054-11-01      | 6.0000%  | 0.0000% | $1679378.00        | $1718313.41        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA9799 | 2053-09-01      | 6.0000%  | 0.0000% | $16746832.00       | $13916796.42       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD7110 | 2054-02-01      | 6.5000%  | 0.0000% | $172823240.00      | $155603404.89      | Agency Mortgage-Backed Securities |

### Security 259: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 4.040000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C4YL7, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP1C4YL7
- **C.18 - Value (incl. sponsor support):** $531000000.00
- **C.18.a - Value (excl. sponsor support):** $531000000.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $779500.00         | $709036.68         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-15      | 3.3750%  | 0.0000% | $100.00            | $99.81             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 3.6250%  | 0.0000% | $136800.00         | $136264.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $2600.00           | $2761.37           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $945400.00         | $1240745.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $18964300.00       | $19585077.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $6500000.00        | $6623883.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $68100.00          | $70436.50          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $1049700.00        | $1411021.11        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $200.00            | $203.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $53359000.00       | $54045346.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $100.00            | $93.36             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $5000200.00        | $5158667.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 3.3750%  | 0.0000% | $887300.00         | $760698.55         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | 0.0000% | $11062600.00       | $11136030.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 2.1250%  | 0.0000% | $9000000.00        | $13652031.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-24      | 0.0000%  | 0.0000% | $4780500.00        | $4724008.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-15      | 1.1250%  | 0.0000% | $811600.00         | $805769.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-06      | 0.0000%  | 0.0000% | $4715200.00        | $4683410.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $200.00            | $201.71            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 1.0000%  | 0.0000% | $100.00            | $106.45            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $496200.00         | $521759.73         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $25370800.00       | $26821014.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $2170000.00        | $2235208.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $194000.00         | $163369.32         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-26      | 0.0000%  | 0.0000% | $195000.00         | $192120.63         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-06      | 0.0000%  | 0.0000% | $3338000.00        | $3336928.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-08      | 0.0000%  | 0.0000% | $143000.00         | $142012.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.0000%  | 0.0000% | $39317400.00       | $38599110.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $5425400.00        | $5603659.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $708000.00         | $726407.17         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $4191500.00        | $4365065.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-19      | 0.0000%  | 0.0000% | $943100.00         | $932540.11         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $17419600.00       | $17343321.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-15      | 0.1250%  | 0.0000% | $700.00            | $838.80            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $100.00            | $87.55             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $478600.00         | $486696.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $100.00            | $60.90             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $1257500.00        | $845420.93         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.9555%  | 0.0000% | $22608200.00       | $22613784.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 0.7500%  | 0.0000% | $100.00            | $114.28            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | 0.0000% | $400.00            | $332.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.6250%  | 0.0000% | $23655700.00       | $25506175.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.1250%  | 0.0000% | $301200.00         | $192721.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $100.00            | $63.17             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $100.00            | $102.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $750000.00         | $447696.59         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-04      | 0.0000%  | 0.0000% | $13700.00          | $13698.53          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-12      | 0.0000%  | 0.0000% | $100.00            | $99.90             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $19989400.00       | $20417688.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 5.2500%  | 0.0000% | $51600.00          | $55232.13          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $28208700.00       | $29521894.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | 0.0000% | $735300.00         | $767900.17         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 0.8750%  | 0.0000% | $20000.00          | $25428.21          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 4.8750%  | 0.0000% | $2137900.00        | $2223230.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $8867100.00        | $9478619.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 4.0000%  | 0.0000% | $21260500.00       | $21593148.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $49900.00          | $51924.02          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $100.00            | $129.47            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $185468400.00      | $181648552.30      | U.S. Treasuries (including strips) |

### Security 260: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.050000%
- **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: ARP1C4ZC6, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1C4ZC6
- **C.18 - Value (incl. sponsor support):** $630000000.00
- **C.18.a - Value (excl. sponsor support):** $630000000.00
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 03.000 CLCB1150 | 2051-07-01      | 3.0000%  | 0.0000% | $12000.00          | $7398.11           | Agency Mortgage-Backed Securities |
| FNMS 02.500 RIBM1028 | 2029-12-01      | 2.5000%  | 0.0000% | $750000.00         | $52670.91          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDC9113 | 2040-06-01      | 5.5000%  | 0.0000% | $1601826.00        | $1592393.09        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5306 | 2053-07-01      | 6.0000%  | 0.0000% | $200000.00         | $148520.13         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3358 | 2048-05-01      | 4.5000%  | 0.0000% | $14000.00          | $1288.35           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDE6362 | 2055-08-01      | 4.0000%  | 0.0000% | $1223189.00        | $1163266.58        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3008 | 2047-05-01      | 4.5000%  | 0.0000% | $9000.00           | $889.84            | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4496 | 2036-12-01      | 1.5000%  | 0.0000% | $1964512.00        | $1173546.89        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4963 | 2053-03-01      | 3.5000%  | 0.0000% | $127250.00         | $100016.18         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5272 | 2054-02-01      | 6.0000%  | 0.0000% | $4896000.00        | $3647892.55        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0675 | 2052-02-01      | 3.0000%  | 0.0000% | $2000.00           | $1294.72           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS3141 | 2050-04-01      | 4.0000%  | 0.0000% | $31856591.00       | $21160687.36       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5291 | 2052-12-01      | 5.5000%  | 0.0000% | $96296085.00       | $73735646.99       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY6776 | 2053-07-01      | 5.5000%  | 0.0000% | $504888.00         | $342802.80         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA4341 | 2048-03-01      | 3.0000%  | 0.0000% | $184411.00         | $44346.60          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW1478 | 2052-06-01      | 4.5000%  | 0.0000% | $750000.00         | $588539.68         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY7306 | 2053-09-01      | 5.5000%  | 0.0000% | $1297915.00        | $1106743.17        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM1135 | 2044-07-01      | 4.5000%  | 0.0000% | $105000.00         | $17362.38          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAI9958 | 2026-10-01      | 4.0000%  | 0.0000% | $4819537.00        | $35049.62          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC1035 | 2054-09-01      | 5.5000%  | 0.0000% | $2982550.00        | $2812166.14        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB3543 | 2054-05-01      | 6.0000%  | 0.0000% | $13331738.00       | $11490998.43       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CZAD0470 | 2049-02-01      | 5.0000%  | 0.0000% | $5500000.00        | $268393.03         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA1166 | 2052-07-01      | 4.0000%  | 0.0000% | $2581983.00        | $2448285.83        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS9792 | 2050-12-01      | 4.5000%  | 0.0000% | $449000.00         | $405060.23         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT7190 | 2051-08-01      | 2.5000%  | 0.0000% | $70000.00          | $38725.50          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV5657 | 2052-04-01      | 3.0000%  | 0.0000% | $1003534.00        | $675008.83         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB3696 | 2037-05-01      | 2.5000%  | 0.0000% | $7000.00           | $4497.94           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB4315 | 2052-07-01      | 3.0000%  | 0.0000% | $924849.00         | $703733.09         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD0657 | 2055-08-01      | 6.0000%  | 0.0000% | $92361138.00       | $90792462.24       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE7543 | 2055-08-01      | 6.0000%  | 0.0000% | $9936245.00        | $10311456.28       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD3856 | 2055-03-01      | 6.0000%  | 0.0000% | $4186343.00        | $4090053.87        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE2451 | 2055-07-01      | 6.5000%  | 0.0000% | $1962538.00        | $2073389.56        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE6793 | 2055-09-01      | 5.5000%  | 0.0000% | $1681782.00        | $1705918.68        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM8461 | 2036-07-01      | 2.0000%  | 0.0000% | $400000.00         | $199904.13         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA1193 | 2055-03-01      | 6.0000%  | 0.0000% | $16054794.00       | $15891272.00       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0893 | 2052-02-01      | 3.0000%  | 0.0000% | $125000.00         | $84355.00          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA2840 | 2053-11-01      | 3.0000%  | 0.0000% | $38619314.00       | $34170823.89       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS1671 | 2052-05-01      | 4.0000%  | 0.0000% | $20500000.00       | $14212056.12       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS1107 | 2051-12-01      | 2.5000%  | 0.0000% | $300000.00         | $184069.04         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD6643 | 2055-07-01      | 6.0000%  | 0.0000% | $1929262.00        | $1899569.65        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE2731 | 2055-08-01      | 5.5000%  | 0.0000% | $24905713.00       | $25399587.59       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTAD5542 | 2030-05-01      | 5.0000%  | 0.0000% | $263125.00         | $6511.05           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA7768 | 2054-02-01      | 6.0000%  | 0.0000% | $1020398.00        | $670363.88         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC1482 | 2054-08-01      | 5.5000%  | 0.0000% | $14431000.00       | $14124022.50       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDD8220 | 2040-04-01      | 5.0000%  | 0.0000% | $4717712.00        | $4580805.96        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV1748 | 2055-06-01      | 5.0000%  | 0.0000% | $3186382.00        | $3212423.26        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICA5477 | 2035-03-01      | 3.5000%  | 0.0000% | $750701.00         | $168576.03         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB3750 | 2052-06-01      | 4.5000%  | 0.0000% | $35000.00          | $25345.71          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4418 | 2052-08-01      | 5.5000%  | 0.0000% | $1332770.00        | $923467.95         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFA0191 | 2037-09-01      | 3.0000%  | 0.0000% | $13027760.00       | $11091788.13       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM9672 | 2051-12-01      | 2.5000%  | 0.0000% | $1390000.00        | $938932.30         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS1067 | 2037-04-01      | 2.5000%  | 0.0000% | $500000.00         | $327284.57         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM7658 | 2049-02-01      | 3.0000%  | 0.0000% | $701000.00         | $328117.17         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1072 | 2052-03-01      | 3.0000%  | 0.0000% | $1943000.00        | $1282611.45        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4341 | 2052-08-01      | 4.5000%  | 0.0000% | $5237000.00        | $3991498.29        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIBV5429 | 2039-10-01      | 5.5000%  | 0.0000% | $1033012.00        | $675166.95         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBM1144 | 2047-03-01      | 2.5000%  | 0.0000% | $1125000.00        | $296235.53         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB8786 | 2054-08-01      | 5.5000%  | 0.0000% | $1186449.00        | $1080155.62        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD8143 | 2055-05-01      | 5.0000%  | 0.0000% | $10902487.00       | $10852150.38       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC9961 | 2054-12-01      | 6.0000%  | 0.0000% | $1173656.00        | $1214360.36        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS8700 | 2047-01-01      | 4.5000%  | 0.0000% | $12000.00          | $1251.82           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM3422 | 2035-05-01      | 3.0000%  | 0.0000% | $2000.00           | $640.28            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB4081 | 2052-07-01      | 3.5000%  | 0.0000% | $9000.00           | $6564.73           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM9152 | 2050-07-01      | 5.0000%  | 0.0000% | $111130.00         | $54982.70          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTFM0068 | 2040-02-01      | 3.5000%  | 0.0000% | $700000.00         | $246849.96         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA2455 | 2035-11-01      | 4.0000%  | 0.0000% | $2000000.00        | $201067.77         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM5902 | 2050-05-01      | 5.0000%  | 0.0000% | $3477118.00        | $534299.24         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4806 | 2052-11-01      | 5.0000%  | 0.0000% | $7191983.00        | $5689840.21        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL190391 | 2038-09-01      | 6.0000%  | 0.0000% | $103000.00         | $597.23            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF1795 | 2055-09-01      | 6.5000%  | 0.0000% | $1113962.00        | $1184123.26        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF2694 | 2055-10-01      | 5.5000%  | 0.0000% | $1178146.00        | $1209705.39        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA4832 | 2037-12-01      | 3.5000%  | 0.0000% | $4000.00           | $2553.74           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBV8126 | 2052-04-01      | 2.5000%  | 0.0000% | $1500087.00        | $1078173.32        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV2615 | 2052-07-01      | 4.5000%  | 0.0000% | $44000.00          | $29155.82          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6621 | 2053-06-01      | 4.5000%  | 0.0000% | $55000.00          | $49022.47          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS9760 | 2047-06-01      | 4.5000%  | 0.0000% | $773000.00         | $111008.96         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8276 | 2046-11-01      | 3.0000%  | 0.0000% | $175000.00         | $30061.95          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBC0629 | 2046-03-01      | 3.5000%  | 0.0000% | $51724.00          | $4162.64           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE9316 | 2055-09-01      | 6.0000%  | 0.0000% | $4550086.00        | $4738528.40        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE7685 | 2055-08-01      | 5.5000%  | 0.0000% | $4184431.00        | $4277257.26        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE8261 | 2055-09-01      | 5.0000%  | 0.0000% | $1087905.00        | $1088220.13        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE9540 | 2055-10-01      | 5.5000%  | 0.0000% | $5249941.00        | $5374329.60        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CKMA3753 | 2049-08-01      | 3.5000%  | 0.0000% | $422721.00         | $19431.24          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4578 | 2052-04-01      | 2.5000%  | 0.0000% | $1168000.00        | $802174.77         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS2410 | 2052-07-01      | 5.5000%  | 0.0000% | $1500000.00        | $924224.67         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAJ1506 | 2041-09-01      | 4.5000%  | 0.0000% | $115197.00         | $7384.41           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5341 | 2054-04-01      | 4.0000%  | 0.0000% | $245890.00         | $215685.28         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBW5074 | 2053-01-01      | 3.0000%  | 0.0000% | $53379.00          | $44697.04          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE6813 | 2055-09-01      | 6.0000%  | 0.0000% | $3251184.00        | $3364986.70        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE6637 | 2055-08-01      | 7.0000%  | 0.0000% | $5133459.00        | $5411354.07        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM1066 | 2047-02-01      | 4.0000%  | 0.0000% | $181000.00         | $23520.91          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA2854 | 2046-12-01      | 2.5000%  | 0.0000% | $1270000.00        | $309800.17         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAJ1413 | 2041-09-01      | 4.5000%  | 0.0000% | $85000.00          | $5693.82           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAL0675 | 2041-09-01      | 5.5000%  | 0.0000% | $1069492.00        | $17559.63          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS5125 | 2051-10-01      | 2.5000%  | 0.0000% | $563037.00         | $410262.64         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM9141 | 2049-06-01      | 4.5000%  | 0.0000% | $25000.00          | $13911.59          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL3647 | 2042-12-01      | 4.0000%  | 0.0000% | $2000000.00        | $197280.15         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDF0355 | 2040-09-01      | 6.0000%  | 0.0000% | $1045492.00        | $1083154.83        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE7263 | 2055-09-01      | 5.5000%  | 0.0000% | $1868120.00        | $1814201.57        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM4251 | 2049-12-01      | 3.5000%  | 0.0000% | $29000.00          | $4361.32           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5641 | 2053-02-01      | 5.5000%  | 0.0000% | $40898155.00       | $32472878.68       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB4809 | 2052-10-01      | 4.0000%  | 0.0000% | $18000.00          | $14287.80          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE8102 | 2055-08-01      | 6.0000%  | 0.0000% | $19813611.00       | $19937969.07       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE8942 | 2055-09-01      | 6.0000%  | 0.0000% | $5984347.00        | $6237635.21        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE8185 | 2055-08-01      | 5.0000%  | 0.0000% | $1027895.00        | $1042932.38        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE8474 | 2055-08-01      | 6.0000%  | 0.0000% | $1215658.00        | $1261282.01        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD0914 | 2055-01-01      | 5.0000%  | 0.0000% | $2820978.00        | $2625488.19        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE8936 | 2055-09-01      | 5.5000%  | 0.0000% | $43803688.00       | $44412157.34       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE2406 | 2055-06-01      | 6.5000%  | 0.0000% | $1101930.00        | $1160293.97        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAT3954 | 2043-04-01      | 3.5000%  | 0.0000% | $292281.00         | $45163.77          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3775 | 2049-09-01      | 3.5000%  | 0.0000% | $23000.00          | $2645.58           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE9093 | 2055-09-01      | 6.5000%  | 0.0000% | $3205024.00        | $3369502.10        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLAE0443 | 2039-10-01      | 6.5000%  | 0.0000% | $2122000.00        | $34105.88          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE8131 | 2055-08-01      | 5.0000%  | 0.0000% | $1194088.00        | $1206068.88        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE8955 | 2055-09-01      | 6.5000%  | 0.0000% | $1182534.00        | $1239857.21        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTAB1585 | 2030-10-01      | 4.5000%  | 0.0000% | $5100000.00        | $143990.71         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM9983 | 2036-12-01      | 2.5000%  | 0.0000% | $828965.00         | $489625.18         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3042 | 2055-09-01      | 5.5000%  | 0.0000% | $116100086.00      | $118350074.39      | Agency Mortgage-Backed Securities |

### Security 261: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 3.990000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C67A6, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1C67A6
- **C.18 - Value (incl. sponsor support):** $197000000.00
- **C.18.a - Value (excl. sponsor support):** $197000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $200.00            | $262.41            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 4.2500%  | 0.0000% | $70322400.00       | $71736243.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-31      | 3.8750%  | 0.0000% | $135400.00         | $136178.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $126482000.00      | $129223244.39      | U.S. Treasuries (including strips) |

### Security 262: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.010000%
- **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: ARP1C67E8, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1C67E8
- **C.18 - Value (incl. sponsor support):** $544000000.00
- **C.18.a - Value (excl. sponsor support):** $544000000.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| MNAR XX.XXX HXBZ5335 | 2030-10-01      | 4.1300%  | 0.0000% | $9752000.00        | $9772505.21        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4423 | 2030-07-01      | 4.8900%  | 0.0000% | $1185000.00        | $1225041.15        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ5090 | 2033-08-01      | 4.6900%  | 0.0000% | $1889000.00        | $1930124.16        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ0305 | 2029-02-01      | 4.7900%  | 0.0000% | $30000.00          | $30868.97          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5138 | 2030-10-01      | 4.2300%  | 0.0000% | $12434000.00       | $12529120.10       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBS9023 | 2030-07-01      | 4.4500%  | 0.0000% | $55000.00          | $55967.36          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBS9156 | 2030-08-01      | 4.4600%  | 0.0000% | $1000000.00        | $1018173.67        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ1883 | 2034-09-01      | 4.2900%  | 0.0000% | $579000.00         | $574297.36         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4870 | 2030-09-01      | 4.2900%  | 0.0000% | $12856000.00       | $12987131.20       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5095 | 2030-10-01      | 4.3000%  | 0.0000% | $942000.00         | $949455.30         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5221 | 2030-10-01      | 4.2300%  | 0.0000% | $6537000.00        | $6578784.50        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ2700 | 2029-12-01      | 4.5200%  | 0.0000% | $300000.00         | $305786.90         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BZ4727 | 2030-06-01      | 5.1500%  | 0.0000% | $900000.00         | $938611.50         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BZ4357 | 2031-01-01      | 4.8400%  | 0.0000% | $800000.00         | $822616.34         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5109 | 2030-10-01      | 4.1850%  | 0.0000% | $11765000.00       | $11819807.25       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4469 | 2030-07-01      | 4.4600%  | 0.0000% | $1884000.00        | $1910740.87        | Agency Mortgage-Backed Securities |
| FKAR 03.850 WEWE5057 | 2040-01-01      | 3.8500%  | 0.0000% | $17000000.00       | $16200801.66       | Agency Mortgage-Backed Securities |
| FKAR 01.250 WNWN2052 | 2027-03-01      | 1.2500%  | 0.0000% | $4000000.00        | $3615106.61        | Agency Mortgage-Backed Securities |
| FKAR 04.100 WNWN2721 | 2032-07-01      | 4.1000%  | 0.0000% | $30373000.00       | $29979750.65       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4867 | 2030-09-01      | 4.2950%  | 0.0000% | $9825000.00        | $9927427.27        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ0855 | 2029-04-01      | 4.5500%  | 0.0000% | $50000.00          | $50935.78          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ0281 | 2029-01-01      | 4.9100%  | 0.0000% | $50000.00          | $51483.08          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ3867 | 2030-07-01      | 4.6800%  | 0.0000% | $6796000.00        | $6894344.92        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ0874 | 2029-06-01      | 4.7600%  | 0.0000% | $600000.00         | $615559.60         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS8096 | 2033-04-01      | 4.7000%  | 0.0000% | $707000.00         | $716305.30         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5201 | 2030-10-01      | 4.3700%  | 0.0000% | $7500000.00        | $7583922.50        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ0571 | 2034-02-01      | 5.3000%  | 0.0000% | $846000.00         | $879194.56         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ2775 | 2030-01-01      | 4.3250%  | 0.0000% | $570000.00         | $577166.14         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4493 | 2030-08-01      | 4.7400%  | 0.0000% | $2523424.00        | $2595185.13        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBS8643 | 2030-06-01      | 4.4800%  | 0.0000% | $1256325.00        | $1278415.38        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS3801 | 2031-12-01      | 1.9000%  | 0.0000% | $100000.00         | $88119.03          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBS9584 | 2028-09-01      | 4.8150%  | 0.0000% | $30000.00          | $30793.24          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS7108 | 2032-12-01      | 4.8300%  | 0.0000% | $2000000.00        | $2019414.36        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ3856 | 2030-08-01      | 4.4900%  | 0.0000% | $100000.00         | $101731.87         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBS9607 | 2030-09-01      | 5.0600%  | 0.0000% | $90000.00          | $93657.93          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBS8672 | 2030-07-01      | 4.6700%  | 0.0000% | $70000.00          | $71695.45          | Agency Mortgage-Backed Securities |
| FKAR 04.150 WNWN2737 | 2032-07-01      | 4.1500%  | 0.0000% | $50608000.00       | $50238274.80       | Agency Mortgage-Backed Securities |
| FKAR 04.450 WNWN4129 | 2035-05-01      | 4.4500%  | 0.0000% | $11950000.00       | $11913484.78       | Agency Mortgage-Backed Securities |
| FKAR 03.830 WNWN2273 | 2032-10-01      | 3.8300%  | 0.0000% | $58223000.00       | $56599723.37       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ1178 | 2031-06-01      | 5.8100%  | 0.0000% | $4300000.00        | $4488863.17        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBS9744 | 2028-10-01      | 5.2800%  | 0.0000% | $2000000.00        | $2075780.00        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BS7010 | 2029-09-01      | 4.8100%  | 0.0000% | $910000.00         | $932184.28         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BS9899 | 2031-01-01      | 5.8700%  | 0.0000% | $700000.00         | $749925.17         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4131 | 2030-06-01      | 4.4700%  | 0.0000% | $3400000.00        | $3448286.80        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4777 | 2030-09-01      | 4.5700%  | 0.0000% | $2080000.00        | $2119430.67        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4153 | 2030-06-01      | 4.8000%  | 0.0000% | $7425000.00        | $7657773.75        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BZ5337 | 2030-10-01      | 4.5000%  | 0.0000% | $6204000.00        | $6309685.14        | Agency Mortgage-Backed Securities |
| FKAR 04.650 WSWS4019 | 2040-07-01      | 4.6500%  | 0.0000% | $918225.00         | $893643.22         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBS8352 | 2030-04-01      | 4.5300%  | 0.0000% | $85000.00          | $86615.93          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS4030 | 2032-01-01      | 1.9600%  | 0.0000% | $400000.00         | $348837.02         | Agency Mortgage-Backed Securities |
| FKAR 03.870 WNWN3221 | 2034-05-01      | 3.8700%  | 0.0000% | $28730000.00       | $27790040.59       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4305 | 2032-07-01      | 4.4800%  | 0.0000% | $9200000.00        | $9272740.80        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BZ2664 | 2031-10-01      | 5.4400%  | 0.0000% | $500000.00         | $524167.84         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4739 | 2030-08-01      | 4.6100%  | 0.0000% | $30000.00          | $30652.64          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BZ4075 | 2030-12-01      | 5.2400%  | 0.0000% | $490000.00         | $509100.46         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5039 | 2030-09-01      | 4.4300%  | 0.0000% | $7250000.00        | $7366563.09        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ0294 | 2029-01-01      | 4.5700%  | 0.0000% | $50000.00          | $50915.92          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ3381 | 2030-03-01      | 4.4000%  | 0.0000% | $250000.00         | $251370.88         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BZ4828 | 2030-09-01      | 4.8000%  | 0.0000% | $640000.00         | $658988.80         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4198 | 2032-06-01      | 4.6900%  | 0.0000% | $20000000.00       | $20522966.66       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BZ2331 | 2030-08-01      | 4.8600%  | 0.0000% | $1400000.00        | $1442392.00        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4948 | 2030-09-01      | 4.7200%  | 0.0000% | $5215329.00        | $5357318.07        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ3315 | 2030-03-01      | 4.6800%  | 0.0000% | $1427000.00        | $1461523.41        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BZ5156 | 2030-04-01      | 4.1600%  | 0.0000% | $1338000.00        | $1340779.92        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4599 | 2030-08-01      | 4.7300%  | 0.0000% | $3360000.00        | $3452372.00        | Agency Mortgage-Backed Securities |
| FKAR 05.030 WSWS3002 | 2038-05-01      | 5.0300%  | 0.0000% | $520000.00         | $526900.63         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS6767 | 2032-10-01      | 4.2700%  | 0.0000% | $400000.00         | $381911.02         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5066 | 2030-09-01      | 4.7800%  | 0.0000% | $4100000.00        | $4225211.27        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5140 | 2030-10-01      | 4.5900%  | 0.0000% | $6093000.00        | $6227795.44        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ5037 | 2035-09-01      | 4.5400%  | 0.0000% | $34500000.00       | $34705182.99       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5341 | 2030-10-01      | 4.6900%  | 0.0000% | $1260000.00        | $1292232.48        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5117 | 2030-10-01      | 4.3000%  | 0.0000% | $4810000.00        | $4848125.66        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BZ4120 | 2030-07-01      | 4.9900%  | 0.0000% | $490000.00         | $503713.51         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5247 | 2030-10-01      | 4.4500%  | 0.0000% | $3045000.00        | $3090051.79        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5252 | 2030-10-01      | 4.4500%  | 0.0000% | $6760000.00        | $6871690.97        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5354 | 2030-10-01      | 4.0300%  | 0.0000% | $4380000.00        | $4369931.84        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ2150 | 2034-11-01      | 4.3000%  | 0.0000% | $48350000.00       | $48060061.15       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5076 | 2030-10-01      | 4.2300%  | 0.0000% | $5300000.00        | $5335223.80        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5299 | 2030-10-01      | 4.0900%  | 0.0000% | $2497000.00        | $2499847.41        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4869 | 2030-09-01      | 4.2900%  | 0.0000% | $10467000.00       | $10573763.40       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4931 | 2030-10-01      | 4.3800%  | 0.0000% | $2106000.00        | $2130421.18        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5154 | 2030-10-01      | 4.2950%  | 0.0000% | $3770000.00        | $3798645.09        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5196 | 2030-10-01      | 4.3850%  | 0.0000% | $8500000.00        | $8599927.42        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BZ3394 | 2030-03-01      | 4.9000%  | 0.0000% | $460000.00         | $474528.33         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BZ2890 | 2032-03-01      | 4.9500%  | 0.0000% | $500000.00         | $514029.20         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5118 | 2030-10-01      | 4.3000%  | 0.0000% | $5005000.00        | $5044671.30        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4980 | 2030-09-01      | 4.0800%  | 0.0000% | $26068000.00       | $26075507.58       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4863 | 2030-09-01      | 4.2950%  | 0.0000% | $8889000.00        | $8981669.31        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5044 | 2030-10-01      | 4.0600%  | 0.0000% | $1915000.00        | $1914514.23        | Agency Mortgage-Backed Securities |

### Security 263: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 4.010000%
- **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: ARP1C68A5, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: ARP1C68A5
- **C.18 - Value (incl. sponsor support):** $482000000.00
- **C.18.a - Value (excl. sponsor support):** $482000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 DK6216 C | 2055-08-20      | 6.0000%  | 0.0000% | $505648.00         | $526016.78         | Agency Mortgage-Backed Securities |
| GNII SF 005259 M | 2041-12-20      | 4.0000%  | 0.0000% | $59654000.00       | $3063554.46        | Agency Mortgage-Backed Securities |
| GNII SF DL5193 C | 2055-10-20      | 5.5000%  | 0.0000% | $1559041.00        | $1590412.54        | Agency Mortgage-Backed Securities |
| GNII SF DJ3177 C | 2055-08-20      | 6.0000%  | 0.0000% | $4944887.00        | $5098034.15        | Agency Mortgage-Backed Securities |
| GNII SF MA9852 M | 2054-08-20      | 6.0000%  | 0.0000% | $25000000.00       | $19483596.73       | Agency Mortgage-Backed Securities |
| GNII SF MB0423 M | 2055-06-20      | 5.0000%  | 0.0000% | $142377851.00      | $141572228.54      | Agency Mortgage-Backed Securities |
| GNII SF DJ0755 C | 2055-09-20      | 6.0000%  | 0.0000% | $691274.00         | $711707.93         | Agency Mortgage-Backed Securities |
| GNII SF DJ5906 C | 2055-04-20      | 6.5000%  | 0.0000% | $1117302.00        | $1163657.90        | Agency Mortgage-Backed Securities |
| GNII SF MB0205 M | 2055-02-20      | 5.5000%  | 0.0000% | $50000000.00       | $48860954.40       | Agency Mortgage-Backed Securities |
| GNII SF DN0765 C | 2055-10-20      | 5.5000%  | 0.0000% | $2299015.00        | $2350573.48        | Agency Mortgage-Backed Securities |
| GNII SF MA7938 M | 2052-03-20      | 3.5000%  | 0.0000% | $50000000.00       | $34737016.15       | Agency Mortgage-Backed Securities |
| GNII SF DK9445 C | 2055-07-20      | 6.0000%  | 0.0000% | $6026967.00        | $6198382.53        | Agency Mortgage-Backed Securities |
| GNII SF DK8394 C | 2055-07-20      | 6.5000%  | 0.0000% | $10590514.00       | $11184197.11       | Agency Mortgage-Backed Securities |
| GNII SF MB0204 M | 2055-02-20      | 5.0000%  | 0.0000% | $230000000.00      | $224739668.32      | Agency Mortgage-Backed Securities |

### Security 264: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 3.990000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C6AK0, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP1C6AK0
- **C.18 - Value (incl. sponsor support):** $415000000.00
- **C.18.a - Value (excl. sponsor support):** $415000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $200.00            | $143.61            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $700.00            | $475.25            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $100.00            | $81.43             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-17      | 0.0000%  | 0.0000% | $174200.00         | $172271.61         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $3275000.00        | $3372222.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $936700.00         | $742815.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $828400.00         | $871071.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $300.00            | $318.62            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 4.2500%  | 0.0000% | $60998800.00       | $62231656.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.8750%  | 0.0000% | $98200.00          | $99567.19          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $3345300.00        | $3423690.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $7000100.00        | $7136740.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $49484200.00       | $48348874.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | 0.0000% | $2700.00           | $2717.92           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.9245%  | 0.0000% | $100.00            | $99.98             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-15      | 3.3750%  | 0.0000% | $100.00            | $99.81             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-05-15      | 2.5000%  | 0.0000% | $200.00            | $144.39            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $152900.00         | $152087.91         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 3.3750%  | 0.0000% | $10300.00          | $8830.38           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 2.2500%  | 0.0000% | $24900.00          | $24789.30          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $200.00            | $198.74            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $39300.00          | $40122.57          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $228200.00         | $236029.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-15      | 1.1250%  | 0.0000% | $5201400.00        | $5164031.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-05      | 0.0000%  | 0.0000% | $700.00            | $691.14            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 4.5000%  | 0.0000% | $340000.00         | $355448.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | 0.0000% | $48300.00          | $49104.62          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $16919900.00       | $22743961.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-09      | 0.0000%  | 0.0000% | $1283800.00        | $1263071.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.0000%  | 0.0000% | $48241000.00       | $47359685.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | 0.0000% | $549000.00         | $573340.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $43878900.00       | $45085679.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $200.00            | $139.75            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $302200.00         | $228554.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $6555600.00        | $6709091.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | 0.0000% | $34527600.00       | $32783147.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | 0.0000% | $200.00            | $158.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.6250%  | 0.0000% | $527400.00         | $568656.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $300.00            | $218.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 0.7500%  | 0.0000% | $49999300.00       | $51781806.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $19200.00          | $14635.78          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-06      | 0.0000%  | 0.0000% | $300.00            | $291.74            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-12      | 0.0000%  | 0.0000% | $1232400.00        | $1231208.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.6250%  | 0.0000% | $11700.00          | $24802.02          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $4198000.00        | $4506643.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $150500.00         | $162550.86         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $200.00            | $110.17            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $41651200.00       | $44523673.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 4.0000%  | 0.0000% | $16399500.00       | $16656092.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | 0.0000% | $12404100.00       | $12815737.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $1814200.00        | $1832400.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $100.00            | $104.06            | U.S. Treasuries (including strips) |

### Security 265: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 4.010000%
- **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: ARP1C6AL8, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1C6AL8
- **C.18 - Value (incl. sponsor support):** $241000000.00
- **C.18.a - Value (excl. sponsor support):** $241000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 2025-105 DF | 2055-06-20      | 5.5838%  | 0.0000% | $403093.00         | $364065.24         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-106 A  | 2055-07-16      | 5.0000%  | 0.0000% | $17907506.00       | $17983069.84       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-099 FE | 2055-06-20      | 5.2838%  | 0.0000% | $7677059.00        | $7645376.49        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-104 FG | 2055-06-20      | 5.5338%  | 0.0000% | $161882798.00      | $160552779.96      | Agency Collateralized Mortgage Obligation |
| GNRA 2025-100 FL | 2055-06-20      | 5.3338%  | 0.0000% | $10778264.00       | $10752228.03       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-097 EL | 2055-06-20      | 5.0000%  | 0.0000% | $17689.00          | $17336.51          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-101 LF | 2055-06-20      | 5.4338%  | 0.0000% | $25000000.00       | $24883296.89       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-124 GF | 2055-07-20      | 5.4838%  | 0.0000% | $19696582.00       | $19704701.98       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-084 FC | 2055-05-20      | 5.8838%  | 0.0000% | $1000.00           | $992.25            | Agency Collateralized Mortgage Obligation |
| GNRA 2025-105 WF | 2055-06-20      | 5.1838%  | 0.0000% | $14351205.00       | $11146153.43       | Agency Collateralized Mortgage Obligation |

### Security 266: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** GOLDMAN SACHS & CO LLC 4.010000%
- **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: ARP1C6EW0, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP1C6EW0
- **C.18 - Value (incl. sponsor support):** $2665000000.00
- **C.18.a - Value (excl. sponsor support):** $2665000000.00
- **C.19 - Percentage of Net Assets:** 3.0900%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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                             | 2047-08-15      | 2.7500%  | 0.0000% | $400.00            | $296.01            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2048-02-15      | 3.0000%  | 0.0000% | $700.00            | $539.69            | U.S. Treasuries (including strips)        |
| FNMS 06.000 CLMA5354                               | 2054-05-01      | 6.0000%  | 0.0000% | $4000.00           | $3167.00           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0619                               | 2055-03-01      | 6.0000%  | 0.0000% | $125339040.00      | $127008642.53      | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ3860                               | 2055-01-01      | 6.0000%  | 0.0000% | $223908.00         | $216257.69         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAE0949                               | 2041-02-01      | 4.0000%  | 0.0000% | $8000.00           | $399.33            | Agency Mortgage-Backed Securities         |
| GNII SF DJ5187 C                                   | 2055-03-20      | 6.5000%  | 0.0000% | $4490040.00        | $4677107.06        | Agency Mortgage-Backed Securities         |
| GNPL PN DE5570                                     | 2055-02-15      | 5.7100%  | 0.0000% | $1562254.00        | $1635001.36        | Agency Mortgage-Backed Securities         |
| GNII SF DJ8915 C                                   | 2055-05-20      | 5.5000%  | 0.0000% | $7438480.00        | $7360640.36        | Agency Mortgage-Backed Securities         |
| GNRM 2021-136 LB                                   | 2051-08-20      | 2.5000%  | 0.0000% | $2100.00           | $1707.04           | Agency Collateralized Mortgage Obligation |
| GNMI SF 757374 X                                   | 2046-06-15      | 3.0000%  | 0.0000% | $303000.00         | $159451.35         | Agency Mortgage-Backed Securities         |
| GNII SF DK7925 C                                   | 2055-08-20      | 6.0000%  | 0.0000% | $1460952.00        | $1492501.32        | Agency Mortgage-Backed Securities         |
| GNII SF DC6665 C                                   | 2054-07-20      | 6.5000%  | 0.0000% | $3356400.00        | $2600182.73        | Agency Mortgage-Backed Securities         |
| GNII SF DJ7854 C                                   | 2055-05-20      | 5.5000%  | 0.0000% | $12638768.00       | $12755340.51       | Agency Mortgage-Backed Securities         |
| GNPL PN CN9794                                     | 2057-08-15      | 3.7400%  | 0.0000% | $15155616.00       | $13760828.35       | Agency Mortgage-Backed Securities         |
| GNII SF MA7909 M                                   | 2037-03-20      | 2.0000%  | 0.0000% | $1452296.00        | $849690.66         | Agency Mortgage-Backed Securities         |
| GNII SF MA9306 M                                   | 2053-10-20      | 6.0000%  | 0.0000% | $50000000.00       | $33407030.17       | Agency Mortgage-Backed Securities         |
| GNII SF MA8349 M                                   | 2052-10-20      | 5.5000%  | 0.0000% | $74858000.00       | $52649228.24       | Agency Mortgage-Backed Securities         |
| GNII SF MA7474 M                                   | 2051-07-20      | 3.5000%  | 0.0000% | $70869760.00       | $37109721.11       | Agency Mortgage-Backed Securities         |
| GNII SF DJ3546 C                                   | 2055-03-20      | 6.5000%  | 0.0000% | $8180384.00        | $8190138.03        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA3008                               | 2047-05-01      | 4.5000%  | 0.0000% | $2000.00           | $197.74            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLDC8818                               | 2054-11-01      | 4.0000%  | 0.0000% | $1000.00           | $497.78            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA1658                               | 2028-10-01      | 3.5000%  | 0.0000% | $4000.00           | $167.12            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CNMA4041                               | 2030-06-01      | 3.0000%  | 0.0000% | $132364.00         | $19826.05          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5190                               | 2053-11-01      | 5.5000%  | 0.0000% | $3081.00           | $2639.00           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA4807                               | 2052-11-01      | 5.5000%  | 0.0000% | $1036.00           | $797.08            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC9581                               | 2055-01-01      | 6.0000%  | 0.0000% | $1008.00           | $940.57            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4732                               | 2052-09-01      | 4.0000%  | 0.0000% | $549000.00         | $426735.20         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIMA4075                               | 2035-07-01      | 2.5000%  | 0.0000% | $3000.00           | $925.56            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5189                               | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $893.44            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5107                               | 2053-08-01      | 5.5000%  | 0.0000% | $6056.00           | $4948.64           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB6905                               | 2054-07-01      | 6.0000%  | 0.0000% | $3000.00           | $2678.72           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3494                               | 2048-10-01      | 3.5000%  | 0.0000% | $16000.00          | $1385.17           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5040                               | 2053-06-01      | 6.0000%  | 0.0000% | $1280.00           | $920.08            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5389                               | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $807.44            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA5056                               | 2053-05-01      | 3.5000%  | 0.0000% | $34000.00          | $27896.18          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB6805                               | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $980.08            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA4731                               | 2052-09-01      | 3.5000%  | 0.0000% | $4000.00           | $3100.08           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5272                               | 2054-02-01      | 6.0000%  | 0.0000% | $1000.00           | $745.08            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTMA2672                               | 2036-07-01      | 3.0000%  | 0.0000% | $1000.00           | $138.02            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB0458                               | 2054-05-01      | 5.5000%  | 0.0000% | $4000.00           | $4027.99           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA3219                               | 2032-12-01      | 3.5000%  | 0.0000% | $1000.00           | $124.34            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5127                               | 2053-08-01      | 4.0000%  | 0.0000% | $1000.00           | $842.70            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAD0227                               | 2034-05-01      | 5.5000%  | 0.0000% | $26000.00          | $261.73            | Agency Mortgage-Backed Securities         |
| GNII SF MA6413 M                                   | 2050-01-20      | 5.0000%  | 0.0000% | $6751000.00        | $971222.74         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE9542                               | 2055-10-01      | 6.0000%  | 0.0000% | $2003.00           | $2084.66           | Agency Mortgage-Backed Securities         |
| GNII SF DI8054 C                                   | 2055-03-20      | 6.5000%  | 0.0000% | $920272.00         | $961233.70         | Agency Mortgage-Backed Securities         |
| GNII SF DI4451 C                                   | 2055-09-20      | 5.5000%  | 0.0000% | $318777.00         | $325711.78         | Agency Mortgage-Backed Securities         |
| GNII SF DI4804 C                                   | 2055-07-20      | 6.5000%  | 0.0000% | $1015684.00        | $1061546.80        | Agency Mortgage-Backed Securities         |
| GNII SP 786656 C                                   | 2053-04-20      | 5.0000%  | 0.0000% | $11237000.00       | $8482313.22        | Agency Mortgage-Backed Securities         |
| GNMI SP 782487 X                                   | 2038-12-15      | 5.0000%  | 0.0000% | $1754130.00        | $29344.50          | Agency Mortgage-Backed Securities         |
| GNII SF DI4391 C                                   | 2055-05-20      | 6.5000%  | 0.0000% | $713120.00         | $743366.07         | Agency Mortgage-Backed Securities         |
| GNII SF DN7806 C                                   | 2055-10-20      | 6.5000%  | 0.0000% | $3048972.00        | $3261072.72        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CICB1233                               | 2036-07-01      | 3.5000%  | 0.0000% | $5030.00           | $2210.15           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB5773                               | 2053-02-01      | 5.5000%  | 0.0000% | $2048.00           | $1731.84           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB7119                               | 2053-09-01      | 6.0000%  | 0.0000% | $1024.00           | $777.20            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB4913                               | 2052-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1604.57           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB6201                               | 2053-05-01      | 6.0000%  | 0.0000% | $2048.00           | $1708.40           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB6331                               | 2053-05-01      | 6.0000%  | 0.0000% | $2000.00           | $1754.50           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6748                               | 2053-07-01      | 5.5000%  | 0.0000% | $3000.00           | $2672.68           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS8003                               | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $892.42            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS4786                               | 2053-05-01      | 5.5000%  | 0.0000% | $1024.00           | $838.20            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS3393                               | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $831.71            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS6421                               | 2053-11-01      | 6.5000%  | 0.0000% | $2057.00           | $1664.32           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS8189                               | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $955.28            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS4531                               | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $734.17            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS2050                               | 2051-02-01      | 4.0000%  | 0.0000% | $5000.00           | $3241.90           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS5420                               | 2052-03-01      | 2.5000%  | 0.0000% | $400000.00         | $289023.72         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS5632                               | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $875.40            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS5590                               | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $676.68            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS3658                               | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $825.25            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS6811                               | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $847.21            | Agency Mortgage-Backed Securities         |
| GNPL PN DF3005                                     | 2060-04-15      | 5.7000%  | 0.0000% | $1694146.00        | $1778882.66        | Agency Mortgage-Backed Securities         |
| GNII SF DE5924 C                                   | 2054-11-20      | 5.0000%  | 0.0000% | $1096276.00        | $1090184.55        | Agency Mortgage-Backed Securities         |
| GNII SF DK7299 C                                   | 2055-06-20      | 6.5000%  | 0.0000% | $977576.00         | $1020828.51        | Agency Mortgage-Backed Securities         |
| GNPL PN DH1749                                     | 2060-02-15      | 5.8800%  | 0.0000% | $549000.00         | $582898.07         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ4771                               | 2032-09-01      | 4.8700%  | 0.0000% | $6013000.00        | $6201738.05        | Agency Mortgage-Backed Securities         |
| GNMI SP 783538 X                                   | 2034-12-15      | 5.0000%  | 0.0000% | $2252000.00        | $122478.43         | Agency Mortgage-Backed Securities         |
| GNII SF MA7564 M                                   | 2036-09-20      | 3.5000%  | 0.0000% | $179080.00         | $78926.27          | Agency Mortgage-Backed Securities         |
| GNII SF MA6935 M                                   | 2050-10-20      | 4.5000%  | 0.0000% | $2500000.00        | $637891.42         | Agency Mortgage-Backed Securities         |
| GNII SF DJ3548 C                                   | 2055-03-20      | 6.5000%  | 0.0000% | $26253536.00       | $25761786.85       | Agency Mortgage-Backed Securities         |
| GNII SF MA7882 M                                   | 2052-02-20      | 3.0000%  | 0.0000% | $21187008.00       | $13790105.86       | Agency Mortgage-Backed Securities         |
| GNII SF MA8571 M                                   | 2053-01-20      | 6.0000%  | 0.0000% | $80000.00          | $45665.88          | Agency Mortgage-Backed Securities         |
| GNMI SF 700748 X                                   | 2038-10-15      | 6.5000%  | 0.0000% | $3476820.00        | $27758.19          | Agency Mortgage-Backed Securities         |
| GNMI SF 711223 X                                   | 2040-03-15      | 4.5000%  | 0.0000% | $4950200.00        | $351870.78         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA2469                               | 2048-10-01      | 4.0000%  | 0.0000% | $43413.00          | $3391.26           | Agency Mortgage-Backed Securities         |
| GNII SF DI5087 C                                   | 2055-05-20      | 5.5000%  | 0.0000% | $1288324.00        | $1306737.08        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA1188                               | 2048-02-01      | 3.5000%  | 0.0000% | $1653.00           | $199.85            | Agency Mortgage-Backed Securities         |
| GNRA 2014-129 AF                                   | 2041-10-20      | 4.5488%  | 0.0000% | $20000000.00       | $1499181.58        | Agency Collateralized Mortgage Obligation |
| GNRA 2011-025 FA                                   | 2040-10-20      | 4.5455%  | 0.0000% | $154452800.00      | $1364894.42        | Agency Collateralized Mortgage Obligation |
| FNMS 05.000 CLCA2652                               | 2048-11-01      | 5.0000%  | 0.0000% | $1000.00           | $114.88            | Agency Mortgage-Backed Securities         |
| GNMI SF 759075 X                                   | 2041-01-15      | 4.0000%  | 0.0000% | $928728.00         | $97259.54          | Agency Mortgage-Backed Securities         |
| GNII SF DO0313 C                                   | 2055-10-20      | 6.0000%  | 0.0000% | $1044972.00        | $1095075.27        | Agency Mortgage-Backed Securities         |
| GNMI SP 783497 X                                   | 2041-02-15      | 5.0000%  | 0.0000% | $142203.00         | $9142.55           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CICB1488                               | 2036-08-01      | 3.5000%  | 0.0000% | $3800.00           | $1596.89           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CICB1489                               | 2036-08-01      | 3.5000%  | 0.0000% | $2534.00           | $1556.56           | Agency Mortgage-Backed Securities         |
| GNPL PN DJ4969                                     | 2060-04-15      | 5.7500%  | 0.0000% | $8991500.00        | $9474558.94        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIBC0732                               | 2031-03-01      | 3.0000%  | 0.0000% | $55827.00          | $2324.27           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF3731                               | 2055-10-01      | 6.0000%  | 0.0000% | $1023.00           | $1052.08           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF1682                               | 2055-10-01      | 5.5000%  | 0.0000% | $3000.00           | $3065.93           | Agency Mortgage-Backed Securities         |
| GNII SF MA9778 M                                   | 2054-07-20      | 5.0000%  | 0.0000% | $140000.00         | $133061.41         | Agency Mortgage-Backed Securities         |
| GNII SF MA7370 M                                   | 2051-05-20      | 4.0000%  | 0.0000% | $100000960.00      | $42138347.02       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF0022                               | 2055-10-01      | 5.5000%  | 0.0000% | $1008.00           | $1023.92           | Agency Mortgage-Backed Securities         |
| GNII SF MA8268 M                                   | 2052-09-20      | 4.5000%  | 0.0000% | $194916352.00      | $148853120.44      | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAD0236                               | 2039-10-01      | 5.5000%  | 0.0000% | $1024.00           | $30.84             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA3588                               | 2034-02-01      | 3.5000%  | 0.0000% | $29000.00          | $2033.63           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA5731                               | 2055-06-01      | 3.5000%  | 0.0000% | $3000.00           | $2720.52           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIMA5266                               | 2039-02-01      | 5.0000%  | 0.0000% | $4000.00           | $2674.92           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAD6378                               | 2040-05-01      | 5.5000%  | 0.0000% | $3000.00           | $195.31            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CTMA5705                               | 2045-05-01      | 5.0000%  | 0.0000% | $8961260.00        | $8544313.17        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC9629                               | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1001.25           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIMA5507                               | 2039-10-01      | 5.0000%  | 0.0000% | $4007.00           | $3164.89           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5528                               | 2054-11-01      | 4.0000%  | 0.0000% | $3000.00           | $2722.85           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD1766                               | 2055-02-01      | 6.0000%  | 0.0000% | $1024.00           | $1026.40           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIMA3125                               | 2032-09-01      | 3.0000%  | 0.0000% | $1132.00           | $133.55            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CNMA5512                               | 2034-10-01      | 5.0000%  | 0.0000% | $1000.00           | $707.11            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC6997                               | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $845.70            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC3262                               | 2054-09-01      | 6.0000%  | 0.0000% | $2000.00           | $1881.82           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5009                               | 2053-05-01      | 5.0000%  | 0.0000% | $1024.00           | $860.20            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC9238                               | 2054-12-01      | 6.0000%  | 0.0000% | $1024.00           | $999.48            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5089                               | 2053-07-01      | 4.0000%  | 0.0000% | $7906.00           | $6541.04           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL929838                               | 2038-08-01      | 6.0000%  | 0.0000% | $49000.00          | $568.66            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC6485                               | 2054-11-01      | 5.0000%  | 0.0000% | $3000.00           | $2657.75           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CTMA5622                               | 2045-02-01      | 5.0000%  | 0.0000% | $2000.00           | $1872.01           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTMA5503                               | 2044-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1638.22           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CLCB9188                               | 2054-09-01      | 7.5000%  | 0.0000% | $2000.00           | $1659.44           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA1789                               | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $1034.67           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CLCB9190                               | 2054-09-01      | 7.5000%  | 0.0000% | $2000.00           | $1774.82           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA1145                               | 2054-08-01      | 6.5000%  | 0.0000% | $1008.00           | $963.56            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8865                               | 2054-07-01      | 6.5000%  | 0.0000% | $2048.00           | $1878.54           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CLCB9189                               | 2054-09-01      | 7.5000%  | 0.0000% | $1000.00           | $736.22            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA0907                               | 2054-09-01      | 5.5000%  | 0.0000% | $2240.00           | $2203.76           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9434                               | 2054-11-01      | 5.0000%  | 0.0000% | $2048.00           | $1938.03           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA1719                               | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $1034.06           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA1795                               | 2055-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1981.62           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL253037                               | 2030-02-01      | 7.5000%  | 0.0000% | $525000.00         | $320.32            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9737                               | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $971.43            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CICB9257                               | 2039-09-01      | 4.5000%  | 0.0000% | $1000.00           | $812.45            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CLCB9185                               | 2054-09-01      | 7.5000%  | 0.0000% | $1000.00           | $788.81            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT256676                               | 2027-04-01      | 5.5000%  | 0.0000% | $1050000.00        | $1492.26           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL250511                               | 2026-03-01      | 6.5000%  | 0.0000% | $435200.00         | $4.08              | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT257424                               | 2028-10-01      | 5.5000%  | 0.0000% | $1557860.00        | $4096.59           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9777                               | 2055-01-01      | 5.0000%  | 0.0000% | $2048.00           | $1971.28           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9664                               | 2054-12-01      | 5.5000%  | 0.0000% | $1024.00           | $969.21            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB9163                               | 2054-09-01      | 6.5000%  | 0.0000% | $2000.00           | $1860.17           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB9988                               | 2055-02-01      | 6.0000%  | 0.0000% | $1024.00           | $998.36            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9645                               | 2054-12-01      | 5.0000%  | 0.0000% | $17729984.00       | $17100425.57       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9964                               | 2055-02-01      | 5.0000%  | 0.0000% | $2048.00           | $1936.40           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL250884                               | 2027-04-01      | 7.0000%  | 0.0000% | $292701.00         | $12.89             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA1761                               | 2055-06-01      | 5.5000%  | 0.0000% | $1024.00           | $1036.37           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL323640                               | 2029-04-01      | 7.5000%  | 0.0000% | $870000.00         | $226.80            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2027-12-15      | 1.5000%  | 0.0000% | $60000.00          | $1455.50           | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLFA2023                               | 2054-05-01      | 5.5000%  | 0.0000% | $17270240.00       | $17494617.82       | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2049-02-15      | 3.5000%  | 0.0000% | $45000.00          | $4235.04           | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2026-01-15      | 3.5000%  | 0.0000% | $90000.00          | $305.82            | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLFA1573                               | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $919.16            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB9442                               | 2054-11-01      | 6.0000%  | 0.0000% | $1024.00           | $976.84            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CIFA0742                               | 2039-09-25      | 6.0000%  | 0.0000% | $1000.00           | $845.29            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CLFS7976                               | 2054-02-01      | 7.5000%  | 0.0000% | $1024.00           | $746.25            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLAL6566                               | 2039-03-01      | 7.0000%  | 0.0000% | $1000.00           | $98.11             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAL6745                               | 2044-08-01      | 4.0000%  | 0.0000% | $3000.00           | $366.38            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC0218                               | 2055-04-01      | 6.0000%  | 0.0000% | $4000.00           | $3997.02           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL888352                               | 2037-05-01      | 5.5000%  | 0.0000% | $29000.00          | $381.76            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS5752                               | 2053-09-01      | 6.0000%  | 0.0000% | $2000.00           | $1529.15           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL888021                               | 2036-12-01      | 6.0000%  | 0.0000% | $500000.00         | $2421.01           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0399                               | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $1002.39           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS3152                               | 2052-08-01      | 4.5000%  | 0.0000% | $2000.00           | $1479.56           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS7733                               | 2051-10-01      | 4.0000%  | 0.0000% | $1000.00           | $759.84            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS8602                               | 2054-07-01      | 6.5000%  | 0.0000% | $2000.00           | $1490.65           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL888034                               | 2036-08-01      | 6.5000%  | 0.0000% | $224700.00         | $3004.69           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAB3608                               | 2026-10-01      | 3.5000%  | 0.0000% | $133545.00         | $734.87            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL981445                               | 2038-09-01      | 6.0000%  | 0.0000% | $50000.00          | $558.50            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL981740                               | 2038-07-01      | 6.0000%  | 0.0000% | $500000.00         | $2712.58           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL992144                               | 2038-10-01      | 6.0000%  | 0.0000% | $225000.00         | $311.24            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL5930                               | 2043-01-01      | 4.5000%  | 0.0000% | $13000.00          | $1176.35           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL911617                               | 2037-05-01      | 6.0000%  | 0.0000% | $500000.00         | $2969.04           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL937300                               | 2037-04-01      | 6.0000%  | 0.0000% | $85783.00          | $1145.95           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAA2139                               | 2039-01-01      | 5.0000%  | 0.0000% | $39433.00          | $295.80            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 JL889649                               | 2037-08-01      | 6.5000%  | 0.0000% | $1100000.00        | $4091.38           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC7867                               | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $871.18            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CNMA4309                               | 2031-04-01      | 2.0000%  | 0.0000% | $2000.00           | $682.05            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5470                               | 2054-09-01      | 5.5000%  | 0.0000% | $1024.00           | $926.20            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL5369                               | 2044-05-01      | 4.5000%  | 0.0000% | $1000.00           | $40.30             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL937009                               | 2037-06-01      | 6.0000%  | 0.0000% | $85000.00          | $1198.03           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS8793                               | 2054-08-01      | 6.0000%  | 0.0000% | $2000.00           | $1636.36           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCC0595                               | 2055-06-01      | 6.5000%  | 0.0000% | $1024.00           | $1052.34           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC0578                               | 2055-06-01      | 6.0000%  | 0.0000% | $2032.00           | $2051.05           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL930731                               | 2039-03-01      | 4.5000%  | 0.0000% | $2706.00           | $34.51             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1008                               | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.62           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTAL6041                               | 2033-08-01      | 4.0000%  | 0.0000% | $1000.00           | $89.31             | Agency Mortgage-Backed Securities         |
| FNMS 07.500 NP889501                               | 2037-11-01      | 7.5000%  | 0.0000% | $2510000.00        | $3602.67           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL929589                               | 2038-06-01      | 5.0000%  | 0.0000% | $172782.00         | $3404.15           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 NP923743                               | 2037-04-01      | 6.0000%  | 0.0000% | $400000.00         | $3845.14           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL906271                               | 2037-01-01      | 5.5000%  | 0.0000% | $11882840.00       | $88252.32          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL889190                               | 2038-03-01      | 6.0000%  | 0.0000% | $175216.00         | $1244.37           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS2649                               | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $722.74            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCC1260                               | 2055-10-01      | 6.5000%  | 0.0000% | $1022.00           | $1083.86           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCC0541                               | 2055-06-01      | 6.5000%  | 0.0000% | $3072.00           | $3150.56           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIAL3084                               | 2026-03-01      | 4.5000%  | 0.0000% | $2307.00           | $0.01              | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLFS7546                               | 2054-02-01      | 7.0000%  | 0.0000% | $2048.00           | $1518.48           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL930071                               | 2038-10-01      | 6.0000%  | 0.0000% | $567000.00         | $1929.76           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC0213                               | 2055-04-01      | 5.0000%  | 0.0000% | $1024.00           | $1007.22           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL905057                               | 2036-11-01      | 5.5000%  | 0.0000% | $145367.00         | $3916.02           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC0996                               | 2055-09-01      | 5.0000%  | 0.0000% | $2024.00           | $2029.50           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS6719                               | 2053-12-01      | 5.5000%  | 0.0000% | $1024.00           | $951.16            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFM9471                               | 2042-02-01      | 5.5000%  | 0.0000% | $1000.00           | $477.98            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTFS2490                               | 2038-10-01      | 5.5000%  | 0.0000% | $4000.00           | $472.14            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL9418                               | 2031-08-01      | 3.5000%  | 0.0000% | $1000.00           | $89.00             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0982                               | 2055-09-01      | 5.5000%  | 0.0000% | $3048.00           | $3096.58           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CLFS6963                               | 2054-01-01      | 7.5000%  | 0.0000% | $1024.00           | $683.31            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAL4746                               | 2027-02-01      | 4.0000%  | 0.0000% | $646573.00         | $573.60            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL928938                               | 2037-12-01      | 7.0000%  | 0.0000% | $241776.00         | $2188.34           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS9595                               | 2054-10-01      | 5.0000%  | 0.0000% | $3016.00           | $2840.86           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0391                               | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $1025.63           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS8537                               | 2050-11-01      | 3.0000%  | 0.0000% | $34343000.00       | $27079844.12       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC1238                               | 2055-10-01      | 6.0000%  | 0.0000% | $1024.00           | $1069.13           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2030-08-15      | 0.6250%  | 0.0000% | $800.00            | $693.07            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2026-03-31      | 0.7500%  | 0.0000% | $200.00            | $197.60            | U.S. Treasuries (including strips)        |
| FEPC 03.000 CLZM5087                               | 2047-12-01      | 3.0000%  | 0.0000% | $383000.00         | $61997.63          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZT0499                               | 2048-08-01      | 4.0000%  | 0.0000% | $2370000.00        | $297804.03         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIZS6773                               | 2026-06-01      | 4.0000%  | 0.0000% | $23855104.00       | $13365.07          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4604                               | 2045-02-01      | 4.0000%  | 0.0000% | $1372634.00        | $117286.57         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4735                               | 2047-09-01      | 3.5000%  | 0.0000% | $1539794.00        | $184155.28         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZM1980                               | 2046-10-01      | 3.0000%  | 0.0000% | $164393.00         | $37218.89          | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLQH6081                               | 2053-12-01      | 7.5000%  | 0.0000% | $1042310.00        | $695830.38         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA4218                               | 2050-12-01      | 2.5000%  | 0.0000% | $3500000.00        | $1855688.92        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZA2018                               | 2027-08-01      | 6.0000%  | 0.0000% | $4170888.00        | $12391.86          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAH6827                               | 2026-03-01      | 4.0000%  | 0.0000% | $990000.00         | $935.25            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CRAL6348                               | 2045-02-01      | 3.5000%  | 0.0000% | $220000.00         | $38255.43          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL6206                               | 2028-06-01      | 3.5000%  | 0.0000% | $64000.00          | $657.90            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAL1719                               | 2027-05-01      | 3.0000%  | 0.0000% | $300000.00         | $4122.00           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAL6715                               | 2045-02-01      | 4.0000%  | 0.0000% | $1000.00           | $73.03             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL254199                               | 2032-01-01      | 6.5000%  | 0.0000% | $94500.00          | $136.26            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIAL2456                               | 2026-10-01      | 4.5000%  | 0.0000% | $8520000.00        | $888.78            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL253950                               | 2031-08-01      | 7.0000%  | 0.0000% | $266702.00         | $237.37            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL250641                               | 2026-08-01      | 7.5000%  | 0.0000% | $133358.00         | $5.66              | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAL2908                               | 2027-08-01      | 3.0000%  | 0.0000% | $31000.00          | $318.57            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CT256518                               | 2026-11-01      | 6.5000%  | 0.0000% | $108457.00         | $108.22            | Agency Mortgage-Backed Securities         |
| FNMS 08.000 CL252926                               | 2029-12-01      | 8.0000%  | 0.0000% | $50000.00          | $22.17             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL8839                               | 2043-03-01      | 4.5000%  | 0.0000% | $13000.00          | $1899.22           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIAL9022                               | 2028-03-01      | 2.0000%  | 0.0000% | $1000.00           | $57.89             | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAL9782                               | 2032-01-01      | 3.0000%  | 0.0000% | $1000.00           | $121.68            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL252570                               | 2029-07-01      | 6.5000%  | 0.0000% | $125300.00         | $95.06             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAJ8203                               | 2042-01-01      | 4.5000%  | 0.0000% | $36000.00          | $3519.60           | Agency Mortgage-Backed Securities         |
| FNRM CL090KB R20F090                               | 2049-09-25      | 1.0000%  | 0.0000% | $10000.00          | $3940.06           | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CL250569                               | 2026-05-01      | 6.0000%  | 0.0000% | $125245.00         | $11.36             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL253836                               | 2031-06-01      | 6.0000%  | 0.0000% | $5779042.00        | $4679.61           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL7767                               | 2044-06-01      | 4.5000%  | 0.0000% | $25000.00          | $2803.48           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIAL6449                               | 2027-01-01      | 4.5000%  | 0.0000% | $245000.00         | $18.53             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL253893                               | 2031-08-01      | 6.0000%  | 0.0000% | $1503590.00        | $1737.24           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL254092                               | 2031-12-01      | 6.5000%  | 0.0000% | $92799.00          | $146.37            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL812977                               | 2035-02-01      | 6.5000%  | 0.0000% | $54756.00          | $2537.60           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL882533                               | 2036-05-01      | 6.0000%  | 0.0000% | $9101.00           | $22.97             | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL253642                               | 2031-02-01      | 7.0000%  | 0.0000% | $346401.00         | $325.15            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL252439                               | 2029-04-01      | 6.5000%  | 0.0000% | $58500.00          | $41.20             | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CT256045                               | 2025-12-01      | 5.0000%  | 0.0000% | $15000000.00       | $430.06            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 ZL310113                               | 2042-01-01      | 4.0000%  | 0.0000% | $9817.00           | $325.10            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT256041                               | 2025-12-01      | 5.5000%  | 0.0000% | $234298.00         | $7.44              | Agency Mortgage-Backed Securities         |
| FNMS 06.000 NP256178                               | 2036-03-01      | 6.0000%  | 0.0000% | $820000.00         | $1619.32           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL255900                               | 2035-09-01      | 6.0000%  | 0.0000% | $250000.00         | $2581.91           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2025-12-15      | 3.5000%  | 0.0000% | $209990.00         | $684.20            | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2031-07-15      | 2.0000%  | 0.0000% | $75000.00          | $446.17            | Agency Collateralized Mortgage Obligation |
| FNMS 05.000 CIAL3197                               | 2026-06-01      | 5.0000%  | 0.0000% | $24456.00          | $0.02              | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL253673                               | 2031-03-01      | 7.5000%  | 0.0000% | $322792.00         | $236.09            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2047-06-15      | 4.0000%  | 0.0000% | $75000.00          | $673.84            | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CT256653                               | 2027-03-01      | 6.5000%  | 0.0000% | $1583003.00        | $1302.15           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CT256126                               | 2026-01-01      | 6.5000%  | 0.0000% | $64644.00          | $7.24              | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2051-08-25      | 1.5000%  | 0.0000% | $1250.00           | $544.50            | Agency Collateralized Mortgage Obligation |
| FNMS 04.500 CLAL8383                               | 2045-10-01      | 4.5000%  | 0.0000% | $9000.00           | $1189.58           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL731773                               | 2033-10-01      | 6.0000%  | 0.0000% | $48334.00          | $552.61            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDA2506                               | 2053-11-01      | 7.0000%  | 0.0000% | $3000.00           | $1846.35           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL769790                               | 2034-02-01      | 6.0000%  | 0.0000% | $1800000.00        | $3351.86           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL836456                               | 2035-10-01      | 6.0000%  | 0.0000% | $25551.00          | $106.23            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB8153                               | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $813.53            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAO4133                               | 2042-06-01      | 3.5000%  | 0.0000% | $1000.00           | $135.22            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL775296                               | 2034-05-01      | 4.5000%  | 0.0000% | $9000.00           | $115.62            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 RE828546                               | 2035-08-01      | 5.0000%  | 0.0000% | $500000.00         | $4280.02           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL740944                               | 2033-07-01      | 6.5000%  | 0.0000% | $26824.00          | $10.74             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL759090                               | 2034-01-01      | 6.0000%  | 0.0000% | $1543746.00        | $4236.37           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC5495                               | 2054-11-01      | 5.5000%  | 0.0000% | $2048.00           | $1943.95           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL839067                               | 2035-10-01      | 5.5000%  | 0.0000% | $802687.00         | $2281.75           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL813660                               | 2035-02-01      | 6.0000%  | 0.0000% | $102360.00         | $1921.22           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CLDA6956                               | 2053-12-01      | 7.5000%  | 0.0000% | $3000.00           | $2628.59           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC4052                               | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $968.43            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC3877                               | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $948.87            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDA6122                               | 2054-01-01      | 6.5000%  | 0.0000% | $1008.00           | $792.29            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAP5205                               | 2027-09-01      | 2.5000%  | 0.0000% | $173000.00         | $4114.43           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL8272                               | 2031-03-01      | 3.5000%  | 0.0000% | $19000.00          | $2066.68           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL872851                               | 2036-06-01      | 6.0000%  | 0.0000% | $34247.00          | $177.15            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX SODA1121                               | 2053-10-01      | 3.9070%  | 0.0000% | $4424088.00        | $3757481.78        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZA5297                               | 2048-03-01      | 4.0000%  | 0.0000% | $471000.00         | $85202.00          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBY8719                               | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $769.55            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY5363                               | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $735.10            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX H2BZ1626                               | 2029-10-01      | 5.0600%  | 0.0000% | $524200.00         | $543550.14         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBY4714                               | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $941.17            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA3664                               | 2049-06-01      | 4.0000%  | 0.0000% | $8000.00           | $2398.83           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA4125                               | 2049-08-01      | 4.0000%  | 0.0000% | $1000.00           | $202.19            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBY9128                               | 2053-08-01      | 5.0000%  | 0.0000% | $1002.00           | $979.36            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA8177                               | 2050-12-01      | 4.0000%  | 0.0000% | $4836.00           | $1159.71           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CICA5289                               | 2035-02-01      | 3.5000%  | 0.0000% | $2000.00           | $557.82            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ5024                               | 2030-09-01      | 4.0800%  | 0.0000% | $6050000.00        | $6057011.95        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 3SZT0960                               | 2047-06-01      | 4.5000%  | 0.0000% | $20168672.00       | $4309845.21        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA4831                               | 2049-12-01      | 4.5000%  | 0.0000% | $2000.00           | $447.91            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIBM1068                               | 2032-01-01      | 3.5000%  | 0.0000% | $3000.00           | $370.15            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBK8816                               | 2048-08-01      | 5.0000%  | 0.0000% | $14628.00          | $1528.31           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBY1455                               | 2053-12-01      | 3.0000%  | 0.0000% | $5000.00           | $4238.40           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBW1192                               | 2052-09-01      | 4.5000%  | 0.0000% | $2000.00           | $1553.59           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBW8736                               | 2052-10-01      | 4.0000%  | 0.0000% | $3119544.00        | $2492601.46        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBY1719                               | 2053-05-01      | 6.0000%  | 0.0000% | $1011.00           | $706.55            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS0668                               | 2032-10-01      | 6.0000%  | 0.0000% | $73060608.00       | $96438.48          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBY8516                               | 2053-08-01      | 6.0000%  | 0.0000% | $2000.00           | $1367.17           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX9135                               | 2053-04-01      | 5.0000%  | 0.0000% | $2000.00           | $1577.98           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CNZS7999                               | 2028-01-01      | 3.5000%  | 0.0000% | $11400000.00       | $478679.85         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CICA0599                               | 2032-10-01      | 4.0000%  | 0.0000% | $4000.00           | $716.99            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF0775                               | 2055-10-01      | 5.5000%  | 0.0000% | $1007.00           | $1025.45           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF0414                               | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1000.37           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDE9661                               | 2055-09-01      | 7.0000%  | 0.0000% | $1000.00           | $1065.48           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIBM3501                               | 2032-04-01      | 3.0000%  | 0.0000% | $25000.00          | $1545.44           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF0724                               | 2055-10-01      | 5.5000%  | 0.0000% | $1008.00           | $1009.44           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CNBM3267                               | 2028-01-01      | 3.5000%  | 0.0000% | $20628.00          | $780.64            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBH9277                               | 2048-02-01      | 3.5000%  | 0.0000% | $29000.00          | $4443.04           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBJ1999                               | 2047-10-01      | 3.5000%  | 0.0000% | $298074.00         | $68435.28          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE9253                               | 2055-09-01      | 5.5000%  | 0.0000% | $1203.00           | $1231.34           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF2486                               | 2055-10-01      | 6.0000%  | 0.0000% | $3000.00           | $3125.28           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIBM1275                               | 2032-06-01      | 3.0000%  | 0.0000% | $6000.00           | $954.94            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBJ5332                               | 2048-05-01      | 4.0000%  | 0.0000% | $1000.00           | $455.52            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBM3327                               | 2047-12-01      | 3.5000%  | 0.0000% | $18000.00          | $4682.41           | Agency Mortgage-Backed Securities         |
| GNII SF MA8269 M                                   | 2052-09-20      | 5.0000%  | 0.0000% | $621256.00         | $468741.34         | Agency Mortgage-Backed Securities         |
| GNMI SF 761681 X                                   | 2041-05-15      | 4.2900%  | 0.0000% | $30000.00          | $10533.97          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIBC2629                               | 2031-11-01      | 2.5000%  | 0.0000% | $3401.00           | $520.68            | Agency Mortgage-Backed Securities         |
| GNCL CL CP2692                                     | 2066-12-15      | 5.4500%  | 0.0000% | $1022290.00        | $1061264.47        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBV6181                               | 2055-08-01      | 4.0000%  | 0.0000% | $1000.00           | $953.66            | Agency Mortgage-Backed Securities         |
| GNII SF MA8571 M                                   | 2053-01-20      | 6.0000%  | 0.0000% | $2375000.00        | $1355705.93        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBV1433                               | 2055-04-01      | 5.0000%  | 0.0000% | $1008.00           | $922.97            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBV7937                               | 2052-08-01      | 4.0000%  | 0.0000% | $1000.00           | $748.38            | Agency Mortgage-Backed Securities         |
| GNII SF BT4119 C                                   | 2050-06-20      | 4.0000%  | 0.0000% | $9312288.00        | $1534969.15        | Agency Mortgage-Backed Securities         |
| GNII SF AD1705 C                                   | 2043-02-20      | 3.0000%  | 0.0000% | $3533252.00        | $609310.69         | Agency Mortgage-Backed Securities         |
| GNII SF DK9554 C                                   | 2055-08-20      | 5.5000%  | 0.0000% | $585459.00         | $596062.52         | Agency Mortgage-Backed Securities         |
| GNCL CL BW0712                                     | 2063-03-15      | 2.7500%  | 0.0000% | $2731744.00        | $2386617.29        | Agency Mortgage-Backed Securities         |
| GNII SF DL9432 C                                   | 2055-09-20      | 7.0000%  | 0.0000% | $1504890.00        | $1587812.86        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL919168                               | 2037-05-01      | 6.0000%  | 0.0000% | $94000.00          | $321.64            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS6577                               | 2053-12-01      | 6.0000%  | 0.0000% | $1000.00           | $856.73            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS9682                               | 2054-11-01      | 5.5000%  | 0.0000% | $2048.00           | $1910.45           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAO8187                               | 2027-06-01      | 3.0000%  | 0.0000% | $41757.00          | $1089.36           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS6778                               | 2054-01-01      | 6.5000%  | 0.0000% | $3057.00           | $2457.18           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL954165                               | 2038-01-01      | 6.0000%  | 0.0000% | $2424.00           | $28.78             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL942950                               | 2037-09-01      | 6.0000%  | 0.0000% | $169422.00         | $514.85            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCC0604                               | 2055-06-01      | 6.5000%  | 0.0000% | $2048.00           | $2133.34           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL931227                               | 2039-05-01      | 4.5000%  | 0.0000% | $91339.00          | $4421.55           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 NP952263                               | 2037-09-01      | 6.0000%  | 0.0000% | $1000.00           | $83.53             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL953725                               | 2037-11-01      | 6.0000%  | 0.0000% | $67998.00          | $491.44            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS9443                               | 2054-02-01      | 4.5000%  | 0.0000% | $1000.00           | $913.44            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC0424                               | 2055-05-01      | 5.0000%  | 0.0000% | $1024.00           | $1022.58           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS9507                               | 2054-02-01      | 4.5000%  | 0.0000% | $3024.00           | $2767.53           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CI890867                               | 2032-06-01      | 3.0000%  | 0.0000% | $1000.00           | $137.44            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CTFS9735                               | 2044-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1689.53           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC0550                               | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $1004.97           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAL6442                               | 2039-10-01      | 6.0000%  | 0.0000% | $12000.00          | $1243.61           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL8001                               | 2031-02-01      | 3.5000%  | 0.0000% | $10000.00          | $992.92            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0097                               | 2055-03-01      | 5.5000%  | 0.0000% | $1024.00           | $1014.19           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL918555                               | 2037-06-01      | 6.0000%  | 0.0000% | $448573.00         | $1833.57           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL946114                               | 2037-09-01      | 6.0000%  | 0.0000% | $500000.00         | $3714.62           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0561                               | 2055-06-01      | 5.5000%  | 0.0000% | $1008.00           | $995.81            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1014                               | 2055-09-01      | 5.5000%  | 0.0000% | $2048.00           | $2068.96           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC0880                               | 2055-08-01      | 6.0000%  | 0.0000% | $2048.00           | $2102.74           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCC0892                               | 2055-08-01      | 6.5000%  | 0.0000% | $1024.00           | $1071.10           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL993138                               | 2038-10-01      | 6.0000%  | 0.0000% | $376400.00         | $1861.29           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL7306                               | 2042-09-01      | 4.5000%  | 0.0000% | $17000.00          | $2189.19           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 GLAB3658                               | 2041-10-01      | 3.5000%  | 0.0000% | $1000.00           | $150.87            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL987155                               | 2038-07-01      | 6.0000%  | 0.0000% | $4557880.00        | $297470.44         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAA0653                               | 2038-12-01      | 5.0000%  | 0.0000% | $311660.00         | $2105.09           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC0090                               | 2055-03-01      | 5.0000%  | 0.0000% | $1000.00           | $986.87            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL985160                               | 2038-09-01      | 6.0000%  | 0.0000% | $103000.00         | $1277.39           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIAQ9442                               | 2027-12-01      | 2.0000%  | 0.0000% | $1000.00           | $45.92             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL995654                               | 2039-02-01      | 6.0000%  | 0.0000% | $9000.00           | $99.60             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS5766                               | 2053-09-01      | 5.5000%  | 0.0000% | $1024.00           | $859.01            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL988936                               | 2038-08-01      | 6.0000%  | 0.0000% | $161746.00         | $1226.24           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAB3902                               | 2026-11-01      | 3.0000%  | 0.0000% | $125000.00         | $850.48            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS7252                               | 2053-11-01      | 5.0000%  | 0.0000% | $1657.00           | $1464.44           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CTAL9073                               | 2029-09-01      | 6.0000%  | 0.0000% | $48364.00          | $1540.44           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS7096                               | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $756.07            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0699                               | 2055-07-01      | 5.5000%  | 0.0000% | $2000.00           | $2050.35           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC0425                               | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $976.63            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA5526                               | 2054-10-01      | 3.5000%  | 0.0000% | $1000.00           | $885.70            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD4440                               | 2055-03-01      | 6.5000%  | 0.0000% | $1633.00           | $1535.23           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5646                               | 2055-03-01      | 5.5000%  | 0.0000% | $1024.00           | $972.55            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3087                               | 2047-08-01      | 3.5000%  | 0.0000% | $13000.00          | $1469.83           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5734                               | 2055-06-01      | 5.0000%  | 0.0000% | $1024.00           | $998.05            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD2162                               | 2055-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1969.73           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5879                               | 2055-10-01      | 5.5000%  | 0.0000% | $1460.00           | $1482.88           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5850                               | 2055-10-01      | 4.0000%  | 0.0000% | $3000.00           | $2855.07           | Agency Mortgage-Backed Securities         |
| GNRA 2023-034 B                                    | 2064-11-16      | 2.7500%  | 0.0000% | $38465216.00       | $29337099.71       | Agency Collateralized Mortgage Obligation |
| GNII SF DM0852 C                                   | 2055-09-20      | 7.0000%  | 0.0000% | $156768.00         | $166922.05         | Agency Mortgage-Backed Securities         |
| GNII SF DL5142 C                                   | 2055-10-20      | 5.5000%  | 0.0000% | $12118900.00       | $12440963.80       | Agency Mortgage-Backed Securities         |
| GNII SF DM2824 C                                   | 2055-10-20      | 6.5000%  | 0.0000% | $1632952.00        | $1727102.57        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 GLCA0079                               | 2047-07-01      | 4.0000%  | 0.0000% | $2565296.00        | $811395.13         | Agency Mortgage-Backed Securities         |
| GNII SF DJ8205 C                                   | 2055-06-20      | 6.5000%  | 0.0000% | $1149330.00        | $1200351.82        | Agency Mortgage-Backed Securities         |
| GNII SF DH7691 C                                   | 2055-02-20      | 6.5000%  | 0.0000% | $5087520.00        | $5288992.39        | Agency Mortgage-Backed Securities         |
| GNII SF DM0715 C                                   | 2055-09-20      | 6.5000%  | 0.0000% | $1044350.00        | $1100371.99        | Agency Mortgage-Backed Securities         |
| GNRM 2005-74 HA                                    | 2035-09-16      | 7.5000%  | 0.0000% | $12119.00          | $1.80              | Agency Collateralized Mortgage Obligation |
| GNMI SP 781603 X                                   | 2033-05-15      | 5.0000%  | 0.0000% | $3500000.00        | $28318.09          | Agency Mortgage-Backed Securities         |
| GNRM 2019-20 LA                                    | 2049-02-20      | 3.0000%  | 0.0000% | $8000000.00        | $4981231.57        | Agency Collateralized Mortgage Obligation |
| GNII AP 786725 M                                   | 2052-11-20      | 3.0000%  | 0.0000% | $463000.00         | $343249.02         | Agency Mortgage-Backed Securities         |
| GNMI SP 787257 X                                   | 2050-06-15      | 3.5000%  | 0.0000% | $25757728.00       | $21036712.80       | Agency Mortgage-Backed Securities         |
| GNMI SP 782226 X                                   | 2035-04-15      | 5.0000%  | 0.0000% | $1120000.00        | $30240.59          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB9004                               | 2054-08-01      | 6.0000%  | 0.0000% | $1024.00           | $935.87            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CICB9261                               | 2039-09-01      | 6.0000%  | 0.0000% | $1000.00           | $844.93            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9329                               | 2054-10-01      | 5.5000%  | 0.0000% | $1280.00           | $1243.43           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CICB9254                               | 2039-09-01      | 6.0000%  | 0.0000% | $1000.00           | $886.44            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9802                               | 2055-01-01      | 5.5000%  | 0.0000% | $2048.00           | $1939.90           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB9447                               | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $891.89            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB9820                               | 2055-01-01      | 6.0000%  | 0.0000% | $2048.00           | $1814.28           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB4037                               | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $742.81            | Agency Mortgage-Backed Securities         |
| GNII SF DN7800 C                                   | 2055-10-20      | 6.0000%  | 0.0000% | $2325990.00        | $2445257.46        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS9588                               | 2053-02-01      | 4.5000%  | 0.0000% | $1024.00           | $892.44            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS9881                               | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $909.31            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CLFS8837                               | 2054-07-01      | 7.5000%  | 0.0000% | $1024.00           | $674.13            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0861                               | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $1033.16           | Agency Mortgage-Backed Securities         |
| GNII FS MA2211 M                                   | 2044-06-20      | 4.0000%  | 0.0000% | $737001.00         | $143156.47         | Agency Mortgage-Backed Securities         |
| GNII SF MA3033 M                                   | 2045-08-20      | 3.0000%  | 0.0000% | $660000.00         | $84296.93          | Agency Mortgage-Backed Securities         |
| GNII SF MA4962 M                                   | 2048-01-20      | 3.5000%  | 0.0000% | $250000000.00      | $29551164.35       | Agency Mortgage-Backed Securities         |
| GNII SF DM4224 C                                   | 2055-10-20      | 5.5000%  | 0.0000% | $1132118.00        | $1162204.41        | Agency Mortgage-Backed Securities         |
| GNII SF DL7099 C                                   | 2055-09-20      | 5.5000%  | 0.0000% | $1018688.00        | $1038141.62        | Agency Mortgage-Backed Securities         |
| GNII SF DL6697 C                                   | 2055-10-20      | 6.0000%  | 0.0000% | $1486050.00        | $1544460.68        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB7336                               | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $829.15            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB8474                               | 2054-04-01      | 4.5000%  | 0.0000% | $1000.00           | $788.85            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB8772                               | 2054-06-01      | 6.0000%  | 0.0000% | $4000.00           | $3706.12           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB5905                               | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $777.63            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB8465                               | 2054-05-01      | 4.5000%  | 0.0000% | $1000.00           | $901.55            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS6852                               | 2053-12-01      | 5.5000%  | 0.0000% | $1024.00           | $859.77            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS9841                               | 2054-06-01      | 5.5000%  | 0.0000% | $1008.00           | $918.89            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS6809                               | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $855.37            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CTFS7374                               | 2044-02-01      | 6.0000%  | 0.0000% | $1000.00           | $613.60            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS8189                               | 2054-06-01      | 5.5000%  | 0.0000% | $3000.00           | $2865.84           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS3887                               | 2053-02-01      | 6.0000%  | 0.0000% | $1024.00           | $651.60            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS9027                               | 2053-07-01      | 5.5000%  | 0.0000% | $1040.00           | $943.92            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2026-03-31      | 0.7500%  | 0.0000% | $5000.00           | $4939.97           | U.S. Treasuries (including strips)        |
| FNMS 06.000 CL323995                               | 2029-10-01      | 6.0000%  | 0.0000% | $5000.00           | $3.03              | Agency Mortgage-Backed Securities         |
| FNRM CL051MB R21F051                               | 2051-08-25      | 3.0000%  | 0.0000% | $2700.00           | $1612.31           | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CL252715                               | 2029-08-01      | 6.5000%  | 0.0000% | $410165.00         | $319.48            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL450627                               | 2028-12-01      | 6.0000%  | 0.0000% | $750000.00         | $393.59            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL606764                               | 2031-10-01      | 7.0000%  | 0.0000% | $240298.00         | $410.86            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL479502                               | 2029-04-01      | 6.5000%  | 0.0000% | $226503.00         | $70.98             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL9259                               | 2031-08-01      | 3.5000%  | 0.0000% | $6000.00           | $567.64            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL125474                               | 2027-02-01      | 7.5000%  | 0.0000% | $565000.00         | $37.73             | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2029-02-15      | 6.0000%  | 0.0000% | $74000.00          | $453.58            | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CL484683                               | 2029-02-01      | 6.0000%  | 0.0000% | $238553.00         | $259.78            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL508677                               | 2029-08-01      | 6.5000%  | 0.0000% | $280000.00         | $2459.91           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT256677                               | 2027-04-01      | 6.0000%  | 0.0000% | $722745.00         | $1382.61           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL303828                               | 2026-04-01      | 6.5000%  | 0.0000% | $56200.00          | $1.97              | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL435082                               | 2028-07-01      | 6.0000%  | 0.0000% | $100000.00         | $380.29            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT256803                               | 2027-07-01      | 6.0000%  | 0.0000% | $70383.00          | $179.90            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CT256212                               | 2026-04-01      | 5.0000%  | 0.0000% | $2800000.00        | $685.99            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL457997                               | 2029-01-01      | 6.5000%  | 0.0000% | $50000.00          | $46.67             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL479081                               | 2029-01-01      | 6.0000%  | 0.0000% | $1352134.00        | $931.90            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL254223                               | 2032-01-01      | 7.5000%  | 0.0000% | $1919018.00        | $4198.48           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL433663                               | 2028-10-01      | 6.0000%  | 0.0000% | $444387.00         | $759.01            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC0410                               | 2054-09-01      | 5.5000%  | 0.0000% | $2000.00           | $1852.74           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD0281                               | 2055-01-01      | 5.5000%  | 0.0000% | $3470.00           | $3188.45           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL804556                               | 2034-12-01      | 4.5000%  | 0.0000% | $228300.00         | $2508.54           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL878092                               | 2036-04-01      | 6.0000%  | 0.0000% | $255780.00         | $2761.63           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDD2497                               | 2055-02-01      | 5.0000%  | 0.0000% | $1023.00           | $1020.29           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC9184                               | 2054-12-01      | 6.5000%  | 0.0000% | $1000.00           | $461.44            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL825940                               | 2035-07-01      | 6.0000%  | 0.0000% | $30622.00          | $325.74            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDB4469                               | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $985.02            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDC0787                               | 2054-07-01      | 7.0000%  | 0.0000% | $1021966.00        | $979176.33         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAP9565                               | 2027-10-01      | 3.5000%  | 0.0000% | $58054.00          | $1317.22           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC6425                               | 2054-11-01      | 5.0000%  | 0.0000% | $3000.00           | $2520.07           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL500293                               | 2029-06-01      | 6.5000%  | 0.0000% | $307300.00         | $476.78            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL621421                               | 2032-05-01      | 7.0000%  | 0.0000% | $198619.00         | $283.00            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL822789                               | 2035-04-01      | 5.0000%  | 0.0000% | $31679.00          | $305.90            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB1968                               | 2054-09-01      | 6.5000%  | 0.0000% | $2000.00           | $1677.68           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB9491                               | 2054-08-01      | 6.5000%  | 0.0000% | $2000.00           | $1684.77           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL787592                               | 2034-08-01      | 6.5000%  | 0.0000% | $60000.00          | $648.53            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDA2503                               | 2053-12-01      | 7.0000%  | 0.0000% | $3000.00           | $2118.16           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL313819                               | 2027-11-01      | 6.5000%  | 0.0000% | $36500.00          | $6.31              | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CTAL8209                               | 2028-11-01      | 6.0000%  | 0.0000% | $225191.00         | $1310.22           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL323705                               | 2029-04-01      | 7.5000%  | 0.0000% | $1250000.00        | $437.55            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL434957                               | 2028-07-01      | 6.0000%  | 0.0000% | $670000.00         | $280.18            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT256885                               | 2027-09-01      | 6.0000%  | 0.0000% | $1840000.00        | $4066.35           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS1671                               | 2037-10-01      | 6.0000%  | 0.0000% | $23263648.00       | $100249.98         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD1663                               | 2052-10-01      | 4.0000%  | 0.0000% | $2670000.00        | $1993274.71        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTRB5324                               | 2044-12-01      | 5.0000%  | 0.0000% | $287481.00         | $263347.58         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3177                               | 2053-06-01      | 6.0000%  | 0.0000% | $135000.00         | $104966.93         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD2991                               | 2051-09-01      | 2.5000%  | 0.0000% | $100000.00         | $69336.07          | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2041-11-15      | 2.5000%  | 0.0000% | $105000.00         | $4542.32           | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CT256946                               | 2027-10-01      | 6.5000%  | 0.0000% | $1432911.00        | $4303.54           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL254902                               | 2033-08-01      | 6.0000%  | 0.0000% | $50000.00          | $256.22            | Agency Mortgage-Backed Securities         |
| FNRM CL083BJ R21F083                               | 2050-04-25      | 3.0000%  | 0.0000% | $1000.00           | $710.35            | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CT256852                               | 2027-08-01      | 6.0000%  | 0.0000% | $255000.00         | $724.62            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CT256294                               | 2026-05-01      | 5.0000%  | 0.0000% | $748529.00         | $446.17            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT256752                               | 2027-06-01      | 6.0000%  | 0.0000% | $35000.00          | $113.88            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CZ257339                               | 2048-07-01      | 6.0000%  | 0.0000% | $163882.00         | $975.22            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAL6761                               | 2030-05-01      | 3.0000%  | 0.0000% | $17678.00          | $1493.13           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT257372                               | 2028-09-01      | 6.0000%  | 0.0000% | $949132.00         | $3377.13           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD5573                               | 2052-08-01      | 3.0000%  | 0.0000% | $2272000.00        | $1781651.54        | Agency Mortgage-Backed Securities         |
| 06.000 FGPC G00433 G                               | 2026-01-01      | 6.0000%  | 0.0000% | $1100000.00        | $63.68             | Agency Mortgage-Backed Securities         |
| 07.000 FGPC P50185 G                               | 2034-01-01      | 7.0000%  | 0.0000% | $2700000.00        | $22916.04          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD0699                               | 2050-11-01      | 2.0000%  | 0.0000% | $900000.00         | $492883.20         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL403503                               | 2028-04-01      | 6.5000%  | 0.0000% | $374400.00         | $235.60            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM2320                               | 2049-11-01      | 4.0000%  | 0.0000% | $1120.00           | $419.23            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL395811                               | 2027-11-01      | 7.0000%  | 0.0000% | $16008.00          | $6.91              | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB8713                               | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $987.82            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM1028                               | 2049-06-01      | 3.5000%  | 0.0000% | $57000.00          | $4632.29           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB7442                               | 2053-11-01      | 6.0000%  | 0.0000% | $2016.00           | $1729.73           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA2054                               | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1001.73           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CICA2528                               | 2033-10-01      | 4.0000%  | 0.0000% | $10048.00          | $1762.74           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB3599                               | 2052-05-01      | 3.5000%  | 0.0000% | $9000.00           | $6685.08           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTFM2837                               | 2035-12-01      | 4.0000%  | 0.0000% | $4000.00           | $1036.19           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM3493                               | 2035-05-01      | 3.5000%  | 0.0000% | $2048.00           | $538.25            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA3412                               | 2055-10-01      | 5.5000%  | 0.0000% | $2048.00           | $2082.50           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFA1295                               | 2046-08-01      | 3.5000%  | 0.0000% | $1000.00           | $891.98            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM1578                               | 2034-09-01      | 3.5000%  | 0.0000% | $3000.00           | $627.92            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA1556                               | 2055-05-01      | 5.5000%  | 0.0000% | $3027.00           | $2999.81           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFM1147                               | 2049-05-01      | 5.0000%  | 0.0000% | $1000.00           | $114.33            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM1367                               | 2049-08-01      | 3.5000%  | 0.0000% | $3000.00           | $271.78            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL253894                               | 2031-07-01      | 6.5000%  | 0.0000% | $134615.00         | $105.58            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA1512                               | 2054-11-01      | 5.5000%  | 0.0000% | $2032.00           | $1920.73           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL366200                               | 2026-06-01      | 6.5000%  | 0.0000% | $43400.00          | $7.76              | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB8982                               | 2054-08-01      | 5.0000%  | 0.0000% | $2005.00           | $1862.10           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB8754                               | 2054-06-01      | 5.5000%  | 0.0000% | $1024.00           | $989.21            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB7930                               | 2054-01-01      | 6.5000%  | 0.0000% | $1024.00           | $587.01            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFM3796                               | 2048-10-01      | 4.5000%  | 0.0000% | $10000.00          | $3087.93           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB8858                               | 2054-07-01      | 6.0000%  | 0.0000% | $9862.00           | $9176.88           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA1140                               | 2054-06-01      | 6.5000%  | 0.0000% | $5026.00           | $4251.36           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA2133                               | 2055-04-01      | 6.0000%  | 0.0000% | $1023.00           | $1069.60           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA0244                               | 2054-12-01      | 5.0000%  | 0.0000% | $1024.00           | $990.83            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CIFA0133                               | 2039-01-01      | 6.5000%  | 0.0000% | $1040.00           | $813.64            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFA0605                               | 2047-12-01      | 3.5000%  | 0.0000% | $1000.00           | $885.12            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA2407                               | 2055-07-01      | 5.0000%  | 0.0000% | $1024.00           | $999.27            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA2007                               | 2055-04-01      | 5.5000%  | 0.0000% | $1024.00           | $1006.65           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM3387                               | 2035-03-01      | 3.5000%  | 0.0000% | $14000.00          | $2395.94           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB6920                               | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $821.54            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA0552                               | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $994.44            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM3665                               | 2049-09-01      | 4.0000%  | 0.0000% | $1000.00           | $146.91            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA2636                               | 2055-04-01      | 5.0000%  | 0.0000% | $1024.00           | $1021.50           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA2198                               | 2055-07-01      | 5.0000%  | 0.0000% | $1024.00           | $1016.90           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA2294                               | 2055-07-01      | 5.5000%  | 0.0000% | $1024.00           | $1033.36           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM6489                               | 2051-03-01      | 2.0000%  | 0.0000% | $2338036.00        | $1541164.48        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM3118                               | 2050-05-01      | 3.0000%  | 0.0000% | $4079576.00        | $1683752.51        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB9020                               | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $905.62            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM8138                               | 2035-09-01      | 3.5000%  | 0.0000% | $8000.00           | $1636.49           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFM5893                               | 2050-08-01      | 5.0000%  | 0.0000% | $9000.00           | $3262.53           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA3241                               | 2054-05-01      | 6.0000%  | 0.0000% | $1008.00           | $1053.71           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFM5137                               | 2050-05-01      | 5.0000%  | 0.0000% | $4000.00           | $1282.19           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA2734                               | 2055-09-01      | 5.5000%  | 0.0000% | $2080.00           | $2123.89           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS2444                               | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $712.76            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCC0677                               | 2055-07-01      | 4.5000%  | 0.0000% | $3072.00           | $2946.86           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS4348                               | 2049-07-01      | 4.0000%  | 0.0000% | $1000.00           | $769.21            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CLFS8838                               | 2054-07-01      | 7.5000%  | 0.0000% | $2078.00           | $1546.22           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS5280                               | 2053-07-01      | 5.0000%  | 0.0000% | $3024.00           | $2825.13           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAA4584                               | 2039-04-01      | 4.5000%  | 0.0000% | $18000.00          | $690.07            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL931555                               | 2039-07-01      | 4.5000%  | 0.0000% | $60163.00          | $1958.92           | Agency Mortgage-Backed Securities         |
| FNMS 08.000 CL834758                               | 2029-05-01      | 8.0000%  | 0.0000% | $1000000.00        | $4415.99           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL871256                               | 2036-04-01      | 6.0000%  | 0.0000% | $1006528.00        | $4244.74           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC2272                               | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $991.05            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL831604                               | 2036-06-01      | 6.0000%  | 0.0000% | $34247.00          | $112.71            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS6520                               | 2046-01-01      | 3.5000%  | 0.0000% | $3000.00           | $357.53            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD4443                               | 2055-03-01      | 6.5000%  | 0.0000% | $1003.00           | $1022.00           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC2227                               | 2054-07-01      | 6.5000%  | 0.0000% | $1002.00           | $1029.90           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC6043                               | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $961.21            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD1759                               | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $951.77            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAR6313                               | 2043-04-01      | 3.0000%  | 0.0000% | $30456.00          | $4888.85           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAS5403                               | 2030-07-01      | 2.5000%  | 0.0000% | $17000.00          | $1689.76           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIBM1036                               | 2032-02-01      | 2.5000%  | 0.0000% | $2000.00           | $330.97            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBM3549                               | 2047-06-01      | 4.0000%  | 0.0000% | $25000.00          | $4047.24           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIBK7900                               | 2033-10-01      | 4.0000%  | 0.0000% | $6268.00           | $660.62            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBM5098                               | 2048-12-01      | 5.0000%  | 0.0000% | $3000.00           | $585.94            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDF1499                               | 2055-10-01      | 4.5000%  | 0.0000% | $1000.00           | $981.19            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBD2440                               | 2047-01-01      | 3.5000%  | 0.0000% | $15000.00          | $2592.25           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBP9638                               | 2050-06-01      | 3.0000%  | 0.0000% | $2000.00           | $605.85            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIBC2631                               | 2031-11-01      | 2.5000%  | 0.0000% | $17811.00          | $2967.92           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBJ4594                               | 2048-02-01      | 3.5000%  | 0.0000% | $30000.00          | $4225.67           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIDF3643                               | 2040-11-01      | 4.5000%  | 0.0000% | $1000.00           | $1003.31           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF3027                               | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.46           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBE9028                               | 2047-04-01      | 4.0000%  | 0.0000% | $1282.00           | $104.94            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIBM3460                               | 2033-01-01      | 3.5000%  | 0.0000% | $1000.00           | $195.73            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIBM1064                               | 2030-11-01      | 3.5000%  | 0.0000% | $11000.00          | $664.66            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF2159                               | 2055-10-01      | 6.0000%  | 0.0000% | $3000.00           | $3136.05           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF0503                               | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1039.12           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF1792                               | 2055-10-01      | 5.5000%  | 0.0000% | $2000.00           | $2035.11           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBM4434                               | 2048-06-01      | 5.0000%  | 0.0000% | $1479538.00        | $253284.53         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAZ8075                               | 2045-08-01      | 3.5000%  | 0.0000% | $24999.00          | $3328.63           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 R3BF0408                               | 2046-08-01      | 2.5000%  | 0.0000% | $313000.00         | $117237.58         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBY2396                               | 2053-06-01      | 6.5000%  | 0.0000% | $3000.00           | $2646.98           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE9558                               | 2055-10-01      | 5.5000%  | 0.0000% | $2994.00           | $3085.63           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBC0311                               | 2046-03-01      | 4.5000%  | 0.0000% | $33024.00          | $1912.89           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF2386                               | 2055-10-01      | 6.0000%  | 0.0000% | $1008.00           | $1060.80           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBE6503                               | 2047-01-01      | 4.5000%  | 0.0000% | $30000.00          | $397.62            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2027-12-31      | 0.6250%  | 0.0000% | $500.00            | $470.16            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2028-03-31      | 1.2500%  | 0.0000% | $400.00            | $378.72            | U.S. Treasuries (including strips)        |
| GNII SF DO0493 C                                   | 2055-10-20      | 5.5000%  | 0.0000% | $2267888.00        | $2313520.93        | Agency Mortgage-Backed Securities         |
| GNII SF DI6925 C                                   | 2055-03-20      | 6.5000%  | 0.0000% | $2725680.00        | $2839173.72        | Agency Mortgage-Backed Securities         |
| GNMI SF 747948 X                                   | 2041-01-15      | 4.0000%  | 0.0000% | $1915864.00        | $129160.36         | Agency Mortgage-Backed Securities         |
| GNII SF DN7791 C                                   | 2055-10-20      | 6.0000%  | 0.0000% | $5646968.00        | $5914493.11        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2026-01-15      | 3.8750%  | 0.0000% | $300.00            | $303.36            | U.S. Treasuries (including strips)        |
| GNII SF MA6659 M                                   | 2050-05-20      | 4.5000%  | 0.0000% | $1440418.00        | $284585.98         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2027-05-31      | 0.5000%  | 0.0000% | $300.00            | $286.20            | U.S. Treasuries (including strips)        |
| FNMS 05.500 CLCC0247                               | 2055-04-01      | 5.5000%  | 0.0000% | $2024.00           | $2051.32           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0847                               | 2055-08-01      | 5.5000%  | 0.0000% | $1021.00           | $1045.67           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0525                               | 2055-06-01      | 5.5000%  | 0.0000% | $3000.00           | $3036.34           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLCC0307                               | 2055-04-01      | 7.0000%  | 0.0000% | $2048.00           | $1786.76           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC0870                               | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1024.97           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC1033                               | 2055-09-01      | 6.0000%  | 0.0000% | $2048.00           | $2111.41           | Agency Mortgage-Backed Securities         |
| GNII SF MA5818 M                                   | 2049-03-20      | 4.5000%  | 0.0000% | $2502000.00        | $190266.60         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2030-05-15      | 6.2500%  | 0.0000% | $2400.00           | $2721.18           | U.S. Treasuries (including strips)        |
| FNMS 06.000 CLFA1963                               | 2055-06-01      | 6.0000%  | 0.0000% | $1024.00           | $1009.24           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA0994                               | 2054-08-01      | 6.0000%  | 0.0000% | $1024.00           | $959.27            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS9538                               | 2054-11-01      | 5.0000%  | 0.0000% | $2048.00           | $2014.43           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC0867                               | 2055-08-01      | 6.0000%  | 0.0000% | $1120.00           | $1162.00           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC0833                               | 2055-08-01      | 5.0000%  | 0.0000% | $1045.00           | $1048.74           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA1451                               | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $985.45            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA2200                               | 2055-07-01      | 5.5000%  | 0.0000% | $1051.00           | $1063.38           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL313208                               | 2025-12-01      | 6.5000%  | 0.0000% | $208000.00         | $1.01              | Agency Mortgage-Backed Securities         |
| 07.500 FGPC C00454 G                               | 2026-04-01      | 7.5000%  | 0.0000% | $95600.00          | $4.90              | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT255994                               | 2025-11-25      | 5.5000%  | 0.0000% | $1125000.00        | $5.43              | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT256395                               | 2026-09-01      | 6.0000%  | 0.0000% | $650000.00         | $454.72            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD7323                               | 2054-12-01      | 5.0000%  | 0.0000% | $37000.00          | $33881.53          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT256198                               | 2026-04-01      | 5.5000%  | 0.0000% | $3674034.00        | $1326.65           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL303713                               | 2026-02-01      | 6.5000%  | 0.0000% | $148200.00         | $0.74              | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL429544                               | 2028-06-01      | 6.0000%  | 0.0000% | $122000.00         | $117.66            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL427832                               | 2028-05-01      | 6.0000%  | 0.0000% | $264148.00         | $446.73            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL254180                               | 2032-01-01      | 7.5000%  | 0.0000% | $4000400.00        | $565.50            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL254766                               | 2033-06-01      | 5.0000%  | 0.0000% | $272000.00         | $1755.53           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL374459                               | 2027-03-01      | 6.5000%  | 0.0000% | $185700.00         | $35.85             | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL395761                               | 2027-09-01      | 7.5000%  | 0.0000% | $59139.00          | $82.83             | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQC3242                               | 2051-06-01      | 3.0000%  | 0.0000% | $500000.00         | $276493.32         | Agency Mortgage-Backed Securities         |
| 04.500 FGPC G16357 G                               | 2026-09-01      | 4.5000%  | 0.0000% | $4699000.00        | $51.79             | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL4397                               | 2042-11-01      | 3.5000%  | 0.0000% | $56803648.00       | $7631593.49        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL411493                               | 2028-04-01      | 6.0000%  | 0.0000% | $280000.00         | $214.67            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2029-12-15      | 3.0000%  | 0.0000% | $3000000.00        | $4682.60           | Agency Collateralized Mortgage Obligation |
| FEPC 03.500 CIZK2785                               | 2025-12-01      | 3.5000%  | 0.0000% | $1615184.00        | $510.65            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC E02905 G                               | 2026-06-01      | 4.0000%  | 0.0000% | $500000.00         | $1263.64           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G14257 G                               | 2026-10-01      | 3.5000%  | 0.0000% | $14969.00          | $35.78             | Agency Mortgage-Backed Securities         |
| FNRM CL057BP R02F057                               | 2032-09-25      | 6.0000%  | 0.0000% | $8000.00           | $95.44             | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLDC7779                               | 2054-12-01      | 5.5000%  | 0.0000% | $2100.00           | $1945.87           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD5575                               | 2055-03-01      | 6.5000%  | 0.0000% | $3000.00           | $2665.91           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD6353                               | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.01           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC4076                               | 2054-10-01      | 6.0000%  | 0.0000% | $2000.00           | $1858.34           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CLDA7460                               | 2054-01-01      | 7.5000%  | 0.0000% | $1000.00           | $691.60            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL735500                               | 2035-05-01      | 5.5000%  | 0.0000% | $2013.00           | $19.12             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL689415                               | 2033-02-01      | 5.5000%  | 0.0000% | $13452.00          | $132.59            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAZ1870                               | 2045-06-01      | 4.0000%  | 0.0000% | $5000.00           | $920.30            | Agency Mortgage-Backed Securities         |
| FNMA REMIC TRUST 2002-33       A1     20420625 7.0 | 2042-06-25      | 7.0000%  | 0.0000% | $150000.00         | $3610.30           | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CL822508                               | 2035-05-01      | 6.5000%  | 0.0000% | $27000.00          | $89.26             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL878201                               | 2036-09-01      | 6.0000%  | 0.0000% | $25000.00          | $252.53            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAL9578                               | 2045-06-01      | 4.0000%  | 0.0000% | $25000.00          | $3781.84           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL613922                               | 2031-12-01      | 6.0000%  | 0.0000% | $110000.00         | $510.52            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL8204                               | 2046-03-01      | 4.5000%  | 0.0000% | $8756.00           | $213.99            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAH9719                               | 2041-04-01      | 4.5000%  | 0.0000% | $54000.00          | $2776.27           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAR9434                               | 2028-07-01      | 3.5000%  | 0.0000% | $2271812.00        | $56417.16          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAI1961                               | 2041-05-01      | 4.5000%  | 0.0000% | $27000.00          | $1823.18           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAL4010                               | 2043-07-01      | 3.5000%  | 0.0000% | $6000.00           | $1012.01           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAO7977                               | 2027-06-01      | 3.0000%  | 0.0000% | $109000.00         | $1653.93           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL8206                               | 2043-01-01      | 4.5000%  | 0.0000% | $11000.00          | $1362.74           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAP8929                               | 2027-10-01      | 3.0000%  | 0.0000% | $115000.00         | $2215.75           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAL0608                               | 2041-08-01      | 5.0000%  | 0.0000% | $100000.00         | $2785.73           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIAS8291                               | 2031-11-01      | 2.0000%  | 0.0000% | $4000.00           | $638.96            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAS5614                               | 2030-08-01      | 2.5000%  | 0.0000% | $23986.00          | $2102.69           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL869081                               | 2036-05-01      | 6.0000%  | 0.0000% | $15000.00          | $468.04            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAS9490                               | 2047-04-01      | 4.5000%  | 0.0000% | $22000.00          | $2126.84           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTAL5542                               | 2031-04-01      | 5.5000%  | 0.0000% | $109395.00         | $1699.96           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL254008                               | 2031-10-01      | 7.0000%  | 0.0000% | $253756.00         | $273.34            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL600659                               | 2031-08-01      | 7.0000%  | 0.0000% | $1143887.00        | $4836.88           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL611144                               | 2032-01-01      | 6.0000%  | 0.0000% | $85802.00          | $729.03            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CRAQ8803                               | 2043-01-01      | 3.5000%  | 0.0000% | $185000.00         | $32566.50          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAH3483                               | 2026-02-01      | 3.5000%  | 0.0000% | $237281.00         | $326.56            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT256600                               | 2027-02-01      | 5.5000%  | 0.0000% | $850000.00         | $1317.58           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAO7185                               | 2042-09-01      | 4.0000%  | 0.0000% | $2000.00           | $262.35            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTAL3285                               | 2029-04-01      | 5.5000%  | 0.0000% | $199060.00         | $2303.44           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS1558                               | 2044-01-01      | 4.0000%  | 0.0000% | $8000.00           | $860.45            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAH3613                               | 2026-01-01      | 3.5000%  | 0.0000% | $69000.00          | $67.62             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAH4890                               | 2026-03-01      | 4.0000%  | 0.0000% | $51948.00          | $101.20            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAS6141                               | 2030-11-01      | 2.5000%  | 0.0000% | $23380.00          | $2947.94           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMB0294                               | 2055-01-01      | 4.0000%  | 0.0000% | $1000.00           | $918.62            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL1107                               | 2041-11-01      | 4.5000%  | 0.0000% | $28000.00          | $1527.25           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL562328                               | 2031-01-01      | 7.0000%  | 0.0000% | $504874.00         | $217.93            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAO2961                               | 2042-05-01      | 4.0000%  | 0.0000% | $1000.00           | $91.70             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIAL6713                               | 2027-01-01      | 4.5000%  | 0.0000% | $1400000.00        | $1739.54           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAS4684                               | 2030-03-01      | 3.5000%  | 0.0000% | $40393.00          | $1554.34           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS5944                               | 2045-10-01      | 3.5000%  | 0.0000% | $29000.00          | $4751.33           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL580077                               | 2031-09-01      | 6.5000%  | 0.0000% | $4691.00           | $0.23              | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS5595                               | 2045-08-01      | 3.5000%  | 0.0000% | $11000.00          | $626.97            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAL9578                               | 2045-06-01      | 4.0000%  | 0.0000% | $3000.00           | $453.82            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL606799                               | 2031-10-01      | 7.0000%  | 0.0000% | $123741.00         | $659.50            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL602391                               | 2031-08-01      | 7.0000%  | 0.0000% | $117315.00         | $281.23            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL498610                               | 2029-05-01      | 6.0000%  | 0.0000% | $10000.00          | $14.19             | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAL9373                               | 2031-10-01      | 2.5000%  | 0.0000% | $350000.00         | $45392.44          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL636758                               | 2032-05-01      | 6.5000%  | 0.0000% | $154000.00         | $135.78            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL545638                               | 2032-05-01      | 6.5000%  | 0.0000% | $32000.00          | $87.54             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAH5620                               | 2026-02-01      | 4.0000%  | 0.0000% | $1019000.00        | $676.49            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL313363                               | 2027-02-01      | 7.5000%  | 0.0000% | $82968576.00       | $7278.93           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAJ3058                               | 2026-10-01      | 3.5000%  | 0.0000% | $28266.00          | $113.90            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT256516                               | 2026-12-01      | 5.5000%  | 0.0000% | $1221265.00        | $1354.64           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL636846                               | 2032-03-01      | 6.5000%  | 0.0000% | $306000.00         | $525.44            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIAL6132                               | 2029-03-01      | 4.5000%  | 0.0000% | $218000.00         | $296.64            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAQ4712                               | 2027-11-01      | 3.5000%  | 0.0000% | $103964.00         | $2021.28           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL1751                               | 2027-05-01      | 3.5000%  | 0.0000% | $310185.00         | $2461.67           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL398337                               | 2028-04-01      | 7.5000%  | 0.0000% | $91000.00          | $215.81            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS4783                               | 2045-04-01      | 3.5000%  | 0.0000% | $22000.00          | $4284.23           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL609648                               | 2031-11-01      | 6.5000%  | 0.0000% | $89840.00          | $185.55            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAQ8046                               | 2043-01-01      | 3.5000%  | 0.0000% | $77669.00          | $3772.89           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL584932                               | 2031-06-01      | 6.0000%  | 0.0000% | $1000100.00        | $1227.16           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAP0462                               | 2027-07-01      | 3.5000%  | 0.0000% | $32038.00          | $220.61            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL323694                               | 2029-05-01      | 7.5000%  | 0.0000% | $600000.00         | $249.74            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBM3461                               | 2048-01-01      | 4.0000%  | 0.0000% | $1000.00           | $93.51             | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBO6225                               | 2049-12-01      | 3.0000%  | 0.0000% | $1000.00           | $232.45            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBN9007                               | 2051-03-01      | 2.0000%  | 0.0000% | $476000.00         | $263794.57         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBU7619                               | 2051-12-01      | 4.0000%  | 0.0000% | $1293776.00        | $905612.08         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBM1100                               | 2047-04-01      | 3.5000%  | 0.0000% | $1000.00           | $209.72            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBN6710                               | 2049-06-01      | 4.5000%  | 0.0000% | $7000.00           | $2061.99           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBM5984                               | 2049-05-01      | 5.0000%  | 0.0000% | $1001.00           | $140.30            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBM1619                               | 2047-08-01      | 4.0000%  | 0.0000% | $1000.00           | $224.54            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTBM5440                               | 2038-11-01      | 4.5000%  | 0.0000% | $9000.00           | $1502.55           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM5082                               | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $274.84            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBM4024                               | 2048-05-01      | 3.5000%  | 0.0000% | $1125.00           | $362.92            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIBM5108                               | 2033-02-01      | 3.0000%  | 0.0000% | $10000.00          | $1607.97           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBU4136                               | 2053-09-01      | 6.5000%  | 0.0000% | $2000.00           | $1710.40           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA2047                               | 2048-07-01      | 4.5000%  | 0.0000% | $2000.00           | $359.83            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4212                               | 2052-07-01      | 4.5000%  | 0.0000% | $3700.00           | $2928.82           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA3792                               | 2049-07-01      | 3.5000%  | 0.0000% | $2186000.00        | $454282.34         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB3104                               | 2052-03-01      | 2.5000%  | 0.0000% | $2000.00           | $1318.33           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB5278                               | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $785.99            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CICB1231                               | 2036-07-01      | 3.5000%  | 0.0000% | $5544.00           | $1828.12           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM3035                               | 2049-09-01      | 4.0000%  | 0.0000% | $2000.00           | $588.38            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9211                               | 2054-09-01      | 5.5000%  | 0.0000% | $2120.00           | $2035.40           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA1743                               | 2054-09-01      | 6.5000%  | 0.0000% | $2000.00           | $1969.64           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM5445                               | 2044-02-01      | 4.0000%  | 0.0000% | $2000.00           | $840.73            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM7745                               | 2034-10-01      | 3.5000%  | 0.0000% | $13000.00          | $4492.87           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTCB6292                               | 2043-05-01      | 5.5000%  | 0.0000% | $1571352.00        | $907312.82         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8014                               | 2054-02-01      | 6.5000%  | 0.0000% | $1000.00           | $856.84            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4552                               | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $758.40            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB2556                               | 2052-01-01      | 3.0000%  | 0.0000% | $2000.00           | $1430.45           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB5156                               | 2052-11-01      | 6.5000%  | 0.0000% | $4000.00           | $2792.47           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM3445                               | 2048-09-01      | 4.0000%  | 0.0000% | $1000.00           | $246.91            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL456791                               | 2029-01-01      | 6.0000%  | 0.0000% | $203492.00         | $43.80             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM9681                               | 2051-08-01      | 4.0000%  | 0.0000% | $1000.00           | $455.30            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS2581                               | 2052-08-01      | 4.0000%  | 0.0000% | $1024.00           | $855.57            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIFM1810                               | 2034-04-01      | 4.0000%  | 0.0000% | $10000.00          | $1584.78           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM1793                               | 2034-02-01      | 3.5000%  | 0.0000% | $32113.00          | $2829.15           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CTFM3463                               | 2036-12-01      | 3.5000%  | 0.0000% | $1000.00           | $274.10            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9959                               | 2055-02-01      | 5.0000%  | 0.0000% | $3072.00           | $2993.07           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFM5798                               | 2036-01-01      | 2.0000%  | 0.0000% | $9000.00           | $4016.67           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTFM1819                               | 2039-05-01      | 4.5000%  | 0.0000% | $12240208.00       | $3972350.93        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM3173                               | 2047-07-01      | 3.5000%  | 0.0000% | $262000.00         | $79170.35          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA1017                               | 2055-02-01      | 6.0000%  | 0.0000% | $1024.00           | $992.08            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFM4118                               | 2049-07-01      | 4.5000%  | 0.0000% | $2000.00           | $527.23            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM5035                               | 2050-07-01      | 4.0000%  | 0.0000% | $1000.00           | $231.62            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM6753                               | 2050-10-01      | 4.0000%  | 0.0000% | $14000.00          | $4145.00           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFA1537                               | 2050-07-01      | 3.5000%  | 0.0000% | $1024.00           | $936.47            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM7003                               | 2051-02-01      | 4.0000%  | 0.0000% | $3456.00           | $1034.27           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB9986                               | 2055-02-01      | 6.0000%  | 0.0000% | $1024.00           | $1028.72           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLFA1135                               | 2054-06-01      | 7.0000%  | 0.0000% | $1008.00           | $933.64            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9440                               | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $983.53            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL452026                               | 2028-11-01      | 6.5000%  | 0.0000% | $33000.00          | $4.29              | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA2632                               | 2055-04-01      | 5.5000%  | 0.0000% | $1024.00           | $991.23            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS3423                               | 2052-12-01      | 4.5000%  | 0.0000% | $1000.00           | $775.11            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFM1924                               | 2049-07-01      | 4.5000%  | 0.0000% | $1024.00           | $272.80            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFA1419                               | 2053-05-01      | 4.0000%  | 0.0000% | $2016.00           | $1849.16           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS3977                               | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $819.21            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB9345                               | 2054-10-01      | 6.0000%  | 0.0000% | $3024.00           | $2924.15           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL959642                               | 2037-11-01      | 6.0000%  | 0.0000% | $228000.00         | $2298.68           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0238                               | 2055-04-01      | 5.5000%  | 0.0000% | $1024.00           | $1027.31           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS9593                               | 2053-10-01      | 6.0000%  | 0.0000% | $1024.00           | $866.20            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL890097                               | 2038-10-01      | 6.0000%  | 0.0000% | $200000.00         | $2140.34           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS9349                               | 2054-10-01      | 5.5000%  | 0.0000% | $2064.00           | $1965.50           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL888029                               | 2036-12-01      | 6.0000%  | 0.0000% | $750000.00         | $3677.79           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL896303                               | 2036-07-01      | 6.0000%  | 0.0000% | $35263.00          | $275.87            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA3537                               | 2048-12-01      | 4.5000%  | 0.0000% | $2000.00           | $147.87            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0568                               | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.82           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL928125                               | 2037-03-01      | 5.5000%  | 0.0000% | $97111.00          | $1100.84           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL889697                               | 2038-07-01      | 6.0000%  | 0.0000% | $458000.00         | $2943.69           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4465                               | 2051-11-01      | 2.0000%  | 0.0000% | $1429880.00        | $921379.68         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL930407                               | 2039-01-01      | 6.0000%  | 0.0000% | $40737.00          | $613.43            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL929962                               | 2038-09-01      | 6.0000%  | 0.0000% | $23000.00          | $532.40            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CL932123                               | 2039-10-01      | 4.0000%  | 0.0000% | $35536.00          | $3340.61           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA3462                               | 2033-09-01      | 3.5000%  | 0.0000% | $18000.00          | $1389.02           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CI890446                               | 2026-06-01      | 4.5000%  | 0.0000% | $238324.00         | $40.34             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC1028                               | 2055-09-01      | 6.0000%  | 0.0000% | $2032.00           | $2106.86           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAS3594                               | 2029-10-01      | 3.0000%  | 0.0000% | $6000.00           | $423.73            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL940730                               | 2037-10-01      | 6.0000%  | 0.0000% | $435000.00         | $1587.84           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA2652                               | 2031-05-01      | 3.5000%  | 0.0000% | $2000.00           | $238.59            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAC7260                               | 2039-09-01      | 4.0000%  | 0.0000% | $50498.00          | $3773.43           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA3331                               | 2048-04-01      | 3.0000%  | 0.0000% | $23000.00          | $3425.20           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCC0003                               | 2055-02-01      | 6.5000%  | 0.0000% | $29000000.00       | $29081207.89       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CI890802                               | 2027-01-01      | 4.5000%  | 0.0000% | $2000000.00        | $227.24            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTMA3310                               | 2038-03-01      | 4.0000%  | 0.0000% | $37227.00          | $4971.24           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIMA0732                               | 2026-04-01      | 4.0000%  | 0.0000% | $50000.00          | $114.73            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC0384                               | 2055-05-01      | 5.0000%  | 0.0000% | $2048.00           | $2006.63           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAS1665                               | 2044-02-01      | 4.5000%  | 0.0000% | $20660.00          | $278.18            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA3496                               | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $82.93             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL889691                               | 2038-07-01      | 6.0000%  | 0.0000% | $2000.00           | $14.62             | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CLFS8836                               | 2054-07-01      | 7.5000%  | 0.0000% | $1024.00           | $752.26            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA3527                               | 2048-11-01      | 5.0000%  | 0.0000% | $20000.00          | $1685.39           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS3776                               | 2044-11-01      | 4.0000%  | 0.0000% | $20221120.00       | $1631335.62        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL894964                               | 2036-08-01      | 6.0000%  | 0.0000% | $25000.00          | $545.92            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3563                               | 2049-01-01      | 4.0000%  | 0.0000% | $24000.00          | $1624.13           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBX2866                               | 2052-12-01      | 5.5000%  | 0.0000% | $3000.00           | $2393.22           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBX9436                               | 2053-03-01      | 6.0000%  | 0.0000% | $3000.00           | $1660.91           | Agency Mortgage-Backed Securities         |
| GNPL PN CM3787                                     | 2057-08-15      | 3.7000%  | 0.0000% | $19844704.00       | $17877291.54       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CTBM5922                               | 2029-09-01      | 6.0000%  | 0.0000% | $31595.00          | $390.24            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBE8541                               | 2047-05-01      | 4.5000%  | 0.0000% | $2874.00           | $343.27            | Agency Mortgage-Backed Securities         |
| GNPL PN CO3156                                     | 2057-07-15      | 2.9500%  | 0.0000% | $18130300.00       | $15584080.07       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAZ0084                               | 2030-06-01      | 3.5000%  | 0.0000% | $15000.00          | $866.75            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIBC9040                               | 2031-11-01      | 2.0000%  | 0.0000% | $24000.00          | $3521.50           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIBE3634                               | 2032-05-01      | 4.0000%  | 0.0000% | $18000.00          | $610.21            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL663224                               | 2032-10-01      | 6.0000%  | 0.0000% | $423066.00         | $818.22            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAW1543                               | 2029-03-01      | 3.5000%  | 0.0000% | $19000.00          | $595.33            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL852448                               | 2035-12-01      | 6.0000%  | 0.0000% | $3000.00           | $49.93             | Agency Mortgage-Backed Securities         |
| Fannie Mae                                         | 2038-03-25      | 5.0473%  | 0.0000% | $700000.00         | $3971.20           | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CL659490                               | 2033-02-01      | 6.0000%  | 0.0000% | $25000.00          | $121.40            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL820242                               | 2035-07-01      | 5.0000%  | 0.0000% | $256000.00         | $3297.88           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAS2228                               | 2029-04-01      | 3.0000%  | 0.0000% | $26187.00          | $980.76            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAW3616                               | 2044-06-01      | 4.0000%  | 0.0000% | $2000.00           | $259.92            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL672488                               | 2032-11-01      | 5.5000%  | 0.0000% | $1477414.00        | $4747.18           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDA0453                               | 2053-09-01      | 4.5000%  | 0.0000% | $1000.00           | $849.90            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAT3434                               | 2043-10-01      | 3.0000%  | 0.0000% | $28463.00          | $1188.87           | Agency Mortgage-Backed Securities         |
| GNII SF BD4034 C                                   | 2048-04-20      | 4.0000%  | 0.0000% | $77960.00          | $12090.82          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBC2849                               | 2046-09-01      | 3.0000%  | 0.0000% | $8000.00           | $1432.72           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBD7883                               | 2046-09-01      | 3.5000%  | 0.0000% | $1000.00           | $125.59            | Agency Mortgage-Backed Securities         |
| GNII SF MA4195 M                                   | 2047-01-20      | 3.0000%  | 0.0000% | $1579448.00        | $222468.02         | Agency Mortgage-Backed Securities         |
| GNII SF CN6093 C                                   | 2052-06-20      | 5.0000%  | 0.0000% | $1033704.00        | $859313.84         | Agency Mortgage-Backed Securities         |
| GNMI SF 777254 X                                   | 2043-03-15      | 2.5000%  | 0.0000% | $144774.00         | $35026.31          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5388                               | 2054-06-01      | 5.5000%  | 0.0000% | $63430656.00       | $55859184.10       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA3632                               | 2034-04-01      | 3.5000%  | 0.0000% | $59000.00          | $4375.91           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAD0933                               | 2040-04-01      | 5.5000%  | 0.0000% | $1024.00           | $55.48             | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4119                               | 2050-09-01      | 2.0000%  | 0.0000% | $2892630.00        | $1415297.91        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CNMA3487                               | 2028-10-01      | 4.0000%  | 0.0000% | $1000.00           | $53.53             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3835                               | 2049-11-01      | 3.5000%  | 0.0000% | $5000.00           | $629.75            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3992                               | 2050-04-01      | 3.5000%  | 0.0000% | $15000.00          | $2442.46           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAC8719                               | 2039-12-01      | 4.5000%  | 0.0000% | $4415.00           | $141.60            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3058                               | 2047-07-01      | 4.0000%  | 0.0000% | $5998.00           | $595.68            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3058                               | 2047-07-01      | 4.0000%  | 0.0000% | $521000.00         | $51741.75          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3148                               | 2047-10-01      | 3.5000%  | 0.0000% | $15000.00          | $1810.81           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA1034                               | 2027-04-01      | 3.5000%  | 0.0000% | $10000.00          | $127.72            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL943728                               | 2037-10-01      | 6.5000%  | 0.0000% | $49222.00          | $56.11             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCC1065                               | 2055-09-01      | 6.5000%  | 0.0000% | $1040.00           | $1085.30           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA2539                               | 2046-02-01      | 4.0000%  | 0.0000% | $10000.00          | $1071.67           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA3334                               | 2048-04-01      | 4.5000%  | 0.0000% | $1000.00           | $111.37            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CVMA1320                               | 2028-01-01      | 3.0000%  | 0.0000% | $79207.00          | $2348.35           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA2960                               | 2047-04-01      | 4.0000%  | 0.0000% | $2000.00           | $194.17            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA3106                               | 2047-08-01      | 3.0000%  | 0.0000% | $1000.00           | $173.05            | Agency Mortgage-Backed Securities         |
| FNMS 05.490 CA917239                               | 2037-01-01      | 5.4900%  | 0.0000% | $3000.00           | $307.26            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CVMA1775                               | 2028-12-01      | 3.0000%  | 0.0000% | $61366.00          | $2623.71           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA3147                               | 2047-10-01      | 3.0000%  | 0.0000% | $3000.00           | $479.19            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS9406                               | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $941.30            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CNMA5778                               | 2035-05-01      | 6.5000%  | 0.0000% | $2000.00           | $1926.62           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAD1594                               | 2040-02-01      | 5.0000%  | 0.0000% | $65000.00          | $4729.53           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAE1658                               | 2040-08-01      | 4.5000%  | 0.0000% | $14632.00          | $155.59            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4210                               | 2050-12-01      | 2.5000%  | 0.0000% | $2000.00           | $913.60            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIMA5590                               | 2040-01-01      | 5.0000%  | 0.0000% | $3000.00           | $2543.52           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4804                               | 2052-11-01      | 4.0000%  | 0.0000% | $5000.00           | $4042.83           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA4919                               | 2053-02-01      | 5.5000%  | 0.0000% | $1023.00           | $779.26            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CIMA5219                               | 2038-12-01      | 5.5000%  | 0.0000% | $6000.00           | $3569.36           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA4876                               | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $738.35            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD6536                               | 2055-05-01      | 5.5000%  | 0.0000% | $2024.00           | $1940.43           | Agency Mortgage-Backed Securities         |
| GNII SF MA9537 M                                   | 2047-08-20      | 3.5000%  | 0.0000% | $39000000.00       | $29120953.04       | Agency Mortgage-Backed Securities         |
| GNII SF DM3642 C                                   | 2055-10-20      | 5.5000%  | 0.0000% | $49454336.00       | $50449472.62       | Agency Mortgage-Backed Securities         |
| GNRA 2024-073 D                                    | 2064-11-16      | 3.5000%  | 0.0000% | $467543.00         | $330007.59         | Agency Collateralized Mortgage Obligation |
| FNMS 05.000 CLFA0549                               | 2055-01-01      | 5.0000%  | 0.0000% | $2008.00           | $1924.66           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9644                               | 2054-12-01      | 5.0000%  | 0.0000% | $2000.00           | $1888.61           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA0507                               | 2055-01-01      | 6.0000%  | 0.0000% | $1040.00           | $831.76            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9970                               | 2055-02-01      | 5.5000%  | 0.0000% | $2048.00           | $2009.06           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9647                               | 2054-12-01      | 5.0000%  | 0.0000% | $2048.00           | $1965.51           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA0090                               | 2054-11-01      | 5.0000%  | 0.0000% | $1024.00           | $1005.44           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM6599                               | 2050-06-01      | 3.5000%  | 0.0000% | $3000.00           | $956.38            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CLCB9195                               | 2054-08-01      | 7.5000%  | 0.0000% | $1000.00           | $745.73            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA3295                               | 2055-08-01      | 5.5000%  | 0.0000% | $1011.00           | $1029.52           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB6475                               | 2053-06-01      | 5.0000%  | 0.0000% | $2000.00           | $1775.08           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIFM0047                               | 2034-12-01      | 3.0000%  | 0.0000% | $1000.00           | $288.58            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIFA1178                               | 2032-08-01      | 2.5000%  | 0.0000% | $1000.00           | $812.58            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA2796                               | 2055-06-01      | 5.0000%  | 0.0000% | $1026.00           | $1026.34           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCA1398                               | 2048-03-01      | 5.0000%  | 0.0000% | $3659.00           | $603.25            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA2054                               | 2048-07-01      | 4.5000%  | 0.0000% | $8000.00           | $727.24            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB5536                               | 2053-01-01      | 5.0000%  | 0.0000% | $3000.00           | $2438.71           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAV6368                               | 2029-01-01      | 3.5000%  | 0.0000% | $189000.00         | $4025.75           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL641249                               | 2032-06-01      | 7.0000%  | 0.0000% | $104430.00         | $643.44            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL740345                               | 2033-10-01      | 4.5000%  | 0.0000% | $27000.00          | $225.69            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAX0672                               | 2044-08-01      | 3.5000%  | 0.0000% | $17407.00          | $1103.21           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC7771                               | 2054-12-01      | 5.0000%  | 0.0000% | $1008.00           | $1002.76           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAU5241                               | 2044-02-01      | 4.5000%  | 0.0000% | $6165.00           | $252.67            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL653359                               | 2032-09-01      | 6.5000%  | 0.0000% | $221003.00         | $386.34            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA0456                               | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $847.91            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM5001                               | 2050-04-01      | 3.5000%  | 0.0000% | $143000.00         | $29648.17          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA2295                               | 2055-07-01      | 5.5000%  | 0.0000% | $1026.00           | $1039.02           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB5592                               | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $791.42            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB2644                               | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $706.22            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB3346                               | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $702.85            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLAB8465                               | 2043-02-01      | 2.5000%  | 0.0000% | $20287.00          | $3626.84           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAA8781                               | 2039-06-01      | 4.0000%  | 0.0000% | $49582.00          | $4467.46           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL986946                               | 2038-09-01      | 6.0000%  | 0.0000% | $154000.00         | $1361.72           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0564                               | 2055-06-01      | 5.5000%  | 0.0000% | $1040.00           | $1046.67           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAC8517                               | 2039-12-01      | 5.0000%  | 0.0000% | $100000.00         | $3961.63           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CRMA1627                               | 2043-09-01      | 3.5000%  | 0.0000% | $1004.00           | $193.30            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL988580                               | 2038-08-01      | 6.0000%  | 0.0000% | $364000.00         | $3171.83           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAA9133                               | 2039-08-01      | 4.5000%  | 0.0000% | $25924.00          | $1743.14           | Agency Mortgage-Backed Securities         |
| FNMS 08.000 NP995783                               | 2037-11-01      | 8.0000%  | 0.0000% | $710000.00         | $3662.77           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAL9031                               | 2046-08-01      | 3.0000%  | 0.0000% | $3380.00           | $757.85            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL942165                               | 2037-07-01      | 6.0000%  | 0.0000% | $379671.00         | $1923.31           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAR7312                               | 2028-08-01      | 3.0000%  | 0.0000% | $103791.00         | $2602.20           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAC1329                               | 2039-03-01      | 4.5000%  | 0.0000% | $190206.00         | $1698.77           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA1096                               | 2027-05-01      | 3.5000%  | 0.0000% | $53332.00          | $1330.84           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAC0746                               | 2039-09-01      | 5.0000%  | 0.0000% | $36583.00          | $968.51            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL986046                               | 2038-07-01      | 6.0000%  | 0.0000% | $500000.00         | $3842.10           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTMA2320                               | 2035-07-01      | 3.0000%  | 0.0000% | $1000.00           | $123.27            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAB9469                               | 2043-05-01      | 3.5000%  | 0.0000% | $45623.00          | $3378.64           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CVMA1580                               | 2028-09-01      | 3.0000%  | 0.0000% | $83604.00          | $3528.53           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL955183                               | 2037-11-01      | 7.0000%  | 0.0000% | $101786.00         | $2972.01           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTFM3321                               | 2038-11-01      | 4.5000%  | 0.0000% | $8000.00           | $1661.34           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIFM0057                               | 2032-05-01      | 2.5000%  | 0.0000% | $1000.00           | $220.92            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM2690                               | 2050-01-01      | 2.5000%  | 0.0000% | $18660.00          | $4266.36           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB9742                               | 2055-01-01      | 6.0000%  | 0.0000% | $2048.00           | $1971.18           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB9219                               | 2054-09-01      | 6.0000%  | 0.0000% | $1024.00           | $980.18            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA2710                               | 2055-09-01      | 5.5000%  | 0.0000% | $3024.00           | $3073.65           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL424242                               | 2028-04-01      | 6.0000%  | 0.0000% | $481570.00         | $128.97            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA2421                               | 2055-07-01      | 5.5000%  | 0.0000% | $2048.00           | $2060.20           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS9832                               | 2053-07-01      | 5.5000%  | 0.0000% | $1024.00           | $937.45            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CRMA1591                               | 2043-08-01      | 4.5000%  | 0.0000% | $2000.00           | $331.88            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAR4150                               | 2043-02-01      | 3.0000%  | 0.0000% | $25086.00          | $4660.38           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS8462                               | 2054-07-01      | 6.0000%  | 0.0000% | $3024.00           | $2535.59           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAB6513                               | 2042-10-01      | 3.5000%  | 0.0000% | $2000.00           | $343.80            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CVMA1837                               | 2029-02-01      | 3.0000%  | 0.0000% | $61771.00          | $4473.79           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT888281                               | 2027-04-01      | 6.0000%  | 0.0000% | $450000.00         | $756.10            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL891799                               | 2036-07-01      | 6.0000%  | 0.0000% | $334495.00         | $720.02            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAB5890                               | 2027-08-01      | 3.0000%  | 0.0000% | $31155.00          | $598.84            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CRMA1146                               | 2042-07-01      | 4.0000%  | 0.0000% | $5330.00           | $509.99            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAB1940                               | 2025-12-01      | 3.5000%  | 0.0000% | $123629.00         | $31.67             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CRAB7335                               | 2042-12-01      | 3.5000%  | 0.0000% | $1024.00           | $121.47            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAB4453                               | 2042-02-01      | 4.0000%  | 0.0000% | $1015.00           | $99.77             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL960428                               | 2037-12-01      | 6.5000%  | 0.0000% | $728128.00         | $2653.19           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAA0938                               | 2038-12-01      | 5.0000%  | 0.0000% | $32574.00          | $629.75            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTAB0218                               | 2029-02-01      | 5.5000%  | 0.0000% | $795033.00         | $538.17            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL995876                               | 2038-11-01      | 6.0000%  | 0.0000% | $662000.00         | $6907.42           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CVMA1481                               | 2028-06-01      | 3.0000%  | 0.0000% | $73039.00          | $2715.22           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 NP954959                               | 2037-10-01      | 7.0000%  | 0.0000% | $598382.00         | $1829.36           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 NPAA0799                               | 2038-12-01      | 5.5000%  | 0.0000% | $1000.00           | $18.97             | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL890154                               | 2038-03-01      | 5.0000%  | 0.0000% | $101321.00         | $1714.74           | Agency Mortgage-Backed Securities         |
| FNMS 08.000 CL535031                               | 2029-12-01      | 8.0000%  | 0.0000% | $797000.00         | $393.10            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL607055                               | 2031-10-01      | 6.5000%  | 0.0000% | $225600.00         | $188.95            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL254548                               | 2032-12-01      | 5.5000%  | 0.0000% | $3070.00           | $9.39              | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAK5545                               | 2027-03-01      | 3.5000%  | 0.0000% | $1038.00           | $18.30             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAK5545                               | 2027-03-01      | 3.5000%  | 0.0000% | $44000.00          | $775.90            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL1006                               | 2026-09-01      | 3.5000%  | 0.0000% | $179608.00         | $134.42            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL456276                               | 2028-12-01      | 6.0000%  | 0.0000% | $139000.00         | $108.28            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL616609                               | 2031-11-01      | 7.0000%  | 0.0000% | $114950.00         | $362.12            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAH4679                               | 2026-03-01      | 3.5000%  | 0.0000% | $72866.00          | $19.47             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL545998                               | 2032-11-01      | 6.0000%  | 0.0000% | $42864.00          | $84.05             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL597497                               | 2031-09-01      | 6.5000%  | 0.0000% | $459438.00         | $995.71            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL254114                               | 2031-10-01      | 6.0000%  | 0.0000% | $100233.00         | $1556.35           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAJ7688                               | 2041-12-01      | 4.0000%  | 0.0000% | $10000.00          | $418.49            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL566818                               | 2031-05-01      | 6.5000%  | 0.0000% | $145800.00         | $201.97            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL5213                               | 2044-04-01      | 4.5000%  | 0.0000% | $7000.00           | $526.73            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB5943                               | 2054-06-01      | 6.0000%  | 0.0000% | $2048.00           | $1873.34           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS6675                               | 2046-02-01      | 4.0000%  | 0.0000% | $35000.00          | $3288.94           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB4157                               | 2052-07-01      | 4.0000%  | 0.0000% | $4627.00           | $3698.97           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB6244                               | 2053-05-01      | 5.0000%  | 0.0000% | $2022.00           | $1647.79           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CICA2406                               | 2033-10-01      | 4.0000%  | 0.0000% | $200000.00         | $28989.34          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAV0663                               | 2043-12-01      | 4.5000%  | 0.0000% | $13867.00          | $733.87            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL672415                               | 2032-09-01      | 6.5000%  | 0.0000% | $50000.00          | $326.55            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC0035                               | 2054-09-01      | 6.0000%  | 0.0000% | $1001.00           | $808.38            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDD4985                               | 2055-05-01      | 4.5000%  | 0.0000% | $1000.00           | $976.14            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC9680                               | 2054-12-01      | 5.5000%  | 0.0000% | $2016.00           | $1982.17           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD0107                               | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $867.76            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD7146                               | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.86           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAS6413                               | 2031-01-01      | 2.5000%  | 0.0000% | $40000.00          | $4649.81           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD1012                               | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $979.23            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC9602                               | 2055-01-01      | 6.0000%  | 0.0000% | $2000.00           | $1822.17           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC9673                               | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $1009.21           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAX9886                               | 2045-04-01      | 3.5000%  | 0.0000% | $19806.00          | $4445.90           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAV8196                               | 2044-02-01      | 4.5000%  | 0.0000% | $13451.00          | $897.66            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAX1319                               | 2029-09-01      | 3.5000%  | 0.0000% | $33702.00          | $1380.03           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL669573                               | 2033-01-01      | 6.5000%  | 0.0000% | $59588.00          | $215.97            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL250550                               | 2026-05-01      | 6.5000%  | 0.0000% | $97100.00          | $5.34              | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL621252                               | 2032-02-01      | 6.5000%  | 0.0000% | $165370.00         | $355.13            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL579458                               | 2031-04-01      | 6.5000%  | 0.0000% | $747626.00         | $646.31            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL505614                               | 2029-07-01      | 6.5000%  | 0.0000% | $260000.00         | $229.09            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBE0531                               | 2046-11-01      | 3.0000%  | 0.0000% | $3000.00           | $213.47            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX XXBM7581                               | 2031-11-01      | 4.7051%  | 0.0000% | $900000.00         | $922833.75         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBK7914                               | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $287.05            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL190370                               | 2036-06-01      | 6.0000%  | 0.0000% | $43000.00          | $346.77            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT256517                               | 2026-12-01      | 6.0000%  | 0.0000% | $1000000.00        | $1180.16           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT257282                               | 2028-07-01      | 5.5000%  | 0.0000% | $589617.00         | $1499.23           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL323210                               | 2028-06-01      | 6.0000%  | 0.0000% | $706272.00         | $20.31             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL254918                               | 2033-09-01      | 4.5000%  | 0.0000% | $242000.00         | $2858.43           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL313182                               | 2026-10-01      | 7.5000%  | 0.0000% | $64420.00          | $2.09              | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL255741                               | 2035-05-01      | 6.0000%  | 0.0000% | $20351.00          | $237.40            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 ZL310151                               | 2044-09-01      | 5.5000%  | 0.0000% | $18000.00          | $1742.27           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIBM3350                               | 2033-01-01      | 3.5000%  | 0.0000% | $6000.00           | $918.54            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBN8855                               | 2049-03-01      | 4.5000%  | 0.0000% | $189000.00         | $74152.66          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBV6878                               | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $819.88            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CICB1492                               | 2036-08-01      | 3.5000%  | 0.0000% | $2519.00           | $1274.19           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4129                               | 2052-07-01      | 4.5000%  | 0.0000% | $3000.00           | $2291.16           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4127                               | 2052-07-01      | 4.5000%  | 0.0000% | $2000.00           | $1490.61           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY2840                               | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $762.03            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB3744                               | 2052-03-01      | 2.5000%  | 0.0000% | $1485.00           | $1062.04           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CICB1491                               | 2036-08-01      | 3.5000%  | 0.0000% | $2819.00           | $1485.48           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA3870                               | 2049-07-01      | 4.0000%  | 0.0000% | $1000.00           | $114.48            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTCA9342                               | 2041-02-01      | 3.0000%  | 0.0000% | $489408.00         | $189888.85         | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL254416                               | 2032-06-01      | 7.5000%  | 0.0000% | $2099702.00        | $2356.09           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT256490                               | 2026-11-01      | 5.5000%  | 0.0000% | $1719742.00        | $1836.81           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL629303                               | 2032-02-01      | 6.0000%  | 0.0000% | $77750.00          | $154.78            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL496250                               | 2029-04-01      | 6.5000%  | 0.0000% | $200000.00         | $147.90            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL619063                               | 2031-12-01      | 6.0000%  | 0.0000% | $64000.00          | $52.45             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL610107                               | 2031-10-01      | 6.5000%  | 0.0000% | $26035.00          | $5.29              | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL600799                               | 2031-08-01      | 6.5000%  | 0.0000% | $335209.00         | $974.21            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL580148                               | 2031-07-01      | 6.0000%  | 0.0000% | $17989632.00       | $6056.98           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAH3428                               | 2026-01-01      | 3.5000%  | 0.0000% | $50101.00          | $44.91             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL440738                               | 2028-12-01      | 6.0000%  | 0.0000% | $224818.00         | $102.06            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL633323                               | 2032-04-01      | 5.5000%  | 0.0000% | $100000.00         | $2234.95           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL572221                               | 2031-03-01      | 6.0000%  | 0.0000% | $2012204.00        | $1511.72           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAH9054                               | 2041-04-01      | 4.5000%  | 0.0000% | $41000.00          | $1630.05           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL252645                               | 2029-08-01      | 6.5000%  | 0.0000% | $15000.00          | $9.22              | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL632768                               | 2032-02-01      | 6.5000%  | 0.0000% | $60000.00          | $237.44            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL437394                               | 2028-09-01      | 6.5000%  | 0.0000% | $30000.00          | $36.38             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL625536                               | 2032-01-01      | 6.0000%  | 0.0000% | $252621.00         | $393.27            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL629224                               | 2032-02-01      | 5.5000%  | 0.0000% | $31791.00          | $703.68            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL190445                               | 2055-03-01      | 6.5000%  | 0.0000% | $2048.00           | $1734.78           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL602454                               | 2031-09-01      | 6.5000%  | 0.0000% | $395500.00         | $1632.00           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL581157                               | 2031-04-01      | 6.5000%  | 0.0000% | $182298.00         | $110.91            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL535285                               | 2030-02-01      | 6.5000%  | 0.0000% | $249078.00         | $212.29            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAH4068                               | 2041-02-01      | 4.5000%  | 0.0000% | $5429.00           | $195.02            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL563097                               | 2030-09-01      | 6.5000%  | 0.0000% | $280000.00         | $291.07            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL432061                               | 2028-06-01      | 7.0000%  | 0.0000% | $103993.00         | $3041.18           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT257125                               | 2028-03-01      | 5.5000%  | 0.0000% | $1200000.00        | $3769.97           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL255554                               | 2034-12-04      | 5.5000%  | 0.0000% | $297435.00         | $3013.91           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL630401                               | 2032-03-01      | 6.5000%  | 0.0000% | $50000.00          | $4.01              | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL585061                               | 2031-10-01      | 6.5000%  | 0.0000% | $36788.00          | $149.98            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL394854                               | 2027-05-01      | 6.5000%  | 0.0000% | $575000.00         | $283.95            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL484975                               | 2029-06-01      | 6.5000%  | 0.0000% | $302500.00         | $229.98            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL608187                               | 2031-12-01      | 6.0000%  | 0.0000% | $184488.00         | $1470.15           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL252569                               | 2029-06-01      | 6.0000%  | 0.0000% | $5000.00           | $8.17              | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL370777                               | 2027-06-01      | 7.5000%  | 0.0000% | $63176.00          | $43.73             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL628881                               | 2032-03-01      | 6.5000%  | 0.0000% | $80567.00          | $49.70             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL413212                               | 2028-03-01      | 6.0000%  | 0.0000% | $494627.00         | $96.90             | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CT257522                               | 2028-11-01      | 5.0000%  | 0.0000% | $1300000.00        | $2493.41           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL535475                               | 2029-03-01      | 6.0000%  | 0.0000% | $120330.00         | $74.56             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 ZT310184                               | 2026-01-01      | 5.5000%  | 0.0000% | $228655.00         | $0.61              | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT256275                               | 2026-06-01      | 6.0000%  | 0.0000% | $558469.00         | $223.35            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIAL2665                               | 2026-04-01      | 4.5000%  | 0.0000% | $1309000.00        | $1041.19           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT256802                               | 2027-07-01      | 5.5000%  | 0.0000% | $800000.00         | $1456.30           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 K2596693                               | 2032-01-01      | 6.0000%  | 0.0000% | $3000000.00        | $2717.13           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL555000                               | 2032-10-01      | 6.0000%  | 0.0000% | $37825.00          | $264.07            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 K2253974                               | 2031-08-01      | 7.0000%  | 0.0000% | $375000.00         | $171.04            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT257239                               | 2028-06-01      | 5.5000%  | 0.0000% | $716699.00         | $2813.25           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAH5616                               | 2026-02-01      | 3.5000%  | 0.0000% | $16000.00          | $16.58             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT256896                               | 2027-09-01      | 5.5000%  | 0.0000% | $465000.00         | $450.42            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL535334                               | 2030-06-01      | 7.5000%  | 0.0000% | $381326.00         | $79.50             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL604629                               | 2031-09-01      | 6.0000%  | 0.0000% | $5000000.00        | $3781.04           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 ZL310068                               | 2037-07-01      | 5.0000%  | 0.0000% | $118963.00         | $2633.17           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL733743                               | 2033-09-01      | 6.0000%  | 0.0000% | $1132212.00        | $1905.63           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL824324                               | 2035-06-01      | 6.0000%  | 0.0000% | $3551.00           | $15.94             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIBJ4892                               | 2033-02-01      | 3.5000%  | 0.0000% | $3752.00           | $1222.57           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CTBM3905                               | 2031-08-01      | 5.0000%  | 0.0000% | $179462.00         | $464.09            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAO7523                               | 2042-07-01      | 3.5000%  | 0.0000% | $21548.00          | $2390.61           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL254379                               | 2032-07-01      | 7.0000%  | 0.0000% | $626645.00         | $1447.63           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL251613                               | 2028-04-01      | 6.5000%  | 0.0000% | $198500.00         | $46.29             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAH4407                               | 2026-01-01      | 3.5000%  | 0.0000% | $22000.00          | $18.08             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL480950                               | 2029-03-01      | 6.5000%  | 0.0000% | $174900.00         | $380.29            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIAH2888                               | 2026-02-01      | 4.5000%  | 0.0000% | $1700000.00        | $1770.62           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAH0969                               | 2025-12-01      | 3.5000%  | 0.0000% | $77000.00          | $28.68             | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL252806                               | 2029-10-01      | 7.5000%  | 0.0000% | $3535632.00        | $2607.85           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA3879                               | 2049-12-01      | 4.5000%  | 0.0000% | $1000.00           | $116.92            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD5904                               | 2055-04-01      | 6.5000%  | 0.0000% | $1457000.00        | $1541494.50        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL323812                               | 2029-07-01      | 6.0000%  | 0.0000% | $7000.00           | $5.03              | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL253796                               | 2031-04-01      | 7.5000%  | 0.0000% | $1602329.00        | $149.64            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 K2253777                               | 2031-03-01      | 6.5000%  | 0.0000% | $220000.00         | $620.08            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT256751                               | 2027-06-01      | 5.5000%  | 0.0000% | $1073591.00        | $1948.76           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 ZL310104                               | 2037-08-01      | 5.5000%  | 0.0000% | $90000.00          | $3045.66           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB6202                               | 2053-05-01      | 5.0000%  | 0.0000% | $1024.00           | $879.97            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA5522                               | 2050-04-01      | 4.0000%  | 0.0000% | $1000.00           | $269.33            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 U3BF0196                               | 2041-02-01      | 3.5000%  | 0.0000% | $50000.00          | $11167.58          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL871232                               | 2036-04-01      | 6.0000%  | 0.0000% | $1463903.00        | $3663.17           | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS2372                               | 2031-06-01      | 1.9800%  | 0.0000% | $16180.00          | $14380.04          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA2190                               | 2048-08-01      | 4.0000%  | 0.0000% | $2000.00           | $153.31            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA6014                               | 2050-06-01      | 3.0000%  | 0.0000% | $11000.00          | $3974.85           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB9816                               | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $907.87            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM8087                               | 2035-03-01      | 3.5000%  | 0.0000% | $3000.00           | $1149.78           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB9011                               | 2054-08-01      | 6.0000%  | 0.0000% | $2048.00           | $1932.26           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA0565                               | 2054-06-01      | 6.0000%  | 0.0000% | $2048.00           | $1743.98           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFA2123                               | 2055-04-01      | 4.5000%  | 0.0000% | $1024.00           | $986.62            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIFM1418                               | 2034-09-01      | 4.0000%  | 0.0000% | $2236.00           | $215.98            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA2124                               | 2055-06-01      | 5.5000%  | 0.0000% | $1024.00           | $1021.05           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA1130                               | 2054-09-01      | 6.5000%  | 0.0000% | $1024.00           | $938.32            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA2184                               | 2048-08-01      | 4.0000%  | 0.0000% | $2144.00           | $450.74            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAB4036                               | 2026-12-01      | 3.5000%  | 0.0000% | $436206.00         | $4536.84           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLFS9601                               | 2054-08-01      | 7.0000%  | 0.0000% | $1000.00           | $872.07            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CVMA1449                               | 2028-04-01      | 3.0000%  | 0.0000% | $83941.00          | $2809.54           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA1980                               | 2044-07-01      | 3.5000%  | 0.0000% | $20957.00          | $1390.59           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM4097                               | 2047-07-01      | 4.5000%  | 0.0000% | $1543000.00        | $409384.41         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM4413                               | 2047-12-01      | 4.5000%  | 0.0000% | $12434656.00       | $1626912.78        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTBM4146                               | 2029-12-01      | 5.5000%  | 0.0000% | $37135.00          | $392.64            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIBM1791                               | 2032-06-01      | 3.0000%  | 0.0000% | $27718.00          | $4767.99           | Agency Mortgage-Backed Securities         |
| GNCL CL CR8823                                     | 2064-10-15      | 5.3400%  | 0.0000% | $1224646.00        | $1224741.52        | Agency Mortgage-Backed Securities         |
| GNPL PN CL4449                                     | 2057-05-15      | 2.9300%  | 0.0000% | $3060160.00        | $2452446.05        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBK1168                               | 2048-08-01      | 5.0000%  | 0.0000% | $21000.00          | $2633.92           | Agency Mortgage-Backed Securities         |
| GNII SF MA7196 M                                   | 2051-02-20      | 4.0000%  | 0.0000% | $158447872.00      | $57182802.84       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBM4659                               | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $250.76            | Agency Mortgage-Backed Securities         |
| GNII RG CM3399 C                                   | 2051-12-20      | 2.5000%  | 0.0000% | $1894076.00        | $966823.13         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDE6433                               | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $1006.57           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5027                               | 2053-05-01      | 4.0000%  | 0.0000% | $5000.00           | $4174.71           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIMA5424                               | 2039-07-01      | 5.0000%  | 0.0000% | $4000.00           | $2948.05           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTMA4891                               | 2042-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1287.78           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAD9751                               | 2025-12-01      | 3.5000%  | 0.0000% | $60314.00          | $19.94             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAE9319                               | 2040-12-01      | 4.5000%  | 0.0000% | $1396.00           | $40.00             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD8322                               | 2055-04-01      | 6.0000%  | 0.0000% | $2000.00           | $2066.68           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAD6437                               | 2040-06-01      | 5.0000%  | 0.0000% | $39000.00          | $1761.35           | Agency Mortgage-Backed Securities         |
| GNII JM MA3236 M                                   | 2045-11-20      | 3.5000%  | 0.0000% | $3463332.00        | $106375.17         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAE7731                               | 2040-11-01      | 4.5000%  | 0.0000% | $76000.00          | $2642.25           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAE8359                               | 2040-11-01      | 4.0000%  | 0.0000% | $2083.00           | $168.45            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE1640                               | 2055-06-01      | 6.5000%  | 0.0000% | $2000.00           | $2118.11           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAD4377                               | 2040-05-01      | 4.5000%  | 0.0000% | $2162.00           | $54.76             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAE7929                               | 2025-12-01      | 3.5000%  | 0.0000% | $53334.00          | $8.73              | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY3639                               | 2055-05-01      | 5.5000%  | 0.0000% | $4090920.00        | $4168624.48        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAE9743                               | 2025-12-01      | 3.5000%  | 0.0000% | $219316.00         | $38.24             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLAD0130                               | 2039-08-01      | 6.5000%  | 0.0000% | $380220.00         | $4146.62           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAE8048                               | 2025-11-25      | 3.5000%  | 0.0000% | $50000.00          | $9.69              | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTAE0213                               | 2029-12-01      | 5.5000%  | 0.0000% | $492433.00         | $3172.69           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3663                               | 2049-05-01      | 3.5000%  | 0.0000% | $4000.00           | $299.37            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAS1758                               | 2029-02-01      | 3.5000%  | 0.0000% | $45000.00          | $1733.60           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CRAT6319                               | 2043-06-01      | 3.5000%  | 0.0000% | $16460.00          | $3044.43           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3745                               | 2049-08-01      | 3.5000%  | 0.0000% | $25000.00          | $2540.07           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAA8729                               | 2039-06-01      | 6.0000%  | 0.0000% | $160000.00         | $4846.80           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA2920                               | 2047-03-01      | 3.0000%  | 0.0000% | $6000.00           | $1350.47           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAS9327                               | 2032-03-01      | 3.0000%  | 0.0000% | $3000.00           | $437.89            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL897161                               | 2036-10-01      | 6.0000%  | 0.0000% | $1131789.00        | $2188.35           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL985462                               | 2038-07-01      | 6.0000%  | 0.0000% | $3249850.00        | $2807.21           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT995498                               | 2026-11-01      | 6.0000%  | 0.0000% | $55544.00          | $58.25             | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL952425                               | 2037-09-01      | 7.0000%  | 0.0000% | $75000.00          | $39.20             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CI890398                               | 2027-02-01      | 3.5000%  | 0.0000% | $101092.00         | $480.73            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS4168                               | 2044-12-01      | 4.0000%  | 0.0000% | $11000.00          | $1328.01           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1214                               | 2055-10-01      | 5.5000%  | 0.0000% | $73071488.00       | $75163369.66       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL942283                               | 2037-08-01      | 6.0000%  | 0.0000% | $34950.00          | $424.48            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL995245                               | 2039-01-01      | 5.0000%  | 0.0000% | $1043.00           | $9.03              | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAW3613                               | 2044-06-01      | 3.5000%  | 0.0000% | $6953.00           | $480.32            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3384                               | 2048-06-01      | 4.0000%  | 0.0000% | $7001.00           | $595.08            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL885704                               | 2036-10-01      | 6.0000%  | 0.0000% | $1250000.00        | $1274.83           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAX3195                               | 2044-09-01      | 4.0000%  | 0.0000% | $3000.00           | $151.22            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL968252                               | 2038-02-01      | 7.0000%  | 0.0000% | $200000.00         | $2051.91           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAB1226                               | 2040-07-01      | 4.5000%  | 0.0000% | $2000.00           | $43.08             | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAS8610                               | 2032-01-01      | 3.0000%  | 0.0000% | $2000.00           | $246.98            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAX3592                               | 2027-06-01      | 3.0000%  | 0.0000% | $41510.00          | $717.16            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL986385                               | 2038-07-01      | 6.0000%  | 0.0000% | $1000000.00        | $2653.78           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAY2974                               | 2045-05-01      | 3.5000%  | 0.0000% | $23434.00          | $2209.20           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA3851                               | 2049-11-01      | 4.5000%  | 0.0000% | $17000.00          | $2112.53           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLAU3194                               | 2043-07-01      | 2.5000%  | 0.0000% | $13647.00          | $3270.56           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAY0253                               | 2030-03-01      | 3.5000%  | 0.0000% | $4000.00           | $374.59            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD7759                               | 2055-05-01      | 5.5000%  | 0.0000% | $1003.00           | $1019.87           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CNMA5434                               | 2034-05-01      | 4.0000%  | 0.0000% | $1000.00           | $708.02            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAE8870                               | 2040-11-01      | 4.5000%  | 0.0000% | $2927.00           | $45.26             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAE2873                               | 2040-08-01      | 4.5000%  | 0.0000% | $57219.00          | $2102.61           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAE3450                               | 2040-08-01      | 4.5000%  | 0.0000% | $33000.00          | $1904.88           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CNMA3656                               | 2029-05-01      | 3.5000%  | 0.0000% | $77000.00          | $4845.08           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIMA3393                               | 2033-06-01      | 4.0000%  | 0.0000% | $1000.00           | $81.13             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0432                               | 2055-05-01      | 5.5000%  | 0.0000% | $1018.00           | $1035.36           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CNMA2899                               | 2027-02-01      | 2.5000%  | 0.0000% | $4574.00           | $132.36            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0573                               | 2055-06-01      | 5.5000%  | 0.0000% | $1074.00           | $1067.81           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL932124                               | 2039-11-01      | 4.5000%  | 0.0000% | $63000.00          | $2781.12           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS9909                               | 2054-11-01      | 5.0000%  | 0.0000% | $1008.00           | $969.12            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC0374                               | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1000.37           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL930919                               | 2039-04-01      | 4.5000%  | 0.0000% | $4000.00           | $152.49            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL888099                               | 2035-08-01      | 5.5000%  | 0.0000% | $1000.00           | $12.02             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3276                               | 2048-02-01      | 3.5000%  | 0.0000% | $4000.00           | $518.78            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS9586                               | 2052-09-01      | 4.0000%  | 0.0000% | $1024.00           | $864.76            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL966347                               | 2037-12-01      | 6.0000%  | 0.0000% | $106000.00         | $1497.99           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CTMA3181                               | 2037-11-01      | 3.5000%  | 0.0000% | $2000.00           | $265.38            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0389                               | 2055-05-01      | 5.5000%  | 0.0000% | $2016.00           | $2024.76           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL934272                               | 2038-06-01      | 5.0000%  | 0.0000% | $185641.00         | $2790.20           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CI890790                               | 2032-08-01      | 3.0000%  | 0.0000% | $1000.00           | $154.86            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4120                               | 2050-09-01      | 2.5000%  | 0.0000% | $4000.00           | $1631.67           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL947216                               | 2037-10-01      | 6.0000%  | 0.0000% | $1000.00           | $17.49             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIMA3173                               | 2032-09-01      | 4.0000%  | 0.0000% | $6947.00           | $1057.97           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL901690                               | 2036-10-01      | 6.0000%  | 0.0000% | $41679.00          | $209.59            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM7879                               | 2035-05-01      | 3.5000%  | 0.0000% | $2000.00           | $584.60            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFS1163                               | 2037-01-01      | 3.5000%  | 0.0000% | $5000.00           | $2455.92           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS3686                               | 2053-01-01      | 5.0000%  | 0.0000% | $6000.00           | $4618.82           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS1847                               | 2049-01-01      | 4.0000%  | 0.0000% | $16156384.00       | $10599366.75       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL453863                               | 2028-12-01      | 6.0000%  | 0.0000% | $590000.00         | $315.00            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL535831                               | 2031-04-01      | 6.5000%  | 0.0000% | $478440.00         | $290.34            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA2032                               | 2050-04-01      | 5.5000%  | 0.0000% | $4605248.00        | $4647156.07        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS3405                               | 2052-12-01      | 5.5000%  | 0.0000% | $2663.00           | $1878.83           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL482402                               | 2029-02-01      | 6.0000%  | 0.0000% | $998617.00         | $109.22            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA2707                               | 2055-07-01      | 6.0000%  | 0.0000% | $1024.00           | $1051.46           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFA1944                               | 2052-09-01      | 3.5000%  | 0.0000% | $12910176.00       | $11610158.88       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTFS0314                               | 2033-06-01      | 3.0000%  | 0.0000% | $3000.00           | $1394.45           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL500683                               | 2029-06-01      | 6.5000%  | 0.0000% | $300800.00         | $240.83            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL535909                               | 2031-05-01      | 6.0000%  | 0.0000% | $5805000.00        | $3260.66           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFS2931                               | 2037-03-01      | 2.0000%  | 0.0000% | $5000.00           | $3119.04           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM9088                               | 2035-06-01      | 3.5000%  | 0.0000% | $5000.00           | $2098.23           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS1579                               | 2049-05-01      | 4.0000%  | 0.0000% | $1000.00           | $650.92            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS2824                               | 2051-12-01      | 2.5000%  | 0.0000% | $5000.00           | $3674.56           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL505121                               | 2029-07-01      | 6.5000%  | 0.0000% | $150000.00         | $140.56            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL535136                               | 2029-10-01      | 6.0000%  | 0.0000% | $8000.00           | $7.23              | Agency Mortgage-Backed Securities         |
| GNCL CL CS8167                                     | 2065-06-15      | 5.3500%  | 0.0000% | $2925032.00        | $3077517.82        | Agency Mortgage-Backed Securities         |
| GNPL PN CL2712                                     | 2057-06-15      | 2.6300%  | 0.0000% | $1948406.00        | $1647420.31        | Agency Mortgage-Backed Securities         |
| GNCL CL BD8024                                     | 2059-07-15      | 3.3600%  | 0.0000% | $9006600.00        | $8668267.07        | Agency Mortgage-Backed Securities         |
| GNPL PN CJ9633                                     | 2057-05-15      | 2.4800%  | 0.0000% | $7397896.00        | $6150875.28        | Agency Mortgage-Backed Securities         |
| GNII SF DM8793 C                                   | 2055-10-20      | 5.5000%  | 0.0000% | $1179312.00        | $1203041.33        | Agency Mortgage-Backed Securities         |
| GNPL LM CJ6472                                     | 2057-07-15      | 2.7400%  | 0.0000% | $1676148.00        | $1427060.82        | Agency Mortgage-Backed Securities         |
| GNPL PN CJ2563                                     | 2057-07-15      | 3.5800%  | 0.0000% | $19681088.00       | $17671948.50       | Agency Mortgage-Backed Securities         |
| GNHA AL CR2630 H                                   | 2073-02-20      | 6.5810%  | 0.0000% | $1396440.00        | $1191267.07        | Agency Mortgage-Backed Securities         |
| GNPL PN CL2695                                     | 2064-11-15      | 3.3000%  | 0.0000% | $26641088.00       | $23670889.23       | Agency Mortgage-Backed Securities         |
| GNII SF DN7805 C                                   | 2055-10-20      | 6.5000%  | 0.0000% | $2343050.00        | $2510338.30        | Agency Mortgage-Backed Securities         |
| GNII SF DN0857 C                                   | 2055-10-20      | 5.0000%  | 0.0000% | $8242880.00        | $8270738.19        | Agency Mortgage-Backed Securities         |
| GNII SF BH0059 C                                   | 2048-06-20      | 5.0000%  | 0.0000% | $4618504.00        | $850311.10         | Agency Mortgage-Backed Securities         |
| GNPL PN CN9795                                     | 2057-08-15      | 2.9500%  | 0.0000% | $37060928.00       | $31856405.13       | Agency Mortgage-Backed Securities         |
| GNPL PN CH0471                                     | 2057-08-15      | 3.9400%  | 0.0000% | $5005000.00        | $4611412.32        | Agency Mortgage-Backed Securities         |
| GNII SF AE5386 C                                   | 2034-03-20      | 4.0000%  | 0.0000% | $6119528.00        | $249350.46         | Agency Mortgage-Backed Securities         |
| GNII SF MA9964 M                                   | 2054-10-20      | 5.0000%  | 0.0000% | $63001600.00       | $59837539.97       | Agency Mortgage-Backed Securities         |
| GNII SF CX8999 C                                   | 2053-11-20      | 7.0000%  | 0.0000% | $1642682.00        | $1024022.20        | Agency Mortgage-Backed Securities         |
| GNII SF DN7794 C                                   | 2055-10-20      | 6.0000%  | 0.0000% | $590689.00         | $624161.57         | Agency Mortgage-Backed Securities         |
| GNII SF MB0001 M                                   | 2039-10-20      | 5.5000%  | 0.0000% | $6703928.00        | $6176714.67        | Agency Mortgage-Backed Securities         |
| GNRA 2024-160 NF                                   | 2054-10-20      | 5.1338%  | 0.0000% | $38770000.00       | $33472784.73       | Agency Collateralized Mortgage Obligation |
| GNPL PN CT8114                                     | 2058-10-15      | 5.6700%  | 0.0000% | $95226.00          | $98359.95          | Agency Mortgage-Backed Securities         |
| GNII SF DM3968 C                                   | 2055-09-20      | 5.5000%  | 0.0000% | $4675950.00        | $4765252.62        | Agency Mortgage-Backed Securities         |
| GNII SF DL5029 C                                   | 2055-10-20      | 5.5000%  | 0.0000% | $23389664.00       | $23860295.22       | Agency Mortgage-Backed Securities         |
| GNII SF DM0712 C                                   | 2055-09-20      | 6.0000%  | 0.0000% | $1735180.00        | $1797547.89        | Agency Mortgage-Backed Securities         |
| GNRM 2023-156 PT                                   | 2039-10-16      | 2.0000%  | 0.0000% | $69722880.00       | $59347299.15       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-116 GV                                   | 2036-07-20      | 5.0000%  | 0.0000% | $2369000.00        | $2369439.74        | Agency Collateralized Mortgage Obligation |
| GNRM 2019-29 AP                                    | 2048-10-20      | 3.0000%  | 0.0000% | $281000.00         | $75257.65          | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLZJ5678                               | 2032-01-01      | 6.0000%  | 0.0000% | $28465216.00       | $68007.28          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS9443                               | 2043-06-01      | 3.0000%  | 0.0000% | $15000000.00       | $3046773.89        | Agency Mortgage-Backed Securities         |
| 03.500 FGPC E02892 G                               | 2026-05-01      | 3.5000%  | 0.0000% | $24000.00          | $49.74             | Agency Mortgage-Backed Securities         |
| 05.000 FGPC C90931 G                               | 2025-11-15      | 5.0000%  | 0.0000% | $25000.00          | $0.49              | Agency Mortgage-Backed Securities         |
| 05.000 FGPC G16358 G                               | 2026-06-01      | 5.0000%  | 0.0000% | $2891000.00        | $1.26              | Agency Mortgage-Backed Securities         |
| FMAR 841164 G                                      | 2050-12-01      | 3.3310%  | 0.0000% | $1560000.00        | $410589.87         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 3LZL0804                               | 2042-07-01      | 3.0000%  | 0.0000% | $1260000.00        | $118463.07         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC J16564 G                               | 2026-09-01      | 3.5000%  | 0.0000% | $12000.00          | $28.52             | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS4646                               | 2046-01-01      | 3.0000%  | 0.0000% | $489001.00         | $73990.89          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL398136                               | 2027-12-01      | 6.5000%  | 0.0000% | $174400.00         | $228.11            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8533                               | 2055-05-01      | 5.5000%  | 0.0000% | $72743168.00       | $70466624.36       | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2051-08-25      | 1.5000%  | 0.0000% | $1267.00           | $544.16            | Agency Collateralized Mortgage Obligation |
| FNMS 04.000 CLBX3198                               | 2052-12-01      | 4.0000%  | 0.0000% | $1000.00           | $743.19            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBN6270                               | 2049-04-01      | 4.5000%  | 0.0000% | $1008.00           | $263.92            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDD5203                               | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $1000.69           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD5334                               | 2055-04-01      | 6.5000%  | 0.0000% | $3000.00           | $2750.49           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD4601                               | 2055-03-01      | 5.5000%  | 0.0000% | $4999.00           | $4040.76           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD5985                               | 2055-04-01      | 6.5000%  | 0.0000% | $3000.00           | $1827.47           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD5429                               | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $973.47            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE3468                               | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $988.07            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE4335                               | 2055-07-01      | 6.5000%  | 0.0000% | $3000.00           | $3187.85           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL840112                               | 2035-10-01      | 5.5000%  | 0.0000% | $300000.00         | $4147.31           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD4435                               | 2055-03-01      | 6.5000%  | 0.0000% | $2000.00           | $2115.38           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAU0080                               | 2043-09-01      | 4.0000%  | 0.0000% | $61468.00          | $4028.59           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC9693                               | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $998.75            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD0630                               | 2055-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1958.81           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDC6979                               | 2054-11-01      | 4.5000%  | 0.0000% | $2000.00           | $1950.40           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2053-04-25      | 6.0000%  | 0.0000% | $5000.00           | $4974.09           | Agency Collateralized Mortgage Obligation |
| FNMS 02.500 CIAS7320                               | 2031-06-01      | 2.5000%  | 0.0000% | $21334.00          | $2960.37           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAL9852                               | 2030-09-01      | 3.0000%  | 0.0000% | $4000.00           | $343.37            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAL7970                               | 2029-04-01      | 4.0000%  | 0.0000% | $34000.00          | $86.06             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAH3575                               | 2041-01-01      | 4.5000%  | 0.0000% | $29000.00          | $3334.95           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAS9316                               | 2032-03-01      | 2.5000%  | 0.0000% | $13646.00          | $2168.72           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS5942                               | 2045-10-01      | 4.0000%  | 0.0000% | $50000.00          | $4734.94           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIAL3963                               | 2027-01-01      | 4.5000%  | 0.0000% | $128423.00         | $2.19              | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS8380                               | 2046-11-01      | 4.0000%  | 0.0000% | $47479.00          | $4859.44           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAS1361                               | 2028-12-01      | 3.5000%  | 0.0000% | $39268.00          | $1344.98           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAS5405                               | 2030-07-01      | 2.5000%  | 0.0000% | $6000.00           | $555.08            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL510894                               | 2031-04-01      | 6.0000%  | 0.0000% | $1002061.00        | $1034.82           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAU0675                               | 2028-08-01      | 3.5000%  | 0.0000% | $55224.00          | $1116.36           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS6337                               | 2045-12-01      | 3.5000%  | 0.0000% | $1024.00           | $230.30            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAP3839                               | 2042-09-01      | 3.5000%  | 0.0000% | $1000.00           | $235.51            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL6146                               | 2030-01-01      | 3.5000%  | 0.0000% | $6000.00           | $378.55            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTAL7077                               | 2035-07-01      | 4.0000%  | 0.0000% | $2000.00           | $374.01            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL405865                               | 2027-11-01      | 7.5000%  | 0.0000% | $57000.00          | $85.37             | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CVAP4736                               | 2027-08-01      | 3.0000%  | 0.0000% | $128483.00         | $2517.37           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAS8195                               | 2031-10-01      | 2.5000%  | 0.0000% | $16003.00          | $2161.50           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAJ5934                               | 2026-12-01      | 3.5000%  | 0.0000% | $337761.00         | $1365.64           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL481162                               | 2029-01-01      | 6.0000%  | 0.0000% | $54008.00          | $20.33             | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL535154                               | 2030-01-01      | 7.0000%  | 0.0000% | $219323.00         | $69.83             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAS0012                               | 2028-07-01      | 3.5000%  | 0.0000% | $18000.00          | $608.14            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL454969                               | 2029-01-01      | 6.0000%  | 0.0000% | $29446.00          | $105.22            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL526057                               | 2029-12-01      | 7.0000%  | 0.0000% | $183176.00         | $156.62            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBU5036                               | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $948.54            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBU4311                               | 2053-12-01      | 6.5000%  | 0.0000% | $2000.00           | $1333.43           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBU5723                               | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $975.41            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBV6176                               | 2055-09-01      | 6.0000%  | 0.0000% | $2000.00           | $2071.76           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB5122                               | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $795.76            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB4381                               | 2052-08-01      | 4.0000%  | 0.0000% | $1000.00           | $803.42            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB3611                               | 2052-05-01      | 4.0000%  | 0.0000% | $1024.00           | $756.57            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIBQ6985                               | 2037-01-01      | 2.0000%  | 0.0000% | $312856.00         | $184382.83         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBV1755                               | 2055-07-01      | 6.5000%  | 0.0000% | $1008.00           | $1031.63           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBX8432                               | 2053-04-01      | 4.0000%  | 0.0000% | $3625944.00        | $3289970.29        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIBN3975                               | 2034-01-01      | 3.0000%  | 0.0000% | $12000.00          | $1327.98           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBN3009                               | 2048-11-01      | 4.0000%  | 0.0000% | $6000.00           | $689.43            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBU3981                               | 2053-04-01      | 6.5000%  | 0.0000% | $1016.00           | $824.53            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW6300                               | 2052-08-01      | 5.0000%  | 0.0000% | $1024.00           | $723.53            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM5173                               | 2047-11-01      | 4.5000%  | 0.0000% | $1024.00           | $260.51            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBU4397                               | 2054-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1660.10           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB5846                               | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $806.35            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB4956                               | 2052-10-01      | 5.5000%  | 0.0000% | $2048.00           | $1530.72           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CICB1490                               | 2036-08-01      | 3.5000%  | 0.0000% | $2652.00           | $1429.14           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB3880                               | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $691.91            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB5654                               | 2053-02-01      | 6.5000%  | 0.0000% | $4279.00           | $2387.48           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB3911                               | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $734.19            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQA9530                               | 2050-05-01      | 2.5000%  | 0.0000% | $425000.00         | $162906.48         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB5479                               | 2053-01-01      | 6.0000%  | 0.0000% | $2048.00           | $1562.60           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6322                               | 2053-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1669.72           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB5989                               | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $842.21            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ3597                               | 2054-09-01      | 6.0000%  | 0.0000% | $1074918.00        | $872881.72         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6186                               | 2053-05-01      | 5.5000%  | 0.0000% | $3000.00           | $2561.17           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB5487                               | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $845.37            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB5497                               | 2053-01-01      | 6.5000%  | 0.0000% | $4000.00           | $2772.63           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB4686                               | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $733.92            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB4421                               | 2052-08-01      | 5.5000%  | 0.0000% | $1000.00           | $743.18            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB6759                               | 2053-07-01      | 6.0000%  | 0.0000% | $1024.00           | $861.74            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB5796                               | 2053-02-01      | 5.5000%  | 0.0000% | $2018.00           | $1675.62           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB5289                               | 2052-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1569.30           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLCB7313                               | 2053-10-01      | 7.0000%  | 0.0000% | $2008.00           | $1547.64           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB5108                               | 2052-11-01      | 5.5000%  | 0.0000% | $3000.00           | $2397.12           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB6191                               | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $831.03            | Agency Mortgage-Backed Securities         |
| GNII SF MA7418 M                                   | 2051-06-20      | 2.5000%  | 0.0000% | $51140.00          | $28281.50          | Agency Mortgage-Backed Securities         |
| GNII SF MA7705 M                                   | 2051-11-20      | 2.5000%  | 0.0000% | $8442496.00        | $5209779.30        | Agency Mortgage-Backed Securities         |
| GNII SF MA7768 M                                   | 2051-12-20      | 3.0000%  | 0.0000% | $150000000.00      | $93630993.58       | Agency Mortgage-Backed Securities         |
| GNII SF MA7535 M                                   | 2051-08-20      | 3.0000%  | 0.0000% | $200001000.00      | $114088584.63      | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL972448                               | 2038-03-01      | 6.0000%  | 0.0000% | $235000.00         | $1144.98           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL991549                               | 2038-11-01      | 7.0000%  | 0.0000% | $20888.00          | $432.44            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CRAB6076                               | 2042-09-01      | 3.5000%  | 0.0000% | $2099.00           | $223.07            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL966463                               | 2038-01-01      | 6.0000%  | 0.0000% | $33216.00          | $388.41            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL944706                               | 2037-07-01      | 6.0000%  | 0.0000% | $1024.00           | $17.98             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL928739                               | 2037-10-01      | 6.5000%  | 0.0000% | $40000.00          | $408.32            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL992033                               | 2038-10-01      | 6.0000%  | 0.0000% | $540000.00         | $817.33            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL890519                               | 2040-10-01      | 6.0000%  | 0.0000% | $8098.00           | $283.35            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL942786                               | 2037-08-01      | 6.0000%  | 0.0000% | $43618.00          | $530.41            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL953582                               | 2037-12-01      | 6.0000%  | 0.0000% | $302000.00         | $3905.20           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL916916                               | 2037-05-01      | 6.0000%  | 0.0000% | $147000.00         | $1085.55           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL940717                               | 2037-10-01      | 6.0000%  | 0.0000% | $37151.00          | $445.81            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC0402                               | 2055-05-01      | 6.0000%  | 0.0000% | $1024.00           | $1047.67           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CI890430                               | 2027-07-01      | 3.5000%  | 0.0000% | $13000.00          | $114.05            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL915662                               | 2037-04-01      | 6.0000%  | 0.0000% | $175000.00         | $3759.16           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CI890306                               | 2026-04-01      | 4.0000%  | 0.0000% | $12804096.00       | $9855.59           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT929054                               | 2028-01-01      | 6.0000%  | 0.0000% | $183702.00         | $858.77            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC1239                               | 2055-10-01      | 6.0000%  | 0.0000% | $1024.00           | $1066.21           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL909141                               | 2038-01-01      | 6.0000%  | 0.0000% | $25000.00          | $649.02            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL888560                               | 2035-11-01      | 6.0000%  | 0.0000% | $39143680.00       | $627844.54         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CICC0481                               | 2040-05-01      | 6.0000%  | 0.0000% | $1000.00           | $988.84            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL922433                               | 2037-01-01      | 5.5000%  | 0.0000% | $94705.00          | $847.86            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDA9466                               | 2054-02-01      | 5.5000%  | 0.0000% | $3000.00           | $2113.68           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL892528                               | 2036-09-01      | 6.0000%  | 0.0000% | $41506.00          | $310.10            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CV890615                               | 2029-06-01      | 4.0000%  | 0.0000% | $96000.00          | $4222.34           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL903010                               | 2036-12-01      | 5.5000%  | 0.0000% | $33300.00          | $358.25            | Agency Mortgage-Backed Securities         |
| GNII SP 786980 C                                   | 2052-06-20      | 3.0000%  | 0.0000% | $2901000.00        | $2132884.20        | Agency Mortgage-Backed Securities         |
| GNII SF 004292 M                                   | 2038-11-20      | 6.5000%  | 0.0000% | $4560000.00        | $65342.97          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2026-10-31      | 1.1250%  | 0.0000% | $500.00            | $487.15            | U.S. Treasuries (including strips)        |
| FNMS 05.000 CLCB9476                               | 2054-11-01      | 5.0000%  | 0.0000% | $1024.00           | $984.94            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA1714                               | 2055-05-01      | 5.0000%  | 0.0000% | $1024.00           | $1012.15           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA1718                               | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $992.48            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA0166                               | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $950.39            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA0502                               | 2055-02-01      | 5.5000%  | 0.0000% | $1024.00           | $1020.14           | Agency Mortgage-Backed Securities         |
| GNPL PN DM0344                                     | 2055-10-15      | 5.6800%  | 0.0000% | $6960248.00        | $7328169.03        | Agency Mortgage-Backed Securities         |
| GNII SF DL5177 C                                   | 2055-10-20      | 6.5000%  | 0.0000% | $2571788.00        | $2694947.50        | Agency Mortgage-Backed Securities         |
| GNII SF DM3413 C                                   | 2055-09-20      | 6.0000%  | 0.0000% | $3336576.00        | $3456634.06        | Agency Mortgage-Backed Securities         |
| GNMI SF 678647 X                                   | 2039-11-15      | 4.0000%  | 0.0000% | $634989.00         | $122629.37         | Agency Mortgage-Backed Securities         |
| GNII SP 785165 C                                   | 2050-10-20      | 4.0000%  | 0.0000% | $34446656.00       | $11758849.92       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB4104                               | 2052-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1509.60           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBJ3881                               | 2048-01-01      | 3.5000%  | 0.0000% | $1703036.00        | $407076.19         | Agency Mortgage-Backed Securities         |
| GNII SF MA5597 M                                   | 2048-11-20      | 5.0000%  | 0.0000% | $122385664.00      | $7436414.23        | Agency Mortgage-Backed Securities         |
| GNII SF CI2020 C                                   | 2051-11-20      | 3.0000%  | 0.0000% | $1540924.00        | $685822.98         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIBM1400                               | 2029-04-01      | 3.5000%  | 0.0000% | $14000.00          | $1225.04           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBH1172                               | 2047-05-01      | 4.5000%  | 0.0000% | $1000.00           | $191.85            | Agency Mortgage-Backed Securities         |
| GNPL PN CO7977                                     | 2057-08-15      | 3.1800%  | 0.0000% | $5935800.00        | $5191766.61        | Agency Mortgage-Backed Securities         |
| GNII SF DM3454 C                                   | 2055-09-20      | 6.0000%  | 0.0000% | $13519104.00       | $13980046.19       | Agency Mortgage-Backed Securities         |
| GNII SF CF8041 C                                   | 2051-07-20      | 3.0000%  | 0.0000% | $2470184.00        | $1228732.90        | Agency Mortgage-Backed Securities         |
| GNII SF BG3768 C                                   | 2048-07-20      | 5.0000%  | 0.0000% | $14589456.00       | $1035076.22        | Agency Mortgage-Backed Securities         |
| GNPL PN CO3172                                     | 2057-08-15      | 3.7300%  | 0.0000% | $3317208.00        | $3009878.73        | Agency Mortgage-Backed Securities         |
| GNII SF CA1437 C                                   | 2050-11-20      | 2.5000%  | 0.0000% | $1013474.00        | $312637.58         | Agency Mortgage-Backed Securities         |
| GNII SF DK9698 C                                   | 2055-07-20      | 5.5000%  | 0.0000% | $3109288.00        | $3181347.40        | Agency Mortgage-Backed Securities         |
| GNII SF DL6699 C                                   | 2055-10-20      | 6.0000%  | 0.0000% | $4783632.00        | $4963970.14        | Agency Mortgage-Backed Securities         |
| GNII SF DL0952 C                                   | 2055-10-20      | 5.5000%  | 0.0000% | $768036.00         | $783489.91         | Agency Mortgage-Backed Securities         |
| GNII SF DK7719 C                                   | 2055-06-20      | 6.5000%  | 0.0000% | $4984208.00        | $5190134.35        | Agency Mortgage-Backed Securities         |
| GNII SF DK3996 C                                   | 2055-05-20      | 5.5000%  | 0.0000% | $616592.00         | $624425.17         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD8849                               | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1067.96           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CIMA5145                               | 2038-09-01      | 6.0000%  | 0.0000% | $1000.00           | $590.20            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAD7679                               | 2040-10-01      | 3.5000%  | 0.0000% | $25056.00          | $1409.47           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBD1002                               | 2046-03-01      | 3.5000%  | 0.0000% | $1000.00           | $78.91             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBK0915                               | 2048-07-01      | 4.0000%  | 0.0000% | $2000.00           | $179.02            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBK0677                               | 2050-02-01      | 3.0000%  | 0.0000% | $21000.00          | $3569.74           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBK6563                               | 2048-06-01      | 4.5000%  | 0.0000% | $18527.00          | $1497.70           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBK8810                               | 2048-08-01      | 4.0000%  | 0.0000% | $26000.00          | $1729.18           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIBE7150                               | 2032-02-01      | 3.5000%  | 0.0000% | $36000.00          | $3553.76           | Agency Mortgage-Backed Securities         |
| GNMI SF AB1786 X                                   | 2042-09-15      | 3.2500%  | 0.0000% | $2668230.00        | $413655.19         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAD3650                               | 2040-03-01      | 5.0000%  | 0.0000% | $48000.00          | $1711.42           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD6411                               | 2055-04-01      | 6.5000%  | 0.0000% | $3000.00           | $2761.93           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAD5524                               | 2040-05-01      | 4.5000%  | 0.0000% | $6720.00           | $488.13            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA4686                               | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $692.15            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAE8939                               | 2025-11-25      | 3.5000%  | 0.0000% | $427601.00         | $76.20             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5326                               | 2054-04-01      | 4.5000%  | 0.0000% | $1000.00           | $903.68            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAD8529                               | 2040-08-01      | 4.5000%  | 0.0000% | $116000.00         | $2895.37           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAE9432                               | 2040-12-01      | 4.0000%  | 0.0000% | $346316.00         | $2834.88           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAD6895                               | 2040-06-01      | 4.5000%  | 0.0000% | $5472.00           | $186.68            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL933727                               | 2038-04-01      | 6.0000%  | 0.0000% | $16000.00          | $198.57            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCC0141                               | 2055-03-01      | 6.5000%  | 0.0000% | $3000.00           | $2634.60           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS9303                               | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $918.92            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL905648                               | 2036-12-01      | 5.5000%  | 0.0000% | $143000.00         | $1339.70           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX1052                               | 2054-12-01      | 6.0000%  | 0.0000% | $1471202.00        | $1266470.77        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA4784                               | 2052-10-01      | 4.5000%  | 0.0000% | $6000.00           | $4638.65           | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CIMA4685                               | 2037-06-01      | 1.5000%  | 0.0000% | $231080.00         | $147892.76         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAD6083                               | 2040-06-01      | 4.5000%  | 0.0000% | $14478.00          | $449.12            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CNMA3680                               | 2029-06-01      | 3.5000%  | 0.0000% | $2000.00           | $165.31            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5387                               | 2054-06-01      | 5.0000%  | 0.0000% | $3072.00           | $2824.04           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX5421                               | 2055-02-01      | 6.5000%  | 0.0000% | $3959148.00        | $4054465.76        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2045-11-15      | 3.0000%  | 0.0000% | $1700.00           | $1355.56           | U.S. Treasuries (including strips)        |
| FNMS 04.000 CLAE5143                               | 2040-11-01      | 4.0000%  | 0.0000% | $50000.00          | $2830.11           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAE1428                               | 2040-08-01      | 4.5000%  | 0.0000% | $6947.00           | $187.06            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CTAD0756                               | 2028-11-01      | 6.5000%  | 0.0000% | $2000000.00        | $2408.15           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS0146                               | 2043-09-01      | 3.5000%  | 0.0000% | $1024.00           | $607.31            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM6063                               | 2051-02-01      | 3.0000%  | 0.0000% | $6000.00           | $3238.32           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM8911                               | 2051-02-01      | 3.5000%  | 0.0000% | $8000.00           | $3526.62           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2026-08-15      | 1.5000%  | 0.0000% | $200.00            | $197.10            | U.S. Treasuries (including strips)        |
| FNMS 04.000 CLFS2023                               | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $768.22            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM5750                               | 2050-08-01      | 4.0000%  | 0.0000% | $2000.00           | $489.44            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM3783                               | 2050-03-01      | 4.0000%  | 0.0000% | $5000.00           | $1530.75           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFM6627                               | 2049-09-01      | 4.5000%  | 0.0000% | $1000.00           | $364.29            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS2050                               | 2051-02-01      | 4.0000%  | 0.0000% | $1000.00           | $648.38            | Agency Mortgage-Backed Securities         |
| GNRM 2008-001 LB                                   | 2038-01-20      | 5.5000%  | 0.0000% | $33000.00          | $1697.80           | Agency Collateralized Mortgage Obligation |
| GNRA 2024-143 FA                                   | 2054-09-20      | 5.3338%  | 0.0000% | $100000000.00      | $81908001.95       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                             | 2026-02-15      | 6.0000%  | 0.0000% | $200.00            | $203.57            | U.S. Treasuries (including strips)        |
| FNMS 05.500 CLFS5198                               | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $776.86            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS9409                               | 2054-10-01      | 5.5000%  | 0.0000% | $1008.00           | $945.77            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS9890                               | 2054-02-01      | 5.5000%  | 0.0000% | $1024.00           | $952.79            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS9408                               | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $928.97            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS6825                               | 2053-12-01      | 6.0000%  | 0.0000% | $1000.00           | $874.08            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTFS5443                               | 2043-06-01      | 4.5000%  | 0.0000% | $3000.00           | $2297.80           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS8636                               | 2050-06-01      | 5.0000%  | 0.0000% | $1000.00           | $874.05            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS9345                               | 2054-10-01      | 5.0000%  | 0.0000% | $1056.00           | $957.94            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC0831                               | 2055-08-01      | 5.0000%  | 0.0000% | $1008.00           | $1011.27           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS7013                               | 2053-09-01      | 5.5000%  | 0.0000% | $1076.00           | $928.39            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS5200                               | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $807.66            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL1005                               | 2026-11-01      | 3.5000%  | 0.0000% | $8994816.00        | $8448.36           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS6524                               | 2053-12-01      | 6.5000%  | 0.0000% | $1024.00           | $838.85            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLFS7411                               | 2054-02-01      | 7.0000%  | 0.0000% | $2048.00           | $1742.34           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS6957                               | 2053-10-01      | 5.0000%  | 0.0000% | $1000.00           | $848.36            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAH7507                               | 2026-03-01      | 3.5000%  | 0.0000% | $144403.00         | $166.37            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFM7261                               | 2036-05-01      | 2.0000%  | 0.0000% | $4000.00           | $1775.22           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS5909                               | 2053-09-01      | 6.0000%  | 0.0000% | $2048.00           | $1720.17           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS8588                               | 2054-07-01      | 6.5000%  | 0.0000% | $1024.00           | $909.90            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCC1182                               | 2055-10-01      | 4.5000%  | 0.0000% | $1000.00           | $982.98            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLFS6420                               | 2053-11-01      | 7.0000%  | 0.0000% | $1024.00           | $772.14            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS8063                               | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $908.10            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS6871                               | 2054-01-01      | 6.5000%  | 0.0000% | $1024.00           | $796.17            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS6882                               | 2054-02-01      | 6.0000%  | 0.0000% | $1000.00           | $867.70            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC0832                               | 2055-08-01      | 5.0000%  | 0.0000% | $1031.00           | $1028.00           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFM7323                               | 2047-07-01      | 5.0000%  | 0.0000% | $7000.00           | $3161.65           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CVAL5759                               | 2029-07-01      | 3.5000%  | 0.0000% | $3000.00           | $149.71            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM7877                               | 2036-03-01      | 3.5000%  | 0.0000% | $3000.00           | $1146.29           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC0385                               | 2055-05-01      | 5.0000%  | 0.0000% | $2999.00           | $2934.01           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS7303                               | 2053-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1833.71           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS9877                               | 2054-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1848.37           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS5528                               | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $795.17            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIFM7391                               | 2036-05-01      | 2.5000%  | 0.0000% | $2000.00           | $788.84            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS9659                               | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $980.88            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS8025                               | 2054-05-01      | 5.5000%  | 0.0000% | $757937.00         | $696640.58         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDA8532                               | 2054-02-01      | 5.5000%  | 0.0000% | $2016.00           | $2001.85           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL894675                               | 2036-11-01      | 6.5000%  | 0.0000% | $1000.00           | $5.51              | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS7065                               | 2053-03-01      | 3.0000%  | 0.0000% | $1000.00           | $782.04            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS7538                               | 2054-03-01      | 6.0000%  | 0.0000% | $1024.00           | $888.45            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CLFS8832                               | 2054-07-01      | 7.5000%  | 0.0000% | $1024.00           | $783.37            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC0091                               | 2055-03-01      | 5.0000%  | 0.0000% | $1024.00           | $1022.67           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIMA5110                               | 2038-08-01      | 5.0000%  | 0.0000% | $1000.00           | $647.01            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA5159                               | 2038-08-01      | 3.5000%  | 0.0000% | $4000.00           | $2869.43           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CNMA5256                               | 2033-11-01      | 4.0000%  | 0.0000% | $2000.00           | $1110.86           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA0452                               | 2054-02-01      | 6.0000%  | 0.0000% | $1024.00           | $883.85            | Agency Mortgage-Backed Securities         |
| FNRM CL083MY R21F083                               | 2050-06-25      | 3.0000%  | 0.0000% | $1000.00           | $655.86            | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLCB9614                               | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $979.13            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9207                               | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $899.78            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB9834                               | 2055-01-01      | 6.5000%  | 0.0000% | $1024.00           | $882.93            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB8789                               | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $871.74            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB7739                               | 2054-01-01      | 6.5000%  | 0.0000% | $2000.00           | $1152.11           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB8977                               | 2054-08-01      | 5.0000%  | 0.0000% | $1024.00           | $970.36            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB9736                               | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $953.01            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2028-11-15      | 6.0000%  | 0.0000% | $15000.00          | $93.80             | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLCB9730                               | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $1030.38           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9792                               | 2055-01-01      | 5.5000%  | 0.0000% | $2048.00           | $1981.31           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8512                               | 2054-05-01      | 6.5000%  | 0.0000% | $1024.00           | $774.27            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB9743                               | 2055-01-01      | 6.5000%  | 0.0000% | $1024.00           | $968.94            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB8852                               | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $954.86            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB8843                               | 2054-07-01      | 5.5000%  | 0.0000% | $1024.00           | $988.10            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB7950                               | 2054-02-01      | 4.5000%  | 0.0000% | $1008.00           | $816.82            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLCB9174                               | 2054-09-01      | 7.0000%  | 0.0000% | $2024.00           | $1907.71           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9787                               | 2055-01-01      | 5.0000%  | 0.0000% | $3000.00           | $2900.63           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB9511                               | 2054-11-01      | 6.0000%  | 0.0000% | $1008.00           | $951.38            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB9998                               | 2055-02-01      | 6.0000%  | 0.0000% | $3050.00           | $2898.01           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9740                               | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $1006.95           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIFS4758                               | 2036-01-01      | 2.5000%  | 0.0000% | $1000.00           | $598.07            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAJ4147                               | 2026-11-01      | 3.5000%  | 0.0000% | $41670.00          | $191.44            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS6672                               | 2053-12-01      | 6.0000%  | 0.0000% | $2048.00           | $1773.59           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL0822                               | 2041-10-01      | 4.5000%  | 0.0000% | $55000.00          | $4497.91           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL1741                               | 2027-05-01      | 3.5000%  | 0.0000% | $320565.00         | $3704.64           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS8610                               | 2052-10-01      | 4.5000%  | 0.0000% | $1008.00           | $774.47            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9779                               | 2054-12-01      | 5.0000%  | 0.0000% | $2019.00           | $2000.06           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL190312                               | 2031-04-01      | 6.5000%  | 0.0000% | $184000.00         | $116.06            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8551                               | 2054-05-01      | 6.5000%  | 0.0000% | $1024.00           | $879.46            | Agency Mortgage-Backed Securities         |
| FNRM RC133NA R13F133                               | 2036-05-25      | 3.0000%  | 0.0000% | $1000000.00        | $286.52            | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLCB8706                               | 2054-06-01      | 6.0000%  | 0.0000% | $2000.00           | $1794.28           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB8137                               | 2054-03-01      | 5.5000%  | 0.0000% | $1024.00           | $939.49            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CLCB8902                               | 2054-07-01      | 7.5000%  | 0.0000% | $1000.00           | $848.78            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB8685                               | 2054-06-01      | 5.5000%  | 0.0000% | $1024.00           | $966.56            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBZ0447                               | 2034-02-01      | 4.4050%  | 0.0000% | $1386990.00        | $1391027.30        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY6242                               | 2053-08-01      | 5.5000%  | 0.0000% | $1496488.00        | $1255450.13        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBY5588                               | 2053-08-01      | 4.5000%  | 0.0000% | $2000.00           | $1674.36           | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ1739                               | 2029-09-01      | 4.6800%  | 0.0000% | $11310000.00       | $11576520.15       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA6345                               | 2050-07-01      | 2.5000%  | 0.0000% | $118569440.00      | $45083593.25       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBW7198                               | 2052-09-01      | 4.5000%  | 0.0000% | $2000.00           | $1755.99           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBY0017                               | 2053-04-01      | 6.0000%  | 0.0000% | $1003.00           | $809.48            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA0462                               | 2047-09-01      | 3.5000%  | 0.0000% | $4440.00           | $456.49            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBD5232                               | 2046-08-01      | 4.5000%  | 0.0000% | $30000.00          | $2086.28           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE6575                               | 2055-08-01      | 6.0000%  | 0.0000% | $2048.00           | $2115.91           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBJ9169                               | 2048-05-01      | 4.0000%  | 0.0000% | $7000.00           | $719.11            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 U4BF0356                               | 2051-11-01      | 4.0000%  | 0.0000% | $1000.00           | $395.23            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBJ9169                               | 2048-05-01      | 4.0000%  | 0.0000% | $2001.00           | $205.56            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE6448                               | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1039.23           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBC0178                               | 2046-01-01      | 4.5000%  | 0.0000% | $32931.00          | $2558.69           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBC0827                               | 2046-04-01      | 4.5000%  | 0.0000% | $4654.00           | $645.80            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE4008                               | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1008.40           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBD8963                               | 2046-11-01      | 3.0000%  | 0.0000% | $24000.00          | $4521.78           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIBM3174                               | 2032-05-01      | 3.5000%  | 0.0000% | $12000.00          | $1161.89           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBC0605                               | 2046-02-01      | 4.0000%  | 0.0000% | $41453.00          | $4970.02           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTBH2478                               | 2037-06-01      | 4.0000%  | 0.0000% | $260000.00         | $71857.02          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBD8540                               | 2047-01-01      | 4.0000%  | 0.0000% | $9790.00           | $2517.34           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE4579                               | 2055-08-01      | 5.5000%  | 0.0000% | $2016.00           | $2051.07           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBH0304                               | 2047-04-01      | 4.5000%  | 0.0000% | $19415.00          | $1014.88           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIBC2628                               | 2031-11-01      | 2.5000%  | 0.0000% | $8305.00           | $1484.41           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE9008                               | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.62           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBA6972                               | 2046-03-01      | 4.0000%  | 0.0000% | $49023.00          | $4274.26           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CICA2404                               | 2033-10-01      | 4.0000%  | 0.0000% | $20000.00          | $2908.96           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBV9910                               | 2052-05-01      | 4.5000%  | 0.0000% | $1000.00           | $657.42            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQA3399                               | 2049-10-01      | 4.0000%  | 0.0000% | $148000.00         | $21880.22          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZK9310                               | 2033-03-01      | 3.5000%  | 0.0000% | $1557740.00        | $413571.00         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTZA2145                               | 2029-12-01      | 5.0000%  | 0.0000% | $22596032.00       | $306742.40         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZK3248                               | 2026-05-01      | 3.5000%  | 0.0000% | $975000.00         | $2056.69           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC J13949 G                               | 2025-12-01      | 3.5000%  | 0.0000% | $9736.00           | $3.31              | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZK3471                               | 2026-08-01      | 3.5000%  | 0.0000% | $290737.00         | $692.64            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZJ9272                               | 2027-11-01      | 5.5000%  | 0.0000% | $26238976.00       | $17372.41          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA7587                               | 2052-06-01      | 3.5000%  | 0.0000% | $892000.00         | $639351.25         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL585629                               | 2031-05-01      | 6.0000%  | 0.0000% | $1000998.00        | $721.17            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL606341                               | 2031-10-01      | 6.0000%  | 0.0000% | $999900.00         | $328.39            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAH0057                               | 2041-02-01      | 4.5000%  | 0.0000% | $20000.00          | $776.89            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8267                               | 2052-11-01      | 5.0000%  | 0.0000% | $11821380.00       | $9513174.35        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI2144                               | 2034-06-01      | 5.0000%  | 0.0000% | $14980160.00       | $261468.76         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZK3078                               | 2026-03-01      | 3.5000%  | 0.0000% | $379683.00         | $563.13            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZK2879                               | 2026-01-01      | 3.5000%  | 0.0000% | $282800.00         | $191.77            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZL1823                               | 2041-08-01      | 5.5000%  | 0.0000% | $1897566.00        | $216293.51         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZK2849                               | 2026-01-01      | 3.5000%  | 0.0000% | $2394816.00        | $1122.33           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZK3510                               | 2026-09-01      | 3.5000%  | 0.0000% | $8000.00           | $18.99             | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI1430                               | 2034-01-01      | 6.0000%  | 0.0000% | $2285320.00        | $7530.56           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM4936                               | 2047-11-01      | 3.5000%  | 0.0000% | $150000.00         | $25501.60          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS3663                               | 2042-12-01      | 3.5000%  | 0.0000% | $8292304.00        | $972996.87         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZK2786                               | 2025-12-01      | 3.5000%  | 0.0000% | $630636.00         | $221.61            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZJ9282                               | 2026-10-01      | 6.0000%  | 0.0000% | $1048032.00        | $983.77            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL8906                               | 2044-12-01      | 3.5000%  | 0.0000% | $1300000.00        | $255998.65         | Agency Mortgage-Backed Securities         |
| 04.500 FGPC G60034 G                               | 2045-02-01      | 4.5000%  | 0.0000% | $162000.00         | $19341.89          | Agency Mortgage-Backed Securities         |
| 03.500 FGPC J15183 G                               | 2026-05-01      | 3.5000%  | 0.0000% | $24100.00          | $25.43             | Agency Mortgage-Backed Securities         |
| 04.000 FGPC J14494 G                               | 2026-02-01      | 4.0000%  | 0.0000% | $3108382.00        | $2609.44           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZK3250                               | 2026-05-01      | 3.5000%  | 0.0000% | $980000.00         | $4935.17           | Agency Mortgage-Backed Securities         |
| FKAR 04.500 WNWN1587                               | 2035-07-01      | 4.5000%  | 0.0000% | $1890260.00        | $1891142.75        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAJ6086                               | 2026-12-01      | 3.0000%  | 0.0000% | $500000.00         | $4110.00           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL555071                               | 2032-02-01      | 6.5000%  | 0.0000% | $298800.00         | $401.35            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL628193                               | 2032-02-01      | 6.5000%  | 0.0000% | $141800.00         | $164.16            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL627702                               | 2032-02-01      | 6.5000%  | 0.0000% | $49000.00          | $128.56            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL566834                               | 2031-07-01      | 6.5000%  | 0.0000% | $58528.00          | $73.57             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL589084                               | 2031-09-01      | 6.5000%  | 0.0000% | $82000.00          | $63.08             | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL603617                               | 2031-09-01      | 7.0000%  | 0.0000% | $109771.00         | $32.67             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAI8946                               | 2026-09-01      | 3.5000%  | 0.0000% | $27424.00          | $117.34            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAH7052                               | 2026-02-01      | 3.5000%  | 0.0000% | $1864128.00        | $847.06            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL602518                               | 2031-09-01      | 6.0000%  | 0.0000% | $500000.00         | $336.10            | Agency Mortgage-Backed Securities         |
| FEPC 01.500 3PRE6089                               | 2051-01-01      | 1.5000%  | 0.0000% | $1200000.00        | $685191.97         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAH2683                               | 2041-01-01      | 4.0000%  | 0.0000% | $3000.00           | $154.75            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL1472                               | 2039-05-01      | 4.5000%  | 0.0000% | $817156.00         | $38621.56          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL252255                               | 2029-02-01      | 6.5000%  | 0.0000% | $196000.00         | $151.46            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL1746                               | 2027-03-01      | 3.5000%  | 0.0000% | $475694.00         | $2649.39           | Agency Mortgage-Backed Securities         |
| FNRM CL051BH R21F051                               | 2051-08-25      | 1.5000%  | 0.0000% | $1000.00           | $426.51            | Agency Collateralized Mortgage Obligation |
| FNMS 04.500 CIAL1953                               | 2027-01-01      | 4.5000%  | 0.0000% | $6000000.00        | $833.92            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL748115                               | 2033-10-01      | 6.0000%  | 0.0000% | $400000.00         | $2709.81           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL745092                               | 2035-07-01      | 6.5000%  | 0.0000% | $207900.00         | $2585.76           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAZ6973                               | 2045-11-01      | 4.0000%  | 0.0000% | $48000.00          | $1792.92           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAJ1405                               | 2041-09-01      | 4.0000%  | 0.0000% | $37832.00          | $2730.97           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2026-01-15      | 5.5000%  | 0.0000% | $200000.00         | $72.19             | Agency Collateralized Mortgage Obligation |
| FNMS 03.500 CIAL1561                               | 2027-04-01      | 3.5000%  | 0.0000% | $103656.00         | $150.46            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL704869                               | 2033-01-01      | 5.5000%  | 0.0000% | $129372.00         | $156.18            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL8081                               | 2031-02-01      | 3.5000%  | 0.0000% | $43000.00          | $473.32            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 ZLSI2056                               | 2050-12-01      | 3.5000%  | 0.0000% | $800000.00         | $595401.35         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAI1969                               | 2041-05-01      | 4.5000%  | 0.0000% | $10000.00          | $903.59            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAJ4557                               | 2041-11-01      | 4.0000%  | 0.0000% | $1000.00           | $88.19             | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAJ7715                               | 2026-12-01      | 3.0000%  | 0.0000% | $450271.00         | $3766.31           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL630907                               | 2032-02-01      | 7.5000%  | 0.0000% | $630169.00         | $4259.76           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA3723                               | 2050-10-01      | 2.0000%  | 0.0000% | $1200000.00        | $594896.62         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC0409                               | 2054-09-01      | 5.0000%  | 0.0000% | $5052072.00        | $4978145.38        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL790968                               | 2034-09-01      | 4.5000%  | 0.0000% | $179093.00         | $4296.17           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB2491                               | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $680.12            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL9243                               | 2044-06-01      | 4.5000%  | 0.0000% | $18000.00          | $2933.63           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDA2504                               | 2053-12-01      | 7.0000%  | 0.0000% | $3000.00           | $2198.80           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL784328                               | 2034-12-01      | 5.5000%  | 0.0000% | $50001.00          | $388.88            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT831901                               | 2026-10-01      | 5.5000%  | 0.0000% | $2000000.00        | $592.75            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDB0453                               | 2054-05-01      | 5.0000%  | 0.0000% | $1000.00           | $982.52            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL674952                               | 2032-12-01      | 5.5000%  | 0.0000% | $157861.00         | $1601.31           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDA5755                               | 2053-12-01      | 7.0000%  | 0.0000% | $1024.00           | $550.67            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 GO752786                               | 2033-09-01      | 6.0000%  | 0.0000% | $400000.00         | $7896.03           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL865854                               | 2036-03-01      | 6.0000%  | 0.0000% | $349778.00         | $3627.20           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAL7800                               | 2030-11-01      | 2.5000%  | 0.0000% | $3000.00           | $313.96            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTAL7755                               | 2034-10-01      | 4.0000%  | 0.0000% | $18000.00          | $1769.05           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL866049                               | 2036-03-01      | 5.5000%  | 0.0000% | $270000.00         | $1708.38           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL846177                               | 2035-11-01      | 5.5000%  | 0.0000% | $48883.00          | $797.02            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIAL2439                               | 2027-09-01      | 5.0000%  | 0.0000% | $947000.00         | $0.09              | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CTAL1237                               | 2026-02-01      | 6.5000%  | 0.0000% | $1584297.00        | $35.41             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL831872                               | 2036-11-01      | 6.5000%  | 0.0000% | $4000.00           | $19.83             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL772103                               | 2033-09-01      | 6.0000%  | 0.0000% | $1049028.00        | $3654.56           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAL7521                               | 2039-06-01      | 5.0000%  | 0.0000% | $1000.00           | $116.79            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDA2505                               | 2053-12-01      | 7.0000%  | 0.0000% | $3000.00           | $1930.74           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL813957                               | 2035-05-01      | 6.0000%  | 0.0000% | $37512.00          | $80.86             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL880330                               | 2036-04-01      | 6.0000%  | 0.0000% | $109000.00         | $811.13            | Agency Mortgage-Backed Securities         |
| FNMS 08.000 CL695533                               | 2027-06-01      | 8.0000%  | 0.0000% | $250000.00         | $705.08            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL814522                               | 2035-04-01      | 4.5000%  | 0.0000% | $117960.00         | $1597.94           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL745408                               | 2036-01-01      | 6.5000%  | 0.0000% | $30631.00          | $431.77            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAX3601                               | 2045-01-01      | 3.5000%  | 0.0000% | $6273.00           | $650.60            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL753589                               | 2033-11-01      | 6.5000%  | 0.0000% | $99000.00          | $432.02            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL745514                               | 2036-01-01      | 6.5000%  | 0.0000% | $35000.00          | $534.55            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIAL3042                               | 2026-03-01      | 4.5000%  | 0.0000% | $28847.00          | $0.27              | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL810426                               | 2035-03-01      | 6.0000%  | 0.0000% | $10000.00          | $41.63             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAL0003                               | 2026-02-01      | 4.0000%  | 0.0000% | $1100000.00        | $383.71            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTAL8062                               | 2029-06-01      | 5.5000%  | 0.0000% | $133067.00         | $177.69            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 RE781789                               | 2034-11-01      | 4.5000%  | 0.0000% | $1523202.00        | $19295.67          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAH9695                               | 2026-04-01      | 4.0000%  | 0.0000% | $84000.00          | $109.61            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL648004                               | 2032-06-01      | 6.5000%  | 0.0000% | $189100.00         | $88.81             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL0160                               | 2041-05-01      | 4.5000%  | 0.0000% | $26000.00          | $1015.79           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                         | 2032-09-25      | 4.6973%  | 0.0000% | $2500000.00        | $1132.28           | Agency Collateralized Mortgage Obligation |
| FNMS 03.500 CIAL1831                               | 2027-05-01      | 3.5000%  | 0.0000% | $32357.00          | $301.34            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL817421                               | 2035-08-01      | 4.5000%  | 0.0000% | $125940.00         | $3527.59           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL725866                               | 2034-09-01      | 4.5000%  | 0.0000% | $54000.00          | $654.25            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL787216                               | 2034-07-01      | 5.5000%  | 0.0000% | $2000.00           | $50.25             | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL824343                               | 2035-08-01      | 5.0000%  | 0.0000% | $45116.00          | $96.87             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL785868                               | 2034-07-01      | 6.5000%  | 0.0000% | $510000.00         | $4883.82           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL815426                               | 2035-02-01      | 4.5000%  | 0.0000% | $27000.00          | $170.32            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAL6583                               | 2030-03-01      | 3.0000%  | 0.0000% | $36904.00          | $3468.85           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBC1507                               | 2046-08-01      | 4.5000%  | 0.0000% | $14813.00          | $1088.30           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF3036                               | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.17           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTAL1443                               | 2029-10-01      | 5.5000%  | 0.0000% | $280558.00         | $1307.48           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL872277                               | 2036-05-01      | 6.0000%  | 0.0000% | $25697.00          | $145.37            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB5060                               | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $962.11            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL795746                               | 2029-05-01      | 6.0000%  | 0.0000% | $41258.00          | $114.33            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CTAL7924                               | 2028-12-01      | 6.0000%  | 0.0000% | $13251.00          | $0.30              | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL771548                               | 2034-03-01      | 5.0000%  | 0.0000% | $227000.00         | $1182.42           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL852029                               | 2036-01-01      | 6.0000%  | 0.0000% | $149000.00         | $751.52            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL8743                               | 2046-06-01      | 4.5000%  | 0.0000% | $7000.00           | $1107.08           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAL6031                               | 2044-10-01      | 4.0000%  | 0.0000% | $4000.00           | $603.32            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL827953                               | 2035-05-01      | 6.0000%  | 0.0000% | $25540.00          | $404.99            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDA3370                               | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $552.10            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAL2689                               | 2027-02-01      | 4.0000%  | 0.0000% | $2928839.00        | $4892.04           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL763798                               | 2034-03-01      | 5.5000%  | 0.0000% | $340000.00         | $4048.55           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL449277                               | 2029-02-01      | 6.0000%  | 0.0000% | $65703.00          | $44.44             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL639625                               | 2032-02-01      | 6.0000%  | 0.0000% | $23585.00          | $751.30            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL447629                               | 2028-10-01      | 6.0000%  | 0.0000% | $54751.00          | $10.01             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL535300                               | 2030-05-01      | 6.5000%  | 0.0000% | $292499.00         | $164.03            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL580040                               | 2031-06-01      | 6.0000%  | 0.0000% | $1000000.00        | $701.77            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL545546                               | 2032-03-01      | 7.5000%  | 0.0000% | $318302.00         | $343.53            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL571949                               | 2031-07-01      | 6.5000%  | 0.0000% | $256700.00         | $186.04            | Agency Mortgage-Backed Securities         |
| Farm Federal Credit Bank                           | 2028-03-23      | 3.8800%  | 0.0000% | $4938000.00        | $4951216.83        | Agency Debentures and Agency Strips       |
| FNMS 06.500 CL449112                               | 2028-11-01      | 6.5000%  | 0.0000% | $1041419.00        | $155.16            | Agency Mortgage-Backed Securities         |
| FNMS 09.000 CL564318                               | 2030-11-01      | 9.0000%  | 0.0000% | $3560000.00        | $1137.68           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL581669                               | 2031-07-01      | 6.5000%  | 0.0000% | $166700.00         | $105.17            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL590057                               | 2031-06-01      | 6.5000%  | 0.0000% | $119470.00         | $84.19             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL634288                               | 2032-03-01      | 6.0000%  | 0.0000% | $14999552.00       | $11827.34          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL567182                               | 2031-03-01      | 6.5000%  | 0.0000% | $40000.00          | $7.35              | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL545609                               | 2032-03-01      | 7.5000%  | 0.0000% | $6610944.00        | $6564.98           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL601415                               | 2031-11-01      | 6.5000%  | 0.0000% | $205035.00         | $106.99            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAH3551                               | 2026-03-01      | 3.5000%  | 0.0000% | $73381.00          | $94.52             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL535811                               | 2031-04-01      | 6.5000%  | 0.0000% | $773977.00         | $411.84            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL597418                               | 2031-09-01      | 7.0000%  | 0.0000% | $116037.00         | $172.72            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL535699                               | 2031-01-01      | 6.5000%  | 0.0000% | $40000.00          | $14.78             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL555570                               | 2033-06-01      | 6.0000%  | 0.0000% | $47359.00          | $103.61            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CTRB5222                               | 2043-01-01      | 6.5000%  | 0.0000% | $115484.00         | $54695.32          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAH5801                               | 2026-02-01      | 3.5000%  | 0.0000% | $5000.00           | $4.47              | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAH5036                               | 2041-02-01      | 5.5000%  | 0.0000% | $1020.00           | $24.27             | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL581806                               | 2031-07-01      | 7.0000%  | 0.0000% | $254000.00         | $93.45             | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL596270                               | 2031-08-01      | 7.5000%  | 0.0000% | $876866.00         | $2796.04           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL575645                               | 2031-03-01      | 6.0000%  | 0.0000% | $380000.00         | $58.14             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL661968                               | 2032-10-01      | 6.5000%  | 0.0000% | $122806.00         | $418.38            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAW7132                               | 2044-10-01      | 4.0000%  | 0.0000% | $15000.00          | $2164.91           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAW8749                               | 2044-07-01      | 4.5000%  | 0.0000% | $3970.00           | $202.12            | Agency Mortgage-Backed Securities         |
| FNRM RC014AQ R03F014                               | 2033-03-25      | 3.5000%  | 0.0000% | $200000.00         | $220.79            | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CL735126                               | 2034-12-01      | 6.5000%  | 0.0000% | $30000.00          | $282.10            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL648385                               | 2031-10-01      | 7.0000%  | 0.0000% | $209000.00         | $2198.57           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL724785                               | 2033-06-01      | 5.5000%  | 0.0000% | $30766.00          | $441.24            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL720147                               | 2033-07-01      | 4.5000%  | 0.0000% | $272000.00         | $2332.96           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL722813                               | 2033-05-01      | 5.5000%  | 0.0000% | $3714.00           | $813.39            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAW8597                               | 2029-08-01      | 3.0000%  | 0.0000% | $85000.00          | $4713.91           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLAT2297                               | 2043-03-01      | 2.5000%  | 0.0000% | $1125.00           | $305.52            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL645174                               | 2032-08-01      | 6.5000%  | 0.0000% | $95329.00          | $360.96            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAW5578                               | 2044-08-01      | 3.5000%  | 0.0000% | $10710.00          | $817.27            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL649812                               | 2032-06-01      | 6.5000%  | 0.0000% | $51000.00          | $47.91             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL675815                               | 2032-12-01      | 5.5000%  | 0.0000% | $42689.00          | $878.37            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAU0992                               | 2043-09-01      | 4.5000%  | 0.0000% | $3033.00           | $153.04            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL535908                               | 2031-04-01      | 6.0000%  | 0.0000% | $10400409.00       | $3192.21           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAV0087                               | 2043-10-01      | 3.5000%  | 0.0000% | $25892.00          | $3528.01           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8420                               | 2054-04-01      | 5.5000%  | 0.0000% | $16013952.00       | $13744515.61       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8447                               | 2054-07-01      | 6.0000%  | 0.0000% | $17517952.00       | $14315251.20       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBV2615                               | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $662.63            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBV1881                               | 2055-07-01      | 6.5000%  | 0.0000% | $3000.00           | $3006.53           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZK3355                               | 2026-07-01      | 3.5000%  | 0.0000% | $29574.00          | $107.06            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZL1167                               | 2041-04-01      | 4.5000%  | 0.0000% | $6547328.00        | $117661.42         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBW1241                               | 2052-10-01      | 4.0000%  | 0.0000% | $5000.00           | $4035.31           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW1865                               | 2053-05-01      | 5.0000%  | 0.0000% | $1695438.00        | $1061554.48        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZK3536                               | 2026-09-01      | 3.5000%  | 0.0000% | $490324.00         | $3233.48           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBQ3700                               | 2050-09-01      | 3.0000%  | 0.0000% | $13417.00          | $4975.88           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBU5011                               | 2054-09-01      | 6.5000%  | 0.0000% | $2000.00           | $1875.87           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CICA3930                               | 2034-08-01      | 3.5000%  | 0.0000% | $1000.00           | $253.00            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBV6165                               | 2055-08-01      | 4.0000%  | 0.0000% | $1000.00           | $955.20            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA2199                               | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $181.74            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA2580                               | 2048-11-01      | 4.5000%  | 0.0000% | $16000.00          | $4548.46           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBW6230                               | 2052-09-01      | 4.0000%  | 0.0000% | $4000.00           | $3119.79           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6484                               | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $818.24            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2029-12-15      | 4.6982%  | 0.0000% | $1000000.00        | $1030.34           | Agency Collateralized Mortgage Obligation |
| FNMS 04.000 CLCA1894                               | 2048-06-01      | 4.0000%  | 0.0000% | $1024.00           | $106.15            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBV6053                               | 2055-09-01      | 5.5000%  | 0.0000% | $1008.00           | $1022.93           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBX6117                               | 2053-01-01      | 6.0000%  | 0.0000% | $1024.00           | $608.82            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB7062                               | 2053-09-01      | 6.5000%  | 0.0000% | $1008.00           | $828.26            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB8223                               | 2054-03-01      | 6.0000%  | 0.0000% | $3000.00           | $2576.14           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6634                               | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $889.06            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6914                               | 2053-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1714.24           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB4834                               | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $801.85            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLCB8030                               | 2054-02-01      | 7.0000%  | 0.0000% | $1008.00           | $849.28            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB7304                               | 2053-10-01      | 6.0000%  | 0.0000% | $1008.00           | $804.35            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB7278                               | 2053-10-01      | 6.5000%  | 0.0000% | $1024.00           | $797.61            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB7475                               | 2053-11-01      | 5.5000%  | 0.0000% | $1024.00           | $856.83            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8870                               | 2054-07-01      | 6.5000%  | 0.0000% | $3072.00           | $2804.70           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLCB7816                               | 2054-01-01      | 7.0000%  | 0.0000% | $1010.00           | $712.70            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB7867                               | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $658.82            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB7810                               | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $632.95            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB4855                               | 2052-10-01      | 6.0000%  | 0.0000% | $1000.00           | $740.84            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL555783                               | 2033-10-01      | 4.5000%  | 0.0000% | $104000.00         | $937.56            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAW1538                               | 2029-03-01      | 3.5000%  | 0.0000% | $69520.00          | $1551.55           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAH1097                               | 2025-12-01      | 4.0000%  | 0.0000% | $3186043.00        | $435.61            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL745283                               | 2036-01-01      | 5.5000%  | 0.0000% | $28000.00          | $364.05            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAZ2170                               | 2030-07-01      | 2.5000%  | 0.0000% | $11000.00          | $1173.11           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAY0828                               | 2030-05-01      | 2.5000%  | 0.0000% | $12197.00          | $829.13            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL773597                               | 2034-08-01      | 6.5000%  | 0.0000% | $28279.00          | $648.76            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAH5583                               | 2041-02-01      | 4.5000%  | 0.0000% | $27000.00          | $870.34            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD8826                               | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1050.25           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD8565                               | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $921.95            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE9570                               | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1038.94           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF0825                               | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1042.54           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAK6544                               | 2027-04-01      | 3.0000%  | 0.0000% | $100000.00         | $1801.76           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL776657                               | 2029-06-01      | 4.5000%  | 0.0000% | $200000.00         | $2161.32           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE7178                               | 2055-08-01      | 6.0000%  | 0.0000% | $4041.00           | $4051.06           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAU5665                               | 2043-09-01      | 4.5000%  | 0.0000% | $24038.00          | $1983.71           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL637274                               | 2032-05-01      | 6.5000%  | 0.0000% | $17000.00          | $177.68            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAH4828                               | 2026-02-01      | 4.0000%  | 0.0000% | $7503870.00        | $5219.61           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL730637                               | 2033-08-01      | 5.0000%  | 0.0000% | $57000.00          | $304.00            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL596460                               | 2031-08-01      | 6.0000%  | 0.0000% | $148431.00         | $1862.01           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL673591                               | 2033-01-01      | 5.5000%  | 0.0000% | $38288.00          | $339.46            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAW0715                               | 2044-03-01      | 3.5000%  | 0.0000% | $7432.00           | $1386.75           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL688330                               | 2033-03-01      | 6.0000%  | 0.0000% | $1985268.00        | $4885.78           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAU7325                               | 2028-09-01      | 3.5000%  | 0.0000% | $39744.00          | $533.60            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAZ4455                               | 2045-07-01      | 4.0000%  | 0.0000% | $1000.00           | $175.12            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL727201                               | 2033-08-01      | 4.5000%  | 0.0000% | $243000.00         | $2137.29           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL644188                               | 2032-06-01      | 6.0000%  | 0.0000% | $1421618.00        | $10429.95          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAW6899                               | 2029-07-01      | 3.5000%  | 0.0000% | $2000.00           | $115.74            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAU7552                               | 2028-10-01      | 3.5000%  | 0.0000% | $12000.00          | $193.26            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL626504                               | 2032-01-01      | 6.0000%  | 0.0000% | $51930.00          | $1220.81           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAI1059                               | 2041-06-01      | 4.5000%  | 0.0000% | $91000.00          | $2861.63           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL1168                               | 2026-01-01      | 3.5000%  | 0.0000% | $78145.00          | $28.55             | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL644591                               | 2032-05-01      | 7.0000%  | 0.0000% | $212090.00         | $44.84             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAH3847                               | 2026-04-01      | 4.0000%  | 0.0000% | $50104.00          | $118.24            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAJ9354                               | 2027-01-01      | 3.0000%  | 0.0000% | $50000.00          | $524.94            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL730510                               | 2033-08-01      | 4.5000%  | 0.0000% | $89320.00          | $558.74            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL662622                               | 2032-10-01      | 6.0000%  | 0.0000% | $11993088.00       | $8584.92           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL729713                               | 2033-08-01      | 4.5000%  | 0.0000% | $231304.00         | $2500.95           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAU7258                               | 2043-10-01      | 3.5000%  | 0.0000% | $1000.00           | $179.12            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAX1542                               | 2045-01-01      | 3.5000%  | 0.0000% | $12162.00          | $679.17            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAX3086                               | 2044-09-01      | 3.5000%  | 0.0000% | $4441.00           | $292.68            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL633866                               | 2032-03-01      | 6.0000%  | 0.0000% | $2000000.00        | $4393.59           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2026-05-15      | 5.0000%  | 0.0000% | $25000.00          | $24.10             | Agency Collateralized Mortgage Obligation |
| FNMS 04.500 CL725236                               | 2034-03-01      | 4.5000%  | 0.0000% | $40000.00          | $480.66            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL678145                               | 2032-12-01      | 5.5000%  | 0.0000% | $14824.00          | $654.05            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL729535                               | 2033-07-01      | 5.5000%  | 0.0000% | $41207.00          | $122.43            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL745823                               | 2036-08-01      | 6.0000%  | 0.0000% | $250000.00         | $1112.69           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL672820                               | 2032-10-01      | 6.5000%  | 0.0000% | $46568.00          | $151.63            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAY3416                               | 2030-04-01      | 2.5000%  | 0.0000% | $25392.00          | $1766.41           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL697296                               | 2033-10-01      | 6.0000%  | 0.0000% | $3354209.00        | $1013.15           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL604916                               | 2032-10-01      | 6.0000%  | 0.0000% | $93000.00          | $1124.05           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL763527                               | 2034-02-01      | 6.5000%  | 0.0000% | $170000.00         | $2005.53           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL642958                               | 2032-04-01      | 6.5000%  | 0.0000% | $120897.00         | $314.84            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL725228                               | 2034-03-01      | 6.0000%  | 0.0000% | $4001.00           | $22.13             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAT1107                               | 2043-04-01      | 3.5000%  | 0.0000% | $40111.00          | $4423.08           | Agency Mortgage-Backed Securities         |
| FNRM RC064QH R01F064                               | 2031-11-25      | 6.0000%  | 0.0000% | $337000.00         | $4802.67           | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES T-063       1A1    20450225 FLT | 2045-02-25      | 5.3087%  | 0.0000% | $200000.00         | $4469.60           | Agency Collateralized Mortgage Obligation |
| FNMS 04.000 CIAY4707                               | 2031-08-01      | 4.0000%  | 0.0000% | $27000.00          | $3983.62           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL751182                               | 2034-03-01      | 5.5000%  | 0.0000% | $150000.00         | $4732.25           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL651895                               | 2032-08-01      | 6.0000%  | 0.0000% | $1246000.00        | $1503.76           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAV8516                               | 2029-03-01      | 3.5000%  | 0.0000% | $7000.00           | $275.90            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAW4182                               | 2044-02-01      | 3.5000%  | 0.0000% | $5618.00           | $472.31            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL535193                               | 2030-03-01      | 7.5000%  | 0.0000% | $66226.00          | $36.52             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAX7350                               | 2044-11-01      | 4.5000%  | 0.0000% | $7798.00           | $461.65            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL667972                               | 2032-10-01      | 5.5000%  | 0.0000% | $24129.00          | $575.58            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE6482                               | 2055-08-01      | 5.5000%  | 0.0000% | $2110.00           | $2132.47           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF0230                               | 2055-10-01      | 5.5000%  | 0.0000% | $3000.00           | $3083.44           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF2305                               | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.71           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE5334                               | 2055-10-01      | 5.5000%  | 0.0000% | $3001.00           | $3064.41           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAZ7916                               | 2026-04-01      | 3.5000%  | 0.0000% | $23000.00          | $36.47             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDF0402                               | 2055-10-01      | 4.5000%  | 0.0000% | $1000.00           | $981.33            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD9875                               | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1050.26           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF0231                               | 2055-10-01      | 5.5000%  | 0.0000% | $3024.00           | $3102.37           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF0267                               | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.03           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE3467                               | 2055-07-01      | 6.0000%  | 0.0000% | $1024.00           | $1033.22           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDE2184                               | 2055-06-01      | 7.0000%  | 0.0000% | $2000.00           | $2126.63           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF1683                               | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1020.20           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE6618                               | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.87           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD5660                               | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $606.24            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD7099                               | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $463.02            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE3484                               | 2055-07-01      | 6.5000%  | 0.0000% | $4000.00           | $4152.80           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF0449                               | 2055-10-01      | 6.0000%  | 0.0000% | $3000.00           | $3085.46           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE9547                               | 2055-10-01      | 6.0000%  | 0.0000% | $2000.00           | $2077.87           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF0219                               | 2055-10-01      | 5.5000%  | 0.0000% | $3000.00           | $3089.56           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF0005                               | 2055-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1999.44           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA5337                               | 2039-03-01      | 3.5000%  | 0.0000% | $3000.00           | $1541.61           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ5335                               | 2055-10-01      | 5.0000%  | 0.0000% | $1550360.00        | $1556841.48        | Agency Mortgage-Backed Securities         |
| GNII SF MA5076 M                                   | 2048-03-20      | 3.0000%  | 0.0000% | $500000.00         | $68241.77          | Agency Mortgage-Backed Securities         |
| GNII SF MA5932 M                                   | 2049-05-20      | 4.5000%  | 0.0000% | $174906800.00      | $16916732.32       | Agency Mortgage-Backed Securities         |
| GNII SF MA4454 M                                   | 2047-05-20      | 5.0000%  | 0.0000% | $5607240.00        | $534872.49         | Agency Mortgage-Backed Securities         |
| GNII SF MA6283 M                                   | 2049-11-20      | 3.0000%  | 0.0000% | $8677360.00        | $1442305.83        | Agency Mortgage-Backed Securities         |
| GNII SF MA8946 M                                   | 2053-06-20      | 4.5000%  | 0.0000% | $97972.00          | $82820.45          | Agency Mortgage-Backed Securities         |
| GNII SF MA6656 M                                   | 2050-05-20      | 3.0000%  | 0.0000% | $15062288.00       | $3676480.89        | Agency Mortgage-Backed Securities         |
| GNII SF MA8947 M                                   | 2053-06-20      | 5.0000%  | 0.0000% | $341001.00         | $287574.32         | Agency Mortgage-Backed Securities         |
| GNII ET DE7645 C                                   | 2064-08-20      | 4.0000%  | 0.0000% | $241150.00         | $225708.23         | Agency Mortgage-Backed Securities         |
| GNII SF MA8015 M                                   | 2037-05-20      | 1.5000%  | 0.0000% | $163515.00         | $99410.48          | Agency Mortgage-Backed Securities         |
| GNII SF MA8427 M                                   | 2052-11-20      | 4.5000%  | 0.0000% | $23274000.00       | $18158432.90       | Agency Mortgage-Backed Securities         |
| GNII SF MA7369 M                                   | 2051-05-20      | 3.5000%  | 0.0000% | $376482304.00      | $175492965.39      | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBO7222                               | 2050-01-01      | 4.0000%  | 0.0000% | $1194000.00        | $226137.55         | Agency Mortgage-Backed Securities         |
| GNII ET DC2615 C                                   | 2064-06-20      | 2.5000%  | 0.0000% | $168362.00         | $136802.57         | Agency Mortgage-Backed Securities         |
| GNII SF MA7139 M                                   | 2051-01-20      | 4.0000%  | 0.0000% | $5656000.00        | $1903799.29        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBN3940                               | 2049-01-01      | 4.0000%  | 0.0000% | $1000.00           | $81.84             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIMA4776                               | 2037-10-01      | 4.0000%  | 0.0000% | $1000.00           | $587.74            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA3377                               | 2048-05-01      | 3.0000%  | 0.0000% | $14000.00          | $2317.71           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB2037                               | 2054-05-01      | 6.0000%  | 0.0000% | $2945.00           | $2507.20           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA3143                               | 2047-09-01      | 3.0000%  | 0.0000% | $25000.00          | $4348.10           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3027                               | 2047-06-01      | 4.0000%  | 0.0000% | $1000.00           | $105.31            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA4979                               | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $783.11            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CNMA2958                               | 2027-02-01      | 2.0000%  | 0.0000% | $45434.00          | $1468.54           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL659325                               | 2032-10-01      | 5.5000%  | 0.0000% | $30142.00          | $645.42            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4700                               | 2052-08-01      | 4.0000%  | 0.0000% | $6000.00           | $4664.07           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4655                               | 2052-07-01      | 4.0000%  | 0.0000% | $5000.00           | $3831.51           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CLDA4107                               | 2053-12-01      | 7.5000%  | 0.0000% | $3000.00           | $2184.11           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CNMA4880                               | 2032-12-01      | 5.0000%  | 0.0000% | $1000.00           | $406.81            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CLDA0279                               | 2053-12-01      | 7.5000%  | 0.0000% | $3000.00           | $2640.58           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIMA3865                               | 2034-12-01      | 3.0000%  | 0.0000% | $1000.00           | $146.36            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA3416                               | 2048-07-01      | 4.5000%  | 0.0000% | $3000.00           | $238.41            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CNMA3159                               | 2027-10-01      | 3.0000%  | 0.0000% | $2000.00           | $84.96             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDB2624                               | 2054-04-01      | 4.5000%  | 0.0000% | $1000.00           | $948.10            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL781300                               | 2034-07-01      | 6.5000%  | 0.0000% | $109994.00         | $497.97            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLMA4929                               | 2053-02-01      | 7.0000%  | 0.0000% | $1000.00           | $471.77            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIMA4404                               | 2036-08-01      | 2.5000%  | 0.0000% | $3000.00           | $1630.76           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA3340                               | 2033-04-01      | 3.5000%  | 0.0000% | $20000.00          | $2113.37           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIMA4537                               | 2037-02-01      | 2.5000%  | 0.0000% | $4000.00           | $2255.90           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL735415                               | 2032-12-01      | 6.5000%  | 0.0000% | $270634.00         | $2317.12           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 NP844838                               | 2036-04-01      | 5.5000%  | 0.0000% | $2000000.00        | $2376.27           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CKMA0373                               | 2040-02-01      | 4.0000%  | 0.0000% | $1000.00           | $56.09             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL670551                               | 2032-08-01      | 6.5000%  | 0.0000% | $1489615.00        | $1849.44           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                         | 2035-05-25      | 6.3431%  | 0.0000% | $200000.00         | $2775.83           | Agency Collateralized Mortgage Obligation |
| FNMS 04.000 CRMA1253                               | 2042-11-01      | 4.0000%  | 0.0000% | $1000.00           | $110.05            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL831936                               | 2036-11-01      | 6.0000%  | 0.0000% | $144000.00         | $777.55            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 REAC5864                               | 2040-05-01      | 4.0000%  | 0.0000% | $1000000.00        | $2243.08           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3664                               | 2049-05-01      | 4.0000%  | 0.0000% | $11000.00          | $939.00            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA4978                               | 2053-04-01      | 5.0000%  | 0.0000% | $1042.00           | $853.80            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5296                               | 2054-03-01      | 5.5000%  | 0.0000% | $224008.00         | $190437.72         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT831438                               | 2026-04-01      | 6.0000%  | 0.0000% | $100000.00         | $12.37             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA1396                               | 2043-02-01      | 3.5000%  | 0.0000% | $26516.00          | $3668.81           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3597                               | 2049-02-01      | 3.5000%  | 0.0000% | $12000.00          | $930.36            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL724783                               | 2033-06-01      | 5.5000%  | 0.0000% | $31780.00          | $2103.77           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CVMA1419                               | 2028-03-01      | 3.0000%  | 0.0000% | $77125.00          | $2280.38           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CVMA1257                               | 2027-10-01      | 3.0000%  | 0.0000% | $65121.00          | $1221.18           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL656871                               | 2032-08-01      | 6.5000%  | 0.0000% | $90000.00          | $295.08            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAJ5380                               | 2041-11-01      | 4.0000%  | 0.0000% | $9000.00           | $357.66            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAL1489                               | 2042-02-01      | 3.5000%  | 0.0000% | $20000.00          | $2443.20           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA3484                               | 2048-08-01      | 6.0000%  | 0.0000% | $6897.00           | $518.19            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTMA0977                               | 2032-02-01      | 4.0000%  | 0.0000% | $1000.00           | $56.27             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CRMA1510                               | 2043-07-01      | 4.0000%  | 0.0000% | $20888.00          | $3058.79           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL831679                               | 2036-08-01      | 6.5000%  | 0.0000% | $750000.00         | $3823.47           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CVMA1162                               | 2027-07-01      | 3.0000%  | 0.0000% | $60479.00          | $1158.78           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL844415                               | 2035-10-01      | 5.5000%  | 0.0000% | $29009.00          | $401.84            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL729379                               | 2033-08-01      | 6.0000%  | 0.0000% | $100000.00         | $1242.27           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CKMA0185                               | 2039-08-01      | 5.5000%  | 0.0000% | $2000.00           | $75.08             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS6298                               | 2053-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1718.31           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS8874                               | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $824.31            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS4385                               | 2050-08-01      | 4.0000%  | 0.0000% | $1000.00           | $750.14            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM5768                               | 2044-11-01      | 4.0000%  | 0.0000% | $7000.00           | $2926.07           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS4732                               | 2053-02-01      | 6.5000%  | 0.0000% | $1024.00           | $749.99            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL602006                               | 2031-08-01      | 6.5000%  | 0.0000% | $267100.00         | $405.95            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL634603                               | 2031-11-01      | 6.0000%  | 0.0000% | $61927.00          | $539.11            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB7479                               | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $857.92            | Agency Mortgage-Backed Securities         |
| FNRM CL061PL R98F061                               | 2028-11-25      | 6.0000%  | 0.0000% | $52000.00          | $323.87            | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CL624885                               | 2032-01-01      | 6.5000%  | 0.0000% | $783874.00         | $6079.67           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM2893                               | 2044-07-01      | 4.0000%  | 0.0000% | $1000.00           | $315.90            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAH8854                               | 2041-04-01      | 4.5000%  | 0.0000% | $38000.00          | $2127.38           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM3093                               | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $145.83            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL636983                               | 2032-06-01      | 7.0000%  | 0.0000% | $104000.00         | $1135.80           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIAH6831                               | 2026-03-01      | 4.5000%  | 0.0000% | $1140000.00        | $1757.77           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL601433                               | 2031-12-01      | 6.0000%  | 0.0000% | $60276.00          | $1583.55           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS2443                               | 2052-08-01      | 4.0000%  | 0.0000% | $1040.00           | $798.68            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAJ1413                               | 2041-09-01      | 4.5000%  | 0.0000% | $1000.00           | $66.99             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS5899                               | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $643.78            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS7007                               | 2053-09-01      | 5.5000%  | 0.0000% | $2000.00           | $1707.55           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAH8932                               | 2041-04-01      | 4.5000%  | 0.0000% | $128000.00         | $3825.78           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIFM7144                               | 2034-01-01      | 4.0000%  | 0.0000% | $1000.00           | $396.43            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS4136                               | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $845.37            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS6838                               | 2053-11-01      | 5.5000%  | 0.0000% | $1008.00           | $875.54            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM2330                               | 2049-06-01      | 3.5000%  | 0.0000% | $19000.00          | $3171.33           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFM7230                               | 2049-10-01      | 5.5000%  | 0.0000% | $1000.00           | $230.49            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIAL1859                               | 2026-06-01      | 5.0000%  | 0.0000% | $1182100.00        | $22.37             | Agency Mortgage-Backed Securities         |
| GNII SF DM4342 C                                   | 2055-09-20      | 6.0000%  | 0.0000% | $1683078.00        | $1741984.83        | Agency Mortgage-Backed Securities         |
| GNII SF DM1009 C                                   | 2055-08-20      | 5.5000%  | 0.0000% | $31797568.00       | $32366923.41       | Agency Mortgage-Backed Securities         |
| GNII JM MB0296 M                                   | 2055-04-20      | 6.0000%  | 0.0000% | $1289070.00        | $1228307.28        | Agency Mortgage-Backed Securities         |
| GNII SF DI3265 C                                   | 2055-03-20      | 6.5000%  | 0.0000% | $2981772.00        | $3079364.71        | Agency Mortgage-Backed Securities         |
| GNPL PN AT8554                                     | 2057-04-15      | 2.7900%  | 0.0000% | $244493.00         | $208815.97         | Agency Mortgage-Backed Securities         |
| GNII SF MB0620 M                                   | 2047-07-20      | 4.0000%  | 0.0000% | $18241440.00       | $17309272.56       | Agency Mortgage-Backed Securities         |
| GNII SF DN0801 C                                   | 2055-10-20      | 6.0000%  | 0.0000% | $10042100.00       | $10412994.92       | Agency Mortgage-Backed Securities         |
| GNII SF DO3424 C                                   | 2055-10-20      | 6.5000%  | 0.0000% | $8338490.00        | $8729545.73        | Agency Mortgage-Backed Securities         |
| GNII SF DN7808 C                                   | 2055-10-20      | 6.5000%  | 0.0000% | $1444590.00        | $1543762.07        | Agency Mortgage-Backed Securities         |
| GNII SF DI3647 C                                   | 2055-06-20      | 6.5000%  | 0.0000% | $963483.00         | $1007932.27        | Agency Mortgage-Backed Securities         |
| GNII SF DM8654 C                                   | 2055-10-20      | 6.5000%  | 0.0000% | $2879920.00        | $3017838.41        | Agency Mortgage-Backed Securities         |
| GNII SF DO1881 C                                   | 2055-10-20      | 6.0000%  | 0.0000% | $9949776.00        | $10283799.93       | Agency Mortgage-Backed Securities         |
| GNII SF 736316 C                                   | 2034-02-20      | 4.2500%  | 0.0000% | $180000.00         | $25875.86          | Agency Mortgage-Backed Securities         |
| GNII SF DJ6823 C                                   | 2055-07-20      | 5.5000%  | 0.0000% | $1413538.00        | $1446533.53        | Agency Mortgage-Backed Securities         |
| GNII SF 005082 M                                   | 2041-06-20      | 4.5000%  | 0.0000% | $160359168.00      | $6585712.15        | Agency Mortgage-Backed Securities         |
| GNPL PN DJ6848                                     | 2060-08-15      | 5.7300%  | 0.0000% | $4440000.00        | $4684999.58        | Agency Mortgage-Backed Securities         |
| GNII SF MA7391 M                                   | 2036-06-20      | 2.0000%  | 0.0000% | $153000.00         | $71641.60          | Agency Mortgage-Backed Securities         |
| GNII SF DH0652 C                                   | 2055-07-20      | 6.5000%  | 0.0000% | $2086132.00        | $2180038.51        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB1024                               | 2051-07-01      | 2.5000%  | 0.0000% | $4438448.00        | $2729225.36        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA7012                               | 2050-09-01      | 2.0000%  | 0.0000% | $3000.00           | $1551.81           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIFM7184                               | 2034-01-01      | 4.5000%  | 0.0000% | $3000.00           | $1017.42           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB5765                               | 2053-02-01      | 6.5000%  | 0.0000% | $1040.00           | $661.00            | Agency Mortgage-Backed Securities         |
| GNRM 2018-24 NW                                    | 2048-09-20      | 3.5000%  | 0.0000% | $1010000.00        | $208178.10         | Agency Collateralized Mortgage Obligation |
| GNRM 2020-109 MB                                   | 2060-05-16      | 2.0000%  | 0.0000% | $242977.00         | $109695.53         | Agency Collateralized Mortgage Obligation |
| GNRA 2021-153 FA                                   | 2061-08-16      | 4.0000%  | 0.0000% | $50000000.00       | $41662106.34       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-134 EF                                   | 2055-08-20      | 5.2838%  | 0.0000% | $20800480.00       | $20744101.47       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                             | 2026-01-31      | 4.2500%  | 0.0000% | $300.00            | $303.44            | U.S. Treasuries (including strips)        |
| GNPL PN CM8618                                     | 2057-05-15      | 2.7500%  | 0.0000% | $7010180.00        | $5941375.89        | Agency Mortgage-Backed Securities         |
| GNPL PN CJ9085                                     | 2057-05-15      | 2.4300%  | 0.0000% | $4421536.00        | $3684959.46        | Agency Mortgage-Backed Securities         |
| GNII ET DB6302 C                                   | 2064-05-20      | 3.5000%  | 0.0000% | $596236.00         | $530422.84         | Agency Mortgage-Backed Securities         |
| GNPL PN CH2693                                     | 2057-07-15      | 2.9900%  | 0.0000% | $5191160.00        | $4480593.19        | Agency Mortgage-Backed Securities         |
| GNII SF BT1888 C                                   | 2050-12-20      | 2.5000%  | 0.0000% | $698000.00         | $406960.92         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5351                               | 2054-05-01      | 4.5000%  | 0.0000% | $1000.00           | $908.52            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA3898                               | 2035-01-01      | 3.5000%  | 0.0000% | $11000.00          | $1559.35           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CVMA1387                               | 2028-03-01      | 3.0000%  | 0.0000% | $165705.00         | $4648.68           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3692                               | 2049-07-01      | 3.5000%  | 0.0000% | $30000.00          | $2742.16           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIMA3985                               | 2035-04-01      | 3.0000%  | 0.0000% | $11000.00          | $1957.94           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIMA2845                               | 2031-12-01      | 2.0000%  | 0.0000% | $19000.00          | $3103.92           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA3082                               | 2047-07-01      | 3.0000%  | 0.0000% | $1000.00           | $172.30            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTMA1154                               | 2032-08-01      | 4.0000%  | 0.0000% | $1000.00           | $66.69             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3574                               | 2049-01-01      | 3.5000%  | 0.0000% | $14000.00          | $1446.59           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                             | 2028-07-31      | 1.0000%  | 0.0000% | $4800.00           | $4485.57           | U.S. Treasuries (including strips)        |
| FNMS 04.500 CLAC4807                               | 2039-10-01      | 4.5000%  | 0.0000% | $1000.00           | $9.45              | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CTMA4072                               | 2040-07-01      | 2.5000%  | 0.0000% | $13218.00          | $4448.46           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA1316                               | 2042-12-01      | 2.5000%  | 0.0000% | $15028.00          | $2746.11           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4079                               | 2050-07-01      | 3.0000%  | 0.0000% | $16000.00          | $4585.57           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CNMA3366                               | 2028-05-01      | 3.5000%  | 0.0000% | $6000.00           | $325.16            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CIMA5087                               | 2038-07-01      | 5.5000%  | 0.0000% | $4000.00           | $2536.06           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5673                               | 2055-04-01      | 5.5000%  | 0.0000% | $3300.00           | $3179.13           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIMA2774                               | 2031-10-01      | 2.0000%  | 0.0000% | $15000.00          | $2088.65           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CKMA3779                               | 2049-08-01      | 5.0000%  | 0.0000% | $3000.00           | $311.97            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA3658                               | 2034-05-01      | 3.5000%  | 0.0000% | $35000.00          | $3337.16           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLMA5192                               | 2053-11-01      | 6.5000%  | 0.0000% | $2000.00           | $1273.03           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAB4280                               | 2027-01-01      | 3.0000%  | 0.0000% | $1004.00           | $10.38             | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA3936                               | 2050-02-01      | 2.5000%  | 0.0000% | $9000.00           | $2035.94           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CTMA5740                               | 2045-06-01      | 5.0000%  | 0.0000% | $2003.00           | $1923.70           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA5756                               | 2055-07-01      | 3.5000%  | 0.0000% | $3000.00           | $2719.62           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTMA5429                               | 2044-07-01      | 5.5000%  | 0.0000% | $1000.00           | $749.81            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA6423                               | 2050-07-01      | 3.0000%  | 0.0000% | $14000.00          | $3796.85           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM5295                               | 2048-04-01      | 3.5000%  | 0.0000% | $1000.00           | $424.79            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM3946                               | 2049-01-01      | 4.0000%  | 0.0000% | $1000.00           | $267.06            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CTFM1196                               | 2029-09-01      | 6.0000%  | 0.0000% | $10303.00          | $411.24            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM3386                               | 2034-07-01      | 3.5000%  | 0.0000% | $30000.00          | $3343.91           | Agency Mortgage-Backed Securities         |
| GNII SF MA5466 M                                   | 2048-09-20      | 4.0000%  | 0.0000% | $211291904.00      | $19967199.53       | Agency Mortgage-Backed Securities         |
| GNII SF DN7840 C                                   | 2055-10-20      | 6.0000%  | 0.0000% | $1393362.00        | $1448397.01        | Agency Mortgage-Backed Securities         |
| GNII SF DN7829 C                                   | 2055-10-20      | 5.5000%  | 0.0000% | $4383672.00        | $4478615.03        | Agency Mortgage-Backed Securities         |
| GNPL PN DA8484                                     | 2059-04-15      | 5.5300%  | 0.0000% | $11632000.00       | $11963440.21       | Agency Mortgage-Backed Securities         |
| GNII SF DI3294 C                                   | 2055-03-20      | 6.5000%  | 0.0000% | $733941.00         | $764301.35         | Agency Mortgage-Backed Securities         |
| GNII SF DE5248 C                                   | 2054-11-20      | 5.0000%  | 0.0000% | $398520.00         | $396870.63         | Agency Mortgage-Backed Securities         |
| GNII ET DE7592 C                                   | 2064-09-20      | 4.5000%  | 0.0000% | $264653.00         | $255800.37         | Agency Mortgage-Backed Securities         |
| GNII SF DC6667 C                                   | 2054-07-20      | 6.5000%  | 0.0000% | $21505344.00       | $15614937.77       | Agency Mortgage-Backed Securities         |
| GNII SF DF7735 C                                   | 2054-11-20      | 5.0000%  | 0.0000% | $3726696.00        | $3704503.47        | Agency Mortgage-Backed Securities         |
| GNPL PN DD4706                                     | 2060-06-15      | 6.1800%  | 0.0000% | $2996000.00        | $3246822.52        | Agency Mortgage-Backed Securities         |
| GNII SF DH0466 C                                   | 2055-02-20      | 6.5000%  | 0.0000% | $3181968.00        | $3027802.20        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIBM4905                               | 2033-11-01      | 3.5000%  | 0.0000% | $11000.00          | $2289.31           | Agency Mortgage-Backed Securities         |
| GNII SF MA4836 M                                   | 2047-11-20      | 3.0000%  | 0.0000% | $2896752.00        | $390521.26         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDE8047                               | 2055-09-01      | 5.0000%  | 0.0000% | $1000.00           | $1001.31           | Agency Mortgage-Backed Securities         |
| GNII JM MA6645 M                                   | 2050-05-20      | 2.5000%  | 0.0000% | $2995000.00        | $586539.08         | Agency Mortgage-Backed Securities         |
| GNII SF DN7842 C                                   | 2055-10-20      | 6.0000%  | 0.0000% | $1685470.00        | $1750943.77        | Agency Mortgage-Backed Securities         |
| GNII ET DL3402 C                                   | 2065-06-20      | 4.0000%  | 0.0000% | $368633.00         | $347678.59         | Agency Mortgage-Backed Securities         |
| GNPL PN DL7518                                     | 2060-10-15      | 5.6500%  | 0.0000% | $6113500.00        | $6422747.32        | Agency Mortgage-Backed Securities         |
| GNRA 2024-198 FC                                   | 2054-12-20      | 5.6138%  | 0.0000% | $100000000.00      | $79755047.60       | Agency Collateralized Mortgage Obligation |
| FNMS 04.500 CLCA4582                               | 2049-08-01      | 4.5000%  | 0.0000% | $4220.00           | $1072.22           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAD7140                               | 2040-07-01      | 5.5000%  | 0.0000% | $53808.00          | $2096.72           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAD0440                               | 2039-10-01      | 6.0000%  | 0.0000% | $43000.00          | $772.96            | Agency Mortgage-Backed Securities         |
| GNII SF MA3375 M                                   | 2046-01-20      | 3.0000%  | 0.0000% | $285000.00         | $32528.06          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAD6454                               | 2040-05-01      | 4.5000%  | 0.0000% | $7116.00           | $95.57             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL677666                               | 2033-02-01      | 6.5000%  | 0.0000% | $190723.00         | $451.48            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL708631                               | 2033-06-01      | 6.0000%  | 0.0000% | $3000.00           | $58.69             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAB9382                               | 2043-05-01      | 4.0000%  | 0.0000% | $1000.00           | $132.11            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL710653                               | 2033-05-01      | 5.0000%  | 0.0000% | $33391.00          | $64.40             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAB1389                               | 2040-08-01      | 4.5000%  | 0.0000% | $30000.00          | $721.03            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2035-06-15      | 4.5000%  | 0.0000% | $2000000.00        | $2040.28           | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CL767378                               | 2034-03-01      | 5.5000%  | 0.0000% | $150000.00         | $3257.08           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAZ1577                               | 2045-06-01      | 3.5000%  | 0.0000% | $11703.00          | $1284.73           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 NP949368                               | 2037-09-01      | 6.5000%  | 0.0000% | $1006.00           | $5.64              | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4026                               | 2050-05-01      | 4.0000%  | 0.0000% | $14000.00          | $2792.39           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAC9236                               | 2040-07-01      | 4.5000%  | 0.0000% | $27000.00          | $223.48            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL651463                               | 2032-07-01      | 6.5000%  | 0.0000% | $108956.00         | $623.42            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL713385                               | 2032-11-01      | 5.5000%  | 0.0000% | $6569.00           | $478.17            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA4028                               | 2035-05-01      | 3.5000%  | 0.0000% | $8000.00           | $1691.07           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTMA0706                               | 2031-04-01      | 4.5000%  | 0.0000% | $200000.00         | $4969.50           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT960213                               | 2027-09-01      | 5.5000%  | 0.0000% | $425000.00         | $2177.70           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT995628                               | 2029-02-01      | 5.5000%  | 0.0000% | $145000.00         | $462.98            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL648565                               | 2031-04-01      | 7.5000%  | 0.0000% | $681214.00         | $3875.95           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL711445                               | 2033-05-01      | 5.5000%  | 0.0000% | $5676.00           | $378.83            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CTMA0494                               | 2030-08-01      | 5.0000%  | 0.0000% | $67000.00          | $1521.91           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL775645                               | 2034-05-01      | 6.0000%  | 0.0000% | $40000.00          | $276.18            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 GLAB0459                               | 2039-02-01      | 5.0000%  | 0.0000% | $1024.00           | $32.21             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL782028                               | 2029-04-01      | 4.5000%  | 0.0000% | $1722346.00        | $4840.06           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAZ2375                               | 2030-05-01      | 3.5000%  | 0.0000% | $30054.00          | $2377.04           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAW7396                               | 2027-01-01      | 3.5000%  | 0.0000% | $31000.00          | $123.46            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL814915                               | 2035-03-01      | 5.5000%  | 0.0000% | $1010.00           | $7.50              | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA2764                               | 2046-09-01      | 2.5000%  | 0.0000% | $25250.00          | $4726.65           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL747417                               | 2033-10-01      | 6.0000%  | 0.0000% | $1168627.00        | $2554.10           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAS5872                               | 2030-09-01      | 2.5000%  | 0.0000% | $25036.00          | $3217.84           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTMA0436                               | 2030-04-01      | 5.5000%  | 0.0000% | $500000.00         | $2391.49           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CVMA1358                               | 2028-01-01      | 3.0000%  | 0.0000% | $75082.00          | $2010.24           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIMA0678                               | 2026-03-01      | 4.0000%  | 0.0000% | $1000000.00        | $1444.30           | Agency Mortgage-Backed Securities         |
| FNRM CL022GP R02F022                               | 2032-04-25      | 6.2500%  | 0.0000% | $64000.00          | $1572.21           | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CL804641                               | 2034-12-01      | 6.0000%  | 0.0000% | $20000.00          | $102.50            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL833320                               | 2035-08-01      | 4.5000%  | 0.0000% | $10001.00          | $103.97            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTMA0641                               | 2031-02-01      | 4.0000%  | 0.0000% | $2000.00           | $61.11             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CRMA1711                               | 2043-11-01      | 4.5000%  | 0.0000% | $2000.00           | $316.02            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL805317                               | 2035-01-01      | 6.0000%  | 0.0000% | $251829.00         | $1538.23           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTMA1366                               | 2033-03-01      | 3.0000%  | 0.0000% | $2011.00           | $219.76            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL720735                               | 2033-07-01      | 5.5000%  | 0.0000% | $201807.00         | $1601.64           | Agency Mortgage-Backed Securities         |
| FNMS 06.250 CA972795                               | 2038-02-01      | 6.2500%  | 0.0000% | $1000.00           | $124.36            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAA9611                               | 2039-07-01      | 4.0000%  | 0.0000% | $58854.00          | $1274.97           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAX3715                               | 2027-06-01      | 3.5000%  | 0.0000% | $100000.00         | $1142.83           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAB1939                               | 2025-12-01      | 3.5000%  | 0.0000% | $176734.00         | $53.69             | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAW9153                               | 2044-07-01      | 5.0000%  | 0.0000% | $38000.00          | $4540.23           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3637                               | 2049-04-01      | 3.5000%  | 0.0000% | $29000.00          | $2225.82           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL905141                               | 2037-02-01      | 5.5000%  | 0.0000% | $280000.00         | $2001.35           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAS7605                               | 2031-07-01      | 2.5000%  | 0.0000% | $25144.00          | $3420.79           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAA9762                               | 2039-07-01      | 5.5000%  | 0.0000% | $30872.00          | $704.81            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAS8242                               | 2031-11-01      | 2.5000%  | 0.0000% | $1000.00           | $149.69            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAB0040                               | 2035-03-01      | 4.0000%  | 0.0000% | $1000.00           | $47.37             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL604845                               | 2031-05-01      | 6.0000%  | 0.0000% | $53789.00          | $675.06            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAH1983                               | 2040-12-01      | 4.0000%  | 0.0000% | $48948.00          | $2633.46           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIFM4382                               | 2035-10-01      | 2.5000%  | 0.0000% | $1000.00           | $391.61            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAJ3258                               | 2041-10-01      | 4.5000%  | 0.0000% | $1351.00           | $44.18             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS5893                               | 2053-02-01      | 6.0000%  | 0.0000% | $1024.00           | $831.66            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL614929                               | 2031-12-01      | 7.0000%  | 0.0000% | $121506.00         | $200.03            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS4741                               | 2053-05-01      | 6.5000%  | 0.0000% | $2000.00           | $1332.96           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL639690                               | 2032-03-01      | 6.0000%  | 0.0000% | $2001926.00        | $2383.74           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAA7937                               | 2037-01-01      | 4.5000%  | 0.0000% | $20623.00          | $228.81            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAW9522                               | 2045-02-01      | 3.5000%  | 0.0000% | $50148.00          | $4652.53           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3615                               | 2049-03-01      | 4.0000%  | 0.0000% | $17000.00          | $1150.03           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAB0194                               | 2039-01-01      | 5.5000%  | 0.0000% | $21000.00          | $253.90            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL995676                               | 2039-05-01      | 4.5000%  | 0.0000% | $121000.00         | $4504.47           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL995069                               | 2038-10-01      | 6.0000%  | 0.0000% | $1922000.00        | $23801.76          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CTMA2354                               | 2035-08-01      | 3.5000%  | 0.0000% | $2001.00           | $282.32            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA4028                               | 2035-05-01      | 3.5000%  | 0.0000% | $7000.00           | $1479.69           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAB4275                               | 2027-01-01      | 3.0000%  | 0.0000% | $1003.00           | $7.38              | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA3998                               | 2050-04-01      | 4.5000%  | 0.0000% | $1000.00           | $127.72            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL673928                               | 2032-10-01      | 6.5000%  | 0.0000% | $109908.00         | $1908.19           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CZ994137                               | 2048-11-01      | 5.5000%  | 0.0000% | $38393.00          | $2400.53           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CRMA1177                               | 2042-08-01      | 3.5000%  | 0.0000% | $1024.00           | $124.54            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL689416                               | 2033-02-01      | 5.5000%  | 0.0000% | $30614.00          | $131.25            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL979919                               | 2038-05-01      | 6.0000%  | 0.0000% | $135000.00         | $4827.42           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL652825                               | 2032-09-01      | 5.5000%  | 0.0000% | $48875.00          | $1797.98           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAA9154                               | 2039-08-01      | 4.5000%  | 0.0000% | $25013.00          | $2452.03           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAB5004                               | 2027-04-01      | 3.5000%  | 0.0000% | $9000.00           | $121.03            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL928913                               | 2037-11-01      | 6.0000%  | 0.0000% | $2000.00           | $120.37            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL697161                               | 2033-04-01      | 5.5000%  | 0.0000% | $35372.00          | $776.34            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAV9274                               | 2029-02-01      | 3.5000%  | 0.0000% | $27686.00          | $1077.03           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAB1388                               | 2040-08-01      | 4.5000%  | 0.0000% | $2188036.00        | $81249.41          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL724940                               | 2033-06-01      | 5.5000%  | 0.0000% | $31160.00          | $1170.42           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL709697                               | 2033-06-01      | 5.5000%  | 0.0000% | $39486.00          | $28.57             | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAT2062                               | 2028-04-01      | 2.5000%  | 0.0000% | $1000.00           | $39.22             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB5709                               | 2053-02-01      | 6.5000%  | 0.0000% | $1000.00           | $677.35            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB5472                               | 2053-01-01      | 6.0000%  | 0.0000% | $2048.00           | $1575.67           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB5429                               | 2052-09-01      | 4.5000%  | 0.0000% | $2000.00           | $1358.01           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB5918                               | 2053-02-01      | 6.0000%  | 0.0000% | $2000.00           | $2001.62           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB7970                               | 2054-02-01      | 5.0000%  | 0.0000% | $2000.00           | $1840.73           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB6841                               | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $894.87            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB7279                               | 2053-10-01      | 6.5000%  | 0.0000% | $2000.00           | $1553.66           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB4782                               | 2052-10-01      | 5.0000%  | 0.0000% | $2040.00           | $1621.19           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB4036                               | 2052-07-01      | 5.0000%  | 0.0000% | $6000.00           | $4519.66           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB6509                               | 2053-06-01      | 4.5000%  | 0.0000% | $2000.00           | $1768.04           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB5914                               | 2053-03-01      | 6.0000%  | 0.0000% | $3048.00           | $2196.05           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB6905                               | 2053-08-01      | 5.0000%  | 0.0000% | $3360.00           | $2884.65           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6203                               | 2053-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1733.36           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6320                               | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $828.54            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA2191                               | 2055-07-01      | 6.5000%  | 0.0000% | $2008.00           | $1937.66           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS0227                               | 2047-07-01      | 5.0000%  | 0.0000% | $3000.00           | $1670.80           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS3126                               | 2052-10-01      | 4.5000%  | 0.0000% | $1024.00           | $753.76            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS4095                               | 2053-02-01      | 5.0000%  | 0.0000% | $2048.00           | $1622.82           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS3986                               | 2053-02-01      | 6.0000%  | 0.0000% | $1024.00           | $726.45            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS0631                               | 2052-02-01      | 3.0000%  | 0.0000% | $4000.00           | $2649.99           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS4295                               | 2053-03-01      | 4.5000%  | 0.0000% | $1008.00           | $734.64            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS3048                               | 2052-10-01      | 5.0000%  | 0.0000% | $2024.00           | $1643.27           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL579463                               | 2031-04-01      | 6.0000%  | 0.0000% | $1002841.00        | $315.41            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL545304                               | 2031-11-01      | 7.5000%  | 0.0000% | $2112447.00        | $1150.93           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS5071                               | 2052-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1404.83           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL535996                               | 2031-06-01      | 7.5000%  | 0.0000% | $12091392.00       | $5236.81           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS4682                               | 2053-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1764.26           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA3410                               | 2055-10-01      | 5.5000%  | 0.0000% | $1024.00           | $1053.14           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL615364                               | 2031-11-01      | 6.0000%  | 0.0000% | $50466.00          | $1294.97           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS7130                               | 2054-01-01      | 5.0000%  | 0.0000% | $2016.00           | $1778.64           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS4832                               | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $802.96            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM3098                               | 2030-08-01      | 3.5000%  | 0.0000% | $96000.00          | $816.00            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS5228                               | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1564.53           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS5392                               | 2053-07-01      | 6.5000%  | 0.0000% | $1024.00           | $800.73            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL579142                               | 2031-05-01      | 6.5000%  | 0.0000% | $336860.00         | $1164.25           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAH5574                               | 2041-02-01      | 4.0000%  | 0.0000% | $4000.00           | $305.91            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS6451                               | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $793.40            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL545390                               | 2032-01-01      | 6.0000%  | 0.0000% | $249995264.00      | $212224.94         | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL595797                               | 2031-09-01      | 7.0000%  | 0.0000% | $226543.00         | $128.05            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL545491                               | 2032-02-01      | 7.5000%  | 0.0000% | $4049391.00        | $2173.95           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM2971                               | 2045-08-01      | 4.0000%  | 0.0000% | $1000.00           | $319.08            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL535157                               | 2030-02-01      | 6.5000%  | 0.0000% | $22000.00          | $18.20             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL545759                               | 2032-07-01      | 6.5000%  | 0.0000% | $3287953.00        | $4734.47           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS4308                               | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $767.42            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM9043                               | 2049-02-01      | 4.0000%  | 0.0000% | $6000.00           | $2785.34           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL579800                               | 2031-05-01      | 6.0000%  | 0.0000% | $4004343.00        | $4974.42           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS4703                               | 2053-05-01      | 4.5000%  | 0.0000% | $5000.00           | $3788.45           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS3642                               | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $790.70            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL575331                               | 2031-04-01      | 6.0000%  | 0.0000% | $4000000.00        | $4031.03           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL558921                               | 2030-11-01      | 6.5000%  | 0.0000% | $36042.00          | $152.45            | Agency Mortgage-Backed Securities         |
| GNII SF MA7994 M                                   | 2052-04-20      | 6.0000%  | 0.0000% | $20000.00          | $12113.65          | Agency Mortgage-Backed Securities         |
| GNPL PN CN2463                                     | 2058-01-15      | 4.4500%  | 0.0000% | $14566800.00       | $13902314.43       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAB8446                               | 2028-02-01      | 2.5000%  | 0.0000% | $43000.00          | $1660.76           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL938342                               | 2037-07-01      | 6.0000%  | 0.0000% | $3000.00           | $17.91             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL942291                               | 2037-08-01      | 6.0000%  | 0.0000% | $1000100.00        | $4079.39           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL935039                               | 2039-03-01      | 4.5000%  | 0.0000% | $71946.00          | $3137.28           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL942569                               | 2037-08-01      | 6.0000%  | 0.0000% | $57738.00          | $645.37            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL928497                               | 2037-07-01      | 6.5000%  | 0.0000% | $800000.00         | $1871.64           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC1203                               | 2055-10-01      | 5.0000%  | 0.0000% | $2048.00           | $2059.55           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAA3222                               | 2039-04-01      | 4.0000%  | 0.0000% | $34795.00          | $2502.89           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAB8900                               | 2043-04-01      | 3.5000%  | 0.0000% | $1000.00           | $159.57            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA3275                               | 2048-01-01      | 3.0000%  | 0.0000% | $12000.00          | $1885.13           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CRMA1283                               | 2042-11-01      | 3.5000%  | 0.0000% | $1000.00           | $149.88            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT995477                               | 2029-01-01      | 5.5000%  | 0.0000% | $454464.00         | $1425.74           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3548                               | 2048-12-01      | 3.5000%  | 0.0000% | $8000.00           | $682.15            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA0736                               | 2041-04-01      | 5.0000%  | 0.0000% | $1000.00           | $58.08             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL962589                               | 2038-04-01      | 5.5000%  | 0.0000% | $2000.00           | $17.52             | Agency Mortgage-Backed Securities         |
| GNII SF MA8724 M                                   | 2053-03-20      | 4.5000%  | 0.0000% | $15180000.00       | $12241569.33       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA2517                               | 2055-09-01      | 6.0000%  | 0.0000% | $1040.00           | $1080.40           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM3662                               | 2050-03-01      | 3.0000%  | 0.0000% | $18260.00          | $4818.45           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFM1736                               | 2039-10-01      | 6.5000%  | 0.0000% | $2000.00           | $694.29            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFM1386                               | 2049-08-01      | 5.0000%  | 0.0000% | $1000.00           | $226.29            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA2243                               | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $982.19            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA2798                               | 2055-09-01      | 6.0000%  | 0.0000% | $1024.00           | $1053.59           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM3102                               | 2049-09-01      | 4.0000%  | 0.0000% | $19793.00          | $2683.05           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA2246                               | 2055-07-01      | 5.5000%  | 0.0000% | $2000.00           | $2011.85           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM1449                               | 2049-09-01      | 3.5000%  | 0.0000% | $16000.00          | $2362.76           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM1866                               | 2048-12-01      | 4.0000%  | 0.0000% | $3385.00           | $376.54            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM3542                               | 2049-05-01      | 4.0000%  | 0.0000% | $1000.00           | $295.38            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL929013                               | 2037-12-01      | 6.0000%  | 0.0000% | $250000.00         | $1384.47           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL992249                               | 2038-11-01      | 7.0000%  | 0.0000% | $10000.00          | $245.70            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAB3387                               | 2041-08-01      | 4.0000%  | 0.0000% | $2000.00           | $89.51             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAC1921                               | 2039-09-01      | 4.0000%  | 0.0000% | $8217.00           | $320.47            | Agency Mortgage-Backed Securities         |
| GNII SF AI4167 C                                   | 2044-08-20      | 4.0000%  | 0.0000% | $33728.00          | $5060.45           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF5855                               | 2053-01-01      | 5.5000%  | 0.0000% | $9000.00           | $5155.41           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQC3768                               | 2051-07-01      | 2.0000%  | 0.0000% | $2193624.00        | $1362126.12        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQF3213                               | 2052-11-01      | 4.5000%  | 0.0000% | $199000.00         | $156309.25         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL8841                               | 2031-07-01      | 3.5000%  | 0.0000% | $6000.00           | $42.42             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAL2687                               | 2027-01-01      | 4.0000%  | 0.0000% | $1050000.00        | $1595.87           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAR9891                               | 2028-03-01      | 3.5000%  | 0.0000% | $28468.00          | $1057.86           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAV1710                               | 2043-11-01      | 4.5000%  | 0.0000% | $1000.00           | $183.92            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQH3215                               | 2053-10-01      | 6.0000%  | 0.0000% | $53252.00          | $53375.55          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL457001                               | 2029-01-01      | 6.0000%  | 0.0000% | $507600.00         | $292.09            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q49504 G                               | 2047-07-01      | 3.5000%  | 0.0000% | $49838000.00       | $10709379.53       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAV8830                               | 2044-08-01      | 3.5000%  | 0.0000% | $1000.00           | $110.73            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAZ2953                               | 2030-09-01      | 3.0000%  | 0.0000% | $2000.00           | $165.75            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAS1756                               | 2029-02-01      | 3.5000%  | 0.0000% | $25000.00          | $830.96            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL654871                               | 2032-08-01      | 6.5000%  | 0.0000% | $314398.00         | $128.80            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL624639                               | 2031-11-01      | 7.0000%  | 0.0000% | $234132.00         | $201.60            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CRAT0998                               | 2043-04-01      | 3.5000%  | 0.0000% | $1000.00           | $157.96            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAZ1450                               | 2045-07-01      | 3.5000%  | 0.0000% | $18792.00          | $1187.68           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAW3321                               | 2044-06-01      | 3.5000%  | 0.0000% | $1794.00           | $111.55            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL731793                               | 2033-09-01      | 6.5000%  | 0.0000% | $120000.00         | $156.66            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAT0442                               | 2043-03-01      | 3.0000%  | 0.0000% | $25639.00          | $3297.89           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAV2092                               | 2043-11-01      | 3.5000%  | 0.0000% | $15516.00          | $987.35            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAW2045                               | 2044-04-01      | 4.5000%  | 0.0000% | $20178.00          | $2124.32           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAV0692                               | 2043-12-01      | 4.0000%  | 0.0000% | $11000.00          | $1190.15           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL589643                               | 2031-06-01      | 6.5000%  | 0.0000% | $289949.00         | $408.21            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS7538                               | 2046-07-01      | 3.0000%  | 0.0000% | $1000.00           | $121.99            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL567640                               | 2031-02-01      | 6.0000%  | 0.0000% | $6500000.00        | $1479.86           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8483                               | 2046-12-01      | 3.0000%  | 0.0000% | $20000.00          | $3949.80           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL579160                               | 2031-04-01      | 6.5000%  | 0.0000% | $660000.00         | $667.41            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAZ1772                               | 2045-07-01      | 3.5000%  | 0.0000% | $50117.00          | $1711.17           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL535902                               | 2031-05-01      | 6.0000%  | 0.0000% | $6077653.00        | $3811.68           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL658351                               | 2033-05-01      | 6.0000%  | 0.0000% | $89266.00          | $689.70            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL442294                               | 2028-10-01      | 6.0000%  | 0.0000% | $410373.00         | $389.93            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL555202                               | 2033-01-01      | 6.5000%  | 0.0000% | $479000.00         | $561.20            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAY7065                               | 2045-04-01      | 3.5000%  | 0.0000% | $18591.00          | $3775.12           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAX6528                               | 2044-12-01      | 3.5000%  | 0.0000% | $12062.00          | $783.36            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAS4860                               | 2030-05-01      | 2.5000%  | 0.0000% | $1000.00           | $89.86             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAW1544                               | 2029-03-01      | 4.0000%  | 0.0000% | $20000.00          | $639.21            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL649879                               | 2032-09-01      | 6.0000%  | 0.0000% | $3491790.00        | $1476.53           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL670405                               | 2032-07-01      | 6.5000%  | 0.0000% | $248622.00         | $220.85            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL614978                               | 2031-12-01      | 7.0000%  | 0.0000% | $111000.00         | $574.36            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAX3008                               | 2044-10-01      | 4.0000%  | 0.0000% | $2000.00           | $179.79            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAX9172                               | 2045-01-01      | 3.5000%  | 0.0000% | $1257.00           | $91.03             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAV5732                               | 2044-04-01      | 4.5000%  | 0.0000% | $515064.00         | $36166.17          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAO9700                               | 2042-07-01      | 3.5000%  | 0.0000% | $15745.00          | $2566.91           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAW5199                               | 2044-05-01      | 3.5000%  | 0.0000% | $17088.00          | $2430.53           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAY2062                               | 2045-01-01      | 4.0000%  | 0.0000% | $1409.00           | $97.44             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL535823                               | 2031-04-01      | 6.5000%  | 0.0000% | $113070.00         | $69.23             | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL581716                               | 2031-07-01      | 7.0000%  | 0.0000% | $276000.00         | $375.11            | Agency Mortgage-Backed Securities         |
| FNRM CL055PC R01F055                               | 2031-10-25      | 6.5000%  | 0.0000% | $140000.00         | $353.98            | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CL545762                               | 2032-07-01      | 6.5000%  | 0.0000% | $1669933.00        | $2100.50           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAV2326                               | 2028-12-01      | 3.5000%  | 0.0000% | $38000.00          | $1516.59           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAL6896                               | 2030-01-01      | 3.0000%  | 0.0000% | $58555712.00       | $3530027.35        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAY4301                               | 2044-12-01      | 4.0000%  | 0.0000% | $1600.00           | $411.67            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL442263                               | 2028-10-01      | 6.0000%  | 0.0000% | $717125.00         | $1494.00           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAW8285                               | 2044-08-01      | 3.5000%  | 0.0000% | $9961.00           | $487.91            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAY8351                               | 2045-05-01      | 4.0000%  | 0.0000% | $7000.00           | $191.03            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAZ1938                               | 2045-03-01      | 3.5000%  | 0.0000% | $1000.00           | $114.66            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAJ3120                               | 2041-10-01      | 4.5000%  | 0.0000% | $28000.00          | $2840.07           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS0209                               | 2043-08-01      | 3.5000%  | 0.0000% | $7000.00           | $1215.14           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAS5548                               | 2030-08-01      | 2.5000%  | 0.0000% | $46029.00          | $4746.41           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS6408                               | 2046-01-01      | 3.5000%  | 0.0000% | $16000.00          | $1756.95           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS9829                               | 2047-06-01      | 3.5000%  | 0.0000% | $2000.00           | $209.86            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS4156                               | 2044-12-01      | 3.5000%  | 0.0000% | $17905.00          | $1311.43           | Agency Mortgage-Backed Securities         |
| 02.500 FGPC G18631 G                               | 2032-02-01      | 2.5000%  | 0.0000% | $3491000.00        | $574603.56         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBU5621                               | 2055-02-01      | 6.5000%  | 0.0000% | $2000.00           | $1830.46           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBU4200                               | 2053-10-01      | 6.0000%  | 0.0000% | $1045.00           | $738.14            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBV6171                               | 2055-08-01      | 4.0000%  | 0.0000% | $2000.00           | $1907.02           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBP1932                               | 2050-04-01      | 3.0000%  | 0.0000% | $14000.00          | $4063.28           | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ4543                               | 2030-08-01      | 4.5700%  | 0.0000% | $20160000.00       | $20563751.03       | Agency Mortgage-Backed Securities         |
| 04.000 FGPC J15305 G                               | 2026-05-01      | 4.0000%  | 0.0000% | $483517.00         | $448.32            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBV0922                               | 2052-06-01      | 3.0000%  | 0.0000% | $3000.00           | $2002.98           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF3730                               | 2052-11-01      | 5.0000%  | 0.0000% | $100000.00         | $76380.47          | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS8176                               | 2033-04-01      | 4.3850%  | 0.0000% | $6891000.00        | $6917593.52        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBW1442                               | 2052-06-01      | 4.5000%  | 0.0000% | $2000.00           | $1376.20           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE9111                               | 2055-10-01      | 5.5000%  | 0.0000% | $1008.00           | $1036.63           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE9278                               | 2055-09-01      | 6.0000%  | 0.0000% | $1008.00           | $1023.84           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD6414                               | 2055-03-01      | 6.5000%  | 0.0000% | $3000.00           | $2870.96           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE8685                               | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1040.65           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDD6429                               | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $930.78            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDE8008                               | 2055-09-01      | 7.0000%  | 0.0000% | $1008.00           | $1062.80           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE8199                               | 2055-09-01      | 6.0000%  | 0.0000% | $1002.00           | $1040.63           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD8031                               | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.62           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD7394                               | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $961.11            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD9150                               | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $853.58            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD1334                               | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.70           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD8455                               | 2054-08-01      | 6.5000%  | 0.0000% | $1587736.00        | $1149700.69        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8106                               | 2050-11-01      | 2.0000%  | 0.0000% | $3714120.00        | $1975736.82        | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G18369 G                               | 2025-12-01      | 3.5000%  | 0.0000% | $15554.00          | $9.98              | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD2756                               | 2053-05-01      | 5.5000%  | 0.0000% | $106010.00         | $86107.79          | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G14239 G                               | 2026-09-01      | 4.0000%  | 0.0000% | $2000000.00        | $3088.58           | Agency Mortgage-Backed Securities         |

### Security 267: FICC - STATE STREET BANK AND TRUST CO

- **C.1 - Title:** FICC - STATE STREET BANK AND TRUST CO 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8BY5, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1C8BY5
- **C.18 - Value (incl. sponsor support):** $1413000000.00
- **C.18.a - Value (excl. sponsor support):** $1413000000.00
- **C.19 - Percentage of Net Assets:** 1.6400%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $1420842700.00     | $1441260166.97     | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** FICC - STATE STREET BANK AND TRUST CO 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8C16, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1C8C16
- **C.18 - Value (incl. sponsor support):** $1570000000.00
- **C.18.a - Value (excl. sponsor support):** $1570000000.00
- **C.19 - Percentage of Net Assets:** 1.8200%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $1578714100.00     | $1601400158.47     | U.S. Treasuries (including strips) |

### Security 269: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC - BANK OF NEW YORK 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8CH1, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1C8CH1
- **C.18 - Value (incl. sponsor support):** $1882000000.00
- **C.18.a - Value (excl. sponsor support):** $1882000000.00
- **C.19 - Percentage of Net Assets:** 2.1800%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $289697900.00      | $320634384.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $1485857100.00     | $1599005671.99     | U.S. Treasuries (including strips) |

### Security 270: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC - BANK OF NEW YORK 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8CN8, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1C8CN8
- **C.18 - Value (incl. sponsor support):** $314000000.00
- **C.18.a - Value (excl. sponsor support):** $314000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-04-15      | 0.1250%  | 0.0000% | $261085000.00      | $320280121.56      | U.S. Treasuries (including strips) |

### Security 271: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC - BANK OF NEW YORK 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8CP3, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1C8CP3
- **C.18 - Value (incl. sponsor support):** $1355014000.00
- **C.18.a - Value (excl. sponsor support):** $1355014000.00
- **C.19 - Percentage of Net Assets:** 1.5700%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 05.500 CLAD0944 | 2040-04-01      | 5.5000%  | 0.0000% | $1000.00           | $45.85             | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8578 | 2052-10-01      | 5.0000%  | 0.0000% | $1024750.00        | $593294.13         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX2509 | 2052-11-01      | 4.5000%  | 0.0000% | $10001.00          | $9384.53           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX2231 | 2052-12-01      | 4.5000%  | 0.0000% | $11000.00          | $8580.84           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBX7338 | 2053-08-01      | 6.5000%  | 0.0000% | $2000.00           | $1619.82           | Agency Mortgage-Backed Securities |
| FNMS 04.500 I6BF0833 | 2064-06-01      | 4.5000%  | 0.0000% | $1024.00           | $976.17            | Agency Mortgage-Backed Securities |
| FNMS 04.500 I4BF0186 | 2057-02-01      | 4.5000%  | 0.0000% | $2000.00           | $569.48            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF2305 | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.71           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD7620 | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1024.98           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE9248 | 2055-09-01      | 7.0000%  | 0.0000% | $1000.00           | $1064.79           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK6129 | 2048-07-01      | 4.5000%  | 0.0000% | $2000.00           | $676.83            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE6769 | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1040.37           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF1842 | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1024.08           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX5440 | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $786.54            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW3713 | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $436.30            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6478 | 2050-07-01      | 2.5000%  | 0.0000% | $1120.00           | $425.85            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY2925 | 2053-06-01      | 6.5000%  | 0.0000% | $3000.00           | $2752.99           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY8306 | 2053-08-01      | 6.0000%  | 0.0000% | $1008.00           | $882.72            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY2174 | 2053-07-01      | 6.5000%  | 0.0000% | $17005.00          | $15319.90          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7032 | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $504.43            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZA1224 | 2042-06-01      | 3.5000%  | 0.0000% | $1032.00           | $108.96            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA1079 | 2048-01-01      | 3.5000%  | 0.0000% | $1024.00           | $125.81            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX6872 | 2053-02-01      | 5.5000%  | 0.0000% | $16000.00          | $10469.14          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX9024 | 2053-04-01      | 5.0000%  | 0.0000% | $1131028.00        | $624851.46         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW1829 | 2052-11-01      | 4.5000%  | 0.0000% | $10000.00          | $7175.74           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8925 | 2052-10-01      | 5.0000%  | 0.0000% | $11000.00          | $8374.56           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW1848 | 2053-03-01      | 5.0000%  | 0.0000% | $1177749.00        | $657917.35         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY0687 | 2053-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1348.69           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY3443 | 2053-06-01      | 6.5000%  | 0.0000% | $1114700.00        | $991847.80         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY4222 | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $813.39            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX6779 | 2053-03-01      | 5.5000%  | 0.0000% | $18000.00          | $13083.06          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY4521 | 2053-08-01      | 6.0000%  | 0.0000% | $1087594.00        | $943638.75         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7349 | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $529.39            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7272 | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $650.01            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX5914 | 2053-01-01      | 6.0000%  | 0.0000% | $1117876.00        | $989584.71         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA7087 | 2050-09-01      | 4.5000%  | 0.0000% | $1000.00           | $458.58            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBX9911 | 2053-05-01      | 6.5000%  | 0.0000% | $3000.00           | $1444.92           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX6362 | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $819.67            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBX7347 | 2053-09-01      | 6.5000%  | 0.0000% | $2001.00           | $1599.71           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX9785 | 2053-04-01      | 6.0000%  | 0.0000% | $16000.00          | $11258.07          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY1604 | 2053-05-01      | 6.5000%  | 0.0000% | $1015436.00        | $1033076.12        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7273 | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $530.60            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY6719 | 2053-08-01      | 6.5000%  | 0.0000% | $1045500.00        | $821341.31         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX4106 | 2053-02-01      | 5.0000%  | 0.0000% | $1000.00           | $832.27            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY9016 | 2053-08-01      | 6.5000%  | 0.0000% | $1013700.00        | $761284.24         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA6610 | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $398.08            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX8910 | 2053-05-01      | 5.5000%  | 0.0000% | $21000.00          | $11373.08          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB2853 | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $660.56            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX2199 | 2052-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1924.88           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX1346 | 2052-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1438.78           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY7245 | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $672.03            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY0117 | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $799.05            | Agency Mortgage-Backed Securities |
| FEPC 03.000 3SZN0134 | 2043-06-01      | 3.0000%  | 0.0000% | $1267529.00        | $121083.00         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY6209 | 2053-08-01      | 5.5000%  | 0.0000% | $1030324.00        | $832912.02         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX2228 | 2052-11-01      | 5.0000%  | 0.0000% | $1286568.00        | $1000740.91        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX1246 | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $710.61            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7344 | 2050-10-01      | 2.0000%  | 0.0000% | $1083.00           | $588.45            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7218 | 2050-10-01      | 2.0000%  | 0.0000% | $186045480.00      | $95430712.74       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQI7565 | 2054-06-01      | 6.0000%  | 0.0000% | $1008.00           | $894.81            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX8394 | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $877.52            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA9435 | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $862.02            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8137 | 2054-03-01      | 5.5000%  | 0.0000% | $1024.00           | $939.49            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7905 | 2053-10-01      | 5.5000%  | 0.0000% | $45426880.00       | $40626079.00       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8300 | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $849.35            | Agency Mortgage-Backed Securities |
| FNMS 05.500 NQ889153 | 2037-12-01      | 5.5000%  | 0.0000% | $1999.00           | $10.70             | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL900928 | 2037-02-01      | 6.5000%  | 0.0000% | $2905.00           | $29.80             | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9779 | 2054-12-01      | 5.0000%  | 0.0000% | $1008.00           | $998.54            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9373 | 2054-10-01      | 5.0000%  | 0.0000% | $1024.00           | $991.98            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7866 | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $801.83            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8154 | 2054-03-01      | 6.0000%  | 0.0000% | $1024.00           | $831.81            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9662 | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $959.98            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA0289 | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $959.96            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9730 | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $1030.38           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9834 | 2055-01-01      | 6.5000%  | 0.0000% | $43847465.00       | $37806695.09       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA9275 | 2053-06-01      | 5.5000%  | 0.0000% | $1024.00           | $829.55            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB8374 | 2054-04-01      | 7.0000%  | 0.0000% | $1000.00           | $700.26            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9614 | 2054-12-01      | 6.0000%  | 0.0000% | $1088.00           | $1065.29           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9961 | 2055-02-01      | 5.0000%  | 0.0000% | $2000.00           | $1968.94           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA1722 | 2051-11-01      | 3.0000%  | 0.0000% | $1931676.00        | $1680279.14        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0299 | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $964.38            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9022 | 2054-08-01      | 6.5000%  | 0.0000% | $1024.00           | $923.74            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9608 | 2054-12-01      | 4.5000%  | 0.0000% | $1010.00           | $962.04            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9998 | 2055-02-01      | 6.0000%  | 0.0000% | $1120.00           | $1064.19           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0243 | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $972.96            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM2976 | 2047-02-01      | 3.5000%  | 0.0000% | $6000.00           | $1648.94           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA6040 | 2050-01-01      | 3.5000%  | 0.0000% | $2349392.00        | $1072043.25        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF8195 | 2053-02-01      | 6.0000%  | 0.0000% | $1004.00           | $704.16            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQC0570 | 2051-04-01      | 2.5000%  | 0.0000% | $1000.00           | $560.41            | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q58718 G | 2048-09-01      | 5.0000%  | 0.0000% | $2863300.00        | $975517.00         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CTZA2074 | 2028-06-01      | 5.5000%  | 0.0000% | $2500000.00        | $13934.43          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4631 | 2045-09-01      | 4.0000%  | 0.0000% | $872000.00         | $72010.42          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQA1980 | 2049-08-01      | 4.5000%  | 0.0000% | $2000.00           | $1028.96           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL4012 | 2042-10-01      | 3.5000%  | 0.0000% | $5929.00           | $599.41            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZN0955 | 2048-10-01      | 4.0000%  | 0.0000% | $4105.00           | $1025.99           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN6139 | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $292.83            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM4183 | 2047-09-01      | 4.5000%  | 0.0000% | $7000.00           | $1658.19           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF8711 | 2053-02-01      | 4.5000%  | 0.0000% | $3000.00           | $2814.68           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF8209 | 2053-02-01      | 5.5000%  | 0.0000% | $5000.00           | $2729.82           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ5685 | 2054-10-01      | 6.5000%  | 0.0000% | $2028.00           | $1397.25           | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQJ9614 | 2054-11-01      | 7.0000%  | 0.0000% | $2000.00           | $2099.17           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQI3651 | 2054-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1549.12           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG0243 | 2053-03-01      | 5.0000%  | 0.0000% | $2049.00           | $1642.04           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG0646 | 2053-04-01      | 6.5000%  | 0.0000% | $6000.00           | $4221.30           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQJ0160 | 2054-07-01      | 4.5000%  | 0.0000% | $397613.00         | $381118.15         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA7326 | 2052-05-01      | 3.5000%  | 0.0000% | $5000.00           | $3822.99           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQI9266 | 2054-07-01      | 6.0000%  | 0.0000% | $253465.00         | $205918.57         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CQAL6685 | 2035-01-01      | 4.0000%  | 0.0000% | $1000.00           | $141.43            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDA5755 | 2053-12-01      | 7.0000%  | 0.0000% | $2927728.00        | $1574413.34        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDB1075 | 2054-04-01      | 5.0000%  | 0.0000% | $334061.00         | $309508.33         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL781592 | 2034-10-01      | 6.0000%  | 0.0000% | $2016.00           | $89.91             | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAL7139 | 2030-07-01      | 3.0000%  | 0.0000% | $1000.00           | $102.90            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7342 | 2053-10-01      | 6.0000%  | 0.0000% | $1024.00           | $873.35            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6728 | 2050-08-01      | 2.5000%  | 0.0000% | $219672320.00      | $99825560.62       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7359 | 2050-10-01      | 2.5000%  | 0.0000% | $1024.00           | $537.36            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA3337 | 2049-03-01      | 4.0000%  | 0.0000% | $2000.00           | $1343.55           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY2138 | 2053-06-01      | 6.5000%  | 0.0000% | $2000.00           | $1601.16           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY1087 | 2053-04-01      | 6.0000%  | 0.0000% | $5018.00           | $3793.72           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY7596 | 2053-08-01      | 6.5000%  | 0.0000% | $1007560.00        | $697710.74         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY2663 | 2053-05-01      | 6.5000%  | 0.0000% | $1269684.00        | $1016587.67        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY2041 | 2053-05-01      | 6.0000%  | 0.0000% | $13000.00          | $13169.50          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY2175 | 2053-07-01      | 6.5000%  | 0.0000% | $1127650.00        | $1062499.26        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS6545 | 2053-12-01      | 6.0000%  | 0.0000% | $1000.00           | $886.60            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CZAB4026 | 2051-12-01      | 4.0000%  | 0.0000% | $4000.00           | $1091.41           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRMA1510 | 2043-07-01      | 4.0000%  | 0.0000% | $9000.00           | $1317.94           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDB0804 | 2054-04-01      | 5.0000%  | 0.0000% | $1008.00           | $961.96            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDB2624 | 2054-04-01      | 4.5000%  | 0.0000% | $3000.00           | $2844.29           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBP0048 | 2050-01-01      | 3.5000%  | 0.0000% | $2000.00           | $711.20            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBP1467 | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $239.34            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO8284 | 2049-11-01      | 3.5000%  | 0.0000% | $15001.00          | $8576.95           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN5945 | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $262.72            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBP3050 | 2050-03-01      | 2.5000%  | 0.0000% | $1000.00           | $232.79            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQE0367 | 2052-04-01      | 3.5000%  | 0.0000% | $15000.00          | $12790.12          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD3879 | 2051-12-01      | 2.5000%  | 0.0000% | $3000.00           | $2052.16           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0006 | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $715.54            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF3421 | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $792.34            | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLQH5830 | 2053-12-01      | 7.5000%  | 0.0000% | $1000.00           | $564.83            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQH1855 | 2053-08-01      | 5.5000%  | 0.0000% | $125231.00         | $104759.83         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG8729 | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $931.88            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF7606 | 2053-02-01      | 6.0000%  | 0.0000% | $2016.00           | $1694.27           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0497 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $840.74            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG8415 | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $842.34            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF1972 | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $724.31            | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQH6039 | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $948.66            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA7681 | 2052-07-01      | 5.0000%  | 0.0000% | $53593542.00       | $37417047.72       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE5867 | 2052-07-01      | 4.5000%  | 0.0000% | $5000.00           | $2517.61           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIRC2202 | 2036-09-01      | 2.0000%  | 0.0000% | $1024.00           | $544.41            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG5833 | 2053-07-01      | 5.5000%  | 0.0000% | $15010.00          | $12972.58          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQC5576 | 2051-08-01      | 2.5000%  | 0.0000% | $1024.00           | $534.59            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZN1348 | 2048-11-01      | 4.0000%  | 0.0000% | $144325.00         | $42513.20          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL3050 | 2042-04-01      | 3.5000%  | 0.0000% | $12527120.00       | $2341174.96        | Agency Mortgage-Backed Securities |
| FEPC 03.000 3SZN0138 | 2043-07-01      | 3.0000%  | 0.0000% | $983000.00         | $130911.70         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM7186 | 2048-07-01      | 4.5000%  | 0.0000% | $6000.00           | $1975.18           | Agency Mortgage-Backed Securities |
| FEPC 03.000 3UZN0013 | 2031-06-01      | 3.0000%  | 0.0000% | $1070946.00        | $129658.38         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD4462 | 2053-11-01      | 6.0000%  | 0.0000% | $1024.00           | $840.68            | Agency Mortgage-Backed Securities |
| 06.000 FGPC P51360 G | 2036-09-01      | 6.0000%  | 0.0000% | $1899.00           | $88.82             | Agency Mortgage-Backed Securities |
| FEPC 04.000 3VZN0678 | 2043-04-01      | 4.0000%  | 0.0000% | $90000.00          | $16224.18          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS3619 | 2042-11-01      | 3.5000%  | 0.0000% | $1049.00           | $130.79            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q33608 G | 2045-05-01      | 4.0000%  | 0.0000% | $1049.00           | $157.24            | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08751 G | 2047-03-01      | 3.5000%  | 0.0000% | $13000.00          | $1721.54           | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q48945 G | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $226.41            | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDE8608 | 2055-09-01      | 7.5000%  | 0.0000% | $1000.00           | $1073.63           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF1081 | 2055-10-01      | 5.5000%  | 0.0000% | $2000.00           | $2056.55           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO2368 | 2049-11-01      | 3.5000%  | 0.0000% | $2108695.00        | $777416.98         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN7822 | 2049-03-01      | 4.5000%  | 0.0000% | $2732068.00        | $545482.76         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE4780 | 2055-07-01      | 6.0000%  | 0.0000% | $1007.00           | $1046.80           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF0267 | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.03           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD9756 | 2055-08-01      | 6.0000%  | 0.0000% | $2000.00           | $2066.15           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF0578 | 2055-09-01      | 6.0000%  | 0.0000% | $1001.00           | $1035.64           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE3547 | 2055-08-01      | 5.5000%  | 0.0000% | $1001.00           | $1022.61           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS7887 | 2041-09-01      | 3.0000%  | 0.0000% | $1000.00           | $139.88            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAR6280 | 2043-03-01      | 3.5000%  | 0.0000% | $1007.00           | $95.74             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD9360 | 2055-06-01      | 6.0000%  | 0.0000% | $1001.00           | $1042.36           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD5799 | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.15           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAK6732 | 2042-03-01      | 3.5000%  | 0.0000% | $15506545.00       | $1218567.32        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAW8154 | 2042-01-01      | 3.5000%  | 0.0000% | $1001.00           | $152.75            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA1048 | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $868.33            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7643 | 2053-12-01      | 6.0000%  | 0.0000% | $2008.00           | $1661.36           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6628 | 2053-06-01      | 5.0000%  | 0.0000% | $1024.00           | $898.31            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB7821 | 2054-01-01      | 7.0000%  | 0.0000% | $1920932.00        | $1574523.64        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7810 | 2054-01-01      | 6.5000%  | 0.0000% | $1095.00           | $693.08            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7053 | 2053-09-01      | 6.0000%  | 0.0000% | $1056.00           | $866.83            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7496 | 2053-11-01      | 6.0000%  | 0.0000% | $204900.00         | $170485.23         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7604 | 2053-12-01      | 6.5000%  | 0.0000% | $2080.00           | $1586.19           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA7553 | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $732.26            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7109 | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $863.77            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7778 | 2054-01-01      | 5.5000%  | 0.0000% | $1040.00           | $839.01            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6839 | 2053-08-01      | 6.0000%  | 0.0000% | $6144.00           | $5455.79           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5138 | 2052-11-01      | 5.5000%  | 0.0000% | $1024.00           | $810.47            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQJ6671 | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $943.08            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6732 | 2053-06-01      | 5.0000%  | 0.0000% | $2080.00           | $1876.58           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6070 | 2053-04-01      | 5.5000%  | 0.0000% | $1024.00           | $827.30            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6083 | 2053-04-01      | 5.5000%  | 0.0000% | $1024.00           | $920.08            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6481 | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $931.62            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6008 | 2053-04-01      | 4.5000%  | 0.0000% | $1024.00           | $898.03            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB6547 | 2053-06-01      | 6.5000%  | 0.0000% | $1036.00           | $759.94            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7120 | 2053-09-01      | 6.0000%  | 0.0000% | $1001.00           | $831.71            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7054 | 2053-09-01      | 6.0000%  | 0.0000% | $1024.00           | $855.43            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7126 | 2053-09-01      | 6.0000%  | 0.0000% | $1024.00           | $930.70            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7503 | 2053-11-01      | 6.0000%  | 0.0000% | $1024.00           | $900.18            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7101 | 2053-09-01      | 5.5000%  | 0.0000% | $1120.00           | $925.20            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF1004 | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $729.74            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8413 | 2052-09-01      | 5.0000%  | 0.0000% | $17001.00          | $12288.63          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT0226 | 2051-09-01      | 2.5000%  | 0.0000% | $1024.00           | $644.64            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX0662 | 2052-11-01      | 6.0000%  | 0.0000% | $1214000.00        | $549022.63         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0771 | 2047-11-01      | 3.5000%  | 0.0000% | $200125184.00      | $29824534.40       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX0475 | 2052-09-01      | 5.0000%  | 0.0000% | $5000.00           | $3384.38           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX3845 | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $649.70            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW3002 | 2052-08-01      | 5.0000%  | 0.0000% | $1084724.00        | $786615.59         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7776 | 2052-09-01      | 5.0000%  | 0.0000% | $3000.00           | $2129.57           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX9026 | 2053-04-01      | 5.0000%  | 0.0000% | $1021041.00        | $831584.86         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY4566 | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $689.01            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX5134 | 2053-01-01      | 6.0000%  | 0.0000% | $1147762.00        | $528559.73         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX8393 | 2053-04-01      | 6.0000%  | 0.0000% | $21000.00          | $15026.93          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8017 | 2050-12-01      | 2.0000%  | 0.0000% | $2048.00           | $1180.75           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBW0464 | 2047-05-01      | 3.5000%  | 0.0000% | $1018278.00        | $867021.73         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBT7887 | 2052-10-01      | 5.0000%  | 0.0000% | $4000.00           | $3061.09           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7775 | 2052-09-01      | 5.0000%  | 0.0000% | $1285304.00        | $924989.92         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBV9891 | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $722.90            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW6431 | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $525.52            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV7623 | 2052-04-01      | 4.5000%  | 0.0000% | $999900.00         | $711153.69         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW6206 | 2052-08-01      | 5.0000%  | 0.0000% | $1014.00           | $851.34            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR4393 | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $572.96            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV9710 | 2052-06-01      | 4.5000%  | 0.0000% | $1179050.00        | $701830.66         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX3155 | 2052-12-01      | 6.0000%  | 0.0000% | $1152368.00        | $884287.71         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX0175 | 2053-02-01      | 5.5000%  | 0.0000% | $15000.00          | $10701.95          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7385 | 2052-08-01      | 5.0000%  | 0.0000% | $1295312.00        | $952909.28         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7150 | 2052-07-01      | 5.0000%  | 0.0000% | $1045500.00        | $1002140.34        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX1359 | 2052-11-01      | 5.5000%  | 0.0000% | $13000.00          | $10826.08          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9961 | 2052-09-01      | 5.0000%  | 0.0000% | $1470254.00        | $1067142.93        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX5100 | 2053-02-01      | 4.5000%  | 0.0000% | $1000.00           | $558.75            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBW7479 | 2052-11-01      | 5.5000%  | 0.0000% | $30197.00          | $23972.46          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX4611 | 2052-12-01      | 5.5000%  | 0.0000% | $1050270.00        | $787150.09         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2634 | 2048-11-01      | 4.5000%  | 0.0000% | $4470.00           | $1041.38           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW1976 | 2052-07-01      | 5.0000%  | 0.0000% | $1213000.00        | $916160.40         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBX7287 | 2053-06-01      | 6.5000%  | 0.0000% | $1068520.00        | $808313.64         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9424 | 2052-10-01      | 5.0000%  | 0.0000% | $2018.00           | $1472.95           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW6470 | 2052-09-01      | 5.0000%  | 0.0000% | $1218216.00        | $1090695.31        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX1247 | 2052-10-01      | 5.0000%  | 0.0000% | $1047646.00        | $793200.66         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV5067 | 2052-07-01      | 5.0000%  | 0.0000% | $1115421.00        | $1080019.58        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9387 | 2052-09-01      | 5.0000%  | 0.0000% | $1019806.00        | $448380.04         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4845 | 2052-10-01      | 5.5000%  | 0.0000% | $95738080.00       | $83709597.70       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4683 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $764.13            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRMA1148 | 2042-08-01      | 3.5000%  | 0.0000% | $478720.00         | $53588.56          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRMA2734 | 2046-08-01      | 3.5000%  | 0.0000% | $1000.00           | $307.17            | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP959967 | 2037-11-01      | 6.0000%  | 0.0000% | $1185.00           | $1.71              | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL995301 | 2038-11-01      | 6.0000%  | 0.0000% | $2048.00           | $29.18             | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE8515 | 2055-09-01      | 6.5000%  | 0.0000% | $2000.00           | $2105.73           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE8188 | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1025.42           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE7301 | 2055-08-01      | 5.5000%  | 0.0000% | $1011.00           | $1027.80           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAD3135 | 2040-04-01      | 5.5000%  | 0.0000% | $18175031.00       | $903992.03         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE6361 | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $635.38            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD9440 | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $965.47            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7129 | 2053-09-01      | 6.0000%  | 0.0000% | $32505470.00       | $26112624.01       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5766 | 2053-02-01      | 5.5000%  | 0.0000% | $1024.00           | $902.97            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH5407 | 2053-12-01      | 6.5000%  | 0.0000% | $1028.00           | $807.20            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7049 | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $815.98            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7145 | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $845.32            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA6963 | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $439.04            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4686 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $733.92            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB0641 | 2036-05-01      | 2.5000%  | 0.0000% | $2048.00           | $1116.21           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5227 | 2052-11-01      | 5.5000%  | 0.0000% | $8001.00           | $6159.57           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG8684 | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $800.31            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6915 | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $864.12            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6904 | 2053-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1711.69           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQF9069 | 2053-03-01      | 6.5000%  | 0.0000% | $6000.00           | $4117.32           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8965 | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $834.42            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6696 | 2053-07-01      | 5.5000%  | 0.0000% | $2040.00           | $1626.80           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ1469 | 2054-08-01      | 6.0000%  | 0.0000% | $1016046.00        | $1014981.54        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6255 | 2053-05-01      | 5.5000%  | 0.0000% | $1024.00           | $835.83            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB6886 | 2053-08-01      | 6.5000%  | 0.0000% | $1024.00           | $840.90            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6612 | 2053-06-01      | 5.5000%  | 0.0000% | $100152064.00      | $85266339.78       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4782 | 2052-10-01      | 5.0000%  | 0.0000% | $1024.00           | $813.77            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5135 | 2052-11-01      | 5.5000%  | 0.0000% | $1024.00           | $808.26            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5992 | 2053-03-01      | 6.0000%  | 0.0000% | $49980000.00       | $38639330.04       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB6504 | 2053-06-01      | 4.0000%  | 0.0000% | $6000.00           | $4918.20           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6821 | 2053-08-01      | 5.5000%  | 0.0000% | $2048.00           | $1734.46           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6080 | 2053-04-01      | 5.5000%  | 0.0000% | $2101988.00        | $1649197.21        | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLQH7497 | 2053-12-01      | 7.5000%  | 0.0000% | $1000.00           | $440.27            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6323 | 2053-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1700.78           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA6901 | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $527.69            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBM5179 | 2047-07-01      | 3.0000%  | 0.0000% | $1004.00           | $238.56            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTBM5460 | 2035-01-01      | 3.5000%  | 0.0000% | $1000.00           | $201.61            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN0975 | 2049-01-01      | 4.5000%  | 0.0000% | $1000.00           | $138.67            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBO0315 | 2049-05-01      | 4.5000%  | 0.0000% | $1083988.00        | $371769.37         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO7786 | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $414.64            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO2685 | 2049-07-01      | 3.5000%  | 0.0000% | $3490780.00        | $1060436.23        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM5526 | 2048-02-01      | 3.5000%  | 0.0000% | $295000.00         | $54768.87          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN1207 | 2048-11-01      | 4.0000%  | 0.0000% | $2655464.00        | $818579.56         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN9618 | 2049-04-01      | 4.5000%  | 0.0000% | $1053732.00        | $235793.97         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN7869 | 2049-04-01      | 4.5000%  | 0.0000% | $2000.00           | $694.30            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBP1060 | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $447.97            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBP1145 | 2050-01-01      | 3.5000%  | 0.0000% | $1527112.00        | $772324.80         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO2365 | 2049-11-01      | 3.5000%  | 0.0000% | $13001.00          | $6464.20           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN7929 | 2049-07-01      | 3.5000%  | 0.0000% | $13001.00          | $5706.07           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CQMA1611 | 2043-09-01      | 4.0000%  | 0.0000% | $1000.00           | $142.45            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL940537 | 2037-07-01      | 6.5000%  | 0.0000% | $1534.00           | $12.57             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRMA2592 | 2046-04-01      | 3.5000%  | 0.0000% | $1000.00           | $237.53            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBU8600 | 2052-01-01      | 3.0000%  | 0.0000% | $1504026.00        | $1072238.42        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV8001 | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1549.44           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY6746 | 2053-07-01      | 6.5000%  | 0.0000% | $2000.00           | $929.02            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBP3484 | 2051-06-01      | 2.5000%  | 0.0000% | $1002.00           | $568.18            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX6726 | 2053-02-01      | 6.0000%  | 0.0000% | $1015138.00        | $791743.79         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBO7785 | 2049-12-01      | 4.0000%  | 0.0000% | $1008970.00        | $445548.44         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN4860 | 2049-01-01      | 5.0000%  | 0.0000% | $1501654.00        | $463222.15         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8076 | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1918.25           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV8425 | 2052-04-01      | 3.0000%  | 0.0000% | $1002870.00        | $778453.75         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CKBT0972 | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $701.30            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY6827 | 2053-09-01      | 6.5000%  | 0.0000% | $1048694.00        | $807199.07         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN8300 | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $452.60            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV3813 | 2052-04-01      | 3.0000%  | 0.0000% | $1001.00           | $752.44            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX2159 | 2053-01-01      | 5.5000%  | 0.0000% | $13999.00          | $9323.08           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF7345 | 2053-02-01      | 5.5000%  | 0.0000% | $4003.00           | $2759.97           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5108 | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $799.04            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4840 | 2052-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1563.99           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3315 | 2052-04-01      | 3.5000%  | 0.0000% | $1024.00           | $778.89            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6700 | 2053-07-01      | 6.0000%  | 0.0000% | $2048.00           | $1654.32           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQA6204 | 2050-01-01      | 4.0000%  | 0.0000% | $5000.00           | $1616.60           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB5984 | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $878.93            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV7928 | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $739.01            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR0999 | 2051-05-01      | 2.5000%  | 0.0000% | $258000.00         | $169769.91         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW6445 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $599.65            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW3706 | 2052-07-01      | 5.0000%  | 0.0000% | $13002.00          | $9090.41           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBO0299 | 2049-05-01      | 4.5000%  | 0.0000% | $8046.00           | $1225.16           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX0156 | 2053-02-01      | 5.5000%  | 0.0000% | $228636.00         | $200516.48         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN3155 | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $154.85            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTBP6566 | 2040-08-01      | 2.0000%  | 0.0000% | $184077821.00      | $84428869.18       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE2054 | 2055-06-01      | 5.5000%  | 0.0000% | $1040.00           | $1057.71           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF0732 | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.11           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO9987 | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $385.04            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBU4620 | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $848.95            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY4303 | 2053-06-01      | 6.5000%  | 0.0000% | $19001.00          | $13909.22          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBU3981 | 2053-04-01      | 6.5000%  | 0.0000% | $1000.00           | $811.55            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY2139 | 2053-06-01      | 6.5000%  | 0.0000% | $18001.00          | $14821.44          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO2370 | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $186.19            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY6210 | 2053-08-01      | 6.5000%  | 0.0000% | $1028167.00        | $860893.36         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY4208 | 2053-07-01      | 6.0000%  | 0.0000% | $1120500.00        | $1074043.48        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN7888 | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $363.43            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBX7350 | 2053-09-01      | 6.5000%  | 0.0000% | $2000.00           | $1279.23           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD5551 | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $917.13            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE7178 | 2055-08-01      | 6.0000%  | 0.0000% | $1008.00           | $1010.51           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE8008 | 2055-09-01      | 7.0000%  | 0.0000% | $1008.00           | $1062.80           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL831395 | 2036-04-01      | 6.0000%  | 0.0000% | $1023.00           | $14.12             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5911 | 2045-10-01      | 3.5000%  | 0.0000% | $1024.00           | $115.07            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS8804 | 2047-02-01      | 3.5000%  | 0.0000% | $2000.00           | $346.37            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL6945 | 2045-05-01      | 3.5000%  | 0.0000% | $1000.00           | $178.44            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAT3070 | 2043-04-01      | 3.5000%  | 0.0000% | $2000.00           | $468.89            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS9560 | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $224.00            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5771 | 2045-09-01      | 3.5000%  | 0.0000% | $8090.00           | $786.68            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CKAZ1909 | 2045-06-01      | 3.0000%  | 0.0000% | $1000.00           | $51.29             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTAV1884 | 2033-12-01      | 3.5000%  | 0.0000% | $1000.00           | $221.40            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAT9637 | 2043-07-01      | 4.0000%  | 0.0000% | $2000.00           | $319.49            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8483 | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $197.49            | Agency Mortgage-Backed Securities |
| FNMS 08.000 CL535533 | 2030-10-01      | 8.0000%  | 0.0000% | $2428.00           | $1.06              | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAW3638 | 2029-06-01      | 3.5000%  | 0.0000% | $1000.00           | $58.31             | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD2061 | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $617.20            | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q58384 G | 2048-09-01      | 5.0000%  | 0.0000% | $7000.00           | $893.18            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQD9463 | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $690.30            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF0618 | 2052-10-01      | 4.5000%  | 0.0000% | $2001.00           | $1721.76           | Agency Mortgage-Backed Securities |
| 05.875 FRPC G80376 G | 2038-12-20      | 5.8750%  | 0.0000% | $1011.00           | $102.93            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF7227 | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $729.53            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQE6074 | 2052-07-01      | 4.0000%  | 0.0000% | $47000.00          | $36769.66          | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q11101 G | 2042-09-01      | 4.0000%  | 0.0000% | $6000.00           | $1459.60           | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q61698 G | 2049-02-01      | 5.0000%  | 0.0000% | $1000.00           | $352.37            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG3875 | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $793.02            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE7761 | 2052-07-01      | 5.0000%  | 0.0000% | $4000.00           | $2435.46           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE9145 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $530.66            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF1354 | 2052-10-01      | 5.5000%  | 0.0000% | $2016.00           | $1397.53           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQC8493 | 2051-10-01      | 2.5000%  | 0.0000% | $3000.00           | $1995.22           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG6247 | 2053-06-01      | 5.0000%  | 0.0000% | $81560.00          | $64926.08          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE9928 | 2052-09-01      | 5.0000%  | 0.0000% | $1006.00           | $791.98            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF8178 | 2053-02-01      | 6.0000%  | 0.0000% | $99000.00          | $52748.39          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG8294 | 2053-08-01      | 6.5000%  | 0.0000% | $1387661.00        | $1115177.89        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF7754 | 2053-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1161.82           | Agency Mortgage-Backed Securities |
| 04.500 FGPC G07630 G | 2044-02-01      | 4.5000%  | 0.0000% | $1004.00           | $95.05             | Agency Mortgage-Backed Securities |
| 05.500 FGPC L10214 G | 2033-03-01      | 5.5000%  | 0.0000% | $91293.00          | $1109.90           | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q48725 G | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $193.56            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q24102 G | 2043-12-01      | 4.0000%  | 0.0000% | $1040.00           | $137.96            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q46970 G | 2047-03-01      | 4.0000%  | 0.0000% | $1232.00           | $324.59            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE5818 | 2052-07-01      | 5.0000%  | 0.0000% | $4000.00           | $3198.80           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA1386 | 2049-07-01      | 3.5000%  | 0.0000% | $1001.00           | $565.27            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQC0717 | 2051-04-01      | 3.0000%  | 0.0000% | $7000.00           | $3938.29           | Agency Mortgage-Backed Securities |
| 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  | 0.0000% | $538818.00         | $7144.31           | Agency Mortgage-Backed Securities |
| 04.000 FGPC G08618 G | 2044-12-01      | 4.0000%  | 0.0000% | $20924.00          | $1576.09           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD6008 | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $866.87            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD3046 | 2053-03-01      | 6.5000%  | 0.0000% | $1000.00           | $796.92            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD6598 | 2054-10-01      | 5.5000%  | 0.0000% | $5843777.00        | $5532617.25        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB0712 | 2037-07-01      | 3.0000%  | 0.0000% | $15000.00          | $9049.00           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD5646 | 2054-01-01      | 6.0000%  | 0.0000% | $2125.00           | $1630.24           | Agency Mortgage-Backed Securities |
| 08.000 FGPC P20472 G | 2031-03-01      | 8.0000%  | 0.0000% | $11018.00          | $151.93            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB0360 | 2035-04-01      | 3.5000%  | 0.0000% | $79000.00          | $24167.69          | Agency Mortgage-Backed Securities |
| 05.500 FGPC H09089 G | 2037-09-01      | 5.5000%  | 0.0000% | $20142.00          | $73.66             | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB8203 | 2038-01-01      | 3.5000%  | 0.0000% | $38000.00          | $25427.69          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD5882 | 2054-07-01      | 6.0000%  | 0.0000% | $2000.00           | $1828.71           | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP899282 | 2036-11-01      | 6.5000%  | 0.0000% | $21964100.00       | $90839.65          | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP899810 | 2037-08-01      | 6.5000%  | 0.0000% | $4459.00           | $10.89             | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP891423 | 2036-03-01      | 6.0000%  | 0.0000% | $74448000.00       | $87674.23          | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP887038 | 2036-08-01      | 6.0000%  | 0.0000% | $38818368.00       | $227945.97         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL889711 | 2038-07-01      | 6.5000%  | 0.0000% | $2000.00           | $15.94             | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAL9903 | 2044-05-01      | 5.5000%  | 0.0000% | $1000.00           | $178.00            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5105 | 2045-06-01      | 3.5000%  | 0.0000% | $1024.00           | $191.47            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS8946 | 2047-03-01      | 3.5000%  | 0.0000% | $1000.00           | $204.35            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS4651 | 2045-03-01      | 3.5000%  | 0.0000% | $1024.00           | $97.51             | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDD2885 | 2055-03-01      | 7.0000%  | 0.0000% | $1001.00           | $1059.20           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD1009 | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1022.77           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD1012 | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $979.23            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD2775 | 2055-04-01      | 5.0000%  | 0.0000% | $1000.00           | $995.43            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAR1463 | 2043-01-01      | 3.0000%  | 0.0000% | $1000.00           | $185.49            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5765 | 2045-09-01      | 3.5000%  | 0.0000% | $2560.00           | $159.90            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC9602 | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $911.09            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8053 | 2046-10-01      | 3.0000%  | 0.0000% | $2000.00           | $809.98            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAX7560 | 2045-01-01      | 3.5000%  | 0.0000% | $1024.00           | $105.32            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC8821 | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $917.99            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8189 | 2046-10-01      | 3.0000%  | 0.0000% | $86696705.00       | $23116723.57       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDD1115 | 2055-01-01      | 7.0000%  | 0.0000% | $1000.00           | $634.05            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD1919 | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $884.13            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAZ3793 | 2046-03-01      | 3.5000%  | 0.0000% | $1000.00           | $250.64            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD9185 | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.92           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC4076 | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $929.17            | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDC2619 | 2055-04-01      | 7.5000%  | 0.0000% | $1000.00           | $1067.07           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8098 | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $227.83            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC7865 | 2055-01-01      | 5.5000%  | 0.0000% | $2016.00           | $1906.80           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA4352 | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $359.59            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8315 | 2053-04-01      | 5.0000%  | 0.0000% | $24165929.00       | $20089931.26       | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q62997 G | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $192.82            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8491 | 2054-12-01      | 5.0000%  | 0.0000% | $1016.00           | $951.98            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE6088 | 2052-07-01      | 4.5000%  | 0.0000% | $89148.00          | $68900.34          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD3162 | 2053-06-01      | 5.0000%  | 0.0000% | $2540360.00        | $2408627.67        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8524 | 2055-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1923.36           | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q36002 G | 2045-09-01      | 3.5000%  | 0.0000% | $16411.00          | $2455.53           | Agency Mortgage-Backed Securities |
| 06.500 FGPC P51237 G | 2036-11-01      | 6.5000%  | 0.0000% | $2689.00           | $115.25            | Agency Mortgage-Backed Securities |
| 05.500 FGPC G05566 G | 2038-12-01      | 5.5000%  | 0.0000% | $7637.00           | $180.56            | Agency Mortgage-Backed Securities |
| 04.500 FGPC A97806 G | 2041-03-01      | 4.5000%  | 0.0000% | $6994.00           | $981.75            | Agency Mortgage-Backed Securities |
| 06.500 FGPC P50049 G | 2029-08-01      | 6.5000%  | 0.0000% | $2433.00           | $1.70              | Agency Mortgage-Backed Securities |
| FEPC 04.500 3LZL0755 | 2037-02-01      | 4.5000%  | 0.0000% | $2023.00           | $53.51             | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD7502 | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $200.45            | Agency Mortgage-Backed Securities |
| FNMS 04.500 ZK310191 | 2041-05-01      | 4.5000%  | 0.0000% | $1000.00           | $166.32            | Agency Mortgage-Backed Securities |
| 04.000 FGPC G07786 G | 2044-08-01      | 4.0000%  | 0.0000% | $3956.00           | $633.46            | Agency Mortgage-Backed Securities |
| 03.500 FGPC G15823 G | 2031-02-01      | 3.5000%  | 0.0000% | $612999.00         | $46845.43          | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP923294 | 2037-04-01      | 6.0000%  | 0.0000% | $1000.00           | $7.88              | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB5366 | 2042-06-01      | 3.5000%  | 0.0000% | $4000.00           | $679.26            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAC1509 | 2039-08-01      | 6.0000%  | 0.0000% | $13520816.00       | $483791.12         | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP897064 | 2036-07-01      | 6.0000%  | 0.0000% | $2219270.00        | $7936.14           | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP944132 | 2037-07-01      | 6.5000%  | 0.0000% | $578340.00         | $1715.67           | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP954858 | 2037-10-01      | 6.5000%  | 0.0000% | $6404208.00        | $29830.37          | Agency Mortgage-Backed Securities |
| FNMS 07.000 NP888880 | 2037-12-01      | 7.0000%  | 0.0000% | $1025.00           | $3.95              | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL890125 | 2039-04-01      | 5.5000%  | 0.0000% | $4027.00           | $65.38             | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA0551 | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $957.05            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA1419 | 2053-05-01      | 4.0000%  | 0.0000% | $1008.00           | $924.58            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA1148 | 2054-06-01      | 5.5000%  | 0.0000% | $1024.00           | $912.80            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLFA1135 | 2054-06-01      | 7.0000%  | 0.0000% | $1015.00           | $940.12            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0987 | 2055-03-01      | 6.0000%  | 0.0000% | $6496.00           | $6276.09           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9959 | 2055-02-01      | 5.0000%  | 0.0000% | $1024.00           | $997.69            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA1122 | 2053-07-01      | 4.0000%  | 0.0000% | $1000.00           | $894.74            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7350 | 2050-10-01      | 2.0000%  | 0.0000% | $15982080.00       | $8693137.14        | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q06568 G | 2042-03-01      | 4.0000%  | 0.0000% | $1000.00           | $194.47            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6475 | 2053-06-01      | 5.0000%  | 0.0000% | $2000.00           | $1775.08           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA5513 | 2050-04-01      | 4.0000%  | 0.0000% | $1024.00           | $344.93            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4627 | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1402.38           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD4363 | 2053-09-01      | 5.5000%  | 0.0000% | $3067000.00        | $2705870.33        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW5204 | 2052-12-01      | 4.5000%  | 0.0000% | $9000.00           | $8510.42           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK5262 | 2048-05-01      | 4.5000%  | 0.0000% | $7434.00           | $1680.17           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN7933 | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $415.32            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW1846 | 2053-03-01      | 4.5000%  | 0.0000% | $1323742.00        | $900614.66         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN2148 | 2048-11-01      | 4.5000%  | 0.0000% | $4000.00           | $795.73            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX4137 | 2052-12-01      | 5.0000%  | 0.0000% | $1024.00           | $792.19            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO0569 | 2049-06-01      | 3.5000%  | 0.0000% | $2000.00           | $480.51            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7450 | 2050-10-01      | 2.0000%  | 0.0000% | $2048.00           | $1113.71           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7739 | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $523.04            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBU4144 | 2053-09-01      | 6.5000%  | 0.0000% | $7000.00           | $5684.29           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8094 | 2050-09-01      | 4.0000%  | 0.0000% | $741000.00         | $143748.60         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6910 | 2050-09-01      | 2.5000%  | 0.0000% | $1024.00           | $527.27            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5288 | 2052-12-01      | 5.5000%  | 0.0000% | $48709.00          | $39878.23          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB2980 | 2037-03-01      | 2.5000%  | 0.0000% | $2602430.00        | $1392004.32        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3308 | 2047-04-01      | 3.0000%  | 0.0000% | $1024.00           | $719.94            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB6549 | 2053-06-01      | 6.5000%  | 0.0000% | $2048.00           | $1614.54           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5293 | 2052-12-01      | 5.5000%  | 0.0000% | $6001.00           | $4386.94           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5304 | 2052-12-01      | 6.0000%  | 0.0000% | $2048.00           | $1521.52           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4696 | 2052-09-01      | 5.5000%  | 0.0000% | $60000.00          | $43724.13          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5293 | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $731.03            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK6879 | 2048-07-01      | 4.5000%  | 0.0000% | $2000.00           | $510.73            | Agency Mortgage-Backed Securities |
| 05.000 FGPC N70075 G | 2035-01-01      | 5.0000%  | 0.0000% | $51313.00          | $966.05            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM1100 | 2047-04-01      | 3.5000%  | 0.0000% | $1000.00           | $209.72            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7944 | 2052-08-01      | 5.0000%  | 0.0000% | $1008.00           | $863.21            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW7899 | 2052-08-01      | 4.5000%  | 0.0000% | $14002.00          | $11790.96          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN0714 | 2048-09-01      | 5.0000%  | 0.0000% | $1318446.00        | $864733.97         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBV9899 | 2052-05-01      | 4.0000%  | 0.0000% | $3019.00           | $1833.67           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK9008 | 2048-09-01      | 4.5000%  | 0.0000% | $24000.00          | $7136.07           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN5340 | 2049-03-01      | 5.0000%  | 0.0000% | $1000.00           | $269.00            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO6102 | 2049-11-01      | 3.5000%  | 0.0000% | $5000.00           | $909.49            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBP1137 | 2050-01-01      | 3.5000%  | 0.0000% | $1790018.00        | $817037.10         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK6172 | 2048-09-01      | 4.5000%  | 0.0000% | $25002.00          | $7812.30           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM3211 | 2047-12-01      | 4.0000%  | 0.0000% | $1000.00           | $232.86            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW1721 | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1332.68           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO8268 | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $374.72            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV5072 | 2052-07-01      | 5.0000%  | 0.0000% | $1211705.00        | $603424.11         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV8831 | 2052-06-01      | 5.0000%  | 0.0000% | $13000.00          | $9452.23           | Agency Mortgage-Backed Securities |
| 07.500 FGPC G20028 G | 2036-12-01      | 7.5000%  | 0.0000% | $1032622.00        | $21474.54          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK7170 | 2048-07-01      | 4.5000%  | 0.0000% | $2000.00           | $787.24            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN5408 | 2049-04-01      | 4.5000%  | 0.0000% | $3000.00           | $370.40            | Agency Mortgage-Backed Securities |
| FNMS 03.500 I4BF0181 | 2057-02-01      | 3.5000%  | 0.0000% | $2024.00           | $605.80            | Agency Mortgage-Backed Securities |
| FNMS 03.500 I4BF0735 | 2063-06-01      | 3.5000%  | 0.0000% | $502835.00         | $396405.37         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBA3095 | 2046-01-01      | 3.5000%  | 0.0000% | $2016.00           | $344.18            | Agency Mortgage-Backed Securities |
| FNMS 02.500 GLBM7363 | 2050-11-01      | 2.5000%  | 0.0000% | $1024.00           | $751.14            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBT7959 | 2052-11-01      | 6.0000%  | 0.0000% | $361671.00         | $263088.42         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM3332 | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $195.92            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN2981 | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $416.33            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN2995 | 2048-11-01      | 4.5000%  | 0.0000% | $21004.00          | $4829.87           | Agency Mortgage-Backed Securities |
| FNMS 02.500 I4BF0618 | 2062-03-01      | 2.5000%  | 0.0000% | $3048.00           | $2061.80           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX3442 | 2052-11-01      | 6.0000%  | 0.0000% | $12000.00          | $8767.01           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW6140 | 2052-08-01      | 5.0000%  | 0.0000% | $1640950.00        | $877492.04         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX5245 | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $608.07            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX8917 | 2053-05-01      | 6.0000%  | 0.0000% | $1324386.00        | $949507.58         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX9102 | 2053-03-01      | 6.0000%  | 0.0000% | $1139200.00        | $855062.75         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX2824 | 2052-11-01      | 5.5000%  | 0.0000% | $1672638.00        | $1035989.16        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9846 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $657.70            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN3864 | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $270.26            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX9761 | 2053-04-01      | 5.5000%  | 0.0000% | $1075700.00        | $815177.44         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX5016 | 2053-01-01      | 5.5000%  | 0.0000% | $1635500.00        | $953583.51         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQX1526 | 2054-12-01      | 5.0000%  | 0.0000% | $2000.00           | $1806.19           | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP901421 | 2036-10-01      | 6.0000%  | 0.0000% | $26780465.00       | $65993.01          | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP940659 | 2037-09-01      | 6.5000%  | 0.0000% | $1026.00           | $2.25              | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA1360 | 2055-05-01      | 5.5000%  | 0.0000% | $1008.00           | $946.30            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA1133 | 2054-05-01      | 5.0000%  | 0.0000% | $1000.00           | $936.91            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA0549 | 2055-01-01      | 5.0000%  | 0.0000% | $1008.00           | $966.16            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0608 | 2055-02-01      | 5.5000%  | 0.0000% | $4269.00           | $4062.39           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9219 | 2054-09-01      | 6.0000%  | 0.0000% | $87752004.00       | $83996986.32       | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8025 | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $129.94            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7037 | 2050-09-01      | 2.5000%  | 0.0000% | $18068860.00       | $7436007.75        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0813 | 2047-11-01      | 3.5000%  | 0.0000% | $1070.00           | $203.20            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2167 | 2048-08-01      | 4.5000%  | 0.0000% | $1024.00           | $315.13            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD5522 | 2054-05-01      | 6.0000%  | 0.0000% | $42515.00          | $36593.28          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQI9651 | 2054-07-01      | 6.0000%  | 0.0000% | $2000.00           | $1845.26           | Agency Mortgage-Backed Securities |
| 04.000 FGPC V81756 G | 2045-05-01      | 4.0000%  | 0.0000% | $1008.00           | $365.58            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD3520 | 2053-07-01      | 4.5000%  | 0.0000% | $2000.00           | $1506.39           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8363 | 2053-09-01      | 6.0000%  | 0.0000% | $2678.00           | $2075.02           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI6398 | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $896.45            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRA9672 | 2053-08-01      | 6.5000%  | 0.0000% | $1024.00           | $827.83            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD5639 | 2054-06-01      | 5.5000%  | 0.0000% | $46000.00          | $41615.11          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL190350 | 2034-03-01      | 5.5000%  | 0.0000% | $3084.00           | $21.72             | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8122 | 2050-12-01      | 2.5000%  | 0.0000% | $22000.00          | $10408.94          | Agency Mortgage-Backed Securities |
| 05.000 FGPC L00016 G | 2035-11-01      | 5.0000%  | 0.0000% | $4186.00           | $153.76            | Agency Mortgage-Backed Securities |
| 06.000 FGPC A50739 G | 2036-07-01      | 6.0000%  | 0.0000% | $486417.00         | $4544.01           | Agency Mortgage-Backed Securities |
| 06.000 FGPC P50525 G | 2036-10-01      | 6.0000%  | 0.0000% | $106253.00         | $1829.07           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CQMA1372 | 2043-02-01      | 3.5000%  | 0.0000% | $2000.00           | $292.49            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CQMA1169 | 2042-08-01      | 4.0000%  | 0.0000% | $9000.00           | $888.40            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA0208 | 2055-01-01      | 5.0000%  | 0.0000% | $1017.00           | $1005.91           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9012 | 2054-08-01      | 6.0000%  | 0.0000% | $1024.00           | $939.17            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA1743 | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $984.82            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0546 | 2054-12-01      | 5.5000%  | 0.0000% | $1008.00           | $911.81            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9778 | 2055-01-01      | 5.0000%  | 0.0000% | $2048.00           | $1959.68           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFA1188 | 2052-02-01      | 2.0000%  | 0.0000% | $1008.00           | $797.26            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9742 | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $985.59            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA1753 | 2054-09-01      | 5.5000%  | 0.0000% | $1017.00           | $956.32            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA1130 | 2054-09-01      | 6.5000%  | 0.0000% | $1024.00           | $938.32            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA6984 | 2050-09-01      | 2.0000%  | 0.0000% | $1024.00           | $533.14            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7234 | 2050-10-01      | 2.5000%  | 0.0000% | $1152.00           | $486.66            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4786 | 2052-10-01      | 5.0000%  | 0.0000% | $2048.00           | $1657.19           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB0454 | 2051-05-01      | 2.5000%  | 0.0000% | $2048.00           | $1257.59           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7343 | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $534.85            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7297 | 2050-10-01      | 2.5000%  | 0.0000% | $1024.00           | $493.92            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD7563 | 2053-05-01      | 4.5000%  | 0.0000% | $54048.00          | $42129.35          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6098 | 2053-03-01      | 6.0000%  | 0.0000% | $12002.00          | $8240.16           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6800 | 2050-08-01      | 2.5000%  | 0.0000% | $1024.00           | $433.49            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5647 | 2053-02-01      | 5.5000%  | 0.0000% | $1024.00           | $879.88            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2170 | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $628.36            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA6633 | 2050-08-01      | 2.0000%  | 0.0000% | $2313912.00        | $1133910.24        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRBM7223 | 2046-05-01      | 4.0000%  | 0.0000% | $3000.00           | $2219.64           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK6169 | 2048-09-01      | 4.5000%  | 0.0000% | $2467756.00        | $1042123.97        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBP1131 | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $358.09            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN6805 | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $279.04            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN7868 | 2049-04-01      | 5.0000%  | 0.0000% | $1000.00           | $124.05            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO8242 | 2049-11-01      | 3.5000%  | 0.0000% | $1307136.00        | $675556.03         | Agency Mortgage-Backed Securities |
| 05.500 FGPC P51359 G | 2036-10-01      | 5.5000%  | 0.0000% | $2753.00           | $170.64            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO2431 | 2049-07-01      | 3.5000%  | 0.0000% | $4164618.00        | $874366.89         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBU8884 | 2052-03-01      | 2.5000%  | 0.0000% | $1006.00           | $683.30            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBV6878 | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $819.88            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV8865 | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $830.76            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM4341 | 2048-02-01      | 4.0000%  | 0.0000% | $2049.00           | $619.13            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBK9601 | 2048-06-01      | 4.0000%  | 0.0000% | $1787175.00        | $656002.80         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV5866 | 2055-07-01      | 5.0000%  | 0.0000% | $2000.00           | $2009.85           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW1689 | 2052-07-01      | 5.0000%  | 0.0000% | $4000.00           | $3416.05           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL555135 | 2032-12-01      | 6.5000%  | 0.0000% | $1005.00           | $1.15              | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6638 | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $413.82            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8012 | 2050-12-01      | 2.0000%  | 0.0000% | $1001.00           | $544.61            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA1005 | 2048-01-01      | 4.0000%  | 0.0000% | $1000.00           | $289.37            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4619 | 2052-09-01      | 4.5000%  | 0.0000% | $1024.00           | $795.92            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1882 | 2052-11-01      | 5.0000%  | 0.0000% | $40000.00          | $30897.98          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7346 | 2050-10-01      | 2.0000%  | 0.0000% | $1055.00           | $602.17            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD5457 | 2054-05-01      | 5.5000%  | 0.0000% | $1024.00           | $927.47            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL928224 | 2037-04-01      | 6.5000%  | 0.0000% | $1160.00           | $14.14             | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL995378 | 2039-01-01      | 6.5000%  | 0.0000% | $3000.00           | $29.58             | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL995941 | 2039-07-01      | 6.5000%  | 0.0000% | $1040.00           | $19.49             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRMA1715 | 2043-11-01      | 4.0000%  | 0.0000% | $1294000.00        | $255115.37         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL903793 | 2036-10-01      | 6.5000%  | 0.0000% | $40953728.00       | $403174.22         | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP913968 | 2037-02-01      | 6.5000%  | 0.0000% | $2120.00           | $16.64             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA1416 | 2053-04-01      | 4.5000%  | 0.0000% | $1047.00           | $991.00            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA1716 | 2055-01-01      | 5.5000%  | 0.0000% | $1013.00           | $1010.50           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA1714 | 2055-05-01      | 5.0000%  | 0.0000% | $1024.00           | $1012.15           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CZAE0512 | 2050-07-01      | 4.5000%  | 0.0000% | $1000.00           | $142.11            | Agency Mortgage-Backed Securities |
| FNMS 05.500 NP922741 | 2037-03-01      | 5.5000%  | 0.0000% | $3969.00           | $6.92              | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP900174 | 2036-08-01      | 6.0000%  | 0.0000% | $34342888.00       | $108122.78         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL890587 | 2042-05-01      | 4.5000%  | 0.0000% | $1736698.00        | $164366.47         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL942511 | 2037-08-01      | 6.5000%  | 0.0000% | $1024.00           | $2.86              | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBH7398 | 2047-08-01      | 3.5000%  | 0.0000% | $4566.00           | $672.12            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK9050 | 2048-11-01      | 4.5000%  | 0.0000% | $2400000.00        | $838506.36         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB3696 | 2037-05-01      | 2.5000%  | 0.0000% | $10013.00          | $6433.99           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6262 | 2053-05-01      | 6.0000%  | 0.0000% | $2129.00           | $1678.22           | Agency Mortgage-Backed Securities |
| 03.500 FGPC G60995 G | 2046-09-01      | 3.5000%  | 0.0000% | $8095.00           | $2176.31           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3044 | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $655.16            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4956 | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $747.42            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5314 | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $830.91            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5487 | 2053-01-01      | 6.0000%  | 0.0000% | $1148.00           | $970.49            | Agency Mortgage-Backed Securities |
| 03.500 FGPC G67710 G | 2048-03-01      | 3.5000%  | 0.0000% | $1024.00           | $221.85            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7290 | 2050-10-01      | 2.0000%  | 0.0000% | $1214.00           | $619.96            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6913 | 2053-08-01      | 5.5000%  | 0.0000% | $2240.00           | $1844.67           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7110 | 2053-09-01      | 5.5000%  | 0.0000% | $2040.00           | $1775.62           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q33779 G | 2045-06-01      | 4.0000%  | 0.0000% | $16404.00          | $3028.29           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6187 | 2053-05-01      | 5.5000%  | 0.0000% | $3244.00           | $2727.75           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB5429 | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $679.00            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7103 | 2053-09-01      | 5.5000%  | 0.0000% | $1024.00           | $883.48            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICB1486 | 2036-06-01      | 3.0000%  | 0.0000% | $1000.00           | $366.68            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3911 | 2052-06-01      | 4.0000%  | 0.0000% | $3120.00           | $2290.68           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4634 | 2052-09-01      | 5.5000%  | 0.0000% | $1000.00           | $990.76            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX7290 | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $863.35            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM4747 | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $180.63            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY0902 | 2053-04-01      | 5.5000%  | 0.0000% | $1074.00           | $929.88            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBO0306 | 2049-04-01      | 4.5000%  | 0.0000% | $1486941.00        | $482426.89         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBR8552 | 2051-04-01      | 3.0000%  | 0.0000% | $1004.00           | $397.66            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN6554 | 2049-05-01      | 4.5000%  | 0.0000% | $1030800.00        | $492314.18         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN9557 | 2049-07-01      | 3.5000%  | 0.0000% | $2023464.00        | $693286.20         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK6690 | 2048-11-01      | 4.5000%  | 0.0000% | $1072457.00        | $636387.09         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW6452 | 2052-09-01      | 5.0000%  | 0.0000% | $1819550.00        | $1065272.02        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX1111 | 2052-10-01      | 5.0000%  | 0.0000% | $1009266.00        | $741471.23         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN8266 | 2049-05-01      | 4.5000%  | 0.0000% | $1823587.00        | $448691.42         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY2521 | 2053-05-01      | 5.5000%  | 0.0000% | $1255250.00        | $1034134.34        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9931 | 2052-09-01      | 5.0000%  | 0.0000% | $10001.00          | $5993.00           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX8481 | 2053-03-01      | 4.5000%  | 0.0000% | $1104146.00        | $571582.96         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN9502 | 2049-06-01      | 3.5000%  | 0.0000% | $1970430.00        | $693431.02         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX9513 | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $870.04            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY1068 | 2053-04-01      | 5.5000%  | 0.0000% | $1372080.00        | $806325.61         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO0567 | 2049-06-01      | 3.5000%  | 0.0000% | $1728474.00        | $540093.50         | Agency Mortgage-Backed Securities |
| 07.000 FGPC G04876 G | 2038-10-01      | 7.0000%  | 0.0000% | $3887.00           | $40.73             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO0325 | 2049-05-01      | 3.5000%  | 0.0000% | $1432720.00        | $584680.46         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8419 | 2046-12-01      | 3.0000%  | 0.0000% | $4122.00           | $1253.63           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAR8840 | 2043-04-01      | 3.5000%  | 0.0000% | $1001.00           | $55.85             | Agency Mortgage-Backed Securities |
| FNMS 03.000 CRAR8635 | 2043-03-01      | 3.0000%  | 0.0000% | $1024.00           | $209.86            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS7892 | 2046-09-01      | 3.0000%  | 0.0000% | $2080.00           | $295.80            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6337 | 2045-12-01      | 3.5000%  | 0.0000% | $1024.00           | $230.30            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRAQ6286 | 2042-12-01      | 4.0000%  | 0.0000% | $3072.00           | $448.99            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS9797 | 2047-06-01      | 3.5000%  | 0.0000% | $1518.00           | $322.67            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAL7091 | 2045-06-01      | 3.0000%  | 0.0000% | $10859000.00       | $2358396.14        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD6587 | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.65           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDD3349 | 2040-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1605.82           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD4665 | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $498.53            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE6732 | 2055-08-01      | 5.0000%  | 0.0000% | $2000.00           | $2004.65           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD4468 | 2055-04-01      | 5.0000%  | 0.0000% | $1000.00           | $1003.54           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD4435 | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1057.69           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN6534 | 2049-03-01      | 5.0000%  | 0.0000% | $2000.00           | $333.16            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7022 | 2052-08-01      | 5.0000%  | 0.0000% | $20000.00          | $11180.50          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN9736 | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $487.49            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX3940 | 2053-01-01      | 4.5000%  | 0.0000% | $1063730.00        | $812154.63         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO4645 | 2049-11-01      | 3.0000%  | 0.0000% | $1024.00           | $370.63            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE2380 | 2055-06-01      | 5.5000%  | 0.0000% | $2998.00           | $3068.99           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC6979 | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $975.20            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD2732 | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $816.48            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE4043 | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $931.28            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC2000 | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $935.22            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZA6729 | 2049-05-01      | 4.5000%  | 0.0000% | $4292.00           | $958.54            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB1550 | 2040-07-01      | 5.0000%  | 0.0000% | $39373.00          | $36967.86          | Agency Mortgage-Backed Securities |
| 05.500 FGPC G20032 G | 2037-12-01      | 5.5000%  | 0.0000% | $4601.00           | $204.03            | Agency Mortgage-Backed Securities |
| 05.500 FGPC P00793 G | 2037-07-01      | 5.5000%  | 0.0000% | $2341.00           | $75.09             | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZS4780 | 2048-06-01      | 5.0000%  | 0.0000% | $730000.00         | $77741.64          | Agency Mortgage-Backed Securities |
| 06.500 FGPC H09184 G | 2038-09-01      | 6.5000%  | 0.0000% | $16832.00          | $48.21             | Agency Mortgage-Backed Securities |
| 05.000 FGPC P00062 G | 2035-01-01      | 5.0000%  | 0.0000% | $209356.00         | $7538.47           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD0968 | 2052-04-01      | 3.5000%  | 0.0000% | $303549.00         | $209521.83         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD3152 | 2052-02-01      | 3.0000%  | 0.0000% | $4000.00           | $2922.46           | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q59889 G | 2048-11-01      | 5.0000%  | 0.0000% | $1000.00           | $199.94            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q63007 G | 2049-04-01      | 4.0000%  | 0.0000% | $1000.00           | $282.28            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD7576 | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $964.96            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD4583 | 2053-12-01      | 3.5000%  | 0.0000% | $61000.00          | $52209.30          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD3901 | 2053-08-01      | 6.5000%  | 0.0000% | $1038.00           | $831.08            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD2169 | 2052-09-01      | 5.0000%  | 0.0000% | $50000.00          | $36973.92          | Agency Mortgage-Backed Securities |
| 04.000 FGPC V81252 G | 2044-07-01      | 4.0000%  | 0.0000% | $967241.00         | $103067.99         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8164 | 2051-07-01      | 3.5000%  | 0.0000% | $1000.00           | $370.55            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQE5860 | 2052-07-01      | 4.0000%  | 0.0000% | $1007.00           | $766.49            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8271 | 2052-10-01      | 2.5000%  | 0.0000% | $4000.00           | $2942.32           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQD9255 | 2052-03-01      | 3.5000%  | 0.0000% | $1001.00           | $866.14            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD6979 | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $968.25            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD2170 | 2051-07-01      | 3.0000%  | 0.0000% | $1000.00           | $691.42            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD4260 | 2053-11-01      | 6.5000%  | 0.0000% | $2048.00           | $1661.56           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8320 | 2053-02-01      | 3.0000%  | 0.0000% | $23602.00          | $18524.98          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE6572 | 2052-07-01      | 5.0000%  | 0.0000% | $1008.00           | $846.71            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8651 | 2052-08-01      | 5.0000%  | 0.0000% | $933088.00         | $580461.90         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN1028 | 2049-03-01      | 5.0000%  | 0.0000% | $1000.00           | $94.94             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1031 | 2048-01-01      | 3.5000%  | 0.0000% | $11851.00          | $7262.14           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA2582 | 2052-08-01      | 3.5000%  | 0.0000% | $1009.00           | $925.81            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM9993 | 2051-07-01      | 3.5000%  | 0.0000% | $859965.00         | $443116.86         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA2707 | 2055-07-01      | 6.0000%  | 0.0000% | $3136.00           | $3220.11           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3239 | 2055-11-01      | 6.0000%  | 0.0000% | $144601398.00      | $150673355.30      | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP915801 | 2037-08-01      | 6.5000%  | 0.0000% | $41777408.00       | $163378.35         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL904672 | 2036-12-01      | 6.5000%  | 0.0000% | $8088.00           | $97.55             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAZ0851 | 2045-07-01      | 3.5000%  | 0.0000% | $1000.00           | $195.61            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL923447 | 2037-08-01      | 7.0000%  | 0.0000% | $1008.00           | $11.39             | Agency Mortgage-Backed Securities |
| FNMS 05.500 NP995509 | 2039-01-01      | 5.5000%  | 0.0000% | $9464.00           | $42.70             | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE8607 | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1054.47           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD6372 | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $929.11            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE1004 | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $986.63            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE5048 | 2055-08-01      | 6.5000%  | 0.0000% | $1001.00           | $1053.92           | Agency Mortgage-Backed Securities |
| FNMS 04.500 NPAE0290 | 2040-03-01      | 4.5000%  | 0.0000% | $1029.00           | $27.17             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM2003 | 2047-10-01      | 4.0000%  | 0.0000% | $2000.00           | $216.77            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK8690 | 2048-07-01      | 4.5000%  | 0.0000% | $1829578.00        | $610468.12         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBK2590 | 2050-05-01      | 2.5000%  | 0.0000% | $1008.00           | $416.03            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK6134 | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $305.95            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM2000 | 2047-05-01      | 3.5000%  | 0.0000% | $2480.00           | $342.48            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN0697 | 2048-09-01      | 4.5000%  | 0.0000% | $1303198.00        | $437468.89         | Agency Mortgage-Backed Securities |
| FNMS 03.000 U6BM7360 | 2057-02-01      | 3.0000%  | 0.0000% | $1021.00           | $808.38            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9666 | 2054-12-01      | 5.5000%  | 0.0000% | $3501888.00        | $3427709.29        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9665 | 2054-12-01      | 5.5000%  | 0.0000% | $1024.00           | $954.46            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9447 | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $891.89            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8497 | 2054-05-01      | 6.0000%  | 0.0000% | $2128.00           | $1948.98           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8639 | 2054-06-01      | 5.5000%  | 0.0000% | $2048.00           | $1966.35           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8673 | 2054-06-01      | 5.0000%  | 0.0000% | $20743960.00       | $19707640.81       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTCB2562 | 2042-01-01      | 2.0000%  | 0.0000% | $996978.00         | $651579.42         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3496 | 2052-05-01      | 3.0000%  | 0.0000% | $222000.00         | $161965.77         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBV7937 | 2052-08-01      | 4.0000%  | 0.0000% | $1000.00           | $748.38            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW6497 | 2052-09-01      | 5.0000%  | 0.0000% | $23004.00          | $16422.54          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9527 | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $378.43            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX2374 | 2053-02-01      | 4.5000%  | 0.0000% | $1217454.00        | $945071.77         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8751 | 2052-10-01      | 5.0000%  | 0.0000% | $10000.00          | $8233.22           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW6349 | 2052-08-01      | 5.0000%  | 0.0000% | $1147169.00        | $575091.76         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV8828 | 2052-06-01      | 5.0000%  | 0.0000% | $3000.00           | $2006.19           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX1536 | 2052-10-01      | 5.5000%  | 0.0000% | $1213062.00        | $737733.27         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7943 | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1513.04           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBQ3099 | 2050-10-01      | 3.0000%  | 0.0000% | $19001.00          | $6819.28           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW1686 | 2052-07-01      | 5.0000%  | 0.0000% | $148000.00         | $116780.41         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBW3665 | 2052-07-01      | 4.0000%  | 0.0000% | $1062432.00        | $822859.28         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW6196 | 2052-08-01      | 5.0000%  | 0.0000% | $1166608.00        | $859773.98         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAD0897 | 2040-04-01      | 5.5000%  | 0.0000% | $2004.00           | $62.95             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC9629 | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1001.25           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ1232 | 2054-04-01      | 6.0000%  | 0.0000% | $2016.00           | $1274.79           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL1772 | 2055-06-01      | 5.5000%  | 0.0000% | $29477202.00       | $29876269.88       | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP944054 | 2037-07-01      | 6.5000%  | 0.0000% | $1024.00           | $2.06              | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL995867 | 2039-06-01      | 5.5000%  | 0.0000% | $38601152.00       | $779794.07         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CZ994095 | 2048-11-01      | 5.5000%  | 0.0000% | $54884160.00       | $343391.17         | Agency Mortgage-Backed Securities |
| FNMS 05.660 ML957499 | 2038-02-01      | 5.6600%  | 0.0000% | $3072.00           | $11.45             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAB2479 | 2041-03-01      | 4.5000%  | 0.0000% | $2031.00           | $133.21            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAL9418 | 2031-08-01      | 3.5000%  | 0.0000% | $2000.00           | $178.00            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD0878 | 2050-07-01      | 4.0000%  | 0.0000% | $44000.00          | $25244.42          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG1780 | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $810.54            | Agency Mortgage-Backed Securities |
| 07.000 FGPC C65858 G | 2032-04-01      | 7.0000%  | 0.0000% | $2356.00           | $3.85              | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA1675 | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $837.11            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA5981 | 2054-01-01      | 6.5000%  | 0.0000% | $2000.00           | $858.84            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA9064 | 2053-05-01      | 5.5000%  | 0.0000% | $39098145.00       | $32606388.15       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQI9548 | 2054-07-01      | 6.5000%  | 0.0000% | $4013528.00        | $2653883.61        | Agency Mortgage-Backed Securities |
| FEPC 02.000 3PSE9060 | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $673.10            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA9995 | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $846.91            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD6891 | 2054-10-01      | 6.0000%  | 0.0000% | $97000.00          | $91503.08          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL940767 | 2037-06-01      | 6.0000%  | 0.0000% | $74979968.00       | $424829.24         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0880 | 2055-08-01      | 6.0000%  | 0.0000% | $14548644.00       | $14937539.34       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL979900 | 2038-05-01      | 6.0000%  | 0.0000% | $39407336.00       | $391312.73         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8383 | 2054-04-01      | 5.5000%  | 0.0000% | $2091.00           | $1963.95           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA1740 | 2050-08-01      | 5.0000%  | 0.0000% | $1000.00           | $955.04            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8484 | 2054-05-01      | 5.5000%  | 0.0000% | $2048.00           | $1928.53           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA0969 | 2055-03-01      | 5.0000%  | 0.0000% | $1048.00           | $1044.42           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8835 | 2054-07-01      | 5.5000%  | 0.0000% | $25584414.00       | $23478363.09       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8327 | 2054-04-01      | 5.5000%  | 0.0000% | $312898.00         | $283231.59         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA1404 | 2052-09-01      | 3.0000%  | 0.0000% | $1000.00           | $857.38            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1211 | 2049-06-01      | 3.5000%  | 0.0000% | $203000.00         | $135996.05         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY6217 | 2053-08-01      | 6.5000%  | 0.0000% | $1097694.00        | $850482.75         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY6707 | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $386.03            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4423 | 2052-08-01      | 5.5000%  | 0.0000% | $1024.00           | $739.79            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0316 | 2047-09-01      | 3.5000%  | 0.0000% | $2048.00           | $228.20            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY9762 | 2053-09-01      | 6.5000%  | 0.0000% | $2000.00           | $1524.40           | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLCA8222 | 2050-12-01      | 1.5000%  | 0.0000% | $2000.00           | $1080.46           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY9275 | 2053-10-01      | 6.0000%  | 0.0000% | $21738.00          | $11296.07          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY4869 | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $767.34            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5150 | 2052-10-01      | 6.0000%  | 0.0000% | $1109.00           | $612.44            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7340 | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $529.72            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA5883 | 2049-12-01      | 3.5000%  | 0.0000% | $18240.00          | $7322.02           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA6929 | 2050-09-01      | 2.0000%  | 0.0000% | $140941760.00      | $68890348.43       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY2449 | 2053-07-01      | 6.5000%  | 0.0000% | $1097904.00        | $1098103.65        | Agency Mortgage-Backed Securities |
| FNMS 04.500 I4BF0738 | 2063-06-01      | 4.5000%  | 0.0000% | $7395499.00        | $6004567.99        | Agency Mortgage-Backed Securities |
| FNMS 04.000 I4BF0110 | 2056-03-01      | 4.0000%  | 0.0000% | $2304.00           | $878.66            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN3861 | 2049-03-01      | 4.0000%  | 0.0000% | $1000.00           | $229.56            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD5039 | 2047-02-01      | 3.5000%  | 0.0000% | $1024.00           | $151.16            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CVBM6823 | 2032-05-01      | 3.5000%  | 0.0000% | $1000.00           | $398.35            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ7745 | 2051-03-01      | 2.0000%  | 0.0000% | $4062005.00        | $2300052.79        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR7726 | 2051-04-01      | 2.5000%  | 0.0000% | $3000.00           | $1676.08           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBA0041 | 2046-02-01      | 3.0000%  | 0.0000% | $1000.00           | $221.29            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO7287 | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $341.14            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN3871 | 2049-04-01      | 4.0000%  | 0.0000% | $7145752.00        | $916255.59         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF3027 | 2055-10-01      | 6.0000%  | 0.0000% | $1510350.00        | $1553334.56        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN5465 | 2049-01-01      | 4.5000%  | 0.0000% | $1000.00           | $335.13            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN0507 | 2048-09-01      | 5.0000%  | 0.0000% | $1000.00           | $96.44             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK6043 | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $497.84            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF0705 | 2055-09-01      | 6.0000%  | 0.0000% | $1001.00           | $1041.81           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM3562 | 2048-02-01      | 4.5000%  | 0.0000% | $2000.00           | $388.17            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS4977 | 2045-05-01      | 3.0000%  | 0.0000% | $1024.00           | $146.81            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD6138 | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $890.17            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD1681 | 2055-02-01      | 6.5000%  | 0.0000% | $2000.00           | $2088.28           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAR8575 | 2043-06-01      | 3.0000%  | 0.0000% | $1000.00           | $180.69            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC3456 | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $905.97            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC5675 | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $940.03            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CKDC8611 | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1007.31           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAR5877 | 2043-01-01      | 3.0000%  | 0.0000% | $1000.00           | $230.75            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8340 | 2054-04-01      | 6.0000%  | 0.0000% | $1024.00           | $898.09            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB8474 | 2054-04-01      | 4.5000%  | 0.0000% | $1137083.00        | $896991.69         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8362 | 2054-04-01      | 6.5000%  | 0.0000% | $1440.00           | $1236.73           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7050 | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $830.14            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9791 | 2055-01-01      | 5.5000%  | 0.0000% | $1008.00           | $990.37            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF6520 | 2053-01-01      | 5.5000%  | 0.0000% | $1008.00           | $705.61            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAL3024 | 2043-01-01      | 3.5000%  | 0.0000% | $2177996.00        | $295544.87         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF9002 | 2053-03-01      | 5.0000%  | 0.0000% | $1008.00           | $956.12            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIQN8902 | 2036-12-01      | 2.0000%  | 0.0000% | $2045.00           | $1232.21           | Agency Mortgage-Backed Securities |
| FEPC 02.500 3UZM9942 | 2028-07-01      | 2.5000%  | 0.0000% | $1000.00           | $82.62             | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF5452 | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $651.82            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8032 | 2052-08-01      | 5.0000%  | 0.0000% | $2051.00           | $1375.53           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF4944 | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $754.88            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQF7471 | 2053-02-01      | 6.5000%  | 0.0000% | $1000.00           | $399.16            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM8026 | 2048-09-01      | 4.5000%  | 0.0000% | $4000.00           | $1140.83           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF6778 | 2053-02-01      | 5.5000%  | 0.0000% | $1008.00           | $833.13            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG2180 | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $746.64            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD0958 | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $666.71            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH1041 | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $989.83            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CTZS9115 | 2028-05-01      | 6.0000%  | 0.0000% | $1008224.00        | $31788.70          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD2323 | 2053-02-01      | 6.0000%  | 0.0000% | $1885.00           | $1544.58           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA6986 | 2052-03-01      | 3.5000%  | 0.0000% | $2000.00           | $1355.35           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQC7410 | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $620.83            | Agency Mortgage-Backed Securities |
| FNMS 02.500 I4BF0697 | 2062-12-01      | 2.5000%  | 0.0000% | $1120.00           | $772.80            | Agency Mortgage-Backed Securities |
| FNMS 03.000 I4BF0548 | 2061-07-01      | 3.0000%  | 0.0000% | $1000.00           | $551.99            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBO0296 | 2049-05-01      | 4.5000%  | 0.0000% | $1505470.00        | $543379.65         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK1971 | 2048-03-01      | 4.5000%  | 0.0000% | $2000.00           | $444.01            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBK4810 | 2048-09-01      | 4.0000%  | 0.0000% | $1271.00           | $207.71            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN1864 | 2048-09-01      | 4.5000%  | 0.0000% | $3000.00           | $1251.38           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN2084 | 2048-10-01      | 4.5000%  | 0.0000% | $2281872.00        | $697251.12         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ5332 | 2048-05-01      | 4.0000%  | 0.0000% | $1000.00           | $455.52            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBH2620 | 2047-08-01      | 3.5000%  | 0.0000% | $1025.00           | $157.64            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8583 | 2052-10-01      | 5.0000%  | 0.0000% | $1022340.00        | $983670.17         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY7696 | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $884.48            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY6992 | 2053-07-01      | 5.5000%  | 0.0000% | $9000.00           | $8982.15           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2775 | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $650.56            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN7019 | 2049-05-01      | 4.5000%  | 0.0000% | $1907650.00        | $632596.62         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE1295 | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $1006.19           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN8879 | 2049-05-01      | 4.5000%  | 0.0000% | $6526624.00        | $296128.42         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0907 | 2054-09-01      | 5.5000%  | 0.0000% | $1120.00           | $1101.88           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA1737 | 2054-08-01      | 5.0000%  | 0.0000% | $2041.00           | $1958.24           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8722 | 2054-06-01      | 6.5000%  | 0.0000% | $1014.00           | $884.36            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0627 | 2055-02-01      | 5.5000%  | 0.0000% | $1047.00           | $1017.35           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA1153 | 2046-07-01      | 3.0000%  | 0.0000% | $5767924.00        | $5006294.91        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9428 | 2054-11-01      | 5.0000%  | 0.0000% | $78269120.00       | $74951203.19       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZT0343 | 2048-06-01      | 4.5000%  | 0.0000% | $1024.00           | $243.43            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4067 | 2052-07-01      | 4.5000%  | 0.0000% | $1024.00           | $822.94            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3609 | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $731.59            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY3475 | 2053-06-01      | 6.0000%  | 0.0000% | $2040.00           | $1671.50           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY3468 | 2053-06-01      | 5.5000%  | 0.0000% | $1013100.00        | $995932.81         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY0727 | 2053-05-01      | 6.0000%  | 0.0000% | $1231663.00        | $951587.08         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBX9789 | 2053-04-01      | 6.5000%  | 0.0000% | $1174690.00        | $881967.85         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3253 | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $683.88            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS3993 | 2044-07-01      | 4.0000%  | 0.0000% | $1000.00           | $134.36            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW5447 | 2052-07-01      | 5.0000%  | 0.0000% | $1216102.00        | $742967.35         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7272 | 2050-10-01      | 2.0000%  | 0.0000% | $1536.00           | $784.05            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX3369 | 2052-12-01      | 6.0000%  | 0.0000% | $1455220.00        | $873044.03         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX2147 | 2053-01-01      | 5.5000%  | 0.0000% | $450600.00         | $401632.84         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZA4910 | 2047-05-01      | 3.5000%  | 0.0000% | $1000.00           | $217.75            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX9838 | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $778.03            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA1182 | 2048-02-01      | 3.5000%  | 0.0000% | $1000.00           | $233.94            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY0758 | 2053-05-01      | 5.5000%  | 0.0000% | $1114328.00        | $908942.44         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW7896 | 2052-08-01      | 4.5000%  | 0.0000% | $10000.00          | $7094.31           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX2837 | 2052-11-01      | 5.5000%  | 0.0000% | $6000.00           | $2980.92           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX6601 | 2053-04-01      | 5.5000%  | 0.0000% | $1001.00           | $846.91            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY2148 | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $740.92            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF0775 | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.32           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK8692 | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $213.89            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF0446 | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1045.35           | Agency Mortgage-Backed Securities |
| FNMS 03.500 I4BM7800 | 2058-08-01      | 3.5000%  | 0.0000% | $1745417.00        | $1583622.36        | Agency Mortgage-Backed Securities |
| FNMS 03.000 I4BF0332 | 2059-01-01      | 3.0000%  | 0.0000% | $1001.00           | $357.65            | Agency Mortgage-Backed Securities |
| FNMS 03.500 I3BF0154 | 2046-11-01      | 3.5000%  | 0.0000% | $1000.00           | $168.57            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK9762 | 2048-08-01      | 4.5000%  | 0.0000% | $1023.00           | $91.89             | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE9283 | 2055-09-01      | 6.5000%  | 0.0000% | $2001.00           | $2122.16           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB1968 | 2054-09-01      | 6.5000%  | 0.0000% | $2041352.00        | $1712363.63        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC5495 | 2054-11-01      | 5.5000%  | 0.0000% | $24671328.00       | $23417934.72       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAQ4616 | 2042-11-01      | 3.0000%  | 0.0000% | $2000.00           | $131.68            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDA3464 | 2053-11-01      | 7.0000%  | 0.0000% | $1000.00           | $1039.26           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC9184 | 2054-12-01      | 6.5000%  | 0.0000% | $1000.00           | $461.44            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIRC2098 | 2036-07-01      | 2.0000%  | 0.0000% | $1039.00           | $562.25            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDB0948 | 2054-04-01      | 5.0000%  | 0.0000% | $2000.00           | $1838.01           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC5256 | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $963.66            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDB1895 | 2054-03-01      | 7.0000%  | 0.0000% | $1000.00           | $881.35            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB9989 | 2054-07-01      | 6.5000%  | 0.0000% | $1001.00           | $908.23            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC4593 | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $905.55            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLAL8130 | 2040-06-01      | 6.5000%  | 0.0000% | $2000.00           | $269.60            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY9357 | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $826.44            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY9017 | 2053-08-01      | 6.5000%  | 0.0000% | $1041100.00        | $717502.28         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8795 | 2052-09-01      | 5.0000%  | 0.0000% | $1110060.00        | $1075857.42        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW3694 | 2052-07-01      | 5.0000%  | 0.0000% | $1277136.00        | $834076.60         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBV5162 | 2052-03-01      | 3.5000%  | 0.0000% | $1000.00           | $803.55            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBW1449 | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $783.33            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV5097 | 2052-08-01      | 5.0000%  | 0.0000% | $1120230.00        | $885893.59         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV0953 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $954.74            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW1479 | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $738.20            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBV1864 | 2055-04-01      | 5.5000%  | 0.0000% | $1024.00           | $1035.81           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA1892 | 2048-06-01      | 4.0000%  | 0.0000% | $1120.00           | $111.08            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB7053 | 2054-06-01      | 6.0000%  | 0.0000% | $2000.00           | $1743.74           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CQMA2916 | 2047-02-01      | 4.0000%  | 0.0000% | $3267510.00        | $570574.25         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF2300 | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.55           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDC6428 | 2054-11-01      | 4.0000%  | 0.0000% | $1000.00           | $814.24            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC3262 | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $940.91            | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP891142 | 2036-06-01      | 6.0000%  | 0.0000% | $1023.00           | $4.74              | Agency Mortgage-Backed Securities |
| FNMS 05.500 NP913248 | 2037-03-01      | 5.5000%  | 0.0000% | $55955456.00       | $56399.58          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9964 | 2055-02-01      | 5.0000%  | 0.0000% | $1024.00           | $968.20            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9672 | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $984.47            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA2293 | 2055-08-01      | 5.5000%  | 0.0000% | $506861.00         | $511416.26         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8842 | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $947.56            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA1154 | 2051-04-01      | 3.5000%  | 0.0000% | $1000.00           | $882.82            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9074 | 2054-08-01      | 4.5000%  | 0.0000% | $1024.00           | $960.71            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CICB9257 | 2039-09-01      | 4.5000%  | 0.0000% | $1000.00           | $812.45            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ3640 | 2055-03-01      | 5.5000%  | 0.0000% | $3851.00           | $3659.64           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6331 | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $877.25            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4538 | 2052-08-01      | 5.0000%  | 0.0000% | $2080.00           | $1462.40           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6257 | 2053-05-01      | 5.5000%  | 0.0000% | $2048.00           | $1712.20           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8168 | 2054-03-01      | 6.0000%  | 0.0000% | $1000.00           | $792.07            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5693 | 2053-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1518.54           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB6469 | 2053-06-01      | 6.5000%  | 0.0000% | $1024.00           | $721.29            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8226 | 2054-03-01      | 6.5000%  | 0.0000% | $1000.00           | $737.39            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7237 | 2053-10-01      | 5.5000%  | 0.0000% | $1859000.00        | $1682874.99        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6923 | 2053-08-01      | 6.0000%  | 0.0000% | $1024.00           | $837.43            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6697 | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $801.68            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB7126 | 2042-12-01      | 3.5000%  | 0.0000% | $2098.00           | $275.13            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB6657 | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $803.89            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY3808 | 2053-08-01      | 5.5000%  | 0.0000% | $1001.00           | $711.92            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY4887 | 2053-07-01      | 5.5000%  | 0.0000% | $1036650.00        | $742949.42         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY7472 | 2053-08-01      | 5.5000%  | 0.0000% | $1121552.00        | $690453.96         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY4088 | 2053-06-01      | 6.0000%  | 0.0000% | $2000.00           | $1493.23           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY6994 | 2053-07-01      | 6.0000%  | 0.0000% | $521295.00         | $358605.00         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY4322 | 2053-06-01      | 6.5000%  | 0.0000% | $1022532.00        | $696371.06         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY5527 | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $815.94            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBP1147 | 2050-01-01      | 3.5000%  | 0.0000% | $3000.00           | $1090.83           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CKBP4253 | 2050-03-01      | 3.5000%  | 0.0000% | $739000.00         | $311138.42         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN8599 | 2049-05-01      | 3.5000%  | 0.0000% | $1008.00           | $168.20            | Agency Mortgage-Backed Securities |

### Security 272: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8PJ3, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1C8PJ3
- **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:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? 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 | 2027-10-31      | 0.5000%  | 0.0000% | $9059000.00        | $8518648.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $63005300.00       | $62995135.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $7729700.00        | $8046254.11        | U.S. Treasuries (including strips) |

### Security 273: DAIWA CAPITAL MARKETS AMERICA INC

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8PM6, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: ARP1C8PM6
- **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:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $32658000.00       | $34910257.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | 0.0000% | $3355000.00        | $3438961.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 0.1250%  | 0.0000% | $43600.00          | $49154.39          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $68300.00          | $67202.34          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $6296500.00        | $6399296.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $15400.00          | $17048.84          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-01      | 0.0000%  | 0.0000% | $9615500.00        | $9297611.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $1742700.00        | $1730805.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-06-30      | 4.2500%  | 0.0000% | $419500.00         | $435439.81         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $3135900.00        | $3151151.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.5000%  | 0.0000% | $17873800.00       | $17838892.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $1863700.00        | $1820940.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 3.8750%  | 0.0000% | $396000.00         | $403270.28         | U.S. Treasuries (including strips) |

### Security 274: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8PN4, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: ARP1C8PN4
- **C.18 - Value (incl. sponsor support):** $231000000.00
- **C.18.a - Value (excl. sponsor support):** $231000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $1879800.00        | $1349771.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $8053800.00        | $8122705.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $178700.00         | $184577.24         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-02-15      | 4.7500%  | 0.0000% | $374000.00         | $397994.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 6.1250%  | 0.0000% | $600.00            | $659.51            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | 0.0000% | $83498900.00       | $84053141.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 4.2500%  | 0.0000% | $49696800.00       | $49482739.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $25200100.00       | $25524244.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 6.5000%  | 0.0000% | $700.00            | $742.47            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 5.3750%  | 0.0000% | $1200.00           | $1305.65           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 3.8750%  | 0.0000% | $1168600.00        | $1104224.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | 0.0000% | $20641400.00       | $21122259.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 3.0000%  | 0.0000% | $499800.00         | $399473.73         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $20439800.00       | $16001791.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $6511500.00        | $6651013.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $7815300.00        | $7980740.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $26356900.00       | $13242641.94       | U.S. Treasuries (including strips) |

### Security 275: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8PO2, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1C8PO2
- **C.18 - Value (incl. sponsor support):** $361000000.00
- **C.18.a - Value (excl. sponsor support):** $361000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? 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 2019-35 EF        | 2049-03-20      | 4.5000%  | 0.0000% | $1003.00           | $222.99            | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLMA5328   | 2054-04-01      | 6.0000%  | 0.0000% | $5470090.00        | $4327227.72        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA4761   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $756.02            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA4841   | 2052-12-01      | 5.0000%  | 0.0000% | $155000.00         | $123513.81         | Agency Mortgage-Backed Securities         |
| GNII SF CS4400 C       | 2053-07-20      | 6.0000%  | 0.0000% | $1000.00           | $928.17            | Agency Mortgage-Backed Securities         |
| GNMI SF CU0257 X       | 2053-07-15      | 7.0000%  | 0.0000% | $2018.00           | $2069.61           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL1700   | 2055-03-01      | 6.5000%  | 0.0000% | $1024.00           | $926.79            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ3410   | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1041.93           | Agency Mortgage-Backed Securities         |
| GNII SF MB0684 M       | 2055-09-20      | 4.5000%  | 0.0000% | $1100.00           | $1078.75           | Agency Mortgage-Backed Securities         |
| GNII SF DA7708 C       | 2054-03-20      | 5.0000%  | 0.0000% | $1008.00           | $987.02            | Agency Mortgage-Backed Securities         |
| GNRA 2023-021 FB       | 2053-02-20      | 5.0638%  | 0.0000% | $498249.00         | $347713.97         | Agency Collateralized Mortgage Obligation |
| GNII SF MB0485 M       | 2055-07-20      | 5.5000%  | 0.0000% | $1764.00           | $1776.59           | Agency Mortgage-Backed Securities         |
| GNII SF DM1079 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1003.00           | $1049.23           | Agency Mortgage-Backed Securities         |
| GNRA 2023-120 FB       | 2053-08-20      | 5.2938%  | 0.0000% | $1000.00           | $481.74            | Agency Collateralized Mortgage Obligation |
| GNRA 2022-178 FC       | 2052-10-20      | 5.4838%  | 0.0000% | $5704205.00        | $4300404.94        | Agency Collateralized Mortgage Obligation |
| GNII SF MB0622 M       | 2055-09-20      | 5.0000%  | 0.0000% | $2736429.00        | $2738615.35        | Agency Mortgage-Backed Securities         |
| GNII SF MB0205 M       | 2055-02-20      | 5.5000%  | 0.0000% | $1024.00           | $1000.67           | Agency Mortgage-Backed Securities         |
| GNII SF MB0147 M       | 2055-01-20      | 5.5000%  | 0.0000% | $2144.00           | $2015.98           | Agency Mortgage-Backed Securities         |
| GNII SF MB0366 M       | 2055-05-20      | 5.5000%  | 0.0000% | $3085.00           | $3084.40           | Agency Mortgage-Backed Securities         |
| GNII SF MB0687 M       | 2055-10-20      | 6.0000%  | 0.0000% | $5593508.00        | $5731662.05        | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQZ5714   | 2055-10-01      | 7.0000%  | 0.0000% | $3003136.00        | $3170237.49        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY6935   | 2055-06-01      | 6.0000%  | 0.0000% | $235170.00         | $239649.18         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL1675   | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $1026.64           | Agency Mortgage-Backed Securities         |
| GNII SF MA5595 M       | 2048-11-20      | 4.0000%  | 0.0000% | $5890825.00        | $547092.42         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ7509   | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.36           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ5264   | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.55           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ3323   | 2055-09-01      | 5.5000%  | 0.0000% | $84316.00          | $85937.78          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ0565   | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1020.06           | Agency Mortgage-Backed Securities         |
| GNAR AT MA4091 M       | 2046-11-20      | 4.6250%  | 0.0000% | $1003.00           | $38.03             | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ3675   | 2055-09-01      | 6.0000%  | 0.0000% | $1070.00           | $1107.05           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA3902   | 2050-01-01      | 2.5000%  | 0.0000% | $1007.00           | $230.43            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS8552   | 2052-05-01      | 3.0000%  | 0.0000% | $1072.00           | $885.05            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE8504   | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $720.77            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6523   | 2053-06-01      | 5.5000%  | 0.0000% | $590971.00         | $475972.16         | Agency Mortgage-Backed Securities         |
| FKAR 04.450 WNWN1597   | 2035-03-01      | 4.4500%  | 0.0000% | $4352999.00        | $4351951.38        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD2464   | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $698.98            | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2036-07-25      | 5.0000%  | 0.0000% | $7026486.00        | $7008592.62        | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CLDD5912   | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1047.53           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDD9166   | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $725.82            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLBY4721   | 2053-06-01      | 7.0000%  | 0.0000% | $7303.00           | $7817.44           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBP2187   | 2050-03-01      | 3.0000%  | 0.0000% | $1591991.00        | $525238.74         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBT8220   | 2052-05-01      | 3.0000%  | 0.0000% | $2014.00           | $1499.55           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBT7846   | 2052-07-01      | 5.0000%  | 0.0000% | $1035.00           | $856.04            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZJ0915   | 2040-12-01      | 4.0000%  | 0.0000% | $2250000.00        | $218565.51         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD2355   | 2052-12-01      | 4.5000%  | 0.0000% | $1001.00           | $750.90            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD7548   | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $625.65            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8288   | 2053-01-01      | 5.0000%  | 0.0000% | $498991.00         | $406588.74         | Agency Mortgage-Backed Securities         |
| GNII SF DB0431 C       | 2054-03-20      | 5.5000%  | 0.0000% | $1001.00           | $1005.74           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ3344   | 2055-01-01      | 6.5000%  | 0.0000% | $1024.00           | $1008.97           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM7152   | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $470.39            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM8295   | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $628.96            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM9452   | 2051-11-01      | 2.0000%  | 0.0000% | $1001.00           | $629.89            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS2050   | 2051-02-01      | 4.0000%  | 0.0000% | $1000.00           | $648.38            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ6662   | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.79           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY5272   | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1049.19           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE4848   | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $924.59            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF3637   | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1045.01           | Agency Mortgage-Backed Securities         |
| FNMS 04.830 ML470541   | 2042-03-01      | 4.8300%  | 0.0000% | $1447700.00        | $1116103.34        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS7725   | 2046-08-01      | 3.0000%  | 0.0000% | $1000.00           | $298.54            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS4023   | 2044-09-01      | 4.5000%  | 0.0000% | $1000.00           | $79.34             | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZI6904   | 2037-12-01      | 6.5000%  | 0.0000% | $1002.00           | $16.00             | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZL1744   | 2041-07-01      | 4.5000%  | 0.0000% | $9609956.00        | $319796.61         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS3514   | 2042-06-01      | 4.0000%  | 0.0000% | $1000.00           | $110.99            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA7030   | 2050-09-01      | 2.5000%  | 0.0000% | $1060.00           | $534.92            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBV6157   | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.92           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAZ7347   | 2045-11-01      | 3.0000%  | 0.0000% | $5550000.00        | $806535.10         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE4861   | 2055-07-01      | 5.5000%  | 0.0000% | $876406.00         | $892046.05         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE3192   | 2055-07-01      | 6.0000%  | 0.0000% | $1005.00           | $1019.52           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBA1056   | 2045-11-01      | 4.5000%  | 0.0000% | $1241.00           | $75.63             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBE8055   | 2047-04-01      | 4.0000%  | 0.0000% | $55861.00          | $10673.00          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE8403   | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.26           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS7879   | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $778.78            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS8086   | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $837.69            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS3056   | 2052-10-01      | 2.0000%  | 0.0000% | $4758450.00        | $3336861.94        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1227   | 2055-10-01      | 5.5000%  | 0.0000% | $6147680.00        | $6298650.26        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS6444   | 2053-10-01      | 5.0000%  | 0.0000% | $1000.00           | $858.33            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS7065   | 2053-03-01      | 3.0000%  | 0.0000% | $1000.00           | $782.04            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA6503   | 2051-12-01      | 2.0000%  | 0.0000% | $1012.00           | $630.76            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB6056   | 2053-04-01      | 5.0000%  | 0.0000% | $2024.00           | $1624.04           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA8248   | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $823.92            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8508   | 2054-05-01      | 6.5000%  | 0.0000% | $1024.00           | $829.74            | Agency Mortgage-Backed Securities         |
| GNRA 2022-153 YF       | 2052-09-20      | 5.1338%  | 0.0000% | $966360.00         | $737164.08         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-172 FB       | 2054-10-20      | 5.1838%  | 0.0000% | $9917203.00        | $8930417.73        | Agency Collateralized Mortgage Obligation |
| GNII SF DM7019 C       | 2055-09-20      | 6.5000%  | 0.0000% | $1004.00           | $1054.89           | Agency Mortgage-Backed Securities         |
| GNII SF MB0307 M       | 2055-04-20      | 5.0000%  | 0.0000% | $1000.00           | $989.66            | Agency Mortgage-Backed Securities         |
| GNII SF MB0423 M       | 2055-06-20      | 5.0000%  | 0.0000% | $1000.00           | $994.34            | Agency Mortgage-Backed Securities         |
| GNII SF DJ4784 C       | 2055-03-20      | 7.5000%  | 0.0000% | $1000.00           | $1074.45           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ2029   | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.38           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL2362   | 2054-02-01      | 6.5000%  | 0.0000% | $1874293.00        | $1895398.14        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY5854   | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1047.22           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ7358   | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1023.29           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL0402   | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $915.67            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL2514   | 2055-04-01      | 6.5000%  | 0.0000% | $110928.00         | $116557.56         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA0608   | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $951.60            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS4951   | 2053-06-01      | 5.0000%  | 0.0000% | $1043732.00        | $840560.16         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS4815   | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $760.68            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS0209   | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $637.11            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX9419   | 2053-03-01      | 5.0000%  | 0.0000% | $580259.00         | $410846.43         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZI6364   | 2037-08-01      | 6.5000%  | 0.0000% | $1000.00           | $10.97             | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW9679   | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $979.79            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX3521   | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1000.37           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQF6228   | 2053-01-01      | 6.5000%  | 0.0000% | $1003.00           | $748.11            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB7304   | 2053-10-01      | 6.0000%  | 0.0000% | $1008.00           | $804.35            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8870   | 2054-07-01      | 6.5000%  | 0.0000% | $36448112.00       | $33276651.08       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB7279   | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $776.83            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAI8178   | 2041-08-01      | 4.5000%  | 0.0000% | $1000.00           | $78.54             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAS8980   | 2047-03-01      | 4.5000%  | 0.0000% | $514000.00         | $82721.20          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF1980   | 2055-11-01      | 6.5000%  | 0.0000% | $1008.00           | $1059.92           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CIDD9495   | 2040-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.10           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD8904   | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1049.27           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD6339   | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $973.31            | Agency Mortgage-Backed Securities         |
| FMAR 842017 G          | 2043-10-01      | 6.6140%  | 0.0000% | $2195540.00        | $2198237.22        | Agency Mortgage-Backed Securities         |
| FMAR 1Q0473 G          | 2037-05-01      | 6.8590%  | 0.0000% | $4967803.00        | $27939.52          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL6355   | 2043-07-01      | 4.0000%  | 0.0000% | $1000.00           | $157.62            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZL1234   | 2041-04-01      | 4.5000%  | 0.0000% | $1000.00           | $90.63             | Agency Mortgage-Backed Securities         |
| 04.000 FGPC V81946 G   | 2045-09-01      | 4.0000%  | 0.0000% | $1000.00           | $274.37            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA3404   | 2050-08-01      | 2.0000%  | 0.0000% | $223564.00         | $111199.81         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ2166   | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $994.45            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD9527   | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.09           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX8624   | 2055-03-01      | 6.5000%  | 0.0000% | $2340740.00        | $1970358.50        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX3387   | 2055-01-01      | 6.0000%  | 0.0000% | $1338980.00        | $981763.23         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ2296   | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.00           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX9769   | 2055-04-01      | 5.5000%  | 0.0000% | $3783363.00        | $3849775.15        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ1973   | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $919.56            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ2069   | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1047.42           | Agency Mortgage-Backed Securities         |
| GNAR AF MA4335 M       | 2047-03-20      | 5.5000%  | 0.0000% | $37123.00          | $3148.86           | Agency Mortgage-Backed Securities         |
| GNII SF MA5077 M       | 2048-03-20      | 3.5000%  | 0.0000% | $113649.00         | $13567.29          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CKMA3524   | 2048-11-01      | 4.0000%  | 0.0000% | $1006.00           | $36.68             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCC0291   | 2055-04-01      | 6.5000%  | 0.0000% | $849555.00         | $905118.80         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFM3041   | 2049-08-01      | 5.5000%  | 0.0000% | $1000.00           | $254.53            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS3745   | 2050-08-01      | 2.0000%  | 0.0000% | $1452914.00        | $987287.01         | Agency Mortgage-Backed Securities         |
| GNII SF MB0424 M       | 2055-05-20      | 5.5000%  | 0.0000% | $2064.00           | $2070.20           | Agency Mortgage-Backed Securities         |
| GNRA 2024-134 FA       | 2054-08-20      | 5.2938%  | 0.0000% | $45835.00          | $33074.87          | Agency Collateralized Mortgage Obligation |
| GNII SF MB0558 M       | 2055-07-20      | 6.5000%  | 0.0000% | $2064.00           | $2128.11           | Agency Mortgage-Backed Securities         |
| GNII SF CT6580 C       | 2054-09-20      | 7.5000%  | 0.0000% | $1000.00           | $1067.32           | Agency Mortgage-Backed Securities         |
| GNRM 2025-164 BA       | 2051-03-20      | 4.5000%  | 0.0000% | $1000.00           | $991.71            | Agency Collateralized Mortgage Obligation |
| GNRA 2022-081 YF       | 2052-05-20      | 4.5000%  | 0.0000% | $1001.00           | $705.62            | Agency Collateralized Mortgage Obligation |
| GNRA 2023-001 DF       | 2053-01-20      | 5.1338%  | 0.0000% | $10692074.00       | $8223305.17        | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLDE5930   | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1024.74           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD3883   | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $863.87            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDE4844   | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $1002.10           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD5429   | 2055-05-01      | 5.5000%  | 0.0000% | $5968000.00        | $5809678.73        | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2047-02-15      | 3.5000%  | 0.0000% | $1000.00           | $737.67            | Agency Collateralized Mortgage Obligation |
| FNMS 03.000 CLAP4781   | 2042-09-01      | 3.0000%  | 0.0000% | $1000.00           | $156.20            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB3031   | 2052-03-01      | 2.5000%  | 0.0000% | $1004.00           | $639.86            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQA4355   | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $526.79            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQC0160   | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $434.33            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQD6321   | 2052-02-01      | 2.5000%  | 0.0000% | $1416850.00        | $751721.46         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA8494   | 2051-01-01      | 2.0000%  | 0.0000% | $1000.00           | $558.75            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB6053   | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $727.87            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB1384   | 2051-08-01      | 2.5000%  | 0.0000% | $1000.00           | $630.97            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8215   | 2052-05-01      | 4.0000%  | 0.0000% | $20000.00          | $14599.94          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD4583   | 2053-12-01      | 3.5000%  | 0.0000% | $1000.00           | $855.89            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQC3242   | 2051-06-01      | 3.0000%  | 0.0000% | $6587888.00        | $3643014.04        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8178   | 2051-11-01      | 2.5000%  | 0.0000% | $2000.00           | $1276.59           | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLSD8536   | 2055-05-01      | 7.0000%  | 0.0000% | $1000.00           | $861.46            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD6650   | 2054-10-01      | 4.5000%  | 0.0000% | $433517.00         | $398882.69         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD1874   | 2052-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1576.63           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G61281 G   | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $177.85            | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2044-03-01      | 3.8300%  | 0.0000% | $28395.00          | $21837.19          | Agency Collateralized Mortgage Obligation |
| 07.000 FGPC G60528 G   | 2039-02-01      | 7.0000%  | 0.0000% | $399928.00         | $50719.04          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZI8167   | 2038-09-01      | 5.5000%  | 0.0000% | $1028.00           | $3.30              | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZL8566   | 2044-10-01      | 4.5000%  | 0.0000% | $1000.00           | $81.56             | Agency Mortgage-Backed Securities         |
| FMAR 1Q1349 G          | 2038-10-01      | 6.6380%  | 0.0000% | $32542275.00       | $1062402.05        | Agency Mortgage-Backed Securities         |
| GNII SF MA8646 M       | 2053-02-20      | 4.5000%  | 0.0000% | $1000.00           | $799.91            | Agency Mortgage-Backed Securities         |
| GNII SF MA8491 M       | 2052-12-20      | 5.5000%  | 0.0000% | $1024.00           | $718.42            | Agency Mortgage-Backed Securities         |
| GNII SF MA8346 M       | 2052-10-20      | 4.0000%  | 0.0000% | $1023.00           | $782.85            | Agency Mortgage-Backed Securities         |
| GNII SF MA7705 M       | 2051-11-20      | 2.5000%  | 0.0000% | $2006.00           | $1237.88           | Agency Mortgage-Backed Securities         |
| GNII SF MA9488 M       | 2054-01-20      | 5.5000%  | 0.0000% | $2065.00           | $1655.63           | Agency Mortgage-Backed Securities         |
| GNII SF MA8101 M       | 2052-06-20      | 4.5000%  | 0.0000% | $6606647.00        | $4949489.01        | Agency Mortgage-Backed Securities         |
| GNII SF MA7768 M       | 2051-12-20      | 3.0000%  | 0.0000% | $504000.00         | $314600.14         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5027   | 2053-05-01      | 4.0000%  | 0.0000% | $1015.00           | $847.47            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAD6996   | 2040-07-01      | 5.0000%  | 0.0000% | $1000.00           | $41.94             | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX6541   | 2055-01-01      | 6.0000%  | 0.0000% | $1979664.00        | $1812276.80        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLMA5631   | 2055-02-01      | 6.5000%  | 0.0000% | $2002.00           | $1745.43           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY6605   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $718.23            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ2347   | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.24           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4512   | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $654.93            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA4919   | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $761.74            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX2302   | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1020.50           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX9380   | 2055-03-01      | 5.5000%  | 0.0000% | $1330303.00        | $1348631.20        | Agency Mortgage-Backed Securities         |
| GNII SF MA3875 M       | 2046-07-20      | 4.0000%  | 0.0000% | $2105.00           | $209.49            | Agency Mortgage-Backed Securities         |
| GNII SF DM7018 C       | 2055-09-20      | 6.5000%  | 0.0000% | $1000.00           | $1052.60           | Agency Mortgage-Backed Securities         |
| GNII SF MA9904 M       | 2053-05-20      | 4.5000%  | 0.0000% | $1000.00           | $941.58            | Agency Mortgage-Backed Securities         |
| GNRA 2024-160 FM       | 2054-10-20      | 5.1338%  | 0.0000% | $3300.00           | $2926.46           | Agency Collateralized Mortgage Obligation |
| GNRA 2024-097 FA       | 2054-06-20      | 5.3838%  | 0.0000% | $1832463.00        | $975260.71         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-070 FA       | 2053-05-20      | 5.1838%  | 0.0000% | $1000.00           | $754.97            | Agency Collateralized Mortgage Obligation |
| GNRM 2025-164 PB       | 2055-09-20      | 4.5000%  | 0.0000% | $1000.00           | $933.88            | Agency Collateralized Mortgage Obligation |
| GNRA 2024-132 FD       | 2054-08-20      | 5.2838%  | 0.0000% | $9998160.00        | $8078837.57        | Agency Collateralized Mortgage Obligation |
| FNMS 04.000 CLCB3784   | 2052-06-01      | 4.0000%  | 0.0000% | $171840.00         | $129268.16         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB3413   | 2052-04-01      | 3.5000%  | 0.0000% | $250089.00         | $216049.33         | Agency Mortgage-Backed Securities         |
| GNII SF MA9669 M       | 2054-05-20      | 6.0000%  | 0.0000% | $3016.00           | $2400.52           | Agency Mortgage-Backed Securities         |
| GNII SF MA9727 M       | 2054-06-20      | 6.5000%  | 0.0000% | $2024.00           | $1168.44           | Agency Mortgage-Backed Securities         |
| GNRM 2021-188 PA       | 2051-10-20      | 2.0000%  | 0.0000% | $1740.00           | $823.75            | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLQX8622   | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1027.80           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD6536   | 2055-05-01      | 5.5000%  | 0.0000% | $1007712.00        | $966101.91         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX8368   | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $856.13            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL889750   | 2038-05-01      | 6.0000%  | 0.0000% | $1057.00           | $5.57              | Agency Mortgage-Backed Securities         |
| FNMS 03.470 MTAM9799   | 2035-09-01      | 3.4700%  | 0.0000% | $1000.00           | $578.44            | Agency Mortgage-Backed Securities         |
| GNII SF MA9853 M       | 2054-08-20      | 6.5000%  | 0.0000% | $2047.00           | $1251.49           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW9916   | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $730.57            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD4977   | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $887.98            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCA2815   | 2048-12-01      | 5.0000%  | 0.0000% | $1000.00           | $118.61            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD5877   | 2054-07-01      | 5.5000%  | 0.0000% | $23039008.00       | $20893780.68       | Agency Mortgage-Backed Securities         |
| FNRM CL068AC R25F068   | 2052-01-25      | 5.5000%  | 0.0000% | $1000.00           | $969.41            | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLSD8394   | 2054-01-01      | 5.0000%  | 0.0000% | $10000.00          | $9066.98           | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2054-11-25      | 5.4328%  | 0.0000% | $18655600.00       | $16002356.49       | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLSD5913   | 2054-04-01      | 5.5000%  | 0.0000% | $1000.00           | $926.94            | Agency Mortgage-Backed Securities         |
| MNRA CL002A2 R25M002   | 2030-04-25      | 4.6200%  | 0.0000% | $1000.00           | $1022.10           | Agency Collateralized Mortgage Obligation |
| FEPC 04.000 CLSD8274   | 2052-12-01      | 4.0000%  | 0.0000% | $1000.00           | $810.07            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD7562   | 2053-04-01      | 5.5000%  | 0.0000% | $2938739.00        | $2353404.82        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQB8131   | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $569.88            | Agency Mortgage-Backed Securities         |
| FNRM CL006JB R13F006   | 2043-02-25      | 1.5000%  | 0.0000% | $1005.00           | $100.98            | Agency Collateralized Mortgage Obligation |
| FNAR XX.XXX LBAL8484   | 2046-04-01      | 3.2910%  | 0.0000% | $440983.00         | $40574.82          | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2052-11-25      | 5.0000%  | 0.0000% | $6225666.00        | $5911070.48        | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2044-06-15      | 4.6482%  | 0.0000% | $3110.00           | $309.89            | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2048-12-25      | 4.5973%  | 0.0000% | $1805913.00        | $448224.44         | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLDD6982   | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $989.77            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDD9478   | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $996.35            | Agency Mortgage-Backed Securities         |
| FMAR 841294 G          | 2051-08-01      | 1.8550%  | 0.0000% | $1000.00           | $647.00            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBM3724   | 2048-03-01      | 3.5000%  | 0.0000% | $1000.00           | $236.47            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX SOBM7505   | 2054-05-01      | 4.9990%  | 0.0000% | $1062620.00        | $918030.39         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBN0856   | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $208.35            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM3053   | 2046-07-01      | 4.5000%  | 0.0000% | $93299.00          | $24944.49          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8055   | 2050-04-01      | 2.5000%  | 0.0000% | $1001.00           | $224.14            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB2664   | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $655.45            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA7369   | 2050-10-01      | 2.5000%  | 0.0000% | $2873640.00        | $1171224.16        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8275   | 2052-12-01      | 4.5000%  | 0.0000% | $1000.00           | $807.40            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB5901   | 2053-03-01      | 5.0000%  | 0.0000% | $1024.00           | $852.44            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8258   | 2052-10-01      | 5.0000%  | 0.0000% | $258794.00         | $203116.57         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB2854   | 2052-02-01      | 2.5000%  | 0.0000% | $457209.00         | $297794.78         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB4119   | 2052-07-01      | 4.0000%  | 0.0000% | $712878.00         | $522024.00         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA3358   | 2055-09-01      | 6.5000%  | 0.0000% | $18248328.00       | $19012507.15       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS0898   | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $659.87            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCC1268   | 2055-10-01      | 6.5000%  | 0.0000% | $2472.00           | $2601.15           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS9106   | 2053-06-01      | 5.0000%  | 0.0000% | $1003.00           | $916.36            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS7252   | 2053-11-01      | 5.0000%  | 0.0000% | $2030.00           | $1794.09           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS7129   | 2054-02-01      | 5.0000%  | 0.0000% | $1140.00           | $1034.00           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB6862   | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $857.35            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2055-02-15      | 2.3750%  | 0.0000% | $4342300.00        | $4428205.41        | U.S. Treasuries (including strips)        |
| GNII SF DJ4772 C       | 2055-03-20      | 7.0000%  | 0.0000% | $1002.00           | $1062.35           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZT0535   | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $291.67            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD2211   | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $800.95            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB0046   | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $629.07            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4160   | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $811.00            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA3375   | 2055-04-01      | 6.0000%  | 0.0000% | $1014.00           | $1057.81           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM6251   | 2049-07-01      | 4.0000%  | 0.0000% | $300000.00         | $111430.51         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM5137   | 2044-06-01      | 4.5000%  | 0.0000% | $1000.00           | $257.06            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC8002   | 2054-10-01      | 6.5000%  | 0.0000% | $12994.00          | $13520.43          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB9718   | 2054-07-01      | 6.5000%  | 0.0000% | $439912.00         | $455322.44         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL3625   | 2034-09-01      | 2.8900%  | 0.0000% | $3778096.00        | $3396343.33        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF1314   | 2055-11-01      | 6.0000%  | 0.0000% | $1004.00           | $1051.38           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBM4495   | 2041-07-01      | 6.0000%  | 0.0000% | $1000.00           | $280.08            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS7892   | 2033-03-01      | 4.4700%  | 0.0000% | $41329.00          | $41851.48          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBY9886   | 2053-11-01      | 6.5000%  | 0.0000% | $1007348.00        | $687864.37         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQB3677   | 2050-09-01      | 2.0000%  | 0.0000% | $1187.00           | $622.26            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD6290   | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $819.30            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRA7559   | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $710.85            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZT0103   | 2047-02-01      | 3.0000%  | 0.0000% | $1002.00           | $254.66            | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2053-10-25      | 5.1328%  | 0.0000% | $1000.00           | $544.23            | Agency Collateralized Mortgage Obligation |
| FNAR XX.XXX HYAN8325   | 2038-02-01      | 3.5600%  | 0.0000% | $74699.00          | $59169.51          | Agency Mortgage-Backed Securities         |
| GNRA 2025-140 FB       | 2055-08-20      | 5.2638%  | 0.0000% | $26984257.00       | $27040935.96       | Agency Collateralized Mortgage Obligation |
| GNRA 2019-65 FA        | 2049-05-20      | 4.5000%  | 0.0000% | $19240042.00       | $3623566.36        | Agency Collateralized Mortgage Obligation |
| FNMS 04.000 CLCA0708   | 2047-11-01      | 4.0000%  | 0.0000% | $1024.00           | $296.00            | Agency Mortgage-Backed Securities         |
| GNRA 2024-066 FB       | 2054-04-20      | 5.2138%  | 0.0000% | $5731620.00        | $3808111.01        | Agency Collateralized Mortgage Obligation |
| GNII SF DJ4783 C       | 2055-03-20      | 7.5000%  | 0.0000% | $686920.00         | $738588.81         | Agency Mortgage-Backed Securities         |
| GNII SF DH3164 C       | 2055-03-20      | 6.0000%  | 0.0000% | $1000.00           | $1023.58           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB2301   | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $657.42            | Agency Mortgage-Backed Securities         |
| GNII SF MA8200 M       | 2052-08-20      | 4.0000%  | 0.0000% | $1024.00           | $768.83            | Agency Mortgage-Backed Securities         |
| GNII SF BT5935 C       | 2050-05-20      | 5.0000%  | 0.0000% | $1159.00           | $225.90            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ2893   | 2055-09-01      | 5.5000%  | 0.0000% | $1016888.00        | $1037112.95        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX9011   | 2055-03-01      | 6.5000%  | 0.0000% | $1966019.00        | $1864623.62        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL1860   | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $1002.46           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ7073   | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1008.57           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY4255   | 2055-05-01      | 6.5000%  | 0.0000% | $1002.00           | $1029.55           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRQ0063   | 2055-10-01      | 5.0000%  | 0.0000% | $287278.00         | $287383.34         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLMA5794   | 2055-08-01      | 6.5000%  | 0.0000% | $1009.00           | $1005.76           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5877   | 2055-10-01      | 4.5000%  | 0.0000% | $1024.00           | $1002.42           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5877   | 2055-10-01      | 4.5000%  | 0.0000% | $984350.00         | $963609.75         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5878   | 2055-10-01      | 5.0000%  | 0.0000% | $1024.00           | $1024.38           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5850   | 2055-10-01      | 4.0000%  | 0.0000% | $1000.00           | $951.69            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5736   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $979.23            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY4018   | 2055-05-01      | 5.5000%  | 0.0000% | $3918173.00        | $3825111.15        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAD0317   | 2039-01-01      | 5.5000%  | 0.0000% | $1000.00           | $7.43              | Agency Mortgage-Backed Securities         |
| GNII SF MB0204 M       | 2055-02-20      | 5.0000%  | 0.0000% | $1024.00           | $1000.58           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY5855   | 2055-06-01      | 6.5000%  | 0.0000% | $8000.00           | $8357.91           | Agency Mortgage-Backed Securities         |
| FKAR 03.750 WSWS4034   | 2034-01-01      | 3.7500%  | 0.0000% | $5106000.00        | $4837143.23        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBZ4763   | 2035-08-01      | 4.7700%  | 0.0000% | $12412021.00       | $12701382.45       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBW4908   | 2053-04-01      | 6.0000%  | 0.0000% | $2001.00           | $1357.98           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB2430   | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $658.86            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CTZA2279   | 2032-10-01      | 3.0000%  | 0.0000% | $1000.00           | $93.48             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4067   | 2052-07-01      | 4.5000%  | 0.0000% | $1244.00           | $999.74            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA7273   | 2050-10-01      | 2.0000%  | 0.0000% | $122786048.00      | $63622831.94       | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CTSC0451   | 2042-09-01      | 2.5000%  | 0.0000% | $1000.00           | $756.13            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA7577   | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $666.61            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI6052   | 2054-05-01      | 5.5000%  | 0.0000% | $168077.00         | $153680.53         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBE5148   | 2047-02-01      | 3.0000%  | 0.0000% | $2040.00           | $469.80            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE9552   | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1024.15           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WD774335   | 2034-03-01      | 6.3850%  | 0.0000% | $1032.00           | $3.27              | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC8006   | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $826.78            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDC7275   | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $968.51            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC6609   | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $930.41            | Agency Mortgage-Backed Securities         |
| FKAR 03.260 WEWE6088   | 2040-02-01      | 3.2600%  | 0.0000% | $586072.00         | $513595.92         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCA2372   | 2048-09-01      | 5.0000%  | 0.0000% | $1040.00           | $147.90            | Agency Mortgage-Backed Securities         |
| GNII SF MB0557 M       | 2053-01-20      | 6.0000%  | 0.0000% | $2055.00           | $2092.04           | Agency Mortgage-Backed Securities         |
| GNII SF DG7336 C       | 2055-03-20      | 6.5000%  | 0.0000% | $1001.00           | $1054.72           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBW0002   | 2052-07-01      | 2.5000%  | 0.0000% | $444179.00         | $341379.46         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBU5446   | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $897.94            | Agency Mortgage-Backed Securities         |
| GNII SF DJ4785 C       | 2055-04-20      | 7.5000%  | 0.0000% | $1000.00           | $1074.99           | Agency Mortgage-Backed Securities         |
| GNII SF MA8202 M       | 2052-08-20      | 5.0000%  | 0.0000% | $1008.00           | $757.10            | Agency Mortgage-Backed Securities         |
| GNII SF MB0685 M       | 2055-09-20      | 5.0000%  | 0.0000% | $1000.00           | $1002.15           | Agency Mortgage-Backed Securities         |
| GNII SF MA8948 M       | 2053-06-20      | 5.5000%  | 0.0000% | $1024.00           | $797.36            | Agency Mortgage-Backed Securities         |
| GNII SF MA8269 M       | 2052-09-20      | 5.0000%  | 0.0000% | $1002.00           | $756.01            | Agency Mortgage-Backed Securities         |
| GNII SF MA8268 M       | 2052-09-20      | 4.5000%  | 0.0000% | $2000.00           | $1527.35           | Agency Mortgage-Backed Securities         |
| GNII SF MA9172 M       | 2053-08-20      | 6.0000%  | 0.0000% | $1008.00           | $653.88            | Agency Mortgage-Backed Securities         |
| GNII SF MA8648 M       | 2053-02-20      | 5.5000%  | 0.0000% | $3002.00           | $2135.64           | Agency Mortgage-Backed Securities         |
| GNII SF MA8727 M       | 2053-03-20      | 6.0000%  | 0.0000% | $1007.00           | $564.79            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5009   | 2053-05-01      | 5.0000%  | 0.0000% | $1600.00           | $1344.06           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5822   | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1003.20           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5105   | 2053-08-01      | 4.5000%  | 0.0000% | $356000.00         | $306800.97         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5138   | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $825.93            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5135   | 2053-09-01      | 4.0000%  | 0.0000% | $1000.00           | $847.16            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5191   | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $771.48            | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2054-08-25      | 5.6328%  | 0.0000% | $1024.00           | $927.81            | Agency Collateralized Mortgage Obligation |
| FNRM RC082AG R25F082   | 2052-08-25      | 4.5000%  | 0.0000% | $1000.00           | $973.27            | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLFA2767   | 2055-09-01      | 6.0000%  | 0.0000% | $1024.00           | $1051.92           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA1468   | 2054-12-01      | 5.0000%  | 0.0000% | $11648746.00       | $11099081.27       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS2768   | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $658.06            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS6131   | 2052-03-01      | 2.5000%  | 0.0000% | $3226632.00        | $2415490.36        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ3982   | 2055-04-01      | 6.0000%  | 0.0000% | $2000.00           | $2027.68           | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLRJ4724   | 2055-08-01      | 7.0000%  | 0.0000% | $2001.00           | $2033.47           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSL2621   | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $847.68            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ4385   | 2055-06-01      | 6.0000%  | 0.0000% | $3010.00           | $3010.29           | Agency Mortgage-Backed Securities         |
| GNII SF MA7590 M       | 2051-09-20      | 3.0000%  | 0.0000% | $1000.00           | $573.02            | Agency Mortgage-Backed Securities         |
| GNII SF MA8151 M       | 2052-07-20      | 4.5000%  | 0.0000% | $1010.00           | $760.92            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBO5402   | 2049-10-01      | 3.0000%  | 0.0000% | $1000.00           | $294.33            | Agency Mortgage-Backed Securities         |
| GNII SF MA8726 M       | 2053-03-20      | 5.5000%  | 0.0000% | $3283186.00        | $2377878.47        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4281   | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $570.43            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4624   | 2052-06-01      | 3.0000%  | 0.0000% | $10000.00          | $7369.84           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4563   | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $670.83            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA4894   | 2053-01-01      | 6.0000%  | 0.0000% | $2001.00           | $1348.22           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4802   | 2052-11-01      | 3.0000%  | 0.0000% | $1000.00           | $792.17            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4700   | 2052-08-01      | 4.0000%  | 0.0000% | $184040.00         | $143062.51         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5072   | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $817.69            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA4600   | 2052-05-01      | 3.5000%  | 0.0000% | $1001.00           | $723.85            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL755795   | 2033-11-01      | 4.5000%  | 0.0000% | $855445.00         | $14045.04          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4599   | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $721.95            | Agency Mortgage-Backed Securities         |
| GNII SF DJ3026 C       | 2055-08-20      | 6.0000%  | 0.0000% | $3133997.00        | $3232644.37        | Agency Mortgage-Backed Securities         |
| GNII SF CZ1645 C       | 2054-03-20      | 5.5000%  | 0.0000% | $1000.00           | $999.34            | Agency Mortgage-Backed Securities         |
| GNII SF DJ4778 C       | 2055-04-20      | 7.0000%  | 0.0000% | $1024.00           | $1085.92           | Agency Mortgage-Backed Securities         |
| GNII SF DA8091 C       | 2054-03-20      | 5.5000%  | 0.0000% | $1024.00           | $923.79            | Agency Mortgage-Backed Securities         |
| GNII SF MA9423 M       | 2054-01-20      | 5.5000%  | 0.0000% | $490997.00         | $403217.63         | Agency Mortgage-Backed Securities         |
| GNII SF MA8100 M       | 2052-06-20      | 4.0000%  | 0.0000% | $1024.00           | $750.34            | Agency Mortgage-Backed Securities         |
| GNII SF MA8801 M       | 2053-04-20      | 5.5000%  | 0.0000% | $1120.00           | $827.33            | Agency Mortgage-Backed Securities         |
| GNII SF MA9781 M       | 2054-07-20      | 6.5000%  | 0.0000% | $1280.00           | $760.35            | Agency Mortgage-Backed Securities         |
| GNII SF MA8201 M       | 2052-08-20      | 4.5000%  | 0.0000% | $1000.00           | $754.56            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBQ6575   | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $596.79            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS5423   | 2053-08-01      | 4.5000%  | 0.0000% | $1008.00           | $837.70            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ3720   | 2055-09-01      | 6.5000%  | 0.0000% | $1600.00           | $1669.89           | Agency Mortgage-Backed Securities         |
| GNRA 2023-048 EF       | 2053-03-20      | 5.1838%  | 0.0000% | $17842830.00       | $7713977.31        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-117 FG       | 2054-07-20      | 5.4338%  | 0.0000% | $77001.00          | $44738.11          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-134 FC       | 2054-08-20      | 5.2438%  | 0.0000% | $13716.00          | $10953.70          | Agency Collateralized Mortgage Obligation |

### Security 276: DEUTSCHE BANK AG (NEW YORK BRANCH)

- **C.1 - Title:** DEUTSCHE BANK AG (NEW YORK BRANCH) 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8PP9, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: ARP1C8PP9
- **C.18 - Value (incl. sponsor support):** $392000000.00
- **C.18.a - Value (excl. sponsor support):** $392000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | 0.0000% | $30309000.00       | $28629593.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 3.5000%  | 0.0000% | $50000000.00       | $50041538.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $47000000.00       | $48373401.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-10-31      | 3.7500%  | 0.0000% | $50000000.00       | $49547000.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | 0.0000% | $50000000.00       | $47349500.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 4.0000%  | 0.0000% | $50000000.00       | $50765756.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 3.6250%  | 0.0000% | $50000000.00       | $50000811.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $25900500.00       | $26314233.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $50000000.00       | $48956466.03       | U.S. Treasuries (including strips) |

### Security 277: NOMURA SECURITIES INTERNATIONAL INC

- **C.1 - Title:** NOMURA SECURITIES INTERNATIONAL INC 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8PR5, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: ARP1C8PR5
- **C.18 - Value (incl. sponsor support):** $90000000.00
- **C.18.a - Value (excl. sponsor support):** $90000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? 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 | 2028-05-15      | 2.8750%  | 0.0000% | $25070900.00       | $24961117.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | 0.0000% | $18042000.00       | $18342556.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $3987600.00        | $3593579.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 3.8750%  | 0.0000% | $23717000.00       | $24152427.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $5490600.00        | $5670329.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 4.7500%  | 0.0000% | $5193900.00        | $5402834.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 3.6250%  | 0.0000% | $9663000.00        | $9742805.93        | U.S. Treasuries (including strips) |

### Security 278: FICC - JPMORGAN CHASE & CO

- **C.1 - Title:** FICC - JPMORGAN CHASE & CO 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8PV6, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1C8PV6
- **C.18 - Value (incl. sponsor support):** $1963000000.00
- **C.18.a - Value (excl. sponsor support):** $1963000000.00
- **C.19 - Percentage of Net Assets:** 2.2800%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | 0.0000% | $9918100.00        | $10087406.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 1.8750%  | 0.0000% | $5853600.00        | $5816552.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $4905500.00        | $4840451.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $382232000.00      | $382526994.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-22      | 0.0000%  | 0.0000% | $1067732000.00     | $1058822844.19     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-01      | 0.0000%  | 0.0000% | $558634200.00      | $540165753.35      | U.S. Treasuries (including strips) |

### Security 279: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8PW4, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1C8PW4
- **C.18 - Value (incl. sponsor support):** $184000000.00
- **C.18.a - Value (excl. sponsor support):** $184000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? 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% | $174906700.00      | $184143052.29      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 0.1250%  | 0.0000% | $3064000.00        | $3601877.97        | U.S. Treasuries (including strips) |

### Security 280: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8PY0, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP1C8PY0
- **C.18 - Value (incl. sponsor support):** $629000000.00
- **C.18.a - Value (excl. sponsor support):** $629000000.00
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? 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 | 2027-01-15      | 0.3750%  | 0.0000% | $3200.00           | $4249.06           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 0.5000%  | 0.0000% | $5577600.00        | $5277583.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $100.00            | $60.90             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $8200.00           | $8164.09           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $47750000.00       | $45665957.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $435700.00         | $564118.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 3.7500%  | 0.0000% | $100.00            | $100.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | 0.0000% | $710200.00         | $666411.05         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-15      | 4.5000%  | 0.0000% | $31500.00          | $32155.98          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-01-15      | 1.1250%  | 0.0000% | $664900.00         | $701456.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 1.6250%  | 0.0000% | $100.00            | $99.70             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 1.6250%  | 0.0000% | $100.00            | $99.59             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $41525500.00       | $39645349.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $100.00            | $97.08             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $1100700.00        | $1136865.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $200.00            | $196.27            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.1250%  | 0.0000% | $2900.00           | $2890.10           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $300.00            | $313.91            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $1443500.00        | $1493742.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 4.8750%  | 0.0000% | $190600.00         | $197360.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $4489300.00        | $4698289.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-18      | 0.0000%  | 0.0000% | $200.00            | $199.03            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-02-15      | 3.5000%  | 0.0000% | $496900.00         | $460643.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 1.0000%  | 0.0000% | $911800.00         | $907001.63         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-04      | 0.0000%  | 0.0000% | $76800.00          | $76791.78          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-11      | 0.0000%  | 0.0000% | $200.00            | $199.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-14      | 0.0000%  | 0.0000% | $100.00            | $98.06             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $10930600.00       | $11164796.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-02      | 0.0000%  | 0.0000% | $782700.00         | $777696.98         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $12949900.00       | $13224033.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.7500%  | 0.0000% | $660700.00         | $649963.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $661500.00         | $646382.74         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $19279300.00       | $19025890.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.1250%  | 0.0000% | $300.00            | $191.95            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 0.8750%  | 0.0000% | $300.00            | $300.47            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 3.0000%  | 0.0000% | $100.00            | $79.93             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 3.6250%  | 0.0000% | $100.00            | $100.26            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-15      | 2.2500%  | 0.0000% | $500.00            | $504.88            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $104630300.00      | $107736387.68      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $1798400.00        | $1816442.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $999500.00         | $1046736.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $29500.00          | $38715.88          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 2.8750%  | 0.0000% | $100.00            | $101.11            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-15      | 0.1250%  | 0.0000% | $200.00            | $239.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $200.00            | $139.75            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $36300.00          | $27453.72          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $1013300.00        | $1016494.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $148300.00         | $151178.26         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 0.6250%  | 0.0000% | $300.00            | $283.10            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 5.0000%  | 0.0000% | $8510100.00        | $9357152.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-02-15      | 4.3750%  | 0.0000% | $2657600.00        | $2719307.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | 0.0000% | $507200.00         | $514147.99         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $104569100.00      | $108899197.88      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $1394800.00        | $1436713.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 0.5000%  | 0.0000% | $50000000.00       | $49499127.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $50000000.00       | $53058533.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $6381800.00        | $6590859.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.0000%  | 0.0000% | $166200.00         | $163163.69         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-25      | 0.0000%  | 0.0000% | $200.00            | $199.53            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-09      | 0.0000%  | 0.0000% | $200.00            | $199.23            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 6.1250%  | 0.0000% | $100.00            | $107.75            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-08      | 0.0000%  | 0.0000% | $417800.00         | $414913.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-23      | 0.0000%  | 0.0000% | $300.00            | $298.38            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-06      | 0.0000%  | 0.0000% | $1025800.00        | $1025470.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-05-15      | 4.5000%  | 0.0000% | $200.00            | $209.32            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | 0.0000% | $4668100.00        | $4745864.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $6999000.00        | $7239134.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $100.00            | $105.72            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | 0.0000% | $63675600.00       | $65116258.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | 0.0000% | $155000.00         | $145824.15         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $9454900.00        | $9404682.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 2.1250%  | 0.0000% | $21000.00          | $20750.15          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $1767500.00        | $1802001.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $9569500.00        | $10062434.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | 0.0000% | $96200.00          | $80885.32          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 3.3750%  | 0.0000% | $1000.00           | $857.32            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-15      | 3.3750%  | 0.0000% | $49800.00          | $49706.56          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 4.2500%  | 0.0000% | $700.00            | $708.01            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | 0.0000% | $100.00            | $102.39            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $20400.00          | $20574.54          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 3.6250%  | 0.0000% | $4004700.00        | $4037774.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $1548000.00        | $1582365.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $100.00            | $102.11            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $368400.00         | $371215.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $327700.00         | $335378.98         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 4.2500%  | 0.0000% | $15714000.00       | $16031598.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $2200000.00        | $2241929.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $4190600.00        | $4136608.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $700.00            | $743.44            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $5609500.00        | $5589507.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-04      | 0.0000%  | 0.0000% | $16071300.00       | $16017637.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-29      | 0.0000%  | 0.0000% | $500.00            | $495.48            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 1.3750%  | 0.0000% | $400.00            | $479.61            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $100.00            | $81.43             | U.S. Treasuries (including strips) |

### Security 281: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8Q29, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1C8Q29
- **C.18 - Value (incl. sponsor support):** $217000000.00
- **C.18.a - Value (excl. sponsor support):** $217000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? 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 2020-20O FA                                   | 2070-04-20      | 4.7370%  | 0.0000% | $2300000.00        | $1196099.05        | Agency Collateralized Mortgage Obligation |
| GNRA 2015-5O FB                                    | 2065-02-20      | 5.0270%  | 0.0000% | $4299950.00        | $718246.39         | Agency Collateralized Mortgage Obligation |
| GNRM 2024-057 CB                                   | 2054-04-20      | 5.5000%  | 0.0000% | $43168799.00       | $44096683.54       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2019-KF68         C      20260825 FLT | 2026-08-25      | 10.4221% | 0.0000% | $59645311.00       | $18049389.52       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-184 UF                                   | 2054-11-20      | 5.4838%  | 0.0000% | $30000000.00       | $25382200.74       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-170 A                                    | 2051-06-20      | 5.0000%  | 0.0000% | $117859072.00      | $118626884.61      | Agency Collateralized Mortgage Obligation |
| FHLMC WLST 2017-SC01           1-A    20461225 3.0 | 2046-12-25      | 3.0000%  | 0.0000% | $5000000.00        | $555885.22         | Agency Collateralized Mortgage Obligation |
| GNRA 2020-07O FB                                   | 2070-03-20      | 5.0870%  | 0.0000% | $40000000.00       | $14884611.01       | Agency Collateralized Mortgage Obligation |

### Security 282: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8Q37, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1C8Q37
- **C.18 - Value (incl. sponsor support):** $18099111.00
- **C.18.a - Value (excl. sponsor support):** $18099111.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $100.00            | $99.60             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $12612000.00       | $8057049.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $11383700.00       | $10407235.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-05-15      | 4.5000%  | 0.0000% | $3000.00           | $3141.72           | U.S. Treasuries (including strips) |

### Security 283: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8Q45, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1C8Q45
- **C.18 - Value (incl. sponsor support):** $180000000.00
- **C.18.a - Value (excl. sponsor support):** $180000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRA 2025-105 WF | 2055-06-20      | 5.1838%  | 0.0000% | $13759.00          | $10686.21          | Agency Collateralized Mortgage Obligation |
| GNRM 2025-136 PE | 2055-08-20      | 5.0000%  | 0.0000% | $3968000.00        | $3866822.61        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-124 GF | 2055-07-20      | 5.4838%  | 0.0000% | $18308365.00       | $18315912.68       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-152 HC | 2055-09-20      | 4.5000%  | 0.0000% | $1515832.00        | $1453630.42        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-115 FE | 2055-07-20      | 5.6838%  | 0.0000% | $52720028.00       | $52574926.48       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-106 A  | 2055-07-16      | 5.0000%  | 0.0000% | $223466.00         | $224408.95         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-152 F  | 2055-09-20      | 4.9838%  | 0.0000% | $786950.00         | $787223.75         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-152 BT | 2055-09-20      | 4.5000%  | 0.0000% | $29729872.00       | $29378513.43       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-154 CT | 2055-09-20      | 8.0000%  | 0.0000% | $18796110.00       | $20284990.48       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-136 FN | 2055-08-20      | 5.0838%  | 0.0000% | $16666666.00       | $16628515.29       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-116 JF | 2055-07-20      | 5.5338%  | 0.0000% | $24996990.00       | $24755034.87       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-115 LT | 2055-07-20      | 4.5000%  | 0.0000% | $701558.00         | $680165.89         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-120 FG | 2055-07-20      | 5.4338%  | 0.0000% | $20000000.00       | $20038634.24       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-100 FL | 2055-06-20      | 5.3338%  | 0.0000% | $1000.00           | $997.58            | Agency Collateralized Mortgage Obligation |

### Security 284: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8Q52, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: ARP1C8Q52
- **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:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 03.000 CLBO2265 | 2049-10-01      | 3.0000%  | 0.0000% | $191431225.00      | $46350000.20       | Agency Mortgage-Backed Securities |

### Security 285: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8Q60, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1C8Q60
- **C.18 - Value (incl. sponsor support):** $1447000000.00
- **C.18.a - Value (excl. sponsor support):** $1447000000.00
- **C.19 - Percentage of Net Assets:** 1.6800%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? 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 MA7255 M     | 2051-03-20      | 2.5000%  | 0.0000% | $1067016.00        | $520076.91         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA3104 | 2053-12-01      | 6.5000%  | 0.0000% | $1012974.00        | $1055681.78        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL788359 | 2033-10-01      | 6.5000%  | 0.0000% | $2863000.00        | $57358.37          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE6277 | 2055-10-01      | 5.0000%  | 0.0000% | $5123272.00        | $5146094.47        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD3380 | 2053-07-01      | 6.5000%  | 0.0000% | $28329312.00       | $21837444.20       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4368 | 2040-10-01      | 6.0000%  | 0.0000% | $3341820.00        | $3475529.56        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CTBM4279 | 2027-07-01      | 7.0000%  | 0.0000% | $120335.00         | $5430.27           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY4217 | 2055-06-01      | 5.5000%  | 0.0000% | $1917426.00        | $1942619.48        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL2885 | 2055-08-01      | 5.0000%  | 0.0000% | $46704384.00       | $46808332.41       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1389 | 2055-04-01      | 6.0000%  | 0.0000% | $120172480.00      | $118757104.55      | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ4959 | 2055-09-01      | 7.0000%  | 0.0000% | $1135500.00        | $1196772.63        | Agency Mortgage-Backed Securities |
| GNII SF CJ6920 C     | 2055-07-20      | 6.0000%  | 0.0000% | $1283474.00        | $1309937.72        | Agency Mortgage-Backed Securities |
| GNMI SF AB9109 X     | 2042-10-15      | 3.0000%  | 0.0000% | $1050000.00        | $113646.28         | Agency Mortgage-Backed Securities |
| FNMS 03.000 I4BF0377 | 2059-04-01      | 3.0000%  | 0.0000% | $5000000.00        | $1942298.14        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CKBM6912 | 2052-01-01      | 2.5000%  | 0.0000% | $100000.00         | $66818.87          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBU5233 | 2054-12-01      | 6.0000%  | 0.0000% | $24593728.00       | $24233558.14       | Agency Mortgage-Backed Securities |
| GNII SF DK5105 C     | 2055-06-20      | 5.0000%  | 0.0000% | $1648428.00        | $1652940.91        | Agency Mortgage-Backed Securities |
| GNII ET DL1369 C     | 2065-08-20      | 6.5000%  | 0.0000% | $3961916.00        | $3967776.22        | Agency Mortgage-Backed Securities |
| GNII SF DJ9366 C     | 2055-05-20      | 7.0000%  | 0.0000% | $12088080.00       | $12831995.27       | Agency Mortgage-Backed Securities |
| GNII SF DK5292 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1032816.00        | $1082279.28        | Agency Mortgage-Backed Securities |
| GNII SF DK4802 C     | 2055-05-20      | 6.5000%  | 0.0000% | $2487152.00        | $2601889.44        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIQO3444 | 2040-04-01      | 4.0000%  | 0.0000% | $1307090.00        | $1240322.06        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CTRB5276 | 2043-12-01      | 7.0000%  | 0.0000% | $277638.00         | $123580.14         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4336 | 2040-10-01      | 5.0000%  | 0.0000% | $10237024.00       | $10394312.46       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CKMA4756 | 2052-07-01      | 3.0000%  | 0.0000% | $766710.00         | $540777.32         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA4108 | 2049-09-01      | 3.0000%  | 0.0000% | $28530080.00       | $10311986.59       | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD0732 | 2051-09-01      | 2.0000%  | 0.0000% | $388143.00         | $242372.54         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3674 | 2052-05-01      | 3.5000%  | 0.0000% | $2021444.00        | $1616410.86        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CJMA1045 | 2027-04-01      | 3.0000%  | 0.0000% | $2000000.00        | $18836.66          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFA1546 | 2037-03-01      | 2.5000%  | 0.0000% | $1657386.00        | $1475100.69        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7288 | 2050-10-01      | 2.0000%  | 0.0000% | $183134720.00      | $91071913.63       | Agency Mortgage-Backed Securities |
| GNII SF MA8346 M     | 2052-10-20      | 4.0000%  | 0.0000% | $41609920.00       | $31842156.71       | Agency Mortgage-Backed Securities |
| GNII SF MA6541 M     | 2050-02-20      | 3.0000%  | 0.0000% | $45668352.00       | $7297149.56        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CT932349 | 2030-01-01      | 5.0000%  | 0.0000% | $691314.00         | $5757.88           | Agency Mortgage-Backed Securities |
| GNII SF DJ1432 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1025148.00        | $1074589.01        | Agency Mortgage-Backed Securities |
| GNAR AF MA2010 M     | 2044-06-20      | 5.6250%  | 0.0000% | $63087616.00       | $857526.05         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY2565 | 2055-05-01      | 6.0000%  | 0.0000% | $14953488.00       | $14403069.50       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLFA0513 | 2054-11-01      | 7.0000%  | 0.0000% | $9640320.00        | $9007306.86        | Agency Mortgage-Backed Securities |
| GNPL PN CQ2023       | 2065-03-15      | 5.9500%  | 0.0000% | $53340.00          | $57172.86          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX3226 | 2055-01-01      | 6.5000%  | 0.0000% | $5836592.00        | $6115029.66        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA1438 | 2028-05-01      | 2.5000%  | 0.0000% | $250000.00         | $9759.32           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CNMA3321 | 2028-03-01      | 3.5000%  | 0.0000% | $2315344.00        | $128432.30         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTFA2821 | 2042-08-01      | 2.0000%  | 0.0000% | $16776928.00       | $14555361.66       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3052 | 2055-09-01      | 5.5000%  | 0.0000% | $23742944.00       | $24039993.39       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZA0781 | 2031-11-01      | 6.5000%  | 0.0000% | $20959232.00       | $18045.89          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD1458 | 2052-05-01      | 3.0000%  | 0.0000% | $10939968.00       | $7491433.53        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAP7534 | 2027-09-01      | 2.5000%  | 0.0000% | $875000.00         | $23056.54          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CWAP7487 | 2027-09-01      | 3.0000%  | 0.0000% | $600000.00         | $9518.90           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE7952 | 2055-08-01      | 6.5000%  | 0.0000% | $1437732.00        | $1519149.44        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBU4595 | 2054-04-01      | 5.5000%  | 0.0000% | $1371738.00        | $1366098.18        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBV1885 | 2055-07-01      | 5.5000%  | 0.0000% | $18260864.00       | $18395208.95       | Agency Mortgage-Backed Securities |
| GNII SF DM6226 C     | 2055-09-20      | 5.5000%  | 0.0000% | $2609504.00        | $2661375.94        | Agency Mortgage-Backed Securities |
| GNAR AT 080945 M     | 2034-06-20      | 5.6250%  | 0.0000% | $1350000.00        | $12551.45          | Agency Mortgage-Backed Securities |
| GNII SF MB0426 M     | 2055-05-20      | 6.5000%  | 0.0000% | $243728384.00      | $249998192.77      | Agency Mortgage-Backed Securities |
| GNII SF DM3617 C     | 2055-10-20      | 6.0000%  | 0.0000% | $19714688.00       | $20406673.55       | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ3405 | 2055-09-01      | 7.0000%  | 0.0000% | $2359036.00        | $2486628.34        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ1491 | 2055-08-01      | 6.5000%  | 0.0000% | $3428540.00        | $3621739.65        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL0356 | 2054-12-01      | 5.0000%  | 0.0000% | $28198944.00       | $26912358.74       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5037 | 2053-06-01      | 4.5000%  | 0.0000% | $177500.00         | $149579.67         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF2673 | 2055-11-01      | 6.0000%  | 0.0000% | $20964992.00       | $21612349.02       | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA6507 | 2051-12-01      | 2.0000%  | 0.0000% | $48469.00          | $31474.61          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CTRB5361 | 2045-08-01      | 6.5000%  | 0.0000% | $457429.00         | $483436.68         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA3064 | 2050-07-01      | 2.5000%  | 0.0000% | $3881150.00        | $1771072.98        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ3462 | 2054-09-01      | 5.5000%  | 0.0000% | $1057802.00        | $908984.86         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY2186 | 2055-04-01      | 6.5000%  | 0.0000% | $8367456.00        | $7691894.56        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL1282 | 2055-05-01      | 5.5000%  | 0.0000% | $12633504.00       | $12580410.70       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ7521 | 2055-11-01      | 5.0000%  | 0.0000% | $15513088.00       | $15569224.70       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE4068 | 2052-06-01      | 5.0000%  | 0.0000% | $62028560.00       | $50426222.72       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIQO0516 | 2037-07-01      | 2.5000%  | 0.0000% | $18308.00          | $12436.70          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA7772 | 2052-08-01      | 4.0000%  | 0.0000% | $188000.00         | $145498.01         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQG0426 | 2053-04-01      | 4.5000%  | 0.0000% | $290000.00         | $254465.29         | Agency Mortgage-Backed Securities |
| FNMS 05.500 I4BF0141 | 2056-09-01      | 5.5000%  | 0.0000% | $4500000.00        | $1321352.50        | Agency Mortgage-Backed Securities |
| FEPC 02.000 3PRE6097 | 2051-05-01      | 2.0000%  | 0.0000% | $11065000.00       | $6638247.00        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQI2983 | 2054-03-01      | 4.0000%  | 0.0000% | $1019898.00        | $869886.25         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTZA2505 | 2038-05-01      | 3.5000%  | 0.0000% | $705000.00         | $84278.78          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH2628 | 2047-08-01      | 4.5000%  | 0.0000% | $18952288.00       | $5191367.23        | Agency Mortgage-Backed Securities |
| FNMS 03.000 I4BF0137 | 2056-08-01      | 3.0000%  | 0.0000% | $205000.00         | $63121.68          | Agency Mortgage-Backed Securities |
| FNMS 04.000 I4BF0183 | 2057-01-01      | 4.0000%  | 0.0000% | $2300000.00        | $767664.19         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTZK9936 | 2033-06-01      | 3.5000%  | 0.0000% | $1625450.00        | $223991.24         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY1840 | 2055-05-01      | 6.0000%  | 0.0000% | $2584100.00        | $2351039.09        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ6972 | 2055-11-01      | 5.5000%  | 0.0000% | $142170880.00      | $144408412.65      | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ6911 | 2055-11-01      | 5.5000%  | 0.0000% | $41792640.00       | $42541578.03       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CT928776 | 2027-10-01      | 6.0000%  | 0.0000% | $6000000.00        | $10282.25          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA0472 | 2030-07-01      | 5.0000%  | 0.0000% | $350000.00         | $6064.80           | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4278 | 2036-03-01      | 1.5000%  | 0.0000% | $5142232.00        | $2585231.96        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1522 | 2052-05-01      | 3.0000%  | 0.0000% | $424396.00         | $284621.49         | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL545082 | 2031-06-01      | 7.5000%  | 0.0000% | $35889147.00       | $15429.81          | Agency Mortgage-Backed Securities |
| FEPC 03.000 3PQU7463 | 2050-07-01      | 3.0000%  | 0.0000% | $2440636.00        | $717377.53         | Agency Mortgage-Backed Securities |
| GNII SF MA5879 M     | 2049-03-20      | 5.5000%  | 0.0000% | $33250816.00       | $3022327.25        | Agency Mortgage-Backed Securities |
| GNII SF BS7617 C     | 2050-06-20      | 2.5000%  | 0.0000% | $1133158.00        | $661284.16         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA2161 | 2029-12-01      | 3.5000%  | 0.0000% | $102000.00         | $8380.15           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CWAS5515 | 2030-06-01      | 3.5000%  | 0.0000% | $2806756.00        | $238462.26         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD6152 | 2055-02-01      | 5.0000%  | 0.0000% | $512749.00         | $509695.48         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1393 | 2052-06-01      | 3.5000%  | 0.0000% | $1137358.00        | $906955.51         | Agency Mortgage-Backed Securities |
| GNII SF DM6175 C     | 2055-10-20      | 6.5000%  | 0.0000% | $4634144.00        | $4856080.88        | Agency Mortgage-Backed Securities |
| GNII SF DJ2822 C     | 2055-06-20      | 6.5000%  | 0.0000% | $6968720.00        | $7278312.76        | Agency Mortgage-Backed Securities |
| GNII SF DH3328 C     | 2055-02-20      | 6.5000%  | 0.0000% | $1155420.00        | $1199254.85        | Agency Mortgage-Backed Securities |
| GNII SF DJ1826 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1053350.00        | $1097261.26        | Agency Mortgage-Backed Securities |
| GNPL PN BW3037       | 2062-11-15      | 3.0000%  | 0.0000% | $51282.00          | $44634.52          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA5859 | 2040-10-01      | 4.5000%  | 0.0000% | $42540928.00       | $42322832.10       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CNMA5593 | 2034-12-01      | 4.5000%  | 0.0000% | $100000.00         | $84056.26          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4918 | 2053-02-01      | 5.0000%  | 0.0000% | $383000.00         | $308298.64         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIMA5477 | 2039-09-01      | 6.0000%  | 0.0000% | $7623568.00        | $5235350.55        | Agency Mortgage-Backed Securities |
| GNII ET DL0896 C     | 2065-09-20      | 6.0000%  | 0.0000% | $121162880.00      | $123656021.66      | Agency Mortgage-Backed Securities |
| FEPC 06.500 CISB1273 | 2039-08-01      | 6.5000%  | 0.0000% | $16207584.00       | $12362104.98       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD5481 | 2054-06-01      | 5.5000%  | 0.0000% | $650000.00         | $567246.71         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF4065 | 2055-11-01      | 5.5000%  | 0.0000% | $5277504.00        | $5396882.90        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDF2619 | 2040-11-01      | 5.0000%  | 0.0000% | $1475156.00        | $1497992.40        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM5685 | 2048-06-01      | 4.0000%  | 0.0000% | $1250000.00        | $159382.08         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0913 | 2037-08-01      | 2.5000%  | 0.0000% | $2428132.00        | $1715043.32        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIDC0859 | 2040-02-01      | 4.0000%  | 0.0000% | $1535778.00        | $1469534.79        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA4807 | 2052-11-01      | 5.5000%  | 0.0000% | $82235904.00       | $63270729.21       | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLCB8376 | 2054-04-01      | 7.5000%  | 0.0000% | $9287120.00        | $5686867.95        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIFS7509 | 2039-04-01      | 5.0000%  | 0.0000% | $92647.00          | $66308.45          | Agency Mortgage-Backed Securities |
| GNII SF DO3431 C     | 2055-10-20      | 5.0000%  | 0.0000% | $2325544.00        | $2339222.08        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAW1544 | 2029-03-01      | 4.0000%  | 0.0000% | $727654.00         | $23256.14          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC1960 | 2054-09-01      | 6.0000%  | 0.0000% | $3578152.00        | $3554633.81        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAL9937 | 2030-09-01      | 3.0000%  | 0.0000% | $407000.00         | $39398.19          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDF2664 | 2040-11-01      | 6.0000%  | 0.0000% | $1002742.00        | $1042706.28        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA3823 | 2049-07-01      | 4.0000%  | 0.0000% | $29500000.00       | $9845719.73        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CTQK1251 | 2041-12-01      | 2.5000%  | 0.0000% | $200000.00         | $126384.17         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CISB8316 | 2039-07-01      | 6.0000%  | 0.0000% | $1488554.00        | $836731.19         | Agency Mortgage-Backed Securities |
| FEPC 06.500 3PQU8187 | 2054-06-01      | 6.5000%  | 0.0000% | $1109342.00        | $1099347.26        | Agency Mortgage-Backed Securities |
| GNPL PN CY8224       | 2059-02-15      | 5.7200%  | 0.0000% | $60545.00          | $62965.13          | Agency Mortgage-Backed Securities |
| GNII SF 004195 M     | 2038-07-20      | 6.0000%  | 0.0000% | $1739805.00        | $20527.07          | Agency Mortgage-Backed Securities |
| GNII SF DF1936 C     | 2054-11-20      | 7.0000%  | 0.0000% | $1182680.00        | $880913.21         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ3055 | 2054-12-01      | 5.0000%  | 0.0000% | $15786832.00       | $15422159.18       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5131 | 2053-07-01      | 3.5000%  | 0.0000% | $9871744.00        | $8333078.69        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CWMA2099 | 2029-10-01      | 3.5000%  | 0.0000% | $2488196.00        | $261574.63         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS3698 | 2052-11-01      | 5.5000%  | 0.0000% | $1934000.00        | $1391748.79        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL2852 | 2055-01-01      | 5.5000%  | 0.0000% | $29581472.00       | $29834802.97       | Agency Mortgage-Backed Securities |

### Security 286: FICC - JPMORGAN CHASE & CO

- **C.1 - Title:** FICC - JPMORGAN CHASE & CO 4.000000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8Q78, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1C8Q78
- **C.18 - Value (incl. sponsor support):** $906000000.00
- **C.18.a - Value (excl. sponsor support):** $906000000.00
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $110156800.00      | $95511204.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 3.8750%  | 0.0000% | $102764800.00      | $104873406.92      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-15      | 3.3750%  | 0.0000% | $40934900.00       | $40858092.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | 0.0000% | $36851200.00       | $37100030.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 0.3750%  | 0.0000% | $30153100.00       | $28382068.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | 0.0000% | $303808800.00      | $285823621.20      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | 0.0000% | $349496000.00      | $331571584.02      | U.S. Treasuries (including strips) |

### Security 287: FICC - JPMORGAN CHASE & CO

- **C.1 - Title:** FICC - JPMORGAN CHASE & CO 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8QA1, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1C8QA1
- **C.18 - Value (incl. sponsor support):** $1021000000.00
- **C.18.a - Value (excl. sponsor support):** $1021000000.00
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $115959400.00      | $120001299.75      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $88310400.00       | $87910385.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 1.5000%  | 0.0000% | $99315800.00       | $97891669.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $723800000.00      | $735616735.20      | U.S. Treasuries (including strips) |

### Security 288: FICC - JPMORGAN CHASE & CO

- **C.1 - Title:** FICC - JPMORGAN CHASE & CO 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8QB9, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1C8QB9
- **C.18 - Value (incl. sponsor support):** $1869000000.00
- **C.18.a - Value (excl. sponsor support):** $1869000000.00
- **C.19 - Percentage of Net Assets:** 2.1700%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $755998300.00      | $778018726.77      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.8750%  | 0.0000% | $355138000.00      | $359008342.71      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $749857600.00      | $769353017.33      | U.S. Treasuries (including strips) |

### Security 289: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8QC7, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1C8QC7
- **C.18 - Value (incl. sponsor support):** $145000000.00
- **C.18.a - Value (excl. sponsor support):** $145000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? 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 | 2027-03-31      | 3.8750%  | 0.0000% | $11595800.00       | $11666651.93       | U.S. Treasuries (including strips)        |
| MNAR XX.XXX HXBZ0274   | 2031-01-01      | 4.4500%  | 0.0000% | $42786.00          | $43491.77          | Agency Mortgage-Backed Securities         |
| GNRA 2021-194 F        | 2051-11-20      | 4.0000%  | 0.0000% | $3993560.00        | $2641614.42        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-113 FG       | 2054-07-20      | 5.4838%  | 0.0000% | $1024.00           | $551.93            | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $100.00            | $103.31            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $100.00            | $61.10             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $59393900.00       | $61781386.30       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $42400.00          | $43077.30          | U.S. Treasuries (including strips)        |
| GNII SF MA8429 M       | 2052-10-20      | 5.5000%  | 0.0000% | $100978688.00      | $72554662.92       | Agency Mortgage-Backed Securities         |

### Security 290: DAIWA CAPITAL MARKETS AMERICA INC

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8QD5, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: ARP1C8QD5
- **C.18 - Value (incl. sponsor support):** $605000000.00
- **C.18.a - Value (excl. sponsor support):** $605000000.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? 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 MB0147 M       | 2055-01-20      | 5.5000%  | 0.0000% | $20511941.00       | $19287136.19       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB5024   | 2052-11-01      | 5.0000%  | 0.0000% | $4561387.00        | $3602031.04        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6482   | 2053-06-01      | 5.5000%  | 0.0000% | $24414162.00       | $23024328.19       | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2050-04-25      | 6.0000%  | 0.0000% | $85325.00          | $57430.28          | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLQY2247   | 2055-05-01      | 6.0000%  | 0.0000% | $1012727.00        | $1034795.19        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8462   | 2054-09-01      | 5.5000%  | 0.0000% | $34577937.00       | $31362522.38       | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8521   | 2055-04-01      | 4.0000%  | 0.0000% | $745355.00         | $690707.72         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQB1209   | 2050-07-01      | 2.0000%  | 0.0000% | $5396644.00        | $2560408.47        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI0847   | 2054-03-01      | 6.0000%  | 0.0000% | $9302.00           | $7982.88           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL0296   | 2055-01-01      | 5.0000%  | 0.0000% | $7680695.00        | $7430288.71        | Agency Mortgage-Backed Securities         |
| GNRA 2024-080 FA       | 2054-05-20      | 5.2838%  | 0.0000% | $18499758.00       | $15743016.82       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2027-10-31      | 3.5000%  | 0.0000% | $516400.00         | $515391.47         | U.S. Treasuries (including strips)        |
| GNII SF MA7649 M       | 2051-10-20      | 2.5000%  | 0.0000% | $48706926.00       | $29740136.64       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5647   | 2055-03-01      | 6.0000%  | 0.0000% | $85340641.00       | $77992961.65       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL2817   | 2055-09-01      | 5.5000%  | 0.0000% | $1971234.00        | $1983671.99        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0013   | 2055-06-01      | 5.5000%  | 0.0000% | $6617242.00        | $6474234.27        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQB1050   | 2050-07-01      | 2.0000%  | 0.0000% | $7849408.00        | $3859183.00        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3389   | 2053-07-01      | 6.0000%  | 0.0000% | $22407079.00       | $18599536.01       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8506   | 2055-02-01      | 5.5000%  | 0.0000% | $1042025.00        | $980620.98         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBP7243   | 2050-07-01      | 2.0000%  | 0.0000% | $5917095.00        | $3565804.51        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBP9656   | 2050-07-01      | 2.0000%  | 0.0000% | $5296740.00        | $2419654.99        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBP4093   | 2050-06-01      | 2.5000%  | 0.0000% | $12993366.00       | $6457491.97        | Agency Mortgage-Backed Securities         |
| GNRM 2025-044 GV       | 2036-01-20      | 6.0000%  | 0.0000% | $10407000.00       | $10304303.38       | Agency Collateralized Mortgage Obligation |
| GNII ET DK9199 C       | 2065-07-20      | 6.5000%  | 0.0000% | $2444191.00        | $2525380.09        | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2025-12-30      | 4.3000%  | 0.0000% | $10000.00          | $10036.83          | Agency Debentures and Agency Strips       |
| FEPC 05.500 CLSD8469   | 2054-10-01      | 5.5000%  | 0.0000% | $531583.00         | $482264.94         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5760   | 2055-07-01      | 5.5000%  | 0.0000% | $29560121.00       | $29189678.14       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRQ0028   | 2055-07-01      | 6.0000%  | 0.0000% | $4085540.00        | $4000977.62        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI6928   | 2054-06-01      | 5.5000%  | 0.0000% | $15274245.00       | $12654850.99       | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2054-02-25      | 5.0828%  | 0.0000% | $462014.00         | $407899.35         | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CLCB8871   | 2054-07-01      | 6.5000%  | 0.0000% | $17270853.00       | $15512705.53       | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2054-01-25      | 5.2328%  | 0.0000% | $15000000.00       | $6860900.54        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-001 FP       | 2055-01-20      | 5.0838%  | 0.0000% | $5602182.00        | $3654900.76        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-063 PA       | 2055-03-20      | 5.0000%  | 0.0000% | $52705.00          | $50621.36          | Agency Collateralized Mortgage Obligation |
| GNII JM MB0673 M       | 2055-08-20      | 5.5000%  | 0.0000% | $1845623.00        | $1863192.10        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS6378   | 2053-10-01      | 5.5000%  | 0.0000% | $3630566.00        | $3036877.78        | Agency Mortgage-Backed Securities         |
| GNII SF MA7193 M       | 2051-02-20      | 2.5000%  | 0.0000% | $28856332.00       | $13111656.02       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ1961   | 2054-07-01      | 5.5000%  | 0.0000% | $898760.00         | $861290.65         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM4796   | 2048-09-01      | 4.5000%  | 0.0000% | $70000000.00       | $22952094.95       | Agency Mortgage-Backed Securities         |
| GNII SF MA7989 M       | 2052-04-20      | 3.5000%  | 0.0000% | $20420896.00       | $14309556.88       | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2054-08-25      | 5.4328%  | 0.0000% | $5207025.00        | $3130967.78        | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2055-05-25      | 5.1828%  | 0.0000% | $57283318.00       | $54486465.56       | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLQJ9748   | 2054-11-01      | 5.0000%  | 0.0000% | $798747.00         | $789021.85         | Agency Mortgage-Backed Securities         |
| GNII SF MA9017 M       | 2053-07-20      | 5.5000%  | 0.0000% | $21615552.00       | $17010790.16       | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2055-08-25      | 5.1328%  | 0.0000% | $64979893.00       | $63245862.18       | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLMA5793   | 2055-08-01      | 6.0000%  | 0.0000% | $4578113.00        | $4557213.76        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5271   | 2054-02-01      | 5.5000%  | 0.0000% | $6143348.00        | $5247494.62        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5613   | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $957.23            | Agency Mortgage-Backed Securities         |
| GNII SF MB0685 M       | 2055-09-20      | 5.0000%  | 0.0000% | $214884.00         | $215345.28         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5552   | 2054-12-01      | 5.0000%  | 0.0000% | $3969.00           | $3739.65           | Agency Mortgage-Backed Securities         |
| GNII ET DK9191 C       | 2065-06-20      | 6.5000%  | 0.0000% | $618765.00         | $639380.11         | Agency Mortgage-Backed Securities         |
| GNII ET DL1865 C       | 2065-07-20      | 6.5000%  | 0.0000% | $972455.00         | $1004756.35        | Agency Mortgage-Backed Securities         |
| FNRM CL001MA R25F001   | 2050-01-25      | 6.0000%  | 0.0000% | $289518.00         | $230066.65         | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2055-01-25      | 5.0328%  | 0.0000% | $50000000.00       | $44778290.25       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2055-06-25      | 5.1828%  | 0.0000% | $20356966.00       | $19658229.17       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2054-03-25      | 5.3828%  | 0.0000% | $15771285.00       | $12865493.73       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2055-08-25      | 5.1328%  | 0.0000% | $2377521.00        | $2293866.07        | Agency Collateralized Mortgage Obligation |
| FNMS 05.000 CLDC5723   | 2054-11-01      | 5.0000%  | 0.0000% | $43762.00          | $38732.71          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8453   | 2054-08-01      | 5.5000%  | 0.0000% | $2325383.00        | $2079061.00        | Agency Mortgage-Backed Securities         |

### Security 291: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.080000%
- **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: ARP1C8QH6, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1C8QH6
- **C.18 - Value (incl. sponsor support):** $814000000.00
- **C.18.a - Value (excl. sponsor support):** $814000000.00
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 03.000 CLFM7264 | 2051-05-01      | 3.0000%  | 0.0000% | $245000.00         | $98569.58          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1476 | 2052-03-01      | 3.0000%  | 0.0000% | $477050.00         | $338682.17         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7143 | 2053-09-01      | 6.5000%  | 0.0000% | $1203723.00        | $882670.10         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL952768 | 2037-09-01      | 7.0000%  | 0.0000% | $150000.00         | $903.18            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CKMA3811 | 2049-10-01      | 3.0000%  | 0.0000% | $1525000.00        | $123499.35         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTAB2795 | 2031-04-01      | 4.5000%  | 0.0000% | $2164000.00        | $77308.39          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL995244 | 2038-11-01      | 4.5000%  | 0.0000% | $65000.00          | $542.42            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE9808 | 2055-09-01      | 5.5000%  | 0.0000% | $1014994.00        | $1035190.04        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CJBM7104 | 2033-03-01      | 2.5000%  | 0.0000% | $1912108.00        | $1041899.60        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTMA4570 | 2042-03-01      | 2.0000%  | 0.0000% | $38792662.00       | $25133100.41       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA4842 | 2052-12-01      | 5.5000%  | 0.0000% | $12547969.00       | $9765614.35        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4867 | 2053-01-01      | 4.5000%  | 0.0000% | $16157207.00       | $13436452.38       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAD0762 | 2037-08-01      | 5.5000%  | 0.0000% | $485000.00         | $8904.94           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM4216 | 2049-06-01      | 3.5000%  | 0.0000% | $3000.00           | $673.46            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA4640 | 2037-06-01      | 3.5000%  | 0.0000% | $8000.00           | $4620.30           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAO2114 | 2042-05-01      | 4.0000%  | 0.0000% | $238759.00         | $14830.86          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE8866 | 2055-09-01      | 5.0000%  | 0.0000% | $5697368.00        | $5693208.59        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0244 | 2047-08-01      | 3.5000%  | 0.0000% | $45001604.00       | $12586029.62       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBW4879 | 2053-04-01      | 3.0000%  | 0.0000% | $4000.00           | $3014.44           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM4129 | 2050-09-01      | 4.0000%  | 0.0000% | $10720000.00       | $1931457.62        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5712 | 2040-05-01      | 5.5000%  | 0.0000% | $44727833.00       | $41257815.74       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5246 | 2054-01-01      | 5.5000%  | 0.0000% | $9347846.00        | $8168253.17        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAZ7353 | 2045-11-01      | 3.5000%  | 0.0000% | $13105000.00       | $1468476.71        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF4070 | 2055-11-01      | 5.0000%  | 0.0000% | $1291564.00        | $1306231.86        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL745418 | 2036-04-01      | 5.5000%  | 0.0000% | $266000.00         | $2089.19           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAH5236 | 2026-01-01      | 3.5000%  | 0.0000% | $3000000.00        | $4012.13           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3575 | 2052-09-01      | 4.5000%  | 0.0000% | $408227.00         | $313096.58         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS3091 | 2052-02-01      | 2.5000%  | 0.0000% | $1540000.00        | $1061611.34        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE7778 | 2055-08-01      | 6.0000%  | 0.0000% | $21003944.00       | $21502879.44       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE7043 | 2055-08-01      | 7.0000%  | 0.0000% | $8176103.00        | $8588917.24        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE8356 | 2055-08-01      | 5.5000%  | 0.0000% | $1348060.00        | $1387104.34        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD4791 | 2055-03-01      | 6.5000%  | 0.0000% | $1075591.00        | $1133830.58        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS2662 | 2052-07-01      | 4.5000%  | 0.0000% | $140000.00         | $107129.24         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM4817 | 2049-06-01      | 5.0000%  | 0.0000% | $3368000.00        | $783273.85         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5441 | 2053-08-01      | 6.0000%  | 0.0000% | $200000.00         | $163540.75         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4840 | 2053-05-01      | 5.5000%  | 0.0000% | $10580000.00       | $8687494.75        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS4975 | 2037-06-01      | 2.0000%  | 0.0000% | $14000.00          | $9502.69           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLFS6770 | 2054-01-01      | 7.0000%  | 0.0000% | $56756793.00       | $41153066.56       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLAL2593 | 2040-05-01      | 6.5000%  | 0.0000% | $55000000.00       | $2109690.62        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA0641 | 2031-02-01      | 4.0000%  | 0.0000% | $205000.00         | $6263.40           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA3872 | 2049-07-01      | 3.5000%  | 0.0000% | $140000.00         | $14109.82          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB1019 | 2051-07-01      | 2.0000%  | 0.0000% | $200000.00         | $127475.53         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE5139 | 2055-07-01      | 6.0000%  | 0.0000% | $3018788.00        | $2989944.38        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF0762 | 2055-10-01      | 5.5000%  | 0.0000% | $5116289.00        | $5204252.80        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF1170 | 2055-09-01      | 6.0000%  | 0.0000% | $1184737.00        | $1233049.19        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE3174 | 2055-07-01      | 5.5000%  | 0.0000% | $3762654.00        | $3838442.80        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAX3162 | 2044-10-01      | 4.0000%  | 0.0000% | $67000.00          | $3349.98           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL535131 | 2029-03-01      | 6.0000%  | 0.0000% | $1000000.00        | $590.72            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICB7186 | 2038-09-01      | 6.0000%  | 0.0000% | $1997240.00        | $1669085.83        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB5889 | 2053-03-01      | 4.5000%  | 0.0000% | $650000.00         | $520238.24         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBX3263 | 2053-02-01      | 4.0000%  | 0.0000% | $60053.00          | $39419.95          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2199 | 2048-08-01      | 4.5000%  | 0.0000% | $400000.00         | $72694.93          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ1229 | 2050-09-01      | 2.0000%  | 0.0000% | $10300000.00       | $5493423.49        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV6084 | 2055-09-01      | 5.0000%  | 0.0000% | $2402563.00        | $2373799.02        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD4916 | 2055-04-01      | 5.0000%  | 0.0000% | $2303645.00        | $2299038.94        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE1636 | 2055-06-01      | 6.5000%  | 0.0000% | $1221395.00        | $1234067.40        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD8033 | 2055-05-01      | 6.0000%  | 0.0000% | $1795614.00        | $1788283.47        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBC1493 | 2046-08-01      | 3.0000%  | 0.0000% | $25000.00          | $4795.04           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX9005 | 2053-03-01      | 6.0000%  | 0.0000% | $46000.00          | $22772.92          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX3498 | 2055-10-01      | 6.0000%  | 0.0000% | $1002573.00        | $1043968.24        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC6792 | 2054-12-01      | 5.0000%  | 0.0000% | $1475698.00        | $1309427.04        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD5579 | 2055-03-01      | 6.5000%  | 0.0000% | $7087491.00        | $6656621.54        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC4565 | 2054-11-01      | 5.0000%  | 0.0000% | $1340369.00        | $1166330.37        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7147 | 2050-08-01      | 3.5000%  | 0.0000% | $356000.00         | $144561.89         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD6129 | 2055-03-01      | 6.0000%  | 0.0000% | $2980020.00        | $2956962.01        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC4582 | 2054-11-01      | 5.5000%  | 0.0000% | $26468000.00       | $24873078.68       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4557 | 2055-05-01      | 6.0000%  | 0.0000% | $4388710.00        | $4541818.32        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAS5358 | 2030-07-01      | 3.0000%  | 0.0000% | $105000.00         | $7609.23           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC7141 | 2054-12-01      | 5.0000%  | 0.0000% | $1107297.00        | $799391.14         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD4470 | 2055-04-01      | 5.0000%  | 0.0000% | $1045600.00        | $1027355.44        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4100 | 2052-07-01      | 4.5000%  | 0.0000% | $930000.00         | $708967.26         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6412 | 2050-07-01      | 2.5000%  | 0.0000% | $195000.00         | $80178.54          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM4386 | 2047-07-01      | 5.0000%  | 0.0000% | $32000.00          | $11776.16          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0927 | 2051-05-01      | 3.0000%  | 0.0000% | $129000.00         | $86639.30          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM3224 | 2045-09-01      | 3.5000%  | 0.0000% | $562754.00         | $238563.12         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS9508 | 2054-03-01      | 4.5000%  | 0.0000% | $8000.00           | $7333.55           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC1222 | 2055-10-01      | 5.5000%  | 0.0000% | $118056001.00      | $120545565.41      | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA0073 | 2029-05-01      | 4.5000%  | 0.0000% | $3309190.00        | $15088.92          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA3501 | 2048-10-01      | 5.0000%  | 0.0000% | $4135206.00        | $285878.23         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICC0027 | 2040-02-01      | 6.0000%  | 0.0000% | $1643865.00        | $1509040.42        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS9649 | 2054-11-01      | 5.0000%  | 0.0000% | $820000.00         | $778482.03         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIAL3757 | 2027-03-01      | 5.0000%  | 0.0000% | $7575613.00        | $1967.21           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA1164 | 2055-03-01      | 5.0000%  | 0.0000% | $260666.00         | $247983.12         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5648 | 2053-02-01      | 6.0000%  | 0.0000% | $62814331.00       | $44482128.74       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CICA3294 | 2034-03-01      | 4.5000%  | 0.0000% | $250000.00         | $67512.52          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7880 | 2052-08-01      | 5.0000%  | 0.0000% | $4888515.00        | $4705264.45        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBU0720 | 2051-10-01      | 2.0000%  | 0.0000% | $3891237.00        | $2507073.18        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBK0709 | 2035-02-01      | 2.5000%  | 0.0000% | $4000.00           | $740.13            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC6800 | 2054-12-01      | 5.5000%  | 0.0000% | $1101415.00        | $1090179.40        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4213 | 2055-02-01      | 6.0000%  | 0.0000% | $3189357.00        | $3243240.41        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC3834 | 2054-11-01      | 5.0000%  | 0.0000% | $1311412.00        | $1237106.10        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD2584 | 2055-02-01      | 6.0000%  | 0.0000% | $1372523.00        | $1394209.97        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD3650 | 2055-02-01      | 5.0000%  | 0.0000% | $1256780.00        | $937873.25         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC4811 | 2055-05-01      | 6.0000%  | 0.0000% | $1715023.00        | $1683231.06        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL9578 | 2045-06-01      | 4.0000%  | 0.0000% | $100000.00         | $15127.35          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA9692 | 2054-02-01      | 6.5000%  | 0.0000% | $512460.00         | $317239.76         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAA4434 | 2039-03-01      | 5.0000%  | 0.0000% | $500000.00         | $2377.66           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL945997 | 2037-09-01      | 6.0000%  | 0.0000% | $147342.00         | $1290.99           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CICC0647 | 2040-04-01      | 5.5000%  | 0.0000% | $13760860.00       | $12772413.90       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL888673 | 2035-04-01      | 6.0000%  | 0.0000% | $185000.00         | $2590.48           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTFM6015 | 2039-08-01      | 3.5000%  | 0.0000% | $200000.00         | $72390.82          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM7857 | 2036-07-01      | 2.0000%  | 0.0000% | $1478706.00        | $841329.07         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDC4862 | 2054-10-01      | 4.0000%  | 0.0000% | $514187.00         | $469365.19         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD3712 | 2055-03-01      | 5.5000%  | 0.0000% | $1203600.00        | $1214618.55        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD4119 | 2055-03-01      | 6.5000%  | 0.0000% | $1855059.00        | $1960604.25        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD2328 | 2055-02-01      | 5.0000%  | 0.0000% | $1682429.00        | $1680024.13        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD2505 | 2055-02-01      | 6.0000%  | 0.0000% | $1149050.00        | $1186841.03        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD0144 | 2055-02-01      | 5.0000%  | 0.0000% | $1457572.00        | $1259831.79        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD3411 | 2055-02-01      | 5.5000%  | 0.0000% | $1515687.00        | $1545064.43        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD3695 | 2055-03-01      | 5.5000%  | 0.0000% | $1702800.00        | $1721620.98        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE0762 | 2055-06-01      | 6.0000%  | 0.0000% | $1665403.00        | $1741661.71        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD4556 | 2055-04-01      | 5.5000%  | 0.0000% | $1033870.00        | $1055883.99        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAL9716 | 2044-12-01      | 3.5000%  | 0.0000% | $225000.00         | $44412.34          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTBM5956 | 2038-09-01      | 4.0000%  | 0.0000% | $14000.00          | $3842.91           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ6799 | 2051-11-01      | 2.0000%  | 0.0000% | $1000000.00        | $614769.13         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBX3198 | 2052-12-01      | 4.0000%  | 0.0000% | $32000.00          | $23782.15          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8298 | 2054-04-01      | 6.0000%  | 0.0000% | $3590787.00        | $3191036.16        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1074 | 2052-03-01      | 3.0000%  | 0.0000% | $36000.00          | $23501.20          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD0170 | 2055-04-01      | 6.5000%  | 0.0000% | $1819762.00        | $1913371.97        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CTMA5281 | 2044-01-01      | 7.5000%  | 0.0000% | $1457550.00        | $590067.32         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5420 | 2054-07-01      | 5.5000%  | 0.0000% | $260781.00         | $229636.16         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5073 | 2053-07-01      | 6.0000%  | 0.0000% | $95705644.00       | $72723299.14       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5822 | 2055-09-01      | 5.5000%  | 0.0000% | $122064678.00      | $122455019.70      | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF2837 | 2055-10-01      | 5.0000%  | 0.0000% | $6320194.00        | $6328389.19        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR0462 | 2051-04-01      | 2.5000%  | 0.0000% | $252000.00         | $131432.86         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBU4641 | 2054-05-01      | 5.0000%  | 0.0000% | $2598107.00        | $2565977.95        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ6926 | 2048-07-01      | 4.0000%  | 0.0000% | $2011170.00        | $286460.37         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK7939 | 2048-11-01      | 4.5000%  | 0.0000% | $2050000.00        | $361060.32         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB5118 | 2054-07-01      | 6.5000%  | 0.0000% | $279838.00         | $217351.80         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDB9931 | 2039-08-01      | 6.0000%  | 0.0000% | $1006874.00        | $701416.63         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDB6508 | 2039-07-01      | 6.0000%  | 0.0000% | $1527752.00        | $1096097.36        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC5250 | 2054-11-01      | 5.5000%  | 0.0000% | $4104080.00        | $3429715.38        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB2491 | 2054-05-01      | 6.0000%  | 0.0000% | $170000.00         | $115621.07         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB4867 | 2055-01-01      | 6.0000%  | 0.0000% | $7670889.00        | $7814782.30        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA7849 | 2054-01-01      | 6.5000%  | 0.0000% | $1283294.00        | $1103030.05        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3914 | 2052-06-01      | 4.0000%  | 0.0000% | $777000.00         | $573806.98         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBV2255 | 2052-02-01      | 2.5000%  | 0.0000% | $27000.00          | $19417.52          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW6160 | 2052-07-01      | 5.0000%  | 0.0000% | $7105673.00        | $5378821.43        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFA2735 | 2037-04-01      | 2.5000%  | 0.0000% | $23671936.00       | $21860985.89       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS5235 | 2053-07-01      | 5.5000%  | 0.0000% | $3250000.00        | $2688759.55        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5670 | 2055-04-01      | 4.0000%  | 0.0000% | $512230.00         | $473041.37         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS2616 | 2052-08-01      | 5.0000%  | 0.0000% | $1057000.00        | $807274.73         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS0349 | 2052-01-01      | 2.0000%  | 0.0000% | $505000.00         | $321294.56         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFS4568 | 2037-09-01      | 3.0000%  | 0.0000% | $75000.00          | $50260.27          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL745405 | 2035-12-01      | 5.5000%  | 0.0000% | $100000.00         | $999.43            | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL708403 | 2033-03-01      | 7.5000%  | 0.0000% | $71487.00          | $1664.25           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA4797 | 2037-11-01      | 4.0000%  | 0.0000% | $105000.00         | $66784.35          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3416 | 2048-07-01      | 4.5000%  | 0.0000% | $455000.00         | $36158.18          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB3025 | 2054-05-01      | 5.5000%  | 0.0000% | $9221511.00        | $8897891.97        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5188 | 2053-11-01      | 4.5000%  | 0.0000% | $6900000.00        | $6077168.34        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTMA5741 | 2045-06-01      | 5.5000%  | 0.0000% | $20000000.00       | $19459617.96       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD5191 | 2055-04-01      | 6.5000%  | 0.0000% | $1116050.00        | $1027312.73        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CICB9556 | 2039-11-01      | 5.0000%  | 0.0000% | $3563460.00        | $3126003.71        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD4300 | 2055-02-01      | 5.5000%  | 0.0000% | $2620251.00        | $2649874.69        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDD4561 | 2055-04-01      | 7.0000%  | 0.0000% | $5225459.00        | $5577822.77        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC0486 | 2054-09-01      | 6.5000%  | 0.0000% | $30000.00          | $26036.00          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM5176 | 2048-12-01      | 4.0000%  | 0.0000% | $102993006.00      | $22571690.09       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF2667 | 2055-11-01      | 6.0000%  | 0.0000% | $4130625.00        | $4267154.55        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4306 | 2052-08-01      | 5.0000%  | 0.0000% | $725000.00         | $565856.80         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2280 | 2048-08-01      | 4.5000%  | 0.0000% | $13741090.00       | $3086855.28        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9328 | 2054-10-01      | 5.5000%  | 0.0000% | $351833.00         | $320041.59         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0178 | 2054-08-01      | 5.5000%  | 0.0000% | $11747568.00       | $11550596.48       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CT256153 | 2026-03-01      | 5.5000%  | 0.0000% | $6798343.00        | $1321.56           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAL9521 | 2046-10-01      | 3.0000%  | 0.0000% | $1393000.00        | $537704.93         | Agency Mortgage-Backed Securities |

### Security 292: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8QK9, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP1C8QK9
- **C.18 - Value (incl. sponsor support):** $72000000.00
- **C.18.a - Value (excl. sponsor support):** $72000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? 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 | 2055-08-15      | 4.7500%  | 0.0000% | $800.00            | $818.64            | U.S. Treasuries (including strips) |
| FEPC 05.500 CLSL2983   | 2055-10-01      | 5.5000%  | 0.0000% | $2117475.00        | $2182283.14        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7925   | 2052-09-01      | 4.5000%  | 0.0000% | $183108.00         | $138461.49         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS6942   | 2053-12-01      | 6.5000%  | 0.0000% | $359751.00         | $272202.58         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $500.00            | $467.92            | U.S. Treasuries (including strips) |
| FEPC 07.000 CLSD4981   | 2054-02-01      | 7.0000%  | 0.0000% | $1000.00           | $832.94            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBM5915   | 2046-11-01      | 3.0000%  | 0.0000% | $1001.00           | $221.40            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS5741   | 2053-07-01      | 6.5000%  | 0.0000% | $1127.00           | $844.29            | Agency Mortgage-Backed Securities  |
| GNII SF MA6930 M       | 2050-10-20      | 2.0000%  | 0.0000% | $75973.00          | $35627.46          | Agency Mortgage-Backed Securities  |
| GNII RG CJ3389 C       | 2050-02-20      | 5.0000%  | 0.0000% | $3658592.00        | $1864978.09        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $60000.00          | $56457.00          | U.S. Treasuries (including strips) |
| FNMS 02.500 CLFM4257   | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $489.36            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1563   | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $995.31            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB6543   | 2053-06-01      | 6.5000%  | 0.0000% | $1024.00           | $777.06            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD2496   | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $981.55            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBV5323   | 2052-03-01      | 2.0000%  | 0.0000% | $10188.00          | $7152.54           | Agency Mortgage-Backed Securities  |
| GNII RG CJ9358 C       | 2041-06-20      | 5.0000%  | 0.0000% | $1419406.00        | $771121.68         | Agency Mortgage-Backed Securities  |
| GNII RG CI4407 C       | 2043-10-20      | 3.5000%  | 0.0000% | $1886386.00        | $1350342.74        | Agency Mortgage-Backed Securities  |
| GNII RG CJ6672 C       | 2046-10-20      | 3.5000%  | 0.0000% | $1016.00           | $466.26            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD4695   | 2055-04-01      | 6.5000%  | 0.0000% | $996938.00         | $1042708.96        | Agency Mortgage-Backed Securities  |
| FKAR 04.260 WNWN2707   | 2032-07-01      | 4.2600%  | 0.0000% | $1014.00           | $1010.23           | Agency Mortgage-Backed Securities  |
| GNII RG CF1391 C       | 2049-01-20      | 4.5000%  | 0.0000% | $3793456.00        | $1131734.28        | Agency Mortgage-Backed Securities  |
| GNII RG CJ3356 C       | 2049-06-20      | 5.0000%  | 0.0000% | $5060175.00        | $2032734.30        | Agency Mortgage-Backed Securities  |
| GNII RG CJ6675 C       | 2042-07-20      | 4.0000%  | 0.0000% | $1183988.00        | $477296.32         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD5457   | 2055-04-01      | 5.5000%  | 0.0000% | $2347202.00        | $2389450.01        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ1473   | 2054-08-01      | 6.0000%  | 0.0000% | $2777590.00        | $2546982.90        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA4528   | 2051-02-01      | 2.5000%  | 0.0000% | $1020.00           | $570.75            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS5972   | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $761.67            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC0277   | 2055-04-01      | 6.5000%  | 0.0000% | $6475184.00        | $6641041.67        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB8028   | 2054-02-01      | 7.0000%  | 0.0000% | $1008.00           | $793.85            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB9452   | 2054-11-01      | 4.5000%  | 0.0000% | $1024.00           | $949.25            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 I4BF0567   | 2061-09-01      | 5.5000%  | 0.0000% | $2822080.00        | $2116223.05        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBU8859   | 2052-05-01      | 4.5000%  | 0.0000% | $1000.00           | $803.97            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB7659   | 2053-12-01      | 7.0000%  | 0.0000% | $60253376.00       | $49088768.49       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 ZLSI2032   | 2051-06-01      | 2.5000%  | 0.0000% | $1000.00           | $697.93            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDA4933   | 2053-11-01      | 7.0000%  | 0.0000% | $1000.00           | $787.81            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB0581   | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $597.37            | Agency Mortgage-Backed Securities  |

### Security 293: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8QL7, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1C8QL7
- **C.18 - Value (incl. sponsor support):** $3464000000.00
- **C.18.a - Value (excl. sponsor support):** $3464000000.00
- **C.19 - Percentage of Net Assets:** 4.0200%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $271531500.00      | $180170634.67      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $13690700.00       | $12477518.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $318512400.00      | $249999801.13      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.6250%  | 0.0000% | $59535800.00       | $126203791.22      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $184146200.00      | $181700900.59      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-05-15      | 2.8750%  | 0.0000% | $177720600.00      | $133659420.18      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 4.1250%  | 0.0000% | $246542800.00      | $249999604.74      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $242899200.00      | $249997033.18      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $245100800.00      | $249998346.91      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 0.6250%  | 0.0000% | $183584000.00      | $249985393.37      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $244321600.00      | $249998752.82      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $249138400.00      | $249999478.43      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $176896200.00      | $181994987.81      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $21559600.00       | $21556121.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $71492800.00       | $72392248.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 0.1250%  | 0.0000% | $203787200.00      | $249991340.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $241267200.00      | $249999590.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 3.6250%  | 0.0000% | $248026400.00      | $249999677.82      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.9245%  | 0.0000% | $633100.00         | $632903.74         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | 0.0000% | $121778400.00      | $122522482.75      | U.S. Treasuries (including strips) |

### Security 294: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8QM5, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1C8QM5
- **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:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMI SF 649473 X | 2035-10-15      | 5.0000%  | 0.0000% | $2634000.00        | $59885.16          | Agency Mortgage-Backed Securities |
| GNII SF MA6687 M | 2035-06-20      | 4.5000%  | 0.0000% | $102477.00         | $48155.50          | Agency Mortgage-Backed Securities |
| GNMI SF 613046 X | 2033-09-15      | 5.0000%  | 0.0000% | $830992.00         | $10227.91          | Agency Mortgage-Backed Securities |
| GNII SF CJ9761 C | 2052-03-20      | 4.5000%  | 0.0000% | $1024902.00        | $983250.04         | Agency Mortgage-Backed Securities |
| GNPL PN DC4402   | 2059-07-15      | 5.8900%  | 0.0000% | $41981.00          | $44349.33          | Agency Mortgage-Backed Securities |
| GNII SF DA6957 C | 2054-04-20      | 6.5000%  | 0.0000% | $1060424.00        | $1089647.94        | Agency Mortgage-Backed Securities |
| GNPL PN DA8511   | 2060-06-15      | 5.8400%  | 0.0000% | $3157000.00        | $3352632.74        | Agency Mortgage-Backed Securities |
| GNII SF MA5024 M | 2048-02-20      | 6.0000%  | 0.0000% | $333859.00         | $53662.89          | Agency Mortgage-Backed Securities |
| GNII SF MA2569 M | 2030-02-20      | 3.0000%  | 0.0000% | $4158216.00        | $195584.83         | Agency Mortgage-Backed Securities |
| GNMI SF 723437 X | 2039-11-15      | 5.0000%  | 0.0000% | $352491.00         | $11224.19          | Agency Mortgage-Backed Securities |
| GNII SF DN0005 C | 2055-09-20      | 6.5000%  | 0.0000% | $992942.00         | $1047463.65        | Agency Mortgage-Backed Securities |
| GNII SF CQ8289 C | 2052-10-20      | 4.0000%  | 0.0000% | $1015090.00        | $718042.46         | Agency Mortgage-Backed Securities |
| GNII SF DO3418 C | 2055-10-20      | 6.5000%  | 0.0000% | $1632284.00        | $1720914.85        | Agency Mortgage-Backed Securities |
| GNII SF MA5370 M | 2033-08-20      | 5.0000%  | 0.0000% | $53927.00          | $11575.58          | Agency Mortgage-Backed Securities |
| GNII JM MA3097 M | 2045-08-20      | 3.5000%  | 0.0000% | $1999998.00        | $64264.46          | Agency Mortgage-Backed Securities |
| GNMI SF 743095 X | 2040-07-15      | 5.0000%  | 0.0000% | $257275.00         | $12016.41          | Agency Mortgage-Backed Securities |
| GNII SF BI4219 C | 2048-10-20      | 5.0000%  | 0.0000% | $1490046.00        | $296533.46         | Agency Mortgage-Backed Securities |
| GNII SF DM3340 C | 2055-08-20      | 6.5000%  | 0.0000% | $1448610.00        | $1522707.68        | Agency Mortgage-Backed Securities |
| GNII SF BR8985 C | 2049-12-20      | 3.5000%  | 0.0000% | $71885.00          | $11912.81          | Agency Mortgage-Backed Securities |
| GNII SF MA2962 M | 2045-07-20      | 4.0000%  | 0.0000% | $2500928.00        | $203917.11         | Agency Mortgage-Backed Securities |
| GNMI SF 677385 X | 2040-06-15      | 5.0000%  | 0.0000% | $258108.00         | $7421.54           | Agency Mortgage-Backed Securities |
| GNII SF DN0028 C | 2055-09-20      | 7.0000%  | 0.0000% | $1479268.00        | $1542529.72        | Agency Mortgage-Backed Securities |
| GNII SF DL5031 C | 2055-10-20      | 6.5000%  | 0.0000% | $2873612.00        | $3011234.07        | Agency Mortgage-Backed Securities |
| GNII SF MA5879 M | 2049-03-20      | 5.5000%  | 0.0000% | $103884032.00      | $9442521.36        | Agency Mortgage-Backed Securities |
| GNII SF MA0391 M | 2042-09-20      | 3.0000%  | 0.0000% | $275000.00         | $28924.98          | Agency Mortgage-Backed Securities |
| GNII SF DL5037 C | 2055-10-20      | 6.5000%  | 0.0000% | $5449368.00        | $5710341.87        | Agency Mortgage-Backed Securities |
| GNII SF MA4450 M | 2047-05-20      | 3.0000%  | 0.0000% | $13294832.00       | $1904832.84        | Agency Mortgage-Backed Securities |
| GNII SF 003998 M | 2037-06-20      | 6.0000%  | 0.0000% | $618000.00         | $6770.84           | Agency Mortgage-Backed Securities |
| GNII SF DJ9834 C | 2055-07-20      | 6.5000%  | 0.0000% | $3353588.00        | $3504289.01        | Agency Mortgage-Backed Securities |
| GNMI SP 782694 X | 2039-06-15      | 5.0000%  | 0.0000% | $400000.00         | $6912.80           | Agency Mortgage-Backed Securities |
| GNII SF MA1519 M | 2043-08-20      | 2.5000%  | 0.0000% | $390000.00         | $89385.23          | Agency Mortgage-Backed Securities |
| GNMI SP 784093 X | 2040-06-15      | 5.0000%  | 0.0000% | $4554952.00        | $547254.31         | Agency Mortgage-Backed Securities |
| GNMI SP 784500 X | 2047-02-15      | 3.0000%  | 0.0000% | $560000.00         | $191803.60         | Agency Mortgage-Backed Securities |
| GNII SF DG6864 C | 2055-01-20      | 7.0000%  | 0.0000% | $1057842.00        | $1099419.56        | Agency Mortgage-Backed Securities |
| GNII SF DE2929 C | 2054-11-20      | 6.5000%  | 0.0000% | $208129.00         | $216245.69         | Agency Mortgage-Backed Securities |
| GNII SF MA8699 M | 2029-06-20      | 7.0000%  | 0.0000% | $83076.00          | $9200.33           | Agency Mortgage-Backed Securities |
| GNMI SF BC1102 X | 2047-07-15      | 4.0000%  | 0.0000% | $85198.00          | $18712.61          | Agency Mortgage-Backed Securities |
| GNII SF DK7861 C | 2055-07-20      | 7.0000%  | 0.0000% | $6011776.00        | $6420820.14        | Agency Mortgage-Backed Securities |
| GNII SF MA8341 M | 2052-08-20      | 1.5000%  | 0.0000% | $143199.00         | $105716.83         | Agency Mortgage-Backed Securities |
| GNII SF MA7396 M | 2034-09-20      | 4.5000%  | 0.0000% | $114394.00         | $30625.97          | Agency Mortgage-Backed Securities |
| GNII SF MA8181 M | 2032-01-20      | 6.5000%  | 0.0000% | $286755.00         | $43597.22          | Agency Mortgage-Backed Securities |
| GNII SF MA8727 M | 2053-03-20      | 6.0000%  | 0.0000% | $1700000.00        | $953471.51         | Agency Mortgage-Backed Securities |

### Security 295: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8QO1, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1C8QO1
- **C.18 - Value (incl. sponsor support):** $468000000.00
- **C.18.a - Value (excl. sponsor support):** $468000000.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? 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 2003-65 AP                                    | 2033-08-20      | 5.5000%  | 0.0000% | $11999.00          | $907.98            | Agency Collateralized Mortgage Obligation |
| FHLMC  MSCR TRUST MN3          B-1    20511127 FLT | 2051-11-27      | 11.0328% | 0.0000% | $8250000.00        | $8752192.89        | Agency Collateralized Mortgage Obligation |
| FNRM CL044AC R20F044                               | 2050-07-25      | 2.0000%  | 0.0000% | $10400000.00       | $6510968.34        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2051-08-25      | 2.0000%  | 0.0000% | $750000.00         | $432644.00         | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2054-12-25      | 5.6828%  | 0.0000% | $9972976.00        | $7447312.17        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2051-08-25      | 2.0000%  | 0.0000% | $144919.00         | $83743.57          | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB70         A-10H  20391025 FLT | 2039-10-25      | 2.4500%  | 0.0000% | $5600000.00        | $3134760.79        | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2054-04-25      | 5.1328%  | 0.0000% | $25000000.00       | $17666640.71       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-155       A-2    20330425 FLT | 2033-04-25      | 4.2500%  | 0.0000% | $10999000.00       | $11045104.13       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2019-SB69         A-10H  20390925 FLT | 2039-09-25      | 2.5500%  | 0.0000% | $9000000.00        | $6101540.34        | Agency Collateralized Mortgage Obligation |
| GNRA 2017-3O HA                                    | 2067-01-20      | 3.0000%  | 0.0000% | $3400000.00        | $657102.99         | Agency Collateralized Mortgage Obligation |
| GNRA 2022-06O AB                                   | 2067-07-20      | 3.8930%  | 0.0000% | $4400000.00        | $278455.31         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-W07       A-2    20280925 FLT | 2028-09-25      | 3.6500%  | 0.0000% | $2437000.00        | $2425294.28        | Agency Collateralized Mortgage Obligation |
| GNRA 2011-H11 FB                                   | 2061-04-20      | 4.8870%  | 0.0000% | $2673596.00        | $99131.82          | Agency Collateralized Mortgage Obligation |
| GNRA 2012-H20 PT                                   | 2062-07-20      | 4.8947%  | 0.0000% | $100000.00         | $1295.76           | Agency Collateralized Mortgage Obligation |
| GNRA 2015-0O FC                                    | 2065-04-20      | 4.8670%  | 0.0000% | $344994.00         | $51300.05          | Agency Collateralized Mortgage Obligation |
| GNRA 2023-03O FA                                   | 2073-02-20      | 5.0538%  | 0.0000% | $503697.00         | $491789.55         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-04O FC                                   | 2075-01-20      | 4.8338%  | 0.0000% | $34650000.00       | $27527561.73       | Agency Collateralized Mortgage Obligation |
| GNRM 2016-110 AC                                   | 2053-09-16      | 2.0500%  | 0.0000% | $100000.00         | $4988.12           | Agency Collateralized Mortgage Obligation |
| GNRM 2025-170 A                                    | 2051-06-20      | 5.0000%  | 0.0000% | $68807168.00       | $69255423.79       | Agency Collateralized Mortgage Obligation |
| GNRM 2023-149 QM                                   | 2053-10-20      | 7.5000%  | 0.0000% | $38717376.00       | $37965553.95       | Agency Collateralized Mortgage Obligation |
| GNRA 2017-53 WA                                    | 2036-06-20      | 4.5056%  | 0.0000% | $2750848.00        | $205541.45         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-060 FA                                   | 2053-04-20      | 5.0838%  | 0.0000% | $144821000.00      | $82469882.91       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-079 FB                                   | 2053-06-20      | 5.3338%  | 0.0000% | $100000000.00      | $61775137.75       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-083 FE                                   | 2055-05-20      | 5.5838%  | 0.0000% | $20000000.00       | $17598589.67       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-013 B                                    | 2054-01-20      | 5.5000%  | 0.0000% | $49999999.00       | $50594365.69       | Agency Collateralized Mortgage Obligation |
| FNRM CL053DV R25F053                               | 2036-06-25      | 5.2500%  | 0.0000% | $18883904.00       | $18767155.48       | Agency Collateralized Mortgage Obligation |
| FNRM RC069EG R17F069                               | 2047-09-25      | 3.0000%  | 0.0000% | $7950000.00        | $1341097.68        | Agency Collateralized Mortgage Obligation |
| FNRM CL079HT R25F079                               | 2049-11-25      | 3.0000%  | 0.0000% | $24592128.00       | $20822190.03       | Agency Collateralized Mortgage Obligation |
| GNRA 2018-1O FA                                    | 2068-02-20      | 4.8307%  | 0.0000% | $1481000.00        | $385577.27         | Agency Collateralized Mortgage Obligation |
| GNRA 2012-H08 FC                                   | 2062-04-20      | 4.9570%  | 0.0000% | $6712888.00        | $230839.32         | Agency Collateralized Mortgage Obligation |
| GNRA 2014-21O FA                                   | 2064-10-20      | 5.0370%  | 0.0000% | $1357560.00        | $229268.47         | Agency Collateralized Mortgage Obligation |
| GNRA 2019-4O DF                                    | 2069-08-20      | 5.3870%  | 0.0000% | $9769440.00        | $5598829.32        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-190 FJ                                   | 2052-11-20      | 5.2338%  | 0.0000% | $25000000.00       | $14031198.98       | Agency Collateralized Mortgage Obligation |
| GNRA 2018-9O FA                                    | 2068-04-20      | 4.9774%  | 0.0000% | $2600000.00        | $925510.21         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-135 FN                                   | 2055-08-20      | 5.2638%  | 0.0000% | $7124000.00        | $7131103.51        | Agency Collateralized Mortgage Obligation |

### Security 296: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 4.070000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8QR4, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP1C8QR4
- **C.18 - Value (incl. sponsor support):** $641000000.00
- **C.18.a - Value (excl. sponsor support):** $641000000.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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% | $951400.00         | $895107.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 0.3750%  | 0.0000% | $683900.00         | $908103.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $20958500.00       | $22240545.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-15      | 4.6250%  | 0.0000% | $10300.00          | $10389.03          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $18000.00          | $19241.37          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 1.3750%  | 0.0000% | $100.00            | $66.43             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 4.0000%  | 0.0000% | $28707100.00       | $29156260.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $300.00            | $295.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $330000.00         | $345302.33         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 4.8750%  | 0.0000% | $26342700.00       | $26895029.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $7473500.00        | $7334136.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $120800.00         | $125004.55         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $200.00            | $204.29            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 0.7500%  | 0.0000% | $6300.00           | $7199.80           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-29      | 0.0000%  | 0.0000% | $4818700.00        | $4647404.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 2.1250%  | 0.0000% | $5269500.00        | $7823397.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-11      | 0.0000%  | 0.0000% | $1275400.00        | $1270193.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $200.00            | $195.43            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | 0.0000% | $489100.00         | $387513.97         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.6250%  | 0.0000% | $200.00            | $215.65            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | 0.0000% | $502400.00         | $519072.45         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | 0.0000% | $17108600.00       | $16244214.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 2.5000%  | 0.0000% | $13000.00          | $12998.11          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $111900.00         | $113792.90         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $486600.00         | $506337.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $1577500.00        | $1593326.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 3.6250%  | 0.0000% | $143200.00         | $143566.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-29      | 0.0000%  | 0.0000% | $8922400.00        | $8841759.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $605600.00         | $623578.03         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $200.00            | $214.70            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $55807600.00       | $55074058.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-15      | 0.1250%  | 0.0000% | $1000.00           | $1198.29           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-05      | 0.0000%  | 0.0000% | $3100.00           | $3060.78           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $100.00            | $69.87             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $300.00            | $305.82            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $7689000.00        | $7954183.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $2459100.00        | $2560928.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.1250%  | 0.0000% | $13000.00          | $13047.16          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $100.00            | $103.00            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 1.6250%  | 0.0000% | $200.00            | $199.40            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.0000%  | 0.0000% | $51760400.00       | $50814789.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-10      | 0.0000%  | 0.0000% | $25376700.00       | $25114482.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-24      | 0.0000%  | 0.0000% | $257100.00         | $254061.85         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-09      | 0.0000%  | 0.0000% | $12900.00          | $12850.50          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $59217300.00       | $58957994.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $2749400.00        | $2836534.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-15      | 3.3750%  | 0.0000% | $300000.00         | $610684.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | 0.0000% | $18235000.00       | $18538771.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 4.5000%  | 0.0000% | $1000.00           | $1018.01           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $983700.00         | $1034371.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | 0.0000% | $100.00            | $87.46             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $100.00            | $93.36             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $101999000.00      | $99658817.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | 0.0000% | $821400.00         | $690636.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $14136500.00       | $14257447.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-01      | 0.0000%  | 0.0000% | $2444500.00        | $2363684.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $17118800.00       | $16793991.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-02-15      | 4.7500%  | 0.0000% | $1997100.00        | $2125227.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 2.1250%  | 0.0000% | $200.00            | $303.38            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 4.5000%  | 0.0000% | $481900.00         | $503796.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $5477200.00        | $5598793.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 0.7500%  | 0.0000% | $754100.00         | $966695.96         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $466100.00         | $469661.94         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $773400.00         | $799935.24         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-31      | 3.8750%  | 0.0000% | $152500.00         | $153421.97         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | 0.0000% | $200.00            | $204.52            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $2202000.00        | $2253599.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $49900000.00       | $48659585.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 4.1250%  | 0.0000% | $487900.00         | $495412.44         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 4.2500%  | 0.0000% | $57975900.00       | $59147660.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $39012500.00       | $38766691.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $4581000.00        | $4865312.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.7500%  | 0.0000% | $231900.00         | $228424.28         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 0.1250%  | 0.0000% | $466800.00         | $572661.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $300.00            | $393.72            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $100.00            | $81.43             | U.S. Treasuries (including strips) |

### Security 297: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8QS2, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1C8QS2
- **C.18 - Value (incl. sponsor support):** $768000000.00
- **C.18.a - Value (excl. sponsor support):** $768000000.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? 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 MA6475 M     | 2050-02-20      | 3.5000%  | 0.0000% | $3174190.00        | $435054.30         | Agency Mortgage-Backed Securities |
| GNII SF MA6821 M     | 2050-08-20      | 3.5000%  | 0.0000% | $912123.00         | $250212.55         | Agency Mortgage-Backed Securities |
| GNII SF MA2894 M     | 2045-06-20      | 4.5000%  | 0.0000% | $742466.00         | $51120.27          | Agency Mortgage-Backed Securities |
| GNII SF MA6936 M     | 2050-10-20      | 5.0000%  | 0.0000% | $75000.00          | $20613.58          | Agency Mortgage-Backed Securities |
| GNII SF MA6340 M     | 2049-12-20      | 4.0000%  | 0.0000% | $754906.00         | $107136.56         | Agency Mortgage-Backed Securities |
| GNII SF MA4126 M     | 2046-11-20      | 3.0000%  | 0.0000% | $1025000.00        | $142348.06         | Agency Mortgage-Backed Securities |
| GNII SF MA6282 M     | 2049-11-20      | 2.5000%  | 0.0000% | $7252000.00        | $1338842.54        | Agency Mortgage-Backed Securities |
| GNII SF MA4963 M     | 2047-12-20      | 4.0000%  | 0.0000% | $1210000.00        | $123954.26         | Agency Mortgage-Backed Securities |
| GNII SF MA5818 M     | 2049-03-20      | 4.5000%  | 0.0000% | $318981.00         | $24257.17          | Agency Mortgage-Backed Securities |
| GNII SF MA0933 M     | 2043-04-20      | 3.0000%  | 0.0000% | $260000.00         | $28285.15          | Agency Mortgage-Backed Securities |
| GNII SF DN3654 C     | 2055-10-20      | 5.5000%  | 0.0000% | $8515797.00        | $8705804.30        | Agency Mortgage-Backed Securities |
| GNII SF MB0342 M     | 2040-05-20      | 6.0000%  | 0.0000% | $881673.00         | $862900.48         | Agency Mortgage-Backed Securities |
| GNII SF MA4962 M     | 2048-01-20      | 3.5000%  | 0.0000% | $477000.00         | $56383.62          | Agency Mortgage-Backed Securities |
| GNII SF MA3939 M     | 2046-09-20      | 4.5000%  | 0.0000% | $4100000.00        | $405842.48         | Agency Mortgage-Backed Securities |
| GNII SF MA4450 M     | 2047-05-20      | 3.0000%  | 0.0000% | $125000.00         | $17909.52          | Agency Mortgage-Backed Securities |
| GNII SF MA4125 M     | 2046-12-20      | 2.5000%  | 0.0000% | $1593982.00        | $273231.05         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS9300 | 2054-10-01      | 6.0000%  | 0.0000% | $15736316.00       | $15013872.94       | Agency Mortgage-Backed Securities |
| GNMI SF AQ0483 X     | 2046-03-15      | 4.5000%  | 0.0000% | $1721260.00        | $51481.53          | Agency Mortgage-Backed Securities |
| GNMI SF BC8968 X     | 2047-10-15      | 4.5000%  | 0.0000% | $745841.00         | $102110.16         | Agency Mortgage-Backed Securities |
| GNII SF MA9666 M     | 2054-05-20      | 4.5000%  | 0.0000% | $961728.00         | $900703.56         | Agency Mortgage-Backed Securities |
| GNII SF MA9366 M     | 2053-12-20      | 7.5000%  | 0.0000% | $95328.00          | $23550.73          | Agency Mortgage-Backed Securities |
| GNII SF MA9603 M     | 2054-04-20      | 4.5000%  | 0.0000% | $18985229.00       | $17766868.16       | Agency Mortgage-Backed Securities |
| GNMI SF BD7509 X     | 2047-11-15      | 4.5000%  | 0.0000% | $1306267.00        | $424788.31         | Agency Mortgage-Backed Securities |
| GNMI SF BC7280 X     | 2047-08-15      | 4.5000%  | 0.0000% | $701416.00         | $68225.56          | Agency Mortgage-Backed Securities |
| GNMI SF AO9345 X     | 2045-12-15      | 4.5000%  | 0.0000% | $459218.00         | $33823.15          | Agency Mortgage-Backed Securities |
| GNMI SF AD1713 X     | 2043-02-15      | 2.5000%  | 0.0000% | $950633.00         | $151131.04         | Agency Mortgage-Backed Securities |
| GNII SF DL9137 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1664594.00        | $1741150.29        | Agency Mortgage-Backed Securities |
| GNII SF MA9608 M     | 2054-04-20      | 7.0000%  | 0.0000% | $421111.00         | $182751.27         | Agency Mortgage-Backed Securities |
| GNMI SF BC3744 X     | 2047-09-15      | 4.5000%  | 0.0000% | $1658221.00        | $127372.02         | Agency Mortgage-Backed Securities |
| GNMI SF AF3771 X     | 2043-09-15      | 4.0000%  | 0.0000% | $1499342.00        | $72430.29          | Agency Mortgage-Backed Securities |
| GNII SF AO6437 C     | 2045-08-20      | 3.5000%  | 0.0000% | $1838768.00        | $429631.29         | Agency Mortgage-Backed Securities |
| GNII SF MA1447 M     | 2043-11-20      | 3.0000%  | 0.0000% | $365000.00         | $50761.08          | Agency Mortgage-Backed Securities |
| GNII SF MA1839 M     | 2044-04-20      | 4.0000%  | 0.0000% | $75000.00          | $4559.97           | Agency Mortgage-Backed Securities |
| GNII SF MA2676 M     | 2045-03-20      | 2.5000%  | 0.0000% | $1547281.00        | $246700.26         | Agency Mortgage-Backed Securities |
| GNII SF MA4198 M     | 2047-01-20      | 4.5000%  | 0.0000% | $8726000.00        | $888673.59         | Agency Mortgage-Backed Securities |
| GNII SF MA0027 M     | 2042-04-20      | 6.0000%  | 0.0000% | $181067.00         | $3845.97           | Agency Mortgage-Backed Securities |
| GNII SF MA4195 M     | 2047-01-20      | 3.0000%  | 0.0000% | $1785000.00        | $251420.37         | Agency Mortgage-Backed Securities |
| GNII SF MA0784 M     | 2043-02-20      | 4.0000%  | 0.0000% | $300000.00         | $26448.17          | Agency Mortgage-Backed Securities |
| GNMI SF BP1506 X     | 2049-08-15      | 4.5000%  | 0.0000% | $25187.00          | $1664.73           | Agency Mortgage-Backed Securities |
| GNII SF AB9541 C     | 2042-12-20      | 3.5000%  | 0.0000% | $45088.00          | $3657.32           | Agency Mortgage-Backed Securities |
| GNMI SF BQ1140 X     | 2049-11-15      | 3.0000%  | 0.0000% | $1896.00           | $314.63            | Agency Mortgage-Backed Securities |
| GNII SF MA3378 M     | 2045-12-20      | 4.5000%  | 0.0000% | $656660.00         | $49897.89          | Agency Mortgage-Backed Securities |
| GNMI SF 771471 X     | 2041-11-15      | 4.0000%  | 0.0000% | $150000.00         | $4322.22           | Agency Mortgage-Backed Securities |
| GNII SF BF1065 C     | 2048-01-20      | 4.0000%  | 0.0000% | $11000000.00       | $1044326.96        | Agency Mortgage-Backed Securities |
| GNMI SF BA0224 X     | 2047-06-15      | 4.5000%  | 0.0000% | $2174216.00        | $60596.57          | Agency Mortgage-Backed Securities |
| GNMI SF BD4784 X     | 2047-11-15      | 3.5000%  | 0.0000% | $8449266.00        | $695637.13         | Agency Mortgage-Backed Securities |
| GNII SF MA1225 M     | 2043-08-20      | 4.0000%  | 0.0000% | $10658545.00       | $630599.49         | Agency Mortgage-Backed Securities |
| GNII SF MA2827 M     | 2045-05-20      | 4.0000%  | 0.0000% | $23578080.00       | $2060589.65        | Agency Mortgage-Backed Securities |
| GNII SF MA4194 M     | 2047-01-20      | 2.5000%  | 0.0000% | $1023542.00        | $169647.76         | Agency Mortgage-Backed Securities |
| GNII SF DK3035 C     | 2055-07-20      | 6.5000%  | 0.0000% | $3460581.00        | $3619386.01        | Agency Mortgage-Backed Securities |
| GNII SF DK7359 C     | 2055-07-20      | 6.0000%  | 0.0000% | $1681916.00        | $1732988.90        | Agency Mortgage-Backed Securities |
| GNII SF MA6767 M     | 2050-07-20      | 3.5000%  | 0.0000% | $700000.00         | $176882.57         | Agency Mortgage-Backed Securities |
| GNII SF MA7057 M     | 2050-12-20      | 5.0000%  | 0.0000% | $40000.00          | $10393.94          | Agency Mortgage-Backed Securities |
| GNII SF MA7649 M     | 2051-10-20      | 2.5000%  | 0.0000% | $309668791.00      | $189081777.75      | Agency Mortgage-Backed Securities |
| GNII SF MA1679 M     | 2044-02-20      | 4.5000%  | 0.0000% | $500000.00         | $34466.55          | Agency Mortgage-Backed Securities |
| GNII SF MA8150 M     | 2052-07-20      | 4.0000%  | 0.0000% | $25000.00          | $18606.56          | Agency Mortgage-Backed Securities |
| GNII SF MA7938 M     | 2052-03-20      | 3.5000%  | 0.0000% | $8000.00           | $5557.92           | Agency Mortgage-Backed Securities |
| GNII SF MA8148 M     | 2052-07-20      | 3.0000%  | 0.0000% | $1000.00           | $671.10            | Agency Mortgage-Backed Securities |
| GNII SF MA9018 M     | 2053-07-20      | 6.0000%  | 0.0000% | $628474.00         | $403593.02         | Agency Mortgage-Backed Securities |
| GNMI SF AA5947 X     | 2042-12-15      | 2.5000%  | 0.0000% | $1019837.00        | $120516.70         | Agency Mortgage-Backed Securities |
| GNMI SF BS5197 X     | 2050-01-15      | 4.5000%  | 0.0000% | $501295.00         | $37743.87          | Agency Mortgage-Backed Securities |
| GNMI SF 779942 X     | 2026-11-15      | 3.0000%  | 0.0000% | $998157.00         | $4933.79           | Agency Mortgage-Backed Securities |
| GNII SF BF9479 C     | 2048-03-20      | 4.0000%  | 0.0000% | $186000.00         | $31299.24          | Agency Mortgage-Backed Securities |
| GNMI SF 775131 X     | 2041-09-15      | 4.0000%  | 0.0000% | $10230000.00       | $799683.36         | Agency Mortgage-Backed Securities |
| GNII SF MA0934 M     | 2043-04-20      | 3.5000%  | 0.0000% | $14566000.00       | $1323713.66        | Agency Mortgage-Backed Securities |
| GNII SF MA0391 M     | 2042-09-20      | 3.0000%  | 0.0000% | $524611.00         | $55179.50          | Agency Mortgage-Backed Securities |
| GNII SF MA4509 M     | 2046-12-20      | 3.0000%  | 0.0000% | $6443926.00        | $892470.70         | Agency Mortgage-Backed Securities |
| GNII SF MA4900 M     | 2047-12-20      | 3.5000%  | 0.0000% | $852000.00         | $106225.96         | Agency Mortgage-Backed Securities |
| GNII SF MA3520 M     | 2046-03-20      | 3.0000%  | 0.0000% | $817745.00         | $87140.11          | Agency Mortgage-Backed Securities |
| GNII SF MA5265 M     | 2048-05-20      | 4.5000%  | 0.0000% | $1000000.00        | $73048.14          | Agency Mortgage-Backed Securities |
| GNMI SF AA5387 X     | 2042-06-15      | 3.0000%  | 0.0000% | $1000000.00        | $82745.14          | Agency Mortgage-Backed Securities |
| GNII SF MA0624 M     | 2042-12-20      | 3.0000%  | 0.0000% | $2079089.00        | $226453.67         | Agency Mortgage-Backed Securities |
| GNII SF MA3453 M     | 2046-02-20      | 3.0000%  | 0.0000% | $3900000.00        | $483049.49         | Agency Mortgage-Backed Securities |
| GNII SF MA2891 M     | 2045-06-20      | 3.0000%  | 0.0000% | $7352000.00        | $726190.32         | Agency Mortgage-Backed Securities |
| GNII SF MA1920 M     | 2044-05-20      | 4.0000%  | 0.0000% | $3516040.00        | $203818.65         | Agency Mortgage-Backed Securities |
| GNII SF MA4718 M     | 2047-09-20      | 3.0000%  | 0.0000% | $4066000.00        | $596173.58         | Agency Mortgage-Backed Securities |
| GNMI SF AB8367 X     | 2043-02-15      | 2.5000%  | 0.0000% | $259518.00         | $34604.40          | Agency Mortgage-Backed Securities |
| GNMI SF BU8662 X     | 2050-07-15      | 2.5000%  | 0.0000% | $1594133.00        | $628829.41         | Agency Mortgage-Backed Securities |
| GNII SF MA0319 M     | 2042-08-20      | 4.0000%  | 0.0000% | $1112725.00        | $70920.51          | Agency Mortgage-Backed Securities |
| GNII SF MA4965 M     | 2048-01-20      | 5.0000%  | 0.0000% | $4294683.00        | $419999.85         | Agency Mortgage-Backed Securities |
| GNII SF MA4839 M     | 2047-11-20      | 4.5000%  | 0.0000% | $1403000.00        | $137710.26         | Agency Mortgage-Backed Securities |
| GNII SF MA4835 M     | 2047-11-20      | 2.5000%  | 0.0000% | $200000.00         | $60166.71          | Agency Mortgage-Backed Securities |
| GNII SF MA4899 M     | 2047-12-20      | 3.0000%  | 0.0000% | $15000000.00       | $2110252.20        | Agency Mortgage-Backed Securities |
| GNII SF MA4721 M     | 2047-09-20      | 4.5000%  | 0.0000% | $6554155.00        | $603670.42         | Agency Mortgage-Backed Securities |
| GNII SF MA2223 M     | 2044-09-20      | 3.5000%  | 0.0000% | $1825000.00        | $140054.68         | Agency Mortgage-Backed Securities |
| GNMI SF AC3733 X     | 2042-12-15      | 2.5000%  | 0.0000% | $316792.00         | $42759.52          | Agency Mortgage-Backed Securities |
| GNII SF MA4901 M     | 2047-12-20      | 4.0000%  | 0.0000% | $8661214.00        | $944018.93         | Agency Mortgage-Backed Securities |
| GNII SF MA2303 M     | 2044-10-20      | 3.5000%  | 0.0000% | $8929000.00        | $658168.08         | Agency Mortgage-Backed Securities |
| GNII SF MA5140 M     | 2048-04-20      | 5.5000%  | 0.0000% | $6103781.00        | $672102.21         | Agency Mortgage-Backed Securities |
| GNII SF MA4261 M     | 2047-02-20      | 3.0000%  | 0.0000% | $1500000.00        | $230803.85         | Agency Mortgage-Backed Securities |
| GNII SF MA4002 M     | 2046-10-20      | 2.5000%  | 0.0000% | $500000.00         | $78065.32          | Agency Mortgage-Backed Securities |
| GNII SF MA1012 M     | 2043-05-20      | 3.5000%  | 0.0000% | $3113495.00        | $315165.97         | Agency Mortgage-Backed Securities |
| GNII SF MA5467 M     | 2048-09-20      | 4.5000%  | 0.0000% | $500000.00         | $38752.70          | Agency Mortgage-Backed Securities |
| GNII SF MA5876 M     | 2049-04-20      | 4.0000%  | 0.0000% | $2700000.00        | $211522.61         | Agency Mortgage-Backed Securities |
| GNII SF MA5079 M     | 2048-03-20      | 4.5000%  | 0.0000% | $842414.00         | $75076.53          | Agency Mortgage-Backed Securities |
| GNII SF MA3801 M     | 2046-07-20      | 2.5000%  | 0.0000% | $1800000.00        | $368283.60         | Agency Mortgage-Backed Securities |
| GNMI SF AD0999 X     | 2043-05-15      | 2.5000%  | 0.0000% | $713726.00         | $132016.76         | Agency Mortgage-Backed Securities |
| GNII SF AM4381 C     | 2045-05-20      | 3.5000%  | 0.0000% | $1230816.00        | $199865.93         | Agency Mortgage-Backed Securities |
| GNII SF CP6904 C     | 2052-10-20      | 5.0000%  | 0.0000% | $2228473.00        | $1950787.34        | Agency Mortgage-Backed Securities |
| GNMI SF BE6271 X     | 2048-03-15      | 3.5000%  | 0.0000% | $218633.00         | $94114.27          | Agency Mortgage-Backed Securities |
| GNII SF MA9728 M     | 2054-05-20      | 7.0000%  | 0.0000% | $1387827.00        | $595851.10         | Agency Mortgage-Backed Securities |
| GNMI SF BB7228 X     | 2047-09-15      | 4.5000%  | 0.0000% | $3247809.00        | $187977.19         | Agency Mortgage-Backed Securities |
| GNII SF BF9523 C     | 2048-04-20      | 4.0000%  | 0.0000% | $226000.00         | $42360.29          | Agency Mortgage-Backed Securities |
| GNII SF BF9563 C     | 2048-04-20      | 4.0000%  | 0.0000% | $56000.00          | $13808.05          | Agency Mortgage-Backed Securities |
| GNII SF AO7682 C     | 2045-08-20      | 4.0000%  | 0.0000% | $10255000.00       | $1842433.34        | Agency Mortgage-Backed Securities |
| GNMI SF BT9206 X     | 2050-04-15      | 3.5000%  | 0.0000% | $134152.00         | $38029.44          | Agency Mortgage-Backed Securities |
| GNMI SF BT9028 X     | 2050-03-15      | 3.5000%  | 0.0000% | $2968210.00        | $285162.82         | Agency Mortgage-Backed Securities |
| GNMI SF BQ7371 X     | 2049-11-15      | 3.5000%  | 0.0000% | $2627673.00        | $352331.26         | Agency Mortgage-Backed Securities |
| GNMI SF BC2040 X     | 2047-08-15      | 4.5000%  | 0.0000% | $1393877.00        | $110667.53         | Agency Mortgage-Backed Securities |
| GNMI SF BA2485 X     | 2047-04-15      | 4.5000%  | 0.0000% | $242229.00         | $20656.75          | Agency Mortgage-Backed Securities |
| GNMI SF BC8961 X     | 2047-10-15      | 4.5000%  | 0.0000% | $226493.00         | $17885.57          | Agency Mortgage-Backed Securities |
| GNMI SF BQ8587 X     | 2049-10-15      | 3.5000%  | 0.0000% | $31552.00          | $4088.27           | Agency Mortgage-Backed Securities |
| GNMI SF AD6340 X     | 2047-08-15      | 2.5000%  | 0.0000% | $102392.00         | $52310.44          | Agency Mortgage-Backed Securities |
| GNMI SF AJ6678 X     | 2044-09-15      | 4.0000%  | 0.0000% | $1115837.00        | $132248.38         | Agency Mortgage-Backed Securities |
| GNII SF MA5597 M     | 2048-11-20      | 5.0000%  | 0.0000% | $50135532.00       | $3046341.96        | Agency Mortgage-Backed Securities |
| GNII SF MA3172 M     | 2045-10-20      | 3.0000%  | 0.0000% | $3650000.00        | $400693.13         | Agency Mortgage-Backed Securities |
| GNII SF MA9962 M     | 2054-10-20      | 4.0000%  | 0.0000% | $23024488.00       | $21147154.19       | Agency Mortgage-Backed Securities |
| GNMI SF AL3131 X     | 2045-02-15      | 4.0000%  | 0.0000% | $1771550.00        | $372814.26         | Agency Mortgage-Backed Securities |
| GNII SF DJ8203 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1004646.00        | $1050759.36        | Agency Mortgage-Backed Securities |
| GNII SF DK2960 C     | 2055-06-20      | 6.0000%  | 0.0000% | $3046546.00        | $3137261.00        | Agency Mortgage-Backed Securities |
| GNII SF DM9599 C     | 2055-10-20      | 5.5000%  | 0.0000% | $6683683.00        | $6851552.61        | Agency Mortgage-Backed Securities |
| GNMI SF BR6259 X     | 2050-01-15      | 3.5000%  | 0.0000% | $3227305.00        | $97220.38          | Agency Mortgage-Backed Securities |
| GNMI SF CJ2163 X     | 2052-04-15      | 3.0000%  | 0.0000% | $1733518.00        | $1322440.45        | Agency Mortgage-Backed Securities |
| GNMI SF BQ7186 X     | 2049-10-15      | 3.5000%  | 0.0000% | $1929066.00        | $204485.51         | Agency Mortgage-Backed Securities |
| GNMI SF BD7115 X     | 2047-11-15      | 4.5000%  | 0.0000% | $1960162.00        | $379489.36         | Agency Mortgage-Backed Securities |
| GNMI SF CK0445 X     | 2052-02-15      | 4.0000%  | 0.0000% | $87912.00          | $57321.07          | Agency Mortgage-Backed Securities |
| GNII SF MA3174 M     | 2045-10-20      | 4.0000%  | 0.0000% | $50000.00          | $3809.66           | Agency Mortgage-Backed Securities |
| GNII SF MA1376 M     | 2043-10-20      | 4.0000%  | 0.0000% | $287916.00         | $16134.08          | Agency Mortgage-Backed Securities |
| GNII SF MA5709 M     | 2049-01-20      | 3.5000%  | 0.0000% | $1033496.00        | $135697.53         | Agency Mortgage-Backed Securities |
| GNII SF MA5018 M     | 2048-02-20      | 3.0000%  | 0.0000% | $12137360.00       | $1698791.13        | Agency Mortgage-Backed Securities |
| GNII SF MA6286 M     | 2049-10-20      | 4.5000%  | 0.0000% | $23000.00          | $3030.44           | Agency Mortgage-Backed Securities |
| GNII SF MA3735 M     | 2046-06-20      | 3.0000%  | 0.0000% | $776000.00         | $90223.13          | Agency Mortgage-Backed Securities |
| GNII SF MA5330 M     | 2048-07-20      | 4.0000%  | 0.0000% | $325000.00         | $29580.93          | Agency Mortgage-Backed Securities |
| GNII SF MA3245 M     | 2045-11-20      | 4.0000%  | 0.0000% | $1000.00           | $80.18             | Agency Mortgage-Backed Securities |
| GNII SF MA4323 M     | 2047-02-20      | 4.5000%  | 0.0000% | $3300000.00        | $260634.17         | Agency Mortgage-Backed Securities |
| GNII SF MA2756 M     | 2045-04-20      | 4.5000%  | 0.0000% | $518250.00         | $34585.98          | Agency Mortgage-Backed Securities |
| GNII SF MA6221 M     | 2049-08-20      | 4.5000%  | 0.0000% | $3848755.00        | $466137.57         | Agency Mortgage-Backed Securities |
| GNII SF MA5398 M     | 2048-08-20      | 4.0000%  | 0.0000% | $2650000.00        | $250746.16         | Agency Mortgage-Backed Securities |
| GNII SF MA2075 M     | 2044-07-20      | 4.5000%  | 0.0000% | $203378.00         | $13952.34          | Agency Mortgage-Backed Securities |
| GNMI SF AE3318 X     | 2046-07-15      | 2.5000%  | 0.0000% | $104164.00         | $66282.80          | Agency Mortgage-Backed Securities |
| GNII SF MA2074 M     | 2044-07-20      | 4.0000%  | 0.0000% | $2935881.00        | $186414.39         | Agency Mortgage-Backed Securities |
| GNII SF MA4380 M     | 2047-03-20      | 2.5000%  | 0.0000% | $1400000.00        | $358881.25         | Agency Mortgage-Backed Securities |
| GNII SF MA4587 M     | 2047-07-20      | 4.0000%  | 0.0000% | $3200000.00        | $314470.03         | Agency Mortgage-Backed Securities |
| GNII SF MA4320 M     | 2047-01-20      | 3.0000%  | 0.0000% | $1110000.00        | $163028.46         | Agency Mortgage-Backed Securities |
| GNMI SF AM2757 X     | 2045-04-15      | 4.0000%  | 0.0000% | $658564.00         | $75045.57          | Agency Mortgage-Backed Securities |
| GNII SF MA5712 M     | 2049-01-20      | 5.0000%  | 0.0000% | $19175511.00       | $1145036.98        | Agency Mortgage-Backed Securities |
| GNMI SF AP5305 X     | 2046-01-15      | 5.0000%  | 0.0000% | $4263052.00        | $153915.13         | Agency Mortgage-Backed Securities |
| GNII SF MA6545 M     | 2050-03-20      | 5.0000%  | 0.0000% | $71539.00          | $9736.53           | Agency Mortgage-Backed Securities |
| GNII SF MA6091 M     | 2049-07-20      | 4.0000%  | 0.0000% | $1300000.00        | $143500.61         | Agency Mortgage-Backed Securities |
| GNII SF MA6042 M     | 2049-06-20      | 5.0000%  | 0.0000% | $2311.00           | $210.39            | Agency Mortgage-Backed Securities |
| GNII SF MA9909 M     | 2054-09-20      | 7.0000%  | 0.0000% | $22949.00          | $13142.33          | Agency Mortgage-Backed Securities |
| GNII SF MA5135 M     | 2048-04-20      | 3.0000%  | 0.0000% | $962208.00         | $150356.75         | Agency Mortgage-Backed Securities |
| GNII SF MA1523 M     | 2043-12-20      | 4.5000%  | 0.0000% | $315000.00         | $22107.51          | Agency Mortgage-Backed Securities |
| GNII SF MA0462 M     | 2042-10-20      | 3.5000%  | 0.0000% | $10600000.00       | $926715.03         | Agency Mortgage-Backed Securities |
| GNMI SF AB5980 X     | 2045-12-15      | 4.5000%  | 0.0000% | $948991.00         | $43472.54          | Agency Mortgage-Backed Securities |
| GNMI SF AB5966 X     | 2045-09-15      | 4.5000%  | 0.0000% | $3399703.00        | $44395.77          | Agency Mortgage-Backed Securities |
| GNMI SF 770409 X     | 2041-06-15      | 4.5000%  | 0.0000% | $569403.00         | $7900.90           | Agency Mortgage-Backed Securities |
| GNII SF MA1677 M     | 2044-02-20      | 3.5000%  | 0.0000% | $8970474.00        | $751635.95         | Agency Mortgage-Backed Securities |
| GNMI SF 779384 X     | 2042-06-15      | 3.5000%  | 0.0000% | $1000000.00        | $96651.99          | Agency Mortgage-Backed Securities |
| GNII SF MA0021 M     | 2042-04-20      | 3.0000%  | 0.0000% | $25000.00          | $2049.53           | Agency Mortgage-Backed Securities |
| GNII SF MA0935 M     | 2043-04-20      | 4.0000%  | 0.0000% | $320000.00         | $26341.66          | Agency Mortgage-Backed Securities |
| GNII SF MA0220 M     | 2042-07-20      | 3.5000%  | 0.0000% | $81000.00          | $6218.99           | Agency Mortgage-Backed Securities |
| GNII SF MA1092 M     | 2043-06-20      | 4.5000%  | 0.0000% | $320000.00         | $23072.41          | Agency Mortgage-Backed Securities |
| GNMI SF AE3297 X     | 2046-10-15      | 2.5000%  | 0.0000% | $104280.00         | $49284.16          | Agency Mortgage-Backed Securities |
| GNMI SF AM8650 X     | 2045-05-15      | 4.0000%  | 0.0000% | $1035508.00        | $339039.66         | Agency Mortgage-Backed Securities |
| GNMI SF CK8182 X     | 2052-02-15      | 4.0000%  | 0.0000% | $49812.00          | $38245.82          | Agency Mortgage-Backed Securities |
| GNMI SF AH8961 X     | 2044-09-15      | 4.0000%  | 0.0000% | $36599.00          | $13082.65          | Agency Mortgage-Backed Securities |
| GNII SF AK1020 C     | 2044-10-20      | 3.5000%  | 0.0000% | $1012539.00        | $77158.36          | Agency Mortgage-Backed Securities |
| GNMI SF AE9868 X     | 2043-06-15      | 2.5000%  | 0.0000% | $306384.00         | $75118.97          | Agency Mortgage-Backed Securities |
| GNII SF DL4471 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1601786.00        | $1680768.11        | Agency Mortgage-Backed Securities |
| GNII SF MB0147 M     | 2055-01-20      | 5.5000%  | 0.0000% | $128483670.00      | $120811679.46      | Agency Mortgage-Backed Securities |
| GNII SF MA5653 M     | 2048-12-20      | 5.0000%  | 0.0000% | $3095278.00        | $191787.80         | Agency Mortgage-Backed Securities |
| GNII SF MA5878 M     | 2049-03-20      | 5.0000%  | 0.0000% | $13449.00          | $1017.30           | Agency Mortgage-Backed Securities |
| GNII SF MA4322 M     | 2047-03-20      | 4.0000%  | 0.0000% | $4500881.00        | $399201.15         | Agency Mortgage-Backed Securities |
| GNII SF MA5262 M     | 2048-06-20      | 3.0000%  | 0.0000% | $65281.00          | $10035.31          | Agency Mortgage-Backed Securities |
| GNII SF MA5764 M     | 2049-02-20      | 4.5000%  | 0.0000% | $6823116.00        | $505050.35         | Agency Mortgage-Backed Securities |
| GNII SF MA6089 M     | 2049-07-20      | 3.0000%  | 0.0000% | $3265000.00        | $446568.93         | Agency Mortgage-Backed Securities |
| GNII SF MA7650 M     | 2051-10-20      | 3.0000%  | 0.0000% | $6000.00           | $3544.79           | Agency Mortgage-Backed Securities |
| GNII SF MA7988 M     | 2052-04-20      | 3.0000%  | 0.0000% | $1156.00           | $779.40            | Agency Mortgage-Backed Securities |
| GNII SF MA6656 M     | 2050-05-20      | 3.0000%  | 0.0000% | $239817077.00      | $58535788.17       | Agency Mortgage-Backed Securities |
| GNII SF MA6954 M     | 2047-11-20      | 1.5000%  | 0.0000% | $510910.00         | $252612.12         | Agency Mortgage-Backed Securities |
| GNII SF MA7419 M     | 2051-06-20      | 3.0000%  | 0.0000% | $4000.00           | $2025.20           | Agency Mortgage-Backed Securities |
| GNII SF MA6867 M     | 2050-09-20      | 3.5000%  | 0.0000% | $840736.00         | $243057.18         | Agency Mortgage-Backed Securities |
| GNMI SF AP9661 X     | 2047-05-15      | 5.0000%  | 0.0000% | $113171.00         | $4972.23           | Agency Mortgage-Backed Securities |
| GNII SF DG2058 C     | 2054-12-20      | 5.0000%  | 0.0000% | $3048809.00        | $2812865.31        | Agency Mortgage-Backed Securities |
| GNII SF DH9223 C     | 2055-04-20      | 6.0000%  | 0.0000% | $1972033.00        | $2027243.28        | Agency Mortgage-Backed Securities |
| GNII SF DJ7997 C     | 2055-07-20      | 6.0000%  | 0.0000% | $1180272.00        | $1201886.54        | Agency Mortgage-Backed Securities |
| GNII SF DM3597 C     | 2055-10-20      | 5.0000%  | 0.0000% | $12185677.00       | $12226860.53       | Agency Mortgage-Backed Securities |
| GNII SF DN3655 C     | 2055-10-20      | 5.5000%  | 0.0000% | $6720611.00        | $6876491.09        | Agency Mortgage-Backed Securities |
| GNII SF MB0146 M     | 2055-01-20      | 5.0000%  | 0.0000% | $279634.00         | $271340.23         | Agency Mortgage-Backed Securities |
| GNII SF MB0024 M     | 2054-11-20      | 4.5000%  | 0.0000% | $69321000.00       | $65287736.27       | Agency Mortgage-Backed Securities |
| GNII SF DM0631 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1440862.00        | $1507497.06        | Agency Mortgage-Backed Securities |
| GNII SF DM1637 C     | 2055-08-20      | 6.5000%  | 0.0000% | $3417431.00        | $3576249.48        | Agency Mortgage-Backed Securities |
| GNMI SF CV9792 X     | 2053-06-15      | 6.0000%  | 0.0000% | $1951513.00        | $1561930.22        | Agency Mortgage-Backed Securities |
| GNII SF DF4954 C     | 2054-12-20      | 6.0000%  | 0.0000% | $1767851.00        | $1814874.31        | Agency Mortgage-Backed Securities |
| GNII SF DH4878 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1656099.00        | $1731042.14        | Agency Mortgage-Backed Securities |
| GNMI SF BA4489 X     | 2047-07-15      | 5.0000%  | 0.0000% | $51365.00          | $14633.67          | Agency Mortgage-Backed Securities |
| GNMI SF BF9995 X     | 2048-04-15      | 4.5000%  | 0.0000% | $2641350.00        | $92393.89          | Agency Mortgage-Backed Securities |
| GNMI SF BL2071 X     | 2049-02-15      | 4.5000%  | 0.0000% | $233496.00         | $22107.14          | Agency Mortgage-Backed Securities |
| GNMI SF CL1779 X     | 2052-03-15      | 4.0000%  | 0.0000% | $416442.00         | $312076.43         | Agency Mortgage-Backed Securities |
| GNMI SF BE7988 X     | 2048-01-15      | 5.0000%  | 0.0000% | $4185032.00        | $871824.06         | Agency Mortgage-Backed Securities |
| GNMI SF AL5835 X     | 2045-04-15      | 4.0000%  | 0.0000% | $1178147.00        | $183480.55         | Agency Mortgage-Backed Securities |
| GNMI SF CF8153 X     | 2051-07-15      | 3.0000%  | 0.0000% | $101620.00         | $59675.70          | Agency Mortgage-Backed Securities |
| GNMI SF AP5306 X     | 2046-01-15      | 4.5000%  | 0.0000% | $259255.00         | $21788.44          | Agency Mortgage-Backed Securities |
| GNII SF MA1226 M     | 2042-06-20      | 4.5000%  | 0.0000% | $340000.00         | $16563.94          | Agency Mortgage-Backed Securities |
| GNII SF MA4833 M     | 2046-03-20      | 1.5000%  | 0.0000% | $62725.00          | $7116.77           | Agency Mortgage-Backed Securities |
| GNII SF MA4585 M     | 2047-07-20      | 3.0000%  | 0.0000% | $480000.00         | $63510.99          | Agency Mortgage-Backed Securities |
| GNII SF MA6218 M     | 2049-10-20      | 3.0000%  | 0.0000% | $61517.00          | $9656.49           | Agency Mortgage-Backed Securities |
| GNII SF MA5137 M     | 2048-04-20      | 4.0000%  | 0.0000% | $175000.00         | $14031.30          | Agency Mortgage-Backed Securities |
| GNII SF MA5264 M     | 2048-06-20      | 4.0000%  | 0.0000% | $585000.00         | $52606.98          | Agency Mortgage-Backed Securities |
| GNII SF MA5465 M     | 2048-09-20      | 3.5000%  | 0.0000% | $7500428.00        | $814517.30         | Agency Mortgage-Backed Securities |
| GNII SF MA3309 M     | 2045-12-20      | 3.0000%  | 0.0000% | $888406.00         | $101406.93         | Agency Mortgage-Backed Securities |
| GNII SF MA0225 M     | 2038-03-20      | 6.0000%  | 0.0000% | $696895.00         | $25175.27          | Agency Mortgage-Backed Securities |
| GNII SF MA3805 M     | 2046-07-20      | 4.5000%  | 0.0000% | $952000.00         | $78221.09          | Agency Mortgage-Backed Securities |
| GNII SF MA3456 M     | 2046-02-20      | 4.5000%  | 0.0000% | $880000.00         | $67224.38          | Agency Mortgage-Backed Securities |
| GNII SF AC3886 C     | 2042-12-20      | 3.5000%  | 0.0000% | $31222.00          | $1140.50           | Agency Mortgage-Backed Securities |
| GNII SF MB0366 M     | 2055-05-20      | 5.5000%  | 0.0000% | $23714371.00       | $23709778.02       | Agency Mortgage-Backed Securities |
| GNII SF DM4412 C     | 2055-10-20      | 5.5000%  | 0.0000% | $6861877.00        | $7016820.47        | Agency Mortgage-Backed Securities |
| GNII SF MA6658 M     | 2050-05-20      | 4.0000%  | 0.0000% | $1681927.00        | $345691.37         | Agency Mortgage-Backed Securities |
| GNII SF MA6711 M     | 2050-06-20      | 3.5000%  | 0.0000% | $1000000.00        | $227786.02         | Agency Mortgage-Backed Securities |
| GNII SF MA5530 M     | 2048-10-20      | 5.0000%  | 0.0000% | $9196111.00        | $639051.05         | Agency Mortgage-Backed Securities |
| GNII SF MA6603 M     | 2050-04-20      | 5.0000%  | 0.0000% | $547000.00         | $93556.80          | Agency Mortgage-Backed Securities |
| GNII SF MA5468 M     | 2048-09-20      | 5.0000%  | 0.0000% | $247169.00         | $19107.54          | Agency Mortgage-Backed Securities |
| GNII SF MA5988 M     | 2049-06-20      | 5.0000%  | 0.0000% | $5059932.00        | $405003.37         | Agency Mortgage-Backed Securities |
| GNII SF DD2827 C     | 2054-07-20      | 7.0000%  | 0.0000% | $1150377.00        | $1189309.48        | Agency Mortgage-Backed Securities |
| GNII SF MA7000 M     | 2050-11-20      | 5.0000%  | 0.0000% | $75000.00          | $19941.38          | Agency Mortgage-Backed Securities |
| GNII SF MA5191 M     | 2048-05-20      | 3.5000%  | 0.0000% | $6700000.00        | $805403.88         | Agency Mortgage-Backed Securities |
| GNII SF MA7138 M     | 2051-01-20      | 3.5000%  | 0.0000% | $1975482.00        | $738285.46         | Agency Mortgage-Backed Securities |
| GNII SF MA1286 M     | 2043-09-20      | 4.0000%  | 0.0000% | $25492.00          | $1449.78           | Agency Mortgage-Backed Securities |
| GNII SF MA2893 M     | 2045-05-20      | 4.0000%  | 0.0000% | $655000.00         | $60529.04          | Agency Mortgage-Backed Securities |
| GNII SF MA6338 M     | 2049-12-20      | 3.0000%  | 0.0000% | $134745.00         | $23332.70          | Agency Mortgage-Backed Securities |
| GNII SF MA7137 M     | 2051-01-20      | 3.0000%  | 0.0000% | $9000.00           | $3342.75           | Agency Mortgage-Backed Securities |
| GNII SF MA4961 M     | 2048-01-20      | 3.0000%  | 0.0000% | $10438213.00       | $1490676.00        | Agency Mortgage-Backed Securities |
| GNII SF MA6476 M     | 2050-02-20      | 4.0000%  | 0.0000% | $27942682.00       | $4009525.96        | Agency Mortgage-Backed Securities |
| GNII SF MA6540 M     | 2050-02-20      | 2.5000%  | 0.0000% | $1000000.00        | $208499.73         | Agency Mortgage-Backed Securities |
| GNII SF MA6220 M     | 2049-10-20      | 4.0000%  | 0.0000% | $1648000.00        | $198856.36         | Agency Mortgage-Backed Securities |
| GNII SF MA4836 M     | 2047-11-20      | 3.0000%  | 0.0000% | $19569000.00       | $2638165.28        | Agency Mortgage-Backed Securities |
| GNII SF MA7260 M     | 2051-03-20      | 5.0000%  | 0.0000% | $35000.00          | $12448.43          | Agency Mortgage-Backed Securities |
| GNII SF MA7141 M     | 2051-01-20      | 5.0000%  | 0.0000% | $40000.00          | $12547.56          | Agency Mortgage-Backed Securities |
| GNII SF MA6997 M     | 2050-11-20      | 3.5000%  | 0.0000% | $154522.00         | $48434.45          | Agency Mortgage-Backed Securities |
| GNII SF MA4588 M     | 2047-07-20      | 4.5000%  | 0.0000% | $1577000.00        | $142087.15         | Agency Mortgage-Backed Securities |
| GNII SF DC1118 C     | 2054-06-20      | 7.0000%  | 0.0000% | $1938841.00        | $1661844.53        | Agency Mortgage-Backed Securities |
| GNII SF MA6766 M     | 2050-07-20      | 3.0000%  | 0.0000% | $414479.00         | $113206.56         | Agency Mortgage-Backed Securities |
| GNII SF MA5765 M     | 2049-01-20      | 5.0000%  | 0.0000% | $14942.00          | $989.00            | Agency Mortgage-Backed Securities |
| GNII SF DD6592 C     | 2054-08-20      | 7.0000%  | 0.0000% | $1323250.00        | $1194906.63        | Agency Mortgage-Backed Securities |
| GNII SF DF2991 C     | 2054-12-20      | 5.5000%  | 0.0000% | $1660907.00        | $1684812.90        | Agency Mortgage-Backed Securities |
| GNII SF MB0150 M     | 2054-12-20      | 7.0000%  | 0.0000% | $125287.00         | $82894.72          | Agency Mortgage-Backed Securities |
| GNII SF CZ8578 C     | 2054-02-20      | 7.0000%  | 0.0000% | $2570.00           | $1994.44           | Agency Mortgage-Backed Securities |
| GNII SF MA7139 M     | 2051-01-20      | 4.0000%  | 0.0000% | $300000.00         | $100979.45         | Agency Mortgage-Backed Securities |
| GNII SF MA6600 M     | 2050-04-20      | 3.5000%  | 0.0000% | $1000000.00        | $200299.91         | Agency Mortgage-Backed Securities |
| GNII SF MA7314 M     | 2051-03-20      | 3.5000%  | 0.0000% | $309983.00         | $129164.62         | Agency Mortgage-Backed Securities |
| GNII SF MA6038 M     | 2049-07-20      | 3.0000%  | 0.0000% | $8925000.00        | $1150097.05        | Agency Mortgage-Backed Securities |
| GNII SF MA7470 M     | 2051-07-20      | 1.5000%  | 0.0000% | $1632055.00        | $981405.15         | Agency Mortgage-Backed Securities |
| GNII SF DD2851 C     | 2054-07-20      | 7.0000%  | 0.0000% | $1433122.00        | $1159702.06        | Agency Mortgage-Backed Securities |
| GNII SF MA5650 M     | 2048-12-20      | 3.5000%  | 0.0000% | $10000.00          | $1185.39           | Agency Mortgage-Backed Securities |
| GNII SF MA8426 M     | 2052-11-20      | 4.0000%  | 0.0000% | $94885.00          | $73293.67          | Agency Mortgage-Backed Securities |
| GNMI SF BO5617 X     | 2049-01-15      | 4.5000%  | 0.0000% | $127988.00         | $11279.66          | Agency Mortgage-Backed Securities |
| GNMI SF CL8514 X     | 2052-03-15      | 4.0000%  | 0.0000% | $822479.00         | $373828.37         | Agency Mortgage-Backed Securities |
| GNII SF MA8489 M     | 2052-12-20      | 4.5000%  | 0.0000% | $1910000.00        | $1516579.63        | Agency Mortgage-Backed Securities |
| GNMI SF BB4345 X     | 2047-07-15      | 4.5000%  | 0.0000% | $1108666.00        | $76004.75          | Agency Mortgage-Backed Securities |
| GNMI SF BK5550 X     | 2049-10-15      | 3.0000%  | 0.0000% | $838000.00         | $200276.84         | Agency Mortgage-Backed Securities |
| GNMI SF BA5850 X     | 2047-06-15      | 5.0000%  | 0.0000% | $102715.00         | $12234.85          | Agency Mortgage-Backed Securities |
| GNMI SF BL3846 X     | 2049-02-15      | 4.5000%  | 0.0000% | $4717347.00        | $196009.71         | Agency Mortgage-Backed Securities |
| GNMI SF BQ8595 X     | 2049-12-15      | 3.0000%  | 0.0000% | $613721.00         | $290088.39         | Agency Mortgage-Backed Securities |
| GNMI SF BA2743 X     | 2047-07-15      | 4.5000%  | 0.0000% | $1367647.00        | $88691.19          | Agency Mortgage-Backed Securities |
| GNII SF BF9534 C     | 2048-04-20      | 4.0000%  | 0.0000% | $85000.00          | $12663.61          | Agency Mortgage-Backed Securities |
| GNMI SF BQ8591 X     | 2049-11-15      | 3.0000%  | 0.0000% | $871372.00         | $208776.84         | Agency Mortgage-Backed Securities |
| GNII SF MA9238 M     | 2053-09-20      | 4.0000%  | 0.0000% | $847760.00         | $716065.73         | Agency Mortgage-Backed Securities |
| GNMI SF BJ2870 X     | 2048-10-15      | 5.5000%  | 0.0000% | $58706.00          | $5112.22           | Agency Mortgage-Backed Securities |
| GNII SF MA8266 M     | 2052-09-20      | 3.5000%  | 0.0000% | $85000.00          | $62241.79          | Agency Mortgage-Backed Securities |
| GNMI SF BA4894 X     | 2047-06-15      | 5.0000%  | 0.0000% | $957316.00         | $47027.12          | Agency Mortgage-Backed Securities |
| GNMI SF BA5814 X     | 2047-06-15      | 5.0000%  | 0.0000% | $4828401.00        | $351077.17         | Agency Mortgage-Backed Securities |
| GNII SF MA5078 M     | 2048-03-20      | 4.0000%  | 0.0000% | $1070000.00        | $97869.24          | Agency Mortgage-Backed Securities |
| GNII SF DH4814 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2916166.00        | $3044571.31        | Agency Mortgage-Backed Securities |
| GNII SF DH3679 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1179902.00        | $1229459.67        | Agency Mortgage-Backed Securities |
| GNMI SF BD4792 X     | 2047-11-15      | 3.5000%  | 0.0000% | $97561.00          | $13463.67          | Agency Mortgage-Backed Securities |
| GNII SF MA8264 M     | 2052-09-20      | 2.5000%  | 0.0000% | $19000.00          | $12008.66          | Agency Mortgage-Backed Securities |
| GNMI SF BA4513 X     | 2047-05-15      | 5.0000%  | 0.0000% | $657722.00         | $148414.83         | Agency Mortgage-Backed Securities |
| GNII SF MA7474 M     | 2051-07-20      | 3.5000%  | 0.0000% | $410016.00         | $214697.77         | Agency Mortgage-Backed Securities |
| GNMI SF BC6861 X     | 2047-08-15      | 5.0000%  | 0.0000% | $1135442.00        | $33190.62          | Agency Mortgage-Backed Securities |
| GNMI SF BD4789 X     | 2047-11-15      | 4.5000%  | 0.0000% | $542051.00         | $45785.72          | Agency Mortgage-Backed Securities |
| GNII SF DF9922 C     | 2054-12-20      | 5.5000%  | 0.0000% | $1163062.00        | $1179908.06        | Agency Mortgage-Backed Securities |
| GNMI SF BC8335 X     | 2047-10-15      | 3.5000%  | 0.0000% | $146142.00         | $14182.20          | Agency Mortgage-Backed Securities |
| GNII SF MA8100 M     | 2052-06-20      | 4.0000%  | 0.0000% | $118442.00         | $86788.88          | Agency Mortgage-Backed Securities |
| GNII SF MA9241 M     | 2053-10-20      | 5.5000%  | 0.0000% | $3819.00           | $3054.80           | Agency Mortgage-Backed Securities |
| GNII SF MA7539 M     | 2051-08-20      | 5.0000%  | 0.0000% | $75000.00          | $22439.66          | Agency Mortgage-Backed Securities |
| GNII SF DG3004 C     | 2054-12-20      | 6.0000%  | 0.0000% | $1591923.00        | $1625469.17        | Agency Mortgage-Backed Securities |
| GNMI SF BB8885 X     | 2047-07-15      | 5.0000%  | 0.0000% | $1695683.00        | $276678.69         | Agency Mortgage-Backed Securities |
| GNMI SF BD6110 X     | 2047-11-15      | 3.5000%  | 0.0000% | $1000000.00        | $109082.65         | Agency Mortgage-Backed Securities |
| GNMI SF BB7223 X     | 2047-08-15      | 5.0000%  | 0.0000% | $2759264.00        | $174284.52         | Agency Mortgage-Backed Securities |
| GNMI SF BB7097 X     | 2047-08-15      | 4.5000%  | 0.0000% | $1455226.00        | $74698.18          | Agency Mortgage-Backed Securities |
| GNII SF DK1978 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1145664.00        | $1196694.17        | Agency Mortgage-Backed Securities |
| GNII SF DF7410 C     | 2054-12-20      | 6.0000%  | 0.0000% | $3124985.00        | $3238416.98        | Agency Mortgage-Backed Securities |
| GNII SF DK1971 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2052272.00        | $2143590.66        | Agency Mortgage-Backed Securities |
| GNII SF DC3518 C     | 2054-06-20      | 7.0000%  | 0.0000% | $1275130.00        | $984863.01         | Agency Mortgage-Backed Securities |
| GNII SF MA7473 M     | 2051-07-20      | 3.0000%  | 0.0000% | $1000.00           | $538.03            | Agency Mortgage-Backed Securities |
| GNMI SF BB1137 X     | 2047-06-15      | 5.0000%  | 0.0000% | $327344.00         | $4055.33           | Agency Mortgage-Backed Securities |
| GNII SF MA7884 M     | 2052-02-20      | 4.0000%  | 0.0000% | $25000.00          | $17201.68          | Agency Mortgage-Backed Securities |
| GNMI SF BC8549 X     | 2047-09-15      | 4.5000%  | 0.0000% | $1016237.00        | $108222.71         | Agency Mortgage-Backed Securities |
| GNII SF MA7193 M     | 2051-02-20      | 2.5000%  | 0.0000% | $4760588.00        | $2163102.10        | Agency Mortgage-Backed Securities |
| GNII SF MA7424 M     | 2051-06-20      | 5.5000%  | 0.0000% | $5100000.00        | $2448732.08        | Agency Mortgage-Backed Securities |
| GNII SF MA5400 M     | 2048-08-20      | 5.0000%  | 0.0000% | $10539955.00       | $724424.57         | Agency Mortgage-Backed Securities |
| GNII SF MA5819 M     | 2049-03-20      | 5.0000%  | 0.0000% | $4558900.00        | $308465.39         | Agency Mortgage-Backed Securities |
| GNII SF DC1119 C     | 2054-06-20      | 7.0000%  | 0.0000% | $5038825.00        | $4017548.58        | Agency Mortgage-Backed Securities |
| GNII SF DC1120 C     | 2054-06-20      | 7.0000%  | 0.0000% | $2562347.00        | $1987209.83        | Agency Mortgage-Backed Securities |
| GNII SF DH4658 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1220408.00        | $1276178.95        | Agency Mortgage-Backed Securities |
| GNII SF DK3032 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1404789.00        | $1475355.24        | Agency Mortgage-Backed Securities |
| GNII SF DK9843 C     | 2055-08-20      | 5.5000%  | 0.0000% | $1518802.00        | $1545740.18        | Agency Mortgage-Backed Securities |
| GNII SF DH3893 C     | 2055-01-20      | 6.5000%  | 0.0000% | $455807.00         | $403050.40         | Agency Mortgage-Backed Securities |
| GNII SF DK1648 C     | 2055-05-20      | 6.0000%  | 0.0000% | $1481349.00        | $1515910.96        | Agency Mortgage-Backed Securities |
| GNII SF MB0306 M     | 2055-04-20      | 4.5000%  | 0.0000% | $2463.00           | $2384.10           | Agency Mortgage-Backed Securities |
| GNII SF DK1919 C     | 2055-06-20      | 6.5000%  | 0.0000% | $3686956.00        | $3850507.81        | Agency Mortgage-Backed Securities |
| GNII SF DH4295 C     | 2055-03-20      | 5.5000%  | 0.0000% | $2730153.00        | $2414207.60        | Agency Mortgage-Backed Securities |
| GNII SF DH0503 C     | 2055-03-20      | 5.5000%  | 0.0000% | $2192094.00        | $2209230.59        | Agency Mortgage-Backed Securities |
| GNII SF MA8199 M     | 2052-08-20      | 3.5000%  | 0.0000% | $146000.00         | $103001.45         | Agency Mortgage-Backed Securities |
| GNII SF MA7939 M     | 2052-02-20      | 4.0000%  | 0.0000% | $95000.00          | $64580.81          | Agency Mortgage-Backed Securities |
| GNII SF DJ7972 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1082834.00        | $1129664.99        | Agency Mortgage-Backed Securities |
| GNMI SF BQ8599 X     | 2050-01-15      | 3.0000%  | 0.0000% | $417560.00         | $84257.44          | Agency Mortgage-Backed Securities |
| GNMI SF BD4716 X     | 2047-10-15      | 4.5000%  | 0.0000% | $578868.00         | $9217.06           | Agency Mortgage-Backed Securities |
| GNII SF BG7731 C     | 2048-04-20      | 4.5000%  | 0.0000% | $4000000.00        | $146554.78         | Agency Mortgage-Backed Securities |
| GNII SF MA8876 M     | 2053-05-20      | 4.0000%  | 0.0000% | $600000.00         | $482474.62         | Agency Mortgage-Backed Securities |
| GNMI SF BO3004 X     | 2049-06-15      | 3.5000%  | 0.0000% | $2916533.00        | $347152.58         | Agency Mortgage-Backed Securities |
| GNMI SF BS5065 X     | 2050-02-15      | 3.5000%  | 0.0000% | $425846.00         | $72095.11          | Agency Mortgage-Backed Securities |
| GNMI SF BN9283 X     | 2049-07-15      | 4.5000%  | 0.0000% | $196269.00         | $10335.47          | Agency Mortgage-Backed Securities |
| GNMI SF BQ7172 X     | 2049-10-15      | 3.5000%  | 0.0000% | $939391.00         | $96640.90          | Agency Mortgage-Backed Securities |
| GNMI SF BR4832 X     | 2052-06-15      | 4.0000%  | 0.0000% | $911955.00         | $405085.12         | Agency Mortgage-Backed Securities |
| GNII SF MA8268 M     | 2052-09-20      | 4.5000%  | 0.0000% | $665398.00         | $508149.10         | Agency Mortgage-Backed Securities |
| GNII SF MA8570 M     | 2053-01-20      | 5.5000%  | 0.0000% | $3005160.00        | $2099858.84        | Agency Mortgage-Backed Securities |
| GNMI SF BB2257 X     | 2047-08-15      | 4.5000%  | 0.0000% | $1982528.00        | $296691.53         | Agency Mortgage-Backed Securities |
| GNII SF MA7590 M     | 2051-09-20      | 3.0000%  | 0.0000% | $1000.00           | $573.02            | Agency Mortgage-Backed Securities |
| GNII SF MA5595 M     | 2048-11-20      | 4.0000%  | 0.0000% | $1500000.00        | $139307.93         | Agency Mortgage-Backed Securities |
| GNMI SF 765903 X     | 2041-03-15      | 4.5000%  | 0.0000% | $67150.00          | $3096.57           | Agency Mortgage-Backed Securities |
| GNII SF MA0022 M     | 2042-04-20      | 3.5000%  | 0.0000% | $692000.00         | $47166.57          | Agency Mortgage-Backed Securities |
| GNII SF MA0224 M     | 2042-07-20      | 5.5000%  | 0.0000% | $84200.00          | $2578.78           | Agency Mortgage-Backed Securities |
| GNII SF MA3597 M     | 2046-04-20      | 3.5000%  | 0.0000% | $720000.00         | $75772.88          | Agency Mortgage-Backed Securities |
| GNII SF MA2753 M     | 2045-04-20      | 3.0000%  | 0.0000% | $4200000.00        | $378527.76         | Agency Mortgage-Backed Securities |
| GNII SF MA1285 M     | 2043-09-20      | 3.5000%  | 0.0000% | $26308798.00       | $2553961.48        | Agency Mortgage-Backed Securities |
| GNII SF MA2304 M     | 2044-10-20      | 4.0000%  | 0.0000% | $3634000.00        | $238205.47         | Agency Mortgage-Backed Securities |
| GNII SF MA3033 M     | 2045-08-20      | 3.0000%  | 0.0000% | $5749181.00        | $734300.43         | Agency Mortgage-Backed Securities |
| GNII SF MA2224 M     | 2044-09-20      | 4.0000%  | 0.0000% | $6002357.00        | $398853.94         | Agency Mortgage-Backed Securities |
| GNII SF MA4654 M     | 2047-08-20      | 4.5000%  | 0.0000% | $10040011.00       | $893680.12         | Agency Mortgage-Backed Securities |
| GNII SF MA4068 M     | 2046-10-20      | 3.0000%  | 0.0000% | $1500000.00        | $201684.24         | Agency Mortgage-Backed Securities |
| GNII SF MA0852 M     | 2043-03-20      | 3.5000%  | 0.0000% | $14099000.00       | $1281655.89        | Agency Mortgage-Backed Securities |
| GNII SF MA0318 M     | 2042-08-20      | 3.5000%  | 0.0000% | $5390000.00        | $436844.80         | Agency Mortgage-Backed Securities |
| GNII SF MA2960 M     | 2045-07-20      | 3.0000%  | 0.0000% | $10337917.00       | $1138952.93        | Agency Mortgage-Backed Securities |
| GNII SF MA4651 M     | 2047-08-20      | 3.0000%  | 0.0000% | $10197482.00       | $1380598.49        | Agency Mortgage-Backed Securities |
| GNII SF MA5399 M     | 2048-08-20      | 4.5000%  | 0.0000% | $9321709.00        | $753093.19         | Agency Mortgage-Backed Securities |
| GNII SF MA3873 M     | 2046-08-20      | 3.0000%  | 0.0000% | $3727000.00        | $459388.14         | Agency Mortgage-Backed Securities |
| GNII SF MA2520 M     | 2045-01-20      | 3.0000%  | 0.0000% | $45000.00          | $3999.23           | Agency Mortgage-Backed Securities |
| GNII SF MA3662 M     | 2046-05-20      | 3.0000%  | 0.0000% | $6181197.00        | $695587.67         | Agency Mortgage-Backed Securities |
| GNII SF MA4777 M     | 2047-10-20      | 3.0000%  | 0.0000% | $15000000.00       | $2026862.18        | Agency Mortgage-Backed Securities |
| GNII SF MA1157 M     | 2043-07-20      | 3.5000%  | 0.0000% | $9062639.00        | $914169.79         | Agency Mortgage-Backed Securities |
| GNII SF MB0208 M     | 2055-02-20      | 7.0000%  | 0.0000% | $26056130.00       | $21737704.13       | Agency Mortgage-Backed Securities |
| GNII SF MB0092 M     | 2054-12-20      | 5.5000%  | 0.0000% | $11237760.00       | $10644215.65       | Agency Mortgage-Backed Securities |
| GNII SF MB0094 M     | 2054-11-20      | 6.5000%  | 0.0000% | $72502.00          | $51886.10          | Agency Mortgage-Backed Securities |
| GNII SF DL7967 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2837752.00        | $2968397.09        | Agency Mortgage-Backed Securities |
| GNII SF DJ2109 C     | 2055-04-20      | 6.5000%  | 0.0000% | $2385751.00        | $2478664.34        | Agency Mortgage-Backed Securities |
| GNII SF DJ8804 C     | 2055-05-20      | 6.0000%  | 0.0000% | $193892.00         | $202004.93         | Agency Mortgage-Backed Securities |
| GNII SF DH4659 C     | 2055-04-20      | 6.5000%  | 0.0000% | $2357750.00        | $2458333.43        | Agency Mortgage-Backed Securities |
| GNMI SF BC3826 X     | 2047-10-15      | 3.5000%  | 0.0000% | $1013757.00        | $85671.54          | Agency Mortgage-Backed Securities |
| GNMI SF BC1382 X     | 2047-09-15      | 4.5000%  | 0.0000% | $1652671.00        | $164721.62         | Agency Mortgage-Backed Securities |
| GNMI SF 776954 X     | 2042-11-15      | 2.5000%  | 0.0000% | $60295.00          | $13220.25          | Agency Mortgage-Backed Securities |
| GNII SF MA9671 M     | 2054-05-20      | 7.0000%  | 0.0000% | $3975746.00        | $1770219.80        | Agency Mortgage-Backed Securities |
| GNMI SF BA5509 X     | 2047-06-15      | 5.0000%  | 0.0000% | $4793652.00        | $171467.67         | Agency Mortgage-Backed Securities |
| GNMI SF AB2890 X     | 2042-09-15      | 3.0000%  | 0.0000% | $1000000.00        | $90769.06          | Agency Mortgage-Backed Securities |
| GNII SF MA1449 M     | 2043-11-20      | 4.0000%  | 0.0000% | $3450000.00        | $195692.57         | Agency Mortgage-Backed Securities |
| GNMI SF BA2666 X     | 2047-06-15      | 5.0000%  | 0.0000% | $76301.00          | $3817.66           | Agency Mortgage-Backed Securities |
| GNII SF MA4381 M     | 2047-04-20      | 3.0000%  | 0.0000% | $1009688.00        | $154237.65         | Agency Mortgage-Backed Securities |
| GNMI SF BC7179 X     | 2047-10-15      | 4.5000%  | 0.0000% | $2446257.00        | $242707.85         | Agency Mortgage-Backed Securities |
| GNMI SF AC3732 X     | 2042-12-15      | 2.5000%  | 0.0000% | $88197.00          | $16791.36          | Agency Mortgage-Backed Securities |
| GNII SF MA3106 M     | 2045-09-20      | 4.0000%  | 0.0000% | $17775000.00       | $1277389.46        | Agency Mortgage-Backed Securities |
| GNII SF MA3936 M     | 2046-09-20      | 3.0000%  | 0.0000% | $7038504.00        | $899475.03         | Agency Mortgage-Backed Securities |
| GNMI SF BB4482 X     | 2047-07-15      | 4.5000%  | 0.0000% | $6810317.00        | $1116918.11        | Agency Mortgage-Backed Securities |
| GNII SF MA1678 M     | 2044-02-20      | 4.0000%  | 0.0000% | $1000000.00        | $58301.19          | Agency Mortgage-Backed Securities |
| GNII SF MA2962 M     | 2045-07-20      | 4.0000%  | 0.0000% | $50000.00          | $4076.83           | Agency Mortgage-Backed Securities |
| GNMI SF BP1829 X     | 2049-08-15      | 4.0000%  | 0.0000% | $51543.00          | $4679.54           | Agency Mortgage-Backed Securities |
| GNMI SF BU5340 X     | 2050-04-15      | 3.0000%  | 0.0000% | $293517.00         | $49957.27          | Agency Mortgage-Backed Securities |
| GNII SF MA3521 M     | 2046-03-20      | 3.5000%  | 0.0000% | $5230385.00        | $513593.69         | Agency Mortgage-Backed Securities |
| GNII SF MA1601 M     | 2044-01-20      | 4.0000%  | 0.0000% | $1739000.00        | $106289.56         | Agency Mortgage-Backed Securities |
| GNMI SF BT3502 X     | 2050-02-15      | 3.5000%  | 0.0000% | $1937687.00        | $138267.36         | Agency Mortgage-Backed Securities |
| GNII SF MA9961 M     | 2047-08-20      | 3.5000%  | 0.0000% | $22971.00          | $20414.05          | Agency Mortgage-Backed Securities |
| GNMI SF CL6189 X     | 2052-03-15      | 4.0000%  | 0.0000% | $2162898.00        | $1356845.09        | Agency Mortgage-Backed Securities |
| GNII SF DL7998 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1133294.00        | $1185555.38        | Agency Mortgage-Backed Securities |
| GNII SF DK1920 C     | 2055-06-20      | 6.5000%  | 0.0000% | $3183122.00        | $3323271.01        | Agency Mortgage-Backed Securities |
| GNII SF DK1881 C     | 2055-05-20      | 6.5000%  | 0.0000% | $2117951.00        | $2208588.33        | Agency Mortgage-Backed Securities |
| GNII SF DL9128 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1878011.00        | $1970857.81        | Agency Mortgage-Backed Securities |
| GNII SF DL6229 C     | 2055-10-20      | 5.5000%  | 0.0000% | $4471160.00        | $4561125.70        | Agency Mortgage-Backed Securities |
| GNII SF DL6638 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1317013.00        | $1380702.00        | Agency Mortgage-Backed Securities |
| GNII SF DL9131 C     | 2055-08-20      | 6.5000%  | 0.0000% | $3523584.00        | $3683544.80        | Agency Mortgage-Backed Securities |

### Security 298: FICC - JPMORGAN CHASE & CO

- **C.1 - Title:** FICC - JPMORGAN CHASE & CO 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8QT0, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1C8QT0
- **C.18 - Value (incl. sponsor support):** $1963000000.00
- **C.18.a - Value (excl. sponsor support):** $1963000000.00
- **C.19 - Percentage of Net Assets:** 2.2800%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2025-12-15      | 4.0000%  | 0.0000% | $175204800.00      | $177854241.24      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 2.3750%  | 0.0000% | $160286200.00      | $159148648.84      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-20      | 0.0000%  | 0.0000% | $695200.00         | $693927.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-02      | 0.0000%  | 0.0000% | $5944400.00        | $5925930.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 4.6250%  | 0.0000% | $69707700.00       | $71152152.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $849572500.00      | $852755189.97      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.7500%  | 0.0000% | $31845900.00       | $31368593.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-29      | 0.0000%  | 0.0000% | $729286000.00      | $703361341.27      | U.S. Treasuries (including strips) |

### Security 299: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8QV5, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: ARP1C8QV5
- **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:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? 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 CLSD3356 | 2053-07-01      | 6.0000%  | 0.0000% | $57576.00          | $44382.56          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CISB8242 | 2038-07-01      | 4.5000%  | 0.0000% | $23000.00          | $15174.41          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIZK5355 | 2028-04-01      | 2.0000%  | 0.0000% | $4580786.00        | $218756.08         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL2683 | 2054-07-01      | 6.0000%  | 0.0000% | $27501439.00       | $27801686.96       | Agency Mortgage-Backed Securities |

### Security 300: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 4.050000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8RD4, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1C8RD4
- **C.18 - Value (incl. sponsor support):** $254000000.00
- **C.18.a - Value (excl. sponsor support):** $254000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $7682500.00        | $7003694.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $184200.00         | $137236.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $100.00            | $69.87             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $2253300.00        | $1916042.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $242039500.00      | $249999902.91      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $100.00            | $50.24             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $29500.00          | $20288.53          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $4300.00           | $2716.45           | U.S. Treasuries (including strips) |

### Security 301: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8RW2, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1C8RW2
- **C.18 - Value (incl. sponsor support):** $1627000000.00
- **C.18.a - Value (excl. sponsor support):** $1627000000.00
- **C.19 - Percentage of Net Assets:** 1.8900%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? 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 DK9705 C | 2055-07-20      | 6.0000%  | 0.0000% | $2240106.00        | $2307424.87        | Agency Mortgage-Backed Securities         |
| GNII ET DG9183 C | 2065-02-20      | 6.5000%  | 0.0000% | $5014242.00        | $4519906.48        | Agency Mortgage-Backed Securities         |
| GNII SF DL4085 C | 2055-08-20      | 6.5000%  | 0.0000% | $6311599.00        | $6584866.81        | Agency Mortgage-Backed Securities         |
| GNII ET DL2806 C | 2065-06-20      | 6.0000%  | 0.0000% | $854253.00         | $871032.53         | Agency Mortgage-Backed Securities         |
| GNII JM MA7362 M | 2049-06-20      | 4.0000%  | 0.0000% | $45000.00          | $25747.92          | Agency Mortgage-Backed Securities         |
| GNII SF MA2864 M | 2030-06-20      | 3.0000%  | 0.0000% | $11000.00          | $637.39            | Agency Mortgage-Backed Securities         |
| GNII SF MA8239 M | 2036-03-20      | 2.0000%  | 0.0000% | $29824.00          | $21353.99          | Agency Mortgage-Backed Securities         |
| GNII SF CB4372 C | 2051-09-20      | 3.5000%  | 0.0000% | $7383029.00        | $3987966.02        | Agency Mortgage-Backed Securities         |
| GNII SF DK7148 C | 2055-06-20      | 7.0000%  | 0.0000% | $1562935.00        | $1366028.45        | Agency Mortgage-Backed Securities         |
| GNII ET DK7115 C | 2065-08-20      | 6.5000%  | 0.0000% | $3596666.00        | $3717663.81        | Agency Mortgage-Backed Securities         |
| GNII ET DK1622 C | 2065-04-20      | 7.0000%  | 0.0000% | $9122477.00        | $8616509.28        | Agency Mortgage-Backed Securities         |
| GNII SF BZ4061 C | 2050-12-20      | 2.0000%  | 0.0000% | $9763519.00        | $3901744.82        | Agency Mortgage-Backed Securities         |
| GNII SF 003654 M | 2034-12-20      | 6.5000%  | 0.0000% | $75000.00          | $843.73            | Agency Mortgage-Backed Securities         |
| GNII SF 562607 C | 2033-12-20      | 6.5000%  | 0.0000% | $1000197.00        | $73621.30          | Agency Mortgage-Backed Securities         |
| GNII SF DJ0819 C | 2055-05-20      | 7.0000%  | 0.0000% | $1212581.00        | $1265479.29        | Agency Mortgage-Backed Securities         |
| GNII ET DL8374 C | 2065-07-20      | 6.5000%  | 0.0000% | $9368388.00        | $9682877.72        | Agency Mortgage-Backed Securities         |
| GNII ET DJ2867 C | 2065-07-20      | 7.0000%  | 0.0000% | $9224152.00        | $9398645.18        | Agency Mortgage-Backed Securities         |
| GNII ET DM1148 C | 2065-08-20      | 6.5000%  | 0.0000% | $4094923.00        | $4234390.96        | Agency Mortgage-Backed Securities         |
| GNII ET DG0446 C | 2064-12-20      | 7.0000%  | 0.0000% | $2370626.00        | $1736372.32        | Agency Mortgage-Backed Securities         |
| GNRM 2016-071 AE | 2057-10-16      | 2.0000%  | 0.0000% | $1065000.00        | $215458.71         | Agency Collateralized Mortgage Obligation |
| GNII ET DJ7462 C | 2065-06-20      | 6.5000%  | 0.0000% | $1203080.00        | $1242331.93        | Agency Mortgage-Backed Securities         |
| GNII ET DJ2151 C | 2065-05-20      | 6.5000%  | 0.0000% | $11373725.00       | $11528707.70       | Agency Mortgage-Backed Securities         |
| GNII SF DM0396 C | 2055-09-20      | 6.5000%  | 0.0000% | $2257483.00        | $2363292.97        | Agency Mortgage-Backed Securities         |
| GNII ET DJ8852 C | 2065-06-20      | 6.0000%  | 0.0000% | $1225908.00        | $1250091.25        | Agency Mortgage-Backed Securities         |
| GNII ET DK0492 C | 2065-05-20      | 6.0000%  | 0.0000% | $4844334.00        | $4931377.38        | Agency Mortgage-Backed Securities         |
| GNII ET DK1671 C | 2065-05-20      | 7.0000%  | 0.0000% | $2604887.00        | $2395660.33        | Agency Mortgage-Backed Securities         |
| GNII SF MA3873 M | 2046-08-20      | 3.0000%  | 0.0000% | $271641821.00      | $33482433.83       | Agency Mortgage-Backed Securities         |
| GNII SF 763300 C | 2041-05-20      | 4.5000%  | 0.0000% | $3411587.00        | $301912.09         | Agency Mortgage-Backed Securities         |
| GNII SF MA2222 M | 2044-08-20      | 3.0000%  | 0.0000% | $49399000.00       | $5163960.63        | Agency Mortgage-Backed Securities         |
| GNII SF MA1837 M | 2043-04-20      | 3.0000%  | 0.0000% | $965000.00         | $126484.94         | Agency Mortgage-Backed Securities         |
| GNII SF MA3597 M | 2046-04-20      | 3.5000%  | 0.0000% | $600000.00         | $63144.07          | Agency Mortgage-Backed Securities         |
| GNII SF DM5820 C | 2055-09-20      | 6.5000%  | 0.0000% | $2535706.00        | $2648227.46        | Agency Mortgage-Backed Securities         |
| GNII SF 005259 M | 2041-12-20      | 4.0000%  | 0.0000% | $44349129.00       | $2277566.83        | Agency Mortgage-Backed Securities         |
| GNII JM 004337 M | 2039-01-20      | 6.0000%  | 0.0000% | $1258293.00        | $3373.23           | Agency Mortgage-Backed Securities         |
| GNII SF 003069 M | 2031-04-20      | 7.0000%  | 0.0000% | $7674738.00        | $8574.26           | Agency Mortgage-Backed Securities         |
| GNII ET DI5972 C | 2065-06-20      | 7.0000%  | 0.0000% | $1001854.00        | $1033630.82        | Agency Mortgage-Backed Securities         |
| GNII SF MB0369 M | 2053-12-20      | 7.0000%  | 0.0000% | $121032190.00      | $122949260.78      | Agency Mortgage-Backed Securities         |
| GNII ET DI9477 C | 2065-03-20      | 7.0000%  | 0.0000% | $123313.00         | $127236.09         | Agency Mortgage-Backed Securities         |
| GNII ET DG4144 C | 2064-12-20      | 7.0000%  | 0.0000% | $5823934.00        | $3063367.10        | Agency Mortgage-Backed Securities         |
| GNII JM MA8139 M | 2052-06-20      | 2.5000%  | 0.0000% | $1785782.00        | $1351901.63        | Agency Mortgage-Backed Securities         |
| GNII ET DJ2152 C | 2065-04-20      | 7.0000%  | 0.0000% | $7111775.00        | $7337013.83        | Agency Mortgage-Backed Securities         |
| GNII SF DB0050 C | 2054-05-20      | 6.5000%  | 0.0000% | $3007284.00        | $2475983.25        | Agency Mortgage-Backed Securities         |
| GNII ET DH1903 C | 2064-11-20      | 7.0000%  | 0.0000% | $3114742.00        | $1213499.86        | Agency Mortgage-Backed Securities         |
| GNII SF MA8271 M | 2052-09-20      | 6.0000%  | 0.0000% | $2696534.00        | $1469558.47        | Agency Mortgage-Backed Securities         |
| GNII JM MA7307 M | 2051-04-20      | 4.0000%  | 0.0000% | $25000.00          | $8278.89           | Agency Mortgage-Backed Securities         |
| GNII SF MA7253 M | 2051-03-20      | 1.5000%  | 0.0000% | $2556414.00        | $1396357.92        | Agency Mortgage-Backed Securities         |
| GNII ET DG3046 C | 2064-11-20      | 7.0000%  | 0.0000% | $138751.00         | $142991.10         | Agency Mortgage-Backed Securities         |
| GNII JM MA7303 M | 2051-04-20      | 2.0000%  | 0.0000% | $1300000.00        | $726986.96         | Agency Mortgage-Backed Securities         |
| GNII ET DC5590 C | 2064-06-20      | 7.5000%  | 0.0000% | $1000832.00        | $472386.49         | Agency Mortgage-Backed Securities         |
| GNII SF DG5052 C | 2055-02-20      | 6.5000%  | 0.0000% | $1210630.00        | $1260192.51        | Agency Mortgage-Backed Securities         |
| GNII EP 787846 C | 2065-01-20      | 6.0000%  | 0.0000% | $25869896.00       | $22007710.31       | Agency Mortgage-Backed Securities         |
| GNII ET DK0491 C | 2065-05-20      | 6.5000%  | 0.0000% | $839139.00         | $866442.82         | Agency Mortgage-Backed Securities         |
| GNII ET DG4224 C | 2065-02-20      | 6.5000%  | 0.0000% | $4469105.00        | $4608608.21        | Agency Mortgage-Backed Securities         |
| GNII SF DD4821 C | 2054-09-20      | 6.5000%  | 0.0000% | $6146755.00        | $5379155.31        | Agency Mortgage-Backed Securities         |
| GNII SF DF0232 C | 2054-09-20      | 6.5000%  | 0.0000% | $2122015.00        | $1980818.77        | Agency Mortgage-Backed Securities         |
| GNII SF DJ9906 C | 2055-07-20      | 7.0000%  | 0.0000% | $2729955.00        | $2977283.31        | Agency Mortgage-Backed Securities         |
| GNII ET DF3859 C | 2064-10-20      | 6.0000%  | 0.0000% | $3000363.00        | $1936992.57        | Agency Mortgage-Backed Securities         |
| GNII SF DK3254 C | 2055-06-20      | 7.0000%  | 0.0000% | $1381418.00        | $1439822.88        | Agency Mortgage-Backed Securities         |
| GNII JM MA6463 M | 2050-02-20      | 2.5000%  | 0.0000% | $1000000.00        | $56463.45          | Agency Mortgage-Backed Securities         |
| GNII JM MA7869 M | 2052-02-20      | 1.5000%  | 0.0000% | $1090000.00        | $714859.56         | Agency Mortgage-Backed Securities         |
| GNII JM MA6402 M | 2049-12-20      | 4.5000%  | 0.0000% | $520400.00         | $19062.71          | Agency Mortgage-Backed Securities         |
| GNII JM MA8257 M | 2052-05-20      | 2.5000%  | 0.0000% | $7506532.00        | $4514110.59        | Agency Mortgage-Backed Securities         |
| GNII ET DL1977 C | 2065-08-20      | 7.0000%  | 0.0000% | $2421210.00        | $2501708.85        | Agency Mortgage-Backed Securities         |
| GNII SF DL0482 C | 2055-08-20      | 6.0000%  | 0.0000% | $2776367.00        | $2888706.45        | Agency Mortgage-Backed Securities         |
| GNII ET DK7479 C | 2065-06-20      | 6.5000%  | 0.0000% | $1499737.00        | $1549153.96        | Agency Mortgage-Backed Securities         |
| GNII ET DK6172 C | 2065-06-20      | 6.0000%  | 0.0000% | $1822780.00        | $1857127.27        | Agency Mortgage-Backed Securities         |
| GNII ET DK2316 C | 2065-05-20      | 6.5000%  | 0.0000% | $2014405.00        | $2079392.51        | Agency Mortgage-Backed Securities         |
| GNII ET DJ8610 C | 2065-06-20      | 7.0000%  | 0.0000% | $3633004.00        | $3749555.53        | Agency Mortgage-Backed Securities         |
| GNII ET DE6030 C | 2064-09-20      | 6.5000%  | 0.0000% | $963078.00         | $771471.71         | Agency Mortgage-Backed Securities         |
| GNII ET DF5605 C | 2064-11-20      | 6.0000%  | 0.0000% | $3324486.00        | $1184238.08        | Agency Mortgage-Backed Securities         |
| GNII SF 004656 M | 2040-03-20      | 4.0000%  | 0.0000% | $8784537.00        | $390510.97         | Agency Mortgage-Backed Securities         |
| GNII ET DI8449 C | 2065-03-20      | 7.0000%  | 0.0000% | $2320347.00        | $2392612.40        | Agency Mortgage-Backed Securities         |
| GNII JM 004948 M | 2039-06-20      | 4.5000%  | 0.0000% | $150000.00         | $1634.62           | Agency Mortgage-Backed Securities         |
| GNII JM 004709 M | 2040-06-20      | 4.5000%  | 0.0000% | $1200000.00        | $40950.03          | Agency Mortgage-Backed Securities         |
| GNII ET DI0511 C | 2064-12-20      | 6.0000%  | 0.0000% | $1899803.00        | $1732171.02        | Agency Mortgage-Backed Securities         |
| GNRM 2022-055 AG | 2062-10-16      | 1.5000%  | 0.0000% | $20405000.00       | $14455107.68       | Agency Collateralized Mortgage Obligation |
| GNII ET DH2988 C | 2064-12-20      | 6.0000%  | 0.0000% | $2921052.00        | $2970355.30        | Agency Mortgage-Backed Securities         |
| GNII ET DH9412 C | 2065-06-20      | 6.5000%  | 0.0000% | $2123378.00        | $2194143.69        | Agency Mortgage-Backed Securities         |
| GNII ET DG4762 C | 2065-08-20      | 7.0000%  | 0.0000% | $841403.00         | $869689.88         | Agency Mortgage-Backed Securities         |
| GNII ET DK9034 C | 2065-08-20      | 7.0000%  | 0.0000% | $32251399.00       | $33143111.33       | Agency Mortgage-Backed Securities         |
| GNII ET DH3945 C | 2065-02-20      | 7.0000%  | 0.0000% | $4420315.00        | $2236080.81        | Agency Mortgage-Backed Securities         |
| GNII ET DG0496 C | 2065-01-20      | 7.0000%  | 0.0000% | $821149.00         | $293347.86         | Agency Mortgage-Backed Securities         |
| GNII ET DJ2030 C | 2065-03-20      | 7.0000%  | 0.0000% | $557977.00         | $575771.82         | Agency Mortgage-Backed Securities         |
| GNII ET DJ4084 C | 2065-03-20      | 6.5000%  | 0.0000% | $646970.00         | $507361.78         | Agency Mortgage-Backed Securities         |
| GNII ET DJ7654 C | 2065-03-20      | 6.0000%  | 0.0000% | $910444.00         | $927796.28         | Agency Mortgage-Backed Securities         |
| GNII SF MA9822 M | 2039-08-20      | 4.5000%  | 0.0000% | $110000.00         | $97745.62          | Agency Mortgage-Backed Securities         |
| GNII ET DG6653 C | 2064-12-20      | 7.0000%  | 0.0000% | $237027.00         | $244274.52         | Agency Mortgage-Backed Securities         |
| GNII ET DK9031 C | 2065-07-20      | 6.5000%  | 0.0000% | $2228491.00        | $2303529.44        | Agency Mortgage-Backed Securities         |
| GNII ET DL0584 C | 2065-09-20      | 6.0000%  | 0.0000% | $2031038.00        | $2072330.54        | Agency Mortgage-Backed Securities         |
| GNII ET DL3453 C | 2065-08-20      | 7.0000%  | 0.0000% | $8095549.00        | $8362380.64        | Agency Mortgage-Backed Securities         |
| GNRM 2022-162 BA | 2054-04-16      | 2.5000%  | 0.0000% | $315000.00         | $258466.16         | Agency Collateralized Mortgage Obligation |
| GNRM 2023-031 AD | 2057-02-16      | 3.6000%  | 0.0000% | $5243000.00        | $4710623.41        | Agency Collateralized Mortgage Obligation |
| GNII SF DL4097 C | 2055-08-20      | 6.0000%  | 0.0000% | $2714907.00        | $2790176.09        | Agency Mortgage-Backed Securities         |
| GNII ET DI3385 C | 2065-01-20      | 6.0000%  | 0.0000% | $1019523.00        | $923475.07         | Agency Mortgage-Backed Securities         |
| GNII SF MB0308 M | 2055-04-20      | 5.5000%  | 0.0000% | $50575916.00       | $50374770.49       | Agency Mortgage-Backed Securities         |
| GNII ET DM7149 C | 2065-08-20      | 7.0000%  | 0.0000% | $1580717.00        | $1634442.94        | Agency Mortgage-Backed Securities         |
| GNII SF MB0026 M | 2054-11-20      | 5.5000%  | 0.0000% | $263473263.00      | $249999999.60      | Agency Mortgage-Backed Securities         |
| GNII SF DN5969 C | 2055-10-20      | 6.0000%  | 0.0000% | $4205608.00        | $4376498.68        | Agency Mortgage-Backed Securities         |
| GNII JM MB0353 M | 2055-05-20      | 5.5000%  | 0.0000% | $31121794.00       | $30937455.20       | Agency Mortgage-Backed Securities         |
| GNII ET DL3012 C | 2065-08-20      | 7.0000%  | 0.0000% | $984046.00         | $1017107.76        | Agency Mortgage-Backed Securities         |
| GNII ET DM1750 C | 2065-09-20      | 6.5000%  | 0.0000% | $1000000.00        | $1034094.35        | Agency Mortgage-Backed Securities         |
| GNII SF DM7180 C | 2055-08-20      | 7.0000%  | 0.0000% | $1008067.00        | $1053862.22        | Agency Mortgage-Backed Securities         |
| GNII SF CX3263 C | 2053-12-20      | 6.5000%  | 0.0000% | $2249422.00        | $1817430.21        | Agency Mortgage-Backed Securities         |
| GNII SF CZ3600 C | 2053-12-20      | 7.5000%  | 0.0000% | $1017056.00        | $909769.11         | Agency Mortgage-Backed Securities         |
| GNII JM MA9955 M | 2054-10-20      | 7.0000%  | 0.0000% | $1580691.00        | $255493.14         | Agency Mortgage-Backed Securities         |
| GNII SF CC2874 C | 2051-03-20      | 2.0000%  | 0.0000% | $5708647.00        | $3333257.90        | Agency Mortgage-Backed Securities         |
| GNII SF MA7194 M | 2051-02-20      | 3.0000%  | 0.0000% | $20675000.00       | $7740958.22        | Agency Mortgage-Backed Securities         |
| GNII JM MA6210 M | 2049-10-20      | 3.5000%  | 0.0000% | $125000.00         | $7726.33           | Agency Mortgage-Backed Securities         |
| GNII SF CV3416 C | 2053-05-20      | 6.0000%  | 0.0000% | $3115417.00        | $2758212.76        | Agency Mortgage-Backed Securities         |
| GNII SF CZ7891 C | 2054-02-20      | 6.5000%  | 0.0000% | $2282646.00        | $2101445.49        | Agency Mortgage-Backed Securities         |
| GNII JM MA3929 M | 2046-08-20      | 4.0000%  | 0.0000% | $1169081.00        | $55400.17          | Agency Mortgage-Backed Securities         |
| GNII SF MA4838 M | 2047-11-20      | 4.0000%  | 0.0000% | $3034000.00        | $330445.72         | Agency Mortgage-Backed Securities         |
| GNII JM MA6531 M | 2050-03-20      | 3.0000%  | 0.0000% | $830000.00         | $70829.98          | Agency Mortgage-Backed Securities         |
| GNII JM MA7184 M | 2051-02-20      | 2.0000%  | 0.0000% | $1400000.00        | $768343.64         | Agency Mortgage-Backed Securities         |
| GNII ET DN4120 C | 2065-10-20      | 6.5000%  | 0.0000% | $2100000.00        | $2172390.50        | Agency Mortgage-Backed Securities         |
| GNII ET DL4154 C | 2065-07-20      | 6.5000%  | 0.0000% | $8051138.00        | $8319525.85        | Agency Mortgage-Backed Securities         |
| GNII ET DK9030 C | 2065-07-20      | 2.0000%  | 0.0000% | $1121795.00        | $882689.83         | Agency Mortgage-Backed Securities         |
| GNII ET DK8366 C | 2065-07-20      | 7.0000%  | 0.0000% | $2232304.00        | $2305687.34        | Agency Mortgage-Backed Securities         |
| GNII ET DL1238 C | 2065-07-20      | 6.5000%  | 0.0000% | $1529286.00        | $1580018.02        | Agency Mortgage-Backed Securities         |
| GNII ET DK9184 C | 2065-10-20      | 6.5000%  | 0.0000% | $16100000.00       | $16654993.84       | Agency Mortgage-Backed Securities         |
| GNII RG CM1038 C | 2050-11-20      | 2.5000%  | 0.0000% | $1553802.00        | $1002536.51        | Agency Mortgage-Backed Securities         |
| GNII SF MA4003 M | 2046-10-20      | 3.0000%  | 0.0000% | $118980767.00      | $15526294.10       | Agency Mortgage-Backed Securities         |
| GNII SF MA6286 M | 2049-10-20      | 4.5000%  | 0.0000% | $201827.00         | $26592.38          | Agency Mortgage-Backed Securities         |
| GNII SF MA5401 M | 2048-08-20      | 5.5000%  | 0.0000% | $12506367.00       | $1079537.36        | Agency Mortgage-Backed Securities         |
| GNII JM MA0016 M | 2042-03-20      | 3.5000%  | 0.0000% | $3000000.00        | $78653.90          | Agency Mortgage-Backed Securities         |
| GNII SF MA4723 M | 2047-09-20      | 5.5000%  | 0.0000% | $6539811.00        | $751543.35         | Agency Mortgage-Backed Securities         |
| GNII JM MA4580 M | 2047-07-20      | 4.5000%  | 0.0000% | $598115.00         | $10081.57          | Agency Mortgage-Backed Securities         |
| GNII JM MA4116 M | 2046-12-20      | 3.0000%  | 0.0000% | $40000000.00       | $2100943.19        | Agency Mortgage-Backed Securities         |
| GNII SF MA5470 M | 2039-02-20      | 6.0000%  | 0.0000% | $50000.00          | $8838.30           | Agency Mortgage-Backed Securities         |
| GNII SF 706201 C | 2039-04-20      | 5.5000%  | 0.0000% | $50000.00          | $4873.90           | Agency Mortgage-Backed Securities         |
| GNRM 2017-57 B   | 2059-12-16      | 2.5000%  | 0.0000% | $2640410.00        | $1947404.26        | Agency Collateralized Mortgage Obligation |
| GNII JM MA8632 M | 2052-01-20      | 2.5000%  | 0.0000% | $1865596.00        | $1480541.68        | Agency Mortgage-Backed Securities         |
| GNII RG CN7408 C | 2050-12-20      | 2.5000%  | 0.0000% | $1801659.00        | $973363.72         | Agency Mortgage-Backed Securities         |
| GNII SF 003346 M | 2033-02-20      | 5.5000%  | 0.0000% | $356000.00         | $2151.71           | Agency Mortgage-Backed Securities         |
| GNII SF 004245 M | 2038-09-20      | 6.0000%  | 0.0000% | $5090000.00        | $44555.33          | Agency Mortgage-Backed Securities         |
| GNII SF MA6543 M | 2050-03-20      | 4.0000%  | 0.0000% | $3000000.00        | $440300.73         | Agency Mortgage-Backed Securities         |
| GNII SF MA7888 M | 2038-01-20      | 6.0000%  | 0.0000% | $377419.00         | $244565.71         | Agency Mortgage-Backed Securities         |
| GNII JM MA7756 M | 2051-12-20      | 2.5000%  | 0.0000% | $958736.00         | $627663.48         | Agency Mortgage-Backed Securities         |
| GNII JM MA7523 M | 2051-08-20      | 2.0000%  | 0.0000% | $155000.00         | $97036.08          | Agency Mortgage-Backed Securities         |
| GNII JM MA4061 M | 2046-06-20      | 4.5000%  | 0.0000% | $823566.00         | $133013.04         | Agency Mortgage-Backed Securities         |
| GNII JM MA8476 M | 2051-06-20      | 2.5000%  | 0.0000% | $961274.00         | $617251.35         | Agency Mortgage-Backed Securities         |
| GNII JM MA8414 M | 2052-05-20      | 2.5000%  | 0.0000% | $1975196.00        | $1556260.48        | Agency Mortgage-Backed Securities         |
| GNII SF MA4511 M | 2047-06-20      | 4.0000%  | 0.0000% | $291877911.00      | $28657652.16       | Agency Mortgage-Backed Securities         |
| GNII SF MB0401 M | 2040-06-20      | 6.0000%  | 0.0000% | $8350413.00        | $8494388.49        | Agency Mortgage-Backed Securities         |
| GNII ET DN1203 C | 2065-08-20      | 6.5000%  | 0.0000% | $1200000.00        | $1241366.00        | Agency Mortgage-Backed Securities         |
| GNII SF MA6473 M | 2050-02-20      | 2.5000%  | 0.0000% | $24125000.00       | $4941666.88        | Agency Mortgage-Backed Securities         |
| GNII JM MA5254 M | 2048-06-20      | 4.0000%  | 0.0000% | $20400000.00       | $409482.92         | Agency Mortgage-Backed Securities         |
| GNII JM MA3027 M | 2045-07-20      | 4.0000%  | 0.0000% | $99142.00          | $2578.75           | Agency Mortgage-Backed Securities         |
| GNII SF MA5818 M | 2049-03-20      | 4.5000%  | 0.0000% | $8837933.00        | $672087.70         | Agency Mortgage-Backed Securities         |
| GNII JM MA6209 M | 2049-10-20      | 3.0000%  | 0.0000% | $1172000.00        | $82640.43          | Agency Mortgage-Backed Securities         |
| GNII SF MA4689 M | 2032-09-20      | 2.5000%  | 0.0000% | $162650.00         | $19692.57          | Agency Mortgage-Backed Securities         |
| GNII JM MA5320 M | 2048-07-20      | 4.0000%  | 0.0000% | $10000000.00       | $237510.79         | Agency Mortgage-Backed Securities         |
| GNII SF MB0488 M | 2055-07-20      | 7.0000%  | 0.0000% | $1677893.00        | $1725392.74        | Agency Mortgage-Backed Securities         |
| GNII ET DI3245 C | 2065-01-20      | 7.0000%  | 0.0000% | $1269528.00        | $505830.04         | Agency Mortgage-Backed Securities         |
| GNII SF 005276 M | 2027-01-20      | 3.0000%  | 0.0000% | $475000.00         | $3547.38           | Agency Mortgage-Backed Securities         |
| GNII AP 784449 M | 2044-09-20      | 4.5000%  | 0.0000% | $520000.00         | $91286.37          | Agency Mortgage-Backed Securities         |
| GNII ET DI3798 C | 2065-01-20      | 7.0000%  | 0.0000% | $289627.00         | $298585.38         | Agency Mortgage-Backed Securities         |
| GNII ET DI2046 C | 2065-02-20      | 7.0000%  | 0.0000% | $266370.00         | $274935.01         | Agency Mortgage-Backed Securities         |
| GNII SF 004100 M | 2038-03-20      | 6.5000%  | 0.0000% | $110000.00         | $1435.33           | Agency Mortgage-Backed Securities         |
| GNII JM MA2294 M | 2044-10-20      | 4.0000%  | 0.0000% | $465883.00         | $3685.26           | Agency Mortgage-Backed Securities         |
| GNII SF MA2761 M | 2037-11-20      | 7.0000%  | 0.0000% | $304475.00         | $8029.94           | Agency Mortgage-Backed Securities         |
| GNII SF MA1225 M | 2043-08-20      | 4.0000%  | 0.0000% | $297258441.00      | $17586923.98       | Agency Mortgage-Backed Securities         |
| GNII SF 762797 C | 2041-03-20      | 4.5000%  | 0.0000% | $2615464.00        | $150971.59         | Agency Mortgage-Backed Securities         |
| GNII SF MA1350 M | 2028-10-20      | 3.0000%  | 0.0000% | $2000000.00        | $67988.78          | Agency Mortgage-Backed Securities         |
| GNII ET DM3465 C | 2065-09-20      | 6.5000%  | 0.0000% | $900000.00         | $930680.76         | Agency Mortgage-Backed Securities         |
| GNII SF CU2460 C | 2053-10-20      | 7.0000%  | 0.0000% | $20000525.00       | $17739492.89       | Agency Mortgage-Backed Securities         |
| GNII SF BT0812 C | 2050-03-20      | 3.0000%  | 0.0000% | $35682049.00       | $7307993.89        | Agency Mortgage-Backed Securities         |
| GNII SF MA9603 M | 2054-04-20      | 4.5000%  | 0.0000% | $78915.00          | $73850.70          | Agency Mortgage-Backed Securities         |
| GNII ET DL0057 C | 2065-06-20      | 6.5000%  | 0.0000% | $2689469.00        | $2777577.23        | Agency Mortgage-Backed Securities         |
| GNII RG CN8579 C | 2049-07-20      | 4.5000%  | 0.0000% | $7545657.00        | $5108778.87        | Agency Mortgage-Backed Securities         |
| GNII RG CO7001 C | 2043-12-20      | 3.5000%  | 0.0000% | $2343659.00        | $1602836.84        | Agency Mortgage-Backed Securities         |
| GNII SF MA9485 M | 2052-10-20      | 4.0000%  | 0.0000% | $3030000.00        | $2584709.16        | Agency Mortgage-Backed Securities         |
| GNII RG CO7005 C | 2042-03-20      | 4.0000%  | 0.0000% | $2634418.00        | $2096878.32        | Agency Mortgage-Backed Securities         |
| GNII ET DL3477 C | 2065-08-20      | 7.0000%  | 0.0000% | $7779289.00        | $8035238.21        | Agency Mortgage-Backed Securities         |
| GNII SF MA9544 M | 2054-02-20      | 7.0000%  | 0.0000% | $3978452.00        | $1683145.66        | Agency Mortgage-Backed Securities         |
| GNII ET DL3403 C | 2065-08-20      | 6.5000%  | 0.0000% | $11844623.00       | $12241705.79       | Agency Mortgage-Backed Securities         |
| GNII JM MA4770 M | 2047-09-20      | 4.0000%  | 0.0000% | $1296821.00        | $34926.70          | Agency Mortgage-Backed Securities         |
| GNII SF MA4202 M | 2038-10-20      | 6.5000%  | 0.0000% | $35000.00          | $5862.27           | Agency Mortgage-Backed Securities         |
| GNII JM MA1961 M | 2029-05-20      | 3.5000%  | 0.0000% | $639861.00         | $23286.62          | Agency Mortgage-Backed Securities         |
| GNII JM MA3513 M | 2046-01-20      | 4.0000%  | 0.0000% | $464250.00         | $8417.09           | Agency Mortgage-Backed Securities         |
| GNII SF 748948 C | 2040-09-20      | 4.5000%  | 0.0000% | $61000.00          | $5190.13           | Agency Mortgage-Backed Securities         |
| GNII ET DK6124 C | 2065-06-20      | 6.0000%  | 0.0000% | $3228214.00        | $3290452.02        | Agency Mortgage-Backed Securities         |
| GNII ET DM5819 C | 2065-09-20      | 6.5000%  | 0.0000% | $13900000.00       | $14373948.28       | Agency Mortgage-Backed Securities         |
| GNII ET DJ5759 C | 2065-05-20      | 6.5000%  | 0.0000% | $4222431.00        | $4359295.33        | Agency Mortgage-Backed Securities         |
| GNII ET DK5691 C | 2065-06-20      | 6.5000%  | 0.0000% | $1014237.00        | $1047639.43        | Agency Mortgage-Backed Securities         |
| GNII ET DH8906 C | 2065-01-20      | 7.0000%  | 0.0000% | $3094943.00        | $2893319.41        | Agency Mortgage-Backed Securities         |
| GNII ET DH9306 C | 2065-01-20      | 6.5000%  | 0.0000% | $3866164.00        | $3650538.50        | Agency Mortgage-Backed Securities         |
| GNII ET DK3914 C | 2065-05-20      | 6.5000%  | 0.0000% | $1421106.00        | $1466895.36        | Agency Mortgage-Backed Securities         |
| GNII ET DK4086 C | 2065-06-20      | 6.0000%  | 0.0000% | $3690920.00        | $3762005.49        | Agency Mortgage-Backed Securities         |
| GNII ET DK5909 C | 2065-06-20      | 6.5000%  | 0.0000% | $1529469.00        | $1579832.28        | Agency Mortgage-Backed Securities         |
| GNII ET DH9309 C | 2065-02-20      | 6.0000%  | 0.0000% | $2190111.00        | $2225966.33        | Agency Mortgage-Backed Securities         |
| GNII JM MA7359 M | 2051-05-20      | 2.5000%  | 0.0000% | $165000.00         | $87487.08          | Agency Mortgage-Backed Securities         |
| GNII SF MA4588 M | 2047-07-20      | 4.5000%  | 0.0000% | $125000.00         | $11262.46          | Agency Mortgage-Backed Securities         |
| GNII ET DF2227 C | 2064-08-20      | 7.5000%  | 0.0000% | $629814.00         | $344067.41         | Agency Mortgage-Backed Securities         |
| GNII JM MA6144 M | 2049-09-20      | 3.0000%  | 0.0000% | $1776620.00        | $112434.41         | Agency Mortgage-Backed Securities         |
| GNII JM MA6884 M | 2050-08-20      | 2.0000%  | 0.0000% | $1700000.00        | $757353.20         | Agency Mortgage-Backed Securities         |
| GNII SF MA6656 M | 2050-05-20      | 3.0000%  | 0.0000% | $1240000.00        | $302665.59         | Agency Mortgage-Backed Securities         |
| GNII JM MA8087 M | 2052-05-20      | 2.0000%  | 0.0000% | $650400.00         | $420918.25         | Agency Mortgage-Backed Securities         |
| GNII JM MA7188 M | 2051-01-20      | 4.0000%  | 0.0000% | $30000.00          | $11032.16          | Agency Mortgage-Backed Securities         |
| GNII SF MA6598 M | 2050-04-20      | 2.5000%  | 0.0000% | $19470000.00       | $4789064.03        | Agency Mortgage-Backed Securities         |
| GNII ET DF3640 C | 2064-10-20      | 6.0000%  | 0.0000% | $1185985.00        | $917126.49         | Agency Mortgage-Backed Securities         |
| GNII ET DM7204 C | 2065-09-20      | 6.5000%  | 0.0000% | $2867860.00        | $2965581.81        | Agency Mortgage-Backed Securities         |
| GNII SF MB0119 M | 2039-11-20      | 4.0000%  | 0.0000% | $3455185.00        | $3222936.96        | Agency Mortgage-Backed Securities         |
| GNII ET DJ4208 C | 2065-05-20      | 6.5000%  | 0.0000% | $1657442.00        | $1710455.95        | Agency Mortgage-Backed Securities         |
| GNII ET DK0165 C | 2065-07-20      | 6.5000%  | 0.0000% | $1194639.00        | $1234368.85        | Agency Mortgage-Backed Securities         |
| GNII ET DG4303 C | 2065-02-20      | 7.0000%  | 0.0000% | $4761548.00        | $4909177.10        | Agency Mortgage-Backed Securities         |
| GNII ET DH0174 C | 2065-01-20      | 7.0000%  | 0.0000% | $2581349.00        | $2657574.39        | Agency Mortgage-Backed Securities         |
| GNII ET DJ0709 C | 2065-05-20      | 7.0000%  | 0.0000% | $9782859.00        | $9371674.42        | Agency Mortgage-Backed Securities         |
| GNII ET DG8301 C | 2064-12-20      | 7.0000%  | 0.0000% | $800428.00         | $824900.35         | Agency Mortgage-Backed Securities         |
| GNII ET DJ5487 C | 2065-04-20      | 7.0000%  | 0.0000% | $730034.00         | $753453.40         | Agency Mortgage-Backed Securities         |
| GNII ET DH1085 C | 2064-12-20      | 7.0000%  | 0.0000% | $1917870.00        | $1394016.86        | Agency Mortgage-Backed Securities         |
| GNII JM 005201 M | 2041-10-20      | 4.0000%  | 0.0000% | $66904.00          | $795.30            | Agency Mortgage-Backed Securities         |
| GNII SF DM5759 C | 2055-10-20      | 6.0000%  | 0.0000% | $1269223.00        | $1307996.49        | Agency Mortgage-Backed Securities         |
| GNII JM 004880 M | 2040-12-20      | 4.5000%  | 0.0000% | $1000000.00        | $22613.11          | Agency Mortgage-Backed Securities         |
| GNII ET DM5857 C | 2065-08-20      | 7.0000%  | 0.0000% | $1153929.00        | $1192738.99        | Agency Mortgage-Backed Securities         |
| GNII ET DN7748 C | 2065-09-20      | 7.0000%  | 0.0000% | $2689566.00        | $2791751.58        | Agency Mortgage-Backed Securities         |
| GNII SF DN5966 C | 2055-10-20      | 5.5000%  | 0.0000% | $4267696.00        | $4367467.62        | Agency Mortgage-Backed Securities         |
| GNII ET DM6749 C | 2065-09-20      | 6.0000%  | 0.0000% | $750212.00         | $765665.24         | Agency Mortgage-Backed Securities         |
| GNII AP 784648 M | 2048-11-20      | 3.0000%  | 0.0000% | $935000.00         | $55460.53          | Agency Mortgage-Backed Securities         |
| GNRM 2022-167 AB | 2050-10-16      | 2.3000%  | 0.0000% | $7847378.00        | $6634434.82        | Agency Collateralized Mortgage Obligation |
| GNII ET DJ5512 C | 2065-04-20      | 7.0000%  | 0.0000% | $23920673.00       | $23303788.12       | Agency Mortgage-Backed Securities         |
| GNII ET DF7159 C | 2064-12-20      | 6.5000%  | 0.0000% | $2959732.00        | $2499936.31        | Agency Mortgage-Backed Securities         |
| GNII ET DF5636 C | 2064-09-20      | 7.0000%  | 0.0000% | $2377788.00        | $2448513.57        | Agency Mortgage-Backed Securities         |
| GNII ET DE2478 C | 2064-08-20      | 7.0000%  | 0.0000% | $3128402.00        | $2235863.18        | Agency Mortgage-Backed Securities         |
| GNII SF CZ8626 C | 2054-01-20      | 6.5000%  | 0.0000% | $1547239.00        | $1147611.74        | Agency Mortgage-Backed Securities         |
| GNII ET DG8310 C | 2064-12-20      | 7.0000%  | 0.0000% | $555543.00         | $572528.37         | Agency Mortgage-Backed Securities         |
| GNII ET DF5665 C | 2064-12-20      | 7.0000%  | 0.0000% | $3434328.00        | $3535572.19        | Agency Mortgage-Backed Securities         |
| GNII ET DH0124 C | 2064-12-20      | 7.0000%  | 0.0000% | $7180764.00        | $6761346.84        | Agency Mortgage-Backed Securities         |
| GNII ET DG0513 C | 2065-01-20      | 7.0000%  | 0.0000% | $1661697.00        | $1055354.86        | Agency Mortgage-Backed Securities         |
| GNII ET DG6072 C | 2065-03-20      | 6.5000%  | 0.0000% | $2332742.00        | $1382615.95        | Agency Mortgage-Backed Securities         |
| GNII ET DF1078 C | 2064-10-20      | 6.0000%  | 0.0000% | $2180626.00        | $1218554.36        | Agency Mortgage-Backed Securities         |
| GNII SF CZ5226 C | 2054-01-20      | 7.5000%  | 0.0000% | $1297365.00        | $900166.25         | Agency Mortgage-Backed Securities         |
| GNII ET DG3728 C | 2065-01-20      | 6.5000%  | 0.0000% | $2434643.00        | $2344964.40        | Agency Mortgage-Backed Securities         |
| GNII SF MB0684 M | 2055-09-20      | 4.5000%  | 0.0000% | $254925673.00      | $249999999.15      | Agency Mortgage-Backed Securities         |
| GNII SF DA2132 C | 2054-03-20      | 6.5000%  | 0.0000% | $3302410.00        | $2653619.66        | Agency Mortgage-Backed Securities         |
| GNII SF CX1287 C | 2053-09-20      | 6.5000%  | 0.0000% | $5749791.00        | $4904692.94        | Agency Mortgage-Backed Securities         |
| GNII ET CU9037 C | 2065-03-20      | 7.0000%  | 0.0000% | $995625.00         | $1026993.01        | Agency Mortgage-Backed Securities         |
| GNII SF DC2906 C | 2054-05-20      | 6.5000%  | 0.0000% | $1306692.00        | $1349408.58        | Agency Mortgage-Backed Securities         |
| GNII ET DF2471 C | 2064-09-20      | 7.0000%  | 0.0000% | $340799.00         | $350453.83         | Agency Mortgage-Backed Securities         |
| GNII SF MB0558 M | 2055-07-20      | 6.5000%  | 0.0000% | $242469052.00      | $249999999.84      | Agency Mortgage-Backed Securities         |
| GNII ET CZ5349 C | 2063-12-20      | 8.0000%  | 0.0000% | $5454724.00        | $1145254.55        | Agency Mortgage-Backed Securities         |
| GNII SF CZ1884 C | 2054-01-20      | 6.5000%  | 0.0000% | $2369511.00        | $725560.01         | Agency Mortgage-Backed Securities         |
| GNII ET DF3630 C | 2064-10-20      | 6.0000%  | 0.0000% | $2171633.00        | $1670975.13        | Agency Mortgage-Backed Securities         |
| GNII ET CV8071 C | 2063-07-20      | 5.0000%  | 0.0000% | $1458350.00        | $908480.37         | Agency Mortgage-Backed Securities         |
| GNII ET DE3864 C | 2064-07-20      | 7.0000%  | 0.0000% | $717550.00         | $690769.99         | Agency Mortgage-Backed Securities         |
| GNII JM MA5069 M | 2048-03-20      | 4.5000%  | 0.0000% | $1422909.00        | $55645.67          | Agency Mortgage-Backed Securities         |
| GNII SF DF1081 C | 2054-11-20      | 5.0000%  | 0.0000% | $4372188.00        | $4346448.91        | Agency Mortgage-Backed Securities         |
| GNII SF CZ1872 C | 2054-01-20      | 6.5000%  | 0.0000% | $3485926.00        | $864477.71         | Agency Mortgage-Backed Securities         |
| GNII SF DC3006 C | 2054-06-20      | 6.5000%  | 0.0000% | $2859624.00        | $2692970.69        | Agency Mortgage-Backed Securities         |
| GNII JM MA5518 M | 2048-10-20      | 4.0000%  | 0.0000% | $10000000.00       | $234451.84         | Agency Mortgage-Backed Securities         |
| GNII JM MA6588 M | 2050-04-20      | 2.5000%  | 0.0000% | $3100000.00        | $409656.51         | Agency Mortgage-Backed Securities         |
| GNRM 2023-008 BA | 2064-02-16      | 3.7500%  | 0.0000% | $1000000.00        | $888460.21         | Agency Collateralized Mortgage Obligation |
| GNII ET DN0753 C | 2065-10-20      | 6.5000%  | 0.0000% | $14500000.00       | $15023097.17       | Agency Mortgage-Backed Securities         |
| GNII ET DI5844 C | 2065-03-20      | 7.0000%  | 0.0000% | $3412462.00        | $2857489.11        | Agency Mortgage-Backed Securities         |
| GNII ET DF6298 C | 2064-11-20      | 6.5000%  | 0.0000% | $1599481.00        | $930475.20         | Agency Mortgage-Backed Securities         |
| GNII ET DH9775 C | 2065-02-20      | 6.5000%  | 0.0000% | $3558970.00        | $3669269.39        | Agency Mortgage-Backed Securities         |
| GNII SF CY3693 C | 2053-11-20      | 7.0000%  | 0.0000% | $1298284.00        | $322732.92         | Agency Mortgage-Backed Securities         |
| GNII ET DF4393 C | 2064-11-20      | 6.5000%  | 0.0000% | $2732363.00        | $1718450.83        | Agency Mortgage-Backed Securities         |
| GNII ET DI7870 C | 2065-03-20      | 7.0000%  | 0.0000% | $2270545.00        | $2335976.08        | Agency Mortgage-Backed Securities         |
| GNII ET DE5852 C | 2064-09-20      | 7.0000%  | 0.0000% | $4827370.00        | $2790825.74        | Agency Mortgage-Backed Securities         |
| GNII SF 004771 M | 2040-08-20      | 4.5000%  | 0.0000% | $344948355.00      | $12235040.78       | Agency Mortgage-Backed Securities         |
| GNII JM 004260 M | 2038-10-20      | 6.0000%  | 0.0000% | $1056505.00        | $931.60            | Agency Mortgage-Backed Securities         |
| GNII JM MA2066 M | 2044-07-20      | 4.5000%  | 0.0000% | $150000.00         | $917.13            | Agency Mortgage-Backed Securities         |
| GNII SF MA4451 M | 2047-05-20      | 3.5000%  | 0.0000% | $18999938.00       | $2210491.10        | Agency Mortgage-Backed Securities         |
| GNII JM MA4253 M | 2047-02-20      | 4.5000%  | 0.0000% | $2281458.00        | $103178.40         | Agency Mortgage-Backed Securities         |
| GNII JM MA4712 M | 2047-09-20      | 4.5000%  | 0.0000% | $2920758.00        | $59613.02          | Agency Mortgage-Backed Securities         |
| GNII JM MA1831 M | 2044-03-20      | 4.5000%  | 0.0000% | $914197.00         | $25923.32          | Agency Mortgage-Backed Securities         |
| GNII JM MA4311 M | 2047-03-20      | 4.0000%  | 0.0000% | $1156682.00        | $49703.27          | Agency Mortgage-Backed Securities         |
| GNII SF AO8303 C | 2045-08-20      | 3.5000%  | 0.0000% | $1333432.00        | $355077.87         | Agency Mortgage-Backed Securities         |
| GNII RG CM4717 C | 2049-10-20      | 4.5000%  | 0.0000% | $1768346.00        | $1132747.23        | Agency Mortgage-Backed Securities         |
| GNII SF CX3193 C | 2053-10-20      | 6.5000%  | 0.0000% | $2640723.00        | $2505155.94        | Agency Mortgage-Backed Securities         |
| GNII SF BS1471 C | 2050-03-20      | 3.5000%  | 0.0000% | $1496307.00        | $657411.85         | Agency Mortgage-Backed Securities         |
| GNII ET DC1959 C | 2064-06-20      | 7.0000%  | 0.0000% | $2132206.00        | $1362372.51        | Agency Mortgage-Backed Securities         |
| GNII ET DE1933 C | 2064-09-20      | 6.0000%  | 0.0000% | $2438725.00        | $1877527.83        | Agency Mortgage-Backed Securities         |
| GNII SF CZ4009 C | 2054-01-20      | 7.5000%  | 0.0000% | $1686047.00        | $1073894.32        | Agency Mortgage-Backed Securities         |
| GNII SF AX3410 C | 2047-03-20      | 3.5000%  | 0.0000% | $777116.00         | $241644.40         | Agency Mortgage-Backed Securities         |

### Security 302: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8RX0, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: ARP1C8RX0
- **C.18 - Value (incl. sponsor support):** $1446000000.00
- **C.18.a - Value (excl. sponsor support):** $1446000000.00
- **C.19 - Percentage of Net Assets:** 1.6800%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 04.500 CLMA3468 | 2048-09-01      | 4.5000%  | 0.0000% | $500000000.00      | $38468409.11       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAB6495 | 2037-10-01      | 3.0000%  | 0.0000% | $2000000.00        | $272673.61         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD8419 | 2055-06-01      | 6.0000%  | 0.0000% | $8978930.00        | $8891344.01        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY7307 | 2053-09-01      | 6.0000%  | 0.0000% | $721396.00         | $571111.92         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6258 | 2053-05-01      | 5.5000%  | 0.0000% | $47000000.00       | $37678628.04       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC3459 | 2054-09-01      | 6.0000%  | 0.0000% | $7678811.00        | $7338285.69        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC8824 | 2054-12-01      | 6.0000%  | 0.0000% | $233145.00         | $204778.04         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0988 | 2055-03-01      | 5.5000%  | 0.0000% | $143898100.00      | $141999054.74      | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA2432 | 2055-06-01      | 5.5000%  | 0.0000% | $43690499.00       | $42988230.40       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC7035 | 2054-12-01      | 6.0000%  | 0.0000% | $2307766.00        | $2105187.94        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC3465 | 2054-09-01      | 6.0000%  | 0.0000% | $18594910.00       | $15927108.98       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7916 | 2050-11-01      | 2.0000%  | 0.0000% | $1103652.00        | $496556.25         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1024 | 2051-07-01      | 2.5000%  | 0.0000% | $2443000.00        | $1502213.74        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC0565 | 2055-06-01      | 5.5000%  | 0.0000% | $103935431.00      | $103872772.83      | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4493 | 2051-12-01      | 2.5000%  | 0.0000% | $387990391.00      | $249999999.70      | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS3989 | 2053-01-01      | 5.0000%  | 0.0000% | $169930450.00      | $142830460.22      | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7861 | 2050-10-01      | 2.0000%  | 0.0000% | $1128575.00        | $819130.58         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8147 | 2054-03-01      | 5.5000%  | 0.0000% | $129522448.00      | $113392907.39      | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8989 | 2054-08-01      | 5.5000%  | 0.0000% | $18201343.00       | $17337785.06       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA5003 | 2053-11-01      | 6.0000%  | 0.0000% | $399441.00         | $242047.73         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA4708 | 2053-12-01      | 6.5000%  | 0.0000% | $3690138.00        | $2810046.75        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW4984 | 2053-02-01      | 5.0000%  | 0.0000% | $14173619.00       | $9783293.08        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS4827 | 2053-05-01      | 5.0000%  | 0.0000% | $60314712.00       | $48868057.16       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5498 | 2054-10-01      | 6.0000%  | 0.0000% | $23536216.00       | $20190942.17       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5272 | 2054-02-01      | 6.0000%  | 0.0000% | $341494.00         | $254439.02         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3522 | 2048-11-01      | 4.5000%  | 0.0000% | $500000000.00      | $41166319.21       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9057 | 2054-08-01      | 6.0000%  | 0.0000% | $226277468.00      | $210677825.11      | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA1562 | 2055-04-01      | 5.5000%  | 0.0000% | $63283862.00       | $61996556.75       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5701 | 2055-05-01      | 6.0000%  | 0.0000% | $1547707.00        | $1468637.91        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8400 | 2054-07-01      | 6.0000%  | 0.0000% | $142600476.00      | $127958496.91      | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD0835 | 2055-01-01      | 6.0000%  | 0.0000% | $2059289.00        | $2019778.75        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE1721 | 2055-06-01      | 6.0000%  | 0.0000% | $10491342.00       | $10747058.38       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBN9019 | 2051-02-01      | 2.0000%  | 0.0000% | $67559787.00       | $38959863.10       | Agency Mortgage-Backed Securities |

### Security 303: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8RY8, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP1C8RY8
- **C.18 - Value (incl. sponsor support):** $315000000.00
- **C.18.a - Value (excl. sponsor support):** $315000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? 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 02.500 CLFM8966   | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $615.00            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM8104   | 2051-07-01      | 3.0000%  | 0.0000% | $1000.00           | $598.73            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS2637   | 2052-05-01      | 2.5000%  | 0.0000% | $2000.00           | $1372.41           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM7786   | 2049-01-01      | 4.0000%  | 0.0000% | $2190.00           | $909.25            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $100.00            | $100.17            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $200.00            | $212.41            | U.S. Treasuries (including strips) |
| 03.000 FGPC U40824 G   | 2028-06-01      | 3.0000%  | 0.0000% | $1120.00           | $60.59             | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI0286   | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $929.46            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA3055   | 2050-07-01      | 2.5000%  | 0.0000% | $1000.00           | $592.06            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA6135   | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $606.28            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9373   | 2054-10-01      | 5.0000%  | 0.0000% | $2076.00           | $2011.09           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB9630   | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $943.63            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB7813   | 2054-01-01      | 7.0000%  | 0.0000% | $1024.00           | $793.84            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8491   | 2054-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1741.72           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0289   | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $959.96            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9961   | 2055-02-01      | 5.0000%  | 0.0000% | $1045.00           | $1028.77           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9375   | 2054-10-01      | 6.0000%  | 0.0000% | $2126.00           | $2081.09           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS7160   | 2054-02-01      | 6.5000%  | 0.0000% | $2000.00           | $1620.94           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS7065   | 2053-03-01      | 3.0000%  | 0.0000% | $1000.00           | $782.04            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0034   | 2051-12-01      | 3.0000%  | 0.0000% | $1004.00           | $625.05            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM8577   | 2051-08-01      | 3.0000%  | 0.0000% | $1000.00           | $562.82            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBC0330   | 2045-12-01      | 3.0000%  | 0.0000% | $1000.00           | $145.39            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I3BF0154   | 2046-11-01      | 3.5000%  | 0.0000% | $1000.00           | $168.57            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBW1241   | 2052-10-01      | 4.0000%  | 0.0000% | $2000.00           | $1614.12           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3234   | 2052-04-01      | 3.0000%  | 0.0000% | $2999.00           | $2050.77           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY2375   | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $645.44            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBU4746   | 2054-07-01      | 6.0000%  | 0.0000% | $1024.00           | $912.80            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICA5624   | 2035-04-01      | 2.5000%  | 0.0000% | $1000.00           | $337.57            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR0999   | 2051-05-01      | 2.5000%  | 0.0000% | $2000.00           | $1316.05           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBU5621   | 2055-02-01      | 6.5000%  | 0.0000% | $2000.00           | $1830.46           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7620   | 2053-12-01      | 6.0000%  | 0.0000% | $5459.00           | $4823.82           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6634   | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $889.06            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7774   | 2052-08-01      | 4.5000%  | 0.0000% | $1024.00           | $793.37            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBE0084   | 2046-12-01      | 3.0000%  | 0.0000% | $2000.00           | $565.28            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIAS8251   | 2031-11-01      | 2.0000%  | 0.0000% | $1000.00           | $164.62            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAT3487   | 2043-04-01      | 3.5000%  | 0.0000% | $1000.00           | $120.14            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD1524   | 2052-08-01      | 4.0000%  | 0.0000% | $1000.00           | $736.84            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8532   | 2055-05-01      | 5.0000%  | 0.0000% | $1024.00           | $997.77            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7567   | 2054-02-01      | 5.5000%  | 0.0000% | $1077.00           | $927.75            | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G67701 G   | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $252.78            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ2087   | 2054-08-01      | 5.5000%  | 0.0000% | $1001.00           | $889.51            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB7172   | 2051-01-01      | 2.0000%  | 0.0000% | $1000.00           | $559.97            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G61595 G   | 2048-07-01      | 3.5000%  | 0.0000% | $1000.00           | $208.44            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQD5262   | 2052-01-01      | 2.0000%  | 0.0000% | $1001.00           | $674.35            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF0493   | 2052-09-01      | 5.5000%  | 0.0000% | $1000.00           | $666.73            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS6256   | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $812.35            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS5133   | 2051-09-01      | 3.0000%  | 0.0000% | $1970.00           | $1516.91           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6799   | 2050-08-01      | 2.0000%  | 0.0000% | $1000.00           | $465.47            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4843   | 2052-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1639.42           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8016   | 2049-10-01      | 3.0000%  | 0.0000% | $1099.00           | $165.09            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD7391   | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $952.70            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD7105   | 2054-11-01      | 6.0000%  | 0.0000% | $4770492.00        | $4196497.46        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1586   | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $683.43            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD7227   | 2055-05-01      | 5.5000%  | 0.0000% | $1008.00           | $983.27            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBU6701   | 2051-12-01      | 2.5000%  | 0.0000% | $2000.00           | $1227.09           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8317   | 2053-04-01      | 6.0000%  | 0.0000% | $1021.00           | $749.32            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAR1420   | 2043-01-01      | 4.0000%  | 0.0000% | $1001.00           | $97.19             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA1386   | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $564.70            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE5080   | 2052-07-01      | 5.0000%  | 0.0000% | $3000.00           | $2078.17           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFM1736   | 2039-10-01      | 6.5000%  | 0.0000% | $3066.00           | $1064.35           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2798   | 2055-09-01      | 6.0000%  | 0.0000% | $1215.00           | $1250.11           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM3505   | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $451.98            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM3249   | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $209.08            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $100.00            | $105.15            | U.S. Treasuries (including strips) |
| FNMS 02.500 CIFM5082   | 2035-12-01      | 2.5000%  | 0.0000% | $2000.00           | $801.47            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM6293   | 2051-01-01      | 3.0000%  | 0.0000% | $1999.00           | $993.15            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6320   | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $828.54            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6509   | 2053-06-01      | 4.5000%  | 0.0000% | $1000.00           | $884.02            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5914   | 2053-03-01      | 6.0000%  | 0.0000% | $2048.00           | $1475.56           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5892   | 2053-03-01      | 4.5000%  | 0.0000% | $1000.00           | $858.41            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7195   | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $724.68            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF6564   | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $858.71            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM7869   | 2051-01-01      | 2.5000%  | 0.0000% | $1000.00           | $564.36            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1374   | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $708.11            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1476   | 2052-03-01      | 3.0000%  | 0.0000% | $2999.00           | $2129.14           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS0584   | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $605.79            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS0067   | 2051-09-01      | 4.5000%  | 0.0000% | $6000.00           | $3442.42           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3068   | 2052-10-01      | 5.0000%  | 0.0000% | $1050.00           | $853.32            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS6631   | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $768.39            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5009   | 2051-07-01      | 3.5000%  | 0.0000% | $1000.00           | $755.93            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS5708   | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $767.74            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM5012   | 2048-03-01      | 3.5000%  | 0.0000% | $2037.00           | $597.44            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1024   | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $614.91            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6717   | 2050-08-01      | 2.5000%  | 0.0000% | $1024.00           | $491.39            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $400.00            | $413.72            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $239175900.00      | $243817905.15      | U.S. Treasuries (including strips) |
| FNMS 03.500 CLBM2000   | 2047-05-01      | 3.5000%  | 0.0000% | $1000.00           | $138.10            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS8587   | 2054-07-01      | 6.5000%  | 0.0000% | $1024.00           | $891.96            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS8505   | 2053-09-01      | 5.0000%  | 0.0000% | $1131.00           | $1080.67           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE0306   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.64           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5479   | 2053-01-01      | 6.0000%  | 0.0000% | $1024.00           | $781.30            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB3049   | 2052-03-01      | 2.5000%  | 0.0000% | $2000.00           | $1399.69           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6187   | 2053-05-01      | 5.5000%  | 0.0000% | $5000.00           | $4204.30           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7338   | 2053-10-01      | 6.0000%  | 0.0000% | $1024.00           | $885.95            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3317   | 2052-04-01      | 4.0000%  | 0.0000% | $1023.00           | $722.71            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBU5315   | 2054-12-01      | 5.0000%  | 0.0000% | $1008.00           | $909.37            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO4645   | 2049-11-01      | 3.0000%  | 0.0000% | $2998.00           | $1085.11           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR1967   | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $610.28            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD7673   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.11           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAT7139   | 2043-06-01      | 3.5000%  | 0.0000% | $1000.00           | $146.57            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAP2133   | 2042-08-01      | 3.5000%  | 0.0000% | $3001.00           | $317.44            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAT2021   | 2043-04-01      | 3.5000%  | 0.0000% | $1000.00           | $127.02            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9824   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $914.28            | Agency Mortgage-Backed Securities  |
| 05.875 FRPC G80376 G   | 2038-12-20      | 5.8750%  | 0.0000% | $1001.00           | $101.91            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G61431 G   | 2044-02-01      | 3.5000%  | 0.0000% | $1000.00           | $332.42            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5633   | 2054-02-01      | 6.0000%  | 0.0000% | $1000.00           | $894.94            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5359   | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $966.03            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE6088   | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $772.88            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD4507   | 2053-12-01      | 5.5000%  | 0.0000% | $1000.00           | $846.93            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7576   | 2055-01-01      | 5.5000%  | 0.0000% | $1003.00           | $967.85            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2990   | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $891.98            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5882   | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $914.35            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CISB0385   | 2035-07-01      | 3.0000%  | 0.0000% | $1000.00           | $305.52            | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G08741 G   | 2047-01-01      | 3.0000%  | 0.0000% | $3533.00           | $671.67            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTFA2703   | 2045-04-01      | 5.5000%  | 0.0000% | $1000.00           | $986.97            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0847   | 2052-02-01      | 3.0000%  | 0.0000% | $1024.00           | $642.97            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS2614   | 2052-08-01      | 5.0000%  | 0.0000% | $1144.00           | $829.86            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1820   | 2051-08-01      | 3.0000%  | 0.0000% | $2000.00           | $1318.55           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS4095   | 2053-02-01      | 5.0000%  | 0.0000% | $1024.00           | $811.41            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1452   | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $988.24            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1811   | 2055-01-01      | 6.0000%  | 0.0000% | $1040.00           | $1020.75           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS2740   | 2049-06-01      | 3.5000%  | 0.0000% | $4191.00           | $2909.15           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0392   | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $699.75            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS3880   | 2053-02-01      | 6.0000%  | 0.0000% | $2253.00           | $1679.58           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1856   | 2055-06-01      | 5.5000%  | 0.0000% | $1024.00           | $985.76            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFS2931   | 2037-03-01      | 2.0000%  | 0.0000% | $1000.00           | $623.81            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS3508   | 2048-02-01      | 3.5000%  | 0.0000% | $1024.00           | $726.73            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM6965   | 2051-04-01      | 2.5000%  | 0.0000% | $1000.00           | $632.19            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3249   | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $664.31            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS1080   | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $711.31            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAT9653   | 2043-07-01      | 4.0000%  | 0.0000% | $1000.00           | $180.78            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM4857   | 2048-03-01      | 4.0000%  | 0.0000% | $1000.00           | $341.82            | Agency Mortgage-Backed Securities  |
| GNII SF MA9908 M       | 2054-09-20      | 6.5000%  | 0.0000% | $42523713.00       | $26675872.17       | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $25998200.00       | $27074758.47       | U.S. Treasuries (including strips) |
| FNMS 03.000 CLFA1417   | 2047-12-01      | 3.0000%  | 0.0000% | $1008.00           | $865.15            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1809   | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $967.93            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3614   | 2052-05-01      | 4.0000%  | 0.0000% | $6000.00           | $4357.28           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB1020   | 2051-07-01      | 2.0000%  | 0.0000% | $2000.00           | $1199.82           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD7558   | 2053-02-01      | 5.0000%  | 0.0000% | $1025.00           | $796.46            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA9273   | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $601.48            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6919   | 2050-09-01      | 2.5000%  | 0.0000% | $1280.00           | $615.02            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3255   | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $692.28            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH4014   | 2047-09-01      | 4.0000%  | 0.0000% | $1000.00           | $297.94            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBQ8482   | 2050-12-01      | 2.5000%  | 0.0000% | $1000.00           | $390.39            | Agency Mortgage-Backed Securities  |
| 05.500 FGPC G01749 G   | 2035-01-01      | 5.5000%  | 0.0000% | $1063.00           | $8.36              | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW1505   | 2052-07-01      | 4.5000%  | 0.0000% | $1028.00           | $814.22            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV8551   | 2052-05-01      | 3.5000%  | 0.0000% | $5000.00           | $3663.77           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA2583   | 2054-09-01      | 6.5000%  | 0.0000% | $1040.00           | $1044.48           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM4595   | 2050-09-01      | 3.0000%  | 0.0000% | $1000.00           | $396.75            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1827   | 2055-05-01      | 5.0000%  | 0.0000% | $2339.00           | $2316.55           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9324   | 2054-10-01      | 5.5000%  | 0.0000% | $3000.00           | $2879.86           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1274   | 2051-08-01      | 2.5000%  | 0.0000% | $4000.00           | $2463.67           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5278   | 2052-11-01      | 5.0000%  | 0.0000% | $2001.00           | $1572.76           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5122   | 2052-11-01      | 4.5000%  | 0.0000% | $3000.00           | $2387.29           | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLDA6373   | 2053-12-01      | 7.5000%  | 0.0000% | $1000.00           | $709.10            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS4354   | 2045-01-01      | 4.5000%  | 0.0000% | $1000.00           | $158.88            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIAS9321   | 2032-03-01      | 2.5000%  | 0.0000% | $1000.00           | $205.90            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8650   | 2047-01-01      | 3.0000%  | 0.0000% | $1000.00           | $209.78            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CT257451   | 2028-11-01      | 5.5000%  | 0.0000% | $13742.00          | $37.16             | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8342   | 2053-07-01      | 5.5000%  | 0.0000% | $3928.00           | $3258.14           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8340   | 2053-07-01      | 4.5000%  | 0.0000% | $1000.00           | $861.81            | Agency Mortgage-Backed Securities  |
| 06.000 FGPC Z40125 G   | 2035-03-01      | 6.0000%  | 0.0000% | $1000.00           | $270.13            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQE2057   | 2052-05-01      | 3.5000%  | 0.0000% | $1001.00           | $763.54            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8005   | 2049-08-01      | 3.5000%  | 0.0000% | $1000.00           | $98.41             | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8438   | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $870.17            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9011   | 2054-08-01      | 6.0000%  | 0.0000% | $1049.00           | $989.72            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6141   | 2050-06-01      | 2.0000%  | 0.0000% | $1045.00           | $501.24            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1407   | 2054-12-01      | 5.0000%  | 0.0000% | $1051.00           | $1041.62           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0735   | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $547.82            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM2870   | 2050-03-01      | 3.0000%  | 0.0000% | $1263.00           | $475.30            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2161   | 2055-06-01      | 6.0000%  | 0.0000% | $1132.00           | $1131.61           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2135   | 2055-06-01      | 5.0000%  | 0.0000% | $1024.00           | $1014.40           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1164   | 2055-03-01      | 5.0000%  | 0.0000% | $1024.00           | $974.18            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM2439   | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $410.58            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7257   | 2050-10-01      | 2.5000%  | 0.0000% | $1000.00           | $542.62            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5903   | 2053-03-01      | 5.5000%  | 0.0000% | $3000.00           | $2465.75           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7116   | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $854.05            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6202   | 2053-05-01      | 5.0000%  | 0.0000% | $1006.00           | $864.51            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICA6522   | 2035-07-01      | 2.5000%  | 0.0000% | $1000.00           | $421.58            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD1872   | 2052-11-01      | 5.5000%  | 0.0000% | $1002.00           | $794.90            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5457   | 2054-05-01      | 5.5000%  | 0.0000% | $1024.00           | $927.47            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6638   | 2050-08-01      | 2.5000%  | 0.0000% | $2000.00           | $827.65            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6635   | 2050-08-01      | 2.5000%  | 0.0000% | $1907.00           | $987.02            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CKBM5598   | 2043-02-01      | 3.0000%  | 0.0000% | $1000.00           | $148.48            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 I4BF0821   | 2062-06-01      | 2.5000%  | 0.0000% | $1024.00           | $818.00            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 I4BF0822   | 2062-10-01      | 2.5000%  | 0.0000% | $1120.00           | $885.61            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9916   | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1461.14           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD4903   | 2055-03-01      | 5.5000%  | 0.0000% | $2000.00           | $2016.67           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS8356   | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $839.42            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS8371   | 2050-03-01      | 3.5000%  | 0.0000% | $1000.00           | $821.91            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTCB0470   | 2041-05-01      | 2.5000%  | 0.0000% | $1000.00           | $616.92            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3496   | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $729.58            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9476   | 2054-11-01      | 5.0000%  | 0.0000% | $5591461.00        | $5378178.50        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9365   | 2054-10-01      | 5.5000%  | 0.0000% | $1024.00           | $989.79            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CICB9261   | 2039-09-01      | 6.0000%  | 0.0000% | $1000.00           | $844.93            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBA2971   | 2045-11-01      | 3.0000%  | 0.0000% | $1000.00           | $141.90            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA1857   | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1035.06           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS7538   | 2054-03-01      | 6.0000%  | 0.0000% | $2778.00           | $2410.26           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS8686   | 2053-07-01      | 2.5000%  | 0.0000% | $2000.00           | $1579.11           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS2141   | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $696.09            | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIFS4059   | 2037-08-01      | 1.5000%  | 0.0000% | $1040.00           | $697.82            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS2649   | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $722.74            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0331   | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $650.75            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLFS9778   | 2054-10-01      | 7.0000%  | 0.0000% | $1000.00           | $811.30            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2638   | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $678.70            | Agency Mortgage-Backed Securities  |
| GNII SF MA8492 M       | 2052-12-20      | 6.0000%  | 0.0000% | $1534.00           | $866.42            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW0048   | 2052-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1355.32           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV2209   | 2052-02-01      | 3.0000%  | 0.0000% | $1008.00           | $701.15            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBQ1092   | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $414.10            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBO2994   | 2049-09-01      | 4.0000%  | 0.0000% | $2000.00           | $331.02            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 R3BF0138   | 2041-07-01      | 6.0000%  | 0.0000% | $1000.00           | $195.61            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY4259   | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $796.73            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB4125   | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $800.67            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY4409   | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $895.73            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4067   | 2052-07-01      | 4.5000%  | 0.0000% | $1025.00           | $823.74            | Agency Mortgage-Backed Securities  |
| FNMS 02.775 CAAO0385   | 2042-02-01      | 2.7750%  | 0.0000% | $1000.00           | $263.95            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC4595   | 2054-10-01      | 6.0000%  | 0.0000% | $3000.00           | $3053.84           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA7461   | 2054-01-01      | 6.0000%  | 0.0000% | $2000.00           | $1936.98           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA6622   | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $660.04            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC4701   | 2054-10-01      | 6.5000%  | 0.0000% | $3000.00           | $3100.46           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE6087   | 2052-07-01      | 4.5000%  | 0.0000% | $1002.00           | $812.31            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD0958   | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $666.71            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9357   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $736.89            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ5599   | 2054-10-01      | 5.5000%  | 0.0000% | $1024.00           | $992.44            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $500.00            | $536.76            | U.S. Treasuries (including strips) |
| FNMS 05.500 CLDB4475   | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $879.87            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB4843   | 2054-10-01      | 6.5000%  | 0.0000% | $3000.00           | $3114.69           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU1030   | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $596.81            | Agency Mortgage-Backed Securities  |
| GNII SF MA9781 M       | 2054-07-20      | 6.5000%  | 0.0000% | $79071.00          | $46970.16          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS4377   | 2052-04-01      | 3.0000%  | 0.0000% | $2000.00           | $1531.43           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS5219   | 2053-07-01      | 5.5000%  | 0.0000% | $1127.00           | $955.89            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS5626   | 2053-08-01      | 5.0000%  | 0.0000% | $1323.00           | $1163.89           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS6333   | 2052-10-01      | 4.0000%  | 0.0000% | $2000.00           | $1626.40           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3941   | 2053-02-01      | 5.0000%  | 0.0000% | $1000.00           | $777.36            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS5632   | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $875.40            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS4448   | 2044-12-01      | 4.0000%  | 0.0000% | $2000.00           | $1482.19           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6923   | 2053-08-01      | 6.0000%  | 0.0000% | $1024.00           | $837.43            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6702   | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $767.49            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2048-02-15      | 1.0000%  | 0.0000% | $710200.00         | $706462.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 2.1250%  | 0.0000% | $100.00            | $148.47            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $38400.00          | $36661.36          | U.S. Treasuries (including strips) |
| FNMS 05.500 CLFS6852   | 2053-12-01      | 5.5000%  | 0.0000% | $1343.00           | $1127.60           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS7798   | 2054-06-01      | 6.0000%  | 0.0000% | $1024.00           | $944.67            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8679   | 2054-06-01      | 5.5000%  | 0.0000% | $1120.00           | $1046.04           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2055-02-15      | 2.3750%  | 0.0000% | $135900.00         | $138156.66         | U.S. Treasuries (including strips) |
| FNMS 03.500 CLAO4134   | 2042-06-01      | 3.5000%  | 0.0000% | $1000.00           | $116.68            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI8055   | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $933.39            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD7032   | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $925.45            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7378   | 2052-05-01      | 3.5000%  | 0.0000% | $1001.00           | $760.32            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8237   | 2052-08-01      | 4.0000%  | 0.0000% | $1027.00           | $805.00            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI6376   | 2054-06-01      | 6.0000%  | 0.0000% | $2000.00           | $1797.75           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA2900   | 2050-06-01      | 3.0000%  | 0.0000% | $1000.00           | $354.00            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC3824   | 2054-11-01      | 5.0000%  | 0.0000% | $1001.00           | $960.61            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAR3391   | 2043-01-01      | 3.0000%  | 0.0000% | $3000.00           | $539.15            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 U4BF0247   | 2051-06-01      | 4.5000%  | 0.0000% | $1000.00           | $292.01            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 3SZT0936   | 2043-09-01      | 3.0000%  | 0.0000% | $1000.00           | $112.86            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4386   | 2052-08-01      | 4.5000%  | 0.0000% | $4003.00           | $2885.63           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2079   | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $615.30            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA0483   | 2047-10-01      | 3.5000%  | 0.0000% | $1000.00           | $226.87            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA4819   | 2049-12-01      | 4.0000%  | 0.0000% | $1000.00           | $286.17            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1616   | 2055-05-01      | 5.0000%  | 0.0000% | $1024.00           | $1007.79           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFA2615   | 2037-05-01      | 3.0000%  | 0.0000% | $1008.00           | $941.84            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9672   | 2054-12-01      | 5.5000%  | 0.0000% | $1002.00           | $986.44            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9928   | 2055-02-01      | 6.0000%  | 0.0000% | $1024.00           | $1026.17           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2636   | 2055-04-01      | 5.0000%  | 0.0000% | $1010.00           | $1007.54           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA5371   | 2050-03-01      | 4.0000%  | 0.0000% | $1000.00           | $426.19            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM3118   | 2050-05-01      | 3.0000%  | 0.0000% | $1000.00           | $412.73            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2007   | 2055-04-01      | 5.5000%  | 0.0000% | $1024.00           | $1006.65           | Agency Mortgage-Backed Securities  |
| GNII SF MA9240 M       | 2053-10-20      | 5.0000%  | 0.0000% | $15000000.00       | $13465554.19       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9329   | 2054-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1942.86           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9346   | 2054-10-01      | 6.0000%  | 0.0000% | $2048.00           | $1941.79           | Agency Mortgage-Backed Securities  |

### Security 304: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8S27, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1C8S27
- **C.18 - Value (incl. sponsor support):** $314000000.00
- **C.18.a - Value (excl. sponsor support):** $314000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $197981600.00      | $197434135.19      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.7500%  | 0.0000% | $80178100.00       | $81345009.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | 0.0000% | $43946900.00       | $41500903.44       | U.S. Treasuries (including strips) |

### Security 305: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8SH4, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1C8SH4
- **C.18 - Value (incl. sponsor support):** $156000000.00
- **C.18.a - Value (excl. sponsor support):** $156000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? 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 | 2055-08-15      | 4.7500%  | 0.0000% | $135362500.00      | $138912091.71      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-04      | 0.0000%  | 0.0000% | $960100.00         | $956605.24         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 0.1250%  | 0.0000% | $4100.00           | $5029.58           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.2500%  | 0.0000% | $19211800.00       | $19301188.12       | U.S. Treasuries (including strips) |

### Security 306: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** MIZUHO SECURITIES USA LLC 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8SY7, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: ARP1C8SY7
- **C.18 - Value (incl. sponsor support):** $235000000.00
- **C.18.a - Value (excl. sponsor support):** $235000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $3014700.00        | $2975074.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $79804500.00       | $81430817.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 4.0000%  | 0.0000% | $3000000.00        | $3025330.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 4.0000%  | 0.0000% | $145342200.00      | $147546769.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | 0.0000% | $4908900.00        | $4722080.35        | U.S. Treasuries (including strips) |

### Security 307: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8SZ4, C.3 - LEI: JJKC32MCHWDI71265Z06, C.5 - Other ID: ARP1C8SZ4
- **C.18 - Value (incl. sponsor support):** $90000000.00
- **C.18.a - Value (excl. sponsor support):** $90000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? 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 2020-101 AG | 2050-07-20      | 1.5000%  | 0.0000% | $305387.00         | $115996.01         | Agency Collateralized Mortgage Obligation |
| GNRM 2020-140 DA | 2050-09-20      | 1.0000%  | 0.0000% | $215981555.00      | $93187070.36       | Agency Collateralized Mortgage Obligation |
| GNRM 2020-151 AC | 2050-10-20      | 1.2500%  | 0.0000% | $650178.00         | $296933.78         | Agency Collateralized Mortgage Obligation |

### Security 308: FICC - JPMORGAN CHASE & CO

- **C.1 - Title:** FICC - JPMORGAN CHASE & CO 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8T26, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1C8T26
- **C.18 - Value (incl. sponsor support):** $453000000.00
- **C.18.a - Value (excl. sponsor support):** $453000000.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF DH4976 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1311658.00        | $1370354.88        | Agency Mortgage-Backed Securities |
| GNII SF DK1877 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1125954.00        | $1173194.72        | Agency Mortgage-Backed Securities |
| GNII SF MA8642 M     | 2051-01-20      | 2.5000%  | 0.0000% | $11975088.00       | $7882059.44        | Agency Mortgage-Backed Securities |
| GNII JM MA8477 M     | 2051-05-20      | 3.0000%  | 0.0000% | $5482784.00        | $4052440.03        | Agency Mortgage-Backed Securities |
| GNII SF MA8246 M     | 2035-07-20      | 5.5000%  | 0.0000% | $856160.00         | $544370.11         | Agency Mortgage-Backed Securities |
| GNII SF DF6062 C     | 2044-10-20      | 7.0000%  | 0.0000% | $1513640.00        | $1188536.58        | Agency Mortgage-Backed Securities |
| GNMI SF 711498 X     | 2040-03-15      | 5.0000%  | 0.0000% | $9538608.00        | $2439595.60        | Agency Mortgage-Backed Securities |
| GNII SF DK7157 C     | 2055-06-20      | 5.0000%  | 0.0000% | $1005974.00        | $1004708.22        | Agency Mortgage-Backed Securities |
| GNII SF CZ1215 C     | 2054-03-20      | 7.5000%  | 0.0000% | $1071892.00        | $1104603.96        | Agency Mortgage-Backed Securities |
| GNII SF DJ4740 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1407760.00        | $1463481.58        | Agency Mortgage-Backed Securities |
| GNII SF MA6542 M     | 2050-02-20      | 3.5000%  | 0.0000% | $68432000.00       | $10203992.60       | Agency Mortgage-Backed Securities |
| GNII JM MA6468 M     | 2050-02-20      | 5.0000%  | 0.0000% | $1139194.00        | $333707.11         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ2208 | 2054-08-01      | 6.0000%  | 0.0000% | $100000000.00      | $94057123.72       | Agency Mortgage-Backed Securities |
| GNII SF AR7646 C     | 2046-02-20      | 3.5000%  | 0.0000% | $500000.00         | $98366.28          | Agency Mortgage-Backed Securities |
| GNII SP 786483 C     | 2052-11-20      | 3.5000%  | 0.0000% | $5000000.00        | $3338359.67        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0731 | 2037-06-01      | 2.5000%  | 0.0000% | $915000.00         | $544476.41         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA2202 | 2053-02-01      | 4.5000%  | 0.0000% | $5394776.00        | $5193925.88        | Agency Mortgage-Backed Securities |
| GNII SF MA7706 M     | 2051-11-20      | 3.0000%  | 0.0000% | $533000.00         | $328129.84         | Agency Mortgage-Backed Securities |
| GNII SF MB0685 M     | 2055-09-20      | 5.0000%  | 0.0000% | $42089216.00       | $42179567.53       | Agency Mortgage-Backed Securities |
| GNII SF MA8612 M     | 2037-02-20      | 3.0000%  | 0.0000% | $315912.00         | $195389.18         | Agency Mortgage-Backed Securities |
| GNII SF DK0301 C     | 2055-05-20      | 5.0000%  | 0.0000% | $1458546.00        | $1467755.95        | Agency Mortgage-Backed Securities |
| GNII SF DJ2846 C     | 2055-07-20      | 6.5000%  | 0.0000% | $6830712.00        | $7138007.67        | Agency Mortgage-Backed Securities |
| GNII JM MA8194 M     | 2052-08-20      | 5.0000%  | 0.0000% | $1660050.00        | $1097093.47        | Agency Mortgage-Backed Securities |
| GNII SF DJ4850 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1609590.00        | $1695100.62        | Agency Mortgage-Backed Securities |
| GNII SF BT3116 C     | 2050-03-20      | 3.0000%  | 0.0000% | $302721.00         | $89484.26          | Agency Mortgage-Backed Securities |
| GNII SF DK4956 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1272928.00        | $1335873.18        | Agency Mortgage-Backed Securities |
| GNII SF DH4942 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1648304.00        | $1720858.33        | Agency Mortgage-Backed Securities |
| GNII SF DH4367 C     | 2055-02-20      | 5.5000%  | 0.0000% | $2603330.00        | $2609628.17        | Agency Mortgage-Backed Securities |
| GNII SF AB7786 C     | 2043-01-20      | 3.5000%  | 0.0000% | $1300000.00        | $190165.81         | Agency Mortgage-Backed Securities |
| GNII SF MA0318 M     | 2042-08-20      | 3.5000%  | 0.0000% | $44020352.00       | $3567729.46        | Agency Mortgage-Backed Securities |
| GNII SF DM6959 C     | 2055-09-20      | 5.0000%  | 0.0000% | $6294568.00        | $6306128.64        | Agency Mortgage-Backed Securities |
| GNII SF DM6267 C     | 2055-09-20      | 6.0000%  | 0.0000% | $7509296.00        | $7754499.39        | Agency Mortgage-Backed Securities |
| GNII SF DN5059 C     | 2055-10-20      | 6.5000%  | 0.0000% | $4755888.00        | $4966229.83        | Agency Mortgage-Backed Securities |
| GNII SF DM6679 C     | 2055-09-20      | 6.5000%  | 0.0000% | $3030952.00        | $3191844.96        | Agency Mortgage-Backed Securities |
| GNII SF DK6212 C     | 2055-08-20      | 5.5000%  | 0.0000% | $1336280.00        | $1368359.41        | Agency Mortgage-Backed Securities |
| GNII SF DL4797 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1378546.00        | $1441784.24        | Agency Mortgage-Backed Securities |
| GNII SF DK9451 C     | 2055-07-20      | 5.5000%  | 0.0000% | $4637720.00        | $4745412.24        | Agency Mortgage-Backed Securities |
| GNII SF MA9240 M     | 2053-10-20      | 5.0000%  | 0.0000% | $1415000.00        | $1270250.61        | Agency Mortgage-Backed Securities |
| GNII ET DL6750 C     | 2065-09-20      | 4.5000%  | 0.0000% | $530487.00         | $516918.28         | Agency Mortgage-Backed Securities |
| GNII ET DL6419 C     | 2065-08-20      | 3.0000%  | 0.0000% | $856246.00         | $758062.24         | Agency Mortgage-Backed Securities |
| GNII SF DL6991 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1772562.00        | $1851548.02        | Agency Mortgage-Backed Securities |
| GNII SF DK5625 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2132796.00        | $2229067.18        | Agency Mortgage-Backed Securities |
| GNII SF MA8621 M     | 2031-09-20      | 7.5000%  | 0.0000% | $264668.00         | $166421.57         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9004 | 2054-08-01      | 6.0000%  | 0.0000% | $47813312.00       | $43698456.10       | Agency Mortgage-Backed Securities |
| GNII ET DL9268 C     | 2065-08-20      | 2.0000%  | 0.0000% | $274635.00         | $216460.44         | Agency Mortgage-Backed Securities |
| GNII SF DJ2853 C     | 2055-07-20      | 6.5000%  | 0.0000% | $9100944.00        | $9511814.63        | Agency Mortgage-Backed Securities |
| GNII SF DG7290 C     | 2055-02-20      | 5.5000%  | 0.0000% | $1025948.00        | $961324.14         | Agency Mortgage-Backed Securities |
| GNII SF DM0771 C     | 2055-08-20      | 6.5000%  | 0.0000% | $401375.00         | $424230.23         | Agency Mortgage-Backed Securities |
| GNII SF DG9298 C     | 2055-01-20      | 7.0000%  | 0.0000% | $5134936.00        | $4982462.85        | Agency Mortgage-Backed Securities |
| GNII SF 005181 M     | 2041-09-20      | 3.5000%  | 0.0000% | $2005500.00        | $115330.79         | Agency Mortgage-Backed Securities |
| GNII ET DM3067 C     | 2065-09-20      | 4.0000%  | 0.0000% | $865422.00         | $821874.59         | Agency Mortgage-Backed Securities |
| GNII ET DK6840 C     | 2065-06-20      | 5.5000%  | 0.0000% | $1032340.00        | $1040567.38        | Agency Mortgage-Backed Securities |
| GNII SF DL3135 C     | 2055-09-20      | 5.5000%  | 0.0000% | $1812016.00        | $1858350.26        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA4786 | 2052-10-01      | 5.5000%  | 0.0000% | $179000.00         | $127135.50         | Agency Mortgage-Backed Securities |
| GNII SF MA7367 M     | 2051-05-20      | 2.5000%  | 0.0000% | $22000.00          | $11643.88          | Agency Mortgage-Backed Securities |
| GNII SF DE4345 C     | 2054-09-20      | 7.0000%  | 0.0000% | $1048296.00        | $1086273.88        | Agency Mortgage-Backed Securities |
| GNII SF DG9315 C     | 2055-01-20      | 7.0000%  | 0.0000% | $1390616.00        | $1445153.40        | Agency Mortgage-Backed Securities |
| GNII SF CV6284 C     | 2053-09-20      | 7.0000%  | 0.0000% | $1134310.00        | $1090739.83        | Agency Mortgage-Backed Securities |
| GNII SF DF4748 C     | 2054-10-20      | 5.0000%  | 0.0000% | $1059218.00        | $1056109.64        | Agency Mortgage-Backed Securities |
| GNII SF DL8656 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1548548.00        | $1621371.16        | Agency Mortgage-Backed Securities |
| GNII SF DM3873 C     | 2055-09-20      | 5.0000%  | 0.0000% | $1017316.00        | $1014597.70        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX2579 | 2054-12-01      | 4.5000%  | 0.0000% | $1567836.00        | $1525199.44        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY4569 | 2055-06-01      | 5.0000%  | 0.0000% | $1782324.00        | $1788319.76        | Agency Mortgage-Backed Securities |
| GNMI SF AO9363 X     | 2045-11-15      | 3.5000%  | 0.0000% | $676082.00         | $58745.38          | Agency Mortgage-Backed Securities |
| GNII RG CL6778 C     | 2049-05-20      | 5.5000%  | 0.0000% | $1308496.00        | $917198.69         | Agency Mortgage-Backed Securities |
| GNAR AF MA7840 M     | 2051-12-20      | 2.0000%  | 0.0000% | $525494.00         | $461306.58         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV6164 | 2055-08-01      | 4.5000%  | 0.0000% | $2525332.00        | $2482292.77        | Agency Mortgage-Backed Securities |
| GNII SF DH8006 C     | 2055-02-20      | 5.5000%  | 0.0000% | $1013506.00        | $814136.95         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG3419 | 2053-04-01      | 6.0000%  | 0.0000% | $1102966.00        | $1053841.99        | Agency Mortgage-Backed Securities |
| GNII JM MA7581 M     | 2051-09-20      | 3.5000%  | 0.0000% | $1708152.00        | $869264.94         | Agency Mortgage-Backed Securities |
| GNII SF MA8046 M     | 2052-05-20      | 4.5000%  | 0.0000% | $7915808.00        | $5868742.41        | Agency Mortgage-Backed Securities |
| GNII SF DI2425 C     | 2055-04-20      | 5.5000%  | 0.0000% | $8047424.00        | $8209680.96        | Agency Mortgage-Backed Securities |
| GNII SF MB0661 M     | 2033-10-20      | 7.0000%  | 0.0000% | $29031.00          | $29300.16          | Agency Mortgage-Backed Securities |
| GNII ET DM3950 C     | 2065-08-20      | 3.0000%  | 0.0000% | $705328.00         | $624481.45         | Agency Mortgage-Backed Securities |
| GNII SF DM9284 C     | 2052-09-20      | 5.5000%  | 0.0000% | $2750856.00        | $2777058.67        | Agency Mortgage-Backed Securities |
| GNII SF DJ9731 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2426004.00        | $2533217.58        | Agency Mortgage-Backed Securities |
| GNII SF DJ8294 C     | 2055-08-20      | 7.0000%  | 0.0000% | $2174584.00        | $2096322.50        | Agency Mortgage-Backed Securities |
| GNII SF DG1191 C     | 2054-12-20      | 7.0000%  | 0.0000% | $3458540.00        | $1515770.02        | Agency Mortgage-Backed Securities |
| GNII SF CZ5608 C     | 2054-01-20      | 7.5000%  | 0.0000% | $1362792.00        | $974016.67         | Agency Mortgage-Backed Securities |
| GNII SF DG7442 C     | 2055-04-20      | 7.0000%  | 0.0000% | $6076056.00        | $6476827.17        | Agency Mortgage-Backed Securities |
| GNII SF BX4935 C     | 2050-08-20      | 3.0000%  | 0.0000% | $1096248.00        | $721609.14         | Agency Mortgage-Backed Securities |
| GNMI SF BG5655 X     | 2048-05-15      | 3.0000%  | 0.0000% | $182306.00         | $93016.15          | Agency Mortgage-Backed Securities |
| GNII SF DL4741 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1266982.00        | $1309149.80        | Agency Mortgage-Backed Securities |
| GNII SF DL5860 C     | 2055-08-20      | 6.5000%  | 0.0000% | $831887.00         | $880808.86         | Agency Mortgage-Backed Securities |
| GNII ET DM6730 C     | 2065-09-20      | 3.5000%  | 0.0000% | $191226.00         | $172542.38         | Agency Mortgage-Backed Securities |
| GNII SF BV8721 C     | 2050-07-20      | 2.5000%  | 0.0000% | $827055.00         | $464403.35         | Agency Mortgage-Backed Securities |
| GNII SF CT8325 C     | 2053-05-20      | 6.5000%  | 0.0000% | $1628606.00        | $1464018.75        | Agency Mortgage-Backed Securities |
| GNII RG CO9031 C     | 2049-04-20      | 6.0000%  | 0.0000% | $1046802.00        | $387160.35         | Agency Mortgage-Backed Securities |
| GNMI SF 774033 X     | 2047-09-15      | 3.0000%  | 0.0000% | $228383.00         | $121359.62         | Agency Mortgage-Backed Securities |
| GNII SP 784408 C     | 2047-10-20      | 3.5000%  | 0.0000% | $687066.00         | $319654.79         | Agency Mortgage-Backed Securities |
| GNII JM MA8936 M     | 2053-06-20      | 5.5000%  | 0.0000% | $600000.00         | $368949.96         | Agency Mortgage-Backed Securities |
| GNII SF MA2934 M     | 2028-07-20      | 2.5000%  | 0.0000% | $800003.00         | $49636.95          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX2587 | 2054-12-01      | 5.5000%  | 0.0000% | $11815060.00       | $9140890.23        | Agency Mortgage-Backed Securities |
| GNII SF CZ3430 C     | 2054-01-20      | 6.5000%  | 0.0000% | $1074702.00        | $664869.32         | Agency Mortgage-Backed Securities |
| GNMI SF AD5625 X     | 2043-05-15      | 3.5000%  | 0.0000% | $1312450.00        | $114615.23         | Agency Mortgage-Backed Securities |
| GNII SF DM7925 C     | 2055-10-20      | 6.0000%  | 0.0000% | $1462104.00        | $1511189.76        | Agency Mortgage-Backed Securities |
| GNII SF DM8302 C     | 2055-10-20      | 5.5000%  | 0.0000% | $1008272.00        | $1032278.28        | Agency Mortgage-Backed Securities |
| GNII SF CY0864 C     | 2054-01-20      | 6.5000%  | 0.0000% | $5084280.00        | $2895903.50        | Agency Mortgage-Backed Securities |
| GNII SF DL6013 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2003448.00        | $2095299.10        | Agency Mortgage-Backed Securities |
| GNII SF DM7949 C     | 2055-10-20      | 5.5000%  | 0.0000% | $1953014.00        | $1994111.92        | Agency Mortgage-Backed Securities |
| GNII SF DL4915 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1809614.00        | $1893169.70        | Agency Mortgage-Backed Securities |
| GNII ET DM3952 C     | 2065-08-20      | 4.0000%  | 0.0000% | $240652.00         | $227304.96         | Agency Mortgage-Backed Securities |
| GNII SF DM6685 C     | 2055-09-20      | 5.0000%  | 0.0000% | $4435048.00        | $4405577.06        | Agency Mortgage-Backed Securities |
| GNII SF DI1495 C     | 2055-09-20      | 5.5000%  | 0.0000% | $1318694.00        | $1343794.27        | Agency Mortgage-Backed Securities |
| GNII SF MB0527 M     | 2040-08-20      | 4.5000%  | 0.0000% | $897675.00         | $891696.34         | Agency Mortgage-Backed Securities |
| GNII SF DI7310 C     | 2055-03-20      | 5.5000%  | 0.0000% | $1262200.00        | $1267306.06        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7288 | 2050-10-01      | 2.0000%  | 0.0000% | $12827136.00       | $6378865.91        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO3884 | 2040-07-01      | 5.5000%  | 0.0000% | $1887314.00        | $1901970.09        | Agency Mortgage-Backed Securities |
| GNII SF DK5437 C     | 2055-07-20      | 5.5000%  | 0.0000% | $1802178.00        | $1835970.91        | Agency Mortgage-Backed Securities |
| GNII SF DJ5205 C     | 2055-05-20      | 6.5000%  | 0.0000% | $2660820.00        | $2782397.39        | Agency Mortgage-Backed Securities |
| GNII ET DM0478 C     | 2065-07-20      | 5.5000%  | 0.0000% | $629212.00         | $634947.10         | Agency Mortgage-Backed Securities |
| GNII SP 785218 C     | 2050-12-20      | 2.0000%  | 0.0000% | $380000.00         | $195462.78         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ3266 | 2055-02-01      | 5.5000%  | 0.0000% | $66841216.00       | $66527598.31       | Agency Mortgage-Backed Securities |
| GNMI SF BO9503 X     | 2049-10-15      | 2.5000%  | 0.0000% | $853452.00         | $621847.27         | Agency Mortgage-Backed Securities |
| GNII ET DJ5050 C     | 2065-05-20      | 5.5000%  | 0.0000% | $89764.00          | $90394.75          | Agency Mortgage-Backed Securities |
| GNII SF DL9841 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1043642.00        | $1092723.60        | Agency Mortgage-Backed Securities |
| GNII SF CE9959 C     | 2051-10-20      | 3.0000%  | 0.0000% | $465759.00         | $353499.06         | Agency Mortgage-Backed Securities |
| GNAR AT MA0483 M     | 2042-10-20      | 4.7500%  | 0.0000% | $309984.00         | $9780.65           | Agency Mortgage-Backed Securities |

### Security 309: RBC DOMINION SECURITIES INC

- **C.1 - Title:** RBC DOMINION SECURITIES INC 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8T34, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1C8T34
- **C.18 - Value (incl. sponsor support):** $314000000.00
- **C.18.a - Value (excl. sponsor support):** $314000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? 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 | 2035-01-15      | 2.1250%  | 0.0000% | $4900.00           | $5197.74           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.6250%  | 0.0000% | $135386800.00      | $146270845.91      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 0.7500%  | 0.0000% | $71975200.00       | $74734122.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $55637600.00       | $48448748.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $53289500.00       | $50931606.15       | U.S. Treasuries (including strips) |

### Security 310: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8T42, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1C8T42
- **C.18 - Value (incl. sponsor support):** $1408000000.00
- **C.18.a - Value (excl. sponsor support):** $1408000000.00
- **C.19 - Percentage of Net Assets:** 1.6300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $145663100.00      | $150317454.63      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $253359600.00      | $249999956.69      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $5061300.00        | $4736550.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $2507400.00        | $2369477.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 3.8750%  | 0.0000% | $118634800.00      | $120812849.82      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 3.6250%  | 0.0000% | $247952000.00      | $249999815.35      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 0.7500%  | 0.0000% | $119348000.00      | $152994601.97      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $5394700.00        | $5044271.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $45400.00          | $46468.33          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-07-15      | 1.3750%  | 0.0000% | $143294600.00      | $150804788.33      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $100.00            | $101.58            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-15      | 0.1250%  | 0.0000% | $214376600.00      | $249999889.20      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-07-15      | 1.8750%  | 0.0000% | $96895000.00       | $98973201.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $900.00            | $852.96            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 5.5000%  | 0.0000% | $56300.00          | $59806.09          | U.S. Treasuries (including strips) |

### Security 311: RBC DOMINION SECURITIES INC

- **C.1 - Title:** RBC DOMINION SECURITIES INC 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8TK6, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1C8TK6
- **C.18 - Value (incl. sponsor support):** $703000000.00
- **C.18.a - Value (excl. sponsor support):** $703000000.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? 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 02.500 CLCA7294   | 2050-10-01      | 2.5000%  | 0.0000% | $1024.00           | $543.41            | Agency Mortgage-Backed Securities         |
| GNRA 2021-077 FT       | 2051-05-20      | 3.5000%  | 0.0000% | $21241.00          | $12278.60          | Agency Collateralized Mortgage Obligation |
| GNRA 2022-050 FH       | 2052-03-20      | 3.5000%  | 0.0000% | $232453090.00      | $151946540.24      | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $100.00            | $71.33             | U.S. Treasuries (including strips)        |
| GNRA 2025-004 FH       | 2055-01-20      | 5.4838%  | 0.0000% | $1044275.00        | $843386.96         | Agency Collateralized Mortgage Obligation |
| GNII SF MB0487 M       | 2055-07-20      | 6.5000%  | 0.0000% | $1024.00           | $1053.65           | Agency Mortgage-Backed Securities         |
| GNII SF MA8647 M       | 2053-02-20      | 5.0000%  | 0.0000% | $1000.00           | $780.27            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $3200.00           | $2392.80           | U.S. Treasuries (including strips)        |
| GNII SF MA2754 M       | 2045-04-20      | 3.5000%  | 0.0000% | $1024.00           | $75.53             | Agency Mortgage-Backed Securities         |
| GNII SF MA9540 M       | 2054-03-20      | 5.0000%  | 0.0000% | $1008.00           | $897.66            | Agency Mortgage-Backed Securities         |
| GNII SF MA9722 M       | 2054-06-20      | 4.0000%  | 0.0000% | $1024.00           | $915.26            | Agency Mortgage-Backed Securities         |
| GNRA 2023-069 FA       | 2053-05-20      | 5.1338%  | 0.0000% | $43244640.00       | $25381015.50       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-164 FH       | 2054-10-20      | 5.3838%  | 0.0000% | $63229440.00       | $48021445.48       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-126 FW       | 2054-08-20      | 5.3338%  | 0.0000% | $100000000.00      | $75179014.38       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-058 FB       | 2054-04-20      | 5.2838%  | 0.0000% | $29840600.00       | $19590633.33       | Agency Collateralized Mortgage Obligation |
| GNMI SP 783516 X       | 2040-10-15      | 4.0000%  | 0.0000% | $1000.00           | $38.75             | Agency Mortgage-Backed Securities         |
| GNRA 2022-024 FA       | 2052-02-20      | 3.0000%  | 0.0000% | $37505677.00       | $23421594.15       | Agency Collateralized Mortgage Obligation |
| GNII SF MA3376 M       | 2046-01-20      | 3.5000%  | 0.0000% | $1000.00           | $98.78             | Agency Mortgage-Backed Securities         |
| GNII SF MA4587 M       | 2047-07-20      | 4.0000%  | 0.0000% | $1000.00           | $98.27             | Agency Mortgage-Backed Securities         |
| GNII SF MA4261 M       | 2047-02-20      | 3.0000%  | 0.0000% | $1024.00           | $157.56            | Agency Mortgage-Backed Securities         |
| GNII SF MB0147 M       | 2055-01-20      | 5.5000%  | 0.0000% | $1008.00           | $947.81            | Agency Mortgage-Backed Securities         |
| GNRA 2022-075 FA       | 2052-04-20      | 4.0000%  | 0.0000% | $240731709.00      | $167856833.73      | Agency Collateralized Mortgage Obligation |
| GNRA 2021-213 EF       | 2051-12-20      | 2.5000%  | 0.0000% | $68268336.00       | $40905096.24       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-223 FA       | 2051-12-20      | 2.5000%  | 0.0000% | $2075.00           | $1256.58           | Agency Collateralized Mortgage Obligation |
| GNRA 2024-001 JF       | 2054-01-20      | 5.1838%  | 0.0000% | $22832000.00       | $14164800.70       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-160 YF       | 2054-09-20      | 5.3838%  | 0.0000% | $86382208.00       | $78104856.19       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-171 FA       | 2054-10-20      | 5.3338%  | 0.0000% | $55081749.00       | $49715825.73       | Agency Collateralized Mortgage Obligation |
| GNII SF MB0026 M       | 2054-11-20      | 5.5000%  | 0.0000% | $1024.00           | $971.64            | Agency Mortgage-Backed Securities         |
| GNRA 2023-136 FC       | 2053-09-20      | 5.3838%  | 0.0000% | $27707184.00       | $9491190.57        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-058 AF       | 2054-04-20      | 5.2338%  | 0.0000% | $11450410.00       | $7509193.44        | Agency Collateralized Mortgage Obligation |
| GNII SF MA9173 M       | 2053-09-20      | 6.5000%  | 0.0000% | $1008.00           | $501.38            | Agency Mortgage-Backed Securities         |
| GNII SF MA6600 M       | 2050-04-20      | 3.5000%  | 0.0000% | $1039.00           | $208.11            | Agency Mortgage-Backed Securities         |
| GNRA 2023-060 FA       | 2053-04-20      | 5.0838%  | 0.0000% | $1817211.00        | $1034830.43        | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CLCB8175   | 2054-03-01      | 6.5000%  | 0.0000% | $1000.00           | $842.22            | Agency Mortgage-Backed Securities         |
| GNII SF MA8427 M       | 2052-11-20      | 4.5000%  | 0.0000% | $1000.00           | $780.20            | Agency Mortgage-Backed Securities         |
| GNII SF MA6710 M       | 2050-06-20      | 3.0000%  | 0.0000% | $1024.00           | $259.62            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB0496   | 2051-05-01      | 2.0000%  | 0.0000% | $1024.00           | $628.52            | Agency Mortgage-Backed Securities         |
| GNRA 2024-148 FB       | 2054-09-20      | 5.3338%  | 0.0000% | $14193600.00       | $11148368.19       | Agency Collateralized Mortgage Obligation |

### Security 312: BANCO SANTANDER SA

- **C.1 - Title:** BANCO SANTANDER SA 4.160000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8TS9, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: ARP1C8TS9
- **C.18 - Value (incl. sponsor support):** $471000000.00
- **C.18.a - Value (excl. sponsor support):** $471000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? 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 | 2033-02-15      | 3.5000%  | 0.0000% | $100.00            | $98.14             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-10-31      | 4.1250%  | 0.0000% | $1956100.00        | $1988498.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | 0.0000% | $101224000.00      | $99316927.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $108152200.00      | $111882224.78      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $100.00            | $87.13             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $200.00            | $184.13            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 3.6250%  | 0.0000% | $4000000.00        | $4010237.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $774700.00         | $1016718.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | 0.0000% | $100.00            | $97.94             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $175874900.00      | $179683586.29      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $53172400.00       | $54185815.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $2097200.00        | $2113226.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 3.8750%  | 0.0000% | $100.00            | $101.84            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-15      | 0.1250%  | 0.0000% | $401000.00         | $480815.96         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $100.00            | $101.95            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $38400.00          | $38653.44          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 2.7500%  | 0.0000% | $17119500.00       | $13510368.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 3.7500%  | 0.0000% | $25000.00          | $25154.55          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | 0.0000% | $100.00            | $87.46             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 3.8750%  | 0.0000% | $500.00            | $472.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 6.2500%  | 0.0000% | $2009500.00        | $2279049.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | 0.0000% | $9668700.00        | $9887454.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $100.00            | $103.43            | U.S. Treasuries (including strips) |

### Security 313: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8XD7, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: ARP1C8XD7
- **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:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? 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 DH8447 C | 2055-03-20      | 7.0000%  | 0.0000% | $6038792.00        | $5381220.97        | Agency Mortgage-Backed Securities |
| GNII SF DJ0744 C | 2055-09-20      | 6.0000%  | 0.0000% | $338034.00         | $348387.35         | Agency Mortgage-Backed Securities |
| GNII SF DL9286 C | 2055-09-20      | 6.5000%  | 0.0000% | $5124874.00        | $5451433.85        | Agency Mortgage-Backed Securities |
| GNII SF DN7591 C | 2055-10-20      | 6.0000%  | 0.0000% | $5281006.00        | $5476049.39        | Agency Mortgage-Backed Securities |
| GNII SF DM3138 C | 2055-09-20      | 5.5000%  | 0.0000% | $5246236.00        | $5346610.24        | Agency Mortgage-Backed Securities |
| GNII SF DL3583 C | 2055-08-20      | 6.5000%  | 0.0000% | $5185138.00        | $5361120.35        | Agency Mortgage-Backed Securities |
| GNII SF DM0058 C | 2055-10-20      | 5.5000%  | 0.0000% | $5420554.00        | $5476317.04        | Agency Mortgage-Backed Securities |
| GNII SF MA9426 M | 2053-12-20      | 7.0000%  | 0.0000% | $14231647.00       | $5472544.15        | Agency Mortgage-Backed Securities |
| GNII SF DL7624 C | 2050-08-20      | 6.5000%  | 0.0000% | $2639726.00        | $2691010.52        | Agency Mortgage-Backed Securities |
| GNII SF DL4136 C | 2055-08-20      | 6.0000%  | 0.0000% | $5193188.00        | $5361335.60        | Agency Mortgage-Backed Securities |

### Security 314: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 4.130000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8XZ8, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP1C8XZ8
- **C.18 - Value (incl. sponsor support):** $1092000000.00
- **C.18.a - Value (excl. sponsor support):** $1092000000.00
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? 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 | 2047-11-15      | 2.7500%  | 0.0000% | $20232800.00       | $15032810.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 2.7500%  | 0.0000% | $354100.00         | $279448.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $200.00            | $160.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $9310400.00        | $6685239.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $1131000.00        | $921001.26         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $4446700.00        | $3481206.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | 0.0000% | $13847200.00       | $10219414.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $160800.00         | $166088.53         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $25843200.00       | $26448289.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $1036700.00        | $1060973.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $767800.00         | $777676.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $5154600.00        | $5323330.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $379700.00         | $385768.97         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $6915800.00        | $6968650.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 3.6250%  | 0.0000% | $100.00            | $100.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $2147700.00        | $2008189.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | 0.0000% | $1260000.00        | $1268363.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 3.3750%  | 0.0000% | $2992100.00        | $2565182.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-05-15      | 2.5000%  | 0.0000% | $881700.00         | $636545.94         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 0.8750%  | 0.0000% | $32305300.00       | $31505362.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $10695700.00       | $14377306.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 4.7500%  | 0.0000% | $1684400.00        | $1752158.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | 0.0000% | $6289800.00        | $5288487.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $24270000.00       | $12432842.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $4464700.00        | $3201430.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $129918000.00      | $93158193.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $41600.00          | $40810.69          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $9112500.00        | $7748608.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $15303200.00       | $15106033.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $664400.00         | $679968.86         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $5739200.00        | $5086176.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $16056100.00       | $16106725.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $3256100.00        | $2878401.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $6899800.00        | $6172790.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-07-15      | 1.3750%  | 0.0000% | $47400.00          | $49884.27          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 2.3750%  | 0.0000% | $9982100.00        | $10947609.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $209100.00         | $221052.32         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $56317000.00       | $58279994.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $2887000.00        | $2947426.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-07-15      | 1.8750%  | 0.0000% | $300.00            | $306.43            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-15      | 4.2500%  | 0.0000% | $100.00            | $101.32            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 3.9705%  | 0.0000% | $98900.00          | $98910.58          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $1498300.00        | $1515493.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $70668900.00       | $72792491.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $18291100.00       | $19255119.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $2871000.00        | $2924661.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $6224500.00        | $6340840.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $928300.00         | $879354.97         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | 0.0000% | $100.00            | $94.50             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $1200.00           | $1137.28           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | 0.0000% | $4999100.00        | $4881301.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $8149500.00        | $8167855.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $339000.00         | $318982.05         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $32800.00          | $33317.05          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $400.00            | $401.26            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-09      | 0.0000%  | 0.0000% | $3165200.00        | $3087497.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-12      | 0.0000%  | 0.0000% | $77248800.00       | $76210576.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $5631100.00        | $5601191.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $59200.00          | $77694.25          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $938900.00         | $947229.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $100.00            | $103.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $130131400.00      | $137255854.83      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $55352900.00       | $50961317.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 0.2500%  | 0.0000% | $200.00            | $150.71            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $161400.00         | $125511.29         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $954700.00         | $898075.47         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | 0.0000% | $34000.00          | $29736.62          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $653000.00         | $650672.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $100.00            | $63.17             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $192000.00         | $147637.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $9500.00           | $5670.82           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $31622300.00       | $18363409.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $100.00            | $102.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $107408800.00      | $101104833.93      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $1904800.00        | $1861269.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $84100.00          | $54464.71          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 3.0000%  | 0.0000% | $100.00            | $80.35             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 1.1250%  | 0.0000% | $100.00            | $94.72             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $2992400.00        | $2827800.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | 0.0000% | $1016000.00        | $953356.27         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $58520600.00       | $64786260.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | 0.0000% | $9421400.00        | $9292551.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $4918400.00        | $4942320.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $7661200.00        | $7884352.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 1.3750%  | 0.0000% | $7110200.00        | $4723522.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $5200.00           | $5092.90           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 0.6250%  | 0.0000% | $500.00            | $680.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $19100.00          | $14359.56          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $5189000.00        | $5399473.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $200.00            | $208.11            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 2.3750%  | 0.0000% | $100.00            | $101.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $54119300.00       | $54322043.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $4356000.00        | $4656411.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | 0.0000% | $28604700.00       | $29271071.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $187600.00         | $229856.96         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 0.1250%  | 0.0000% | $82400.00          | $92897.29          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $1200.00           | $1123.00           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $5227100.00        | $5645645.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $12731000.00       | $12493597.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.1250%  | 0.0000% | $1536100.00        | $1530858.65        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $11221700.00       | $12120246.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $100.00            | $100.23            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-06-30      | 4.2500%  | 0.0000% | $4096000.00        | $4251636.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $1520300.00        | $1591074.23        | U.S. Treasuries (including strips) |

### Security 315: BANCO BILBAO VIZCAYA ARGENTARIA SA

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA 4.190000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8Y53, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71, C.5 - Other ID: ARP1C8Y53
- **C.18 - Value (incl. sponsor support):** $1177000000.00
- **C.18.a - Value (excl. sponsor support):** $1177000000.00
- **C.19 - Percentage of Net Assets:** 1.3700%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? 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      | 2.8750%  | 0.0000% | $253359600.00      | $249999956.69      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $286922400.00      | $249999931.30      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | 0.0000% | $251974700.00      | $249999974.28      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $229634200.00      | $234527486.52      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $207423500.00      | $216012691.82      | U.S. Treasuries (including strips) |

### Security 316: BANCO BILBAO VIZCAYA ARGENTARIA SA

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C8ZH6, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71, C.5 - Other ID: ARP1C8ZH6
- **C.18 - Value (incl. sponsor support):** $78000000.00
- **C.18.a - Value (excl. sponsor support):** $78000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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? 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 | 2027-05-31      | 3.8750%  | 0.0000% | $78017500.00       | $79560044.10       | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Charles Schwab Family of Funds

**Date:** 2025-11-07

**By:** Dana Smith

**Name of Signing Officer:** Dana Smith

**Title of Signing Officer:** CFO