# EDGAR Filing Document

**Accession Number:** 0000857156
**File Stem:** 0001410368-26-000433
**Filing Date:** 2026-1
**Character Count:** 1027100
**Document Hash:** fcc97e59e8fda3ad7b034fa9bbdfa350
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-000433.hdr.sgml**: 20260108

**ACCESSION NUMBER**: 0001410368-26-000433

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260108

**DATE AS OF CHANGE**: 20260108

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** CHARLES SCHWAB FAMILY OF FUNDS
- **CENTRAL INDEX KEY:** 0000857156

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231
- **LEGAL ENTITY IDENTIFIER:** 549300I77JNLD629OV19

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05954
- **FILM NUMBER:** 26519135

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-12-31

**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:** 38 days

- **WAL:** 95 days

- **Total Value of Portfolio Securities:** $90429228150.72

- **Amortized Cost of Portfolio Securities:** $90411317946.43

- **Cash:** $0.73

- **Total Other Assets:** $231097204.68

- **Total Liabilities:** $411333297.38

- **Net Assets of Series:** $90231081854.46

- **Number of Shares Outstanding (Series):** 90231862550.1200

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-12-01 | $42889896016.94           | $58388289813.05            | 48.7400%                  | 66.3500%                   |
| 2025-12-02 | $46629516259.12           | $58364844047.38            | 52.7700%                  | 66.0500%                   |
| 2025-12-03 | $40493562071.29           | $58941820270.84            | 45.3900%                  | 66.0700%                   |
| 2025-12-04 | $41587604320.84           | $58321900598.32            | 46.9700%                  | 65.8600%                   |
| 2025-12-05 | $40492294918.26           | $58389574406.67            | 45.6900%                  | 65.8900%                   |
| 2025-12-08 | $40187538938.09           | $58766604390.17            | 45.2100%                  | 66.1100%                   |
| 2025-12-09 | $45374867048.53           | $58646539442.12            | 50.9900%                  | 65.9100%                   |
| 2025-12-10 | $44004026260.10           | $58513729565.94            | 49.7300%                  | 66.1300%                   |
| 2025-12-11 | $40128629039.34           | $58604424852.80            | 45.2500%                  | 66.0800%                   |
| 2025-12-12 | $40182230911.82           | $58680974115.72            | 45.2600%                  | 66.1000%                   |
| 2025-12-15 | $40170039904.75           | $59610746583.47            | 45.3100%                  | 67.2400%                   |
| 2025-12-16 | $45733376872.16           | $60342841095.87            | 50.9600%                  | 67.2400%                   |
| 2025-12-17 | $40326318125.22           | $59733469651.27            | 45.0000%                  | 66.6600%                   |
| 2025-12-18 | $39771086734.01           | $59208185950.81            | 44.3400%                  | 66.0100%                   |
| 2025-12-19 | $40450596418.04           | $59452548518.99            | 44.9200%                  | 66.0200%                   |
| 2025-12-22 | $40740861636.58           | $59931471613.18            | 44.8500%                  | 65.9700%                   |
| 2025-12-23 | $45304145554.74           | $60257476850.48            | 50.1500%                  | 66.7100%                   |
| 2025-12-24 | $38984054438.66           | $59934034496.42            | 43.2000%                  | 66.4100%                   |
| 2025-12-26 | $39046637396.82           | $59851026706.81            | 43.2200%                  | 66.2400%                   |
| 2025-12-29 | $42619868430.73           | $60469796850.84            | 47.0200%                  | 66.7200%                   |
| 2025-12-30 | $42682875208.39           | $60458475677.13            | 46.9700%                  | 66.5300%                   |
| 2025-12-31 | $39039674590.27           | $60460579581.68            | 43.0600%                  | 66.6900%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-12-01 | 4.0700%             |
| 2025-12-02 | 4.0700%             |
| 2025-12-03 | 4.0700%             |
| 2025-12-04 | 4.0600%             |
| 2025-12-05 | 4.0100%             |
| 2025-12-08 | 4.0000%             |
| 2025-12-09 | 3.9900%             |
| 2025-12-10 | 3.9800%             |
| 2025-12-11 | 3.9600%             |
| 2025-12-12 | 3.8800%             |
| 2025-12-15 | 3.8600%             |
| 2025-12-16 | 3.8300%             |
| 2025-12-17 | 3.8100%             |
| 2025-12-18 | 3.8000%             |
| 2025-12-19 | 3.8000%             |
| 2025-12-22 | 3.7900%             |
| 2025-12-23 | 3.7900%             |
| 2025-12-24 | 3.7900%             |
| 2025-12-26 | 3.8100%             |
| 2025-12-29 | 3.8100%             |
| 2025-12-30 | 3.8200%             |
| 2025-12-31 | 3.8400%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-12-01 | 1.0001                      |
|  |  |
| 2025-12-02 | 1.0002                      |
|  |  |
| 2025-12-03 | 1.0002                      |
|  |  |
| 2025-12-04 | 1.0002                      |
|  |  |
| 2025-12-05 | 1.0001                      |
|  |  |
| 2025-12-08 | 1.0002                      |
|  |  |
| 2025-12-09 | 1.0002                      |
|  |  |
| 2025-12-10 | 1.0002                      |
|  |  |
| 2025-12-11 | 1.0002                      |
|  |  |
| 2025-12-12 | 1.0002                      |
|  |  |
| 2025-12-15 | 1.0002                      |
|  |  |
| 2025-12-16 | 1.0002                      |
|  |  |
| 2025-12-17 | 1.0002                      |
|  |  |
| 2025-12-18 | 1.0002                      |
|  |  |
| 2025-12-19 | 1.0002                      |
|  |  |
| 2025-12-22 | 1.0002                      |
|  |  |
| 2025-12-23 | 1.0002                      |
|  |  |
| 2025-12-24 | 1.0002                      |
|  |  |
| 2025-12-26 | 1.0002                      |
|  |  |
| 2025-12-29 | 1.0002                      |
|  |  |
| 2025-12-30 | 1.0002                      |
|  |  |
| 2025-12-31 | 1.0002                      |
|  |  |

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

### Class: Sweep Shares

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $23310228146.64

- **Number of Shares Outstanding:** 23310331818.6900

- **Expense Reimbursement/Waiver:** 293468.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0001          |
|  |  |
| 2025-12-02 | 1.0002          |
|  |  |
| 2025-12-03 | 1.0002          |
|  |  |
| 2025-12-04 | 1.0002          |
|  |  |
| 2025-12-05 | 1.0002          |
|  |  |
| 2025-12-08 | 1.0002          |
|  |  |
| 2025-12-09 | 1.0002          |
|  |  |
| 2025-12-10 | 1.0002          |
|  |  |
| 2025-12-11 | 1.0002          |
|  |  |
| 2025-12-12 | 1.0002          |
|  |  |
| 2025-12-15 | 1.0002          |
|  |  |
| 2025-12-16 | 1.0002          |
|  |  |
| 2025-12-17 | 1.0002          |
|  |  |
| 2025-12-18 | 1.0002          |
|  |  |
| 2025-12-19 | 1.0002          |
|  |  |
| 2025-12-22 | 1.0002          |
|  |  |
| 2025-12-23 | 1.0002          |
|  |  |
| 2025-12-24 | 1.0002          |
|  |  |
| 2025-12-26 | 1.0002          |
|  |  |
| 2025-12-29 | 1.0002          |
|  |  |
| 2025-12-30 | 1.0002          |
|  |  |
| 2025-12-31 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $79369746.63              | $0.00                   |
| 2025-12-02 | $447617405.37             | $0.00                   |
| 2025-12-03 | $48383026.65              | $0.00                   |
| 2025-12-04 | $0.00                     | $63664435.76            |
| 2025-12-05 | $212040224.69             | $0.00                   |
| 2025-12-08 | $70957970.20              | $0.00                   |
| 2025-12-09 | $93843851.09              | $0.00                   |
| 2025-12-10 | $0.00                     | $223694965.26           |
| 2025-12-11 | $91139131.51              | $0.00                   |
| 2025-12-12 | $358743539.53             | $0.00                   |
| 2025-12-15 | $0.00                     | $202031825.43           |
| 2025-12-16 | $402076614.29             | $0.00                   |
| 2025-12-17 | $115900836.76             | $0.00                   |
| 2025-12-18 | $271512219.39             | $0.00                   |
| 2025-12-19 | $308164178.20             | $0.00                   |
| 2025-12-22 | $335325542.60             | $0.00                   |
| 2025-12-23 | $429673191.52             | $0.00                   |
| 2025-12-24 | $0.00                     | $151982646.47           |
| 2025-12-26 | $0.00                     | $296934744.25           |
| 2025-12-29 | $276819753.99             | $0.00                   |
| 2025-12-30 | $0.00                     | $26104195.38            |
| 2025-12-31 | $0.00                     | $155843382.34           |

**Total Gross Subscriptions (Month):** $3541567232.42

**Total Gross Redemptions (Month):** $1120256194.89

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.6300%           |
| 2025-12-02 | 3.6300%           |
| 2025-12-03 | 3.6300%           |
| 2025-12-04 | 3.6200%           |
| 2025-12-05 | 3.5700%           |
| 2025-12-08 | 3.5600%           |
| 2025-12-09 | 3.5500%           |
| 2025-12-10 | 3.5400%           |
| 2025-12-11 | 3.5200%           |
| 2025-12-12 | 3.4400%           |
| 2025-12-15 | 3.4200%           |
| 2025-12-16 | 3.3900%           |
| 2025-12-17 | 3.3700%           |
| 2025-12-18 | 3.3600%           |
| 2025-12-19 | 3.3600%           |
| 2025-12-22 | 3.3500%           |
| 2025-12-23 | 3.3500%           |
| 2025-12-24 | 3.3500%           |
| 2025-12-26 | 3.3700%           |
| 2025-12-29 | 3.3700%           |
| 2025-12-30 | 3.3800%           |
| 2025-12-31 | 3.4000%           |

**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:** $32755693601.99

- **Number of Shares Outstanding:** 32755950774.2300

- **Expense Reimbursement/Waiver:** 427231.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0001          |
|  |  |
| 2025-12-02 | 1.0002          |
|  |  |
| 2025-12-03 | 1.0002          |
|  |  |
| 2025-12-04 | 1.0002          |
|  |  |
| 2025-12-05 | 1.0002          |
|  |  |
| 2025-12-08 | 1.0002          |
|  |  |
| 2025-12-09 | 1.0002          |
|  |  |
| 2025-12-10 | 1.0002          |
|  |  |
| 2025-12-11 | 1.0002          |
|  |  |
| 2025-12-12 | 1.0002          |
|  |  |
| 2025-12-15 | 1.0002          |
|  |  |
| 2025-12-16 | 1.0002          |
|  |  |
| 2025-12-17 | 1.0002          |
|  |  |
| 2025-12-18 | 1.0002          |
|  |  |
| 2025-12-19 | 1.0002          |
|  |  |
| 2025-12-22 | 1.0002          |
|  |  |
| 2025-12-23 | 1.0002          |
|  |  |
| 2025-12-24 | 1.0002          |
|  |  |
| 2025-12-26 | 1.0002          |
|  |  |
| 2025-12-29 | 1.0002          |
|  |  |
| 2025-12-30 | 1.0002          |
|  |  |
| 2025-12-31 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $92881320.59              | $76076043.35            |
| 2025-12-02 | $187793707.65             | $210391467.73           |
| 2025-12-03 | $190248417.68             | $223112259.76           |
| 2025-12-04 | $148453785.44             | $188660608.68           |
| 2025-12-05 | $217083193.97             | $171414553.75           |
| 2025-12-08 | $173093808.63             | $152683385.86           |
| 2025-12-09 | $161093765.11             | $208057938.29           |
| 2025-12-10 | $182045455.97             | $162640412.70           |
| 2025-12-11 | $156151377.55             | $180361478.71           |
| 2025-12-12 | $157622097.20             | $197385043.48           |
| 2025-12-15 | $197340017.70             | $145058044.85           |
| 2025-12-16 | $558833256.03             | $210698752.80           |
| 2025-12-17 | $174978629.84             | $208704145.85           |
| 2025-12-18 | $202218032.98             | $205425525.18           |
| 2025-12-19 | $188724217.15             | $205609163.77           |
| 2025-12-22 | $228270335.68             | $586420829.17           |
| 2025-12-23 | $225831354.16             | $268538641.94           |
| 2025-12-24 | $316408118.16             | $210291900.01           |
| 2025-12-26 | $148951364.86             | $101271648.20           |
| 2025-12-29 | $173427862.30             | $142527667.61           |
| 2025-12-30 | $242993207.35             | $229446773.69           |
| 2025-12-31 | $286569288.50             | $178633857.16           |

**Total Gross Subscriptions (Month):** $4611012614.50

**Total Gross Redemptions (Month):** $4463410142.54

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.7300%           |
| 2025-12-02 | 3.7300%           |
| 2025-12-03 | 3.7300%           |
| 2025-12-04 | 3.7200%           |
| 2025-12-05 | 3.6700%           |
| 2025-12-08 | 3.6600%           |
| 2025-12-09 | 3.6500%           |
| 2025-12-10 | 3.6400%           |
| 2025-12-11 | 3.6200%           |
| 2025-12-12 | 3.5400%           |
| 2025-12-15 | 3.5200%           |
| 2025-12-16 | 3.4900%           |
| 2025-12-17 | 3.4700%           |
| 2025-12-18 | 3.4600%           |
| 2025-12-19 | 3.4600%           |
| 2025-12-22 | 3.4500%           |
| 2025-12-23 | 3.4500%           |
| 2025-12-24 | 3.4500%           |
| 2025-12-26 | 3.4700%           |
| 2025-12-29 | 3.4700%           |
| 2025-12-30 | 3.4800%           |
| 2025-12-31 | 3.5000%           |

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

### Class: Ultra Shares

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $34165160105.83

- **Number of Shares Outstanding:** 34165579957.2000

- **Expense Reimbursement/Waiver:** 444096.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0001          |
|  |  |
| 2025-12-02 | 1.0002          |
|  |  |
| 2025-12-03 | 1.0002          |
|  |  |
| 2025-12-04 | 1.0002          |
|  |  |
| 2025-12-05 | 1.0001          |
|  |  |
| 2025-12-08 | 1.0002          |
|  |  |
| 2025-12-09 | 1.0002          |
|  |  |
| 2025-12-10 | 1.0002          |
|  |  |
| 2025-12-11 | 1.0002          |
|  |  |
| 2025-12-12 | 1.0002          |
|  |  |
| 2025-12-15 | 1.0002          |
|  |  |
| 2025-12-16 | 1.0002          |
|  |  |
| 2025-12-17 | 1.0002          |
|  |  |
| 2025-12-18 | 1.0002          |
|  |  |
| 2025-12-19 | 1.0002          |
|  |  |
| 2025-12-22 | 1.0002          |
|  |  |
| 2025-12-23 | 1.0002          |
|  |  |
| 2025-12-24 | 1.0002          |
|  |  |
| 2025-12-26 | 1.0002          |
|  |  |
| 2025-12-29 | 1.0002          |
|  |  |
| 2025-12-30 | 1.0002          |
|  |  |
| 2025-12-31 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $103839402.85             | $52436642.81            |
| 2025-12-02 | $256609405.04             | $189580660.18           |
| 2025-12-03 | $337173460.80             | $173392082.73           |
| 2025-12-04 | $203717184.51             | $158348772.77           |
| 2025-12-05 | $171472758.96             | $204187086.13           |
| 2025-12-08 | $297208312.42             | $149150835.03           |
| 2025-12-09 | $223316394.91             | $275161101.95           |
| 2025-12-10 | $191348408.06             | $198848025.16           |
| 2025-12-11 | $165556167.82             | $170115264.11           |
| 2025-12-12 | $136942792.03             | $141666804.60           |
| 2025-12-15 | $239705591.48             | $228553104.94           |
| 2025-12-16 | $161539804.37             | $186336142.02           |
| 2025-12-17 | $216479022.70             | $258965143.37           |
| 2025-12-18 | $216205343.33             | $228461663.97           |
| 2025-12-19 | $200599367.38             | $264527732.06           |
| 2025-12-22 | $232756077.61             | $299316517.80           |
| 2025-12-23 | $225435100.84             | $330190917.00           |
| 2025-12-24 | $227340556.99             | $244137941.88           |
| 2025-12-26 | $242001077.07             | $95486836.58            |
| 2025-12-29 | $390527243.28             | $135224263.82           |
| 2025-12-30 | $258253577.73             | $264727844.80           |
| 2025-12-31 | $285403431.70             | $195014023.10           |

**Total Gross Subscriptions (Month):** $4983430481.88

**Total Gross Redemptions (Month):** $4443829406.81

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.8800%           |
| 2025-12-02 | 3.8800%           |
| 2025-12-03 | 3.8800%           |
| 2025-12-04 | 3.8700%           |
| 2025-12-05 | 3.8200%           |
| 2025-12-08 | 3.8100%           |
| 2025-12-09 | 3.8000%           |
| 2025-12-10 | 3.7900%           |
| 2025-12-11 | 3.7700%           |
| 2025-12-12 | 3.6900%           |
| 2025-12-15 | 3.6700%           |
| 2025-12-16 | 3.6400%           |
| 2025-12-17 | 3.6200%           |
| 2025-12-18 | 3.6100%           |
| 2025-12-19 | 3.6100%           |
| 2025-12-22 | 3.6000%           |
| 2025-12-23 | 3.6000%           |
| 2025-12-24 | 3.6000%           |
| 2025-12-26 | 3.6200%           |
| 2025-12-29 | 3.6200%           |
| 2025-12-30 | 3.6300%           |
| 2025-12-31 | 3.6500%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 99.9800%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

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

- **C.1 - Title:** TAXABLE M/F HOUSING RB SERIES 2021A 3.800000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 10807BAA7, C.4 - ISIN: US10807BAA70, C.3 - LEI: 2549005XOAOA3RHT9B41
- **C.18 - Value (incl. sponsor support):** $56900000.00
- **C.18.a - Value (excl. sponsor support):** $56900000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2061-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 2: FARR LIFE LLC

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2022 3.800000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 31164GAA9, C.4 - ISIN: US31164GAA94, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **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):** $24195631.01
- **C.18.a - Value (excl. sponsor support):** $24195631.01
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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):** $58485831.80
- **C.18.a - Value (excl. sponsor support):** $58485831.80
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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):** $12393327.93
- **C.18.a - Value (excl. sponsor support):** $12393327.93
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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):** $8597026.63
- **C.18.a - Value (excl. sponsor support):** $8597026.63
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **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):** $4938736.75
- **C.18.a - Value (excl. sponsor support):** $4938736.75
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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):** $14965813.51
- **C.18.a - Value (excl. sponsor support):** $14965813.51
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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):** $35655576.08
- **C.18.a - Value (excl. sponsor support):** $35655576.08
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-12
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXU63, C.4 - ISIN: US3130AXU635, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2925019.34
- **C.18.a - Value (excl. sponsor support):** $2925019.34
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-11-17
- **C.12 - Maturity Date (WAL):** 2026-11-17
- **C.13 - Final Legal Maturity Date:** 2026-11-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: 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):** $22646721.68
- **C.18.a - Value (excl. sponsor support):** $22646721.68
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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 12: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1XA0, C.4 - ISIN: US3130B1XA05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $48915797.15
- **C.18.a - Value (excl. sponsor support):** $48915797.15
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.810000%
- **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):** $100009009.00
- **C.18.a - Value (excl. sponsor support):** $100009009.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.850000%
- **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):** $72648493.90
- **C.18.a - Value (excl. sponsor support):** $72648493.90
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-10-08
- **C.13 - Final Legal Maturity Date:** 2026-10-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3A29, C.4 - ISIN: US3130B3A298, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1820809.07
- **C.18.a - Value (excl. sponsor support):** $1820809.07
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-10-09
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.815000%
- **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):** $245488434.50
- **C.18.a - Value (excl. sponsor support):** $245488434.50
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-03-04
- **C.13 - Final Legal Maturity Date:** 2027-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.815000%
- **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):** $121303467.97
- **C.18.a - Value (excl. sponsor support):** $121303467.97
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-03-10
- **C.13 - Final Legal Maturity Date:** 2027-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5G44, C.4 - ISIN: US3130B5G449, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $121303637.79
- **C.18.a - Value (excl. sponsor support):** $121303637.79
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5R26, C.4 - ISIN: US3130B5R263, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145204936.80
- **C.18.a - Value (excl. sponsor support):** $145204936.80
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-03-25
- **C.13 - Final Legal Maturity Date:** 2027-03-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5RE0, C.4 - ISIN: US3130B5RE05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $96788274.62
- **C.18.a - Value (excl. sponsor support):** $96788274.62
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-12-28
- **C.13 - Final Legal Maturity Date:** 2026-12-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.785000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5SA7, C.4 - ISIN: US3130B5SA73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $174406536.52
- **C.18.a - Value (excl. sponsor support):** $174406536.52
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-04-05
- **C.13 - Final Legal Maturity Date:** 2027-04-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5SF6, C.4 - ISIN: US3130B5SF60, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $193504127.36
- **C.18.a - Value (excl. sponsor support):** $193504127.36
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-01-04
- **C.13 - Final Legal Maturity Date:** 2027-01-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5TR9, C.4 - ISIN: US3130B5TR99, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241899489.59
- **C.18.a - Value (excl. sponsor support):** $241899489.59
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-12
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5VS4, C.4 - ISIN: US3130B5VS45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145253391.49
- **C.18.a - Value (excl. sponsor support):** $145253391.49
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5XG8, C.4 - ISIN: US3130B5XG88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $96728575.82
- **C.18.a - Value (excl. sponsor support):** $96728575.82
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.795000%
- **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):** $266561516.20
- **C.18.a - Value (excl. sponsor support):** $266561516.20
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Z50, C.4 - ISIN: US3130B5Z506, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $97201455.08
- **C.18.a - Value (excl. sponsor support):** $97201455.08
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Z76, C.4 - ISIN: US3130B5Z761, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241891066.72
- **C.18.a - Value (excl. sponsor support):** $241891066.72
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.825000%
- **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):** $193504783.32
- **C.18.a - Value (excl. sponsor support):** $193504783.32
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-01-25
- **C.13 - Final Legal Maturity Date:** 2027-01-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: 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):** $217623459.46
- **C.18.a - Value (excl. sponsor support):** $217623459.46
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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 31: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.805000%
- **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):** $121256080.69
- **C.18.a - Value (excl. sponsor support):** $121256080.69
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-06-17
- **C.13 - Final Legal Maturity Date:** 2027-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.840000%
- **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):** $145086503.00
- **C.18.a - Value (excl. sponsor support):** $145086503.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-06-17
- **C.13 - Final Legal Maturity Date:** 2027-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.785000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6WL6, C.4 - ISIN: US3130B6WL65, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241701164.99
- **C.18.a - Value (excl. sponsor support):** $241701164.99
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7FS8, C.4 - ISIN: US3130B7FS84, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $86624631.64
- **C.18.a - Value (excl. sponsor support):** $86624631.64
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7GH1, C.4 - ISIN: US3130B7GH11, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145001484.80
- **C.18.a - Value (excl. sponsor support):** $145001484.80
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: 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):** $183719510.30
- **C.18.a - Value (excl. sponsor support):** $183719510.30
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **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 37: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7HM9, C.4 - ISIN: US3130B7HM96, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241000031.33
- **C.18.a - Value (excl. sponsor support):** $241000031.33
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: 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):** $144311085.32
- **C.18.a - Value (excl. sponsor support):** $144311085.32
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **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 39: 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):** $207678813.51
- **C.18.a - Value (excl. sponsor support):** $207678813.51
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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 40: 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):** $217277564.67
- **C.18.a - Value (excl. sponsor support):** $217277564.67
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **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 41: 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):** $241459966.22
- **C.18.a - Value (excl. sponsor support):** $241459966.22
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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 42: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.870000%
- **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):** $145003619.20
- **C.18.a - Value (excl. sponsor support):** $145003619.20
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-09-15
- **C.13 - Final Legal Maturity Date:** 2027-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: 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):** $242325126.51
- **C.18.a - Value (excl. sponsor support):** $242325126.51
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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 44: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.890000%
- **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):** $169046189.39
- **C.18.a - Value (excl. sponsor support):** $169046189.39
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-09-21
- **C.13 - Final Legal Maturity Date:** 2027-09-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: 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):** $241191973.55
- **C.18.a - Value (excl. sponsor support):** $241191973.55
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 46: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.920000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7W42, C.4 - ISIN: US3130B7W426, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $22201268.51
- **C.18.a - Value (excl. sponsor support):** $22201268.51
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-04-02
- **C.13 - Final Legal Maturity Date:** 2027-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B82Z4, C.4 - ISIN: US3130B82Z48, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $6000098.94
- **C.18.a - Value (excl. sponsor support):** $6000098.94
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.890000%
- **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):** $119207453.58
- **C.18.a - Value (excl. sponsor support):** $119207453.58
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-10-20
- **C.13 - Final Legal Maturity Date:** 2027-10-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8B76, C.4 - ISIN: US3130B8B766, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $113201910.82
- **C.18.a - Value (excl. sponsor support):** $113201910.82
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8CS9, C.4 - ISIN: US3130B8CS94, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $232300487.83
- **C.18.a - Value (excl. sponsor support):** $232300487.83
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 51: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8DH2, C.4 - ISIN: US3130B8DH21, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $162600840.64
- **C.18.a - Value (excl. sponsor support):** $162600840.64
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-27
- **C.13 - Final Legal Maturity Date:** 2026-05-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8EC2, C.4 - ISIN: US3130B8EC25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $236203800.46
- **C.18.a - Value (excl. sponsor support):** $236203800.46
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-30
- **C.13 - Final Legal Maturity Date:** 2026-03-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: 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):** $240908998.17
- **C.18.a - Value (excl. sponsor support):** $240908998.17
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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 54: 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: 3130B8HX3, C.4 - ISIN: US3130B8HX35, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $144586090.93
- **C.18.a - Value (excl. sponsor support):** $144586090.93
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-12-04
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: 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: 3130B8J45, C.4 - ISIN: US3130B8J454, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241113397.93
- **C.18.a - Value (excl. sponsor support):** $241113397.93
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-11-06
- **C.13 - Final Legal Maturity Date:** 2026-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8JF0, C.4 - ISIN: US3130B8JF01, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $244511471.94
- **C.18.a - Value (excl. sponsor support):** $244511471.94
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.855000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8NA6, C.4 - ISIN: US3130B8NA67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $216922325.52
- **C.18.a - Value (excl. sponsor support):** $216922325.52
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-08-26
- **C.13 - Final Legal Maturity Date:** 2027-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8PA4, C.4 - ISIN: US3130B8PA40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $144663529.90
- **C.18.a - Value (excl. sponsor support):** $144663529.90
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-12-17
- **C.12 - Maturity Date (WAL):** 2026-12-17
- **C.13 - Final Legal Maturity Date:** 2026-12-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8Q39, C.4 - ISIN: US3130B8Q392, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $231408429.90
- **C.18.a - Value (excl. sponsor support):** $231408429.90
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-08-25
- **C.13 - Final Legal Maturity Date:** 2026-08-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.720000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8SR4, C.4 - ISIN: US3130B8SR48, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $134902815.36
- **C.18.a - Value (excl. sponsor support):** $134902815.36
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8SW3, C.4 - ISIN: US3130B8SW33, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $240915976.49
- **C.18.a - Value (excl. sponsor support):** $240915976.49
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-08
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8V82, C.4 - ISIN: US3130B8V822, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $120821916.74
- **C.18.a - Value (excl. sponsor support):** $120821916.74
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2027-01-08
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313313H92, C.4 - ISIN: US313313H928, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $183784227.64
- **C.18.a - Value (excl. sponsor support):** $183784227.64
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.2800%
- **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 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: 313313RL4, C.4 - ISIN: US313313RL47, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $72257825.24
- **C.18.a - Value (excl. sponsor support):** $72257825.24
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **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? 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: 313313RN0, C.4 - ISIN: US313313RN03, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $47962666.56
- **C.18.a - Value (excl. sponsor support):** $47962666.56
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **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? 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: 313313SD1, C.4 - ISIN: US313313SD12, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $28935152.81
- **C.18.a - Value (excl. sponsor support):** $28935152.81
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 67: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313TF5, C.4 - ISIN: US313313TF50, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $230093867.53
- **C.18.a - Value (excl. sponsor support):** $230093867.53
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-02-18
- **C.12 - Maturity Date (WAL):** 2026-02-18
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **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? Yes, C.23 Categorized at Level 3? No

### Security 68: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313TV0, C.4 - ISIN: US313313TV01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $48202088.75
- **C.18.a - Value (excl. sponsor support):** $48202088.75
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **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 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: 313313TX6, C.4 - ISIN: US313313TX66, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $43124952.50
- **C.18.a - Value (excl. sponsor support):** $43124952.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **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 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):** $48168987.50
- **C.18.a - Value (excl. sponsor support):** $48168987.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **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):** $48027199.00
- **C.18.a - Value (excl. sponsor support):** $48027199.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **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: 313313VU9, C.4 - ISIN: US313313VU99, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $52428336.17
- **C.18.a - Value (excl. sponsor support):** $52428336.17
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-04-20
- **C.12 - Maturity Date (WAL):** 2026-04-20
- **C.13 - Final Legal Maturity Date:** 2026-04-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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: 313313VW5, C.4 - ISIN: US313313VW55, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $23835328.50
- **C.18.a - Value (excl. sponsor support):** $23835328.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-04-22
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313XN3, C.4 - ISIN: US313313XN39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $218372025.93
- **C.18.a - Value (excl. sponsor support):** $218372025.93
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.4500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313XY9, C.4 - ISIN: US313313XY93, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $205164590.00
- **C.18.a - Value (excl. sponsor support):** $205164590.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.4500%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313YN2, C.4 - ISIN: US313313YN20, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $47387026.51
- **C.18.a - Value (excl. sponsor support):** $47387026.51
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.4500%
- **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 77: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313YS1, C.4 - ISIN: US313313YS17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $85253562.50
- **C.18.a - Value (excl. sponsor support):** $85253562.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.4500%
- **C.11 - Maturity Date (WAM):** 2026-06-29
- **C.12 - Maturity Date (WAL):** 2026-06-29
- **C.13 - Final Legal Maturity Date:** 2026-06-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: 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):** $33131135.52
- **C.18.a - Value (excl. sponsor support):** $33131135.52
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.4300%
- **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 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: 313385C53, C.4 - ISIN: US313385C539, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $26315720.70
- **C.18.a - Value (excl. sponsor support):** $26315720.70
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.3900%
- **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 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: 313385H90, C.4 - ISIN: US313385H900, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145174915.10
- **C.18.a - Value (excl. sponsor support):** $145174915.10
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.2800%
- **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 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: 313385RU2, C.4 - ISIN: US313385RU23, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $48334122.28
- **C.18.a - Value (excl. sponsor support):** $48334122.28
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 82: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RV0, C.4 - ISIN: US313385RV06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $303456813.52
- **C.18.a - Value (excl. sponsor support):** $303456813.52
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 83: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RW8, C.4 - ISIN: US313385RW88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241423865.59
- **C.18.a - Value (excl. sponsor support):** $241423865.59
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 84: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SJ6, C.4 - ISIN: US313385SJ68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $144306094.77
- **C.18.a - Value (excl. sponsor support):** $144306094.77
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 85: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SP2, C.4 - ISIN: US313385SP29, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $211217241.25
- **C.18.a - Value (excl. sponsor support):** $211217241.25
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 86: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SR8, C.4 - ISIN: US313385SR84, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $192440107.78
- **C.18.a - Value (excl. sponsor support):** $192440107.78
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **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? Yes, 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: 313385ST4, C.4 - ISIN: US313385ST41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $236243443.06
- **C.18.a - Value (excl. sponsor support):** $236243443.06
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 88: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SY3, C.4 - ISIN: US313385SY36, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $337111869.05
- **C.18.a - Value (excl. sponsor support):** $337111869.05
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 89: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SZ0, C.4 - ISIN: US313385SZ01, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $117902901.15
- **C.18.a - Value (excl. sponsor support):** $117902901.15
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 90: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TA4, C.4 - ISIN: US313385TA41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $215769032.96
- **C.18.a - Value (excl. sponsor support):** $215769032.96
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-02-13
- **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? Yes, C.23 Categorized at Level 3? No

### Security 91: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TH9, C.4 - ISIN: US313385TH93, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $336083072.16
- **C.18.a - Value (excl. sponsor support):** $336083072.16
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 92: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TP1, C.4 - ISIN: US313385TP10, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $240553724.90
- **C.18.a - Value (excl. sponsor support):** $240553724.90
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 93: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TT3, C.4 - ISIN: US313385TT32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $545138391.00
- **C.18.a - Value (excl. sponsor support):** $545138391.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **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 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: 313385TU0, C.4 - ISIN: US313385TU05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $119870973.00
- **C.18.a - Value (excl. sponsor support):** $119870973.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **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 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: 313385TV8, C.4 - ISIN: US313385TV87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $141376229.38
- **C.18.a - Value (excl. sponsor support):** $141376229.38
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **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 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: 313385TW6, C.4 - ISIN: US313385TW60, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $287991648.00
- **C.18.a - Value (excl. sponsor support):** $287991648.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **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 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: 313385TX4, C.4 - ISIN: US313385TX44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $239472662.50
- **C.18.a - Value (excl. sponsor support):** $239472662.50
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **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 98: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385U46, C.4 - ISIN: US313385U465, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $96807833.00
- **C.18.a - Value (excl. sponsor support):** $96807833.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.2100%
- **C.11 - Maturity Date (WAM):** 2026-12-24
- **C.12 - Maturity Date (WAL):** 2026-12-24
- **C.13 - Final Legal Maturity Date:** 2026-12-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UE4, C.4 - ISIN: US313385UE44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $315767640.00
- **C.18.a - Value (excl. sponsor support):** $315767640.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **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 100: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UK0, C.4 - ISIN: US313385UK04, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $574851656.00
- **C.18.a - Value (excl. sponsor support):** $574851656.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **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 101: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UM6, C.4 - ISIN: US313385UM69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $215030868.25
- **C.18.a - Value (excl. sponsor support):** $215030868.25
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **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 102: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UY0, C.4 - ISIN: US313385UY08, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $382117237.50
- **C.18.a - Value (excl. sponsor support):** $382117237.50
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VG8, C.4 - ISIN: US313385VG82, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $181657436.51
- **C.18.a - Value (excl. sponsor support):** $181657436.51
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **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 104: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VH6, C.4 - ISIN: US313385VH65, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $238759521.75
- **C.18.a - Value (excl. sponsor support):** $238759521.75
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 105: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VP8, C.4 - ISIN: US313385VP81, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $763655737.57
- **C.18.a - Value (excl. sponsor support):** $763655737.57
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **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 106: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385WE2, C.4 - ISIN: US313385WE26, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $238263055.86
- **C.18.a - Value (excl. sponsor support):** $238263055.86
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 107: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385XS0, C.4 - ISIN: US313385XS03, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $214248375.00
- **C.18.a - Value (excl. sponsor support):** $214248375.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.4500%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 108: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YD2, C.4 - ISIN: US313385YD25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $15743933.28
- **C.18.a - Value (excl. sponsor support):** $15743933.28
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.4500%
- **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 109: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YE0, C.4 - ISIN: US313385YE08, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $210456210.00
- **C.18.a - Value (excl. sponsor support):** $210456210.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.4500%
- **C.11 - Maturity Date (WAM):** 2026-06-17
- **C.12 - Maturity Date (WAL):** 2026-06-17
- **C.13 - Final Legal Maturity Date:** 2026-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 110: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YK6, C.4 - ISIN: US313385YK67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $19628096.35
- **C.18.a - Value (excl. sponsor support):** $19628096.35
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.4500%
- **C.11 - Maturity Date (WAM):** 2026-06-22
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 111: 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):** $239719999.20
- **C.18.a - Value (excl. sponsor support):** $239719999.20
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 112: 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):** $240724954.48
- **C.18.a - Value (excl. sponsor support):** $240724954.48
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 113: 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: 313397SL6, C.4 - ISIN: US313397SL60, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $144078541.19
- **C.18.a - Value (excl. sponsor support):** $144078541.19
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-01-30
- **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? Yes, C.23 Categorized at Level 3? No

### Security 114: 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):** $24962140.51
- **C.18.a - Value (excl. sponsor support):** $24962140.51
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 115: 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):** $120466550.24
- **C.18.a - Value (excl. sponsor support):** $120466550.24
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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 116: 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):** $18856783.26
- **C.18.a - Value (excl. sponsor support):** $18856783.26
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **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 117: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP6Y6, C.4 - ISIN: US3133EP6Y63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $86715850.49
- **C.18.a - Value (excl. sponsor support):** $86715850.49
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.375000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPNG6, C.4 - ISIN: US3133EPNG63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $111793854.43
- **C.18.a - Value (excl. sponsor support):** $111793854.43
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **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 119: 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):** $44490162.91
- **C.18.a - Value (excl. sponsor support):** $44490162.91
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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 120: 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):** $38910084.37
- **C.18.a - Value (excl. sponsor support):** $38910084.37
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 121: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.850000%
- **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):** $99609754.82
- **C.18.a - Value (excl. sponsor support):** $99609754.82
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 122: 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):** $23859458.50
- **C.18.a - Value (excl. sponsor support):** $23859458.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 123: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.840000%
- **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):** $196163620.72
- **C.18.a - Value (excl. sponsor support):** $196163620.72
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4C2, C.4 - ISIN: US3133ER4C26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $77506833.18
- **C.18.a - Value (excl. sponsor support):** $77506833.18
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-02-18
- **C.13 - Final Legal Maturity Date:** 2027-02-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4E8, C.4 - ISIN: US3133ER4E81, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $87179479.22
- **C.18.a - Value (excl. sponsor support):** $87179479.22
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.785000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4P3, C.4 - ISIN: US3133ER4P39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100001516.00
- **C.18.a - Value (excl. sponsor support):** $100001516.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-08-24
- **C.13 - Final Legal Maturity Date:** 2026-08-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 127: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4W8, C.4 - ISIN: US3133ER4W89, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $169561263.36
- **C.18.a - Value (excl. sponsor support):** $169561263.36
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-01-25
- **C.13 - Final Legal Maturity Date:** 2027-01-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 128: 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: 3133ER5B3, C.4 - ISIN: US3133ER5B34, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $121249648.37
- **C.18.a - Value (excl. sponsor support):** $121249648.37
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6L0, C.4 - ISIN: US3133ER6L07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $43701362.57
- **C.18.a - Value (excl. sponsor support):** $43701362.57
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6W6, C.4 - ISIN: US3133ER6W61, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $174216563.17
- **C.18.a - Value (excl. sponsor support):** $174216563.17
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-03-10
- **C.13 - Final Legal Maturity Date:** 2027-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER7M7, C.4 - ISIN: US3133ER7M70, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $124992753.75
- **C.18.a - Value (excl. sponsor support):** $124992753.75
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.845000%
- **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):** $72643425.69
- **C.18.a - Value (excl. sponsor support):** $72643425.69
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-11-18
- **C.13 - Final Legal Maturity Date:** 2026-11-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERBY6, C.4 - ISIN: US3133ERBY63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96417111.00
- **C.18.a - Value (excl. sponsor support):** $96417111.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 134: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EREA5, C.4 - ISIN: US3133EREA50, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $144624820.59
- **C.18.a - Value (excl. sponsor support):** $144624820.59
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERFS5, C.4 - ISIN: US3133ERFS59, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96404234.85
- **C.18.a - Value (excl. sponsor support):** $96404234.85
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERGK1, C.4 - ISIN: US3133ERGK15, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96319792.54
- **C.18.a - Value (excl. sponsor support):** $96319792.54
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHZ7, C.4 - ISIN: US3133ERHZ74, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $145085779.18
- **C.18.a - Value (excl. sponsor support):** $145085779.18
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERKD2, C.4 - ISIN: US3133ERKD26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96629844.58
- **C.18.a - Value (excl. sponsor support):** $96629844.58
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERKS9, C.4 - ISIN: US3133ERKS94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $48929441.71
- **C.18.a - Value (excl. sponsor support):** $48929441.71
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.835000%
- **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):** $58002034.06
- **C.18.a - Value (excl. sponsor support):** $58002034.06
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.845000%
- **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):** $19012550.07
- **C.18.a - Value (excl. sponsor support):** $19012550.07
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-12-23
- **C.13 - Final Legal Maturity Date:** 2026-12-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.840000%
- **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):** $144169039.75
- **C.18.a - Value (excl. sponsor support):** $144169039.75
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 143: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.835000%
- **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):** $40017103.20
- **C.18.a - Value (excl. sponsor support):** $40017103.20
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-10-06
- **C.13 - Final Legal Maturity Date:** 2026-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.845000%
- **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):** $40069790.40
- **C.18.a - Value (excl. sponsor support):** $40069790.40
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.850000%
- **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):** $17409429.41
- **C.18.a - Value (excl. sponsor support):** $17409429.41
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 146: 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):** $100008987.00
- **C.18.a - Value (excl. sponsor support):** $100008987.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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 147: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSF9, C.4 - ISIN: US3133ERSF91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $38807556.69
- **C.18.a - Value (excl. sponsor support):** $38807556.69
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.860000%
- **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):** $145230817.25
- **C.18.a - Value (excl. sponsor support):** $145230817.25
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.855000%
- **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):** $58210172.78
- **C.18.a - Value (excl. sponsor support):** $58210172.78
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERVE8, C.4 - ISIN: US3133ERVE89, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $200112350.00
- **C.18.a - Value (excl. sponsor support):** $200112350.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERVU2, C.4 - ISIN: US3133ERVU22, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3298085.90
- **C.18.a - Value (excl. sponsor support):** $3298085.90
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **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 152: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERW98, C.4 - ISIN: US3133ERW985, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $48406460.43
- **C.18.a - Value (excl. sponsor support):** $48406460.43
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-23
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXA4, C.4 - ISIN: US3133ERXA40, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $212901865.00
- **C.18.a - Value (excl. sponsor support):** $212901865.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.865000%
- **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):** $121039424.22
- **C.18.a - Value (excl. sponsor support):** $121039424.22
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-10-30
- **C.13 - Final Legal Maturity Date:** 2026-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5B9, C.4 - ISIN: US3133ET5B97, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $48294465.30
- **C.18.a - Value (excl. sponsor support):** $48294465.30
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2026-12-22
- **C.12 - Maturity Date (WAL):** 2026-12-22
- **C.13 - Final Legal Maturity Date:** 2026-12-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETA23, C.4 - ISIN: US3133ETA235, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $63010435.95
- **C.18.a - Value (excl. sponsor support):** $63010435.95
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-09-29
- **C.13 - Final Legal Maturity Date:** 2027-09-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.785000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETBC0, C.4 - ISIN: US3133ETBC00, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $145204840.96
- **C.18.a - Value (excl. sponsor support):** $145204840.96
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-04-01
- **C.13 - Final Legal Maturity Date:** 2027-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.815000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETBN6, C.4 - ISIN: US3133ETBN64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $116107385.12
- **C.18.a - Value (excl. sponsor support):** $116107385.12
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **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 159: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETBP1, C.4 - ISIN: US3133ETBP13, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $280708653.98
- **C.18.a - Value (excl. sponsor support):** $280708653.98
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-04-01
- **C.13 - Final Legal Maturity Date:** 2027-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETD20, C.4 - ISIN: US3133ETD205, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $241308824.34
- **C.18.a - Value (excl. sponsor support):** $241308824.34
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-10-06
- **C.13 - Final Legal Maturity Date:** 2026-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.835000%
- **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):** $96802912.71
- **C.18.a - Value (excl. sponsor support):** $96802912.71
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-04-16
- **C.13 - Final Legal Maturity Date:** 2027-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDW4, C.4 - ISIN: US3133ETDW46, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $48362388.63
- **C.18.a - Value (excl. sponsor support):** $48362388.63
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.840000%
- **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):** $241874384.93
- **C.18.a - Value (excl. sponsor support):** $241874384.93
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETEL7, C.4 - ISIN: US3133ETEL71, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $209530193.14
- **C.18.a - Value (excl. sponsor support):** $209530193.14
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETG92, C.4 - ISIN: US3133ETG927, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $69704714.51
- **C.18.a - Value (excl. sponsor support):** $69704714.51
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.762100%
- **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):** $62907052.98
- **C.18.a - Value (excl. sponsor support):** $62907052.98
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **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 167: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJC2, C.4 - ISIN: US3133ETJC28, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $38848181.06
- **C.18.a - Value (excl. sponsor support):** $38848181.06
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.4600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETMS3, C.4 - ISIN: US3133ETMS33, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $115001904.40
- **C.18.a - Value (excl. sponsor support):** $115001904.40
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETN60, C.4 - ISIN: US3133ETN600, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $14500203.00
- **C.18.a - Value (excl. sponsor support):** $14500203.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-07-28
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETNY9, C.4 - ISIN: US3133ETNY91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96650000.00
- **C.18.a - Value (excl. sponsor support):** $96650000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETPK7, C.4 - ISIN: US3133ETPK79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96763858.47
- **C.18.a - Value (excl. sponsor support):** $96763858.47
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-07-09
- **C.13 - Final Legal Maturity Date:** 2027-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETSK4, C.4 - ISIN: US3133ETSK43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $95799889.83
- **C.18.a - Value (excl. sponsor support):** $95799889.83
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETSR9, C.4 - ISIN: US3133ETSR95, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $231708809.23
- **C.18.a - Value (excl. sponsor support):** $231708809.23
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-08-11
- **C.13 - Final Legal Maturity Date:** 2026-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.825000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETT56, C.4 - ISIN: US3133ETT565, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96780299.68
- **C.18.a - Value (excl. sponsor support):** $96780299.68
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-11-12
- **C.13 - Final Legal Maturity Date:** 2027-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 175: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.850000%
- **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):** $48359561.70
- **C.18.a - Value (excl. sponsor support):** $48359561.70
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-08-25
- **C.13 - Final Legal Maturity Date:** 2027-08-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETWY9, C.4 - ISIN: US3133ETWY90, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $433872239.15
- **C.18.a - Value (excl. sponsor support):** $433872239.15
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETX69, C.4 - ISIN: US3133ETX690, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24115844.30
- **C.18.a - Value (excl. sponsor support):** $24115844.30
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-11-19
- **C.13 - Final Legal Maturity Date:** 2027-11-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETY27, C.4 - ISIN: US3133ETY276, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $120510073.80
- **C.18.a - Value (excl. sponsor support):** $120510073.80
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-05-24
- **C.13 - Final Legal Maturity Date:** 2027-05-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 179: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETYK7, C.4 - ISIN: US3133ETYK78, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $144119701.35
- **C.18.a - Value (excl. sponsor support):** $144119701.35
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-07-19
- **C.13 - Final Legal Maturity Date:** 2027-07-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETZD2, C.4 - ISIN: US3133ETZD27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $144823031.89
- **C.18.a - Value (excl. sponsor support):** $144823031.89
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-09-23
- **C.13 - Final Legal Maturity Date:** 2027-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 181: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.820000%
- **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):** $153826981.14
- **C.18.a - Value (excl. sponsor support):** $153826981.14
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 182: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.850000%
- **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):** $61035329.38
- **C.18.a - Value (excl. sponsor support):** $61035329.38
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 183: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.850000%
- **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):** $130682208.78
- **C.18.a - Value (excl. sponsor support):** $130682208.78
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 184: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.885000%
- **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):** $60016788.00
- **C.18.a - Value (excl. sponsor support):** $60016788.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 185: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.850000%
- **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):** $68638042.13
- **C.18.a - Value (excl. sponsor support):** $68638042.13
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 186: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.820000%
- **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):** $65824137.41
- **C.18.a - Value (excl. sponsor support):** $65824137.41
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 187: 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):** $240263809.76
- **C.18.a - Value (excl. sponsor support):** $240263809.76
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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 188: 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):** $168763659.05
- **C.18.a - Value (excl. sponsor support):** $168763659.05
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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 189: 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):** $239923984.09
- **C.18.a - Value (excl. sponsor support):** $239923984.09
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 190: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HB3V1, C.4 - ISIN: US3134HB3V11, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $100385392.41
- **C.18.a - Value (excl. sponsor support):** $100385392.41
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 191: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HB4C2, C.4 - ISIN: US3134HB4C21, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $240986516.64
- **C.18.a - Value (excl. sponsor support):** $240986516.64
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.4600%
- **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 192: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HB6V8, C.4 - ISIN: US3134HB6V83, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $241062988.74
- **C.18.a - Value (excl. sponsor support):** $241062988.74
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-12-16
- **C.12 - Maturity Date (WAL):** 2026-12-16
- **C.13 - Final Legal Maturity Date:** 2026-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 193: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HB6W6, C.4 - ISIN: US3134HB6W66, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $240951079.76
- **C.18.a - Value (excl. sponsor support):** $240951079.76
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 194: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.835000%
- **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):** $169638278.33
- **C.18.a - Value (excl. sponsor support):** $169638278.33
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 195: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 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):** $240139724.55
- **C.18.a - Value (excl. sponsor support):** $240139724.55
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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 196: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.825000%
- **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):** $120612661.79
- **C.18.a - Value (excl. sponsor support):** $120612661.79
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 197: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.850000%
- **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):** $145085494.92
- **C.18.a - Value (excl. sponsor support):** $145085494.92
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 198: 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):** $241387159.93
- **C.18.a - Value (excl. sponsor support):** $241387159.93
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 199: 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):** $338069567.16
- **C.18.a - Value (excl. sponsor support):** $338069567.16
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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 200: 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):** $193085337.92
- **C.18.a - Value (excl. sponsor support):** $193085337.92
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 201: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.850000%
- **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):** $144064655.27
- **C.18.a - Value (excl. sponsor support):** $144064655.27
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 202: 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):** $144594121.91
- **C.18.a - Value (excl. sponsor support):** $144594121.91
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **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 203: 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):** $241300912.11
- **C.18.a - Value (excl. sponsor support):** $241300912.11
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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 204: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.790000%
- **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):** $72563465.28
- **C.18.a - Value (excl. sponsor support):** $72563465.28
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 205: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCAD1, C.4 - ISIN: US3134HCAD13, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $241023383.24
- **C.18.a - Value (excl. sponsor support):** $241023383.24
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-20
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 206: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCAE9, C.4 - ISIN: US3134HCAE95, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $240698062.19
- **C.18.a - Value (excl. sponsor support):** $240698062.19
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-12-18
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 207: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCAN9, C.4 - ISIN: US3134HCAN94, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $241066884.92
- **C.18.a - Value (excl. sponsor support):** $241066884.92
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-12-18
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 208: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.220000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCEC9, C.4 - ISIN: US3134HCEC93, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $120363155.19
- **C.18.a - Value (excl. sponsor support):** $120363155.19
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.2900%
- **C.11 - Maturity Date (WAM):** 2026-05-27
- **C.12 - Maturity Date (WAL):** 2026-05-27
- **C.13 - Final Legal Maturity Date:** 2026-05-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 209: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.550000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCLY3, C.4 - ISIN: US3134HCLY31, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $124523100.62
- **C.18.a - Value (excl. sponsor support):** $124523100.62
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2027-01-22
- **C.12 - Maturity Date (WAL):** 2027-01-22
- **C.13 - Final Legal Maturity Date:** 2027-01-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 210: 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: 313589SD6, C.4 - ISIN: US313589SD68, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $144376434.88
- **C.18.a - Value (excl. sponsor support):** $144376434.88
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 211: 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: 313589SL8, C.4 - ISIN: US313589SL84, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $240396790.86
- **C.18.a - Value (excl. sponsor support):** $240396790.86
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-01-30
- **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? Yes, C.23 Categorized at Level 3? No

### Security 212: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07G2, C.4 - ISIN: US3135G07G27, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $96645772.94
- **C.18.a - Value (excl. sponsor support):** $96645772.94
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 213: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.830000%
- **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):** $42523159.10
- **C.18.a - Value (excl. sponsor support):** $42523159.10
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 214: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.845000%
- **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):** $239306938.65
- **C.18.a - Value (excl. sponsor support):** $239306938.65
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 215: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.850000%
- **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):** $113067491.51
- **C.18.a - Value (excl. sponsor support):** $113067491.51
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 216: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.850000%
- **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):** $100660918.33
- **C.18.a - Value (excl. sponsor support):** $100660918.33
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 217: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.850000%
- **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):** $140713025.52
- **C.18.a - Value (excl. sponsor support):** $140713025.52
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 218: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.850000%
- **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):** $53008829.58
- **C.18.a - Value (excl. sponsor support):** $53008829.58
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 219: RIVERSIDE HOME LENDING

- **C.1 - Title:** TAXABLE S/F RENTAL HOUSING RB SERIES 2021A 3.800000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 769141AA0, C.4 - ISIN: US769141AA08, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $77300000.00
- **C.18.a - Value (excl. sponsor support):** $77300000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **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 220: AVENTURA BORROWERS

- **C.1 - Title:** TAXABLE M/F HOUSING RB (AVENTURA SR LIVING) SERIES 2025A 3.800000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 78437YAA2, C.4 - ISIN: US78437YAA29, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $48300000.00
- **C.18.a - Value (excl. sponsor support):** $48300000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **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 221: 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):** $80329461.86
- **C.18.a - Value (excl. sponsor support):** $80329461.86
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 222: 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):** $29244009.17
- **C.18.a - Value (excl. sponsor support):** $29244009.17
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 223: 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):** $145565705.00
- **C.18.a - Value (excl. sponsor support):** $145565705.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 224: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 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):** $73265984.39
- **C.18.a - Value (excl. sponsor support):** $73265984.39
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-05-31
- **C.12 - Maturity Date (WAL):** 2026-05-31
- **C.13 - Final Legal Maturity Date:** 2026-05-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 225: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 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):** $147929699.19
- **C.18.a - Value (excl. sponsor support):** $147929699.19
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.4900%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 226: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 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):** $143345602.75
- **C.18.a - Value (excl. sponsor support):** $143345602.75
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 227: 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):** $35353164.20
- **C.18.a - Value (excl. sponsor support):** $35353164.20
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 228: 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):** $32492434.40
- **C.18.a - Value (excl. sponsor support):** $32492434.40
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **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 229: 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):** $42795529.14
- **C.18.a - Value (excl. sponsor support):** $42795529.14
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.4900%
- **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 230: 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):** $131160931.20
- **C.18.a - Value (excl. sponsor support):** $131160931.20
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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 231: 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):** $179567432.31
- **C.18.a - Value (excl. sponsor support):** $179567432.31
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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 232: 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):** $64575945.20
- **C.18.a - Value (excl. sponsor support):** $64575945.20
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.4600%
- **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 233: 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):** $223351702.29
- **C.18.a - Value (excl. sponsor support):** $223351702.29
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **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 234: 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):** $490881476.39
- **C.18.a - Value (excl. sponsor support):** $490881476.39
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.4900%
- **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 235: 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):** $428675250.41
- **C.18.a - Value (excl. sponsor support):** $428675250.41
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **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 236: 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):** $139251663.12
- **C.18.a - Value (excl. sponsor support):** $139251663.12
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **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 237: 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):** $407375526.10
- **C.18.a - Value (excl. sponsor support):** $407375526.10
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.4900%
- **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 238: 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):** $173829760.29
- **C.18.a - Value (excl. sponsor support):** $173829760.29
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **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 239: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 1.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDQ1, C.4 - ISIN: US91282CDQ15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $17701542.98
- **C.18.a - Value (excl. sponsor support):** $17701542.98
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 240: 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):** $102005068.38
- **C.18.a - Value (excl. sponsor support):** $102005068.38
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 241: 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):** $48015432.48
- **C.18.a - Value (excl. sponsor support):** $48015432.48
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 242: 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):** $142273192.38
- **C.18.a - Value (excl. sponsor support):** $142273192.38
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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 243: 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):** $308450049.61
- **C.18.a - Value (excl. sponsor support):** $308450049.61
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.4900%
- **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 244: 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):** $55385580.55
- **C.18.a - Value (excl. sponsor support):** $55385580.55
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **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 245: 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):** $58134925.29
- **C.18.a - Value (excl. sponsor support):** $58134925.29
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **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 246: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 3.847100%
- **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):** $448392982.55
- **C.18.a - Value (excl. sponsor support):** $448392982.55
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 247: 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):** $149662775.15
- **C.18.a - Value (excl. sponsor support):** $149662775.15
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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 248: 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):** $354374045.51
- **C.18.a - Value (excl. sponsor support):** $354374045.51
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 249: 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):** $257356881.08
- **C.18.a - Value (excl. sponsor support):** $257356881.08
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **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 250: 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):** $457586939.80
- **C.18.a - Value (excl. sponsor support):** $457586939.80
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 251: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 3.752100%
- **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):** $165791201.00
- **C.18.a - Value (excl. sponsor support):** $165791201.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 252: 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):** $574502981.13
- **C.18.a - Value (excl. sponsor support):** $574502981.13
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **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 253: 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):** $181964838.60
- **C.18.a - Value (excl. sponsor support):** $181964838.60
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **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 254: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 3.784100%
- **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):** $117443695.11
- **C.18.a - Value (excl. sponsor support):** $117443695.11
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 255: 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):** $183283235.52
- **C.18.a - Value (excl. sponsor support):** $183283235.52
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **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 256: 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):** $63767493.90
- **C.18.a - Value (excl. sponsor support):** $63767493.90
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **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 257: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 3.807100%
- **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):** $250802559.98
- **C.18.a - Value (excl. sponsor support):** $250802559.98
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 258: 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):** $176801305.17
- **C.18.a - Value (excl. sponsor support):** $176801305.17
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **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 259: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CME8, C.4 - ISIN: US91282CME83, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $51360513.90
- **C.18.a - Value (excl. sponsor support):** $51360513.90
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 260: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 3.700100%
- **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):** $175458322.27
- **C.18.a - Value (excl. sponsor support):** $175458322.27
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 261: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 3.762100%
- **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):** $559699584.44
- **C.18.a - Value (excl. sponsor support):** $559699584.44
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 262: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 3.761100%
- **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):** $327913955.34
- **C.18.a - Value (excl. sponsor support):** $327913955.34
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 263: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.860000%
- **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:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-06
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRM 2017-077 DY                                   | 2047-05-20      | 3.5000%  | 0.0000% | $3434000.00        | $1214469.04        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-044 G                                    | 2054-03-20      | 0.2500%  | 0.0000% | $100000000.00      | $67832574.88       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2036-05-25      | 5.0000%  | 0.0000% | $20747104.00       | $20349376.44       | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2033-02-25      | 4.8387%  | 0.0000% | $2000000.00        | $330200.01         | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2021-KF109        CS     20310325 FLT | 2031-03-25      | 10.2586% | 0.0000% | $23715000.00       | $6943007.66        | Agency Collateralized Mortgage Obligation |
| FNRM CL137UY R12F137                               | 2042-12-25      | 1.7500%  | 0.0000% | $29645758.00       | $3242759.05        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2050-09-25      | 5.0000%  | 0.0000% | $67182976.00       | $59104828.80       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2053-11-25      | 5.0000%  | 0.0000% | $33226000.00       | $28136825.71       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-083 KF                                   | 2055-05-20      | 5.1177%  | 0.0000% | $99361400.00       | $95625840.38       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-083 YF                                   | 2055-04-20      | 5.6777%  | 0.0000% | $77338800.00       | $71147426.03       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-002 BF                                   | 2055-01-20      | 5.1677%  | 0.0000% | $30000000.00       | $17026651.01       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-053 FA                                   | 2053-04-20      | 4.7677%  | 0.0000% | $100000000.00      | $54645912.43       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-J29       A-2    20271125 1.4 | 2027-11-25      | 1.4090%  | 0.0000% | $50000000.00       | $25735331.79       | Agency Collateralized Mortgage Obligation |

### Security 264: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.860000%
- **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: ARP1CQ8W3, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1CQ8W3
- **C.18 - Value (incl. sponsor support):** $1214000000.00
- **C.18.a - Value (excl. sponsor support):** $1214000000.00
- **C.19 - Percentage of Net Assets:** 1.3500%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-04-06
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRA 2022-180 FA                                   | 2052-10-20      | 4.9677%  | 0.0000% | $30000000.00       | $16031941.66       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-078 TF                                   | 2054-05-20      | 5.1177%  | 0.0000% | $30000000.00       | $20911405.54       | Agency Collateralized Mortgage Obligation |
| FNRM CL023EM R25F023                               | 2047-11-25      | 3.0000%  | 0.0000% | $49672320.00       | $43245091.89       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2041-07-25      | 1.5000%  | 0.0000% | $3000000.00        | $1767112.32        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2036-06-25      | 4.5000%  | 0.0000% | $7841872.00        | $7567535.84        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-131 KF                                   | 2055-08-20      | 5.4177%  | 0.0000% | $244310000.00      | $240474167.44      | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2036-11-25      | 6.0000%  | 0.0000% | $5558456.00        | $5687578.93        | Agency Collateralized Mortgage Obligation |
| MNRA CL0012A2 R25M00                               | 2032-01-25      | 4.8000%  | 0.0000% | $10000000.00       | $10258944.68       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2036-09-15      | 6.0000%  | 0.0000% | $14400000.00       | $1802972.42        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2052-04-25      | 4.5000%  | 0.0000% | $53197632.00       | $47290524.72       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-043 AF                                   | 2062-09-16      | 2.0000%  | 0.0000% | $130000.00         | $83633.97          | Agency Collateralized Mortgage Obligation |
| FNRM CL106PY R17F106                               | 2048-01-25      | 3.0000%  | 0.0000% | $4824000.00        | $4146189.41        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2055-07-25      | 5.3742%  | 0.0000% | $76431360.00       | $51262189.07       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-11-25      | 5.1242%  | 0.0000% | $66055552.00       | $55594913.20       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2044-09-15      | 2.5000%  | 0.0000% | $28287000.00       | $1813059.20        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2036-07-25      | 5.0000%  | 0.0000% | $16829152.00       | $16695804.75       | Agency Collateralized Mortgage Obligation |
| FNRM RC040EA R25F040                               | 2053-02-25      | 5.0000%  | 0.0000% | $62303296.00       | $59874723.73       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-155 F                                    | 2055-09-20      | 5.2177%  | 0.0000% | $18563296.00       | $18611400.97       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2052-08-25      | 5.0000%  | 0.0000% | $40734208.00       | $32362993.00       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2050-10-25      | 1.5000%  | 0.0000% | $20000000.00       | $11670694.77       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2033-01-15      | 5.0000%  | 0.0000% | $1439923.00        | $110600.97         | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2050-10-25      | 1.5000%  | 0.0000% | $7900000.00        | $4416763.38        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2050-03-25      | 4.0000%  | 0.0000% | $1749600.00        | $1677255.39        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2036-08-25      | 5.0000%  | 0.0000% | $7285024.00        | $7245100.93        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2052-08-25      | 5.0000%  | 0.0000% | $11090800.00       | $11216732.34       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2055-11-25      | 4.5000%  | 0.0000% | $12383500.00       | $11862922.43       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-098 NF                                   | 2055-06-20      | 5.6177%  | 0.0000% | $100000000.00      | $98950407.35       | Agency Collateralized Mortgage Obligation |
| FNMA REMIC TRUST 2003-W17      1-A-7  20430825 5.7 | 2043-08-25      | 5.7500%  | 0.0000% | $8000000.00        | $1588062.87        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-001 GF                                   | 2054-01-20      | 5.0677%  | 0.0000% | $100000000.00      | $41630697.46       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-069 LF                                   | 2055-04-20      | 5.6177%  | 0.0000% | $20000000.00       | $18308702.97       | Agency Collateralized Mortgage Obligation |
| FNRM CL040BV R25F040                               | 2036-06-25      | 5.0000%  | 0.0000% | $20078880.00       | $19564732.04       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-095 KF                                   | 2054-06-20      | 5.0977%  | 0.0000% | $100000000.00      | $48663788.31       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2049-05-25      | 5.5000%  | 0.0000% | $5000000.00        | $3107715.07        | Agency Collateralized Mortgage Obligation |
| FNRM RC106PL R17F106                               | 2048-01-25      | 3.0000%  | 0.0000% | $8832000.00        | $7840502.02        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-114 YF                                   | 2055-07-20      | 5.4377%  | 0.0000% | $100000000.00      | $98998141.27       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-150 QD                                   | 2051-07-20      | 4.5000%  | 0.0000% | $194716928.00      | $192587887.12      | Agency Collateralized Mortgage Obligation |
| GNRM 2022-130 AB                                   | 2062-05-16      | 2.7500%  | 0.0000% | $50000000.00       | $41602982.01       | Agency Collateralized Mortgage Obligation |

### Security 265: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.730000%
- **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: ARP1DCWP1, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1DCWP1
- **C.18 - Value (incl. sponsor support):** $1331000000.00
- **C.18.a - Value (excl. sponsor support):** $1331000000.00
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 05.500 CLQZ7804 | 2055-10-01      | 5.5000%  | 0.0000% | $39691712.00       | $40515607.02       | Agency Mortgage-Backed Securities |
| FNMS 03.400 MY470975 | 2027-08-01      | 3.4000%  | 0.0000% | $500000.00         | $353099.78         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL2860 | 2055-09-01      | 6.0000%  | 0.0000% | $117490048.00      | $120570194.07      | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY4217 | 2055-06-01      | 5.5000%  | 0.0000% | $1917426.00        | $1944377.40        | Agency Mortgage-Backed Securities |
| GNII SF MA6039 M     | 2049-07-20      | 3.5000%  | 0.0000% | $50000000.00       | $5283623.89        | Agency Mortgage-Backed Securities |
| GNII SP 787699 M     | 2049-03-20      | 3.0000%  | 0.0000% | $97697920.00       | $80380316.17       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA1057 | 2055-12-01      | 5.5000%  | 0.0000% | $1556410.00        | $1592601.72        | Agency Mortgage-Backed Securities |
| GNII BD DM3028 C     | 2055-09-20      | 4.5000%  | 0.0000% | $3116408.00        | $3007755.08        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL2485 | 2055-09-01      | 6.0000%  | 0.0000% | $53185472.00       | $53258298.92       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL3770 | 2055-12-01      | 5.0000%  | 0.0000% | $64163584.00       | $64704589.97       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ6436 | 2055-10-01      | 6.0000%  | 0.0000% | $13371460.00       | $13375842.83       | Agency Mortgage-Backed Securities |
| GNII BD DM3785 C     | 2055-07-20      | 3.5000%  | 0.0000% | $5024376.00        | $4439833.82        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA2228 | 2056-01-01      | 5.5000%  | 0.0000% | $4443224.00        | $4575789.07        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ1237 | 2055-08-01      | 6.0000%  | 0.0000% | $3382308.00        | $3485722.05        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY8230 | 2055-07-01      | 5.0000%  | 0.0000% | $1057382.00        | $1053771.97        | Agency Mortgage-Backed Securities |
| GNII SP 788317 C     | 2055-12-20      | 5.0000%  | 0.0000% | $197384000.00      | $198571791.18      | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4894 | 2055-09-01      | 6.0000%  | 0.0000% | $4852832.00        | $4988968.74        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY8954 | 2055-07-01      | 6.0000%  | 0.0000% | $10169360.00       | $10441264.62       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD1635 | 2052-09-01      | 5.5000%  | 0.0000% | $17486752.00       | $12988397.58       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ0954 | 2055-08-01      | 5.5000%  | 0.0000% | $5486136.00        | $5521726.06        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ8597 | 2055-11-01      | 5.5000%  | 0.0000% | $3313730.00        | $3385931.72        | Agency Mortgage-Backed Securities |
| GNII SF MA9906 M     | 2054-09-20      | 5.5000%  | 0.0000% | $54562400.00       | $45304894.47       | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQG8544 | 2053-08-01      | 4.0000%  | 0.0000% | $281611.00         | $224335.28         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ3842 | 2055-09-01      | 7.0000%  | 0.0000% | $1725410.00        | $1824112.61        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQD0970 | 2051-10-01      | 3.5000%  | 0.0000% | $43700.00          | $32904.07          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL1363 | 2055-05-01      | 6.5000%  | 0.0000% | $50736.00          | $52146.91          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL3873 | 2055-12-01      | 5.0000%  | 0.0000% | $499712.00         | $506438.96         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQY9553 | 2055-08-01      | 7.0000%  | 0.0000% | $1543000.00        | $1634778.75        | Agency Mortgage-Backed Securities |
| GNII SF CY5498 C     | 2054-01-20      | 6.5000%  | 0.0000% | $1126112.00        | $728790.30         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA0029 | 2055-12-01      | 5.5000%  | 0.0000% | $14788752.00       | $15110628.31       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB1693 | 2040-10-01      | 3.0000%  | 0.0000% | $40697536.00       | $38176538.83       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI8329 | 2038-12-01      | 5.5000%  | 0.0000% | $2000000.00        | $11072.51          | Agency Mortgage-Backed Securities |
| GNII SF DJ8288 C     | 2055-08-20      | 6.5000%  | 0.0000% | $3109456.00        | $3249747.90        | Agency Mortgage-Backed Securities |
| GNII JM MA4185 M     | 2047-01-20      | 3.5000%  | 0.0000% | $571908.00         | $25429.11          | Agency Mortgage-Backed Securities |
| GNII SF DK8358 C     | 2055-07-20      | 7.0000%  | 0.0000% | $27785536.00       | $29507146.97       | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ6251 | 2055-10-01      | 7.0000%  | 0.0000% | $1109684.00        | $1173302.07        | Agency Mortgage-Backed Securities |
| GNII ET CT5341 C     | 2063-02-20      | 5.5000%  | 0.0000% | $906738.00         | $792290.63         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4740 | 2041-01-01      | 5.0000%  | 0.0000% | $1288234.00        | $1313128.69        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4912 | 2055-10-01      | 6.0000%  | 0.0000% | $8804432.00        | $9087842.81        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ2300 | 2055-09-01      | 7.0000%  | 0.0000% | $1101992.00        | $1165000.07        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTZK9956 | 2033-08-01      | 3.5000%  | 0.0000% | $2725520.00        | $349260.83         | Agency Mortgage-Backed Securities |
| GNMI SP 784718 X     | 2046-12-15      | 2.5000%  | 0.0000% | $200050.00         | $68300.41          | Agency Mortgage-Backed Securities |
| GNMI SP 784605 X     | 2042-01-15      | 4.5000%  | 0.0000% | $27000.00          | $7339.48           | Agency Mortgage-Backed Securities |
| GNII SF MA0850 M     | 2043-03-20      | 2.5000%  | 0.0000% | $4115144.00        | $564693.63         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8347 | 2053-08-01      | 4.5000%  | 0.0000% | $2184864.00        | $1857692.25        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ5068 | 2055-10-01      | 5.5000%  | 0.0000% | $1996210.00        | $2033730.78        | Agency Mortgage-Backed Securities |
| GNII SF DI8892 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2599196.00        | $2731967.92        | Agency Mortgage-Backed Securities |
| GNII SF DI4712 C     | 2055-08-20      | 7.0000%  | 0.0000% | $5464816.00        | $5743908.87        | Agency Mortgage-Backed Securities |
| GNII SF MB0747 M     | 2055-11-20      | 6.0000%  | 0.0000% | $137852416.00      | $141133821.91      | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4377 | 2040-10-01      | 5.0000%  | 0.0000% | $6937344.00        | $6922436.54        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZL1234 | 2041-04-01      | 4.5000%  | 0.0000% | $2010000.00        | $180888.37         | Agency Mortgage-Backed Securities |
| GNII ET DO9790 C     | 2065-11-20      | 2.0000%  | 0.0000% | $161168.00         | $126345.18         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ9971 | 2055-12-01      | 6.5000%  | 0.0000% | $1565100.00        | $1653087.42        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSL1600 | 2052-05-01      | 3.0000%  | 0.0000% | $20045440.00       | $17245418.88       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD0818 | 2051-12-01      | 3.0000%  | 0.0000% | $584267.00         | $359256.81         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ8154 | 2055-11-01      | 5.5000%  | 0.0000% | $1962130.00        | $2004536.26        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ1330 | 2055-08-01      | 6.5000%  | 0.0000% | $2379020.00        | $2502184.63        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ7349 | 2055-10-01      | 7.0000%  | 0.0000% | $1008286.00        | $1085069.95        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY9871 | 2055-08-01      | 6.0000%  | 0.0000% | $9244272.00        | $9484882.89        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4712 | 2047-04-01      | 3.0000%  | 0.0000% | $4705608.00        | $1002166.14        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL2800 | 2053-10-01      | 4.5000%  | 0.0000% | $7860144.00        | $7631798.12        | Agency Mortgage-Backed Securities |
| GNII SF CI6843 C     | 2051-11-20      | 2.5000%  | 0.0000% | $800000.00         | $527474.14         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CISB0514 | 2036-04-01      | 1.5000%  | 0.0000% | $17580672.00       | $8003485.53        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8100 | 2050-10-01      | 3.0000%  | 0.0000% | $33728320.00       | $10783134.72       | Agency Mortgage-Backed Securities |
| GNII SP 783618 M     | 2042-02-20      | 4.0000%  | 0.0000% | $36416000.00       | $1818793.73        | Agency Mortgage-Backed Securities |
| GNMI SF AD6012 X     | 2043-04-15      | 3.5000%  | 0.0000% | $25000.00          | $6554.11           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLAL1704 | 2040-05-01      | 6.5000%  | 0.0000% | $2381020.00        | $56988.42          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQF0407 | 2052-09-01      | 3.5000%  | 0.0000% | $1071784.00        | $794000.36         | Agency Mortgage-Backed Securities |
| GNMI SF AN7282 X     | 2045-08-15      | 5.0000%  | 0.0000% | $962133.00         | $20849.69          | Agency Mortgage-Backed Securities |
| GNII SF CZ1793 C     | 2054-01-20      | 7.0000%  | 0.0000% | $1056822.00        | $277412.30         | Agency Mortgage-Backed Securities |
| GNII SF DL2034 C     | 2055-06-20      | 6.5000%  | 0.0000% | $3136840.00        | $3333258.91        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQA6501 | 2050-01-01      | 4.5000%  | 0.0000% | $7637880.00        | $1048754.63        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ2507 | 2055-09-01      | 6.5000%  | 0.0000% | $53977984.00       | $56351910.99       | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ7960 | 2055-11-01      | 7.0000%  | 0.0000% | $1144480.00        | $1219699.60        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8382 | 2053-12-01      | 5.0000%  | 0.0000% | $814034.00         | $726571.80         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD8385 | 2053-12-01      | 6.5000%  | 0.0000% | $131830784.00      | $69472220.62       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8506 | 2055-02-01      | 5.5000%  | 0.0000% | $47922752.00       | $42680487.61       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1296 | 2052-07-01      | 5.0000%  | 0.0000% | $95519872.00       | $68023552.95       | Agency Mortgage-Backed Securities |
| GNII SF MA8648 M     | 2053-02-20      | 5.5000%  | 0.0000% | $158401000.00      | $108027394.26      | Agency Mortgage-Backed Securities |
| GNII SF MA6997 M     | 2050-11-20      | 3.5000%  | 0.0000% | $13200000.00       | $4077408.25        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD7512 | 2050-02-01      | 3.0000%  | 0.0000% | $10181000.00       | $3772735.84        | Agency Mortgage-Backed Securities |
| GNII SF DK5860 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1257046.00        | $1335449.54        | Agency Mortgage-Backed Securities |
| GNII RG CN2044 C     | 2048-01-20      | 3.5000%  | 0.0000% | $950000.00         | $698619.02         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX8815 | 2055-03-01      | 6.0000%  | 0.0000% | $1084686.00        | $1109473.27        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CISB8044 | 2035-05-01      | 2.0000%  | 0.0000% | $2500000.00        | $692153.54         | Agency Mortgage-Backed Securities |

### Security 266: RBC DOMINION SECURITIES INC

- **C.1 - Title:** RBC DOMINION SECURITIES INC 3.710000%
- **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: ARP1DEP83, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1DEP83
- **C.18 - Value (incl. sponsor support):** $365000000.00
- **C.18.a - Value (excl. sponsor support):** $365000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **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 MA8202 M       | 2052-08-20      | 5.0000%  | 0.0000% | $1187.00           | $872.45            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB8465   | 2054-05-01      | 4.5000%  | 0.0000% | $1008.00           | $901.86            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS9408   | 2054-10-01      | 5.5000%  | 0.0000% | $1008.00           | $918.23            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA1152   | 2054-04-01      | 5.5000%  | 0.0000% | $1012.00           | $866.59            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBV6241   | 2055-10-01      | 4.0000%  | 0.0000% | $2511644.00        | $2370904.23        | Agency Mortgage-Backed Securities         |
| GNRA 2025-198 FE       | 2055-11-20      | 4.9377%  | 0.0000% | $46052.00          | $46051.16          | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLQY3439   | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.85           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | 0.0000% | $100.00            | $82.49             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $242500.00         | $228871.36         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-10-29      | 0.0000%  | 0.0000% | $17394000.00       | $16901923.74       | U.S. Treasuries (including strips)        |
| GNMI SF 726917 X       | 2039-11-15      | 4.5000%  | 0.0000% | $182391.00         | $22551.99          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL2830   | 2055-10-01      | 5.5000%  | 0.0000% | $1024.00           | $1032.34           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFS7514   | 2037-06-01      | 2.0000%  | 0.0000% | $1031.00           | $751.15            | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2052-06-25      | 4.4742%  | 0.0000% | $4001.00           | $2183.10           | Agency Collateralized Mortgage Obligation |
| FEPC 03.000 CLZS4693   | 2046-12-01      | 3.0000%  | 0.0000% | $1117.00           | $197.88            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $1177100.00        | $835387.87         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $17558200.00       | $15167361.78       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $1647400.00        | $1638299.62        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $1000.00           | $1010.86           | U.S. Treasuries (including strips)        |
| FEPC 05.500 CLTA1260   | 2055-12-01      | 5.5000%  | 0.0000% | $905859.00         | $927737.61         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF5677   | 2055-12-01      | 5.5000%  | 0.0000% | $27173.00          | $25490.98          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2031-01-15      | 0.1250%  | 0.0000% | $147000.00         | $171769.97         | U.S. Treasuries (including strips)        |
| FNMS 02.000 CLMA4355   | 2051-06-01      | 2.0000%  | 0.0000% | $87001.00          | $52415.25          | Agency Mortgage-Backed Securities         |
| GNRA 2025-062 FE       | 2055-04-20      | 4.9677%  | 0.0000% | $16885711.00       | $15356837.76       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2044-02-15      | 1.3750%  | 0.0000% | $2000800.00        | $2362119.23        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-02-15      | 0.6250%  | 0.0000% | $7654900.00        | $8117173.63        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $100.00            | $102.98            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $30600.00          | $31425.77          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-01-29      | 0.0000%  | 0.0000% | $59000.00          | $58833.03          | U.S. Treasuries (including strips)        |
| GNPL PN CS2724         | 2058-04-15      | 4.5200%  | 0.0000% | $1011.00           | $955.35            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8716   | 2054-06-01      | 6.5000%  | 0.0000% | $1005.00           | $821.98            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD6042   | 2054-08-01      | 5.5000%  | 0.0000% | $14999000.00       | $13654954.96       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD8088   | 2055-04-01      | 6.0000%  | 0.0000% | $1010.00           | $1055.04           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB6429   | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $890.27            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBX8556   | 2053-04-01      | 5.5000%  | 0.0000% | $86683.00          | $73252.51          | Agency Mortgage-Backed Securities         |
| GNII SF MA5138 M       | 2048-04-20      | 4.5000%  | 0.0000% | $226948.00         | $17271.92          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2026-01-22      | 0.0000%  | 0.0000% | $355400.00         | $354635.89         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $2600.00           | $2607.00           | U.S. Treasuries (including strips)        |
| FEPC 06.000 CLQI9031   | 2054-07-01      | 6.0000%  | 0.0000% | $1240191.00        | $1127134.31        | Agency Mortgage-Backed Securities         |
| GNII SF MA7989 M       | 2052-04-20      | 3.5000%  | 0.0000% | $2325053.00        | $1599796.09        | Agency Mortgage-Backed Securities         |
| GNRA 2025-193 FE       | 2055-11-20      | 5.3677%  | 0.0000% | $5654508.00        | $5456308.95        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $900.00            | $893.90            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2045-08-15      | 4.8750%  | 0.0000% | $1646500.00        | $1701807.99        | U.S. Treasuries (including strips)        |
| GNRA 2025-025 XF       | 2065-02-20      | 5.1177%  | 0.0000% | $1000.00           | $711.22            | Agency Collateralized Mortgage Obligation |
| GNII SF DJ3593 C       | 2055-04-20      | 6.5000%  | 0.0000% | $3169161.00        | $3311110.45        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX1941   | 2055-01-01      | 5.5000%  | 0.0000% | $1008.00           | $914.17            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC1203   | 2055-10-01      | 5.0000%  | 0.0000% | $5621.00           | $5661.44           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS7252   | 2053-11-01      | 5.0000%  | 0.0000% | $1040.00           | $902.18            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $100.00            | $100.87            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-12-31      | 4.5000%  | 0.0000% | $837100.00         | $868524.73         | U.S. Treasuries (including strips)        |
| GNPL PN DO8305         | 2060-12-15      | 5.6500%  | 0.0000% | $1008.00           | $1060.49           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $18600.00          | $15418.35          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $300.00            | $227.72            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $100.00            | $90.70             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $800.00            | $725.60            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $100.00            | $91.88             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $1000.00           | $841.90            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $1200.00           | $848.84            | U.S. Treasuries (including strips)        |
| GNII SF DL4894 C       | 2055-08-20      | 6.5000%  | 0.0000% | $683295.00         | $715415.99         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC0558   | 2055-06-01      | 5.0000%  | 0.0000% | $1024.00           | $957.09            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBV6245   | 2055-10-01      | 4.0000%  | 0.0000% | $2587784.00        | $2465081.04        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI7798   | 2054-05-01      | 5.5000%  | 0.0000% | $2217308.00        | $2199190.61        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2033-01-15      | 1.1250%  | 0.0000% | $1386100.00        | $1464992.08        | U.S. Treasuries (including strips)        |
| FNMS 03.000 CLFM9242   | 2051-10-01      | 3.0000%  | 0.0000% | $1009.00           | $619.83            | Agency Mortgage-Backed Securities         |
| GNII SP 784131 M       | 2046-02-20      | 3.5000%  | 0.0000% | $1015.00           | $98.78             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI0978   | 2054-03-01      | 5.5000%  | 0.0000% | $550541.00         | $517039.48         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2026-02-05      | 0.0000%  | 0.0000% | $10959300.00       | $10920832.86       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | 0.0000% | $321000.00         | $319822.70         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-07-15      | 0.7500%  | 0.0000% | $863900.00         | $1111802.14        | U.S. Treasuries (including strips)        |
| FEPC 05.500 CLRA9269   | 2053-06-01      | 5.5000%  | 0.0000% | $221204.00         | $187439.88         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8722   | 2054-06-01      | 6.5000%  | 0.0000% | $2427615.00        | $2007738.11        | Agency Mortgage-Backed Securities         |
| GNII SP 785720 C       | 2051-10-20      | 3.0000%  | 0.0000% | $1024.00           | $734.83            | Agency Mortgage-Backed Securities         |
| GNII SF DK6573 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1362878.00        | $1427541.27        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS9974   | 2054-12-01      | 6.0000%  | 0.0000% | $1024.00           | $960.01            | Agency Mortgage-Backed Securities         |
| GNII SF DL1235 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1504330.00        | $1576153.58        | Agency Mortgage-Backed Securities         |
| GNII SF MA7939 M       | 2052-02-20      | 4.0000%  | 0.0000% | $290112.00         | $192397.19         | Agency Mortgage-Backed Securities         |
| GNII SF MA7650 M       | 2051-10-20      | 3.0000%  | 0.0000% | $554360.00         | $323002.38         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB6756   | 2053-07-01      | 6.0000%  | 0.0000% | $19564.00          | $14637.58          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ2843   | 2055-08-01      | 6.0000%  | 0.0000% | $1130094.00        | $1162691.39        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA4699   | 2052-08-01      | 3.5000%  | 0.0000% | $1853000.00        | $1414760.29        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5420   | 2054-07-01      | 5.5000%  | 0.0000% | $8696736.00        | $7279840.57        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ2102   | 2054-08-01      | 6.0000%  | 0.0000% | $1008.00           | $936.27            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA4919   | 2053-02-01      | 5.5000%  | 0.0000% | $454017.00         | $333582.56         | Agency Mortgage-Backed Securities         |
| GNII SF MA6039 M       | 2049-07-20      | 3.5000%  | 0.0000% | $1002.00           | $105.88            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB3057   | 2052-03-01      | 3.0000%  | 0.0000% | $1042.00           | $747.41            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5296   | 2054-03-01      | 5.5000%  | 0.0000% | $1024.00           | $831.89            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQI8408   | 2054-06-01      | 4.5000%  | 0.0000% | $1092627.00        | $947916.33         | Agency Mortgage-Backed Securities         |
| GNII SF DN4502 C       | 2055-12-20      | 6.0000%  | 0.0000% | $1000.00           | $1039.92           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8474   | 2054-11-01      | 5.0000%  | 0.0000% | $1186.00           | $1088.84           | Agency Mortgage-Backed Securities         |
| GNII RG CM1041 C       | 2046-12-20      | 3.0000%  | 0.0000% | $1375.00           | $884.30            | Agency Mortgage-Backed Securities         |
| GNII SP 784105 M       | 2044-11-20      | 4.0000%  | 0.0000% | $4062904.00        | $395469.35         | Agency Mortgage-Backed Securities         |
| GNII JP 785007 C       | 2031-04-20      | 3.5000%  | 0.0000% | $476000.00         | $79996.48          | Agency Mortgage-Backed Securities         |
| GNII SF DK2253 C       | 2055-07-20      | 6.5000%  | 0.0000% | $1067743.00        | $1118522.61        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD6385   | 2054-08-01      | 5.0000%  | 0.0000% | $2333240.00        | $2010746.96        | Agency Mortgage-Backed Securities         |
| GNII SF MA9017 M       | 2053-07-20      | 5.5000%  | 0.0000% | $15729.00          | $11872.93          | Agency Mortgage-Backed Securities         |
| GNMI SF AE7779 X       | 2043-09-15      | 3.5000%  | 0.0000% | $181000.00         | $35241.57          | Agency Mortgage-Backed Securities         |
| GNPL PN CN7019         | 2057-11-15      | 4.5000%  | 0.0000% | $23266.00          | $22224.76          | Agency Mortgage-Backed Securities         |
| GNII SF MB0487 M       | 2055-07-20      | 6.5000%  | 0.0000% | $238603116.00      | $243882388.63      | Agency Mortgage-Backed Securities         |
| GNII SF MB0256 M       | 2050-10-20      | 4.0000%  | 0.0000% | $1280.00           | $1191.08           | Agency Mortgage-Backed Securities         |
| GNAR AF MB0697 M       | 2055-10-20      | 5.5000%  | 0.0000% | $21781.00          | $22208.55          | Agency Mortgage-Backed Securities         |

### Security 267: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 3.700000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DETG1, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP1DETG1
- **C.18 - Value (incl. sponsor support):** $1075000000.00
- **C.18.a - Value (excl. sponsor support):** $1075000000.00
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $135608500.00      | $140201887.74      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $199500000.00      | $202521952.27      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $811100.00         | $819544.87         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.2500%  | 0.0000% | $250776400.00      | $249999996.27      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $133833400.00      | $126509032.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | 0.0000% | $74319000.00       | $74363798.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 4.1250%  | 0.0000% | $77000.00          | $78419.03          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 4.5000%  | 0.0000% | $69175200.00       | $70703918.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 4.8750%  | 0.0000% | $2993400.00        | $3175502.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | 0.0000% | $24710000.00       | $24442576.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $193900.00         | $197393.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.7500%  | 0.0000% | $1542500.00        | $1549194.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $195521800.00      | $197673184.38      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $9831400.00        | $9785696.28        | U.S. Treasuries (including strips) |

### Security 268: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 3.700000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DHWC9, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP1DHWC9
- **C.18 - Value (incl. sponsor support):** $317000000.00
- **C.18.a - Value (excl. sponsor support):** $317000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $195422600.00      | $201239514.75      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-12-31      | 4.5000%  | 0.0000% | $119252200.00      | $123728927.59      | U.S. Treasuries (including strips) |

### Security 269: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.730000%
- **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: ARP1DKSR4, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1DKSR4
- **C.18 - Value (incl. sponsor support):** $1942000000.00
- **C.18.a - Value (excl. sponsor support):** $1942000000.00
- **C.19 - Percentage of Net Assets:** 2.1500%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 04.500 CLBY1847 | 2053-05-01      | 4.5000%  | 0.0000% | $1688288.00        | $1407974.29        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAY5185 | 2030-04-01      | 3.0000%  | 0.0000% | $1191888.00        | $119926.31         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB4484 | 2054-09-01      | 5.5000%  | 0.0000% | $273834.00         | $252492.01         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5093 | 2038-07-01      | 5.0000%  | 0.0000% | $50000.00          | $29461.29          | Agency Mortgage-Backed Securities |
| GNII SF MA8346 M     | 2052-10-20      | 4.0000%  | 0.0000% | $234985984.00      | $175918618.89      | Agency Mortgage-Backed Securities |
| GNII SF MA4967 M     | 2048-01-20      | 6.0000%  | 0.0000% | $600000.00         | $68759.57          | Agency Mortgage-Backed Securities |
| GNII ET DL1862 C     | 2065-06-20      | 4.0000%  | 0.0000% | $714470.00         | $679361.08         | Agency Mortgage-Backed Securities |
| GNII SF BC7516 C     | 2047-10-20      | 3.5000%  | 0.0000% | $5813370.00        | $759459.22         | Agency Mortgage-Backed Securities |
| GNII SF DK3951 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1568072.00        | $1640502.51        | Agency Mortgage-Backed Securities |
| GNII SF DL2500 C     | 2055-07-20      | 6.5000%  | 0.0000% | $5274040.00        | $5519750.49        | Agency Mortgage-Backed Securities |
| GNII SF DL2577 C     | 2052-07-20      | 6.5000%  | 0.0000% | $1229850.00        | $1284446.44        | Agency Mortgage-Backed Securities |
| GNII SF MA3521 M     | 2046-03-20      | 3.5000%  | 0.0000% | $13135904.00       | $1266014.10        | Agency Mortgage-Backed Securities |
| GNAR AF MA1615 M     | 2044-01-20      | 5.6250%  | 0.0000% | $157260032.00      | $2378140.85        | Agency Mortgage-Backed Securities |
| GNII SF DO8488 C     | 2055-12-20      | 5.5000%  | 0.0000% | $5606240.00        | $5756421.82        | Agency Mortgage-Backed Securities |
| GNII SF DL5175 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1077838.00        | $1126566.37        | Agency Mortgage-Backed Securities |
| GNII SF DL5997 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1588820.00        | $1408090.32        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIAB7707 | 2028-01-01      | 2.0000%  | 0.0000% | $655172.00         | $22342.65          | Agency Mortgage-Backed Securities |
| GNMI SF 744018 X     | 2041-01-15      | 5.0000%  | 0.0000% | $723417.00         | $6353.88           | Agency Mortgage-Backed Securities |
| FEPC 03.500 3RZA3096 | 2032-04-01      | 3.5000%  | 0.0000% | $89911.00          | $22575.18          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4552 | 2044-02-01      | 3.5000%  | 0.0000% | $285460.00         | $22214.52          | Agency Mortgage-Backed Securities |
| GNII SF MB0554 M     | 2055-08-20      | 4.5000%  | 0.0000% | $5274432.00        | $5132721.33        | Agency Mortgage-Backed Securities |
| GNAR AT MB0760 M     | 2055-11-20      | 3.5000%  | 0.0000% | $2923408.00        | $2876818.95        | Agency Mortgage-Backed Securities |
| GNII SF DI1750 C     | 2055-02-20      | 5.5000%  | 0.0000% | $1379348.00        | $849273.36         | Agency Mortgage-Backed Securities |
| GNII SF MB0368 M     | 2055-05-20      | 6.5000%  | 0.0000% | $771139.00         | $766498.82         | Agency Mortgage-Backed Securities |
| GNII SF 005054 M     | 2041-05-20      | 4.0000%  | 0.0000% | $858076.00         | $36479.89          | Agency Mortgage-Backed Securities |
| GNII JM MA7362 M     | 2049-06-20      | 4.0000%  | 0.0000% | $1780000.00        | $1013798.24        | Agency Mortgage-Backed Securities |
| GNII JM MA7303 M     | 2051-04-20      | 2.0000%  | 0.0000% | $2415000.00        | $1350618.03        | Agency Mortgage-Backed Securities |
| GNII JM MA8194 M     | 2052-08-20      | 5.0000%  | 0.0000% | $1660050.00        | $1029425.41        | Agency Mortgage-Backed Securities |
| GNII ET DN1604 C     | 2065-07-20      | 4.0000%  | 0.0000% | $140826.00         | $134329.49         | Agency Mortgage-Backed Securities |
| GNII ET DN4463 C     | 2065-08-20      | 2.0000%  | 0.0000% | $242148.00         | $189828.94         | Agency Mortgage-Backed Securities |
| GNII SF MA6845 M     | 2035-07-20      | 5.0000%  | 0.0000% | $201158.00         | $72557.04          | Agency Mortgage-Backed Securities |
| GNII SF DL5180 C     | 2055-10-20      | 6.5000%  | 0.0000% | $3437628.00        | $3601407.09        | Agency Mortgage-Backed Securities |
| GNII SF DK6562 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1296344.00        | $1365627.04        | Agency Mortgage-Backed Securities |
| GNII SF 004700 M     | 2040-05-20      | 6.5000%  | 0.0000% | $3602236.00        | $55372.26          | Agency Mortgage-Backed Securities |
| GNMI SP 785441 X     | 2050-07-15      | 2.5000%  | 0.0000% | $8796784.00        | $3728371.18        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX W2573665 | 2030-06-01      | 4.6500%  | 0.0000% | $32546816.00       | $11687.43          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS4773 | 2048-06-01      | 4.5000%  | 0.0000% | $828000.00         | $69169.26          | Agency Mortgage-Backed Securities |
| GNII SF DP0982 C     | 2055-12-20      | 5.0000%  | 0.0000% | $1567622.00        | $1577055.43        | Agency Mortgage-Backed Securities |
| GNII SF 005334 M     | 2042-02-20      | 5.0000%  | 0.0000% | $533000.00         | $24570.42          | Agency Mortgage-Backed Securities |
| GNAR AR 080968 M     | 2034-07-20      | 5.3750%  | 0.0000% | $660000.00         | $6076.33           | Agency Mortgage-Backed Securities |
| GNII SF DJ3200 C     | 2055-08-20      | 6.5000%  | 0.0000% | $12005072.00       | $12533197.43       | Agency Mortgage-Backed Securities |
| GNII SF DJ9246 C     | 2055-05-20      | 7.0000%  | 0.0000% | $2022784.00        | $2018202.73        | Agency Mortgage-Backed Securities |
| GNII SF DJ3205 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1396918.00        | $1478817.57        | Agency Mortgage-Backed Securities |
| GNII SF DH9291 C     | 2055-02-20      | 7.0000%  | 0.0000% | $2866912.00        | $2309899.21        | Agency Mortgage-Backed Securities |
| GNII SF DM4641 C     | 2055-09-20      | 6.5000%  | 0.0000% | $5936790.00        | $6223519.41        | Agency Mortgage-Backed Securities |
| GNII SP 787276 C     | 2054-02-20      | 6.0000%  | 0.0000% | $800000.00         | $689120.71         | Agency Mortgage-Backed Securities |
| GNII SP 784346 C     | 2047-07-20      | 3.5000%  | 0.0000% | $1610138.00        | $458778.07         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAD0539 | 2038-09-01      | 5.5000%  | 0.0000% | $286870016.00      | $4748919.68        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7541 | 2053-11-01      | 6.5000%  | 0.0000% | $5995440.00        | $5474978.38        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0869 | 2053-05-01      | 6.0000%  | 0.0000% | $54298000.00       | $46592329.02       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA4071 | 2056-01-01      | 5.5000%  | 0.0000% | $52517632.00       | $54015137.25       | Agency Mortgage-Backed Securities |
| GNII SF DJ8280 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1236558.00        | $1303265.22        | Agency Mortgage-Backed Securities |
| GNII SF DK3962 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1362898.00        | $1151659.61        | Agency Mortgage-Backed Securities |
| GNPL PN DJ5977       | 2060-09-15      | 5.3100%  | 0.0000% | $10000000.00       | $10243559.92       | Agency Mortgage-Backed Securities |
| GNII SF MA9540 M     | 2054-03-20      | 5.0000%  | 0.0000% | $8719500.00        | $7586983.29        | Agency Mortgage-Backed Securities |
| GNII SF DJ9249 C     | 2055-05-20      | 7.0000%  | 0.0000% | $3445048.00        | $2713314.24        | Agency Mortgage-Backed Securities |
| GNII SF MA5195 M     | 2048-05-20      | 5.5000%  | 0.0000% | $33336440.00       | $2494156.49        | Agency Mortgage-Backed Securities |
| GNII SF MA5194 M     | 2048-04-20      | 5.0000%  | 0.0000% | $3023060.00        | $223740.51         | Agency Mortgage-Backed Securities |
| GNII JM MA7697 M     | 2051-11-20      | 3.5000%  | 0.0000% | $2391060.00        | $1673570.27        | Agency Mortgage-Backed Securities |
| GNII SF MA5140 M     | 2048-04-20      | 5.5000%  | 0.0000% | $5489024.00        | $592266.51         | Agency Mortgage-Backed Securities |
| GNII JM MA6530 M     | 2050-03-20      | 2.5000%  | 0.0000% | $300000.00         | $25738.38          | Agency Mortgage-Backed Securities |
| GNII JM MA4502 M     | 2047-06-20      | 4.0000%  | 0.0000% | $2271440.00        | $91811.87          | Agency Mortgage-Backed Securities |
| GNII SF MA6476 M     | 2050-02-20      | 4.0000%  | 0.0000% | $640087.00         | $89775.18          | Agency Mortgage-Backed Securities |
| GNII SF DK5606 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1546360.00        | $1620374.05        | Agency Mortgage-Backed Securities |
| GNII SF MA5650 M     | 2048-12-20      | 3.5000%  | 0.0000% | $179000.00         | $20851.44          | Agency Mortgage-Backed Securities |
| GNII SF DK1981 C     | 2055-06-20      | 7.0000%  | 0.0000% | $2032728.00        | $2115140.77        | Agency Mortgage-Backed Securities |
| GNII SF DP4415 C     | 2055-12-20      | 5.0000%  | 0.0000% | $2293372.00        | $2307172.75        | Agency Mortgage-Backed Securities |
| GNII SF DN3234 C     | 2055-11-20      | 6.0000%  | 0.0000% | $1298380.00        | $1347421.34        | Agency Mortgage-Backed Securities |
| GNII JM MA5975 M     | 2048-01-20      | 3.0000%  | 0.0000% | $1505712.00        | $33451.32          | Agency Mortgage-Backed Securities |
| GNII JM MA7307 M     | 2051-04-20      | 4.0000%  | 0.0000% | $196000.00         | $64625.86          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDE0094 | 2055-06-01      | 4.0000%  | 0.0000% | $1076990.00        | $997193.76         | Agency Mortgage-Backed Securities |
| GNII SF DL3706 C     | 2055-07-20      | 6.0000%  | 0.0000% | $1241768.00        | $1281560.53        | Agency Mortgage-Backed Securities |
| GNII SF DI8319 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1440286.00        | $829686.99         | Agency Mortgage-Backed Securities |
| GNII ET DO0104 C     | 2065-10-20      | 3.0000%  | 0.0000% | $685981.00         | $611861.48         | Agency Mortgage-Backed Securities |
| GNII SF DL3097 C     | 2055-08-20      | 6.5000%  | 0.0000% | $779854.00         | $819796.64         | Agency Mortgage-Backed Securities |
| GNII SF DK3961 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1130752.00        | $1178860.01        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD6600 | 2055-05-01      | 6.5000%  | 0.0000% | $5164280.00        | $4981320.74        | Agency Mortgage-Backed Securities |
| GNII SF DK6526 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1102728.00        | $1151821.44        | Agency Mortgage-Backed Securities |
| GNII SF DI5724 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1914012.00        | $2025046.23        | Agency Mortgage-Backed Securities |
| GNII SF DH6836 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1800094.00        | $1240586.21        | Agency Mortgage-Backed Securities |
| GNII SF DK0799 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1773452.00        | $1858014.75        | Agency Mortgage-Backed Securities |
| GNII SF DI4715 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1418102.00        | $1499087.95        | Agency Mortgage-Backed Securities |
| GNMI SF 793306 X     | 2042-03-15      | 3.3750%  | 0.0000% | $2491950.00        | $112892.74         | Agency Mortgage-Backed Securities |
| GNMI SF 766428 X     | 2046-11-15      | 2.5000%  | 0.0000% | $1073232.00        | $549279.50         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL444673 | 2027-07-01      | 7.0000%  | 0.0000% | $5000000.00        | $8181.70           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4212 | 2052-07-01      | 4.5000%  | 0.0000% | $160295.00         | $125875.25         | Agency Mortgage-Backed Securities |
| GNII SF DF9826 C     | 2054-11-20      | 7.0000%  | 0.0000% | $1142914.00        | $752301.19         | Agency Mortgage-Backed Securities |
| GNII SF DH3288 C     | 2055-02-20      | 5.5000%  | 0.0000% | $739631.00         | $523621.44         | Agency Mortgage-Backed Securities |
| GNII SF MA7830 M     | 2052-01-20      | 4.0000%  | 0.0000% | $203710.00         | $128331.11         | Agency Mortgage-Backed Securities |
| GNII SF DF7401 C     | 2054-12-20      | 7.0000%  | 0.0000% | $1776856.00        | $1532430.55        | Agency Mortgage-Backed Securities |
| GNII SF DN7995 C     | 2055-12-20      | 5.5000%  | 0.0000% | $1067926.00        | $1096536.09        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL850033 | 2036-05-01      | 6.0000%  | 0.0000% | $7961512.00        | $616587.66         | Agency Mortgage-Backed Securities |
| GNII SF AB7500 C     | 2042-11-20      | 3.5000%  | 0.0000% | $284000.00         | $6407.41           | Agency Mortgage-Backed Securities |
| GNPL PN DF3884       | 2059-11-15      | 4.9800%  | 0.0000% | $46575.00          | $46517.98          | Agency Mortgage-Backed Securities |
| GNCL CL DC7207       | 2067-04-15      | 5.3000%  | 0.0000% | $11677424.00       | $11793960.80       | Agency Mortgage-Backed Securities |
| GNMI SF AD7472 X     | 2043-04-15      | 3.5000%  | 0.0000% | $38098.00          | $5410.22           | Agency Mortgage-Backed Securities |
| GNII SF MA9907 M     | 2054-09-20      | 6.0000%  | 0.0000% | $35164480.00       | $24099543.92       | Agency Mortgage-Backed Securities |
| GNII EP 787493 C     | 2063-08-20      | 1.5000%  | 0.0000% | $5043928.00        | $3530461.96        | Agency Mortgage-Backed Securities |
| GNII SF MA7533 M     | 2051-08-20      | 2.0000%  | 0.0000% | $266028032.00      | $149160810.40      | Agency Mortgage-Backed Securities |
| GNII SP 787700 M     | 2050-02-20      | 3.0000%  | 0.0000% | $84447488.00       | $68952278.78       | Agency Mortgage-Backed Securities |
| GNII SP 787544 M     | 2053-09-20      | 3.5000%  | 0.0000% | $5225000.00        | $4149114.41        | Agency Mortgage-Backed Securities |
| GNAR AT 080945 M     | 2034-06-20      | 5.6250%  | 0.0000% | $1350000.00        | $12324.03          | Agency Mortgage-Backed Securities |
| GNMI SF AX2595 X     | 2047-08-15      | 3.0000%  | 0.0000% | $116486.00         | $49059.43          | Agency Mortgage-Backed Securities |
| GNII SF DJ1448 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1213990.00        | $1268965.70        | Agency Mortgage-Backed Securities |
| GNII SF DJ1772 C     | 2055-03-20      | 7.0000%  | 0.0000% | $2046036.00        | $2132792.67        | Agency Mortgage-Backed Securities |
| GNPL PN DJ6842       | 2060-07-15      | 5.9300%  | 0.0000% | $6620000.00        | $7056448.40        | Agency Mortgage-Backed Securities |
| GNII SF MA7254 M     | 2051-03-20      | 2.0000%  | 0.0000% | $31015552.00       | $15714736.33       | Agency Mortgage-Backed Securities |
| GNMI SF 736749 X     | 2042-08-15      | 3.0000%  | 0.0000% | $2000000.00        | $244446.06         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZA0781 | 2031-11-01      | 6.5000%  | 0.0000% | $20959231.00       | $17624.15          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0301 | 2035-04-01      | 2.5000%  | 0.0000% | $60164.00          | $22550.10          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2229 | 2038-08-01      | 5.5000%  | 0.0000% | $57105000.00       | $717795.59         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO1439 | 2049-10-01      | 3.0000%  | 0.0000% | $99000.00          | $15682.96          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3757 | 2055-11-01      | 5.5000%  | 0.0000% | $3432320.00        | $3506088.41        | Agency Mortgage-Backed Securities |
| GNII SF DH3330 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1286270.00        | $874657.60         | Agency Mortgage-Backed Securities |
| GNII SF MA4195 M     | 2047-01-20      | 3.0000%  | 0.0000% | $670000.00         | $92882.05          | Agency Mortgage-Backed Securities |
| GNII SF DG9251 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1750742.00        | $1480674.77        | Agency Mortgage-Backed Securities |
| GNII SF MA4194 M     | 2047-01-20      | 2.5000%  | 0.0000% | $72300000.00       | $11739014.31       | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQX7981 | 2055-03-01      | 7.0000%  | 0.0000% | $1426764.00        | $1514780.63        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBW9623 | 2038-06-01      | 3.0000%  | 0.0000% | $1133128.00        | $833618.08         | Agency Mortgage-Backed Securities |
| GNII SF BS7620 C     | 2050-06-20      | 3.0000%  | 0.0000% | $1400546.00        | $887911.85         | Agency Mortgage-Backed Securities |
| GNII SF MA5566 M     | 2033-11-20      | 4.5000%  | 0.0000% | $1527446.00        | $33552.15          | Agency Mortgage-Backed Securities |
| GNII SF AG2866 C     | 2043-10-20      | 3.5000%  | 0.0000% | $875000.00         | $93075.97          | Agency Mortgage-Backed Securities |
| GNAR AF MA9977 M     | 2054-10-20      | 6.0000%  | 0.0000% | $1629552.00        | $1121030.55        | Agency Mortgage-Backed Securities |
| GNMI SF CE4252 X     | 2051-10-15      | 4.0000%  | 0.0000% | $5960392.00        | $4475423.25        | Agency Mortgage-Backed Securities |
| GNII JM MA3097 M     | 2045-08-20      | 3.5000%  | 0.0000% | $2000000.00        | $62797.43          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5801 | 2040-08-01      | 5.5000%  | 0.0000% | $3390720.00        | $3064239.14        | Agency Mortgage-Backed Securities |
| GNAR AF MA1851 M     | 2044-04-20      | 5.5000%  | 0.0000% | $75004800.00       | $1091254.09        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS6231 | 2052-11-01      | 5.0000%  | 0.0000% | $20628320.00       | $18395067.10       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB4417 | 2054-07-01      | 6.5000%  | 0.0000% | $1634724.00        | $1678647.96        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBU5358 | 2054-12-01      | 6.0000%  | 0.0000% | $1034000.00        | $998984.60         | Agency Mortgage-Backed Securities |
| FMAR 847167 G        | 2033-07-01      | 6.6860%  | 0.0000% | $50790400.00       | $6646.97           | Agency Mortgage-Backed Securities |
| GNMI SF 462838 X     | 2028-07-15      | 6.5000%  | 0.0000% | $26443776.00       | $10901.01          | Agency Mortgage-Backed Securities |
| GNII SF MB0094 M     | 2054-11-20      | 6.5000%  | 0.0000% | $880786.00         | $518509.27         | Agency Mortgage-Backed Securities |
| GNII RG CN0928 C     | 2039-02-20      | 6.0000%  | 0.0000% | $2087356.00        | $1328607.48        | Agency Mortgage-Backed Securities |
| GNII SF MB0484 M     | 2055-07-20      | 5.0000%  | 0.0000% | $40000000.00       | $39726383.35       | Agency Mortgage-Backed Securities |
| GNII SF DO7582 C     | 2055-12-20      | 4.0000%  | 0.0000% | $1603520.00        | $1508997.84        | Agency Mortgage-Backed Securities |
| GNMI SF 582339 X     | 2032-09-15      | 6.5000%  | 0.0000% | $33204860.00       | $34264.19          | Agency Mortgage-Backed Securities |
| GNII SF DI6415 C     | 2055-05-20      | 6.5000%  | 0.0000% | $3741020.00        | $3909668.97        | Agency Mortgage-Backed Securities |
| GNII ET DO0014 C     | 2065-09-20      | 3.5000%  | 0.0000% | $521083.00         | $474029.75         | Agency Mortgage-Backed Securities |
| GNII SF DO2178 C     | 2055-11-20      | 6.5000%  | 0.0000% | $1173122.00        | $1233397.66        | Agency Mortgage-Backed Securities |
| GNII SF DK8395 C     | 2055-07-20      | 7.0000%  | 0.0000% | $2325468.00        | $2468104.97        | Agency Mortgage-Backed Securities |
| GNAR AT MA0483 M     | 2042-10-20      | 4.7500%  | 0.0000% | $310000.00         | $9427.21           | Agency Mortgage-Backed Securities |
| GNII ET DG7055 C     | 2064-10-20      | 2.0000%  | 0.0000% | $60307.00          | $46278.85          | Agency Mortgage-Backed Securities |
| GNII SF MA4897 M     | 2041-09-20      | 2.0000%  | 0.0000% | $365611.00         | $139588.99         | Agency Mortgage-Backed Securities |
| GNII SF CI1248 C     | 2051-12-20      | 2.5000%  | 0.0000% | $7555304.00        | $4961674.90        | Agency Mortgage-Backed Securities |
| GNII SF DL6649 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1416528.00        | $1481754.25        | Agency Mortgage-Backed Securities |
| GNII SF DL4034 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1521060.00        | $1493877.93        | Agency Mortgage-Backed Securities |
| GNII SF DM3840 C     | 2055-08-20      | 6.5000%  | 0.0000% | $745062.00         | $779386.49         | Agency Mortgage-Backed Securities |
| GNMI SF 675475 X     | 2038-06-15      | 5.0000%  | 0.0000% | $2893920.00        | $82087.89          | Agency Mortgage-Backed Securities |
| GNII SP 783366 M     | 2041-07-20      | 5.0000%  | 0.0000% | $1600000.00        | $59162.70          | Agency Mortgage-Backed Securities |
| GNPL PN CY1385       | 2059-04-15      | 5.5000%  | 0.0000% | $26780.00          | $27439.10          | Agency Mortgage-Backed Securities |
| GNII SF MA6339 M     | 2049-12-20      | 3.5000%  | 0.0000% | $356502.00         | $45075.00          | Agency Mortgage-Backed Securities |
| GNII SF DG4217 C     | 2055-02-20      | 5.5000%  | 0.0000% | $9789600.00        | $6401513.37        | Agency Mortgage-Backed Securities |
| GNII SF DG5486 C     | 2054-12-20      | 5.5000%  | 0.0000% | $34665.00          | $19895.84          | Agency Mortgage-Backed Securities |
| GNMI SF AA6403 X     | 2043-05-15      | 3.0000%  | 0.0000% | $600000.00         | $85279.79          | Agency Mortgage-Backed Securities |
| GNII SF DO2328 C     | 2055-12-20      | 6.5000%  | 0.0000% | $1184634.00        | $1246553.24        | Agency Mortgage-Backed Securities |
| GNII SF CX6597 C     | 2053-10-20      | 7.0000%  | 0.0000% | $6823584.00        | $6034492.69        | Agency Mortgage-Backed Securities |
| GNII SF MA1135 M     | 2028-07-20      | 3.5000%  | 0.0000% | $7222270.00        | $227832.89         | Agency Mortgage-Backed Securities |
| GNII SF DK4891 C     | 2055-05-20      | 5.5000%  | 0.0000% | $1136160.00        | $1057016.77        | Agency Mortgage-Backed Securities |
| GNII SF DK6525 C     | 2055-07-20      | 7.0000%  | 0.0000% | $2302556.00        | $2408915.86        | Agency Mortgage-Backed Securities |
| GNII ET DK8083 C     | 2065-07-20      | 3.5000%  | 0.0000% | $1301192.00        | $1179539.61        | Agency Mortgage-Backed Securities |
| GNII SF DK6038 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1410652.00        | $1478181.63        | Agency Mortgage-Backed Securities |
| GNII SF DK8402 C     | 2055-07-20      | 7.0000%  | 0.0000% | $29581376.00       | $31412363.36       | Agency Mortgage-Backed Securities |
| GNII ET DF0836 C     | 2064-06-20      | 7.5000%  | 0.0000% | $93556.00          | $97162.96          | Agency Mortgage-Backed Securities |
| GNMI SF AO0535 X     | 2045-08-15      | 4.5000%  | 0.0000% | $2359548.00        | $219821.93         | Agency Mortgage-Backed Securities |
| GNII SF MA9772 M     | 2051-01-20      | 2.0000%  | 0.0000% | $240880.00         | $163128.08         | Agency Mortgage-Backed Securities |
| GNII SF CP4690 C     | 2038-11-20      | 6.5000%  | 0.0000% | $1333718.00        | $801055.00         | Agency Mortgage-Backed Securities |
| GNII SF DK8327 C     | 2055-06-20      | 7.0000%  | 0.0000% | $4040288.00        | $4285731.47        | Agency Mortgage-Backed Securities |
| GNII SF DK7315 C     | 2055-06-20      | 6.5000%  | 0.0000% | $766778.00         | $813205.88         | Agency Mortgage-Backed Securities |
| GNII SF DL2635 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1745106.00        | $1627908.02        | Agency Mortgage-Backed Securities |
| GNII SF DL3168 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1700120.00        | $1783872.34        | Agency Mortgage-Backed Securities |
| GNII SF CV0624 C     | 2053-09-20      | 7.0000%  | 0.0000% | $1079666.00        | $1107560.89        | Agency Mortgage-Backed Securities |
| GNII SF DO2230 C     | 2055-11-20      | 6.5000%  | 0.0000% | $1483700.00        | $1559718.27        | Agency Mortgage-Backed Securities |
| GNII SF DN7310 C     | 2055-11-20      | 5.5000%  | 0.0000% | $3496456.00        | $3538873.60        | Agency Mortgage-Backed Securities |
| GNII SF DM7896 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1283116.00        | $1344053.77        | Agency Mortgage-Backed Securities |
| GNII SF MB0022 M     | 2054-10-20      | 3.5000%  | 0.0000% | $305043.00         | $270996.40         | Agency Mortgage-Backed Securities |
| GNMI SF CO1918 X     | 2052-09-15      | 5.5000%  | 0.0000% | $1150692.00        | $1041841.80        | Agency Mortgage-Backed Securities |
| GNII SF DM3342 C     | 2055-08-20      | 6.5000%  | 0.0000% | $5901712.00        | $6202220.34        | Agency Mortgage-Backed Securities |
| GNII SF DE9915 C     | 2054-11-20      | 6.5000%  | 0.0000% | $4467950.00        | $2938043.99        | Agency Mortgage-Backed Securities |
| GNII SF DN4866 C     | 2055-12-20      | 5.5000%  | 0.0000% | $30046208.00       | $30851125.87       | Agency Mortgage-Backed Securities |
| GNII ET CZ2599 C     | 2063-12-20      | 8.0000%  | 0.0000% | $357203.00         | $373620.90         | Agency Mortgage-Backed Securities |
| GNII SF CT3929 C     | 2053-03-20      | 6.0000%  | 0.0000% | $24315.00          | $24838.95          | Agency Mortgage-Backed Securities |
| GNII SF MA5082 M     | 2048-03-20      | 6.0000%  | 0.0000% | $46000.00          | $5473.68           | Agency Mortgage-Backed Securities |
| GNII JM MA5977 M     | 2049-06-20      | 4.0000%  | 0.0000% | $1349250.00        | $43671.55          | Agency Mortgage-Backed Securities |
| GNCL CL CN0558       | 2066-08-15      | 5.6500%  | 0.0000% | $103613.00         | $107161.78         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL735997 | 2035-11-01      | 5.5000%  | 0.0000% | $3270000.00        | $26796.98          | Agency Mortgage-Backed Securities |
| GNII SP 783069 M     | 2040-06-20      | 5.0000%  | 0.0000% | $5200000.00        | $153528.50         | Agency Mortgage-Backed Securities |
| GNII SF DO2226 C     | 2055-11-20      | 6.0000%  | 0.0000% | $384555.00         | $398914.96         | Agency Mortgage-Backed Securities |
| GNMI SF 597741 X     | 2032-12-15      | 5.5000%  | 0.0000% | $1392440.00        | $19113.50          | Agency Mortgage-Backed Securities |
| GNII SF BT0812 C     | 2050-03-20      | 3.0000%  | 0.0000% | $200000.00         | $40458.36          | Agency Mortgage-Backed Securities |
| GNPL LM CA7651       | 2058-12-15      | 3.1700%  | 0.0000% | $85987.00          | $75523.87          | Agency Mortgage-Backed Securities |
| GNII SF DO5769 C     | 2055-12-20      | 5.0000%  | 0.0000% | $1947616.00        | $1966534.49        | Agency Mortgage-Backed Securities |
| GNMI SF AY0520 X     | 2047-08-15      | 4.0000%  | 0.0000% | $678180.00         | $92317.35          | Agency Mortgage-Backed Securities |
| GNII SF MA8047 M     | 2052-05-20      | 5.0000%  | 0.0000% | $184350.00         | $120929.46         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF5271 | 2055-11-01      | 5.5000%  | 0.0000% | $1479000.00        | $1522612.87        | Agency Mortgage-Backed Securities |
| FKAR 04.400 WNWN4138 | 2035-08-01      | 4.4000%  | 0.0000% | $2149000.00        | $2129007.14        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD0780 | 2051-12-01      | 2.5000%  | 0.0000% | $527629.00         | $327003.93         | Agency Mortgage-Backed Securities |
| FMAR 1G1962 G        | 2037-05-01      | 6.3000%  | 0.0000% | $100007936.00      | $39390.79          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8016 | 2049-10-01      | 3.0000%  | 0.0000% | $150750.00         | $22351.76          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE3679 | 2055-07-01      | 5.5000%  | 0.0000% | $1326192.00        | $1200520.78        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZS0625 | 2032-04-01      | 7.0000%  | 0.0000% | $108994560.00      | $82944.05          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS1206 | 2036-11-01      | 5.5000%  | 0.0000% | $7843950.00        | $43323.96          | Agency Mortgage-Backed Securities |
| FMAR 1C0026 G        | 2032-10-01      | 6.4730%  | 0.0000% | $35356672.00       | $11992.32          | Agency Mortgage-Backed Securities |
| GNII SF CG2337 C     | 2051-09-20      | 3.0000%  | 0.0000% | $219109.00         | $139683.46         | Agency Mortgage-Backed Securities |
| GNPL LM CD6002       | 2060-07-15      | 3.1100%  | 0.0000% | $90794.00          | $79805.68          | Agency Mortgage-Backed Securities |
| GNII SF BS8230 C     | 2050-03-20      | 5.0000%  | 0.0000% | $1219314.00        | $96337.62          | Agency Mortgage-Backed Securities |
| GNII SF MA9904 M     | 2053-05-20      | 4.5000%  | 0.0000% | $2553800.00        | $2381571.71        | Agency Mortgage-Backed Securities |
| GNII SF CM9961 C     | 2052-05-20      | 4.0000%  | 0.0000% | $5806248.00        | $4760641.51        | Agency Mortgage-Backed Securities |
| GNII SF DM1860 C     | 2055-08-20      | 5.5000%  | 0.0000% | $10104592.00       | $10197488.12       | Agency Mortgage-Backed Securities |
| GNII SF MB0124 M     | 2038-04-20      | 6.5000%  | 0.0000% | $120961.00         | $60200.27          | Agency Mortgage-Backed Securities |
| GNII SF MB0179 M     | 2040-12-20      | 5.0000%  | 0.0000% | $638725.00         | $559924.18         | Agency Mortgage-Backed Securities |
| GNII SF DL5111 C     | 2055-10-20      | 5.0000%  | 0.0000% | $7054392.00        | $7108727.81        | Agency Mortgage-Backed Securities |
| GNAR AT MA1109 M     | 2043-06-20      | 5.6250%  | 0.0000% | $3000000.00        | $91357.74          | Agency Mortgage-Backed Securities |
| GNMI SF 535760 X     | 2031-06-15      | 6.5000%  | 0.0000% | $855960.00         | $6472.97           | Agency Mortgage-Backed Securities |
| GNII SF DO4065 C     | 2055-12-20      | 5.5000%  | 0.0000% | $1236456.00        | $1269578.60        | Agency Mortgage-Backed Securities |
| GNPL PN DC7235       | 2060-03-15      | 5.8200%  | 0.0000% | $97752.00          | $103035.82         | Agency Mortgage-Backed Securities |
| GNII SF DO2313 C     | 2055-12-20      | 5.5000%  | 0.0000% | $1679418.00        | $1724408.49        | Agency Mortgage-Backed Securities |
| GNII SF DE1089 C     | 2054-10-20      | 7.0000%  | 0.0000% | $14236432.00       | $4840757.95        | Agency Mortgage-Backed Securities |
| GNII BD DO3269 C     | 2055-11-20      | 4.5000%  | 0.0000% | $4157712.00        | $4010220.44        | Agency Mortgage-Backed Securities |
| GNII SF DI4560 C     | 2055-09-20      | 6.5000%  | 0.0000% | $2640172.00        | $2802266.07        | Agency Mortgage-Backed Securities |
| GNAR AF 082359 M     | 2039-07-20      | 5.3750%  | 0.0000% | $10812464.00       | $111523.97         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZI5591 | 2036-11-01      | 6.5000%  | 0.0000% | $108000.00         | $6032.84           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZM2525 | 2046-12-01      | 3.0000%  | 0.0000% | $617045.00         | $98598.48          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM4631 | 2047-11-01      | 4.0000%  | 0.0000% | $144541.00         | $22591.25          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIZK8411 | 2031-12-01      | 2.0000%  | 0.0000% | $108215.00         | $11642.31          | Agency Mortgage-Backed Securities |
| GNMI SF BT9206 X     | 2050-04-15      | 3.5000%  | 0.0000% | $507851.00         | $142804.08         | Agency Mortgage-Backed Securities |
| GNII SF BR8839 C     | 2050-02-20      | 4.0000%  | 0.0000% | $1338380.00        | $813708.35         | Agency Mortgage-Backed Securities |
| GNII SF BI3168 C     | 2048-07-20      | 5.0000%  | 0.0000% | $615000.00         | $26962.38          | Agency Mortgage-Backed Securities |
| GNII SF DL0107 C     | 2055-07-20      | 6.5000%  | 0.0000% | $4989024.00        | $5224640.44        | Agency Mortgage-Backed Securities |
| FNMS 07.500 NP888738 | 2037-10-01      | 7.5000%  | 0.0000% | $3505496.00        | $20924.67          | Agency Mortgage-Backed Securities |
| GNMI SP 783321 X     | 2040-12-15      | 5.5000%  | 0.0000% | $15000000.00       | $482176.78         | Agency Mortgage-Backed Securities |
| GNII ET DJ5170 C     | 2065-06-20      | 7.0000%  | 0.0000% | $2708344.00        | $2626197.80        | Agency Mortgage-Backed Securities |
| GNII SF 003286 M     | 2032-09-20      | 6.5000%  | 0.0000% | $5847680.00        | $17950.19          | Agency Mortgage-Backed Securities |
| GNII SP 788205 C     | 2055-10-20      | 5.5000%  | 0.0000% | $108624512.00      | $111138679.23      | Agency Mortgage-Backed Securities |
| GNII SF DK1877 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1125954.00        | $1175174.05        | Agency Mortgage-Backed Securities |
| GNII SP 788287 C     | 2055-11-20      | 5.0000%  | 0.0000% | $36000000.00       | $36297176.14       | Agency Mortgage-Backed Securities |
| GNII SF MA9108 M     | 2053-08-20      | 6.5000%  | 0.0000% | $113000.00         | $51627.75          | Agency Mortgage-Backed Securities |
| GNMI SF BE0143 X     | 2048-01-15      | 4.0000%  | 0.0000% | $111000.00         | $49044.66          | Agency Mortgage-Backed Securities |
| GNII ET DN3614 C     | 2065-09-20      | 4.5000%  | 0.0000% | $141737.00         | $138295.02         | Agency Mortgage-Backed Securities |
| GNII SF MB0144 M     | 2055-01-20      | 4.0000%  | 0.0000% | $54496512.00       | $50447838.52       | Agency Mortgage-Backed Securities |
| GNII SF 003106 M     | 2031-07-20      | 6.0000%  | 0.0000% | $4690000.00        | $8407.36           | Agency Mortgage-Backed Securities |
| GNII SF DM3617 C     | 2055-10-20      | 6.0000%  | 0.0000% | $28931.00          | $29939.66          | Agency Mortgage-Backed Securities |
| GNII SF DM6559 C     | 2055-09-20      | 6.0000%  | 0.0000% | $1658818.00        | $1694994.28        | Agency Mortgage-Backed Securities |
| GNII SF MA9492 M     | 2054-01-20      | 7.5000%  | 0.0000% | $144894.00         | $48693.80          | Agency Mortgage-Backed Securities |
| GNII SF MA6283 M     | 2049-11-20      | 3.0000%  | 0.0000% | $16336096.00       | $2676519.33        | Agency Mortgage-Backed Securities |
| GNII SF MA6287 M     | 2049-10-20      | 5.0000%  | 0.0000% | $700000.00         | $92966.75          | Agency Mortgage-Backed Securities |
| GNII SF MA6601 M     | 2050-04-20      | 4.0000%  | 0.0000% | $1329770.00        | $243950.42         | Agency Mortgage-Backed Securities |
| GNII SF AA6148 C     | 2043-03-20      | 3.0000%  | 0.0000% | $3185000.00        | $405843.06         | Agency Mortgage-Backed Securities |
| GNII SF DJ9730 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2197052.00        | $1946040.64        | Agency Mortgage-Backed Securities |
| GNII SF DH3484 C     | 2055-03-20      | 7.0000%  | 0.0000% | $12199664.00       | $3872456.26        | Agency Mortgage-Backed Securities |
| GNMI SF AD6349 X     | 2047-12-15      | 3.0000%  | 0.0000% | $671353.00         | $318075.89         | Agency Mortgage-Backed Securities |
| GNII SF MA4691 M     | 2032-09-20      | 3.5000%  | 0.0000% | $625000.00         | $66190.64          | Agency Mortgage-Backed Securities |
| GNII SF MA9965 M     | 2054-10-20      | 5.5000%  | 0.0000% | $169074432.00      | $145181709.45      | Agency Mortgage-Backed Securities |
| GNII SF DL8193 C     | 2055-09-20      | 6.5000%  | 0.0000% | $634036.00         | $631331.41         | Agency Mortgage-Backed Securities |
| GNII SF DL8840 C     | 2055-09-20      | 6.5000%  | 0.0000% | $4075696.00        | $4277732.98        | Agency Mortgage-Backed Securities |
| GNII RG CP1989 C     | 2038-12-20      | 6.0000%  | 0.0000% | $1290868.00        | $697041.91         | Agency Mortgage-Backed Securities |
| GNII SF BT4758 C     | 2050-03-20      | 3.0000%  | 0.0000% | $15330976.00       | $2067490.56        | Agency Mortgage-Backed Securities |
| GNII SF DL5821 C     | 2055-10-20      | 7.0000%  | 0.0000% | $1527572.00        | $1603397.41        | Agency Mortgage-Backed Securities |
| GNII SF CR3703 C     | 2052-11-20      | 3.5000%  | 0.0000% | $1524848.00        | $511133.82         | Agency Mortgage-Backed Securities |
| GNII SF MA7589 M     | 2051-09-20      | 2.5000%  | 0.0000% | $11532288.00       | $6751479.23        | Agency Mortgage-Backed Securities |
| GNII SF DG7245 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1316176.00        | $1379877.73        | Agency Mortgage-Backed Securities |
| GNII SF CJ6920 C     | 2055-07-20      | 6.0000%  | 0.0000% | $1294220.00        | $1320688.53        | Agency Mortgage-Backed Securities |
| GNII SF DK8317 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1106178.00        | $1153120.02        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2152 | 2038-07-01      | 5.5000%  | 0.0000% | $2317652.00        | $18756.17          | Agency Mortgage-Backed Securities |
| GNPL PN CY1383       | 2059-04-15      | 5.5000%  | 0.0000% | $22211.00          | $22759.77          | Agency Mortgage-Backed Securities |
| GNMI SF 544405 X     | 2031-06-15      | 6.5000%  | 0.0000% | $322723.00         | $7184.55           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS2361 | 2038-08-01      | 6.0000%  | 0.0000% | $2537600.00        | $22401.64          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1626 | 2052-10-01      | 5.0000%  | 0.0000% | $90000.00          | $67059.90          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZS2990 | 2039-04-01      | 6.5000%  | 0.0000% | $3000000.00        | $39587.34          | Agency Mortgage-Backed Securities |
| FEPC 04.500 3VZT1143 | 2044-03-01      | 4.5000%  | 0.0000% | $135902.00         | $19720.30          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLZS4680 | 2046-09-01      | 2.5000%  | 0.0000% | $95000.00          | $17860.95          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS0843 | 2035-02-01      | 5.5000%  | 0.0000% | $2434450.00        | $22606.24          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZM8655 | 2048-10-01      | 5.0000%  | 0.0000% | $144631.00         | $13111.07          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBU6886 | 2052-03-01      | 3.0000%  | 0.0000% | $4685480.00        | $2898956.26        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CNMA4172 | 2030-11-01      | 1.5000%  | 0.0000% | $410000.00         | $111096.00         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF2595 | 2055-11-01      | 5.5000%  | 0.0000% | $15642160.00       | $15905524.09       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CNMA3981 | 2030-04-01      | 2.5000%  | 0.0000% | $2000000.00        | $276967.95         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE7231 | 2055-08-01      | 6.5000%  | 0.0000% | $1811576.00        | $1911196.87        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9627 | 2054-12-01      | 4.5000%  | 0.0000% | $90338.00          | $84077.56          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFA3983 | 2038-03-01      | 2.0000%  | 0.0000% | $26921216.00       | $25000001.38       | Agency Mortgage-Backed Securities |
| GNII SF MA1204 M     | 2028-08-20      | 3.5000%  | 0.0000% | $5000000.00        | $119621.96         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CT928776 | 2027-10-01      | 6.0000%  | 0.0000% | $5999990.00        | $9007.32           | Agency Mortgage-Backed Securities |
| GNII SF MA0859 M     | 2038-11-20      | 7.0000%  | 0.0000% | $500000.00         | $21004.92          | Agency Mortgage-Backed Securities |
| GNII SF MA5081 M     | 2048-03-20      | 5.5000%  | 0.0000% | $5729848.00        | $685743.68         | Agency Mortgage-Backed Securities |
| GNII SF MA7943 M     | 2038-10-20      | 6.0000%  | 0.0000% | $413517.00         | $197726.62         | Agency Mortgage-Backed Securities |
| GNII SF MA8131 M     | 2034-07-20      | 6.5000%  | 0.0000% | $212610.00         | $103638.64         | Agency Mortgage-Backed Securities |
| GNII SF DG6147 C     | 2050-02-20      | 6.5000%  | 0.0000% | $1065142.00        | $1095893.23        | Agency Mortgage-Backed Securities |
| GNII SF MA7588 M     | 2051-09-20      | 2.0000%  | 0.0000% | $11390720.00       | $6548346.54        | Agency Mortgage-Backed Securities |
| GNII SF DH6882 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1076304.00        | $1121045.23        | Agency Mortgage-Backed Securities |
| GNII SF MA9360 M     | 2053-09-20      | 4.5000%  | 0.0000% | $546572.00         | $496383.66         | Agency Mortgage-Backed Securities |
| GNII SF 675725 C     | 2047-06-20      | 3.5000%  | 0.0000% | $16353000.00       | $1767972.43        | Agency Mortgage-Backed Securities |
| GNII SP 785638 C     | 2051-08-20      | 2.5000%  | 0.0000% | $3750000.00        | $2114140.29        | Agency Mortgage-Backed Securities |
| GNII SF DJ9126 C     | 2055-05-20      | 6.5000%  | 0.0000% | $9732752.00        | $10123732.58       | Agency Mortgage-Backed Securities |
| GNII SF DJ5757 C     | 2055-05-20      | 6.0000%  | 0.0000% | $15875280.00       | $16501871.33       | Agency Mortgage-Backed Securities |
| GNII SF DJ1855 C     | 2055-05-20      | 6.5000%  | 0.0000% | $3023660.00        | $3161773.06        | Agency Mortgage-Backed Securities |
| GNII SF DM4289 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1489714.00        | $1563326.48        | Agency Mortgage-Backed Securities |
| GNII SF DM6190 C     | 2055-09-20      | 6.5000%  | 0.0000% | $2783504.00        | $2911769.13        | Agency Mortgage-Backed Securities |
| GNII SF DL5794 C     | 2050-08-20      | 6.5000%  | 0.0000% | $1174818.00        | $1231043.33        | Agency Mortgage-Backed Securities |
| GNII SF DL8254 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1806252.00        | $1898094.93        | Agency Mortgage-Backed Securities |
| GNII SF MA4450 M     | 2047-05-20      | 3.0000%  | 0.0000% | $13294832.00       | $1876369.27        | Agency Mortgage-Backed Securities |
| GNII SF DM3437 C     | 2055-09-20      | 6.5000%  | 0.0000% | $5225784.00        | $5476977.10        | Agency Mortgage-Backed Securities |
| GNII SF MA1265 M     | 2028-09-20      | 3.0000%  | 0.0000% | $163052.00         | $6153.61           | Agency Mortgage-Backed Securities |
| GNII BD DG3876 C     | 2055-02-20      | 4.5000%  | 0.0000% | $4527048.00        | $4243875.14        | Agency Mortgage-Backed Securities |
| GNII SF CW3777 C     | 2053-08-20      | 6.5000%  | 0.0000% | $2247036.00        | $1872918.88        | Agency Mortgage-Backed Securities |
| GNII SF DN0003 C     | 2055-09-20      | 7.0000%  | 0.0000% | $2825468.00        | $2958872.32        | Agency Mortgage-Backed Securities |
| GNII SF DN0463 C     | 2055-11-20      | 5.0000%  | 0.0000% | $1261034.00        | $1267260.04        | Agency Mortgage-Backed Securities |
| GNII SF DM4283 C     | 2055-09-20      | 7.0000%  | 0.0000% | $2401584.00        | $2533962.78        | Agency Mortgage-Backed Securities |
| GNII SF DN0030 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1630492.00        | $1706503.97        | Agency Mortgage-Backed Securities |
| GNII SF DM8167 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1157170.00        | $1226646.39        | Agency Mortgage-Backed Securities |
| GNII SP 785447 C     | 2051-03-20      | 2.5000%  | 0.0000% | $650000.00         | $326864.90         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL827932 | 2033-12-01      | 5.5000%  | 0.0000% | $9875296.00        | $166814.14         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLZL4712 | 2043-01-01      | 2.5000%  | 0.0000% | $55500.00          | $10471.14          | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLZA0747 | 2031-04-01      | 7.5000%  | 0.0000% | $12255232.00       | $6889.55           | Agency Mortgage-Backed Securities |
| FEPC 03.500 3SZN0120 | 2042-12-01      | 3.5000%  | 0.0000% | $2199576.00        | $79351.87          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8283 | 2046-11-01      | 3.0000%  | 0.0000% | $4951248.00        | $1453207.42        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL645360 | 2032-06-01      | 7.0000%  | 0.0000% | $5910000.00        | $10096.17          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB8162 | 2037-07-01      | 2.5000%  | 0.0000% | $34697.00          | $22466.75          | Agency Mortgage-Backed Securities |
| GNII SF MA9424 M     | 2053-12-20      | 6.0000%  | 0.0000% | $1643000.00        | $929727.25         | Agency Mortgage-Backed Securities |
| GNII SF MA5369 M     | 2033-08-20      | 4.5000%  | 0.0000% | $1432328.00        | $196704.47         | Agency Mortgage-Backed Securities |
| GNII SF MA9014 M     | 2053-07-20      | 4.0000%  | 0.0000% | $13670000.00       | $10890016.99       | Agency Mortgage-Backed Securities |
| GNII SF MA0462 M     | 2042-10-20      | 3.5000%  | 0.0000% | $76231552.00       | $6483528.77        | Agency Mortgage-Backed Securities |
| GNII SF MA8844 M     | 2033-09-20      | 3.5000%  | 0.0000% | $615660.00         | $468946.72         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA9289 | 2051-02-01      | 2.5000%  | 0.0000% | $3170800.00        | $1982306.01        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA8025 | 2050-12-01      | 2.5000%  | 0.0000% | $263024.00         | $146702.28         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS2914 | 2052-09-01      | 4.5000%  | 0.0000% | $1304000.00        | $980147.52         | Agency Mortgage-Backed Securities |
| GNII SF CY8311 C     | 2054-01-20      | 7.0000%  | 0.0000% | $1269572.00        | $231033.80         | Agency Mortgage-Backed Securities |
| GNII RG CN9958 C     | 2048-06-20      | 3.5000%  | 0.0000% | $200000.00         | $90802.32          | Agency Mortgage-Backed Securities |
| GNII SF MA9323 M     | 2035-03-20      | 3.0000%  | 0.0000% | $301008.00         | $149176.70         | Agency Mortgage-Backed Securities |
| GNII SF DM3588 C     | 2055-10-20      | 6.5000%  | 0.0000% | $5786104.00        | $6076785.27        | Agency Mortgage-Backed Securities |
| GNII SF DL7992 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1597678.00        | $1673612.85        | Agency Mortgage-Backed Securities |
| GNII SF DN0014 C     | 2052-09-20      | 6.5000%  | 0.0000% | $1123320.00        | $1177710.46        | Agency Mortgage-Backed Securities |
| GNII SF MA7142 M     | 2051-01-20      | 5.5000%  | 0.0000% | $60000.00          | $14597.11          | Agency Mortgage-Backed Securities |
| GNII JM MA6645 M     | 2050-05-20      | 2.5000%  | 0.0000% | $200000.00         | $38601.92          | Agency Mortgage-Backed Securities |
| GNII SF DN5534 C     | 2055-11-20      | 6.0000%  | 0.0000% | $1831638.00        | $1901504.66        | Agency Mortgage-Backed Securities |
| GNII SF MA6931 M     | 2050-10-20      | 2.5000%  | 0.0000% | $8575000.00        | $3325056.54        | Agency Mortgage-Backed Securities |
| GNMI SP 783673 X     | 2042-09-15      | 3.0000%  | 0.0000% | $50000000.00       | $4432824.54        | Agency Mortgage-Backed Securities |
| GNAR AR 080136 M     | 2027-11-20      | 4.7500%  | 0.0000% | $24838144.00       | $6636.02           | Agency Mortgage-Backed Securities |
| GNAR AS 082709 M     | 2040-12-20      | 6.3750%  | 0.0000% | $1771470.00        | $301475.27         | Agency Mortgage-Backed Securities |
| GNII SF DG1153 C     | 2054-12-20      | 6.5000%  | 0.0000% | $1779988.00        | $1836067.72        | Agency Mortgage-Backed Securities |
| GNII SF DG9215 C     | 2055-01-20      | 7.0000%  | 0.0000% | $1664728.00        | $1195482.57        | Agency Mortgage-Backed Securities |
| GNII SF DF2846 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1543566.00        | $1602847.94        | Agency Mortgage-Backed Securities |
| GNII JM MA6811 M     | 2050-08-20      | 3.5000%  | 0.0000% | $630778.00         | $103303.55         | Agency Mortgage-Backed Securities |
| GNII SF MA7967 M     | 2037-07-20      | 5.0000%  | 0.0000% | $107625.00         | $72837.10          | Agency Mortgage-Backed Securities |
| GNII ET DN4304 C     | 2065-03-20      | 4.5000%  | 0.0000% | $476741.00         | $465217.54         | Agency Mortgage-Backed Securities |
| GNII SF MA8101 M     | 2052-06-20      | 4.5000%  | 0.0000% | $11172000.00       | $8213933.05        | Agency Mortgage-Backed Securities |
| GNII SF MA8543 M     | 2027-09-20      | 7.5000%  | 0.0000% | $28217.00          | $11902.16          | Agency Mortgage-Backed Securities |
| GNII SF DN3233 C     | 2055-11-20      | 6.5000%  | 0.0000% | $1313774.00        | $1381232.46        | Agency Mortgage-Backed Securities |
| GNII SF MA9780 M     | 2054-07-20      | 6.0000%  | 0.0000% | $293683712.00      | $198890338.11      | Agency Mortgage-Backed Securities |
| GNII ET DP4432 C     | 2062-05-20      | 4.0000%  | 0.0000% | $168175.00         | $160131.41         | Agency Mortgage-Backed Securities |
| GNII SF DP3750 C     | 2055-12-20      | 5.0000%  | 0.0000% | $30071584.00       | $30252544.78       | Agency Mortgage-Backed Securities |
| GNII SF DI9839 C     | 2055-03-20      | 5.5000%  | 0.0000% | $5445384.00        | $2252086.40        | Agency Mortgage-Backed Securities |
| GNII ET DO0016 C     | 2065-09-20      | 4.5000%  | 0.0000% | $934805.00         | $912113.84         | Agency Mortgage-Backed Securities |
| GNII SF DO3763 C     | 2055-12-20      | 5.5000%  | 0.0000% | $10950800.00       | $11244164.63       | Agency Mortgage-Backed Securities |
| GNII SF 003446 M     | 2033-09-20      | 6.5000%  | 0.0000% | $7722080.00        | $52789.97          | Agency Mortgage-Backed Securities |
| GNII SF CX6864 C     | 2053-09-20      | 6.5000%  | 0.0000% | $4964976.00        | $3891793.52        | Agency Mortgage-Backed Securities |
| GNPL PN DI9902       | 2060-06-15      | 6.1000%  | 0.0000% | $6747700.00        | $7247759.85        | Agency Mortgage-Backed Securities |
| GNII JM MB0451 M     | 2040-07-20      | 5.0000%  | 0.0000% | $884554.00         | $852654.33         | Agency Mortgage-Backed Securities |
| GNII SF DO3418 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1632284.00        | $1710000.39        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL976969 | 2038-02-01      | 6.0000%  | 0.0000% | $325000.00         | $7466.31           | Agency Mortgage-Backed Securities |
| GNII RG CP0135 C     | 2042-08-20      | 3.5000%  | 0.0000% | $275000.00         | $158998.20         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA0214 | 2029-10-01      | 5.0000%  | 0.0000% | $3729108.00        | $44075.65          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0143 | 2055-03-01      | 6.5000%  | 0.0000% | $41926400.00       | $40138223.43       | Agency Mortgage-Backed Securities |
| GNMI SF AO9361 X     | 2045-12-15      | 4.0000%  | 0.0000% | $471754.00         | $26871.94          | Agency Mortgage-Backed Securities |
| GNII BD DJ1088 C     | 2055-03-20      | 4.5000%  | 0.0000% | $10161136.00       | $9573248.66        | Agency Mortgage-Backed Securities |
| GNII SF MA0139 M     | 2027-06-20      | 3.0000%  | 0.0000% | $1500000.00        | $16748.11          | Agency Mortgage-Backed Securities |
| GNII SF BX4932 C     | 2050-08-20      | 2.5000%  | 0.0000% | $1788732.00        | $1021044.46        | Agency Mortgage-Backed Securities |
| GNII JM MA7638 M     | 2051-10-20      | 2.0000%  | 0.0000% | $11025700.00       | $6810814.48        | Agency Mortgage-Backed Securities |
| GNII SF MA8402 M     | 2032-07-20      | 7.0000%  | 0.0000% | $51069.00          | $24275.21          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA4152 | 2051-02-01      | 4.0000%  | 0.0000% | $31200416.00       | $30334552.44       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA4079 | 2055-12-01      | 5.0000%  | 0.0000% | $18290880.00       | $18517991.77       | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS573676 | 2027-12-01      | 3.1500%  | 0.0000% | $11198464.00       | $7058.12           | Agency Mortgage-Backed Securities |
| GNII SF BY6412 C     | 2050-10-20      | 3.0000%  | 0.0000% | $678164.00         | $257112.13         | Agency Mortgage-Backed Securities |
| GNII RG CP0028 C     | 2044-07-20      | 3.5000%  | 0.0000% | $975000.00         | $513571.47         | Agency Mortgage-Backed Securities |
| GNII SF DK4173 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1133698.00        | $1187576.81        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLFA1000 | 2055-02-01      | 7.0000%  | 0.0000% | $2665472.00        | $1939902.39        | Agency Mortgage-Backed Securities |
| GNMI SF BF1113 X     | 2048-01-15      | 5.0000%  | 0.0000% | $199721.00         | $25328.83          | Agency Mortgage-Backed Securities |
| GNII SF DL8839 C     | 2055-09-20      | 6.5000%  | 0.0000% | $2744152.00        | $2879905.30        | Agency Mortgage-Backed Securities |
| GNII SF BS7617 C     | 2050-06-20      | 2.5000%  | 0.0000% | $1133158.00        | $656782.74         | Agency Mortgage-Backed Securities |
| GNMI SF CJ2152 X     | 2052-02-15      | 3.0000%  | 0.0000% | $2071224.00        | $1665650.77        | Agency Mortgage-Backed Securities |
| GNII ET DL7413 C     | 2065-07-20      | 4.0000%  | 0.0000% | $110979.00         | $105864.45         | Agency Mortgage-Backed Securities |
| GNII SF BU6352 C     | 2051-06-20      | 3.5000%  | 0.0000% | $750000.00         | $132913.66         | Agency Mortgage-Backed Securities |
| GNII SF DM3589 C     | 2055-10-20      | 6.5000%  | 0.0000% | $4100192.00        | $4306571.54        | Agency Mortgage-Backed Securities |
| GNII SF DL8191 C     | 2055-09-20      | 6.5000%  | 0.0000% | $3152816.00        | $3316687.13        | Agency Mortgage-Backed Securities |
| GNII SF BW4890 C     | 2050-09-20      | 3.0000%  | 0.0000% | $1600606.00        | $464480.63         | Agency Mortgage-Backed Securities |
| GNII SF DL5879 C     | 2055-08-20      | 7.0000%  | 0.0000% | $2554310.00        | $2677539.69        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA2935 | 2055-10-01      | 6.0000%  | 0.0000% | $65900032.00       | $67085301.43       | Agency Mortgage-Backed Securities |
| GNII SF DM3898 C     | 2055-09-20      | 6.5000%  | 0.0000% | $753243.00         | $792909.99         | Agency Mortgage-Backed Securities |
| GNII SF 004636 M     | 2040-02-20      | 4.5000%  | 0.0000% | $6053944.00        | $228631.39         | Agency Mortgage-Backed Securities |
| GNII SF DM4647 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2074856.00        | $2172010.70        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA0639 | 2041-01-01      | 4.0000%  | 0.0000% | $5470056.00        | $300742.91         | Agency Mortgage-Backed Securities |
| GNII ET DM5644 C     | 2065-08-20      | 4.5000%  | 0.0000% | $403200.00         | $393156.06         | Agency Mortgage-Backed Securities |
| GNMI SF 723058 X     | 2040-06-15      | 5.0000%  | 0.0000% | $32734.00          | $5566.32           | Agency Mortgage-Backed Securities |
| GNII SF MA5907 M     | 2034-04-20      | 4.5000%  | 0.0000% | $254859.00         | $65745.18          | Agency Mortgage-Backed Securities |
| GNII SF MA5712 M     | 2049-01-20      | 5.0000%  | 0.0000% | $2022150.00        | $118896.05         | Agency Mortgage-Backed Securities |
| GNII SF 003335 M     | 2033-01-20      | 6.5000%  | 0.0000% | $5065224.00        | $22687.29          | Agency Mortgage-Backed Securities |
| GNII ET DM6160 C     | 2065-08-20      | 4.0000%  | 0.0000% | $289827.00         | $276236.80         | Agency Mortgage-Backed Securities |
| GNAR AR 080137 M     | 2027-11-20      | 4.7500%  | 0.0000% | $22626304.00       | $6402.57           | Agency Mortgage-Backed Securities |
| GNII SF MA8649 M     | 2053-01-20      | 6.0000%  | 0.0000% | $1600000.00        | $837612.97         | Agency Mortgage-Backed Securities |
| GNII SF CX0274 C     | 2053-09-20      | 6.5000%  | 0.0000% | $1069988.00        | $856428.31         | Agency Mortgage-Backed Securities |

### Security 270: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 3.780000%
- **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: ARP1DM884, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1DM884
- **C.18 - Value (incl. sponsor support):** $485000000.00
- **C.18.a - Value (excl. sponsor support):** $485000000.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 04.500 CTMA1834 | 2034-02-01      | 4.5000%  | 0.0000% | $115000.00         | $11377.91          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5790 | 2055-08-01      | 4.5000%  | 0.0000% | $5000.00           | $4810.49           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIDF5672 | 2040-12-01      | 4.0000%  | 0.0000% | $2331989.00        | $2305323.37        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5054 | 2053-06-01      | 4.0000%  | 0.0000% | $25000.00          | $20592.26          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF9833 | 2056-01-01      | 5.0000%  | 0.0000% | $1764469.00        | $1802037.49        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0869 | 2053-05-01      | 6.0000%  | 0.0000% | $112856667.00      | $96840674.80       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBD7057 | 2047-03-01      | 4.5000%  | 0.0000% | $10235081.00       | $2467799.16        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS3052 | 2052-10-01      | 5.5000%  | 0.0000% | $33031600.00       | $24804565.18       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1301 | 2051-08-01      | 2.5000%  | 0.0000% | $200000.00         | $121593.33         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDD8217 | 2040-04-01      | 5.0000%  | 0.0000% | $1786610.00        | $1652238.86        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE3206 | 2055-07-01      | 6.0000%  | 0.0000% | $6681745.00        | $6881348.17        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBT8069 | 2053-03-01      | 4.0000%  | 0.0000% | $624068.00         | $512712.89         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS8951 | 2047-03-01      | 3.5000%  | 0.0000% | $70000.00          | $13655.47          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS4622 | 2047-07-01      | 5.0000%  | 0.0000% | $279000.00         | $200604.60         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS9270 | 2051-09-01      | 4.5000%  | 0.0000% | $11000.00          | $9688.25           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE3415 | 2055-06-01      | 6.5000%  | 0.0000% | $3854050.00        | $4007197.78        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH4095 | 2047-10-01      | 4.0000%  | 0.0000% | $21000.00          | $2767.91           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL254793 | 2033-07-01      | 5.0000%  | 0.0000% | $180000.00         | $1054.00           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBM4614 | 2033-03-01      | 3.0000%  | 0.0000% | $105000.00         | $19530.68          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB2501 | 2054-05-01      | 5.5000%  | 0.0000% | $8100000.00        | $7373348.21        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS4198 | 2052-04-01      | 3.0000%  | 0.0000% | $132000.00         | $97953.00          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL735667 | 2035-07-01      | 5.0000%  | 0.0000% | $1385000.00        | $13404.90          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS1306 | 2037-04-01      | 2.5000%  | 0.0000% | $582875.00         | $327697.79         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL868936 | 2036-05-01      | 6.0000%  | 0.0000% | $3152344.00        | $19699.43          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4404 | 2052-08-01      | 5.0000%  | 0.0000% | $44000.00          | $30913.52          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6348 | 2053-05-01      | 4.5000%  | 0.0000% | $65436932.00       | $54728266.22       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY7514 | 2054-03-01      | 6.0000%  | 0.0000% | $79543.00          | $67949.21          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAX6897 | 2029-11-01      | 2.5000%  | 0.0000% | $275000.00         | $14136.18          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIFM1812 | 2034-10-01      | 4.0000%  | 0.0000% | $250000.00         | $52398.51          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS7245 | 2046-05-01      | 3.5000%  | 0.0000% | $12000.00          | $1170.93           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF1226 | 2055-10-01      | 6.0000%  | 0.0000% | $5498667.00        | $5614240.58        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL725773 | 2034-09-01      | 5.5000%  | 0.0000% | $1438000.00        | $11258.69          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6289 | 2050-07-01      | 2.5000%  | 0.0000% | $9181435.00        | $4627161.75        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF0602 | 2055-09-01      | 6.0000%  | 0.0000% | $1675854.00        | $1622232.79        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICA8391 | 2035-12-01      | 3.0000%  | 0.0000% | $67834.00          | $27386.55          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2776 | 2052-02-01      | 2.5000%  | 0.0000% | $2191016.00        | $1507157.26        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB2178 | 2051-11-01      | 3.5000%  | 0.0000% | $21755023.00       | $13573525.18       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD0629 | 2055-08-01      | 5.5000%  | 0.0000% | $75526496.00       | $74570828.33       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL923749 | 2037-05-01      | 6.0000%  | 0.0000% | $1000000.00        | $19897.60          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL995023 | 2037-08-01      | 5.5000%  | 0.0000% | $2889734.00        | $36890.31          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS5171 | 2051-12-01      | 3.0000%  | 0.0000% | $70000.00          | $52004.57          | Agency Mortgage-Backed Securities |
| FNMS 02.500 ZLFP0015 | 2050-09-25      | 2.5000%  | 0.0000% | $173469.00         | $118900.48         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS6466 | 2050-12-01      | 4.5000%  | 0.0000% | $1856000.00        | $1494271.39        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0134 | 2055-03-01      | 6.5000%  | 0.0000% | $3938596.00        | $3800029.48        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS2824 | 2051-12-01      | 2.5000%  | 0.0000% | $769521.00         | $557066.64         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE6257 | 2055-10-01      | 5.5000%  | 0.0000% | $1231250.00        | $1260662.03        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA5099 | 2038-07-01      | 4.0000%  | 0.0000% | $945000.00         | $640538.45         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLFA0548 | 2052-06-01      | 1.5000%  | 0.0000% | $509642.00         | $373908.05         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CWMA1553 | 2028-08-01      | 2.5000%  | 0.0000% | $242250.00         | $12070.14          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD8737 | 2055-10-01      | 6.0000%  | 0.0000% | $49380993.00       | $47728517.72       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF3181 | 2055-10-01      | 6.0000%  | 0.0000% | $2629971.00        | $2744157.39        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTAD4030 | 2030-04-01      | 5.0000%  | 0.0000% | $695000.00         | $43448.62          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTCB0463 | 2041-05-01      | 2.0000%  | 0.0000% | $15000000.00       | $8524483.23        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CNMA4476 | 2031-11-01      | 1.5000%  | 0.0000% | $65120845.00       | $28588534.97       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA4695 | 2042-07-01      | 3.0000%  | 0.0000% | $44712.00          | $33455.46          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE1951 | 2055-07-01      | 5.0000%  | 0.0000% | $1071269.00        | $1075355.58        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS9585 | 2047-05-01      | 4.0000%  | 0.0000% | $14000.00          | $2908.41           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDF5292 | 2040-11-01      | 5.5000%  | 0.0000% | $1001567.00        | $1029526.18        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5009 | 2053-05-01      | 5.0000%  | 0.0000% | $2564000.00        | $2118779.32        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS8849 | 2052-07-01      | 3.0000%  | 0.0000% | $125000.00         | $98767.39          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS3816 | 2052-12-01      | 3.5000%  | 0.0000% | $5764781.00        | $4394603.72        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS8545 | 2052-09-01      | 3.5000%  | 0.0000% | $50000.00          | $42730.73          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBU3608 | 2051-11-01      | 3.0000%  | 0.0000% | $100000.00         | $54370.77          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8617 | 2054-03-01      | 6.5000%  | 0.0000% | $803892.00         | $504675.03         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA3447 | 2052-05-01      | 2.5000%  | 0.0000% | $6598876.00        | $5647317.79        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAL6858 | 2030-04-01      | 3.5000%  | 0.0000% | $1500000.00        | $105735.84         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS5447 | 2052-09-01      | 2.5000%  | 0.0000% | $45000.00          | $32768.16          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAB9944 | 2043-07-01      | 3.0000%  | 0.0000% | $235000.00         | $46873.69          | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4515 | 2037-01-01      | 1.5000%  | 0.0000% | $3247000.00        | $1921767.65        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBP9638 | 2050-06-01      | 3.0000%  | 0.0000% | $5000.00           | $1505.74           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3685 | 2054-12-01      | 5.5000%  | 0.0000% | $21591371.00       | $21891326.99       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDD0879 | 2040-01-01      | 6.0000%  | 0.0000% | $1883124.00        | $1829676.17        | Agency Mortgage-Backed Securities |
| FNMS 04.500 NP255957 | 2035-09-01      | 4.5000%  | 0.0000% | $2200000.00        | $62712.86          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM4158 | 2050-08-01      | 2.5000%  | 0.0000% | $1483000.00        | $700752.40         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8352 | 2054-04-01      | 6.0000%  | 0.0000% | $660000.00         | $564348.35         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2730 | 2048-11-01      | 4.5000%  | 0.0000% | $2979470.00        | $807300.73         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBU9914 | 2037-01-01      | 2.5000%  | 0.0000% | $1300000.00        | $654023.27         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBU1030 | 2051-11-01      | 2.0000%  | 0.0000% | $70000.00          | $41256.45          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS9760 | 2047-06-01      | 4.5000%  | 0.0000% | $989000.00         | $139261.64         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CNMA4225 | 2031-01-01      | 1.5000%  | 0.0000% | $485000.00         | $145124.65         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM1428 | 2043-09-01      | 3.5000%  | 0.0000% | $425000.00         | $82414.81          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CT256628 | 2027-01-01      | 6.5000%  | 0.0000% | $4777688.00        | $7508.46           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAJ9332 | 2042-01-01      | 4.0000%  | 0.0000% | $118000.00         | $13223.92          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS1463 | 2051-05-01      | 4.0000%  | 0.0000% | $5318114.00        | $3300549.60        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLAD0310 | 2038-12-01      | 7.0000%  | 0.0000% | $585984.00         | $5151.30           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4261 | 2036-02-01      | 2.0000%  | 0.0000% | $10952000.00       | $5018710.29        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4624 | 2052-06-01      | 3.0000%  | 0.0000% | $8533000.00        | $6203503.74        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTMA5834 | 2045-09-01      | 5.5000%  | 0.0000% | $15000000.00       | $14576963.52       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM9850 | 2051-12-01      | 3.0000%  | 0.0000% | $226915.00         | $169088.06         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA0199 | 2029-10-01      | 4.0000%  | 0.0000% | $250000.00         | $3805.40           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CKMA3607 | 2049-02-01      | 5.0000%  | 0.0000% | $506986.00         | $24171.00          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICA8737 | 2036-02-01      | 2.5000%  | 0.0000% | $829000.00         | $406749.55         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS7059 | 2052-07-01      | 3.0000%  | 0.0000% | $9723000.00        | $7500544.41        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA2871 | 2032-01-01      | 3.0000%  | 0.0000% | $115000.00         | $12251.71          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CRAS9043 | 2033-04-01      | 3.0000%  | 0.0000% | $10000.00          | $1939.61           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3211 | 2047-12-01      | 4.0000%  | 0.0000% | $640000.00         | $79764.34          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS3838 | 2049-05-01      | 4.0000%  | 0.0000% | $21788494.00       | $15228566.67       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIBV5854 | 2040-07-01      | 5.5000%  | 0.0000% | $6515912.00        | $5080559.36        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE2867 | 2040-06-01      | 5.0000%  | 0.0000% | $861805.00         | $767814.44         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL725690 | 2034-08-01      | 6.0000%  | 0.0000% | $1991118.00        | $14112.08          | Agency Mortgage-Backed Securities |

### Security 271: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 3.780000%
- **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: ARP1DNHF6, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1DNHF6
- **C.18 - Value (incl. sponsor support):** $728000000.00
- **C.18.a - Value (excl. sponsor support):** $728000000.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-20
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| MNAR XX.XXX HXBS6907 | 2029-11-01      | 4.5300%  | 0.0000% | $302000.00         | $308938.45         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5978 | 2030-12-01      | 4.1300%  | 0.0000% | $7445000.00        | $7473094.95        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5733 | 2030-12-01      | 3.8700%  | 0.0000% | $56550000.00       | $56255657.25       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5140 | 2030-10-01      | 4.5900%  | 0.0000% | $6093000.00        | $6239804.74        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5593 | 2030-11-01      | 4.0200%  | 0.0000% | $3205000.00        | $3202991.39        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4901 | 2030-09-01      | 4.5100%  | 0.0000% | $17569000.00       | $17931542.17       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5878 | 2032-12-01      | 3.9900%  | 0.0000% | $46500000.00       | $45732331.50       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5842 | 2030-12-01      | 4.4600%  | 0.0000% | $6352500.00        | $6476752.78        | Agency Mortgage-Backed Securities |
| FMAR 410567 G        | 2027-10-01      | 6.5030%  | 0.0000% | $3262376.00        | $1109.14           | Agency Mortgage-Backed Securities |
| FMAR 841880 G        | 2045-03-01      | 6.6560%  | 0.0000% | $1184360.00        | $1087178.47        | Agency Mortgage-Backed Securities |
| FMAR 1J0244 G        | 2037-01-01      | 6.7960%  | 0.0000% | $5172478.00        | $43225.74          | Agency Mortgage-Backed Securities |
| FMAR 847986 G        | 2031-06-01      | 5.8230%  | 0.0000% | $10647613.00       | $385067.84         | Agency Mortgage-Backed Securities |
| FMAR 1N0169 G        | 2036-07-01      | 6.3070%  | 0.0000% | $4800000.00        | $42042.49          | Agency Mortgage-Backed Securities |
| FMAR 1G2127 G        | 2037-08-01      | 6.4150%  | 0.0000% | $20408134.00       | $148674.38         | Agency Mortgage-Backed Securities |
| FMAR 1G0626 G        | 2036-01-01      | 6.6030%  | 0.0000% | $13375620.00       | $33110.19          | Agency Mortgage-Backed Securities |
| FMAR 1N1582 G        | 2037-05-01      | 5.9800%  | 0.0000% | $3570000.00        | $25253.45          | Agency Mortgage-Backed Securities |
| FMAR 2B5130 G        | 2046-02-01      | 6.5560%  | 0.0000% | $610000.00         | $11590.74          | Agency Mortgage-Backed Securities |
| FMAR 1J0506 G        | 2037-07-01      | 6.5190%  | 0.0000% | $43516047.00       | $287822.46         | Agency Mortgage-Backed Securities |
| FMAR 1Q0317 G        | 2037-09-01      | 6.5670%  | 0.0000% | $18290445.00       | $174908.05         | Agency Mortgage-Backed Securities |
| FMAR 841648 G        | 2053-09-01      | 4.7970%  | 0.0000% | $131981042.00      | $110301705.57      | Agency Mortgage-Backed Securities |
| FMAR 1Q1104 G        | 2037-04-01      | 6.4230%  | 0.0000% | $180000.00         | $7928.04           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BZ5423 | 2030-09-01      | 4.6700%  | 0.0000% | $2683000.00        | $2742993.69        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5608 | 2030-12-01      | 3.8350%  | 0.0000% | $38228000.00       | $37966667.01       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5564 | 2030-11-01      | 4.1600%  | 0.0000% | $22483000.00       | $22660518.28       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5216 | 2030-10-01      | 4.3650%  | 0.0000% | $6615000.00        | $6697590.80        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5400 | 2030-11-01      | 4.0100%  | 0.0000% | $14495000.00       | $14492183.14       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ3856 | 2030-08-01      | 4.4900%  | 0.0000% | $100000.00         | $102096.07         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5152 | 2030-10-01      | 4.3400%  | 0.0000% | $7387000.00        | $7486744.20        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5785 | 2030-12-01      | 3.7950%  | 0.0000% | $13830000.00       | $13697308.06       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5721 | 2030-12-01      | 3.9200%  | 0.0000% | $21839000.00       | $21722263.27       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ6010 | 2030-12-01      | 4.0600%  | 0.0000% | $2624000.00        | $2624486.31        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5454 | 2030-11-01      | 4.5400%  | 0.0000% | $1501000.00        | $1534633.41        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ3381 | 2030-03-01      | 4.4000%  | 0.0000% | $250000.00         | $251830.66         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4645 | 2030-08-01      | 4.8300%  | 0.0000% | $200000.00         | $206834.20         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4870 | 2030-09-01      | 4.2900%  | 0.0000% | $12856000.00       | $13024850.70       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BZ2890 | 2032-03-01      | 4.9500%  | 0.0000% | $500000.00         | $514109.22         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BZ4357 | 2031-01-01      | 4.8400%  | 0.0000% | $800000.00         | $822403.39         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5750 | 2030-12-01      | 4.6100%  | 0.0000% | $2724000.00        | $2793428.40        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5605 | 2030-12-01      | 3.7600%  | 0.0000% | $40835716.00       | $40413855.82       | Agency Mortgage-Backed Securities |
| FMAR 1G1946 G        | 2037-05-01      | 6.1190%  | 0.0000% | $45971707.00       | $695848.70         | Agency Mortgage-Backed Securities |
| FMAR 2B5468 G        | 2046-07-01      | 6.3590%  | 0.0000% | $806000.00         | $97494.00          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBS9510 | 2030-09-01      | 5.6600%  | 0.0000% | $2125000.00        | $2264681.92        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBS9744 | 2028-10-01      | 5.2800%  | 0.0000% | $2000000.00        | $2079796.00        | Agency Mortgage-Backed Securities |
| FMAR 841938 G        | 2050-07-01      | 3.1750%  | 0.0000% | $5994124.00        | $5295411.23        | Agency Mortgage-Backed Securities |
| FMAR 782870 G        | 2034-09-01      | 6.2370%  | 0.0000% | $447136.00         | $5259.00           | Agency Mortgage-Backed Securities |
| FMAR 783015 G        | 2035-02-01      | 6.2460%  | 0.0000% | $4780000.00        | $47211.16          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX XXBM7581 | 2031-11-01      | 4.7051%  | 0.0000% | $20400000.00       | $20931436.99       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5917 | 2031-01-01      | 4.1200%  | 0.0000% | $3185000.00        | $3198346.21        | Agency Mortgage-Backed Securities |
| FMAR 1Q0789 G        | 2038-05-01      | 6.8710%  | 0.0000% | $254700.00         | $551.61            | Agency Mortgage-Backed Securities |
| FMAR 1N1463 G        | 2037-05-01      | 6.4810%  | 0.0000% | $3000000.00        | $13867.63          | Agency Mortgage-Backed Securities |
| FMAR 849192 G        | 2043-12-01      | 6.3650%  | 0.0000% | $10652481.00       | $630659.75         | Agency Mortgage-Backed Securities |
| FMAR 2B6311 G        | 2047-07-01      | 6.2650%  | 0.0000% | $520000.00         | $10794.90          | Agency Mortgage-Backed Securities |
| FMAR 1Q1434 G        | 2040-09-01      | 6.7110%  | 0.0000% | $7900000.00        | $124631.28         | Agency Mortgage-Backed Securities |
| FMAR 2B6506 G        | 2047-10-01      | 6.3800%  | 0.0000% | $70000.00          | $5515.74           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BZ4828 | 2030-09-01      | 4.8000%  | 0.0000% | $380000.00         | $391197.08         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5897 | 2030-12-01      | 4.1600%  | 0.0000% | $6240000.00        | $6277762.40        | Agency Mortgage-Backed Securities |
| FMAR 1J2876 G        | 2037-09-01      | 6.5750%  | 0.0000% | $9995224.00        | $270499.29         | Agency Mortgage-Backed Securities |
| FMAR 1L0132 G        | 2035-07-01      | 6.2500%  | 0.0000% | $42316866.00       | $310952.97         | Agency Mortgage-Backed Securities |
| FMAR 1L1312 G        | 2036-01-01      | 6.1700%  | 0.0000% | $3000000.00        | $5805.16           | Agency Mortgage-Backed Securities |
| FMAR 1Q0092 G        | 2036-03-01      | 6.4950%  | 0.0000% | $333657.00         | $3888.60           | Agency Mortgage-Backed Securities |
| FMAR 1G0608 G        | 2035-12-01      | 6.6030%  | 0.0000% | $13676523.00       | $98591.66          | Agency Mortgage-Backed Securities |
| FMAR 1Q1467 G        | 2039-11-01      | 6.5960%  | 0.0000% | $795000.00         | $10578.50          | Agency Mortgage-Backed Securities |
| FMAR 1B3940 G        | 2035-11-01      | 6.3010%  | 0.0000% | $2915956.00        | $32324.14          | Agency Mortgage-Backed Securities |
| FMAR 1G1850 G        | 2036-04-01      | 6.1710%  | 0.0000% | $70334541.00       | $152997.93         | Agency Mortgage-Backed Securities |
| FMAR 1N1457 G        | 2037-01-01      | 6.1330%  | 0.0000% | $2742606.00        | $14203.76          | Agency Mortgage-Backed Securities |
| FMAR 1N0333 G        | 2036-12-01      | 5.9900%  | 0.0000% | $75000.00          | $2015.54           | Agency Mortgage-Backed Securities |
| FMAR 1G1834 G        | 2036-02-01      | 7.3200%  | 0.0000% | $24354966.00       | $101364.83         | Agency Mortgage-Backed Securities |
| FMAR 848595 G        | 2035-06-01      | 6.2140%  | 0.0000% | $5231621.00        | $351883.37         | Agency Mortgage-Backed Securities |
| FMAR 848404 G        | 2036-06-01      | 6.3870%  | 0.0000% | $500000.00         | $17242.79          | Agency Mortgage-Backed Securities |
| FMAR 1J1378 G        | 2036-11-01      | 6.0150%  | 0.0000% | $2454700.00        | $24078.67          | Agency Mortgage-Backed Securities |
| FMAR 781095 G        | 2033-11-01      | 5.9970%  | 0.0000% | $11250000.00       | $55708.67          | Agency Mortgage-Backed Securities |
| FMAR 8B0495 G        | 2055-10-01      | 4.6600%  | 0.0000% | $6335770.00        | $6389165.30        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5657 | 2030-11-01      | 4.0500%  | 0.0000% | $3900000.00        | $3905518.50        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4869 | 2030-09-01      | 4.2900%  | 0.0000% | $10092000.00       | $10220218.86       | Agency Mortgage-Backed Securities |
| FMAR 1Q0379 G        | 2037-11-01      | 6.5130%  | 0.0000% | $1385000.00        | $2691.68           | Agency Mortgage-Backed Securities |
| FMAR 1J1732 G        | 2037-06-01      | 6.6280%  | 0.0000% | $5190000.00        | $32340.31          | Agency Mortgage-Backed Securities |
| FMAR 782836 G        | 2034-11-01      | 5.9880%  | 0.0000% | $2700000.00        | $14811.36          | Agency Mortgage-Backed Securities |
| FMAR 840955 G        | 2049-04-01      | 5.2820%  | 0.0000% | $5500000.00        | $560228.04         | Agency Mortgage-Backed Securities |
| FMAR 1B2321 G        | 2035-09-01      | 6.5160%  | 0.0000% | $4475000.00        | $185683.15         | Agency Mortgage-Backed Securities |
| FMAR 1G1471 G        | 2037-01-01      | 6.4050%  | 0.0000% | $500000.00         | $2574.28           | Agency Mortgage-Backed Securities |
| FMAR 1B1980 G        | 2034-04-01      | 6.5250%  | 0.0000% | $95000.00          | $680.22            | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5129 | 2030-11-01      | 3.8700%  | 0.0000% | $5540000.00        | $5510338.84        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5316 | 2030-10-01      | 4.3300%  | 0.0000% | $6949000.00        | $7051500.06        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5615 | 2030-11-01      | 4.2400%  | 0.0000% | $9000000.00        | $9099660.00        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5650 | 2030-11-01      | 4.3450%  | 0.0000% | $2462000.00        | $2495536.95        | Agency Mortgage-Backed Securities |
| FMAR 8B0490 G        | 2055-10-01      | 4.9500%  | 0.0000% | $1445062.00        | $1467574.14        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5335 | 2030-10-01      | 4.1300%  | 0.0000% | $9752000.00        | $9813268.57        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BZ5503 | 2031-06-01      | 4.6100%  | 0.0000% | $571000.00         | $582511.16         | Agency Mortgage-Backed Securities |
| FMAR 1G2603 G        | 2036-10-01      | 6.3580%  | 0.0000% | $2475000.00        | $5782.94           | Agency Mortgage-Backed Securities |
| FMAR 8C1053 G        | 2055-06-01      | 5.7390%  | 0.0000% | $6974865.00        | $5547942.20        | Agency Mortgage-Backed Securities |
| FMAR 8C1278 G        | 2056-01-01      | 4.9450%  | 0.0000% | $47341577.00       | $47986598.08       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBS9867 | 2030-11-01      | 5.3000%  | 0.0000% | $10800000.00       | $11369199.60       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BS7010 | 2029-09-01      | 4.8100%  | 0.0000% | $910000.00         | $935769.68         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ1178 | 2031-06-01      | 5.8100%  | 0.0000% | $4300000.00        | $4491916.17        | Agency Mortgage-Backed Securities |
| FMAR 1B4406 G        | 2039-08-01      | 6.6540%  | 0.0000% | $1045000.00        | $9537.64           | Agency Mortgage-Backed Securities |
| FMAR 841022 G        | 2049-05-01      | 6.5050%  | 0.0000% | $15800000.00       | $950970.27         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4648 | 2030-08-01      | 4.3600%  | 0.0000% | $25000.00          | $25374.28          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ0571 | 2034-02-01      | 5.3000%  | 0.0000% | $846000.00         | $877044.04         | Agency Mortgage-Backed Securities |
| FMAR 8C6069 G        | 2055-12-01      | 4.2810%  | 0.0000% | $95480266.00       | $94687324.58       | Agency Mortgage-Backed Securities |
| FMAR 782758 G        | 2036-11-01      | 6.1970%  | 0.0000% | $6250000.00        | $31217.89          | Agency Mortgage-Backed Securities |
| FMAR 2B0973 G        | 2042-11-01      | 6.1450%  | 0.0000% | $925000.00         | $11502.95          | Agency Mortgage-Backed Securities |
| FMAR 841598 G        | 2051-11-01      | 1.9450%  | 0.0000% | $3045000.00        | $2281095.03        | Agency Mortgage-Backed Securities |
| FMAR 842063 G        | 2055-11-01      | 4.2430%  | 0.0000% | $21200407.00       | $20969163.59       | Agency Mortgage-Backed Securities |
| FMAR 841879 G        | 2054-09-01      | 6.1210%  | 0.0000% | $11095295.00       | $8063252.17        | Agency Mortgage-Backed Securities |
| FMAR 847376 G        | 2034-12-01      | 6.4280%  | 0.0000% | $513000.00         | $788.87            | Agency Mortgage-Backed Securities |
| FMAR 1J0358 G        | 2037-04-01      | 6.9250%  | 0.0000% | $1850000.00        | $5358.52           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBS9607 | 2030-09-01      | 5.0600%  | 0.0000% | $90000.00          | $93806.52          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBS8229 | 2030-06-01      | 4.5000%  | 0.0000% | $100000.00         | $102046.00         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBS7391 | 2030-01-01      | 4.7300%  | 0.0000% | $57000.00          | $58681.03          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4924 | 2032-09-01      | 4.5600%  | 0.0000% | $11632000.00       | $11833198.70       | Agency Mortgage-Backed Securities |

### Security 272: RBC DOMINION SECURITIES INC

- **C.1 - Title:** RBC DOMINION SECURITIES INC 3.780000%
- **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: ARP1DPU17, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1DPU17
- **C.18 - Value (incl. sponsor support):** $971000000.00
- **C.18.a - Value (excl. sponsor support):** $971000000.00
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-01-05
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $21854300.00       | $16608546.81       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-10-31      | 3.6250%  | 0.0000% | $100.00            | $100.39            | U.S. Treasuries (including strips)        |
| Freddie Mac            | 2052-07-25      | 4.5742%  | 0.0000% | $99606100.00       | $64389769.26       | Agency Collateralized Mortgage Obligation |
| FEPC 02.500 CLSD0578   | 2051-03-01      | 2.5000%  | 0.0000% | $1000.00           | $555.06            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $11532000.00       | $9708835.02        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $1161900.00        | $1175350.05        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | 0.0000% | $1200.00           | $1111.51           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $17509000.00       | $15382056.98       | U.S. Treasuries (including strips)        |
| FNMS 05.500 CLMA4807   | 2052-11-01      | 5.5000%  | 0.0000% | $142609683.00      | $107433655.98      | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFA2634   | 2051-08-01      | 4.0000%  | 0.0000% | $34500000.00       | $32685448.01       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0049   | 2055-09-01      | 5.5000%  | 0.0000% | $43040600.00       | $42511680.97       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $1637800.00        | $1667235.36        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $77228000.00       | $79312061.23       | U.S. Treasuries (including strips)        |
| FNMS 02.000 CLMA4119   | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $483.21            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5327   | 2054-04-01      | 5.0000%  | 0.0000% | $30000000.00       | $26488134.10       | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2050-03-25      | 4.4742%  | 0.0000% | $194221824.00      | $99830003.04       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2052-06-25      | 4.4742%  | 0.0000% | $11858.00          | $6470.19           | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2026-02-28      | 0.5000%  | 0.0000% | $65700.00          | $65462.50          | U.S. Treasuries (including strips)        |
| GNII SP 785535 C       | 2051-06-20      | 3.0000%  | 0.0000% | $40187200.00       | $22940712.67       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0889   | 2055-04-01      | 6.0000%  | 0.0000% | $32848348.00       | $32187633.61       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $1000.00           | $1004.10           | U.S. Treasuries (including strips)        |
| FNMS 01.500 CIFA2413   | 2036-04-01      | 1.5000%  | 0.0000% | $71981900.00       | $61835813.87       | Agency Mortgage-Backed Securities         |
| GNII SF MA8269 M       | 2052-09-20      | 5.0000%  | 0.0000% | $19711060.00       | $14578323.20       | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2052-07-25      | 4.4742%  | 0.0000% | $99991400.00       | $56506032.93       | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLTA1970   | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $1004.64           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5445   | 2054-08-01      | 6.0000%  | 0.0000% | $34457797.00       | $25918480.09       | Agency Mortgage-Backed Securities         |
| GNII SF MA6711 M       | 2050-06-20      | 3.5000%  | 0.0000% | $49966324.00       | $11195629.11       | Agency Mortgage-Backed Securities         |
| GNII SP 785720 C       | 2051-10-20      | 3.0000%  | 0.0000% | $1120.00           | $803.72            | Agency Mortgage-Backed Securities         |
| GNII SF MB0686 M       | 2055-09-20      | 5.5000%  | 0.0000% | $14224575.00       | $14376768.32       | Agency Mortgage-Backed Securities         |
| GNMI SP 783641 X       | 2042-06-15      | 4.0000%  | 0.0000% | $1012.00           | $42.92             | Agency Mortgage-Backed Securities         |
| GNII SF DO4577 C       | 2055-11-20      | 6.5000%  | 0.0000% | $1996779.00        | $2131224.76        | Agency Mortgage-Backed Securities         |
| GNII SF MB0024 M       | 2054-11-20      | 4.5000%  | 0.0000% | $27319616.00       | $25408877.13       | Agency Mortgage-Backed Securities         |
| GNII SF MB0026 M       | 2054-11-20      | 5.5000%  | 0.0000% | $29999900.00       | $26829173.27       | Agency Mortgage-Backed Securities         |
| GNII SP 784131 M       | 2046-02-20      | 3.5000%  | 0.0000% | $333575163.00      | $32462929.21       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ1504   | 2055-08-01      | 6.5000%  | 0.0000% | $1854188.00        | $1631949.72        | Agency Mortgage-Backed Securities         |
| GNII SP 783656 M       | 2042-05-20      | 4.0000%  | 0.0000% | $10506055.00       | $592856.94         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0771   | 2054-03-01      | 6.0000%  | 0.0000% | $18892238.00       | $16853415.84       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CISB8384   | 2040-05-01      | 5.0000%  | 0.0000% | $24999000.00       | $20552787.50       | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD5749   | 2046-08-01      | 3.5000%  | 0.0000% | $17234000.00       | $14130122.44       | Agency Mortgage-Backed Securities         |
| GNII SF MA9668 M       | 2054-05-20      | 5.5000%  | 0.0000% | $45600000.00       | $38218877.45       | Agency Mortgage-Backed Securities         |
| GNII SF MA9852 M       | 2054-08-20      | 6.0000%  | 0.0000% | $19234100.00       | $13013249.90       | Agency Mortgage-Backed Securities         |
| GNII SF MA7367 M       | 2051-05-20      | 2.5000%  | 0.0000% | $12107.00          | $6300.09           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5215   | 2053-12-01      | 5.5000%  | 0.0000% | $54500000.00       | $45395104.50       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS4693   | 2046-12-01      | 3.0000%  | 0.0000% | $1113.00           | $197.17            | Agency Mortgage-Backed Securities         |
| GNII SF MA8268 M       | 2052-09-20      | 4.5000%  | 0.0000% | $34999900.00       | $26243983.71       | Agency Mortgage-Backed Securities         |

### Security 273: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 3.760000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DS121, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP1DS121
- **C.18 - Value (incl. sponsor support):** $641000000.00
- **C.18.a - Value (excl. sponsor support):** $641000000.00
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-08-15      | 3.6250%  | 0.0000% | $16562000.00       | $16840336.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $41592100.00       | $42455678.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $100.00            | $80.74             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.1250%  | 0.0000% | $100.00            | $62.18             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 0.2500%  | 0.0000% | $200.00            | $146.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-09-30      | 3.8750%  | 0.0000% | $4910000.00        | $4955476.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-10-31      | 3.7500%  | 0.0000% | $300.00            | $299.36            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-15      | 1.7500%  | 0.0000% | $100.00            | $93.69             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $500.00            | $614.50            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 0.3750%  | 0.0000% | $108900.00         | $103344.44         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $5477200.00        | $5641293.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $100.00            | $101.09            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $963000.00         | $973650.69         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-07      | 0.0000%  | 0.0000% | $106354400.00      | $105058258.93      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | 0.0000% | $154600.00         | $119884.33         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $4000000.00        | $4135005.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-19      | 0.0000%  | 0.0000% | $80900.00          | $80300.13          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $500.00            | $542.16            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 6.1250%  | 0.0000% | $200.00            | $211.10            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 4.3750%  | 0.0000% | $40100800.00       | $40947137.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $10326900.00       | $10205802.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $2043500.00        | $1563069.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $36000000.00       | $36196025.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $17225000.00       | $17608824.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | 0.0000% | $50130200.00       | $51647487.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $2749400.00        | $2837451.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $27137000.00       | $27446880.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $17139800.00       | $17662810.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $19649600.00       | $20005787.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 4.5000%  | 0.0000% | $1231000.00        | $1247528.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 4.8750%  | 0.0000% | $950000.00         | $961683.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $19731600.00       | $19107147.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $100036000.00      | $98456393.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 2.0000%  | 0.0000% | $100.00            | $165.14            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | 0.0000% | $15000.00          | $12570.46          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $35000.00          | $35337.86          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $200.00            | $206.56            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $17906600.00       | $18431134.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $7480400.00        | $7678277.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 1.0000%  | 0.0000% | $31600.00          | $33005.06          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 2.0000%  | 0.0000% | $100.00            | $98.93             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $53147400.00       | $52863672.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | 0.0000% | $100.00            | $98.91             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $100.00            | $112.84            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $50000000.00       | $47768567.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | 0.0000% | $569000.00         | $576341.32         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $158200.00         | $160998.97         | U.S. Treasuries (including strips) |

### Security 274: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** GOLDMAN SACHS & CO LLC 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DS2X2, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP1DS2X2
- **C.18 - Value (incl. sponsor support):** $676000000.00
- **C.18.a - Value (excl. sponsor support):** $676000000.00
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | 0.0000% | $9000000.00        | $9129635.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.6250%  | 0.0000% | $3300.00           | $3291.49           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $499241500.00      | $249999799.11      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $21666000.00       | $21702010.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $33430000.00       | $23725271.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $188705400.00      | $194852053.82      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 3.8750%  | 0.0000% | $188240600.00      | $190107946.75      | U.S. Treasuries (including strips) |

### Security 275: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1DSVH5, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1DSVH5
- **C.18 - Value (incl. sponsor support):** $832000000.00
- **C.18.a - Value (excl. sponsor support):** $832000000.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-05
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **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 05.500 CLFA2327 | 2055-04-01      | 5.5000%  | 0.0000% | $4028.00           | $4005.22           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIFA2748 | 2039-07-01      | 5.5000%  | 0.0000% | $10660418.00       | $10104284.28       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDD0608 | 2040-07-01      | 5.5000%  | 0.0000% | $9447498.00        | $8034662.47        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS7130 | 2054-01-01      | 5.0000%  | 0.0000% | $815000.00         | $712348.08         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8151 | 2054-06-01      | 6.0000%  | 0.0000% | $31700000.00       | $28507269.26       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5066 | 2053-06-01      | 6.0000%  | 0.0000% | $29946950.00       | $21315735.65       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD5884 | 2055-03-01      | 6.0000%  | 0.0000% | $1064276.00        | $1102834.48        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6962 | 2050-09-01      | 2.5000%  | 0.0000% | $2920000.00        | $1442597.02        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA4435 | 2049-10-01      | 4.5000%  | 0.0000% | $6000.00           | $820.75            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CQBM7878 | 2047-02-01      | 3.0000%  | 0.0000% | $3231055.00        | $2922565.17        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR8501 | 2051-04-01      | 2.5000%  | 0.0000% | $1014326.00        | $690738.52         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS4349 | 2050-01-01      | 3.5000%  | 0.0000% | $59000.00          | $40179.61          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF4855 | 2055-11-01      | 6.0000%  | 0.0000% | $1301558.00        | $1347415.65        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA5960 | 2045-12-01      | 4.0000%  | 0.0000% | $263100.00         | $253726.27         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL787217 | 2034-06-01      | 5.5000%  | 0.0000% | $3929620.00        | $14919.54          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5416 | 2053-07-01      | 6.0000%  | 0.0000% | $96414879.00       | $69328890.94       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAH9084 | 2041-04-01      | 4.5000%  | 0.0000% | $1900000.00        | $182449.76         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM0008 | 2049-08-01      | 3.5000%  | 0.0000% | $329490.00         | $47129.13          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA2440 | 2054-12-01      | 6.0000%  | 0.0000% | $40368051.00       | $37158568.79       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTMA4204 | 2040-12-01      | 2.0000%  | 0.0000% | $9000.00           | $4551.03           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0822 | 2055-02-01      | 6.0000%  | 0.0000% | $16871637.00       | $15680840.56       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA1024 | 2051-05-01      | 2.5000%  | 0.0000% | $8000.00           | $6462.14           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8693 | 2054-06-01      | 5.5000%  | 0.0000% | $1250000.00        | $1037449.35        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF5031 | 2055-11-01      | 6.0000%  | 0.0000% | $1538686.00        | $1587484.19        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3582 | 2052-05-01      | 3.0000%  | 0.0000% | $10000.00          | $7034.11           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5531 | 2054-11-01      | 5.5000%  | 0.0000% | $1597107.00        | $1409378.13        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDA5305 | 2053-12-01      | 7.5000%  | 0.0000% | $1445720.00        | $919628.78         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS5387 | 2052-05-01      | 2.5000%  | 0.0000% | $104250.00         | $78054.43          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIMA5845 | 2040-08-01      | 6.5000%  | 0.0000% | $518412.00         | $493121.75         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ6089 | 2048-02-01      | 4.0000%  | 0.0000% | $1047551.00        | $160464.82         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBU4909 | 2054-09-01      | 5.5000%  | 0.0000% | $25466376.00       | $24759599.08       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDD4561 | 2055-04-01      | 7.0000%  | 0.0000% | $5225459.00        | $5591163.54        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM7686 | 2051-06-01      | 3.0000%  | 0.0000% | $512000.00         | $285508.76         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBV2963 | 2052-03-01      | 2.5000%  | 0.0000% | $954799.00         | $750353.65         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICB1980 | 2036-10-01      | 2.0000%  | 0.0000% | $3589222.00        | $2240094.93        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA6738 | 2050-08-01      | 3.0000%  | 0.0000% | $6000.00           | $2265.11           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE7416 | 2055-08-01      | 6.5000%  | 0.0000% | $15874981.00       | $16489209.93       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE1534 | 2055-05-01      | 5.5000%  | 0.0000% | $1650137.00        | $1673206.83        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA8970 | 2051-02-01      | 3.0000%  | 0.0000% | $82235083.00       | $45449915.37       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE2212 | 2055-07-01      | 5.5000%  | 0.0000% | $537668.00         | $491587.63         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB1559 | 2051-09-01      | 3.0000%  | 0.0000% | $4515000.00        | $2904291.30        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICB2966 | 2037-03-01      | 2.0000%  | 0.0000% | $782805.00         | $465623.28         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB0848 | 2051-06-01      | 3.0000%  | 0.0000% | $1029000.00        | $621139.97         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFS8472 | 2030-03-01      | 3.0000%  | 0.0000% | $1182726.00        | $667485.09         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA0023 | 2029-04-01      | 5.0000%  | 0.0000% | $460332.00         | $1393.38           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCC0298 | 2055-04-01      | 7.0000%  | 0.0000% | $37186995.00       | $33627853.64       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA3312 | 2033-03-01      | 3.0000%  | 0.0000% | $592000.00         | $66637.54          | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDD8696 | 2055-09-01      | 7.5000%  | 0.0000% | $811414.00         | $612571.78         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ2600 | 2050-10-01      | 2.0000%  | 0.0000% | $185000.00         | $98208.98          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD8062 | 2055-05-01      | 6.0000%  | 0.0000% | $2339271.00        | $2199386.12        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS7252 | 2053-11-01      | 5.0000%  | 0.0000% | $1070000.00        | $928199.98         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CQMA2878 | 2047-01-01      | 3.5000%  | 0.0000% | $250400.00         | $79843.18          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3960 | 2050-03-01      | 3.0000%  | 0.0000% | $14000.00          | $2535.93           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CNMA2965 | 2027-04-01      | 2.5000%  | 0.0000% | $1175000.00        | $34232.96          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS9143 | 2052-01-01      | 2.5000%  | 0.0000% | $37000.00          | $27908.72          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3968 | 2054-08-01      | 5.5000%  | 0.0000% | $11259536.00       | $11624078.49       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBK0983 | 2048-02-01      | 5.0000%  | 0.0000% | $6000.00           | $916.37            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5906 | 2055-12-01      | 3.5000%  | 0.0000% | $6844710.00        | $6347584.89        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA2016 | 2055-06-01      | 6.0000%  | 0.0000% | $7390109.00        | $7331633.68        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3305 | 2048-03-01      | 3.5000%  | 0.0000% | $1387000.00        | $181042.47         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4179 | 2035-11-01      | 2.0000%  | 0.0000% | $2450000.00        | $1016905.35        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5916 | 2040-12-01      | 5.0000%  | 0.0000% | $94000.00          | $94515.29          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3536 | 2048-12-01      | 4.0000%  | 0.0000% | $1550000.00        | $117584.85         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4281 | 2051-03-01      | 2.0000%  | 0.0000% | $24577425.00       | $13843594.56       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5110 | 2038-08-01      | 5.0000%  | 0.0000% | $78000.00          | $48176.67          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC1662 | 2055-12-01      | 4.5000%  | 0.0000% | $12332679.00       | $12147911.37       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF1163 | 2055-09-01      | 5.5000%  | 0.0000% | $2478574.00        | $2497613.37        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3996 | 2052-06-01      | 3.0000%  | 0.0000% | $117077.00         | $84051.32          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTFS6945 | 2042-04-01      | 2.5000%  | 0.0000% | $1873000.00        | $1414359.28        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS7063 | 2053-10-01      | 3.0000%  | 0.0000% | $1000.00           | $792.91            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6927 | 2053-08-01      | 6.0000%  | 0.0000% | $16013000.00       | $12195002.40       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIDE0635 | 2040-05-01      | 6.5000%  | 0.0000% | $1199555.00        | $1206567.03        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLMA4236 | 2051-01-01      | 1.5000%  | 0.0000% | $205000.00         | $115244.69         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTMA4606 | 2042-05-01      | 2.0000%  | 0.0000% | $3033646.00        | $2024204.14        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF6049 | 2055-12-01      | 6.0000%  | 0.0000% | $2345534.00        | $2448216.79        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM4779 | 2048-06-01      | 4.0000%  | 0.0000% | $282338.00         | $76436.21          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBT7848 | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $766.67            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBV6044 | 2055-09-01      | 3.5000%  | 0.0000% | $433170.00         | $400510.82         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBM5537 | 2049-01-01      | 5.0000%  | 0.0000% | $300000.00         | $50481.89          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC1245 | 2055-10-01      | 6.0000%  | 0.0000% | $82313096.00       | $82989642.22       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM7936 | 2036-07-01      | 2.0000%  | 0.0000% | $56947.00          | $32836.39          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS4919 | 2053-05-01      | 2.5000%  | 0.0000% | $240600.00         | $175255.47         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFS1615 | 2037-04-01      | 3.0000%  | 0.0000% | $272627.00         | $169020.85         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4435 | 2051-09-01      | 4.0000%  | 0.0000% | $16000.00          | $7625.62           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3792 | 2055-07-01      | 6.0000%  | 0.0000% | $30890932.00       | $32407978.08       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF0921 | 2055-12-01      | 5.5000%  | 0.0000% | $6155780.00        | $6286604.69        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF0019 | 2055-10-01      | 5.5000%  | 0.0000% | $5098525.00        | $5205312.16        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1784 | 2051-10-01      | 2.5000%  | 0.0000% | $75000.00          | $48502.48          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF8698 | 2055-12-01      | 5.0000%  | 0.0000% | $1530900.00        | $1538570.83        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM4793 | 2050-11-01      | 2.0000%  | 0.0000% | $82314852.00       | $39944390.67       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBP4751 | 2050-05-01      | 3.0000%  | 0.0000% | $7062791.00        | $2670172.49        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAD5525 | 2040-06-01      | 5.0000%  | 0.0000% | $680000.00         | $34497.74          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIMA5803 | 2040-08-01      | 6.5000%  | 0.0000% | $182841.00         | $163059.70         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA3615 | 2052-09-01      | 3.5000%  | 0.0000% | $1110092.00        | $1029195.52        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS2768 | 2052-01-01      | 2.0000%  | 0.0000% | $40000.00          | $26044.97          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC3453 | 2054-09-01      | 6.0000%  | 0.0000% | $332000.00         | $283848.08         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE1467 | 2055-06-01      | 6.0000%  | 0.0000% | $3052695.00        | $3191532.51        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0369 | 2052-01-01      | 2.5000%  | 0.0000% | $946618.00         | $657702.05         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7105 | 2049-08-01      | 3.5000%  | 0.0000% | $734000.00         | $287204.57         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1838 | 2051-12-01      | 3.0000%  | 0.0000% | $2488000.00        | $1579285.17        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN0750 | 2048-10-01      | 5.0000%  | 0.0000% | $455000.00         | $12532.30          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF2523 | 2055-11-01      | 6.0000%  | 0.0000% | $1159265.00        | $1210566.37        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF7414 | 2055-12-01      | 5.5000%  | 0.0000% | $4361372.00        | $4467167.25        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTFA0125 | 2041-10-01      | 2.0000%  | 0.0000% | $63000000.00       | $50461705.74       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIFA0744 | 2040-02-01      | 5.0000%  | 0.0000% | $58914.00          | $48259.15          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM1568 | 2046-05-01      | 4.5000%  | 0.0000% | $35000.00          | $9823.63           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9503 | 2054-10-01      | 5.5000%  | 0.0000% | $219000.00         | $189658.71         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS8559 | 2052-11-01      | 5.5000%  | 0.0000% | $1120000.00        | $937414.95         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS2950 | 2037-04-01      | 2.5000%  | 0.0000% | $103000.00         | $62979.60          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTFM1196 | 2029-09-01      | 6.0000%  | 0.0000% | $4524541.00        | $160200.56         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA9220 | 2051-02-01      | 2.0000%  | 0.0000% | $3900000.00        | $2247551.02        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM5893 | 2050-08-01      | 5.0000%  | 0.0000% | $98000.00          | $35543.20          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFM4818 | 2049-05-01      | 5.5000%  | 0.0000% | $320000.00         | $74842.56          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS4755 | 2037-06-01      | 2.5000%  | 0.0000% | $1434442.00        | $986300.65         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA5122 | 2050-02-01      | 3.0000%  | 0.0000% | $495000.00         | $169167.31         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTFS6977 | 2042-08-01      | 3.0000%  | 0.0000% | $500000.00         | $366718.50         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA5890 | 2045-11-01      | 5.0000%  | 0.0000% | $73000000.00       | $72558750.59       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFS7326 | 2038-11-01      | 3.0000%  | 0.0000% | $1000.00           | $743.36            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CRBM7344 | 2044-12-01      | 4.5000%  | 0.0000% | $2257924.00        | $1950209.90        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB3864 | 2052-06-01      | 4.5000%  | 0.0000% | $921000.00         | $660190.38         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB6901 | 2054-07-01      | 6.0000%  | 0.0000% | $511878.00         | $391237.07         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR9324 | 2051-05-01      | 2.5000%  | 0.0000% | $211387.00         | $142036.63         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA3924 | 2055-03-01      | 6.5000%  | 0.0000% | $61104408.00       | $64988244.93       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS5133 | 2051-09-01      | 3.0000%  | 0.0000% | $7037639.00        | $5385740.90        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL735402 | 2035-04-01      | 5.0000%  | 0.0000% | $270000.00         | $2610.50           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE9500 | 2055-09-01      | 5.0000%  | 0.0000% | $3913109.00        | $3923715.68        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CICB6378 | 2038-05-01      | 5.0000%  | 0.0000% | $2615394.00        | $1631134.18        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CTMA5505 | 2044-09-01      | 6.5000%  | 0.0000% | $237500.00         | $85963.07          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIFS3849 | 2027-03-01      | 5.0000%  | 0.0000% | $971822.00         | $2898.83           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS5059 | 2048-11-01      | 3.5000%  | 0.0000% | $170000.00         | $128073.40         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS6598 | 2052-08-01      | 3.5000%  | 0.0000% | $12434103.00       | $9872025.52        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLMA4561 | 2052-03-01      | 1.5000%  | 0.0000% | $780067.00         | $493703.46         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA4833 | 2037-12-01      | 4.0000%  | 0.0000% | $225157.00         | $128682.26         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4326 | 2051-05-01      | 2.5000%  | 0.0000% | $10000.00          | $5528.71           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5352 | 2054-05-01      | 5.0000%  | 0.0000% | $2312000.00        | $2046038.21        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5135 | 2053-09-01      | 4.0000%  | 0.0000% | $1000.00           | $836.16            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM6237 | 2049-04-01      | 3.5000%  | 0.0000% | $909000.00         | $418000.56         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM3762 | 2035-08-01      | 3.0000%  | 0.0000% | $39000.00          | $9663.08           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT7075 | 2051-08-01      | 2.5000%  | 0.0000% | $354537.00         | $218602.64         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM8617 | 2051-09-01      | 2.0000%  | 0.0000% | $70000.00          | $40624.97          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBV9862 | 2037-05-01      | 3.0000%  | 0.0000% | $65102.00          | $36432.05          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA3934 | 2040-02-01      | 3.0000%  | 0.0000% | $4000.00           | $731.47            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLMA5274 | 2054-02-01      | 7.0000%  | 0.0000% | $165000.00         | $70265.31          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4307 | 2051-04-01      | 3.0000%  | 0.0000% | $24000.00          | $11002.72          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS1746 | 2052-04-01      | 2.5000%  | 0.0000% | $487174.00         | $347380.72         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2419 | 2048-10-01      | 4.5000%  | 0.0000% | $9967680.00        | $606341.33         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY5272 | 2053-06-01      | 6.0000%  | 0.0000% | $749524.00         | $448842.87         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAO7562 | 2042-10-01      | 3.0000%  | 0.0000% | $34000.00          | $2481.23           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL878521 | 2036-02-01      | 6.5000%  | 0.0000% | $5200000.00        | $3410.46           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICA2738 | 2033-11-01      | 3.5000%  | 0.0000% | $15000000.00       | $1799205.42        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA0544 | 2047-10-01      | 4.0000%  | 0.0000% | $109247138.00      | $22748796.11       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4329 | 2036-05-01      | 2.0000%  | 0.0000% | $2180000.00        | $1108781.12        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5575 | 2039-11-01      | 3.5000%  | 0.0000% | $15114574.00       | $12908342.51       | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 3.790000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DSWR2, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1DSWR2
- **C.18 - Value (incl. sponsor support):** $581000000.00
- **C.18.a - Value (excl. sponsor support):** $581000000.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-05
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **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 | 2030-08-31      | 4.1250%  | 0.0000% | $5721000.00        | $5912950.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 3.7500%  | 0.0000% | $100001000.00      | $100758275.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $84012000.00       | $87445533.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.8750%  | 0.0000% | $65393100.00       | $66682256.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $106293900.00      | $100658622.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $6210100.00        | $6115764.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 1.1250%  | 0.0000% | $1687600.00        | $1612043.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $1382100.00        | $1390955.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $7742600.00        | $7668856.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | 0.0000% | $9375500.00        | $9664096.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $99036800.00       | $100979956.73      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 0.7500%  | 0.0000% | $104700900.00      | $104167512.20      | U.S. Treasuries (including strips) |

### Security 277: BANCO BILBAO VIZCAYA ARGENTARIA SA

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DT4M2, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71, C.5 - Other ID: ARP1DT4M2
- **C.18 - Value (incl. sponsor support):** $64000000.00
- **C.18.a - Value (excl. sponsor support):** $64000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-05
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **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 | 2042-02-15      | 2.3750%  | 0.0000% | $200.00            | $149.73            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $100.00            | $101.23            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $476300.00         | $495907.95         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $200.00            | $141.82            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $100.00            | $53.08             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 0.8750%  | 0.0000% | $4999900.00        | $4901427.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $59235000.00       | $59882219.19       | U.S. Treasuries (including strips) |

### Security 278: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 3.730000%
- **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: ARP1DTXZ1, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1DTXZ1
- **C.18 - Value (incl. sponsor support):** $969000000.00
- **C.18.a - Value (excl. sponsor support):** $969000000.00
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-01-05
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| MNAR XX.XXX HXBZ3813 | 2030-05-01      | 5.1500%  | 0.0000% | $267000.00         | $278396.81         | Agency Mortgage-Backed Securities |
| FKAR 05.030 WSWS3002 | 2038-05-01      | 5.0300%  | 0.0000% | $520000.00         | $524839.39         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBS9377 | 2028-09-01      | 4.6400%  | 0.0000% | $229304.00         | $234379.57         | Agency Mortgage-Backed Securities |
| FKAR 03.650 WAWA4832 | 2043-11-01      | 3.6500%  | 0.0000% | $10493108.00       | $8720170.57        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS8096 | 2033-04-01      | 4.7000%  | 0.0000% | $943000.00         | $960414.07         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5729 | 2030-11-01      | 4.3700%  | 0.0000% | $6442000.00        | $6534691.79        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BZ5913 | 2031-01-01      | 4.6400%  | 0.0000% | $5787000.00        | $5911945.19        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5456 | 2030-11-01      | 4.1600%  | 0.0000% | $7507000.00        | $7548000.73        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBS9518 | 2030-09-01      | 5.5900%  | 0.0000% | $2423000.00        | $2575012.56        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS3801 | 2031-12-01      | 1.9000%  | 0.0000% | $100000.00         | $88311.23          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ2744 | 2030-01-01      | 4.3000%  | 0.0000% | $70000.00          | $71042.32          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ2295 | 2034-10-01      | 4.3500%  | 0.0000% | $13000000.00       | $12973545.00       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5574 | 2030-12-01      | 3.8300%  | 0.0000% | $35547000.00       | $35255218.39       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5639 | 2030-11-01      | 4.4500%  | 0.0000% | $7345000.00        | $7477014.13        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5171 | 2030-12-01      | 4.0700%  | 0.0000% | $9925000.00        | $9950821.54        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ3304 | 2030-03-01      | 4.5500%  | 0.0000% | $150000.00         | $153278.65         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5568 | 2030-11-01      | 4.3400%  | 0.0000% | $7807000.00        | $7915296.10        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5869 | 2030-12-01      | 3.9200%  | 0.0000% | $43347000.00       | $43125178.97       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5460 | 2030-11-01      | 4.5800%  | 0.0000% | $5975000.00        | $6116940.11        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5761 | 2030-12-01      | 3.9300%  | 0.0000% | $18622000.00       | $18535370.46       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4920 | 2032-09-01      | 4.7000%  | 0.0000% | $7951000.00        | $8122063.12        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ1029 | 2029-06-01      | 4.9300%  | 0.0000% | $5000000.00        | $5170076.67        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5266 | 2032-10-01      | 4.6400%  | 0.0000% | $6007000.00        | $6112835.33        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5518 | 2030-11-01      | 4.0700%  | 0.0000% | $7247000.00        | $7256512.90        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5489 | 2030-12-01      | 3.8500%  | 0.0000% | $55650000.00       | $55308438.83       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ3608 | 2030-04-01      | 4.6600%  | 0.0000% | $31000.00          | $31731.24          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4486 | 2032-09-01      | 4.4700%  | 0.0000% | $800000.00         | $808621.60         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBS1688 | 2028-04-01      | 1.4900%  | 0.0000% | $4000000.00        | $3687113.19        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ6033 | 2031-01-01      | 3.8400%  | 0.0000% | $40846000.00       | $40576293.86       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5605 | 2030-12-01      | 3.7600%  | 0.0000% | $39013284.00       | $38610250.75       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5864 | 2030-12-01      | 4.1900%  | 0.0000% | $7294000.00        | $7329453.71        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ0305 | 2029-02-01      | 4.7900%  | 0.0000% | $30000.00          | $30973.64          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBS9584 | 2028-09-01      | 4.8150%  | 0.0000% | $30000.00          | $30838.58          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BZ3394 | 2030-03-01      | 4.9000%  | 0.0000% | $460000.00         | $475705.93         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BZ2331 | 2030-08-01      | 4.8600%  | 0.0000% | $1400000.00        | $1445752.00        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5109 | 2030-10-01      | 4.1850%  | 0.0000% | $7765000.00        | $7832792.33        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BL6319 | 2028-05-01      | 2.2900%  | 0.0000% | $200000.00         | $174896.38         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4198 | 2032-06-01      | 4.6900%  | 0.0000% | $20000000.00       | $20497506.66       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BZ4075 | 2030-12-01      | 5.2400%  | 0.0000% | $490000.00         | $510301.24         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4283 | 2032-07-01      | 4.6100%  | 0.0000% | $4601000.00        | $4691877.42        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4340 | 2030-11-01      | 4.6100%  | 0.0000% | $18050000.00       | $18494608.02       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBL4960 | 2032-01-01      | 2.7100%  | 0.0000% | $20273400.00       | $18768674.46       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBS9403 | 2028-09-01      | 4.8800%  | 0.0000% | $1101186.00        | $1132440.60        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5095 | 2030-10-01      | 4.3000%  | 0.0000% | $942000.00         | $953097.07         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4305 | 2032-07-01      | 4.4800%  | 0.0000% | $9200000.00        | $9278450.13        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BZ5337 | 2030-10-01      | 4.5000%  | 0.0000% | $5104000.00        | $5194581.07        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5870 | 2031-01-01      | 4.1900%  | 0.0000% | $9800000.00        | $9861501.54        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5252 | 2030-10-01      | 4.4500%  | 0.0000% | $6760000.00        | $6889936.21        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5039 | 2030-09-01      | 4.4300%  | 0.0000% | $7250000.00        | $7386594.84        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5505 | 2030-11-01      | 4.6700%  | 0.0000% | $2198000.00        | $2258246.45        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4863 | 2030-09-01      | 4.2950%  | 0.0000% | $7889000.00        | $7990982.42        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4565 | 2030-08-01      | 4.5300%  | 0.0000% | $170000.00         | $173500.30         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BZ5156 | 2030-04-01      | 4.1600%  | 0.0000% | $1338000.00        | $1344040.27        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5247 | 2030-10-01      | 4.4500%  | 0.0000% | $3045000.00        | $3100971.16        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BZ5992 | 2031-01-01      | 4.1100%  | 0.0000% | $6350000.00        | $6354318.00        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5154 | 2030-10-01      | 4.2950%  | 0.0000% | $3770000.00        | $3813393.33        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4980 | 2030-09-01      | 4.0800%  | 0.0000% | $26068000.00       | $26159498.68       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5801 | 2030-12-01      | 4.1150%  | 0.0000% | $6294000.00        | $6315004.13        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5196 | 2030-10-01      | 4.3850%  | 0.0000% | $8500000.00        | $8631674.92        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5417 | 2030-11-01      | 4.5000%  | 0.0000% | $3222000.00        | $3294108.36        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BS9899 | 2031-01-01      | 5.8700%  | 0.0000% | $920000.00         | $986347.33         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBS6963 | 2029-10-01      | 4.5600%  | 0.0000% | $25000.00          | $24811.38          | Agency Mortgage-Backed Securities |
| FKAR 04.000 WNWN5340 | 2030-09-01      | 4.0000%  | 0.0000% | $1460000.00        | $1454896.33        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ2727 | 2030-01-01      | 4.3600%  | 0.0000% | $330000.00         | $335670.50         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5751 | 2030-12-01      | 4.3800%  | 0.0000% | $7573000.00        | $7688102.03        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BZ4120 | 2030-07-01      | 4.9900%  | 0.0000% | $490000.00         | $505409.31         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5826 | 2030-12-01      | 4.0800%  | 0.0000% | $13728000.00       | $13743375.36       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4153 | 2030-06-01      | 4.8000%  | 0.0000% | $7425000.00        | $7666980.75        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5341 | 2030-10-01      | 4.6900%  | 0.0000% | $1260000.00        | $1290839.87        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBL3537 | 2026-08-01      | 2.6050%  | 0.0000% | $1400000.00        | $1389614.57        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4889 | 2030-09-01      | 4.1800%  | 0.0000% | $555000.00         | $558907.94         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BZ4727 | 2030-06-01      | 5.1500%  | 0.0000% | $900000.00         | $940519.50         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ2785 | 2030-01-01      | 4.2550%  | 0.0000% | $60000.00          | $60789.95          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ3242 | 2035-03-01      | 5.2600%  | 0.0000% | $7605000.00        | $8017649.83        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5911 | 2030-12-01      | 4.4300%  | 0.0000% | $3100000.00        | $3154899.97        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5793 | 2030-12-01      | 3.8500%  | 0.0000% | $15400000.00       | $15274110.13       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5832 | 2030-12-01      | 4.3300%  | 0.0000% | $6090000.00        | $6170207.33        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5520 | 2030-12-01      | 4.0550%  | 0.0000% | $249709047.00      | $249999999.74      | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5469 | 2030-11-01      | 4.2900%  | 0.0000% | $7441000.00        | $7536944.25        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ3867 | 2030-07-01      | 4.6800%  | 0.0000% | $6796000.00        | $6905762.20        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5138 | 2030-10-01      | 4.2300%  | 0.0000% | $12434000.00       | $12567454.12       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5201 | 2030-10-01      | 4.3700%  | 0.0000% | $7500000.00        | $7611215.00        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5820 | 2030-12-01      | 3.8900%  | 0.0000% | $63777000.00       | $63361535.38       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS8639 | 2033-06-01      | 4.5500%  | 0.0000% | $1000000.00        | $1014787.67        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS6767 | 2032-10-01      | 4.2700%  | 0.0000% | $400000.00         | $381615.24         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5066 | 2030-09-01      | 4.7800%  | 0.0000% | $4100000.00        | $4227769.67        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ1883 | 2034-09-01      | 4.2900%  | 0.0000% | $579000.00         | $574204.72         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4867 | 2030-09-01      | 4.2950%  | 0.0000% | $9825000.00        | $9956155.57        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4423 | 2030-07-01      | 4.8900%  | 0.0000% | $1185000.00        | $1228363.89        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4739 | 2030-08-01      | 4.6100%  | 0.0000% | $30000.00          | $30757.94          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX XXBM7579 | 2031-11-01      | 4.2016%  | 0.0000% | $12000000.00       | $12145412.00       | Agency Mortgage-Backed Securities |
| FKAR 01.250 WNWN2052 | 2027-03-01      | 1.2500%  | 0.0000% | $4000000.00        | $3619177.19        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4131 | 2030-06-01      | 4.4700%  | 0.0000% | $3400000.00        | $3464005.00        | Agency Mortgage-Backed Securities |
| FKAR 04.450 WNWN4129 | 2035-05-01      | 4.4500%  | 0.0000% | $1000000.00        | $992674.33         | Agency Mortgage-Backed Securities |
| FKAR 04.650 WSWS4019 | 2040-07-01      | 4.6500%  | 0.0000% | $918225.00         | $888551.73         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBS8427 | 2028-06-01      | 4.9200%  | 0.0000% | $700000.00         | $709772.00         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS7108 | 2032-12-01      | 4.8300%  | 0.0000% | $2000000.00        | $2015545.81        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS4030 | 2032-01-01      | 1.9600%  | 0.0000% | $400000.00         | $348725.21         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BZ2664 | 2031-10-01      | 5.4400%  | 0.0000% | $500000.00         | $524201.18         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4931 | 2030-10-01      | 4.3800%  | 0.0000% | $2106000.00        | $2138223.91        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBS9156 | 2030-08-01      | 4.4600%  | 0.0000% | $1000000.00        | $1020517.67        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ2700 | 2029-12-01      | 4.5200%  | 0.0000% | $300000.00         | $306706.40         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4469 | 2030-07-01      | 4.4600%  | 0.0000% | $1884000.00        | $1917074.88        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ2775 | 2030-01-01      | 4.3250%  | 0.0000% | $570000.00         | $577970.98         | Agency Mortgage-Backed Securities |
| FKAR 03.850 WEWE5057 | 2040-01-01      | 3.8500%  | 0.0000% | $12000000.00       | $11382220.00       | Agency Mortgage-Backed Securities |

### Security 279: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 3.730000%
- **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: ARP1DTY49, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: ARP1DTY49
- **C.18 - Value (incl. sponsor support):** $581000000.00
- **C.18.a - Value (excl. sponsor support):** $581000000.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRM 2025-199 LA | 2055-08-20      | 4.5000%  | 0.0000% | $43293000.00       | $43063071.45       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-209 TB | 2055-12-20      | 5.0000%  | 0.0000% | $10000000.00       | $10106376.66       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-132 PC | 2053-04-20      | 5.0000%  | 0.0000% | $5967000.00        | $5974661.71        | Agency Collateralized Mortgage Obligation |
| GNRM 2022-076 GA | 2052-03-20      | 4.0000%  | 0.0000% | $17317000.00       | $9716154.45        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-079 PB | 2053-07-20      | 4.5000%  | 0.0000% | $10000000.00       | $7255632.97        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-199 LW | 2055-08-20      | 4.5000%  | 0.0000% | $2137529.00        | $1950133.97        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-199 BA | 2052-08-20      | 3.5000%  | 0.0000% | $40608000.00       | $38206782.88       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-151 BE | 2051-07-20      | 4.5000%  | 0.0000% | $116462000.00      | $114889975.12      | Agency Collateralized Mortgage Obligation |
| GNRM 2025-199 HW | 2055-05-20      | 4.0000%  | 0.0000% | $650040.00         | $549952.91         | Agency Collateralized Mortgage Obligation |
| GNRM 2022-034 PE | 2052-02-20      | 2.5000%  | 0.0000% | $2000000.00        | $1045985.96        | Agency Collateralized Mortgage Obligation |
| GNRM 2017-148 AK | 2059-07-16      | 2.7500%  | 0.0000% | $12000000.00       | $3837548.19        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-132 KW | 2055-08-20      | 4.5000%  | 0.0000% | $887755.00         | $824856.67         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-152 HA | 2055-04-20      | 4.5000%  | 0.0000% | $28504295.00       | $28385022.73       | Agency Collateralized Mortgage Obligation |
| GNRM 2015-168 NP | 2045-11-20      | 1.6500%  | 0.0000% | $295800000.00      | $19874155.22       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-051 KB | 2054-03-20      | 5.5000%  | 0.0000% | $50000000.00       | $51311316.70       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-168 BL | 2054-10-20      | 5.0000%  | 0.0000% | $25000000.00       | $24663991.65       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-060 CE | 2050-05-20      | 4.5000%  | 0.0000% | $7000000.00        | $6484413.28        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-151 HC | 2055-02-20      | 4.0000%  | 0.0000% | $7479146.00        | $7216822.76        | Agency Collateralized Mortgage Obligation |
| GNRM 2022-107 A  | 2035-05-20      | 3.0000%  | 0.0000% | $3600000.00        | $67763.68          | Agency Collateralized Mortgage Obligation |
| GNRM 2024-089 AL | 2054-05-20      | 5.5000%  | 0.0000% | $50000000.00       | $51357016.65       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-064 BD | 2054-04-20      | 5.7500%  | 0.0000% | $26049881.00       | $26727012.93       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-097 D  | 2050-12-20      | 4.5000%  | 0.0000% | $27204752.00       | $18893160.33       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-025 CL | 2054-02-20      | 5.5000%  | 0.0000% | $4923510.00        | $4329692.39        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-171 HD | 2054-10-20      | 5.0000%  | 0.0000% | $50000000.00       | $49349533.35       | Agency Collateralized Mortgage Obligation |
| GNRM 2019-159 UC | 2049-02-20      | 2.5000%  | 0.0000% | $6510000.00        | $1662593.67        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-159 ML | 2054-10-20      | 5.0000%  | 0.0000% | $25000000.00       | $24631691.68       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-180 EB | 2055-05-20      | 4.5000%  | 0.0000% | $3818171.00        | $3788061.53        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-047 BA | 2052-08-20      | 5.0000%  | 0.0000% | $9923000.00        | $8572726.71        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-119 BP | 2052-12-20      | 5.0000%  | 0.0000% | $30770000.00       | $30439997.31       | Agency Collateralized Mortgage Obligation |
| GNRM 2015-095 KA | 2043-02-20      | 2.5000%  | 0.0000% | $3820000.00        | $492328.50         | Agency Collateralized Mortgage Obligation |
| GNRM 2024-207 PK | 2054-07-20      | 4.5000%  | 0.0000% | $13104000.00       | $12470544.30       | Agency Collateralized Mortgage Obligation |
| GNRM 2020-115 YA | 2050-08-20      | 1.0000%  | 0.0000% | $4070959.00        | $1911022.15        | Agency Collateralized Mortgage Obligation |

### Security 280: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 3.730000%
- **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: ARP1DTY72, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1DTY72
- **C.18 - Value (incl. sponsor support):** $2566000000.00
- **C.18.a - Value (excl. sponsor support):** $2566000000.00
- **C.19 - Percentage of Net Assets:** 2.8400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 CLCB5121 | 2052-11-01      | 4.5000%  | 0.0000% | $155000.00         | $117216.83         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF9464 | 2056-01-01      | 4.5000%  | 0.0000% | $6099229.00        | $5991681.30        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM1635 | 2049-09-01      | 3.5000%  | 0.0000% | $17000.00          | $2663.36           | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLMA4280 | 2051-03-01      | 1.5000%  | 0.0000% | $268177.00         | $154297.50         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5273 | 2054-02-01      | 6.5000%  | 0.0000% | $60000.00          | $31288.99          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA3470 | 2051-01-01      | 4.0000%  | 0.0000% | $14812613.00       | $14266303.42       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT2415 | 2051-07-01      | 2.5000%  | 0.0000% | $765048.00         | $470833.83         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM3070 | 2048-06-01      | 4.0000%  | 0.0000% | $610000.00         | $192431.25         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM7075 | 2049-07-01      | 4.0000%  | 0.0000% | $12000.00          | $4079.13           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM8356 | 2050-10-01      | 5.0000%  | 0.0000% | $1423128.00        | $505751.91         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBV5577 | 2052-05-01      | 2.5000%  | 0.0000% | $190831.00         | $136796.75         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBW4879 | 2053-04-01      | 3.0000%  | 0.0000% | $3502583.00        | $2626964.32        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAE0681 | 2040-12-01      | 4.5000%  | 0.0000% | $500000.00         | $33308.86          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5857 | 2040-10-01      | 3.5000%  | 0.0000% | $3419901.00        | $3173076.62        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICA4881 | 2034-12-01      | 2.5000%  | 0.0000% | $695000.00         | $181739.11         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE8475 | 2055-09-01      | 5.5000%  | 0.0000% | $2704292.00        | $2394237.26        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE7531 | 2040-10-01      | 5.0000%  | 0.0000% | $2053131.00        | $2052295.59        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS3497 | 2052-08-01      | 3.5000%  | 0.0000% | $152000.00         | $117885.61         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS2009 | 2052-05-01      | 3.0000%  | 0.0000% | $10000.00          | $6628.82           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5579 | 2053-08-01      | 6.0000%  | 0.0000% | $1100000.00        | $894895.36         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM6818 | 2050-08-01      | 3.5000%  | 0.0000% | $25000.00          | $10453.35          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3766 | 2055-11-01      | 6.0000%  | 0.0000% | $27771490.00       | $28694271.28       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3798 | 2055-11-01      | 6.0000%  | 0.0000% | $50567419.00       | $52974189.84       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA2375 | 2055-07-01      | 6.0000%  | 0.0000% | $264480631.00      | $246723382.96      | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA3624 | 2052-05-01      | 2.5000%  | 0.0000% | $11728664.00       | $10011420.72       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA3923 | 2055-04-01      | 6.5000%  | 0.0000% | $27816970.00       | $29256711.47       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CICB9390 | 2039-10-01      | 5.5000%  | 0.0000% | $4919857.00        | $4202707.98        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA3544 | 2038-12-01      | 4.0000%  | 0.0000% | $203445.00         | $23443.82          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICC1328 | 2040-10-01      | 6.0000%  | 0.0000% | $8400092.00        | $8608497.94        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC0245 | 2054-08-01      | 6.5000%  | 0.0000% | $1491451.00        | $1116580.47        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM3648 | 2035-07-01      | 2.5000%  | 0.0000% | $300000.00         | $120579.16         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAL3598 | 2039-07-01      | 6.0000%  | 0.0000% | $225000.00         | $15950.93          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7100 | 2050-06-01      | 3.5000%  | 0.0000% | $140000.00         | $61314.22          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA5917 | 2054-01-01      | 6.0000%  | 0.0000% | $1784205.00        | $1491980.65        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLFA3030 | 2053-09-01      | 7.0000%  | 0.0000% | $17968684.00       | $18098800.34       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBT4430 | 2052-02-01      | 2.0000%  | 0.0000% | $1301142.00        | $712648.67         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBU9782 | 2052-01-01      | 4.0000%  | 0.0000% | $2137487.00        | $1345161.90        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4328 | 2036-05-01      | 1.5000%  | 0.0000% | $700000.00         | $364953.88         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4653 | 2052-07-01      | 3.0000%  | 0.0000% | $653000.00         | $480047.10         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0284 | 2055-04-01      | 6.5000%  | 0.0000% | $125366457.00      | $118685023.25      | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5581 | 2039-12-01      | 3.5000%  | 0.0000% | $3993371.00        | $3529115.86        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA2562 | 2036-03-01      | 4.0000%  | 0.0000% | $2260000.00        | $263181.11         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2444 | 2048-10-01      | 4.5000%  | 0.0000% | $2982263.00        | $810777.40         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM8073 | 2036-07-01      | 3.0000%  | 0.0000% | $113000.00         | $41862.12          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4166 | 2053-04-01      | 5.5000%  | 0.0000% | $200000.00         | $151465.00         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBT3930 | 2051-06-01      | 3.0000%  | 0.0000% | $1033387.00        | $345764.58         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA3447 | 2052-05-01      | 2.5000%  | 0.0000% | $62559147.00       | $53538115.20       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA3942 | 2055-12-01      | 5.0000%  | 0.0000% | $77147856.00       | $78460963.97       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS3806 | 2052-07-01      | 2.5000%  | 0.0000% | $2004582.00        | $1429558.01        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV9645 | 2052-05-01      | 3.0000%  | 0.0000% | $3145582.00        | $2275777.99        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL8325 | 2046-03-01      | 4.5000%  | 0.0000% | $13000.00          | $1688.92           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5340 | 2053-07-01      | 6.0000%  | 0.0000% | $32284814.00       | $25014455.40       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTBM5613 | 2039-01-01      | 4.0000%  | 0.0000% | $4000.00           | $680.52            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL254984 | 2033-11-01      | 6.0000%  | 0.0000% | $98998.00          | $738.20            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBM4110 | 2032-09-01      | 3.5000%  | 0.0000% | $47024369.00       | $4751111.16        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM7418 | 2051-06-01      | 2.5000%  | 0.0000% | $705000.00         | $392365.05         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM9679 | 2046-09-01      | 4.5000%  | 0.0000% | $75000.00          | $41114.39          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS8824 | 2052-06-01      | 3.0000%  | 0.0000% | $240000.00         | $195245.20         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS7501 | 2054-03-01      | 5.5000%  | 0.0000% | $131558546.00      | $110607678.29      | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDC2920 | 2039-09-01      | 4.5000%  | 0.0000% | $1039508.00        | $966943.51         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3678 | 2055-03-01      | 5.5000%  | 0.0000% | $33942770.00       | $34311164.03       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS6213 | 2045-11-01      | 4.0000%  | 0.0000% | $565000.00         | $31927.26          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM8205 | 2051-08-01      | 2.5000%  | 0.0000% | $795000.00         | $458844.34         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA1865 | 2055-06-01      | 6.0000%  | 0.0000% | $150541693.00      | $146698829.21      | Agency Mortgage-Backed Securities |
| FNMS 06.500 CTFA2301 | 2045-05-01      | 6.5000%  | 0.0000% | $5695516.00        | $4768553.32        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5166 | 2053-10-01      | 6.0000%  | 0.0000% | $632000.00         | $438412.85         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB5581 | 2052-11-01      | 5.0000%  | 0.0000% | $700000.00         | $550214.59         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS0303 | 2043-08-01      | 3.0000%  | 0.0000% | $1016814.00        | $172110.52         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4078 | 2050-07-01      | 2.5000%  | 0.0000% | $50000000.00       | $17519611.78       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4097 | 2050-08-01      | 3.0000%  | 0.0000% | $3000.00           | $876.00            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAJ5614 | 2027-02-01      | 3.0000%  | 0.0000% | $50000.00          | $595.90            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE8906 | 2055-10-01      | 5.5000%  | 0.0000% | $3450000.00        | $3517247.87        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CNMA4389 | 2031-07-01      | 1.5000%  | 0.0000% | $4000000.00        | $1554387.20        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA3499 | 2038-09-01      | 5.0000%  | 0.0000% | $103000.00         | $11385.82          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDB8271 | 2039-11-01      | 4.5000%  | 0.0000% | $2702456.00        | $2561967.48        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC0184 | 2054-07-01      | 6.5000%  | 0.0000% | $432095.00         | $312151.86         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA2833 | 2046-12-01      | 3.0000%  | 0.0000% | $630000.00         | $117229.98         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3834 | 2049-11-01      | 3.0000%  | 0.0000% | $5211144.00        | $801518.27         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC0531 | 2055-06-01      | 5.0000%  | 0.0000% | $10368377.00       | $10324778.06       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM9537 | 2036-11-01      | 2.0000%  | 0.0000% | $3323118.00        | $2130677.22        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5536 | 2039-11-01      | 5.5000%  | 0.0000% | $10000.00          | $7475.91           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5038 | 2053-06-01      | 5.0000%  | 0.0000% | $153785040.00      | $126748841.63      | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5648 | 2055-03-01      | 6.5000%  | 0.0000% | $35390498.00       | $26237149.99       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC3280 | 2054-09-01      | 6.5000%  | 0.0000% | $1719677.00        | $1243935.58        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF0609 | 2055-09-01      | 6.0000%  | 0.0000% | $3683563.00        | $3790826.83        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDD0614 | 2040-07-01      | 5.0000%  | 0.0000% | $1382400.00        | $1389181.91        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF4960 | 2055-11-01      | 6.0000%  | 0.0000% | $2371027.00        | $2448713.09        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBM3547 | 2031-11-01      | 3.5000%  | 0.0000% | $121920806.00      | $794040.46         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY6230 | 2053-08-01      | 6.0000%  | 0.0000% | $200000.00         | $202221.60         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA5738 | 2050-05-01      | 3.5000%  | 0.0000% | $71330751.00       | $32112788.65       | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLMA5764 | 2055-06-01      | 7.5000%  | 0.0000% | $19729660.00       | $17174793.77       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5070 | 2053-07-01      | 4.5000%  | 0.0000% | $34000.00          | $28536.34          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDC6972 | 2039-11-01      | 5.0000%  | 0.0000% | $1180749.00        | $1013906.11        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBQ0218 | 2050-08-01      | 3.0000%  | 0.0000% | $532126.00         | $264739.00         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL865810 | 2036-03-01      | 6.0000%  | 0.0000% | $230684.00         | $1848.16           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA3058 | 2049-02-01      | 4.5000%  | 0.0000% | $150161950.00      | $27687009.48       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3103 | 2052-03-01      | 2.5000%  | 0.0000% | $20000.00          | $13173.70          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB4021 | 2052-06-01      | 4.0000%  | 0.0000% | $2885000.00        | $2016099.91        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBJ4625 | 2048-02-01      | 4.5000%  | 0.0000% | $13000000.00       | $1848582.33        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM7398 | 2051-06-01      | 2.5000%  | 0.0000% | $25000.00          | $14589.25          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY6776 | 2053-07-01      | 5.5000%  | 0.0000% | $504888.00         | $343276.75         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0837 | 2052-01-01      | 3.0000%  | 0.0000% | $30000.00          | $21384.95          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5327 | 2054-04-01      | 5.0000%  | 0.0000% | $21000.00          | $18541.69          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS7274 | 2054-02-01      | 5.0000%  | 0.0000% | $40000.00          | $34032.00          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC3231 | 2054-09-01      | 5.0000%  | 0.0000% | $738279.00         | $633616.90         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4535 | 2037-02-01      | 1.5000%  | 0.0000% | $1261703.00        | $766511.55         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL888369 | 2037-03-01      | 7.0000%  | 0.0000% | $616000.00         | $4797.71           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL995883 | 2039-06-01      | 6.0000%  | 0.0000% | $1575000.00        | $16221.13          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBM4422 | 2048-08-01      | 5.5000%  | 0.0000% | $40000.00          | $3778.34           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0008 | 2055-02-01      | 6.5000%  | 0.0000% | $69198538.00       | $61067119.07       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS7306 | 2053-02-01      | 5.0000%  | 0.0000% | $6734708.00        | $5689214.15        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA3764 | 2034-09-01      | 2.5000%  | 0.0000% | $74334.00          | $9193.73           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3260 | 2052-04-01      | 2.5000%  | 0.0000% | $63494.00          | $26049.07          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF1238 | 2055-10-01      | 5.5000%  | 0.0000% | $7571186.00        | $7576521.59        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF1177 | 2055-09-01      | 6.0000%  | 0.0000% | $2432175.00        | $2262592.17        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDD8705 | 2040-09-01      | 4.5000%  | 0.0000% | $7116153.00        | $6957296.10        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC8196 | 2055-04-01      | 6.0000%  | 0.0000% | $1091262.00        | $1075124.91        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM1959 | 2047-10-01      | 3.5000%  | 0.0000% | $32000.00          | $8888.35           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM5568 | 2049-02-01      | 4.5000%  | 0.0000% | $225000.00         | $71921.05          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3569 | 2052-05-01      | 2.5000%  | 0.0000% | $31770845.00       | $22774284.62       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3241 | 2052-04-01      | 3.0000%  | 0.0000% | $761016.00         | $553183.78         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE7871 | 2040-09-01      | 5.0000%  | 0.0000% | $2254703.00        | $2259626.71        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF6048 | 2055-12-01      | 6.0000%  | 0.0000% | $1476286.00        | $1548370.09        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIDB7443 | 2040-01-01      | 3.5000%  | 0.0000% | $2581683.00        | $2374185.30        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE1720 | 2055-06-01      | 5.5000%  | 0.0000% | $28119624.00       | $25666188.61       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA3463 | 2049-08-01      | 3.5000%  | 0.0000% | $18246465.00       | $17303640.50       | Agency Mortgage-Backed Securities |
| FNMS 05.500 ZL310104 | 2037-08-01      | 5.5000%  | 0.0000% | $30000.00          | $987.74            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS2946 | 2044-07-01      | 4.0000%  | 0.0000% | $61466.00          | $6542.22           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAR0945 | 2028-01-01      | 2.5000%  | 0.0000% | $100000.00         | $3166.63           | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLFM5300 | 2050-12-01      | 1.5000%  | 0.0000% | $250000.00         | $139498.24         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH4019 | 2047-09-01      | 4.0000%  | 0.0000% | $958000.00         | $121215.76         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS1630 | 2051-09-01      | 2.5000%  | 0.0000% | $1241429.00        | $868446.93         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIFA3056 | 2039-06-01      | 6.5000%  | 0.0000% | $5335590.00        | $5289907.72        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM9419 | 2051-10-01      | 3.0000%  | 0.0000% | $396806.00         | $250546.41         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4398 | 2051-08-01      | 2.0000%  | 0.0000% | $2676745.00        | $1636450.04        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA4807 | 2052-11-01      | 5.5000%  | 0.0000% | $40000.00          | $30133.62          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA3661 | 2039-05-01      | 4.0000%  | 0.0000% | $2612021.00        | $369994.86         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7617 | 2053-12-01      | 6.0000%  | 0.0000% | $120131144.00      | $89794115.47       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4497 | 2036-12-01      | 2.0000%  | 0.0000% | $2269576.00        | $1298600.59        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CJMA2373 | 2030-08-01      | 2.5000%  | 0.0000% | $25000.00          | $1230.92           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0503 | 2054-10-01      | 6.0000%  | 0.0000% | $24606707.00       | $18567713.21       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA3929 | 2055-05-01      | 6.5000%  | 0.0000% | $50078737.00       | $53382865.31       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM4207 | 2035-09-01      | 2.0000%  | 0.0000% | $100000.00         | $35355.67          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAL2877 | 2028-01-01      | 3.5000%  | 0.0000% | $1165000.00        | $25562.20          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBT0415 | 2036-05-01      | 2.0000%  | 0.0000% | $80735766.00       | $44291995.23       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE8970 | 2055-10-01      | 5.5000%  | 0.0000% | $9422533.00        | $9565389.00        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE9188 | 2055-10-01      | 5.5000%  | 0.0000% | $2550681.00        | $2605802.04        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE9367 | 2055-09-01      | 6.0000%  | 0.0000% | $1176490.00        | $906831.15         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF0224 | 2055-10-01      | 5.0000%  | 0.0000% | $1601177.00        | $1606756.27        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF0756 | 2055-10-01      | 5.5000%  | 0.0000% | $2632339.00        | $2682670.75        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBW6230 | 2052-09-01      | 4.0000%  | 0.0000% | $4000.00           | $3065.31           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDA7500 | 2054-02-01      | 5.5000%  | 0.0000% | $1949380.00        | $1887562.20        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4733 | 2052-09-01      | 4.5000%  | 0.0000% | $5336947.00        | $4091632.35        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB7819 | 2054-01-01      | 7.0000%  | 0.0000% | $26378000.00       | $21088907.93       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL968252 | 2038-02-01      | 7.0000%  | 0.0000% | $400000.00         | $4047.28           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC1447 | 2055-11-01      | 5.5000%  | 0.0000% | $168191109.00      | $173755138.57      | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5645 | 2055-03-01      | 5.0000%  | 0.0000% | $10000.00          | $9523.34           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA7607 | 2050-11-01      | 3.0000%  | 0.0000% | $61191263.00       | $33247284.20       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDD6030 | 2040-04-01      | 6.0000%  | 0.0000% | $1554057.00        | $1366450.01        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB4637 | 2052-09-01      | 6.0000%  | 0.0000% | $5700000.00        | $4591306.87        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTCB0470 | 2041-05-01      | 2.5000%  | 0.0000% | $600000.00         | $364053.57         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICA9451 | 2036-03-01      | 3.0000%  | 0.0000% | $6420575.00        | $3141416.74        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB1090 | 2036-07-01      | 2.5000%  | 0.0000% | $225714.00         | $116343.48         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF7500 | 2056-01-01      | 4.5000%  | 0.0000% | $1655600.00        | $1625304.18        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CNCA1940 | 2028-06-01      | 4.0000%  | 0.0000% | $110000.00         | $7126.24           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBW1305 | 2052-11-01      | 3.0000%  | 0.0000% | $2965768.00        | $2382273.63        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5549 | 2054-12-01      | 3.5000%  | 0.0000% | $11608256.00       | $10245610.15       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA0818 | 2031-08-01      | 4.0000%  | 0.0000% | $3486000.00        | $112312.36         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CT257145 | 2028-03-01      | 6.5000%  | 0.0000% | $602853.00         | $3902.46           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS0861 | 2036-04-01      | 2.5000%  | 0.0000% | $1025000.00        | $439237.68         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBV1791 | 2055-07-01      | 6.5000%  | 0.0000% | $31864944.00       | $29883940.83       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBE7150 | 2032-02-01      | 3.5000%  | 0.0000% | $9000.00           | $856.44            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS2122 | 2052-03-01      | 3.0000%  | 0.0000% | $41000.00          | $27750.58          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS5314 | 2052-05-01      | 2.0000%  | 0.0000% | $25000.00          | $17560.11          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB2927 | 2052-02-01      | 2.0000%  | 0.0000% | $2835195.00        | $1939949.61        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAZ6589 | 2030-11-01      | 3.0000%  | 0.0000% | $319953.00         | $45557.92          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB0046 | 2051-04-01      | 3.0000%  | 0.0000% | $32094.00          | $19966.63          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0012 | 2054-11-01      | 6.0000%  | 0.0000% | $10598233.00       | $8319387.46        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAH0984 | 2040-12-01      | 4.0000%  | 0.0000% | $4475000.00        | $212623.34         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA4518 | 2037-01-01      | 3.0000%  | 0.0000% | $991108.00         | $460460.51         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIFA1074 | 2040-03-01      | 5.5000%  | 0.0000% | $77992905.00       | $59693044.11       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0685 | 2055-01-01      | 6.0000%  | 0.0000% | $2130216.00        | $1776238.44        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CICB9874 | 2040-01-01      | 5.0000%  | 0.0000% | $2070111.00        | $1427389.16        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBO8460 | 2050-05-01      | 4.0000%  | 0.0000% | $35845.00          | $15667.27          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA3480 | 2055-01-01      | 4.5000%  | 0.0000% | $15822968.00       | $15620845.46       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4977 | 2053-04-01      | 4.5000%  | 0.0000% | $359000.00         | $294524.48         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA4920 | 2053-02-01      | 6.0000%  | 0.0000% | $31642568.00       | $19828517.72       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA1296 | 2051-08-01      | 4.0000%  | 0.0000% | $1225279.00        | $1120201.71        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9348 | 2054-10-01      | 5.5000%  | 0.0000% | $139000.00         | $126077.09         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4325 | 2051-05-01      | 2.0000%  | 0.0000% | $423094279.00      | $249999999.63      | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF5929 | 2055-12-01      | 5.0000%  | 0.0000% | $11739720.00       | $11779329.83       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF2631 | 2055-11-01      | 5.0000%  | 0.0000% | $20530000.00       | $20566350.37       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBU8931 | 2052-04-01      | 3.5000%  | 0.0000% | $368000.00         | $264355.74         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBW1398 | 2052-12-01      | 5.5000%  | 0.0000% | $15488062.00       | $13643535.68       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA1814 | 2034-03-01      | 4.0000%  | 0.0000% | $2210000.00        | $205853.84         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBC5903 | 2046-05-01      | 3.5000%  | 0.0000% | $10802518.00       | $2250660.38        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0445 | 2055-01-01      | 5.5000%  | 0.0000% | $4000.00           | $3857.76           | Agency Mortgage-Backed Securities |
| FNMS 02.500 RIBM1028 | 2029-12-01      | 2.5000%  | 0.0000% | $750000.00         | $49181.79          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4360 | 2036-06-01      | 2.0000%  | 0.0000% | $18052000.00       | $9456081.78        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA2368 | 2052-06-01      | 4.0000%  | 0.0000% | $30432031.00       | $27997073.74       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL783828 | 2034-07-01      | 6.5000%  | 0.0000% | $1122252.00        | $38353.79          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5819 | 2055-09-01      | 4.0000%  | 0.0000% | $1000.00           | $943.48            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAU3742 | 2043-08-01      | 3.5000%  | 0.0000% | $13000.00          | $1798.62           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA3482 | 2055-11-01      | 4.5000%  | 0.0000% | $11146625.00       | $10977350.56       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM9765 | 2051-11-01      | 3.0000%  | 0.0000% | $115000.00         | $80612.20          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLAE0758 | 2039-02-01      | 7.0000%  | 0.0000% | $1700000.00        | $34226.93          | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIFM8532 | 2036-09-01      | 1.5000%  | 0.0000% | $10000000.00       | $5316586.33        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8004 | 2053-10-01      | 6.0000%  | 0.0000% | $40000.00          | $33111.33          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCA2348 | 2048-09-01      | 5.0000%  | 0.0000% | $10000.00          | $1731.07           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA8234 | 2050-12-01      | 3.0000%  | 0.0000% | $72735504.00       | $38704623.46       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS1862 | 2052-03-01      | 2.5000%  | 0.0000% | $743687.00         | $471928.62         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA9390 | 2051-03-01      | 2.5000%  | 0.0000% | $906483.00         | $597733.65         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAE0823 | 2040-09-01      | 6.0000%  | 0.0000% | $500000.00         | $9813.32           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM1000 | 2047-04-01      | 3.0000%  | 0.0000% | $70000.00          | $15752.29          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF6399 | 2055-12-01      | 5.5000%  | 0.0000% | $1524898.00        | $1563194.62        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM3340 | 2035-05-01      | 3.5000%  | 0.0000% | $6605724.00        | $750478.41         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE2715 | 2055-07-01      | 6.5000%  | 0.0000% | $4103359.00        | $4267228.51        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR6500 | 2051-03-01      | 2.5000%  | 0.0000% | $128000.00         | $68435.48          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE4947 | 2055-09-01      | 5.0000%  | 0.0000% | $1075751.00        | $1068980.71        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO8662 | 2050-03-01      | 3.0000%  | 0.0000% | $6000.00           | $980.89            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB4316 | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $777.89            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL634808 | 2032-03-01      | 7.0000%  | 0.0000% | $390000.00         | $1297.97           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE5938 | 2055-08-01      | 7.0000%  | 0.0000% | $4108087.00        | $4322227.93        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX7614 | 2053-08-01      | 5.0000%  | 0.0000% | $2309346.00        | $1954372.12        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL882123 | 2036-07-01      | 6.0000%  | 0.0000% | $7000200.00        | $8461.39           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBQ6973 | 2036-12-01      | 2.0000%  | 0.0000% | $929748.00         | $597474.23         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX4910 | 2053-01-01      | 5.0000%  | 0.0000% | $100000.00         | $69462.65          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5498 | 2054-10-01      | 6.0000%  | 0.0000% | $1160000.00        | $916162.40         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4404 | 2036-08-01      | 2.5000%  | 0.0000% | $239000.00         | $126897.98         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CTBV5860 | 2045-06-01      | 6.5000%  | 0.0000% | $1049250.00        | $1080788.36        | Agency Mortgage-Backed Securities |
| FNMS 03.500 REBM7883 | 2049-06-01      | 3.5000%  | 0.0000% | $1080681.00        | $767908.11         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS9098 | 2054-09-01      | 5.0000%  | 0.0000% | $945000.00         | $841361.13         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAP7724 | 2042-10-01      | 3.0000%  | 0.0000% | $700000.00         | $70678.02          | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4178 | 2035-11-01      | 1.5000%  | 0.0000% | $225000.00         | $99497.02          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CNMA3982 | 2030-04-01      | 3.0000%  | 0.0000% | $739499.00         | $108821.30         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD8288 | 2055-04-01      | 6.5000%  | 0.0000% | $22428860.00       | $17649586.20       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFS5836 | 2034-07-01      | 3.5000%  | 0.0000% | $125000.00         | $76672.61          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE2803 | 2055-07-01      | 5.5000%  | 0.0000% | $19051000.00       | $18445883.93       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF0570 | 2055-09-01      | 5.5000%  | 0.0000% | $4573445.00        | $4154560.06        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CNCA7123 | 2030-09-01      | 2.0000%  | 0.0000% | $480000.00         | $126651.53         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3599 | 2052-05-01      | 3.5000%  | 0.0000% | $12000.00          | $8819.49           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS3213 | 2052-07-01      | 3.5000%  | 0.0000% | $28000.00          | $20466.71          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT8676 | 2051-09-01      | 2.5000%  | 0.0000% | $160000.00         | $83841.23          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF6803 | 2056-01-01      | 6.0000%  | 0.0000% | $31202033.00       | $32405464.21       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBD6380 | 2046-09-01      | 4.0000%  | 0.0000% | $4312677.00        | $790634.40         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF5275 | 2055-11-01      | 5.5000%  | 0.0000% | $3127507.00        | $3203131.78        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF5268 | 2055-11-01      | 5.5000%  | 0.0000% | $1086725.00        | $1123595.43        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTMA5623 | 2045-02-01      | 5.5000%  | 0.0000% | $3541067.00        | $2772811.58        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CNMA5687 | 2035-04-01      | 5.0000%  | 0.0000% | $258850.00         | $210734.64         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV0919 | 2052-05-01      | 3.0000%  | 0.0000% | $31173.00          | $22387.42          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS7534 | 2046-07-01      | 3.0000%  | 0.0000% | $1656000.00        | $366682.77         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW5065 | 2053-01-01      | 5.0000%  | 0.0000% | $3175977.00        | $2756396.78        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLMA4254 | 2051-02-01      | 1.5000%  | 0.0000% | $1080363.00        | $612500.82         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTFS5338 | 2040-03-01      | 3.0000%  | 0.0000% | $45000.00          | $29318.86          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBU9885 | 2052-01-01      | 2.5000%  | 0.0000% | $58000.00          | $34079.51          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA0481 | 2030-08-01      | 4.5000%  | 0.0000% | $650000.00         | $10773.06          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8491 | 2054-05-01      | 5.5000%  | 0.0000% | $1000000.00        | $831607.48         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4839 | 2052-12-01      | 4.0000%  | 0.0000% | $252833.00         | $204913.67         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB8474 | 2054-04-01      | 4.5000%  | 0.0000% | $435657.00         | $339308.04         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV4197 | 2052-04-01      | 3.0000%  | 0.0000% | $4000.00           | $2471.31           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4123 | 2035-09-01      | 2.0000%  | 0.0000% | $9609810.00        | $3352334.13        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8792 | 2054-08-01      | 6.0000%  | 0.0000% | $12021000.00       | $9899683.65        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA0386 | 2047-09-01      | 4.0000%  | 0.0000% | $561000.00         | $135361.88         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS2939 | 2052-09-01      | 4.5000%  | 0.0000% | $35000.00          | $27804.71          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAJ0826 | 2041-09-01      | 5.0000%  | 0.0000% | $700000.00         | $97176.36          | Agency Mortgage-Backed Securities |
| FNMS 04.000 I3BF0157 | 2046-08-01      | 4.0000%  | 0.0000% | $195000.00         | $36595.82          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTAH3659 | 2031-02-01      | 4.0000%  | 0.0000% | $2010000.00        | $66430.52          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3559 | 2034-01-01      | 3.5000%  | 0.0000% | $94001000.00       | $6883137.97        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4618 | 2052-04-01      | 4.0000%  | 0.0000% | $18000.00          | $11802.97          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7114 | 2053-09-01      | 5.5000%  | 0.0000% | $400000.00         | $327672.08         | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLBY8004 | 2054-05-01      | 7.5000%  | 0.0000% | $2193912.00        | $1040325.03        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAQ3591 | 2042-11-01      | 3.5000%  | 0.0000% | $1637151.00        | $285267.08         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA2161 | 2029-12-01      | 3.5000%  | 0.0000% | $1987066.00        | $156124.96         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CTMA5077 | 2043-04-01      | 7.0000%  | 0.0000% | $1295273.00        | $625528.39         | Agency Mortgage-Backed Securities |
| FNMS 04.500 U4BF0202 | 2051-01-01      | 4.5000%  | 0.0000% | $1415000.00        | $341447.02         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5443 | 2054-08-01      | 5.0000%  | 0.0000% | $45888446.00       | $42590663.32       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBW5132 | 2053-02-01      | 4.0000%  | 0.0000% | $2989032.00        | $2621041.13        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CVAT2767 | 2028-05-01      | 2.5000%  | 0.0000% | $1000000.00        | $37436.84          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL190375 | 2036-11-01      | 5.5000%  | 0.0000% | $3170000.00        | $17278.68          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAQ9339 | 2028-01-01      | 2.5000%  | 0.0000% | $265000.00         | $10280.05          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CT256448 | 2026-10-01      | 6.0000%  | 0.0000% | $2300000.00        | $1500.20           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CQAL2527 | 2032-08-01      | 3.5000%  | 0.0000% | $1922756.00        | $125805.96         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS2237 | 2046-10-01      | 4.0000%  | 0.0000% | $75000.00          | $49783.52          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBU6909 | 2052-03-01      | 2.0000%  | 0.0000% | $104946.00         | $49225.86          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA1633 | 2054-12-01      | 5.5000%  | 0.0000% | $19000.00          | $17419.15          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAU1629 | 2043-07-01      | 3.0000%  | 0.0000% | $52000.00          | $7994.33           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4210 | 2050-12-01      | 2.5000%  | 0.0000% | $2000.00           | $903.47            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA4014 | 2035-05-01      | 3.0000%  | 0.0000% | $9000.00           | $1917.57           | Agency Mortgage-Backed Securities |

### Security 281: RBC DOMINION SECURITIES INC

- **C.1 - Title:** RBC DOMINION SECURITIES INC 3.740000%
- **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: ARP1DU464, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1DU464
- **C.18 - Value (incl. sponsor support):** $555000000.00
- **C.18.a - Value (excl. sponsor support):** $555000000.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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          | 2055-06-25      | 5.2742%  | 0.0000% | $18885970.00       | $17628874.84       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-213 EF     | 2051-12-20      | 2.5000%  | 0.0000% | $68268336.00       | $39936526.25       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-077 FT     | 2051-05-20      | 3.5000%  | 0.0000% | $20941.00          | $11855.26          | Agency Collateralized Mortgage Obligation |
| GNRA 2023-060 FA     | 2053-04-20      | 4.8177%  | 0.0000% | $1817211.00        | $965161.42         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-164 FH     | 2054-10-20      | 5.1177%  | 0.0000% | $63229440.00       | $44483899.36       | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLDF1240 | 2055-10-01      | 5.5000%  | 0.0000% | $12368.00          | $12662.57          | Agency Mortgage-Backed Securities         |
| GNRA 2024-160 YF     | 2054-09-20      | 5.1177%  | 0.0000% | $7661434.00        | $6293005.19        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-069 FA     | 2053-05-20      | 4.8677%  | 0.0000% | $43244640.00       | $23678384.46       | Agency Collateralized Mortgage Obligation |
| FNMS 03.000 CLFA1095 | 2052-08-01      | 3.0000%  | 0.0000% | $1000.00           | $828.79            | Agency Mortgage-Backed Securities         |
| 04.500 FGPC Q59717 G | 2048-11-01      | 4.5000%  | 0.0000% | $1005.00           | $187.70            | Agency Mortgage-Backed Securities         |
| GNRA 2024-126 FW     | 2054-08-20      | 5.0677%  | 0.0000% | $100000000.00      | $66330102.85       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-050 FH     | 2052-03-20      | 3.5000%  | 0.0000% | $193398825.00      | $125681712.84      | Agency Collateralized Mortgage Obligation |
| GNRA 2022-075 FA     | 2052-04-20      | 4.0000%  | 0.0000% | $240731786.00      | $163282914.63      | Agency Collateralized Mortgage Obligation |
| GNRA 2024-171 FA     | 2054-10-20      | 5.0677%  | 0.0000% | $55081749.00       | $45187142.28       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-024 FA     | 2052-02-20      | 3.0000%  | 0.0000% | $37505676.00       | $23030173.24       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-136 FC     | 2053-09-20      | 5.1177%  | 0.0000% | $27707182.00       | $8597098.99        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-058 AF     | 2054-04-20      | 4.9677%  | 0.0000% | $11450410.00       | $6945189.40        | Agency Collateralized Mortgage Obligation |

### Security 282: FICC - STATE STREET BANK AND TRUST CO

- **C.1 - Title:** FICC - STATE STREET BANK AND TRUST CO 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DURB8, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1DURB8
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-11-30      | 3.5000%  | 0.0000% | $1025000.00        | $1020094.96        | U.S. Treasuries (including strips) |

### Security 283: FICC - STATE STREET BANK AND TRUST CO

- **C.1 - Title:** FICC - STATE STREET BANK AND TRUST CO 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DURC6, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1DURC6
- **C.18 - Value (incl. sponsor support):** $1575000000.00
- **C.18.a - Value (excl. sponsor support):** $1575000000.00
- **C.19 - Percentage of Net Assets:** 1.7500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-12-15      | 3.5000%  | 0.0000% | $619686800.00      | $620591759.62      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $979366400.00      | $985908273.74      | U.S. Treasuries (including strips) |

### Security 284: FICC - BANK OF AMERICA

- **C.1 - Title:** FICC - BANK OF AMERICA 3.830000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DUSK7, C.3 - LEI: N/A, C.5 - Other ID: ARP1DUSK7
- **C.18 - Value (incl. sponsor support):** $1367000000.00
- **C.18.a - Value (excl. sponsor support):** $1367000000.00
- **C.19 - Percentage of Net Assets:** 1.5100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2046-11-15      | 2.8750%  | 0.0000% | $100.00            | $74.61             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $80412200.00       | $61087700.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 0.6250%  | 0.0000% | $300.00            | $284.52            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $200.00            | $198.76            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $400.00            | $398.02            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $2199000.00        | $1631999.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 0.0000%  | 0.0000% | $106033700.00      | $105122658.45      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $43087500.00       | $32695318.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-31      | 3.8750%  | 0.0000% | $800.00            | $810.34            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 0.3750%  | 0.0000% | $70900.00          | $67283.02          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-11-15      | 4.6250%  | 0.0000% | $666500.00         | $650032.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 3.6250%  | 0.0000% | $100.00            | $101.68            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.7500%  | 0.0000% | $35663100.00       | $35806002.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $47701200.00       | $49020837.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | 0.0000% | $200.00            | $202.58            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $211100.00         | $214834.91         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 1.3750%  | 0.0000% | $89629000.00       | $58603405.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | 0.0000% | $2200.00           | $2162.29           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $49484900.00       | $49032858.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $2771000.00        | $2797748.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $1218200.00        | $1247904.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $98658100.00       | $98219022.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $300.00            | $284.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $71765800.00       | $73868022.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 3.5000%  | 0.0000% | $2000800.00        | $1990281.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | 0.0000% | $300.00            | $263.02            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | 0.0000% | $105275900.00      | $104713175.89      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $1097800.00        | $1111339.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 4.1250%  | 0.0000% | $360800.00         | $367405.15         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $900.00            | $893.39            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $12386700.00       | $12731518.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $94301900.00       | $64591567.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 0.5000%  | 0.0000% | $100.00            | $95.41             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-26      | 0.0000%  | 0.0000% | $6674100.00        | $6620013.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $260362400.00      | $234558728.71      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.0000%  | 0.0000% | $2476600.00        | $2528906.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $101670000.00      | $89570634.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $76427400.00       | $51231693.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $161050000.00      | $163791321.03      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.3750%  | 0.0000% | $324800.00         | $324280.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $86000000.00       | $90137764.27       | U.S. Treasuries (including strips) |

### Security 285: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC - BANK OF NEW YORK 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DUSM3, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1DUSM3
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $1449200.00        | $1020050.49        | U.S. Treasuries (including strips) |

### Security 286: FICC - BANK OF AMERICA

- **C.1 - Title:** FICC - BANK OF AMERICA 3.860000%
- **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: ARP1DUSN1, C.3 - LEI: N/A, C.5 - Other ID: ARP1DUSN1
- **C.18 - Value (incl. sponsor support):** $499000000.00
- **C.18.a - Value (excl. sponsor support):** $499000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 07.000 CLMA5795 | 2055-08-01      | 7.0000%  | 0.0000% | $257655000.00      | $246491508.80      | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL1882 | 2055-05-01      | 6.5000%  | 0.0000% | $271390850.00      | $234004336.75      | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL3368 | 2055-12-01      | 6.0000%  | 0.0000% | $33736145.00       | $33474154.46       | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** FICC - BANK OF NEW YORK 3.820000%
- **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: ARP1DUSX9, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1DUSX9
- **C.18 - Value (incl. sponsor support):** $1387000000.00
- **C.18.a - Value (excl. sponsor support):** $1387000000.00
- **C.19 - Percentage of Net Assets:** 1.5400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 06.000 CLSD2200 | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $754.00            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD3478 | 2052-04-01      | 2.5000%  | 0.0000% | $24994.00          | $18379.43          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS7248 | 2046-05-01      | 4.0000%  | 0.0000% | $1000.00           | $110.66            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD4256 | 2052-01-01      | 2.5000%  | 0.0000% | $653407.00         | $444685.56         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8092 | 2050-09-01      | 3.0000%  | 0.0000% | $1000.00           | $305.21            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAR1463 | 2043-01-01      | 3.0000%  | 0.0000% | $1000.00           | $177.75            | Agency Mortgage-Backed Securities |
| 03.000 FGPC Q15842 G | 2043-02-01      | 3.0000%  | 0.0000% | $1463144.00        | $258750.10         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC6924 | 2054-11-01      | 5.5000%  | 0.0000% | $183352.00         | $173406.50         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTFM5721 | 2040-12-01      | 3.0000%  | 0.0000% | $1000.00           | $518.10            | Agency Mortgage-Backed Securities |
| FNMS 04.500 I4BF0108 | 2056-06-01      | 4.5000%  | 0.0000% | $1001.00           | $232.73            | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQX8125 | 2055-02-01      | 7.0000%  | 0.0000% | $1000.00           | $899.46            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0199 | 2053-03-01      | 5.5000%  | 0.0000% | $4480.00           | $4065.82           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFA1178 | 2032-08-01      | 2.5000%  | 0.0000% | $3000.00           | $2324.34           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH0429 | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $939.50            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG7311 | 2053-07-01      | 5.5000%  | 0.0000% | $1300000.00        | $1000695.49        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA7681 | 2052-07-01      | 5.0000%  | 0.0000% | $45139248.00       | $29901110.02       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA9171 | 2053-06-01      | 6.0000%  | 0.0000% | $20532426.00       | $16542065.24       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA8546 | 2053-02-01      | 5.5000%  | 0.0000% | $39094528.00       | $30847779.51       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTAL2759 | 2032-09-01      | 4.0000%  | 0.0000% | $1000.00           | $52.20             | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG1648 | 2053-04-01      | 6.0000%  | 0.0000% | $1194500.00        | $476139.55         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS4813 | 2045-04-01      | 4.0000%  | 0.0000% | $1023.00           | $229.21            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ1963 | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $958.90            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ4834 | 2055-09-01      | 5.5000%  | 0.0000% | $1024.00           | $965.70            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLTA0876 | 2055-11-01      | 4.5000%  | 0.0000% | $1000.00           | $982.63            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ3661 | 2055-03-01      | 6.5000%  | 0.0000% | $1024.00           | $973.55            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB4666 | 2052-09-01      | 4.0000%  | 0.0000% | $5000.00           | $3683.13           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB4809 | 2052-10-01      | 4.0000%  | 0.0000% | $1051.00           | $818.50            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4889 | 2052-10-01      | 4.5000%  | 0.0000% | $2000.00           | $1486.13           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5310 | 2052-12-01      | 6.0000%  | 0.0000% | $5000.00           | $3781.55           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB5631 | 2053-02-01      | 4.5000%  | 0.0000% | $6079.00           | $4964.05           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CICB6366 | 2038-05-01      | 4.5000%  | 0.0000% | $1000.00           | $594.73            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5859 | 2053-03-01      | 6.0000%  | 0.0000% | $6069.00           | $4499.07           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7145 | 2053-09-01      | 6.5000%  | 0.0000% | $6002.00           | $4783.33           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS5009 | 2051-07-01      | 3.5000%  | 0.0000% | $2563720.00        | $1910092.42        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS8362 | 2054-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1815.79           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7559 | 2050-11-01      | 2.0000%  | 0.0000% | $137476338.00      | $72864861.80       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3582 | 2052-05-01      | 3.0000%  | 0.0000% | $9000.00           | $6330.70           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS6883 | 2053-05-01      | 4.0000%  | 0.0000% | $1999514.00        | $1551941.29        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS7278 | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $890.54            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS4925 | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $732.03            | Agency Mortgage-Backed Securities |
| FNMS 03.500 I4BF0181 | 2057-02-01      | 3.5000%  | 0.0000% | $30846070.00       | $9104760.44        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8525 | 2054-05-01      | 5.0000%  | 0.0000% | $1120.00           | $1041.16           | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ3628 | 2055-09-01      | 7.0000%  | 0.0000% | $1000.00           | $1092.97           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA1110 | 2054-09-01      | 4.5000%  | 0.0000% | $1000.00           | $936.72            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA2827 | 2055-09-01      | 5.0000%  | 0.0000% | $143697.00         | $143130.61         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM4512 | 2050-04-01      | 3.5000%  | 0.0000% | $3000.00           | $1163.64           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM3485 | 2050-06-01      | 2.0000%  | 0.0000% | $2016.00           | $981.78            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6561 | 2053-06-01      | 5.0000%  | 0.0000% | $2056.00           | $1630.82           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM2714 | 2050-03-01      | 3.0000%  | 0.0000% | $410999.00         | $123361.87         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA1857 | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1016.78           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA4127 | 2055-12-01      | 4.5000%  | 0.0000% | $1024.00           | $1005.26           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ5087 | 2055-10-01      | 5.5000%  | 0.0000% | $1024.00           | $1032.79           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG7696 | 2053-08-01      | 5.5000%  | 0.0000% | $1273202.00        | $780868.40         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7641 | 2053-12-01      | 6.0000%  | 0.0000% | $2080.00           | $1678.60           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ6911 | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.03           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ9023 | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1005.13           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8223 | 2054-03-01      | 6.0000%  | 0.0000% | $3000.00           | $2449.02           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8180 | 2054-03-01      | 6.5000%  | 0.0000% | $2000.00           | $1388.00           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB8656 | 2054-06-01      | 4.5000%  | 0.0000% | $1000.00           | $899.48            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL1471 | 2055-03-01      | 5.5000%  | 0.0000% | $1008.00           | $941.62            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ1337 | 2054-04-01      | 5.5000%  | 0.0000% | $1024.00           | $769.89            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7346 | 2050-10-01      | 2.0000%  | 0.0000% | $100552095.00      | $56728178.32       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB0026 | 2051-04-01      | 2.5000%  | 0.0000% | $1918382.00        | $1110902.33        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ3316 | 2055-01-01      | 6.5000%  | 0.0000% | $1024.00           | $882.11            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS4447 | 2052-06-01      | 4.0000%  | 0.0000% | $2000.00           | $1579.77           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ2417 | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $918.98            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS7849 | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $752.74            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ0632 | 2055-08-01      | 5.5000%  | 0.0000% | $359281.00         | $361673.53         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5133 | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $814.24            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6618 | 2053-06-01      | 5.5000%  | 0.0000% | $1097.00           | $974.27            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6526 | 2053-06-01      | 5.5000%  | 0.0000% | $1030.00           | $819.09            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4845 | 2052-10-01      | 5.5000%  | 0.0000% | $95739200.00       | $83231487.91       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CICB6379 | 2038-05-01      | 5.5000%  | 0.0000% | $72000.00          | $48095.88          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7304 | 2053-10-01      | 6.0000%  | 0.0000% | $1008.00           | $774.61            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6246 | 2053-05-01      | 5.0000%  | 0.0000% | $2024.00           | $1562.73           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5854 | 2053-03-01      | 6.0000%  | 0.0000% | $1024.00           | $739.66            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ4911 | 2054-09-01      | 5.5000%  | 0.0000% | $12728782.00       | $10576250.79       | Agency Mortgage-Backed Securities |
| FNMS 04.500 I6BF0833 | 2064-06-01      | 4.5000%  | 0.0000% | $1114698.00        | $1039608.86        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6244 | 2053-05-01      | 5.0000%  | 0.0000% | $2016.00           | $1595.64           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6255 | 2053-05-01      | 5.5000%  | 0.0000% | $96019328.00       | $76796439.23       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5766 | 2053-02-01      | 5.5000%  | 0.0000% | $4072.00           | $3511.16           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7498 | 2053-11-01      | 6.0000%  | 0.0000% | $1024.00           | $845.23            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5988 | 2053-04-01      | 5.5000%  | 0.0000% | $4148.00           | $3681.53           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8535 | 2054-05-01      | 5.5000%  | 0.0000% | $75928751.00       | $68905455.58       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB5534 | 2053-01-01      | 4.5000%  | 0.0000% | $1000.00           | $818.22            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7785 | 2054-01-01      | 6.0000%  | 0.0000% | $39423407.00       | $33439165.58       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7420 | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $736.87            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7054 | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $814.67            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTAL3910 | 2033-08-01      | 4.0000%  | 0.0000% | $1999000.00        | $145975.75         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC1545 | 2055-09-01      | 6.0000%  | 0.0000% | $1117.00           | $1159.65           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5653 | 2053-02-01      | 6.0000%  | 0.0000% | $2299557.00        | $1895149.03        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4686 | 2052-09-01      | 5.0000%  | 0.0000% | $1008.00           | $725.04            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4538 | 2052-08-01      | 5.0000%  | 0.0000% | $1040.00           | $729.40            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5602 | 2053-02-01      | 6.0000%  | 0.0000% | $3088.00           | $2292.45           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX5501 | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $951.90            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS6778 | 2054-01-01      | 6.5000%  | 0.0000% | $532579.00         | $386995.25         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS8065 | 2054-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1706.76           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL883272 | 2036-07-01      | 5.0000%  | 0.0000% | $1000.00           | $19.20             | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6055 | 2053-04-01      | 5.0000%  | 0.0000% | $1024.00           | $772.02            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ0009 | 2053-10-01      | 6.5000%  | 0.0000% | $1024.00           | $868.76            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ3306 | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $868.23            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL3711 | 2055-12-01      | 6.0000%  | 0.0000% | $1022.00           | $1058.21           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ3887 | 2055-04-01      | 5.5000%  | 0.0000% | $1008.00           | $899.36            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA5682 | 2040-04-01      | 4.5000%  | 0.0000% | $1000.00           | $865.35            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5800 | 2040-08-01      | 5.0000%  | 0.0000% | $1000.00           | $936.09            | Agency Mortgage-Backed Securities |
| 03.500 FGPC G15568 G | 2030-07-01      | 3.5000%  | 0.0000% | $6007.00           | $419.58            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ6379 | 2054-10-01      | 6.0000%  | 0.0000% | $18454880.00       | $13838620.39       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5992 | 2053-03-01      | 6.0000%  | 0.0000% | $7187.00           | $5327.84           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7103 | 2053-09-01      | 5.5000%  | 0.0000% | $1024.00           | $863.73            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4553 | 2052-09-01      | 4.5000%  | 0.0000% | $78684313.00       | $60799255.72       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3495 | 2052-05-01      | 3.0000%  | 0.0000% | $301038.00         | $216327.92         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6429 | 2053-05-01      | 5.0000%  | 0.0000% | $2106.00           | $1874.90           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5304 | 2052-12-01      | 6.0000%  | 0.0000% | $2024.00           | $1450.29           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS7059 | 2052-07-01      | 3.0000%  | 0.0000% | $226497.00         | $174724.96         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6344 | 2050-07-01      | 2.5000%  | 0.0000% | $17145997.00       | $6157247.62        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSL3186 | 2055-07-01      | 4.0000%  | 0.0000% | $1024.00           | $974.48            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4688 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $698.97            | Agency Mortgage-Backed Securities |
| FNMS 04.000 I4BF0125 | 2056-07-01      | 4.0000%  | 0.0000% | $183000.00         | $50183.51          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM5328 | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $192.02            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA0628 | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1035.32           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ4800 | 2055-09-01      | 6.0000%  | 0.0000% | $1024.00           | $1051.34           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ1505 | 2054-05-01      | 5.0000%  | 0.0000% | $1024.00           | $944.71            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4786 | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $770.01            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL0623 | 2054-09-01      | 6.0000%  | 0.0000% | $1120.00           | $935.67            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS8077 | 2054-05-01      | 5.5000%  | 0.0000% | $3000.00           | $2663.69           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS6639 | 2053-12-01      | 4.5000%  | 0.0000% | $3001.00           | $2573.40           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS7889 | 2052-06-01      | 3.0000%  | 0.0000% | $1008.00           | $781.33            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB2767 | 2052-01-01      | 2.0000%  | 0.0000% | $1301258.00        | $869445.67         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA6810 | 2050-08-01      | 2.0000%  | 0.0000% | $3481704.00        | $1683312.56        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6913 | 2053-08-01      | 5.5000%  | 0.0000% | $86349120.00       | $70022211.05       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS5632 | 2053-09-01      | 5.5000%  | 0.0000% | $2000.00           | $1720.45           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6331 | 2053-05-01      | 6.0000%  | 0.0000% | $3087.00           | $2593.72           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5303 | 2052-12-01      | 6.0000%  | 0.0000% | $1135.00           | $782.28            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4552 | 2052-09-01      | 4.5000%  | 0.0000% | $174900.00         | $129818.33         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF0855 | 2055-11-01      | 5.0000%  | 0.0000% | $628979.00         | $631893.77         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB0502 | 2051-05-01      | 2.0000%  | 0.0000% | $2000.00           | $1187.26           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB0791 | 2051-06-01      | 2.0000%  | 0.0000% | $6967488.00        | $3975930.95        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7036 | 2050-09-01      | 2.5000%  | 0.0000% | $172050200.00      | $76802638.22       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA9220 | 2051-02-01      | 2.0000%  | 0.0000% | $2000.00           | $1152.59           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBW9888 | 2052-10-01      | 4.0000%  | 0.0000% | $28000.00          | $22009.26          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ5435 | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $1029.97           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ4801 | 2055-09-01      | 6.0000%  | 0.0000% | $1024.00           | $1054.56           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRJ5603 | 2055-12-01      | 4.5000%  | 0.0000% | $1024.00           | $1011.33           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA5955 | 2045-12-01      | 5.0000%  | 0.0000% | $1024.00           | $1034.29           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ2245 | 2054-08-01      | 6.0000%  | 0.0000% | $1024.00           | $892.32            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ1517 | 2054-05-01      | 5.5000%  | 0.0000% | $1046576.00        | $938690.35         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6992 | 2050-09-01      | 2.5000%  | 0.0000% | $1300.00           | $652.28            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7016 | 2045-09-01      | 2.0000%  | 0.0000% | $62612652.00       | $31171584.28       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB5598 | 2053-02-01      | 4.5000%  | 0.0000% | $1024.00           | $791.75            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5853 | 2055-10-01      | 5.5000%  | 0.0000% | $1008.00           | $1003.25           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1383 | 2051-08-01      | 2.5000%  | 0.0000% | $13547022.00       | $8125611.47        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB3863 | 2052-06-01      | 4.5000%  | 0.0000% | $2048.00           | $1497.69           | Agency Mortgage-Backed Securities |
| 05.500 FGPC G07655 G | 2035-12-01      | 5.5000%  | 0.0000% | $6268.00           | $476.26            | Agency Mortgage-Backed Securities |
| 02.500 FGPC G18619 G | 2031-11-01      | 2.5000%  | 0.0000% | $1000.00           | $135.08            | Agency Mortgage-Backed Securities |
| 05.000 FGPC G07358 G | 2036-04-01      | 5.0000%  | 0.0000% | $1000.00           | $58.75             | Agency Mortgage-Backed Securities |
| FNMS 05.500 NQ889153 | 2037-12-01      | 5.5000%  | 0.0000% | $1125.00           | $5.86              | Agency Mortgage-Backed Securities |
| FNMS 04.500 CICB4752 | 2037-09-01      | 4.5000%  | 0.0000% | $1000.00           | $548.25            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA0464 | 2053-10-01      | 6.5000%  | 0.0000% | $933271.00         | $741777.86         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQG7047 | 2053-07-01      | 4.5000%  | 0.0000% | $137585.00         | $130940.87         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL725017 | 2033-12-01      | 5.5000%  | 0.0000% | $1000.00           | $21.34             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7481 | 2053-11-01      | 6.0000%  | 0.0000% | $715595.00         | $616474.29         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ9060 | 2054-11-01      | 5.5000%  | 0.0000% | $612397.00         | $523190.36         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6350 | 2053-04-01      | 5.5000%  | 0.0000% | $2177.00           | $1856.64           | Agency Mortgage-Backed Securities |
| 06.000 FGPC T30440 G | 2038-02-01      | 6.0000%  | 0.0000% | $3654.00           | $230.02            | Agency Mortgage-Backed Securities |
| 05.500 FGPC G20032 G | 2037-12-01      | 5.5000%  | 0.0000% | $8398.00           | $346.85            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5647 | 2053-02-01      | 5.5000%  | 0.0000% | $1024.00           | $860.37            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS9039 | 2049-07-01      | 2.5000%  | 0.0000% | $1004.00           | $755.17            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS3674 | 2052-02-01      | 3.0000%  | 0.0000% | $2000.00           | $1396.68           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5773 | 2053-02-01      | 5.5000%  | 0.0000% | $1037.00           | $869.74            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM1445 | 2049-08-01      | 3.0000%  | 0.0000% | $3001.00           | $1176.77           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA4117 | 2051-09-01      | 4.5000%  | 0.0000% | $1024.00           | $1015.10           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB5793 | 2053-02-01      | 4.5000%  | 0.0000% | $986392.00         | $797459.89         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB5864 | 2053-03-01      | 6.5000%  | 0.0000% | $5298.00           | $3653.47           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0546 | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $879.26            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0362 | 2055-01-01      | 6.0000%  | 0.0000% | $4096.00           | $3629.99           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7302 | 2053-10-01      | 5.5000%  | 0.0000% | $85833046.00       | $75269063.59       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA2068 | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $989.49            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ0433 | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $809.28            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM4545 | 2050-10-01      | 2.5000%  | 0.0000% | $1000.00           | $508.45            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB5886 | 2053-03-01      | 4.5000%  | 0.0000% | $4000.00           | $2991.09           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7279 | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $748.68            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY1373 | 2053-10-01      | 5.0000%  | 0.0000% | $567711.00         | $492794.01         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQZ9229 | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1002.40           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7241 | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $709.39            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6892 | 2053-08-01      | 4.5000%  | 0.0000% | $3000.00           | $2613.96           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9288 | 2054-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1994.32           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0340 | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $936.05            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM3249 | 2050-03-01      | 3.0000%  | 0.0000% | $8892000.00        | $1838877.74        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA1743 | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $936.55            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL2524 | 2055-09-01      | 5.5000%  | 0.0000% | $1024.00           | $1015.05           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA1407 | 2054-12-01      | 5.0000%  | 0.0000% | $1460864.00        | $1442645.60        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6745 | 2053-07-01      | 5.5000%  | 0.0000% | $73899724.00       | $60720512.55       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5530 | 2054-11-01      | 5.0000%  | 0.0000% | $1025.00           | $948.43            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA0848 | 2047-12-01      | 3.0000%  | 0.0000% | $1539000.00        | $527371.84         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CTRB5378 | 2045-12-01      | 5.0000%  | 0.0000% | $56387941.00       | $56768232.14       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CNRD5281 | 2035-12-01      | 5.0000%  | 0.0000% | $1000.00           | $992.74            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA3122 | 2051-02-01      | 4.0000%  | 0.0000% | $2000.00           | $1915.22           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS1112 | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $612.28            | Agency Mortgage-Backed Securities |
| FNMS 02.500 ZLFP0034 | 2050-10-25      | 2.5000%  | 0.0000% | $1000.00           | $723.36            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0216 | 2055-04-01      | 6.5000%  | 0.0000% | $1008.00           | $1022.09           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC0082 | 2055-03-01      | 5.0000%  | 0.0000% | $1008.00           | $1009.43           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRMA1510 | 2043-07-01      | 4.0000%  | 0.0000% | $1000.00           | $142.18            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS9180 | 2054-06-01      | 6.5000%  | 0.0000% | $2016.00           | $1684.07           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ3313 | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $874.12            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6327 | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $767.57            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5905 | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $749.67            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8137 | 2054-03-01      | 5.5000%  | 0.0000% | $2048.00           | $1847.73           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA0776 | 2031-06-01      | 4.5000%  | 0.0000% | $5341985.00        | $156765.92         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6560 | 2053-06-01      | 5.5000%  | 0.0000% | $96908.00          | $81644.59          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4912 | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $789.42            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL0680 | 2054-04-01      | 5.0000%  | 0.0000% | $1000.00           | $896.08            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6849 | 2053-08-01      | 5.5000%  | 0.0000% | $94112471.00       | $81822267.96       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA3310 | 2038-03-01      | 4.0000%  | 0.0000% | $536996.00         | $70420.47          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4629 | 2052-09-01      | 5.5000%  | 0.0000% | $2067.00           | $1535.17           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5356 | 2052-12-01      | 5.5000%  | 0.0000% | $1274.00           | $1181.89           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CQMA2481 | 2045-12-01      | 4.0000%  | 0.0000% | $1086.00           | $217.18            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAU7307 | 2043-08-01      | 4.0000%  | 0.0000% | $1000.00           | $107.41            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CICB4514 | 2037-09-01      | 4.5000%  | 0.0000% | $1000.00           | $550.72            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ3294 | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $966.40            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ5138 | 2055-10-01      | 5.0000%  | 0.0000% | $1024.00           | $1024.40           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM6627 | 2049-09-01      | 4.5000%  | 0.0000% | $4140.00           | $1483.71           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS2660 | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $691.09            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL2456 | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $1022.64           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSL1436 | 2047-05-01      | 3.0000%  | 0.0000% | $1000.00           | $872.75            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL0287 | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $946.57            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL2469 | 2055-09-01      | 5.5000%  | 0.0000% | $1260.00           | $1270.26           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3315 | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $750.91            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7979 | 2050-12-01      | 2.0000%  | 0.0000% | $152034053.00      | $81011481.09       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA1859 | 2040-05-01      | 6.5000%  | 0.0000% | $1000.00           | $940.92            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB6549 | 2053-06-01      | 6.5000%  | 0.0000% | $3072.00           | $2348.30           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6717 | 2053-07-01      | 4.5000%  | 0.0000% | $2000.00           | $1725.72           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1674 | 2051-09-01      | 2.5000%  | 0.0000% | $25815289.00       | $15553505.32       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS7733 | 2051-10-01      | 4.0000%  | 0.0000% | $3000.00           | $2158.39           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL940537 | 2037-07-01      | 6.5000%  | 0.0000% | $1059.00           | $8.62              | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7107 | 2053-09-01      | 5.5000%  | 0.0000% | $45002.00          | $34601.88          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8716 | 2051-01-01      | 2.0000%  | 0.0000% | $97419107.00       | $54998331.51       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7450 | 2050-10-01      | 2.0000%  | 0.0000% | $111598336.00      | $60034987.36       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA9090 | 2051-02-01      | 2.5000%  | 0.0000% | $687779.00         | $396443.31         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8025 | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $127.97            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA7928 | 2052-09-01      | 4.5000%  | 0.0000% | $573636.00         | $455218.86         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CTRB5115 | 2041-06-01      | 2.5000%  | 0.0000% | $7181926.00        | $4093803.45        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG7913 | 2053-07-01      | 5.5000%  | 0.0000% | $931630.00         | $745107.53         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL831395 | 2036-04-01      | 6.0000%  | 0.0000% | $4838.00           | $64.21             | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS5125 | 2051-10-01      | 2.5000%  | 0.0000% | $15001.00          | $10822.60          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS3818 | 2053-01-01      | 6.0000%  | 0.0000% | $1024.00           | $642.34            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBW9690 | 2038-07-01      | 3.0000%  | 0.0000% | $99378.00          | $75744.76          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ1232 | 2054-04-01      | 6.0000%  | 0.0000% | $1218.00           | $770.38            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBT6838 | 2051-10-01      | 3.0000%  | 0.0000% | $2959446.00        | $1829832.10        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6322 | 2053-05-01      | 5.5000%  | 0.0000% | $126089.00         | $103162.11         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7423 | 2053-11-01      | 5.5000%  | 0.0000% | $82517826.00       | $71686882.94       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5846 | 2053-03-01      | 5.5000%  | 0.0000% | $4032.00           | $3232.97           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7237 | 2053-10-01      | 5.5000%  | 0.0000% | $1859000.00        | $1681064.35        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB8030 | 2054-02-01      | 7.0000%  | 0.0000% | $3072.00           | $2372.49           | Agency Mortgage-Backed Securities |
| FNMS 04.000 I4BF0094 | 2056-05-01      | 4.0000%  | 0.0000% | $1000.00           | $228.00            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA8299 | 2052-12-01      | 5.5000%  | 0.0000% | $101621439.00      | $77258733.58       | Agency Mortgage-Backed Securities |
| FNMS 04.000 I4BF0191 | 2057-06-01      | 4.0000%  | 0.0000% | $3251.00           | $889.93            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7141 | 2053-09-01      | 6.5000%  | 0.0000% | $2016.00           | $1373.20           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6323 | 2053-05-01      | 5.5000%  | 0.0000% | $2024.00           | $1721.53           | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** FICC - BANK OF NEW YORK 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DUSZ4, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1DUSZ4
- **C.18 - Value (incl. sponsor support):** $2010000000.00
- **C.18.a - Value (excl. sponsor support):** $2010000000.00
- **C.19 - Percentage of Net Assets:** 2.2300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $2066439600.00     | $1739743422.49     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $441070100.00      | $310456644.87      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 3.830000%
- **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: ARP1DUV49, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1DUV49
- **C.18 - Value (incl. sponsor support):** $92000000.00
- **C.18.a - Value (excl. sponsor support):** $92000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 02.500 CLFM9601 | 2051-12-01      | 2.5000%  | 0.0000% | $8766666.00        | $5492949.05        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8970 | 2054-08-01      | 5.0000%  | 0.0000% | $21236332.00       | $19718268.99       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8833 | 2054-07-01      | 5.5000%  | 0.0000% | $76098748.00       | $69568945.61       | Agency Mortgage-Backed Securities |

### Security 290: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 3.740000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DUV72, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP1DUV72
- **C.18 - Value (incl. sponsor support):** $289000000.00
- **C.18.a - Value (excl. sponsor support):** $289000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 | 2031-11-30      | 4.1250%  | 0.0000% | $2873800.00        | $2933468.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-30      | 3.7500%  | 0.0000% | $551600.00         | $548480.53         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 3.6250%  | 0.0000% | $200.00            | $203.36            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $35352200.00       | $36812487.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-15      | 4.6250%  | 0.0000% | $2000.00           | $2030.71           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $300.00            | $284.58            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 0.7500%  | 0.0000% | $300.00            | $296.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.1250%  | 0.0000% | $2900.00           | $2914.56           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-11-15      | 2.7500%  | 0.0000% | $200.00            | $143.95            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 1.0000%  | 0.0000% | $70300.00          | $73425.80          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-05-15      | 2.5000%  | 0.0000% | $100.00            | $70.08             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $84200.00          | $64653.56          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $124900.00         | $91436.42          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $999500.00         | $1033234.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $8792300.00        | $9237027.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 4.5000%  | 0.0000% | $68800.00          | $72358.96          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-06      | 0.0000%  | 0.0000% | $600.00            | $599.77            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | 0.0000% | $200.00            | $191.94            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-11-15      | 4.6250%  | 0.0000% | $323400.00         | $315409.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-09-30      | 3.8750%  | 0.0000% | $4799400.00        | $4843851.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $100.00            | $100.54            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $16973500.00       | $17450183.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-07      | 0.0000%  | 0.0000% | $2234600.00        | $2207366.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-11      | 0.0000%  | 0.0000% | $112800.00         | $111059.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-26      | 0.0000%  | 0.0000% | $200.00            | $198.91            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-01      | 0.0000%  | 0.0000% | $39200.00          | $38201.93          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-27      | 0.0000%  | 0.0000% | $2000.00           | $1995.10           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-24      | 0.0000%  | 0.0000% | $400.00            | $397.92            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 1.6250%  | 0.0000% | $100.00            | $100.35            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 2.6250%  | 0.0000% | $500.00            | $504.93            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.8750%  | 0.0000% | $900.00            | $888.16            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $2945400.00        | $3057692.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $100.00            | $80.74             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $200.00            | $141.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 0.2500%  | 0.0000% | $300.00            | $219.96            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $100.00            | $63.50             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $900.00            | $649.24            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $3437700.00        | $3460203.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-15      | 4.6250%  | 0.0000% | $4116900.00        | $4203134.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-02      | 0.0000%  | 0.0000% | $114500.00         | $113483.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-09      | 0.0000%  | 0.0000% | $99400.00          | $97648.17          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-12      | 0.0000%  | 0.0000% | $100.00            | $99.32             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $969000.00         | $985493.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $36000000.00       | $36686107.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $403200.00         | $357052.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $800.00            | $795.05            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $200.00            | $172.76            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-14      | 0.0000%  | 0.0000% | $126100.00         | $124484.03         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $400.00            | $268.13            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 4.3750%  | 0.0000% | $100.00            | $102.11            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 2.1250%  | 0.0000% | $8696000.00        | $13100854.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $100.00            | $97.91             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 0.5000%  | 0.0000% | $700.00            | $697.57            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 0.7500%  | 0.0000% | $1300.00           | $1293.60           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 1.7500%  | 0.0000% | $300.00            | $473.58            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-20      | 0.0000%  | 0.0000% | $437300.00         | $436527.29         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-10      | 0.0000%  | 0.0000% | $47900.00          | $47716.59          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-12      | 0.0000%  | 0.0000% | $100.00            | $99.59             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-03      | 0.0000%  | 0.0000% | $300.00            | $298.23            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-18      | 0.0000%  | 0.0000% | $100.00            | $98.38             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-15      | 3.5000%  | 0.0000% | $739600.00         | $740476.77         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 5.0000%  | 0.0000% | $900.00            | $971.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-09      | 0.0000%  | 0.0000% | $549600.00         | $544379.90         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-29      | 0.0000%  | 0.0000% | $600.00            | $583.13            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-16      | 0.0000%  | 0.0000% | $300.00            | $296.95            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-03      | 0.0000%  | 0.0000% | $97700.00          | $95481.72          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-15      | 1.7500%  | 0.0000% | $100.00            | $93.69             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | 0.0000% | $200.00            | $197.88            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-15      | 4.1250%  | 0.0000% | $300.00            | $301.35            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 4.1250%  | 0.0000% | $200.00            | $203.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 1.6250%  | 0.0000% | $172600.00         | $171733.36         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.8750%  | 0.0000% | $3421500.00        | $3380147.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $1926400.00        | $1959207.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $240500.00         | $148948.02         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-10-31      | 3.7500%  | 0.0000% | $3628100.00        | $3620412.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-31      | 3.8750%  | 0.0000% | $359100.00         | $363739.35         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | 0.0000% | $80300.00          | $82255.74          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-22      | 0.0000%  | 0.0000% | $800.00            | $798.42            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-06      | 0.0000%  | 0.0000% | $500.00            | $489.79            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-17      | 0.0000%  | 0.0000% | $238200.00         | $237125.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.0000%  | 0.0000% | $484100.00         | $478526.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-28      | 4.2500%  | 0.0000% | $87900.00          | $91340.86          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $400.00            | $407.25            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $69401700.00       | $72258775.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $400.00            | $193.48            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $540000.00         | $549554.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $400.00            | $395.00            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 4.8750%  | 0.0000% | $2628100.00        | $2744653.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | 0.0000% | $100.00            | $101.29            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 1.3750%  | 0.0000% | $400.00            | $472.23            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 0.7500%  | 0.0000% | $6286600.00        | $6381283.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 2.7500%  | 0.0000% | $100.00            | $78.60             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $30717800.00       | $32160058.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $400.00            | $407.99            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $2577900.00        | $2646092.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | 0.0000% | $3603100.00        | $3629137.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 4.6250%  | 0.0000% | $34600.00          | $34186.50          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $3088500.00        | $3143109.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $1436900.00        | $1423774.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 2.2500%  | 0.0000% | $152100.00         | $152450.41         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $1300.00           | $1280.38           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $19279700.00       | $19176775.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 2.0000%  | 0.0000% | $39500.00          | $39076.10          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $100.00            | $94.06             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | 0.0000% | $300.00            | $286.31            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $100.00            | $64.92             | U.S. Treasuries (including strips) |

### Security 291: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 3.840000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DUVA5, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP1DUVA5
- **C.18 - Value (incl. sponsor support):** $682000000.00
- **C.18.a - Value (excl. sponsor support):** $682000000.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $300.00            | $282.19            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 2.5000%  | 0.0000% | $25000000.00       | $25162810.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $842200.00         | $789911.80         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $204600.00         | $199453.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $775400.00         | $789110.24         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $45035800.00       | $44624401.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $3787000.00        | $3846169.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $32951300.00       | $33822954.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $49844600.00       | $50693489.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | 0.0000% | $200.00            | $167.61            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7622%  | 0.0000% | $1532000.00        | $1542715.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | 0.0000% | $1672700.00        | $1725670.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $83790200.00       | $89167427.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $20482400.00       | $21107407.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $12565500.00       | $13083556.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $88800.00          | $89533.68          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-15      | 1.1250%  | 0.0000% | $3491600.00        | $3475218.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-09-30      | 3.8750%  | 0.0000% | $538100.00         | $543083.86         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $45592400.00       | $46399047.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | 0.0000% | $67600.00          | $62599.89          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | 0.0000% | $45860500.00       | $45375387.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-03      | 0.0000%  | 0.0000% | $100.00            | $97.73             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $3640800.00        | $3757399.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 3.8750%  | 0.0000% | $448000.00         | $423123.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 5.0000%  | 0.0000% | $20798900.00       | $22450282.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-18      | 0.0000%  | 0.0000% | $35600.00          | $35022.00          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 0.0000%  | 0.0000% | $400.00            | $399.49            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $100.00            | $67.03             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | 0.0000% | $28384900.00       | $29244023.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $16094000.00       | $16400728.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $5200000.00        | $5205808.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $983600.00         | $1017637.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-19      | 0.0000%  | 0.0000% | $48000.00          | $47644.08          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $22471300.00       | $22618397.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $775700.00         | $559572.91         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-01      | 0.0000%  | 0.0000% | $293200.00         | $285734.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $972800.00         | $1009887.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-02-15      | 4.3750%  | 0.0000% | $781500.00         | $803644.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-05-15      | 4.5000%  | 0.0000% | $21700.00          | $22306.95          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-07      | 0.0000%  | 0.0000% | $142800.00         | $141059.70         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-24      | 0.0000%  | 0.0000% | $129000.00         | $124739.52         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $57595400.00       | $61212663.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $21750000.00       | $21868432.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-15      | 3.5000%  | 0.0000% | $29719000.00       | $29754230.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-31      | 3.8750%  | 0.0000% | $1613400.00        | $1634244.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-10-31      | 3.7500%  | 0.0000% | $100.00            | $99.79             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-02      | 0.0000%  | 0.0000% | $35200.00          | $34887.39          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 4.5000%  | 0.0000% | $3524500.00        | $3706818.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $29287100.00       | $30768485.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $231900.00         | $214663.45         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | 0.0000% | $4420200.00        | $4350526.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-05-15      | 2.5000%  | 0.0000% | $119200.00         | $83530.81          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $152400.00         | $141086.81         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | 0.0000% | $275400.00         | $237360.99         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 0.7500%  | 0.0000% | $100.00            | $98.89             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-15      | 4.6250%  | 0.0000% | $9000.00           | $9138.20           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 4.8750%  | 0.0000% | $50000000.00       | $50614938.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 3.6250%  | 0.0000% | $582600.00         | $586670.68         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 3.6250%  | 0.0000% | $3711800.00        | $3774179.58        | U.S. Treasuries (including strips) |

### Security 292: NOMURA SECURITIES INTERNATIONAL INC

- **C.1 - Title:** NOMURA SECURITIES INTERNATIONAL INC 3.840000%
- **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: ARP1DUVC1, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: ARP1DUVC1
- **C.18 - Value (incl. sponsor support):** $91000000.00
- **C.18.a - Value (excl. sponsor support):** $91000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 05.000 CLSD8276   | 2052-12-01      | 5.0000%  | 0.0000% | $35094000.00       | $28095352.69       | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2030-07-31      | 4.0000%  | 0.0000% | $23922400.00       | $24660225.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $7781500.00        | $8030708.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $3248400.00        | $3522334.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $75900.00          | $82018.21          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-15      | 0.1250%  | 0.0000% | $9000.00           | $10809.69          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $21675900.00       | $20389061.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 0.3750%  | 0.0000% | $1852800.00        | $2470711.19        | U.S. Treasuries (including strips) |
| FEPC 05.500 CTRB5341   | 2045-04-01      | 5.5000%  | 0.0000% | $1365700.00        | $1129751.89        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $800.00            | $842.79            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | 0.0000% | $5092100.00        | $4711939.09        | U.S. Treasuries (including strips) |

### Security 293: DAIWA CAPITAL MARKETS AMERICA INC

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC 3.830000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DUVG2, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: ARP1DUVG2
- **C.18 - Value (incl. sponsor support):** $78000000.00
- **C.18.a - Value (excl. sponsor support):** $78000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $4414600.00        | $4140518.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $74977300.00       | $73845773.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 4.8750%  | 0.0000% | $1300.00           | $1315.99           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $4400.00           | $3862.01           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $1579000.00        | $1568592.80        | U.S. Treasuries (including strips) |

### Security 294: DAIWA CAPITAL MARKETS AMERICA INC

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC 3.840000%
- **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: ARP1DUVH0, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: ARP1DUVH0
- **C.18 - Value (incl. sponsor support):** $623000000.00
- **C.18.a - Value (excl. sponsor support):** $623000000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $1500.00           | $1542.13           | U.S. Treasuries (including strips)        |
| GNII SF MA7649 M       | 2051-10-20      | 2.5000%  | 0.0000% | $48706926.00       | $29224865.34       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8453   | 2054-08-01      | 5.5000%  | 0.0000% | $2325383.00        | $1968256.45        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8521   | 2055-04-01      | 4.0000%  | 0.0000% | $745355.00         | $686184.02         | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2055-10-25      | 4.8242%  | 0.0000% | $581871.00         | $550769.34         | Agency Collateralized Mortgage Obligation |
| FNMS 02.000 CLBP7243   | 2050-07-01      | 2.0000%  | 0.0000% | $5917095.00        | $3563043.09        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI6928   | 2054-06-01      | 5.5000%  | 0.0000% | $15274245.00       | $11732836.08       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCC0606   | 2055-06-01      | 6.5000%  | 0.0000% | $20046420.00       | $18515849.25       | Agency Mortgage-Backed Securities         |
| GNRA 2025-001 FP       | 2055-01-20      | 4.8177%  | 0.0000% | $5602182.00        | $3217608.24        | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLRJ1961   | 2054-07-01      | 5.5000%  | 0.0000% | $898760.00         | $835312.46         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL3616   | 2056-01-01      | 5.0000%  | 0.0000% | $5602187.00        | $5658089.36        | Agency Mortgage-Backed Securities         |
| GNII SF MA7648 M       | 2051-10-20      | 2.0000%  | 0.0000% | $2812616.00        | $1651934.88        | Agency Mortgage-Backed Securities         |
| GNII SF MB0814 M       | 2055-10-20      | 5.5000%  | 0.0000% | $4059503.00        | $4127704.00        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC0390   | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $852.40            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS6378   | 2053-10-01      | 5.5000%  | 0.0000% | $3630566.00        | $3007320.01        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8469   | 2054-10-01      | 5.5000%  | 0.0000% | $531583.00         | $460933.28         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $5015400.00        | $5027035.73        | U.S. Treasuries (including strips)        |
| GNII SF MB0812 M       | 2055-12-20      | 4.5000%  | 0.0000% | $446853.00         | $437964.20         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY2247   | 2055-05-01      | 6.0000%  | 0.0000% | $1012727.00        | $1036140.56        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5793   | 2055-08-01      | 6.0000%  | 0.0000% | $4561113.00        | $4380417.62        | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2054-08-25      | 5.1242%  | 0.0000% | $5206747.00        | $2700191.52        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2027-01-31      | 4.1250%  | 0.0000% | $1983600.00        | $2030121.64        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $3113500.00        | $2996919.79        | U.S. Treasuries (including strips)        |
| FEPC 05.000 CLRQ0084   | 2055-12-01      | 5.0000%  | 0.0000% | $10680516.00       | $10716847.56       | Agency Mortgage-Backed Securities         |
| GNII SF MB0262 M       | 2055-03-20      | 7.0000%  | 0.0000% | $996385.00         | $600367.21         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS8011   | 2054-05-01      | 6.0000%  | 0.0000% | $17352883.00       | $13278784.83       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI0847   | 2054-03-01      | 6.0000%  | 0.0000% | $9302.00           | $7591.98           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRQ0028   | 2055-07-01      | 6.0000%  | 0.0000% | $36966634.00       | $34691589.65       | Agency Mortgage-Backed Securities         |
| GNRA 2023-185 FA       | 2053-12-20      | 5.0177%  | 0.0000% | $8379662.00        | $2796425.75        | Agency Collateralized Mortgage Obligation |
| GNII SF MB0309 M       | 2055-03-20      | 6.0000%  | 0.0000% | $38892.00          | $36201.98          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5271   | 2054-02-01      | 5.5000%  | 0.0000% | $6143348.00        | $4964172.68        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8506   | 2055-02-01      | 5.5000%  | 0.0000% | $1121918.00        | $999191.52         | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2053-11-25      | 5.4242%  | 0.0000% | $8164970.00        | $4076469.52        | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2055-08-25      | 4.8242%  | 0.0000% | $2377521.00        | $2142318.30        | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLSD1789   | 2052-10-01      | 5.0000%  | 0.0000% | $105750.00         | $80025.97          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $13421800.00       | $14067570.28       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-10-15      | 0.1250%  | 0.0000% | $9044800.00        | $10679233.06       | U.S. Treasuries (including strips)        |
| GNII SF MA7193 M       | 2051-02-20      | 2.5000%  | 0.0000% | $28856332.00       | $12909283.35       | Agency Mortgage-Backed Securities         |
| GNRA 2024-080 FA       | 2054-05-20      | 5.0177%  | 0.0000% | $18499758.00       | $15602916.70       | Agency Collateralized Mortgage Obligation |
| GNII SF MB0625 M       | 2055-08-20      | 6.5000%  | 0.0000% | $1000.00           | $1030.69           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF2520   | 2055-11-01      | 5.5000%  | 0.0000% | $744779.00         | $763512.70         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4739   | 2047-10-01      | 3.5000%  | 0.0000% | $2423889.00        | $299620.88         | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2054-02-25      | 4.7742%  | 0.0000% | $462014.00         | $382995.08         | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLSD8462   | 2054-09-01      | 5.5000%  | 0.0000% | $37965854.00       | $32558480.98       | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2054-03-25      | 5.0742%  | 0.0000% | $22608481.00       | $17359781.01       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2054-01-25      | 4.9242%  | 0.0000% | $15000000.00       | $6324875.29        | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2055-06-25      | 4.8742%  | 0.0000% | $20356966.00       | $18359785.62       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2030-12-16      | 4.1250%  | 0.0000% | $9410000.00        | $9399667.82        | Agency Debentures and Agency Strips       |
| Freddie Mac            | 2055-08-25      | 4.8242%  | 0.0000% | $64979893.00       | $62175402.13       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2055-01-25      | 4.7242%  | 0.0000% | $50000000.00       | $41995857.78       | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2055-05-25      | 4.8742%  | 0.0000% | $57283318.00       | $52891837.27       | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLTA0877   | 2055-12-01      | 5.5000%  | 0.0000% | $4345916.00        | $4431110.44        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0027   | 2055-07-01      | 5.5000%  | 0.0000% | $66602822.00       | $64128290.77       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM4796   | 2048-09-01      | 4.5000%  | 0.0000% | $70000000.00       | $22570280.43       | Agency Mortgage-Backed Securities         |
| GNRA 2025-190 FA       | 2055-11-20      | 4.8177%  | 0.0000% | $8565711.00        | $8558788.37        | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLQY1386   | 2055-04-01      | 5.5000%  | 0.0000% | $231107.00         | $227364.26         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF3218   | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1008.38           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ7810   | 2055-10-01      | 5.0000%  | 0.0000% | $2610303.00        | $2545527.15        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB5024   | 2052-11-01      | 5.0000%  | 0.0000% | $4561387.00        | $3597463.44        | Agency Mortgage-Backed Securities         |
| GNII SF MB0682 M       | 2055-10-20      | 3.5000%  | 0.0000% | $4499453.00        | $4103987.63        | Agency Mortgage-Backed Securities         |
| GNII SF MA7880 M       | 2052-02-20      | 2.0000%  | 0.0000% | $9103616.00        | $5647614.72        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8871   | 2054-07-01      | 6.5000%  | 0.0000% | $17270853.00       | $14688222.51       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBM2007   | 2048-09-01      | 4.0000%  | 0.0000% | $13926.00          | $1210.63           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQB1209   | 2050-07-01      | 2.0000%  | 0.0000% | $5396644.00        | $2560897.68        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3389   | 2053-07-01      | 6.0000%  | 0.0000% | $22406984.00       | $18254496.37       | Agency Mortgage-Backed Securities         |
| GNII SF MA7988 M       | 2052-04-20      | 3.0000%  | 0.0000% | $405066.00         | $269332.50         | Agency Mortgage-Backed Securities         |
| FNRM CL001MA R25F001   | 2050-01-25      | 6.0000%  | 0.0000% | $289518.00         | $185686.13         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-044 GV       | 2036-01-20      | 6.0000%  | 0.0000% | $10407000.00       | $10234461.45       | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLQJ9748   | 2054-11-01      | 5.0000%  | 0.0000% | $798747.00         | $789132.98         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBP4093   | 2050-06-01      | 2.5000%  | 0.0000% | $12993366.00       | $6432498.52        | Agency Mortgage-Backed Securities         |
| FNRM CL070GH R25F070   | 2055-07-25      | 8.0000%  | 0.0000% | $31499.00          | $33564.07          | Agency Collateralized Mortgage Obligation |
| FEPC 02.000 CLQB1050   | 2050-07-01      | 2.0000%  | 0.0000% | $7849408.00        | $3867408.47        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBP9656   | 2050-07-01      | 2.0000%  | 0.0000% | $5296740.00        | $2421376.57        | Agency Mortgage-Backed Securities         |
| GNMI SF 760393 X       | 2041-10-15      | 5.0000%  | 0.0000% | $2292.00           | $36.64             | Agency Mortgage-Backed Securities         |

### Security 295: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 3.850000%
- **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: ARP1DUVJ6, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP1DUVJ6
- **C.18 - Value (incl. sponsor support):** $324000000.00
- **C.18.a - Value (excl. sponsor support):** $324000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $3900.00           | $3879.18           | U.S. Treasuries (including strips) |
| FNMS 03.000 CLFM4595   | 2050-09-01      | 3.0000%  | 0.0000% | $1000.00           | $394.33            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA0848   | 2055-12-01      | 5.0000%  | 0.0000% | $5311236.00        | $5358976.93        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL9546   | 2046-11-01      | 3.5000%  | 0.0000% | $1000.00           | $147.74            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8360   | 2046-11-01      | 3.5000%  | 0.0000% | $1024.00           | $304.83            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFA3486   | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $823.11            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0905   | 2055-01-01      | 5.0000%  | 0.0000% | $37515136.00       | $36559219.17       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1616   | 2055-05-01      | 5.0000%  | 0.0000% | $1024.00           | $998.35            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1123   | 2055-01-01      | 5.5000%  | 0.0000% | $4986073.00        | $4849684.57        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM7869   | 2051-01-01      | 2.5000%  | 0.0000% | $1000.00           | $558.31            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIAS9321   | 2032-03-01      | 2.5000%  | 0.0000% | $1000.00           | $198.95            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAR3391   | 2043-01-01      | 3.0000%  | 0.0000% | $3000.00           | $532.74            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $499100.00         | $493795.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $800.00            | $813.62            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-15      | 4.3750%  | 0.0000% | $100.00            | $100.98            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $240300.00         | $243864.85         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.1250%  | 0.0000% | $353700.00         | $357664.26         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | 0.0000% | $96000.00          | $80450.95          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 4.5000%  | 0.0000% | $1293200.00        | $1360095.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | 0.0000% | $500.00            | $490.25            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $200200.00         | $202648.85         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 1.0000%  | 0.0000% | $100.00            | $93.92             | U.S. Treasuries (including strips) |
| FNMS 03.500 CLFS2740   | 2049-06-01      | 3.5000%  | 0.0000% | $5215.00           | $3575.65           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6635   | 2050-08-01      | 2.5000%  | 0.0000% | $1907.00           | $965.24            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5716   | 2049-04-01      | 3.5000%  | 0.0000% | $1000.00           | $755.33            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCC1182   | 2055-10-01      | 4.5000%  | 0.0000% | $1000.00           | $977.36            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM8577   | 2051-08-01      | 3.0000%  | 0.0000% | $1000.00           | $550.07            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM8966   | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $609.40            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBV6444   | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1033.43           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6738   | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $377.52            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA9273   | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $591.23            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICA4701   | 2034-11-01      | 2.5000%  | 0.0000% | $1000.00           | $307.38            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICA6522   | 2035-07-01      | 2.5000%  | 0.0000% | $1000.00           | $412.53            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08800 G   | 2048-02-01      | 3.5000%  | 0.0000% | $1000.00           | $118.09            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2027-03-15      | 4.2500%  | 0.0000% | $465300.00         | $475164.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $12500.00          | $12874.49          | U.S. Treasuries (including strips) |
| FNMS 02.500 CLCA6717   | 2050-08-01      | 2.5000%  | 0.0000% | $1024.00           | $486.63            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $441700.00         | $431336.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $345600.00         | $351714.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $1000.00           | $1009.10           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | 0.0000% | $100.00            | $98.19             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $1400.00           | $1429.97           | U.S. Treasuries (including strips) |
| FEPC 05.000 CLRA8404   | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $819.27            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE6088   | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $773.60            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5457   | 2054-05-01      | 5.5000%  | 0.0000% | $1024.00           | $907.26            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5290   | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $900.12            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I3BF0154   | 2046-11-01      | 3.5000%  | 0.0000% | $1000.00           | $163.00            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8226   | 2052-07-01      | 3.5000%  | 0.0000% | $2000.00           | $1494.66           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7923   | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $748.09            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS7687   | 2046-08-01      | 3.5000%  | 0.0000% | $1120.00           | $277.17            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CTRB5145   | 2042-02-01      | 2.0000%  | 0.0000% | $1000.00           | $637.92            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5882   | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $894.95            | Agency Mortgage-Backed Securities  |
| 05.875 FRPC G80376 G   | 2038-12-20      | 5.8750%  | 0.0000% | $1001.00           | $100.83            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY4063   | 2053-06-01      | 5.0000%  | 0.0000% | $1008.00           | $840.87            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CICA5065   | 2035-01-01      | 3.0000%  | 0.0000% | $1000.00           | $304.43            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0024   | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $535.20            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQC3242   | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $550.63            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD7391   | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $907.78            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CKMA5132   | 2053-08-01      | 6.0000%  | 0.0000% | $7418696.00        | $4027874.89        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2638   | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $668.31            | Agency Mortgage-Backed Securities  |
| GNII SF MA9908 M       | 2054-09-20      | 6.5000%  | 0.0000% | $1728.00           | $941.60            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF6768   | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1032.48           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9343   | 2052-10-01      | 5.0000%  | 0.0000% | $1008.00           | $815.84            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM8104   | 2051-07-01      | 3.0000%  | 0.0000% | $1000.00           | $591.93            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB1409   | 2051-08-01      | 3.0000%  | 0.0000% | $1000.00           | $716.65            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA4819   | 2049-12-01      | 4.0000%  | 0.0000% | $1000.00           | $282.04            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6638   | 2050-08-01      | 2.5000%  | 0.0000% | $2000.00           | $812.98            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G61431 G   | 2044-02-01      | 3.5000%  | 0.0000% | $1000.00           | $330.27            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3234   | 2052-04-01      | 3.0000%  | 0.0000% | $2999.00           | $2025.73           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4600   | 2052-05-01      | 3.5000%  | 0.0000% | $28814.00          | $20638.69          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRQ0058   | 2055-10-01      | 6.5000%  | 0.0000% | $18427600.00       | $18416011.07       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8650   | 2047-01-01      | 3.0000%  | 0.0000% | $1000.00           | $206.12            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD7227   | 2055-05-01      | 5.5000%  | 0.0000% | $1008.00           | $823.58            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8016   | 2049-10-01      | 3.0000%  | 0.0000% | $1129.00           | $167.40            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC4595   | 2054-10-01      | 6.0000%  | 0.0000% | $3000.00           | $3057.23           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBW1241   | 2052-10-01      | 4.0000%  | 0.0000% | $2000.00           | $1600.02           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD4903   | 2055-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1957.19           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBV1633   | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1025.83           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $100.00            | $89.98             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $333100.00         | $343767.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-15      | 3.5000%  | 0.0000% | $770800.00         | $771713.75         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.5000%  | 0.0000% | $185000.00         | $186194.51         | U.S. Treasuries (including strips) |
| FNMS 05.000 CIMA5800   | 2040-08-01      | 5.0000%  | 0.0000% | $1675500.00        | $1568426.26        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA1417   | 2047-12-01      | 3.0000%  | 0.0000% | $2008.00           | $1696.94           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFM1736   | 2039-10-01      | 6.5000%  | 0.0000% | $3066.00           | $1025.71           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB4843   | 2054-10-01      | 6.5000%  | 0.0000% | $3000.00           | $3120.53           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA2583   | 2054-09-01      | 6.5000%  | 0.0000% | $1040.00           | $978.40            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD1872   | 2052-11-01      | 5.5000%  | 0.0000% | $1001.00           | $780.48            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9476   | 2054-11-01      | 5.0000%  | 0.0000% | $5591461.00        | $5305691.83        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF6564   | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $810.35            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1827   | 2055-05-01      | 5.0000%  | 0.0000% | $2339.00           | $2279.70           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8214   | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $722.07            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2007   | 2055-04-01      | 5.5000%  | 0.0000% | $1024.00           | $974.01            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQE2057   | 2052-05-01      | 3.5000%  | 0.0000% | $1001.00           | $756.08            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF9217   | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1023.45           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF8892   | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1045.59           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD4507   | 2053-12-01      | 5.5000%  | 0.0000% | $1076.00           | $893.06            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ3720   | 2055-09-01      | 6.5000%  | 0.0000% | $661143.00         | $690261.11         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7567   | 2054-02-01      | 5.5000%  | 0.0000% | $1077.00           | $911.77            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0578   | 2051-03-01      | 2.5000%  | 0.0000% | $1000.00           | $555.06            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3255   | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $687.49            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6202   | 2053-05-01      | 5.0000%  | 0.0000% | $1006.00           | $853.52            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA0800   | 2055-12-01      | 5.0000%  | 0.0000% | $5513711.00        | $5582172.91        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3121   | 2052-02-01      | 3.0000%  | 0.0000% | $1008.00           | $655.17            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7774   | 2052-08-01      | 4.5000%  | 0.0000% | $1024.00           | $779.84            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ0267   | 2055-08-01      | 6.0000%  | 0.0000% | $2355192.00        | $2459146.47        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS3508   | 2048-02-01      | 3.5000%  | 0.0000% | $1151.00           | $797.36            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4020   | 2050-05-01      | 3.0000%  | 0.0000% | $1000.00           | $247.62            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM4857   | 2048-03-01      | 4.0000%  | 0.0000% | $1000.00           | $334.37            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5122   | 2052-11-01      | 4.5000%  | 0.0000% | $3000.00           | $2349.67           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4843   | 2052-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1621.17           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS3361   | 2052-12-01      | 5.5000%  | 0.0000% | $48443361.00       | $37268138.42       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM5012   | 2048-03-01      | 3.5000%  | 0.0000% | $2037.00           | $591.21            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2079   | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $602.44            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTCB0470   | 2041-05-01      | 2.5000%  | 0.0000% | $1000.00           | $606.76            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE6087   | 2052-07-01      | 4.5000%  | 0.0000% | $1002.00           | $781.05            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5450   | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $830.10            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 R3BF0138   | 2041-07-01      | 6.0000%  | 0.0000% | $2000.00           | $382.81            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE5780   | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1059.87           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE4238   | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1063.47           | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G61595 G   | 2048-07-01      | 3.5000%  | 0.0000% | $1002.00           | $205.57            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS3853   | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $649.82            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBU4852   | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $846.26            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAL9445   | 2031-07-01      | 3.0000%  | 0.0000% | $1000.00           | $113.09            | Agency Mortgage-Backed Securities  |
| 06.000 FGPC Z40125 G   | 2035-03-01      | 6.0000%  | 0.0000% | $1000.00           | $264.42            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY4409   | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $879.92            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9324   | 2054-10-01      | 5.5000%  | 0.0000% | $3000.00           | $2838.31           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9373   | 2054-10-01      | 5.0000%  | 0.0000% | $2076.00           | $2003.90           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV8551   | 2052-05-01      | 3.5000%  | 0.0000% | $5000.00           | $3622.27           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8140   | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $575.51            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6634   | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $874.02            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7378   | 2052-05-01      | 3.5000%  | 0.0000% | $1001.00           | $755.36            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA0799   | 2055-12-01      | 5.0000%  | 0.0000% | $3439018.00        | $3486375.57        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | 0.0000% | $66200.00          | $65719.81          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 4.3750%  | 0.0000% | $30952500.00       | $31605760.25       | U.S. Treasuries (including strips) |
| FNMS 04.500 CLAA9346   | 2039-08-01      | 4.5000%  | 0.0000% | $10850000.00       | $488213.76         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5009   | 2051-07-01      | 3.5000%  | 0.0000% | $1000.00           | $745.05            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3941   | 2053-02-01      | 5.0000%  | 0.0000% | $1000.00           | $750.45            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS6333   | 2052-10-01      | 4.0000%  | 0.0000% | $2000.00           | $1598.17           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS5708   | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $756.32            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3496   | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $719.72            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB3049   | 2052-03-01      | 2.5000%  | 0.0000% | $2000.00           | $1384.78           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1476   | 2052-03-01      | 3.0000%  | 0.0000% | $2999.00           | $2105.60           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6923   | 2053-08-01      | 6.0000%  | 0.0000% | $1024.00           | $816.99            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $631400.00         | $643433.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | 0.0000% | $913500.00         | $941148.84         | U.S. Treasuries (including strips) |
| FNMS 02.775 CAAO0385   | 2042-02-01      | 2.7750%  | 0.0000% | $1000.00           | $262.06            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE5080   | 2052-07-01      | 5.0000%  | 0.0000% | $3000.00           | $2068.75           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4386   | 2052-08-01      | 4.5000%  | 0.0000% | $4003.00           | $2882.83           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 U4BF0247   | 2051-06-01      | 4.5000%  | 0.0000% | $1000.00           | $288.76            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD7504   | 2049-08-01      | 3.5000%  | 0.0000% | $1001.00           | $183.51            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW1505   | 2052-07-01      | 4.5000%  | 0.0000% | $1028.00           | $805.37            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI8055   | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $919.31            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2990   | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $882.65            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD7673   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $608.45            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA1410   | 2052-06-01      | 3.0000%  | 0.0000% | $37948212.00       | $32130787.24       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CIMA5302   | 2039-03-01      | 6.5000%  | 0.0000% | $4571828.00        | $2510047.16        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CKBM5598   | 2043-02-01      | 3.0000%  | 0.0000% | $1000.00           | $146.50            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0244   | 2054-12-01      | 5.0000%  | 0.0000% | $37520818.00       | $35861521.41       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1452   | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $905.34            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS6832   | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $886.29            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY0495   | 2055-04-01      | 6.5000%  | 0.0000% | $1001.00           | $796.93            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 I4BF0822   | 2062-10-01      | 2.5000%  | 0.0000% | $1120.00           | $878.94            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1407   | 2054-12-01      | 5.0000%  | 0.0000% | $1051.00           | $1037.89           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM3211   | 2047-12-01      | 4.0000%  | 0.0000% | $1000.00           | $228.50            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBO2994   | 2049-09-01      | 4.0000%  | 0.0000% | $2000.00           | $319.21            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS4354   | 2045-01-01      | 4.5000%  | 0.0000% | $1000.00           | $158.41            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS6631   | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $759.72            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS5626   | 2053-08-01      | 5.0000%  | 0.0000% | $1323.00           | $1148.36           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC5282   | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $897.64            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA3513   | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $462.63            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB4475   | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $877.60            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQE0310   | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $532.41            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBU5315   | 2054-12-01      | 5.0000%  | 0.0000% | $1008.00           | $905.70            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM2000   | 2047-05-01      | 3.5000%  | 0.0000% | $1000.00           | $136.62            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2052-02-15      | 0.1250%  | 0.0000% | $160200.00         | $99605.79          | U.S. Treasuries (including strips) |
| FNMS 06.500 CLCC0597   | 2055-06-01      | 6.5000%  | 0.0000% | $983012.00         | $926704.26         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM3118   | 2050-05-01      | 3.0000%  | 0.0000% | $1000.00           | $405.68            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS7160   | 2046-05-01      | 3.5000%  | 0.0000% | $1024.00           | $246.98            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2135   | 2055-06-01      | 5.0000%  | 0.0000% | $1032.00           | $1013.67           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS0584   | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $596.32            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY1338   | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $961.98            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0034   | 2051-12-01      | 3.0000%  | 0.0000% | $1004.00           | $609.63            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD7032   | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $897.38            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0735   | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $545.16            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB6970   | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $916.67            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM6811   | 2036-04-01      | 2.0000%  | 0.0000% | $1000.00           | $451.14            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS1080   | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $706.02            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM6293   | 2051-01-01      | 3.0000%  | 0.0000% | $1999.00           | $981.46            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQX9911   | 2055-03-01      | 7.0000%  | 0.0000% | $1000.00           | $891.15            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBW0922   | 2052-06-01      | 4.0000%  | 0.0000% | $2620556.00        | $2007290.94        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTFM4605   | 2037-08-01      | 3.0000%  | 0.0000% | $1000.00           | $291.65            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS5721   | 2048-04-01      | 3.0000%  | 0.0000% | $594624.00         | $449554.82         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS3880   | 2053-02-01      | 6.0000%  | 0.0000% | $2253.00           | $1640.53           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA3507   | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1032.18           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2161   | 2055-06-01      | 6.0000%  | 0.0000% | $1132.00           | $1086.20           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTFA2703   | 2045-04-01      | 5.5000%  | 0.0000% | $1000.00           | $904.60            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM1445   | 2049-08-01      | 3.0000%  | 0.0000% | $1000.00           | $392.13            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA2494   | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $873.35            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM2439   | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $404.86            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | 0.0000% | $1145700.00        | $1140668.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-07      | 0.0000%  | 0.0000% | $860500.00         | $850013.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | 0.0000% | $829800.00         | $816720.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-11      | 0.0000%  | 0.0000% | $28400.00          | $27961.70          | U.S. Treasuries (including strips) |
| FNMS 04.500 CLCB5631   | 2053-02-01      | 4.5000%  | 0.0000% | $1024.00           | $836.19            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5479   | 2053-01-01      | 6.0000%  | 0.0000% | $1024.00           | $762.29            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD7558   | 2053-02-01      | 5.0000%  | 0.0000% | $1025.00           | $783.59            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7062   | 2053-09-01      | 6.5000%  | 0.0000% | $50366018.00       | $39952680.40       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA0483   | 2047-10-01      | 3.5000%  | 0.0000% | $1000.00           | $225.92            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5359   | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $952.55            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH4014   | 2047-09-01      | 4.0000%  | 0.0000% | $1000.00           | $294.49            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8342   | 2053-07-01      | 5.5000%  | 0.0000% | $3928.00           | $3173.72           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ2087   | 2054-08-01      | 5.5000%  | 0.0000% | $1001.00           | $853.62            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8215   | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $719.97            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU1030   | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $589.38            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC4701   | 2054-10-01      | 6.5000%  | 0.0000% | $3000.00           | $3106.98           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE0306   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.19           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ2157   | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $864.39            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7620   | 2053-12-01      | 6.0000%  | 0.0000% | $5459.00           | $4696.65           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6320   | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $815.50            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4067   | 2052-07-01      | 4.5000%  | 0.0000% | $1025.00           | $813.99            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA3666   | 2049-06-01      | 4.0000%  | 0.0000% | $1000.00           | $253.83            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS4095   | 2053-02-01      | 5.0000%  | 0.0000% | $1024.00           | $793.50            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS4377   | 2052-04-01      | 3.0000%  | 0.0000% | $2000.00           | $1512.02           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5462   | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $688.32            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0331   | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $642.32            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS2141   | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $685.11            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS5632   | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $860.23            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8322   | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $824.89            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQD5262   | 2052-01-01      | 2.0000%  | 0.0000% | $1001.00           | $668.32            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6799   | 2050-08-01      | 2.0000%  | 0.0000% | $1000.00           | $458.26            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6919   | 2050-09-01      | 2.5000%  | 0.0000% | $1279.00           | $606.43            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZA6531   | 2049-03-01      | 4.5000%  | 0.0000% | $6927.00           | $927.99            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 3SZT0936   | 2043-09-01      | 3.0000%  | 0.0000% | $1000.00           | $111.18            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CICB9261   | 2039-09-01      | 6.0000%  | 0.0000% | $1000.00           | $840.80            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFM5082   | 2035-12-01      | 2.5000%  | 0.0000% | $2000.00           | $784.65            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM3249   | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $206.80            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM3505   | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $447.69            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ0450   | 2053-12-01      | 6.5000%  | 0.0000% | $4125404.00        | $3878313.83        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $4900.00           | $4942.57           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $961700.00         | $974548.17         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $4400.00           | $4511.61           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $1155300.00        | $1187745.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $641300.00         | $648392.72         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-09-30      | 3.8750%  | 0.0000% | $420200.00         | $424091.87         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $463500.00         | $569643.35         | U.S. Treasuries (including strips) |
| FNMS 03.500 CLFS1789   | 2047-07-01      | 3.5000%  | 0.0000% | $1000.00           | $653.29            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM7786   | 2049-01-01      | 4.0000%  | 0.0000% | $2190.00           | $892.89            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB1943   | 2051-07-01      | 3.0000%  | 0.0000% | $1000.00           | $505.14            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3317   | 2052-04-01      | 4.0000%  | 0.0000% | $1023.00           | $709.47            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA1386   | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $563.78            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1024   | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $608.07            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR1967   | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $606.59            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY2375   | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $509.48            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIAS8251   | 2031-11-01      | 2.0000%  | 0.0000% | $1001.00           | $159.64            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS5133   | 2051-09-01      | 3.0000%  | 0.0000% | $1970.00           | $1507.60           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS6256   | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $804.53            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA0849   | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $1005.75           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX8367   | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $759.94            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLTA0797   | 2055-12-01      | 5.0000%  | 0.0000% | $5910019.00        | $5964879.74        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0847   | 2052-02-01      | 3.0000%  | 0.0000% | $1024.00           | $635.76            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4041   | 2053-03-01      | 5.5000%  | 0.0000% | $2458.00           | $1974.30           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI0286   | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $928.46            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7338   | 2053-10-01      | 6.0000%  | 0.0000% | $1024.00           | $850.79            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7116   | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $835.67            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIFM1577   | 2034-09-01      | 3.5000%  | 0.0000% | $1000.00           | $211.63            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA4643   | 2042-05-01      | 3.0000%  | 0.0000% | $400000.00         | $276141.03         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS2649   | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $715.49            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8491   | 2054-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1663.21           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS0067   | 2051-09-01      | 4.5000%  | 0.0000% | $6000.00           | $3400.55           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9058   | 2054-08-01      | 5.0000%  | 0.0000% | $1008.00           | $947.72            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1451   | 2054-10-01      | 6.0000%  | 0.0000% | $37825996.00       | $34955248.86       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA1857   | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1016.78           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9365   | 2054-10-01      | 5.5000%  | 0.0000% | $1024.00           | $982.46            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1809   | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $903.93            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO4645   | 2049-11-01      | 3.0000%  | 0.0000% | $2998.00           | $1060.34           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9816   | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $895.12            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2026-06-30      | 4.6250%  | 0.0000% | $104000.00         | $104551.82         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $1259100.00        | $1322787.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-06-30      | 4.2500%  | 0.0000% | $550000.00         | $563622.95         | U.S. Treasuries (including strips) |
| FEPC 05.000 CTRB5374   | 2045-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1002.40           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI6376   | 2054-06-01      | 6.0000%  | 0.0000% | $2000.00           | $1741.64           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8469   | 2054-10-01      | 5.5000%  | 0.0000% | $17297.00          | $14998.15          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF7473   | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.83           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8394   | 2054-01-01      | 5.0000%  | 0.0000% | $1000.00           | $891.21            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5633   | 2054-02-01      | 6.0000%  | 0.0000% | $1000.00           | $871.04            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7195   | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $719.43            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBE0084   | 2046-12-01      | 3.0000%  | 0.0000% | $2000.00           | $560.50            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $327700.00         | $334504.05         | U.S. Treasuries (including strips) |
| FEPC 03.500 CLSD0958   | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $660.49            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBQ1092   | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $411.59            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC3824   | 2054-11-01      | 5.0000%  | 0.0000% | $1001.00           | $961.21            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR0999   | 2051-05-01      | 2.5000%  | 0.0000% | $2000.00           | $1302.62           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD1524   | 2052-08-01      | 4.0000%  | 0.0000% | $1000.00           | $720.67            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1586   | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $663.56            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA7461   | 2054-01-01      | 6.0000%  | 0.0000% | $2000.00           | $1941.62           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3068   | 2052-10-01      | 5.0000%  | 0.0000% | $1050.00           | $837.61            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7257   | 2050-10-01      | 2.5000%  | 0.0000% | $1000.00           | $531.01            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL3683   | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1025.17           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM4934   | 2035-11-01      | 2.0000%  | 0.0000% | $1000.00           | $458.84            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD2081   | 2052-12-01      | 5.0000%  | 0.0000% | $1000.00           | $765.43            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8237   | 2052-08-01      | 4.0000%  | 0.0000% | $1027.00           | $796.70            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS2637   | 2052-05-01      | 2.5000%  | 0.0000% | $2000.00           | $1357.37           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6509   | 2053-06-01      | 4.5000%  | 0.0000% | $1000.00           | $872.02            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6702   | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $750.58            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5892   | 2053-03-01      | 4.5000%  | 0.0000% | $1000.00           | $852.03            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6187   | 2053-05-01      | 5.5000%  | 0.0000% | $5000.00           | $4102.72           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9672   | 2054-12-01      | 5.5000%  | 0.0000% | $1002.00           | $976.20            | Agency Mortgage-Backed Securities  |
| GNII SF MA9240 M       | 2053-10-20      | 5.0000%  | 0.0000% | $419098.00         | $371823.86         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8532   | 2055-05-01      | 5.0000%  | 0.0000% | $1024.00           | $987.44            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7576   | 2055-01-01      | 5.5000%  | 0.0000% | $1003.00           | $955.12            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBQ8482   | 2050-12-01      | 2.5000%  | 0.0000% | $1000.00           | $380.27            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6141   | 2050-06-01      | 2.0000%  | 0.0000% | $1045.00           | $493.97            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB1020   | 2051-07-01      | 2.0000%  | 0.0000% | $2000.00           | $1182.37           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS2317   | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $668.16            | Agency Mortgage-Backed Securities  |

### Security 296: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 3.830000%
- **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: ARP1DUVL1, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP1DUVL1
- **C.18 - Value (incl. sponsor support):** $45000000.00
- **C.18.a - Value (excl. sponsor support):** $45000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 06.000 CL888743   | 2036-01-01      | 6.0000%  | 0.0000% | $11256685.00       | $172332.54         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5388   | 2054-06-01      | 5.5000%  | 0.0000% | $3947200.00        | $3303290.72        | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB7659   | 2053-12-01      | 7.0000%  | 0.0000% | $48956492.00       | $37673930.90       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8438   | 2054-06-01      | 5.5000%  | 0.0000% | $1040.00           | $862.73            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB9452   | 2054-11-01      | 4.5000%  | 0.0000% | $1536.00           | $1420.94           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ1473   | 2054-08-01      | 6.0000%  | 0.0000% | $2777422.00        | $2550902.30        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ2179   | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $912.58            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS9587   | 2047-05-01      | 4.0000%  | 0.0000% | $2550570.00        | $399878.11         | Agency Mortgage-Backed Securities  |
| GNII RG CI4407 C       | 2043-10-20      | 3.5000%  | 0.0000% | $688906.00         | $466196.29         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5444   | 2054-08-01      | 5.5000%  | 0.0000% | $681434.00         | $586396.69         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS9994   | 2054-11-01      | 6.5000%  | 0.0000% | $1000.00           | $766.91            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2027-08-31      | 3.6250%  | 0.0000% | $30000.00          | $30440.64          | U.S. Treasuries (including strips) |
| FEPC 02.500 CLSD0704   | 2051-10-01      | 2.5000%  | 0.0000% | $1735.00           | $1024.91           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQJ8387   | 2054-11-01      | 4.5000%  | 0.0000% | $1001.00           | $962.19            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2026-02-24      | 0.0000%  | 0.0000% | $100.00            | $99.48             | U.S. Treasuries (including strips) |
| GNII RG CF1391 C       | 2049-01-20      | 4.5000%  | 0.0000% | $3397006.00        | $1006938.70        | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ5613   | 2030-12-01      | 4.4300%  | 0.0000% | $1000.00           | $1010.49           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC2908   | 2054-08-01      | 6.5000%  | 0.0000% | $6972.00           | $5436.39           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB7658   | 2053-12-01      | 7.0000%  | 0.0000% | $2961.00           | $2125.96           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB6543   | 2053-06-01      | 6.5000%  | 0.0000% | $1024.00           | $749.36            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB8028   | 2054-02-01      | 7.0000%  | 0.0000% | $1008.00           | $777.46            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD6906   | 2054-10-01      | 6.0000%  | 0.0000% | $1083.00           | $1012.55           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL995050   | 2037-09-01      | 6.0000%  | 0.0000% | $18345962.00       | $142329.21         | Agency Mortgage-Backed Securities  |

### Security 297: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 3.830000%
- **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: ARP1DUVR8, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: ARP1DUVR8
- **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:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 02.000 CLSD7017 | 2052-03-01      | 2.0000%  | 0.0000% | $20162000.00       | $15330527.82       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB8273 | 2038-12-01      | 5.5000%  | 0.0000% | $59892.00          | $31112.88          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB8327 | 2039-09-01      | 5.0000%  | 0.0000% | $8000.00           | $5638.65           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3432 | 2053-07-01      | 6.0000%  | 0.0000% | $128429.00         | $101521.58         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQD6081 | 2052-02-01      | 3.0000%  | 0.0000% | $20207000.00       | $12611199.36       | Agency Mortgage-Backed Securities |

### Security 298: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DUVZ0, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP1DUVZ0
- **C.18 - Value (incl. sponsor support):** $227000000.00
- **C.18.a - Value (excl. sponsor support):** $227000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $2992400.00        | $2833608.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $58520400.00       | $65031746.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $15303200.00       | $15226653.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 3.8072%  | 0.0000% | $11600.00          | $11687.34          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $200.00            | $135.80            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | 0.0000% | $4999100.00        | $4887935.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-07-15      | 1.8750%  | 0.0000% | $300.00            | $306.82            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $1200.00           | $1139.58           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 2.3750%  | 0.0000% | $100.00            | $99.27             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $2147700.00        | $2025265.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 2.3750%  | 0.0000% | $38239300.00       | $42091886.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | 0.0000% | $1000.00           | $1010.65           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $71133300.00       | $75174311.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $302400.00         | $286936.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $339000.00         | $321665.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 1.1250%  | 0.0000% | $100.00            | $95.52             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $300.00            | $298.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $928300.00         | $886871.22         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $844500.00         | $833947.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | 0.0000% | $1016000.00        | $954624.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $3255800.00        | $2812355.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $6224500.00        | $6272820.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-07-15      | 1.3750%  | 0.0000% | $100.00            | $105.41            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $1200.00           | $1132.49           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $6899400.00        | $6215622.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $5227000.00        | $5667788.51        | U.S. Treasuries (including strips) |

### Security 299: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1DUW14, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP1DUW14
- **C.18 - Value (incl. sponsor support):** $729000000.00
- **C.18.a - Value (excl. sponsor support):** $729000000.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $3494700.00        | $3573190.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $3306400.00        | $3229811.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $344000.00         | $341666.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | 0.0000% | $193700.00         | $179416.54         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $150000.00         | $131778.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $47000.00          | $38505.05          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $43400.00          | $45204.50          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $21399300.00       | $22664934.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.6250%  | 0.0000% | $15531100.00       | $15759668.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $3829600.00        | $3781284.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $15000.00          | $15269.59          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 4.6250%  | 0.0000% | $915000.00         | $904511.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 6.0000%  | 0.0000% | $47000.00          | $48182.52          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | 0.0000% | $5114600.00        | $5155376.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $1930000.00        | $1912624.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 4.2500%  | 0.0000% | $241700.00         | $243379.82         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $3917800.00        | $3955877.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $225525800.00      | $230046178.08      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 5.3750%  | 0.0000% | $28000.00          | $30718.44          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 4.7500%  | 0.0000% | $550000.00         | $571990.93         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 4.5000%  | 0.0000% | $1179400.00        | $1240946.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $3054400.00        | $1826399.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $4190300.00        | $3881925.35        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $800.00            | $735.05            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $4204600.00        | $3539868.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | 0.0000% | $22327100.00       | $14279531.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $435100.00         | $282561.75         | U.S. Treasuries (including strips) |
| FNMS 05.500 CLFA3107   | 2053-12-01      | 5.5000%  | 0.0000% | $12482388.00       | $12553505.67       | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $420100.00         | $287506.99         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $5698600.00        | $2757594.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $90000.00          | $63822.89          | U.S. Treasuries (including strips) |
| FNMS 06.000 CLCC1240   | 2055-10-01      | 6.0000%  | 0.0000% | $107598941.00      | $110594872.55      | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $40941000.00       | $41287190.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $76000.00          | $78475.53          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 3.1250%  | 0.0000% | $89000.00          | $74266.05          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 6.6250%  | 0.0000% | $442000.00         | $468813.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.5000%  | 0.0000% | $1149300.00        | $1156756.42        | U.S. Treasuries (including strips) |
| FNMS 06.500 CLFA2431   | 2055-07-01      | 6.5000%  | 0.0000% | $13611092.00       | $14081323.07       | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | 0.0000% | $1683000.00        | $1299454.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 6.5000%  | 0.0000% | $152000.00         | $157167.95         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-02-15      | 3.5000%  | 0.0000% | $14000.00          | $12989.21          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $2709700.00        | $2739114.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | 0.0000% | $25100.00          | $20387.08          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 6.1250%  | 0.0000% | $200000.00         | $211161.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $3915400.00        | $2487225.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | 0.0000% | $1138800.00        | $856794.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $104000.00         | $79036.57          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $1191000.00        | $1236714.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 6.3750%  | 0.0000% | $18000.00          | $19250.73          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $4496900.00        | $4472058.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $1618600.00        | $1611681.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | 0.0000% | $36000.00          | $35867.97          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-05-15      | 4.5000%  | 0.0000% | $101000.00         | $103857.92         | U.S. Treasuries (including strips) |
| FEPC 06.500 CLRJ1085   | 2054-03-01      | 6.5000%  | 0.0000% | $452685.00         | $396894.97         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9380   | 2053-07-01      | 5.5000%  | 0.0000% | $219917.00         | $164497.51         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $799100.00         | $613803.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $55000.00          | $44409.13          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | 0.0000% | $5000.00           | $3645.24           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $1527000.00        | $1489324.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $3507200.00        | $1962392.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $7500.00           | $5564.98           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $99000.00          | $97970.90          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $1824200.00        | $1165827.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $3628400.00        | $2313623.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $341000.00         | $241212.25         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $6618000.00        | $6694609.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $8978600.00        | $9056984.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $200358800.00      | $202563407.32      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 5.2500%  | 0.0000% | $14000.00          | $14749.82          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 4.8750%  | 0.0000% | $1403000.00        | $1450128.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-11-15      | 4.6250%  | 0.0000% | $376300.00         | $367370.05         | U.S. Treasuries (including strips) |

### Security 300: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DUW63, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1DUW63
- **C.18 - Value (incl. sponsor support):** $103000000.00
- **C.18.a - Value (excl. sponsor support):** $103000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $109984400.00      | $105082322.77      | U.S. Treasuries (including strips) |

### Security 301: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** GOLDMAN SACHS & CO LLC 3.840000%
- **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: ARP1DUWX4, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP1DUWX4
- **C.18 - Value (incl. sponsor support):** $554000000.00
- **C.18.a - Value (excl. sponsor support):** $554000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNCL CL DC7225       | 2066-08-15      | 5.8900%  | 0.0000% | $1790792.00        | $1924303.30        | Agency Mortgage-Backed Securities         |
| FKAR 04.150 WNWN5225 | 2030-03-01      | 4.1500%  | 0.0000% | $36709000.00       | $36878497.68       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIAQ7281 | 2027-12-01      | 2.0000%  | 0.0000% | $4499998.00        | $154376.78         | Agency Mortgage-Backed Securities         |
| GNII SF MA6937 M     | 2050-10-20      | 5.5000%  | 0.0000% | $25001.00          | $8297.33           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLAL2142 | 2038-09-01      | 6.5000%  | 0.0000% | $648392.00         | $28461.10          | Agency Mortgage-Backed Securities         |
| GNII SF MB0366 M     | 2055-05-20      | 5.5000%  | 0.0000% | $43337280.00       | $43042436.43       | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQE3454 | 2052-06-01      | 2.0000%  | 0.0000% | $189538.00         | $139512.62         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDA1075 | 2053-11-01      | 6.0000%  | 0.0000% | $31834.00          | $29446.96          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBX4262 | 2052-12-01      | 6.0000%  | 0.0000% | $1111000.00        | $1105994.57        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CTFS0697 | 2042-02-01      | 2.5000%  | 0.0000% | $246000.00         | $149260.89         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CTSC0340 | 2042-09-01      | 3.0000%  | 0.0000% | $800000.00         | $574967.47         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBW6230 | 2052-09-01      | 4.0000%  | 0.0000% | $24000.00          | $18391.84          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF5487 | 2055-12-01      | 6.0000%  | 0.0000% | $1498984.00        | $1566583.15        | Agency Mortgage-Backed Securities         |
| GNII SF MA8015 M     | 2037-05-20      | 1.5000%  | 0.0000% | $163515.00         | $98381.41          | Agency Mortgage-Backed Securities         |
| GNPL PN CF9671       | 2063-12-15      | 4.1200%  | 0.0000% | $106920.00         | $100823.24         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL555531 | 2033-06-01      | 5.5000%  | 0.0000% | $53678075.00       | $224199.07         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD3455 | 2053-05-01      | 5.0000%  | 0.0000% | $110443.00         | $96041.24          | Agency Mortgage-Backed Securities         |
| GNRA 2025-098 FY     | 2065-06-20      | 5.2177%  | 0.0000% | $5000000.00        | $4039860.67        | Agency Collateralized Mortgage Obligation |
| GNPL PN CL2716       | 2057-06-15      | 2.8000%  | 0.0000% | $14341968.00       | $12228005.02       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS3455 | 2052-12-01      | 5.0000%  | 0.0000% | $100000.00         | $72499.22          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA5135 | 2050-02-01      | 2.5000%  | 0.0000% | $203000.00         | $102866.71         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM6178 | 2032-11-01      | 3.5000%  | 0.0000% | $800000.00         | $153144.02         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIFM1854 | 2034-07-01      | 4.0000%  | 0.0000% | $2500000.00        | $462704.39         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC U61825 G | 2042-11-01      | 3.5000%  | 0.0000% | $46162432.00       | $6371247.39        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD0504 | 2047-07-01      | 4.0000%  | 0.0000% | $1458786.00        | $552296.59         | Agency Mortgage-Backed Securities         |
| FKAR WV9003          | 2035-08-01      | 4.5570%  | 0.0000% | $238832000.00      | $238598302.89      | Agency Mortgage-Backed Securities         |
| GNII SF DH1577 C     | 2055-01-20      | 5.5000%  | 0.0000% | $2206300.00        | $2243578.22        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS6402 | 2053-11-01      | 6.0000%  | 0.0000% | $11701568.00       | $9333619.81        | Agency Mortgage-Backed Securities         |
| GNII SF MA9016 M     | 2053-07-20      | 5.0000%  | 0.0000% | $204992.00         | $171421.85         | Agency Mortgage-Backed Securities         |
| GNRA 2022-115 EA     | 2060-10-16      | 2.2500%  | 0.0000% | $588614.00         | $447830.56         | Agency Collateralized Mortgage Obligation |
| GNMI SF 742244 X     | 2041-01-15      | 4.0000%  | 0.0000% | $110174.00         | $9301.49           | Agency Mortgage-Backed Securities         |
| GNII SF MA6996 M     | 2050-11-20      | 3.0000%  | 0.0000% | $347967488.00      | $114741690.29      | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZT0240 | 2048-01-01      | 3.5000%  | 0.0000% | $455000.00         | $79666.89          | Agency Mortgage-Backed Securities         |
| GNRA 2024-205 PT     | 2065-03-16      | 3.0000%  | 0.0000% | $102208256.00      | $86860728.58       | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLFS7115 | 2054-02-01      | 5.5000%  | 0.0000% | $13000.00          | $10858.05          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBM4703 | 2048-02-01      | 3.5000%  | 0.0000% | $631000.00         | $83585.17          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZL9522 | 2045-05-01      | 3.0000%  | 0.0000% | $37376.00          | $7102.21           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZJ0914 | 2040-12-01      | 4.0000%  | 0.0000% | $200000.00         | $21767.90          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQF9463 | 2053-03-01      | 4.0000%  | 0.0000% | $915407.00         | $739873.43         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZL7982 | 2044-04-01      | 4.5000%  | 0.0000% | $300000.00         | $47368.71          | Agency Mortgage-Backed Securities         |
| GNRM 2012-126 BC     | 2041-02-20      | 1.7500%  | 0.0000% | $1306000.00        | $75987.46          | Agency Collateralized Mortgage Obligation |
| FEPC 02.000 CIQO0504 | 2037-06-01      | 2.0000%  | 0.0000% | $663099.00         | $447723.28         | Agency Mortgage-Backed Securities         |
| GNII SF MA1350 M     | 2028-10-20      | 3.0000%  | 0.0000% | $331825.00         | $10366.96          | Agency Mortgage-Backed Securities         |
| GNRM 2021-031 KB     | 2061-01-16      | 1.1500%  | 0.0000% | $210738.00         | $70714.47          | Agency Collateralized Mortgage Obligation |
| GNII SF AB2158 C     | 2042-08-20      | 4.0000%  | 0.0000% | $1130000.00        | $92233.93          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD2866 | 2049-07-01      | 4.0000%  | 0.0000% | $2306000.00        | $1751981.94        | Agency Mortgage-Backed Securities         |

### Security 302: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** GOLDMAN SACHS & CO LLC 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1DUX39, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP1DUX39
- **C.18 - Value (incl. sponsor support):** $2675291000.00
- **C.18.a - Value (excl. sponsor support):** $2675291000.00
- **C.19 - Percentage of Net Assets:** 2.9600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 CLQZ7830   | 2055-09-01      | 6.0000%  | 0.0000% | $5437888.00        | $5693997.31        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CRMA1463   | 2043-06-01      | 3.5000%  | 0.0000% | $30292544.00       | $4769418.92        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL962062   | 2038-03-01      | 5.0000%  | 0.0000% | $277382.00         | $6091.98           | Agency Mortgage-Backed Securities         |
| GNII SF DM4342 C       | 2055-09-20      | 6.0000%  | 0.0000% | $1683078.00        | $1741635.49        | Agency Mortgage-Backed Securities         |
| GNII SF DL4591 C       | 2055-10-20      | 6.5000%  | 0.0000% | $1412756.00        | $1483779.62        | Agency Mortgage-Backed Securities         |
| GNII SF DL5258 C       | 2055-11-20      | 6.0000%  | 0.0000% | $1682022.00        | $1749227.76        | Agency Mortgage-Backed Securities         |
| GNII SF DK7916 C       | 2055-08-20      | 6.5000%  | 0.0000% | $1522150.00        | $1595698.62        | Agency Mortgage-Backed Securities         |
| GNII SF MA2963 M       | 2045-07-20      | 4.5000%  | 0.0000% | $594079.00         | $40870.61          | Agency Mortgage-Backed Securities         |
| GNII SF MA4267 M       | 2034-09-20      | 6.0000%  | 0.0000% | $444215.00         | $48979.26          | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS6511   | 2032-10-01      | 3.5700%  | 0.0000% | $50414000.00       | $48163115.73       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC4569   | 2054-11-01      | 5.0000%  | 0.0000% | $7640.00           | $6991.08           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA1754   | 2047-12-01      | 3.0000%  | 0.0000% | $1010172.00        | $261084.44         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM9630   | 2051-11-01      | 3.0000%  | 0.0000% | $78481792.00       | $51208405.92       | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ2697   | 2029-12-01      | 4.7400%  | 0.0000% | $6597528.00        | $6775298.39        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC0035   | 2054-09-01      | 6.0000%  | 0.0000% | $1041996.00        | $829990.95         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC5276   | 2054-11-01      | 5.5000%  | 0.0000% | $1044194.00        | $1065498.74        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBY4405   | 2053-06-01      | 5.0000%  | 0.0000% | $9210784.00        | $7660478.50        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ4765   | 2030-08-01      | 4.2850%  | 0.0000% | $3500288.00        | $3539984.18        | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDB7711   | 2054-07-01      | 7.0000%  | 0.0000% | $2000036.00        | $1746117.62        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA1905   | 2048-06-01      | 4.5000%  | 0.0000% | $24496448.00       | $7774419.68        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD6351   | 2055-05-01      | 6.0000%  | 0.0000% | $4567136.00        | $4407192.55        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE3616   | 2055-07-01      | 6.0000%  | 0.0000% | $4080328.00        | $4217427.68        | Agency Mortgage-Backed Securities         |
| GNII SF DI3434 C       | 2055-04-20      | 6.5000%  | 0.0000% | $1703606.00        | $1775434.26        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA2186   | 2055-12-01      | 5.5000%  | 0.0000% | $2063612.00        | $2115559.99        | Agency Mortgage-Backed Securities         |
| GNII SF MA7937 M       | 2052-03-20      | 3.0000%  | 0.0000% | $100000000.00      | $64584438.72       | Agency Mortgage-Backed Securities         |
| GNII SF DN9201 C       | 2055-12-20      | 5.5000%  | 0.0000% | $844088.00         | $866700.55         | Agency Mortgage-Backed Securities         |
| GNII SF DM2129 C       | 2055-11-20      | 6.0000%  | 0.0000% | $1699930.00        | $1760587.28        | Agency Mortgage-Backed Securities         |
| GNRM 2025-116 GA       | 2052-07-20      | 5.0000%  | 0.0000% | $19375000.00       | $15378691.06       | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLDB5943   | 2054-06-01      | 6.0000%  | 0.0000% | $6051.00           | $5299.65           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL662622   | 2032-10-01      | 6.0000%  | 0.0000% | $11997184.00       | $8455.83           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTSC0692   | 2044-11-01      | 5.5000%  | 0.0000% | $187521536.00      | $162798323.35      | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE1559   | 2055-07-01      | 5.5000%  | 0.0000% | $6952808.00        | $7107640.82        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CIDE2869   | 2040-06-01      | 6.0000%  | 0.0000% | $248263.00         | $245728.98         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZI7467   | 2038-05-01      | 5.5000%  | 0.0000% | $1900000.00        | $23166.69          | Agency Mortgage-Backed Securities         |
| GNII SF DM0571 C       | 2055-11-20      | 6.0000%  | 0.0000% | $1185914.00        | $1228518.44        | Agency Mortgage-Backed Securities         |
| GNII SF DM3571 C       | 2055-10-20      | 6.0000%  | 0.0000% | $13932816.00       | $14418027.71       | Agency Mortgage-Backed Securities         |
| GNMI SF AE7779 X       | 2043-09-15      | 3.5000%  | 0.0000% | $1075000.00        | $209307.64         | Agency Mortgage-Backed Securities         |
| GNII SF MA6599 M       | 2050-04-20      | 3.0000%  | 0.0000% | $3812580.00        | $809083.22         | Agency Mortgage-Backed Securities         |
| GNII SF MA6413 M       | 2050-01-20      | 5.0000%  | 0.0000% | $6950000.00        | $993265.22         | Agency Mortgage-Backed Securities         |
| GNII SF MA6930 M       | 2050-10-20      | 2.0000%  | 0.0000% | $449304.00         | $207084.96         | Agency Mortgage-Backed Securities         |
| GNII JM MA6645 M       | 2050-05-20      | 2.5000%  | 0.0000% | $2997000.00        | $578449.70         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBC0791   | 2046-04-01      | 3.5000%  | 0.0000% | $3400000.00        | $577638.92         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ3843   | 2032-08-01      | 4.6500%  | 0.0000% | $6190850.00        | $6334471.53        | Agency Mortgage-Backed Securities         |
| GNII SF CO1927 C       | 2052-10-20      | 5.5000%  | 0.0000% | $661936.00         | $662625.03         | Agency Mortgage-Backed Securities         |
| GNPL PN CN9794         | 2057-08-15      | 3.7400%  | 0.0000% | $15155616.00       | $13763276.37       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE9556   | 2055-10-01      | 5.5000%  | 0.0000% | $4935344.00        | $5070199.64        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ5811   | 2032-12-01      | 4.3300%  | 0.0000% | $5458000.00        | $5485935.86        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC9957   | 2055-01-01      | 6.0000%  | 0.0000% | $170607.00         | $153022.31         | Agency Mortgage-Backed Securities         |
| GNII SF DM3642 C       | 2055-10-20      | 5.5000%  | 0.0000% | $6149040.00        | $6300328.25        | Agency Mortgage-Backed Securities         |
| GNII SF DO3827 C       | 2055-12-20      | 6.0000%  | 0.0000% | $5899576.00        | $6117046.17        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAD0423   | 2039-03-01      | 5.5000%  | 0.0000% | $950423.00         | $18012.95          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1214   | 2055-10-01      | 5.5000%  | 0.0000% | $73071488.00       | $74635913.56       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS8462   | 2054-07-01      | 6.0000%  | 0.0000% | $77979904.00       | $59667904.91       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA2185   | 2055-12-01      | 5.5000%  | 0.0000% | $4318736.00        | $4431434.85        | Agency Mortgage-Backed Securities         |
| GNII SF MA0460 M       | 2042-10-20      | 2.5000%  | 0.0000% | $2499000.00        | $376177.97         | Agency Mortgage-Backed Securities         |
| GNMI SF 778855 X       | 2027-02-15      | 3.0000%  | 0.0000% | $6840176.00        | $45943.80          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBY6780   | 2053-08-01      | 6.0000%  | 0.0000% | $926693.00         | $760688.05         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBY4601   | 2053-06-01      | 5.0000%  | 0.0000% | $4044424.00        | $3579784.36        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ4585   | 2030-08-01      | 4.1700%  | 0.0000% | $2588000.00        | $2605502.64        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL634288   | 2032-03-01      | 6.0000%  | 0.0000% | $14999552.00       | $11475.99          | Agency Mortgage-Backed Securities         |
| GNII SF DM0712 C       | 2055-09-20      | 6.0000%  | 0.0000% | $1735180.00        | $1797068.21        | Agency Mortgage-Backed Securities         |
| GNII SF DO3408 C       | 2055-10-20      | 6.0000%  | 0.0000% | $16140800.00       | $16798734.81       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $3800.00           | $3760.50           | U.S. Treasuries (including strips)        |
| FNMS 06.000 CL190342   | 2033-10-01      | 6.0000%  | 0.0000% | $95773696.00       | $433680.74         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CRBM7714   | 2046-02-01      | 3.5000%  | 0.0000% | $8946656.00        | $7943415.16        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS2560   | 2039-01-01      | 5.0000%  | 0.0000% | $10824304.00       | $89760.53          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA6773   | 2052-02-01      | 2.0000%  | 0.0000% | $33343104.00       | $20453590.46       | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD2742   | 2052-05-01      | 3.5000%  | 0.0000% | $21233472.00       | $16372333.50       | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CTZA2347   | 2034-07-01      | 4.0000%  | 0.0000% | $302000.00         | $31695.38          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF5327   | 2055-12-01      | 6.0000%  | 0.0000% | $1373816.00        | $1434325.73        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 I4BF0334   | 2059-01-01      | 3.5000%  | 0.0000% | $4700000.00        | $1531132.05        | Agency Mortgage-Backed Securities         |
| GNII SF MA9904 M       | 2053-05-20      | 4.5000%  | 0.0000% | $147968000.00      | $137989036.86      | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL889974   | 2035-09-01      | 5.0000%  | 0.0000% | $4281200.00        | $62200.72          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4578   | 2052-04-01      | 2.5000%  | 0.0000% | $412000.00         | $279068.61         | Agency Mortgage-Backed Securities         |
| GNPL PN CL1967         | 2057-08-15      | 3.7000%  | 0.0000% | $4525670.00        | $4102775.31        | Agency Mortgage-Backed Securities         |
| GNII ET DE7592 C       | 2064-09-20      | 4.5000%  | 0.0000% | $264653.00         | $255708.38         | Agency Mortgage-Backed Securities         |
| GNPL PN CW2333         | 2059-05-15      | 5.8000%  | 0.0000% | $6445496.00        | $6741104.69        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $2100.00           | $2085.76           | U.S. Treasuries (including strips)        |
| GNRM 2025-215 DM       | 2053-03-20      | 5.0000%  | 0.0000% | $38660672.00       | $38994068.75       | Agency Collateralized Mortgage Obligation |
| GNII SF DC6665 C       | 2054-07-20      | 6.5000%  | 0.0000% | $3356400.00        | $2527119.56        | Agency Mortgage-Backed Securities         |
| GNII SF MA4510 M       | 2047-03-20      | 3.5000%  | 0.0000% | $1085310000.00     | $126130981.32      | Agency Mortgage-Backed Securities         |
| GNPL PN AT8554         | 2057-04-15      | 2.7900%  | 0.0000% | $244493.00         | $209024.98         | Agency Mortgage-Backed Securities         |
| GNMI SF 736617 X       | 2035-12-15      | 4.0000%  | 0.0000% | $4500000.00        | $617479.05         | Agency Mortgage-Backed Securities         |
| GNPL PN CK5793         | 2057-10-15      | 4.2100%  | 0.0000% | $2250000.00        | $2109118.31        | Agency Mortgage-Backed Securities         |
| GNII ET DE7645 C       | 2064-08-20      | 4.0000%  | 0.0000% | $241150.00         | $227727.09         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAL3365   | 2041-05-01      | 6.0000%  | 0.0000% | $1723000.00        | $67107.38          | Agency Mortgage-Backed Securities         |
| GNII RG CM3399 C       | 2051-12-20      | 2.5000%  | 0.0000% | $1894076.00        | $960398.56         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL555591   | 2033-07-01      | 5.5000%  | 0.0000% | $2700000.00        | $12472.74          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBX5666   | 2053-01-01      | 6.0000%  | 0.0000% | $6890224.00        | $4609815.61        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIDF8033   | 2040-12-01      | 4.5000%  | 0.0000% | $1000000.00        | $1005840.00        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF2345   | 2055-11-01      | 5.0000%  | 0.0000% | $8010784.00        | $8039216.85        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF0595   | 2055-09-01      | 5.5000%  | 0.0000% | $5406300.00        | $5397129.54        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE9357   | 2055-09-01      | 5.5000%  | 0.0000% | $5532696.00        | $5046941.58        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBJ1652   | 2047-11-01      | 3.5000%  | 0.0000% | $5259224.00        | $1387941.18        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZJ9272   | 2027-11-01      | 5.5000%  | 0.0000% | $26243072.00       | $15409.04          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZJ5452   | 2031-11-01      | 6.0000%  | 0.0000% | $10006528.00       | $8820.61           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZJ6115   | 2032-05-01      | 6.0000%  | 0.0000% | $10997760.00       | $8227.72           | Agency Mortgage-Backed Securities         |
| FKAR 04.600 WNWN5182   | 2029-12-01      | 4.6000%  | 0.0000% | $17143000.00       | $17391579.21       | Agency Mortgage-Backed Securities         |
| 04.500 FGPC G07785 G   | 2044-04-01      | 4.5000%  | 0.0000% | $338940.00         | $28710.88          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB3174   | 2054-04-01      | 5.5000%  | 0.0000% | $1633544.00        | $1462634.79        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF0023   | 2055-10-01      | 5.5000%  | 0.0000% | $2612768.00        | $2212582.04        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIDE6935   | 2040-12-01      | 3.5000%  | 0.0000% | $1000000.00        | $976207.67         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB5228   | 2054-05-01      | 5.5000%  | 0.0000% | $1028006.00        | $979238.98         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA4562   | 2051-02-01      | 2.5000%  | 0.0000% | $425000.00         | $241772.90         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS2473   | 2052-07-01      | 5.0000%  | 0.0000% | $41460.00          | $30623.53          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBU5351   | 2054-12-01      | 6.0000%  | 0.0000% | $2716432.00        | $2438310.99        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF6345   | 2055-12-01      | 5.5000%  | 0.0000% | $1813800.00        | $1860648.96        | Agency Mortgage-Backed Securities         |
| 05.000 FRPC G80393 G   | 2036-08-20      | 5.0000%  | 0.0000% | $317991.00         | $47448.44          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1212   | 2055-10-01      | 5.5000%  | 0.0000% | $45376960.00       | $46662017.83       | Agency Mortgage-Backed Securities         |
| GNMI SF 683957 X       | 2038-02-15      | 5.5000%  | 0.0000% | $3756612.00        | $36694.13          | Agency Mortgage-Backed Securities         |
| GNMI SF AD1378 X       | 2033-04-15      | 3.5000%  | 0.0000% | $1014472.00        | $384696.87         | Agency Mortgage-Backed Securities         |
| GNMI SP 784653 X       | 2045-09-15      | 5.5000%  | 0.0000% | $885000.00         | $229151.46         | Agency Mortgage-Backed Securities         |
| GNPL PN CO7708         | 2064-06-15      | 3.8700%  | 0.0000% | $2448204.00        | $2266062.99        | Agency Mortgage-Backed Securities         |
| GNII SF DO5273 C       | 2055-12-20      | 5.5000%  | 0.0000% | $1212332.00        | $1244809.57        | Agency Mortgage-Backed Securities         |
| GNII SF MB0308 M       | 2055-04-20      | 5.5000%  | 0.0000% | $215549952.00      | $209504125.88      | Agency Mortgage-Backed Securities         |
| GNII SF MB0555 M       | 2055-08-20      | 5.0000%  | 0.0000% | $12000000.00       | $11947180.17       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $3800.00           | $3565.58           | U.S. Treasuries (including strips)        |
| GNII SF BG3768 C       | 2048-07-20      | 5.0000%  | 0.0000% | $14589456.00       | $1033949.33        | Agency Mortgage-Backed Securities         |
| GNII SF DJ2232 C       | 2055-06-20      | 6.0000%  | 0.0000% | $1294498.00        | $1334921.84        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAE0349   | 2040-04-01      | 6.0000%  | 0.0000% | $16066944.00       | $237205.16         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAB3467   | 2035-02-01      | 4.5000%  | 0.0000% | $300000000.00      | $6209147.56        | Agency Mortgage-Backed Securities         |
| GNPL PN CO1735         | 2057-10-15      | 4.2800%  | 0.0000% | $180800.00         | $170254.02         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CKMA0872   | 2041-09-01      | 4.5000%  | 0.0000% | $1210000.00        | $20174.61          | Agency Mortgage-Backed Securities         |
| GNII SF DL5727 C       | 2055-10-20      | 5.5000%  | 0.0000% | $1059866.00        | $1085846.59        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB2551   | 2054-05-01      | 5.5000%  | 0.0000% | $500000.00         | $418143.70         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC2227   | 2054-07-01      | 6.5000%  | 0.0000% | $2165244.00        | $1905398.89        | Agency Mortgage-Backed Securities         |
| GNII SF DL5235 C       | 2055-11-20      | 6.0000%  | 0.0000% | $9073856.00        | $9434319.93        | Agency Mortgage-Backed Securities         |
| GNII SF MA8491 M       | 2052-12-20      | 5.5000%  | 0.0000% | $150000000.00      | $100665843.35      | Agency Mortgage-Backed Securities         |
| GNII SF DG6812 C       | 2055-02-20      | 6.5000%  | 0.0000% | $647788.00         | $576232.33         | Agency Mortgage-Backed Securities         |
| GNPL LM CF7691         | 2061-06-15      | 3.4400%  | 0.0000% | $15007840.00       | $13475449.41       | Agency Mortgage-Backed Securities         |
| GNII SF MA2341 M       | 2029-11-20      | 3.5000%  | 0.0000% | $1998000.00        | $70421.96          | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL6037   | 2030-05-01      | 2.0200%  | 0.0000% | $2863700.00        | $2645266.51        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFM2256   | 2044-10-01      | 4.5000%  | 0.0000% | $1300000.00        | $385937.81         | Agency Mortgage-Backed Securities         |
| GNII SF DE5924 C       | 2054-11-20      | 5.0000%  | 0.0000% | $1096276.00        | $1089448.60        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $2100.00           | $2137.74           | U.S. Treasuries (including strips)        |
| GNII SF DM8099 C       | 2055-11-20      | 5.5000%  | 0.0000% | $324323.00         | $331324.54         | Agency Mortgage-Backed Securities         |
| GNPL PN CO3156         | 2057-07-15      | 2.9500%  | 0.0000% | $18130300.00       | $15596908.75       | Agency Mortgage-Backed Securities         |
| GNII SF MA7196 M       | 2051-02-20      | 4.0000%  | 0.0000% | $158447872.00      | $56080553.11       | Agency Mortgage-Backed Securities         |
| GNII SF MA5818 M       | 2049-03-20      | 4.5000%  | 0.0000% | $5003000.00        | $371551.36         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL256394   | 2036-08-01      | 6.5000%  | 0.0000% | $10000000.00       | $55611.29          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL783646   | 2034-06-01      | 5.5000%  | 0.0000% | $1600000.00        | $32881.63          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 I4BF0181   | 2057-02-01      | 3.5000%  | 0.0000% | $31169600.00       | $9200256.01        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBN6595   | 2049-05-01      | 3.5000%  | 0.0000% | $7955992.00        | $867802.27         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBZ1575   | 2034-10-01      | 4.5450%  | 0.0000% | $1172480.00        | $1186582.00        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQJ5350   | 2054-10-01      | 5.0000%  | 0.0000% | $32308544.00       | $30965976.40       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBO2264   | 2049-10-01      | 3.0000%  | 0.0000% | $11841072.00       | $5671008.60        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8235   | 2052-08-01      | 3.0000%  | 0.0000% | $1145272.00        | $835002.16         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL580148   | 2031-07-01      | 6.0000%  | 0.0000% | $17997824.00       | $5520.45           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL580063   | 2031-08-01      | 6.0000%  | 0.0000% | $10035200.00       | $5275.46           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIMA3125   | 2032-09-01      | 3.0000%  | 0.0000% | $5000000.00        | $569668.34         | Agency Mortgage-Backed Securities         |
| GNII SF DL5029 C       | 2055-10-20      | 5.5000%  | 0.0000% | $908598.00         | $930991.86         | Agency Mortgage-Backed Securities         |
| GNII ET DL3402 C       | 2065-06-20      | 4.0000%  | 0.0000% | $368633.00         | $350777.76         | Agency Mortgage-Backed Securities         |
| GNII SF DL5342 C       | 2055-12-20      | 6.0000%  | 0.0000% | $12130544.00       | $12577700.11       | Agency Mortgage-Backed Securities         |
| GNPL PN CK0463         | 2062-06-15      | 4.9500%  | 0.0000% | $16325248.00       | $16490732.37       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS2493   | 2039-01-01      | 5.5000%  | 0.0000% | $9112256.00        | $57867.13          | Agency Mortgage-Backed Securities         |
| GNII SF DJ7764 C       | 2055-04-20      | 6.5000%  | 0.0000% | $2945152.00        | $2854949.92        | Agency Mortgage-Backed Securities         |
| GNII JM MA6534 M       | 2050-03-20      | 4.5000%  | 0.0000% | $1791200.00        | $245892.10         | Agency Mortgage-Backed Securities         |
| GNII SF DM8102 C       | 2055-11-20      | 5.5000%  | 0.0000% | $332476.00         | $341044.96         | Agency Mortgage-Backed Securities         |
| GNII SF DN2798 C       | 2055-12-20      | 6.0000%  | 0.0000% | $1011258.00        | $1056246.85        | Agency Mortgage-Backed Securities         |
| GNCL CL CR8823         | 2064-10-15      | 5.3400%  | 0.0000% | $1224646.00        | $1225830.23        | Agency Mortgage-Backed Securities         |
| GNPL PN CM3807         | 2059-09-15      | 5.3300%  | 0.0000% | $5740050.00        | $5853477.65        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIBM5307   | 2033-12-01      | 4.0000%  | 0.0000% | $41595840.00       | $6595644.89        | Agency Mortgage-Backed Securities         |
| GNMI SP 787257 X       | 2050-06-15      | 3.5000%  | 0.0000% | $25757728.00       | $20047247.34       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 I4BF0697   | 2062-12-01      | 2.5000%  | 0.0000% | $33137152.00       | $22543201.83       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF5958   | 2055-11-01      | 6.0000%  | 0.0000% | $1534154.00        | $1585015.06        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CIQO0487   | 2037-06-01      | 2.0000%  | 0.0000% | $1806964.00        | $1044223.83        | Agency Mortgage-Backed Securities         |
| GNPL PN CJ9633         | 2057-05-15      | 2.4800%  | 0.0000% | $7397896.00        | $6158650.76        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE5397   | 2055-07-01      | 6.0000%  | 0.0000% | $1870632.00        | $1696980.68        | Agency Mortgage-Backed Securities         |
| GNMI SF 692595 X       | 2039-06-15      | 5.0000%  | 0.0000% | $8450000.00        | $451295.05         | Agency Mortgage-Backed Securities         |
| GNII SF AQ5932 C       | 2036-01-20      | 3.5000%  | 0.0000% | $1620352.00        | $112521.92         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ2883   | 2030-01-01      | 4.8300%  | 0.0000% | $2111000.00        | $2181249.86        | Agency Mortgage-Backed Securities         |
| GNII SF DD8679 C       | 2054-09-20      | 5.0000%  | 0.0000% | $1906748.00        | $1887701.04        | Agency Mortgage-Backed Securities         |
| GNII SF DM9955 C       | 2055-12-20      | 5.5000%  | 0.0000% | $285351.00         | $292995.36         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAV4489   | 2044-01-01      | 4.0000%  | 0.0000% | $337072.00         | $37760.01          | Agency Mortgage-Backed Securities         |
| GNII SF DH0466 C       | 2055-02-20      | 6.5000%  | 0.0000% | $3181968.00        | $2735471.08        | Agency Mortgage-Backed Securities         |
| GNII SF MA5713 M       | 2049-01-20      | 5.5000%  | 0.0000% | $190000.00         | $14346.62          | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL535996   | 2031-06-01      | 7.5000%  | 0.0000% | $12091392.00       | $5056.36           | Agency Mortgage-Backed Securities         |
| GNII SF MA5595 M       | 2048-11-20      | 4.0000%  | 0.0000% | $228486000.00      | $20823044.07       | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CTZA2204   | 2031-05-01      | 4.0000%  | 0.0000% | $2000000.00        | $72968.82          | Agency Mortgage-Backed Securities         |
| GNPL PN CN9795         | 2057-08-15      | 2.9500%  | 0.0000% | $37060928.00       | $31881431.17       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIMA4042   | 2035-06-01      | 2.0000%  | 0.0000% | $2784000.00        | $883435.76         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA1966   | 2055-12-01      | 5.5000%  | 0.0000% | $347242.00         | $357463.53         | Agency Mortgage-Backed Securities         |
| GNII SF MB0146 M       | 2055-01-20      | 5.0000%  | 0.0000% | $136834240.00      | $129631724.65      | Agency Mortgage-Backed Securities         |
| GNII SF MA6541 M       | 2050-02-20      | 3.0000%  | 0.0000% | $9169040.00        | $1442350.49        | Agency Mortgage-Backed Securities         |
| GNII SF DJ6823 C       | 2055-07-20      | 5.5000%  | 0.0000% | $1413538.00        | $1445718.21        | Agency Mortgage-Backed Securities         |
| GNMI SF 697924 X       | 2039-03-15      | 5.0000%  | 0.0000% | $49711552.00       | $1339105.04        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTMA1689   | 2033-12-01      | 4.0000%  | 0.0000% | $917000.00         | $88906.74          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE3112   | 2055-08-01      | 6.0000%  | 0.0000% | $583636.00         | $393493.30         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF9121   | 2055-12-01      | 6.0000%  | 0.0000% | $1026500.00        | $1067472.75        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ4978   | 2055-09-01      | 5.5000%  | 0.0000% | $46235776.00       | $47243279.25       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBD7158   | 2047-04-01      | 5.0000%  | 0.0000% | $705489.00         | $144146.59         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3210   | 2047-12-01      | 3.5000%  | 0.0000% | $617552896.00      | $79191538.66       | Agency Mortgage-Backed Securities         |
| GNII SF MA6283 M       | 2049-11-20      | 3.0000%  | 0.0000% | $2738000.00        | $448596.16         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CJMA3172   | 2032-10-01      | 3.0000%  | 0.0000% | $2705720.00        | $426057.51         | Agency Mortgage-Backed Securities         |
| GNII SF MA6739 M       | 2035-07-20      | 2.0000%  | 0.0000% | $364000.00         | $125087.15         | Agency Mortgage-Backed Securities         |
| GNII SF MA6287 M       | 2049-10-20      | 5.0000%  | 0.0000% | $921000.00         | $122317.68         | Agency Mortgage-Backed Securities         |
| GNII SF MA6341 M       | 2049-11-20      | 4.5000%  | 0.0000% | $224000.00         | $28829.54          | Agency Mortgage-Backed Securities         |
| GNII SF MA3802 M       | 2046-07-20      | 3.0000%  | 0.0000% | $280573.00         | $33128.45          | Agency Mortgage-Backed Securities         |
| GNII SF MB0259 M       | 2055-03-20      | 5.5000%  | 0.0000% | $2085512.00        | $1797508.74        | Agency Mortgage-Backed Securities         |
| GNII SF DM2824 C       | 2055-10-20      | 6.5000%  | 0.0000% | $1632952.00        | $1729126.67        | Agency Mortgage-Backed Securities         |
| GNII JM MA3793 M       | 2046-07-20      | 3.5000%  | 0.0000% | $1000000.00        | $53234.52          | Agency Mortgage-Backed Securities         |
| GNII JM MA3793 M       | 2046-07-20      | 3.5000%  | 0.0000% | $55105000.00       | $2933487.97        | Agency Mortgage-Backed Securities         |
| GNII SF MA4836 M       | 2047-11-20      | 3.0000%  | 0.0000% | $2302000.00        | $304680.77         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTBM3491   | 2038-01-01      | 4.5000%  | 0.0000% | $580000.00         | $102701.09         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAS5786   | 2030-09-01      | 2.5000%  | 0.0000% | $55076.00          | $6166.13           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CTZS8855   | 2027-11-01      | 6.5000%  | 0.0000% | $8000000.00        | $18006.68          | Agency Mortgage-Backed Securities         |
| GNII JM MA5921 M       | 2049-05-20      | 3.5000%  | 0.0000% | $5520704.00        | $94742.68          | Agency Mortgage-Backed Securities         |
| GNII SF MA7534 M       | 2051-08-20      | 2.5000%  | 0.0000% | $191033344.00      | $109868421.21      | Agency Mortgage-Backed Securities         |
| GNII SF DM8064 C       | 2055-11-20      | 5.5000%  | 0.0000% | $224529.00         | $230441.29         | Agency Mortgage-Backed Securities         |
| GNII SF DH7691 C       | 2055-02-20      | 6.5000%  | 0.0000% | $5087520.00        | $4911107.14        | Agency Mortgage-Backed Securities         |
| GNII SF MA6935 M       | 2050-10-20      | 4.5000%  | 0.0000% | $2500000.00        | $624208.38         | Agency Mortgage-Backed Securities         |
| GNMI SP 782557 X       | 2039-01-15      | 5.0000%  | 0.0000% | $417000.00         | $10290.68          | Agency Mortgage-Backed Securities         |
| GNMI SP 783520 X       | 2042-01-15      | 4.0000%  | 0.0000% | $221985000.00      | $11085655.69       | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL3335   | 2029-09-01      | 2.9200%  | 0.0000% | $5257000.00        | $5079840.85        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB4125   | 2052-07-01      | 4.0000%  | 0.0000% | $140000.00         | $111056.30         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIMA3029   | 2032-06-01      | 3.0000%  | 0.0000% | $126540000.00      | $13279530.61       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CNMA3436   | 2028-08-01      | 3.5000%  | 0.0000% | $725000.00         | $41545.79          | Agency Mortgage-Backed Securities         |
| GNMI SF 646686 X       | 2039-01-15      | 6.0000%  | 0.0000% | $11178464.00       | $89698.23          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZA2088   | 2028-08-01      | 6.0000%  | 0.0000% | $2865212.00        | $8828.75           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM4745   | 2050-10-01      | 3.5000%  | 0.0000% | $2156624.00        | $671317.71         | Agency Mortgage-Backed Securities         |
| GNII SF MA4778 M       | 2047-10-20      | 3.5000%  | 0.0000% | $1666951168.00     | $198002401.46      | Agency Mortgage-Backed Securities         |
| GNII SF MA5932 M       | 2049-05-20      | 4.5000%  | 0.0000% | $174907904.00      | $16571051.40       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBU3117   | 2051-11-01      | 3.0000%  | 0.0000% | $6107736.00        | $3960655.97        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD2207   | 2055-02-01      | 6.0000%  | 0.0000% | $1001920.00        | $1037547.13        | Agency Mortgage-Backed Securities         |
| GNII SF MA2677 M       | 2045-03-20      | 3.0000%  | 0.0000% | $745000.00         | $59982.71          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTMA1561   | 2033-09-01      | 3.0000%  | 0.0000% | $3000000.00        | $361245.19         | Agency Mortgage-Backed Securities         |
| GNMI SF 747948 X       | 2041-01-15      | 4.0000%  | 0.0000% | $1915864.00        | $127772.82         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CTZA2112   | 2029-03-01      | 4.5000%  | 0.0000% | $6145169.00        | $20061.85          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4777   | 2048-07-01      | 3.5000%  | 0.0000% | $2217000.00        | $159696.33         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY0378   | 2055-04-01      | 6.0000%  | 0.0000% | $7265176.00        | $6495371.70        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA1002   | 2053-11-01      | 5.5000%  | 0.0000% | $134027776.00      | $122948707.43      | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAS2676   | 2029-06-01      | 3.0000%  | 0.0000% | $1024000.00        | $63650.27          | Agency Mortgage-Backed Securities         |
| GNII SF MA5024 M       | 2048-02-20      | 6.0000%  | 0.0000% | $375051.00         | $59771.38          | Agency Mortgage-Backed Securities         |
| GNII SF MA4587 M       | 2047-07-20      | 4.0000%  | 0.0000% | $151719424.00      | $14626801.47       | Agency Mortgage-Backed Securities         |
| GNII SF MA7194 M       | 2051-02-20      | 3.0000%  | 0.0000% | $500450560.00      | $184178583.31      | Agency Mortgage-Backed Securities         |
| GNII SF MA4961 M       | 2048-01-20      | 3.0000%  | 0.0000% | $30895160.00       | $4357591.35        | Agency Mortgage-Backed Securities         |

### Security 303: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DUX54, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: ARP1DUX54
- **C.18 - Value (incl. sponsor support):** $151000000.00
- **C.18.a - Value (excl. sponsor support):** $151000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2040-08-15      | 3.8750%  | 0.0000% | $7512600.00        | $7095442.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $640900.00         | $567546.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | 0.0000% | $11120300.00       | $9034500.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 6.3750%  | 0.0000% | $390000.00         | $417038.02         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $50092600.00       | $49560215.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $594400.00         | $586508.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 4.7500%  | 0.0000% | $773900.00         | $804913.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $14610400.00       | $7755096.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 4.5000%  | 0.0000% | $15188000.00       | $15973660.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $93627900.00       | $59852904.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 3.6250%  | 0.0000% | $2706300.00        | $2372198.47        | U.S. Treasuries (including strips) |

### Security 304: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** GOLDMAN SACHS & CO LLC 3.830000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DUX62, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP1DUX62
- **C.18 - Value (incl. sponsor support):** $158000000.00
- **C.18.a - Value (excl. sponsor support):** $158000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $247730400.00      | $160880569.96      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 0.6250%  | 0.0000% | $294700.00         | $279476.47         | U.S. Treasuries (including strips) |

### Security 305: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1DUXK1, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1DUXK1
- **C.18 - Value (incl. sponsor support):** $816000000.00
- **C.18.a - Value (excl. sponsor support):** $816000000.00
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 CLFM3982 | 2050-05-01      | 3.5000%  | 0.0000% | $4045000.00        | $869423.98         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF9866 | 2056-01-01      | 5.5000%  | 0.0000% | $11179661.00       | $11451755.31       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS3826 | 2052-01-01      | 3.0000%  | 0.0000% | $2000.00           | $1369.45           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIFS3216 | 2037-10-01      | 4.0000%  | 0.0000% | $500000.00         | $298938.31         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4181 | 2055-04-01      | 6.0000%  | 0.0000% | $1522433.00        | $1394652.41        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS5749 | 2053-09-01      | 6.5000%  | 0.0000% | $8000.00           | $5034.77           | Agency Mortgage-Backed Securities |
| 04.000 FGPC G67713 G | 2048-06-01      | 4.0000%  | 0.0000% | $423000.00         | $80725.63          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTRB5138 | 2041-12-01      | 2.0000%  | 0.0000% | $28909999.00       | $17956543.75       | Agency Mortgage-Backed Securities |
| 03.500 FGPC G67700 G | 2046-08-01      | 3.5000%  | 0.0000% | $358000.00         | $76922.06          | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q56545 G | 2048-06-01      | 3.5000%  | 0.0000% | $551325.00         | $315014.21         | Agency Mortgage-Backed Securities |
| 02.500 FGPC V60956 G | 2030-09-01      | 2.5000%  | 0.0000% | $101107.00         | $8977.21           | Agency Mortgage-Backed Securities |
| 05.500 FGPC G31157 G | 2030-06-01      | 5.5000%  | 0.0000% | $247910.00         | $1678.48           | Agency Mortgage-Backed Securities |
| 03.500 FGPC U80076 G | 2032-10-01      | 3.5000%  | 0.0000% | $250000.00         | $14682.21          | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q46780 G | 2047-03-01      | 4.0000%  | 0.0000% | $11677293.00       | $2507951.51        | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q07606 G | 2042-04-01      | 4.0000%  | 0.0000% | $155746.00         | $11966.74          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY5373 | 2053-07-01      | 6.0000%  | 0.0000% | $200000.00         | $117766.68         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL780539 | 2034-07-01      | 5.5000%  | 0.0000% | $900000.00         | $6262.23           | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q00456 G | 2041-04-01      | 4.5000%  | 0.0000% | $33890.00          | $533.79            | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q29519 G | 2044-11-01      | 3.5000%  | 0.0000% | $20215285.00       | $3272094.21        | Agency Mortgage-Backed Securities |
| 03.000 FGPC Q43842 G | 2046-10-01      | 3.0000%  | 0.0000% | $220000.00         | $46661.03          | Agency Mortgage-Backed Securities |
| 03.000 FGPC G30962 G | 2033-11-01      | 3.0000%  | 0.0000% | $10000000.00       | $1500978.64        | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q45744 G | 2047-01-01      | 3.5000%  | 0.0000% | $3199248.00        | $483730.88         | Agency Mortgage-Backed Securities |
| 03.500 FGPC G61722 G | 2048-02-01      | 3.5000%  | 0.0000% | $31000.00          | $3906.46           | Agency Mortgage-Backed Securities |
| 04.000 FGPC K92816 G | 2035-06-01      | 4.0000%  | 0.0000% | $4687000.00        | $931461.07         | Agency Mortgage-Backed Securities |
| 04.500 FGPC G67715 G | 2048-08-01      | 4.5000%  | 0.0000% | $2938000.00        | $621822.58         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q28494 G | 2044-09-01      | 4.0000%  | 0.0000% | $445000.00         | $53701.27          | Agency Mortgage-Backed Securities |
| 03.500 FGPC G67710 G | 2048-03-01      | 3.5000%  | 0.0000% | $1180000.00        | $252135.39         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBM5539 | 2049-01-01      | 5.0000%  | 0.0000% | $870000.00         | $177668.57         | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q01443 G | 2041-06-01      | 4.5000%  | 0.0000% | $65690.00          | $1386.95           | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q53034 G | 2047-12-01      | 3.5000%  | 0.0000% | $344171.00         | $48907.37          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM6101 | 2051-02-01      | 2.5000%  | 0.0000% | $450000.00         | $236320.37         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5883 | 2040-11-01      | 3.5000%  | 0.0000% | $44874549.00       | $43191557.20       | Agency Mortgage-Backed Securities |
| 03.000 FGPC G60722 G | 2046-10-01      | 3.0000%  | 0.0000% | $1641000.00        | $374413.53         | Agency Mortgage-Backed Securities |
| 03.500 FGPC G61737 G | 2048-11-01      | 3.5000%  | 0.0000% | $32000.00          | $7764.57           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5700 | 2053-02-01      | 6.0000%  | 0.0000% | $40632765.00       | $29500445.85       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTBM3490 | 2036-12-01      | 4.0000%  | 0.0000% | $1240000.00        | $219036.82         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAU6285 | 2028-10-01      | 4.0000%  | 0.0000% | $1952067.00        | $139763.21         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN0905 | 2048-11-01      | 4.0000%  | 0.0000% | $78000.00          | $9900.60           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICA7941 | 2035-11-01      | 2.5000%  | 0.0000% | $5000000.00        | $2379341.94        | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q44399 G | 2046-11-01      | 3.5000%  | 0.0000% | $210000.00         | $45334.85          | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q17792 G | 2043-05-01      | 3.5000%  | 0.0000% | $100000.00         | $14850.03          | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q01181 G | 2041-06-01      | 4.5000%  | 0.0000% | $32579.00          | $783.65            | Agency Mortgage-Backed Securities |
| 04.000 FGPC V81233 G | 2044-06-01      | 4.0000%  | 0.0000% | $9699146.00        | $168890.38         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY4480 | 2053-07-01      | 6.5000%  | 0.0000% | $100000.00         | $98605.20          | Agency Mortgage-Backed Securities |
| 04.000 FGPC U99179 G | 2042-09-01      | 4.0000%  | 0.0000% | $53869543.00       | $13125772.18       | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q47957 G | 2047-05-01      | 4.0000%  | 0.0000% | $14489356.00       | $3965187.18        | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q37986 G | 2045-12-01      | 3.5000%  | 0.0000% | $210000.00         | $36106.94          | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q57230 G | 2048-07-01      | 4.0000%  | 0.0000% | $200000.00         | $18913.45          | Agency Mortgage-Backed Securities |
| 03.500 FGPC G67708 G | 2048-03-01      | 3.5000%  | 0.0000% | $80000.00          | $18662.61          | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q55617 G | 2048-04-01      | 3.5000%  | 0.0000% | $375824.00         | $71037.53          | Agency Mortgage-Backed Securities |
| 04.500 FGPC G61260 G | 2046-04-01      | 4.5000%  | 0.0000% | $249000.00         | $63477.05          | Agency Mortgage-Backed Securities |
| 03.500 FGPC V82980 G | 2047-02-01      | 3.5000%  | 0.0000% | $150000.00         | $24805.11          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA3938 | 2055-12-01      | 5.0000%  | 0.0000% | $34891125.00       | $35270345.02       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA2843 | 2055-03-01      | 6.5000%  | 0.0000% | $426000.00         | $398044.53         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF0265 | 2055-09-01      | 6.0000%  | 0.0000% | $4583039.00        | $4610961.05        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE6776 | 2055-07-01      | 6.0000%  | 0.0000% | $2647860.00        | $2754024.41        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4413 | 2051-09-01      | 2.0000%  | 0.0000% | $600000.00         | $372201.37         | Agency Mortgage-Backed Securities |
| 02.500 FGPC G15987 G | 2031-11-01      | 2.5000%  | 0.0000% | $67309315.00       | $1571718.48        | Agency Mortgage-Backed Securities |
| 03.000 FGPC G18592 G | 2031-03-01      | 3.0000%  | 0.0000% | $20000.00          | $1857.26           | Agency Mortgage-Backed Securities |
| 04.500 FGPC G06996 G | 2041-09-01      | 4.5000%  | 0.0000% | $246505.00         | $7788.22           | Agency Mortgage-Backed Securities |
| 03.000 FGPC G08732 G | 2046-11-01      | 3.0000%  | 0.0000% | $2257000.00        | $370291.87         | Agency Mortgage-Backed Securities |
| 03.500 FGPC G15401 G | 2030-04-01      | 3.5000%  | 0.0000% | $2300000.00        | $168377.08         | Agency Mortgage-Backed Securities |
| 04.500 FGPC G07697 G | 2038-06-01      | 4.5000%  | 0.0000% | $340000.00         | $26263.86          | Agency Mortgage-Backed Securities |
| 03.000 FGPC G08658 G | 2045-08-01      | 3.0000%  | 0.0000% | $540000.00         | $81477.49          | Agency Mortgage-Backed Securities |
| 04.000 FGPC G08793 G | 2047-12-01      | 4.0000%  | 0.0000% | $80000.00          | $10041.98          | Agency Mortgage-Backed Securities |
| 04.000 FGPC G08801 G | 2048-02-01      | 4.0000%  | 0.0000% | $35000.00          | $4375.49           | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08770 G | 2047-07-01      | 3.5000%  | 0.0000% | $7000.00           | $734.75            | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08804 G | 2048-03-01      | 3.5000%  | 0.0000% | $2177677.00        | $254720.08         | Agency Mortgage-Backed Securities |
| 06.000 FGPC C91093 G | 2027-09-01      | 6.0000%  | 0.0000% | $1329702.00        | $2268.27           | Agency Mortgage-Backed Securities |
| 03.000 FGPC C91557 G | 2032-09-01      | 3.0000%  | 0.0000% | $1035000.00        | $91697.88          | Agency Mortgage-Backed Securities |
| 04.000 FGPC C91926 G | 2037-04-01      | 4.0000%  | 0.0000% | $2500000.00        | $390010.69         | Agency Mortgage-Backed Securities |
| 03.000 FGPC G08692 G | 2046-02-01      | 3.0000%  | 0.0000% | $8000.00           | $1130.99           | Agency Mortgage-Backed Securities |
| 03.000 FGPC G08799 G | 2048-02-01      | 3.0000%  | 0.0000% | $23000.00          | $3179.85           | Agency Mortgage-Backed Securities |
| 04.000 FGPC G08842 G | 2048-10-01      | 4.0000%  | 0.0000% | $1889000.00        | $133847.87         | Agency Mortgage-Backed Securities |
| 03.000 FGPC M30385 G | 2034-01-01      | 3.0000%  | 0.0000% | $610000.00         | $80824.59          | Agency Mortgage-Backed Securities |
| 04.000 FGPC G67714 G | 2048-07-01      | 4.0000%  | 0.0000% | $60000.00          | $12815.91          | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q53950 G | 2048-01-01      | 3.5000%  | 0.0000% | $86217.00          | $16822.22          | Agency Mortgage-Backed Securities |
| 04.000 FGPC G60397 G | 2045-12-01      | 4.0000%  | 0.0000% | $7000.00           | $708.68            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE5132 | 2052-07-01      | 4.5000%  | 0.0000% | $4050169.00        | $3035895.10        | Agency Mortgage-Backed Securities |
| 05.000 FGPC G61033 G | 2041-05-01      | 5.0000%  | 0.0000% | $94000.00          | $19019.74          | Agency Mortgage-Backed Securities |
| 04.500 FGPC G61607 G | 2048-09-01      | 4.5000%  | 0.0000% | $144000.00         | $34003.65          | Agency Mortgage-Backed Securities |
| 03.500 FGPC G61910 G | 2048-05-01      | 3.5000%  | 0.0000% | $19004276.00       | $7160511.59        | Agency Mortgage-Backed Securities |
| 03.000 FGPC G60989 G | 2046-12-01      | 3.0000%  | 0.0000% | $84000.00          | $19504.07          | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q55997 G | 2048-05-01      | 4.0000%  | 0.0000% | $100000.00         | $9663.45           | Agency Mortgage-Backed Securities |
| 03.000 FGPC G18684 G | 2033-04-01      | 3.0000%  | 0.0000% | $465000.00         | $51035.02          | Agency Mortgage-Backed Securities |
| 03.500 FGPC C91922 G | 2037-03-01      | 3.5000%  | 0.0000% | $550000.00         | $81223.43          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRQ0057 | 2055-10-01      | 6.0000%  | 0.0000% | $20805296.00       | $20641236.11       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBW5122 | 2053-01-01      | 4.0000%  | 0.0000% | $4000000.00        | $3329210.03        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4781 | 2055-03-01      | 6.0000%  | 0.0000% | $1851811.00        | $1926009.90        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD0632 | 2055-08-01      | 5.0000%  | 0.0000% | $2373769.00        | $2239319.42        | Agency Mortgage-Backed Securities |
| 03.000 FGPC G60930 G | 2047-04-01      | 3.0000%  | 0.0000% | $350000.00         | $91576.82          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRAP9631 | 2032-10-01      | 3.5000%  | 0.0000% | $425000.00         | $48696.85          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD0959 | 2052-04-01      | 3.5000%  | 0.0000% | $2000.00           | $1303.09           | Agency Mortgage-Backed Securities |
| 06.000 FGPC C91021 G | 2027-03-01      | 6.0000%  | 0.0000% | $510000.00         | $728.40            | Agency Mortgage-Backed Securities |
| 04.500 FGPC A92478 G | 2040-06-01      | 4.5000%  | 0.0000% | $47821.00          | $1019.50           | Agency Mortgage-Backed Securities |
| 03.000 FGPC G18681 G | 2033-03-01      | 3.0000%  | 0.0000% | $33000.00          | $3844.64           | Agency Mortgage-Backed Securities |
| 04.000 FGPC C91738 G | 2033-11-01      | 4.0000%  | 0.0000% | $475000.00         | $41292.92          | Agency Mortgage-Backed Securities |
| 03.000 FGPC C91466 G | 2032-07-01      | 3.0000%  | 0.0000% | $2000000.00        | $155322.88         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q17019 G | 2043-04-01      | 4.0000%  | 0.0000% | $2564950.00        | $263438.11         | Agency Mortgage-Backed Securities |
| 03.000 FGPC V60802 G | 2030-05-01      | 3.0000%  | 0.0000% | $21078517.00       | $1218148.02        | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q02945 G | 2041-08-01      | 4.5000%  | 0.0000% | $122454.00         | $6091.04           | Agency Mortgage-Backed Securities |
| 05.500 FGPC Z40271 G | 2038-01-15      | 5.5000%  | 0.0000% | $50240983.00       | $41594122.59       | Agency Mortgage-Backed Securities |
| 03.500 FGPC C91710 G | 2033-06-01      | 3.5000%  | 0.0000% | $565000.00         | $57610.01          | Agency Mortgage-Backed Securities |
| 04.500 FGPC G04774 G | 2038-01-01      | 4.5000%  | 0.0000% | $202041.00         | $2199.34           | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q59387 G | 2048-11-01      | 4.5000%  | 0.0000% | $10822685.00       | $1943878.32        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4150 | 2040-09-01      | 5.5000%  | 0.0000% | $1855900.00        | $1883018.58        | Agency Mortgage-Backed Securities |
| 03.500 FGPC G60713 G | 2046-09-01      | 3.5000%  | 0.0000% | $93000.00          | $15227.90          | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q57433 G | 2048-07-01      | 4.0000%  | 0.0000% | $68000.00          | $5911.82           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBV7503 | 2037-04-01      | 2.0000%  | 0.0000% | $89292.00          | $56302.52          | Agency Mortgage-Backed Securities |
| 03.000 FGPC V80348 G | 2043-08-01      | 3.0000%  | 0.0000% | $329000.00         | $77213.59          | Agency Mortgage-Backed Securities |
| 04.500 FGPC G67721 G | 2049-04-01      | 4.5000%  | 0.0000% | $40000.00          | $6446.82           | Agency Mortgage-Backed Securities |
| 04.000 FGPC G60278 G | 2045-10-01      | 4.0000%  | 0.0000% | $535000.00         | $104096.67         | Agency Mortgage-Backed Securities |
| 04.500 FGPC V84652 G | 2048-09-01      | 4.5000%  | 0.0000% | $164000000.00      | $25619533.52       | Agency Mortgage-Backed Securities |
| 04.000 FGPC G60714 G | 2046-01-01      | 4.0000%  | 0.0000% | $105000.00         | $17183.90          | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q46015 G | 2047-02-01      | 3.5000%  | 0.0000% | $150000.00         | $21481.59          | Agency Mortgage-Backed Securities |
| 04.500 FGPC G61047 G | 2047-07-01      | 4.5000%  | 0.0000% | $3981000.00        | $768631.18         | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q52314 G | 2047-11-01      | 4.5000%  | 0.0000% | $4200000.00        | $846267.38         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA6614 | 2052-01-02      | 2.5000%  | 0.0000% | $610000.00         | $409948.88         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS9610 | 2047-05-01      | 4.5000%  | 0.0000% | $622000.00         | $84234.69          | Agency Mortgage-Backed Securities |
| 03.500 FGPC G18509 G | 2029-04-01      | 3.5000%  | 0.0000% | $151457.00         | $5969.17           | Agency Mortgage-Backed Securities |
| 02.500 FGPC G18600 G | 2031-05-01      | 2.5000%  | 0.0000% | $100000.00         | $10787.12          | Agency Mortgage-Backed Securities |
| 03.500 FGPC G16462 G | 2033-02-01      | 3.5000%  | 0.0000% | $10000000.00       | $1722382.51        | Agency Mortgage-Backed Securities |
| 04.000 FGPC G08624 G | 2045-01-01      | 4.0000%  | 0.0000% | $17000.00          | $1303.94           | Agency Mortgage-Backed Securities |
| 04.000 FGPC G06360 G | 2041-03-01      | 4.0000%  | 0.0000% | $1060000.00        | $142177.99         | Agency Mortgage-Backed Securities |
| 03.000 FGPC G16113 G | 2032-03-01      | 3.0000%  | 0.0000% | $550000.00         | $76198.72          | Agency Mortgage-Backed Securities |
| 03.000 FGPC G16262 G | 2032-07-01      | 3.0000%  | 0.0000% | $1725000.00        | $263011.77         | Agency Mortgage-Backed Securities |
| 04.000 FGPC G07500 G | 2043-10-01      | 4.0000%  | 0.0000% | $4046000.00        | $744046.06         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8164 | 2051-07-01      | 3.5000%  | 0.0000% | $14000.00          | $5152.63           | Agency Mortgage-Backed Securities |
| 03.000 FGPC G16401 G | 2033-01-01      | 3.0000%  | 0.0000% | $335000.00         | $70608.24          | Agency Mortgage-Backed Securities |
| 05.500 FGPC A46798 G | 2035-09-01      | 5.5000%  | 0.0000% | $100215.00         | $2598.14           | Agency Mortgage-Backed Securities |
| 04.000 FGPC G08857 G | 2049-01-01      | 4.0000%  | 0.0000% | $1500000.00        | $96586.85          | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08816 G | 2048-06-01      | 3.5000%  | 0.0000% | $1016414.00        | $89401.05          | Agency Mortgage-Backed Securities |
| 05.000 FGPC A47598 G | 2035-11-01      | 5.0000%  | 0.0000% | $9000000.00        | $6757.84           | Agency Mortgage-Backed Securities |
| 05.000 FGPC A61527 G | 2036-07-01      | 5.0000%  | 0.0000% | $710000.00         | $8043.34           | Agency Mortgage-Backed Securities |
| 03.000 FGPC G18505 G | 2029-03-01      | 3.0000%  | 0.0000% | $325000.00         | $14221.38          | Agency Mortgage-Backed Securities |
| 05.500 FGPC G04680 G | 2038-08-01      | 5.5000%  | 0.0000% | $900000.00         | $16203.56          | Agency Mortgage-Backed Securities |
| 03.000 FGPC G08886 G | 2049-05-01      | 3.0000%  | 0.0000% | $10000.00          | $909.41            | Agency Mortgage-Backed Securities |
| 05.500 FGPC G30564 G | 2028-07-01      | 5.5000%  | 0.0000% | $1000000.00        | $4764.28           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA3828 | 2034-11-01      | 3.0000%  | 0.0000% | $18000.00          | $2492.22           | Agency Mortgage-Backed Securities |
| 02.500 FGPC G15144 G | 2029-07-01      | 2.5000%  | 0.0000% | $135000.00         | $6022.65           | Agency Mortgage-Backed Securities |
| 05.500 FGPC G04706 G | 2038-09-01      | 5.5000%  | 0.0000% | $1015000.00        | $39711.83          | Agency Mortgage-Backed Securities |
| 05.000 FGPC A47613 G | 2035-11-01      | 5.0000%  | 0.0000% | $658266.00         | $5613.64           | Agency Mortgage-Backed Securities |
| 04.000 FGPC G08660 G | 2045-08-01      | 4.0000%  | 0.0000% | $16000.00          | $1397.38           | Agency Mortgage-Backed Securities |
| 03.500 FGPC G16506 G | 2033-05-01      | 3.5000%  | 0.0000% | $10000000.00       | $1815485.59        | Agency Mortgage-Backed Securities |
| 04.000 FGPC A94585 G | 2040-10-01      | 4.0000%  | 0.0000% | $5491000.00        | $269585.73         | Agency Mortgage-Backed Securities |
| 04.500 FGPC G08364 G | 2039-09-01      | 4.5000%  | 0.0000% | $5000000.00        | $123547.07         | Agency Mortgage-Backed Securities |
| 02.500 FGPC G18614 G | 2031-10-01      | 2.5000%  | 0.0000% | $1400000.00        | $177282.30         | Agency Mortgage-Backed Securities |
| 03.000 FGPC G08741 G | 2047-01-01      | 3.0000%  | 0.0000% | $2137000.00        | $396884.88         | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08784 G | 2047-10-01      | 3.5000%  | 0.0000% | $123446.00         | $15277.21          | Agency Mortgage-Backed Securities |
| 03.000 FGPC G08737 G | 2046-12-01      | 3.0000%  | 0.0000% | $164357.00         | $29150.88          | Agency Mortgage-Backed Securities |
| 03.000 FGPC V61698 G | 2032-07-01      | 3.0000%  | 0.0000% | $12000.00          | $1694.79           | Agency Mortgage-Backed Securities |
| 04.000 FGPC G08743 G | 2047-01-01      | 4.0000%  | 0.0000% | $365000.00         | $53033.22          | Agency Mortgage-Backed Securities |
| 04.500 FGPC C03831 G | 2042-03-01      | 4.5000%  | 0.0000% | $29806.00          | $961.91            | Agency Mortgage-Backed Securities |
| 03.500 FGPC G18597 G | 2031-04-01      | 3.5000%  | 0.0000% | $1950000.00        | $185192.01         | Agency Mortgage-Backed Securities |
| 03.500 FGPC G07922 G | 2044-01-01      | 3.5000%  | 0.0000% | $5437000.00        | $1038010.52        | Agency Mortgage-Backed Securities |
| 03.000 FGPC G16640 G | 2032-02-01      | 3.0000%  | 0.0000% | $120000.00         | $4776.08           | Agency Mortgage-Backed Securities |
| 02.500 FGPC G16345 G | 2027-10-01      | 2.5000%  | 0.0000% | $61828220.00       | $1977028.05        | Agency Mortgage-Backed Securities |
| 04.500 FGPC G07515 G | 2041-09-01      | 4.5000%  | 0.0000% | $241996.00         | $21745.21          | Agency Mortgage-Backed Securities |
| 03.000 FGPC G18484 G | 2028-10-01      | 3.0000%  | 0.0000% | $5550000.00        | $195841.04         | Agency Mortgage-Backed Securities |
| 05.000 FGPC C91375 G | 2031-05-01      | 5.0000%  | 0.0000% | $100000.00         | $3445.66           | Agency Mortgage-Backed Securities |
| 04.000 FGPC G08785 G | 2047-09-01      | 4.0000%  | 0.0000% | $562506.00         | $68382.97          | Agency Mortgage-Backed Securities |
| 04.000 FGPC G07801 G | 2044-10-01      | 4.0000%  | 0.0000% | $900000.00         | $100908.06         | Agency Mortgage-Backed Securities |
| 04.500 FGPC G08344 G | 2039-05-01      | 4.5000%  | 0.0000% | $182838.00         | $2611.38           | Agency Mortgage-Backed Securities |
| 04.500 FGPC G08759 G | 2047-04-01      | 4.5000%  | 0.0000% | $1910000.00        | $165497.55         | Agency Mortgage-Backed Securities |
| 03.500 FGPC C91810 G | 2035-02-01      | 3.5000%  | 0.0000% | $537500.00         | $56501.61          | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08830 G | 2048-08-01      | 3.5000%  | 0.0000% | $1007613.00        | $77034.77          | Agency Mortgage-Backed Securities |
| 04.500 FGPC A88967 G | 2039-09-01      | 4.5000%  | 0.0000% | $53514.00          | $849.31            | Agency Mortgage-Backed Securities |
| 03.500 FGPC G07924 G | 2045-01-01      | 3.5000%  | 0.0000% | $615000.00         | $87591.50          | Agency Mortgage-Backed Securities |
| 03.000 FGPC G08715 G | 2046-08-01      | 3.0000%  | 0.0000% | $43500.00          | $6734.43           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBX0983 | 2052-10-01      | 4.0000%  | 0.0000% | $91411.00          | $66368.63          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4701 | 2052-08-01      | 4.5000%  | 0.0000% | $52492.00          | $39906.26          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM3957 | 2050-03-01      | 5.0000%  | 0.0000% | $2300000.00        | $407406.91         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFM3712 | 2049-09-01      | 5.5000%  | 0.0000% | $2092774.00        | $283067.39         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAL8774 | 2029-03-01      | 3.0000%  | 0.0000% | $210000.00         | $5296.54           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTMA5680 | 2045-04-01      | 6.0000%  | 0.0000% | $168350.00         | $144761.17         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4512 | 2052-01-01      | 2.5000%  | 0.0000% | $70000.00          | $45312.10          | Agency Mortgage-Backed Securities |
| 05.500 FGPC G04222 G | 2038-04-01      | 5.5000%  | 0.0000% | $740000.00         | $4530.42           | Agency Mortgage-Backed Securities |
| 05.500 FGPC G03019 G | 2037-06-01      | 5.5000%  | 0.0000% | $40500000.00       | $454697.34         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN0893 | 2048-11-01      | 4.5000%  | 0.0000% | $35834928.00       | $5878692.84        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAU5409 | 2043-08-01      | 3.0000%  | 0.0000% | $452738.00         | $94176.80          | Agency Mortgage-Backed Securities |
| 07.000 FGPC G03600 G | 2037-11-01      | 7.0000%  | 0.0000% | $1520000.00        | $8312.80           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX7016 | 2055-03-01      | 6.0000%  | 0.0000% | $4987177.00        | $4240942.90        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE9659 | 2055-09-01      | 6.0000%  | 0.0000% | $6268617.00        | $6564907.35        | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q29759 G | 2044-11-01      | 4.0000%  | 0.0000% | $13212128.00       | $2384447.21        | Agency Mortgage-Backed Securities |
| 03.000 FGPC G60985 G | 2047-05-01      | 3.0000%  | 0.0000% | $52000.00          | $14386.09          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIDC9066 | 2040-05-01      | 6.5000%  | 0.0000% | $2009555.00        | $1670429.98        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF1187 | 2055-09-01      | 6.0000%  | 0.0000% | $1747538.00        | $1836751.15        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CICC0046 | 2040-02-01      | 5.0000%  | 0.0000% | $2203315.00        | $1857541.09        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3901 | 2052-06-01      | 3.5000%  | 0.0000% | $125000.00         | $99376.29          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA3936 | 2050-02-01      | 2.5000%  | 0.0000% | $14000.00          | $3126.81           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL934648 | 2038-11-01      | 7.0000%  | 0.0000% | $11750000.00       | $39673.55          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2785 | 2052-01-01      | 2.5000%  | 0.0000% | $254462.00         | $178542.20         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS7160 | 2054-02-01      | 6.5000%  | 0.0000% | $7000.00           | $5462.79           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQX0813 | 2054-12-01      | 4.0000%  | 0.0000% | $1000.00           | $933.26            | Agency Mortgage-Backed Securities |
| 03.500 FGPC G18519 G | 2029-07-01      | 3.5000%  | 0.0000% | $1060457.00        | $50701.06          | Agency Mortgage-Backed Securities |
| 04.000 FGPC G07314 G | 2043-01-01      | 4.0000%  | 0.0000% | $58900000.00       | $6777493.15        | Agency Mortgage-Backed Securities |
| 04.500 FGPC A84294 G | 2039-02-01      | 4.5000%  | 0.0000% | $133094.00         | $1003.90           | Agency Mortgage-Backed Securities |
| 03.000 FGPC G18527 G | 2029-10-01      | 3.0000%  | 0.0000% | $37000.00          | $1948.97           | Agency Mortgage-Backed Securities |
| 04.500 FGPC A97047 G | 2041-02-01      | 4.5000%  | 0.0000% | $15000.00          | $517.44            | Agency Mortgage-Backed Securities |
| 03.500 FGPC J16447 G | 2026-08-01      | 3.5000%  | 0.0000% | $1050000.00        | $2807.88           | Agency Mortgage-Backed Securities |
| 02.500 FGPC G18540 G | 2030-02-01      | 2.5000%  | 0.0000% | $8000.00           | $509.00            | Agency Mortgage-Backed Securities |
| 06.000 FGPC G08006 G | 2034-08-01      | 6.0000%  | 0.0000% | $356053.00         | $2759.06           | Agency Mortgage-Backed Securities |
| 03.000 FGPC G15565 G | 2030-10-01      | 3.0000%  | 0.0000% | $75000.00          | $6086.67           | Agency Mortgage-Backed Securities |
| 06.000 FGPC C91208 G | 2028-07-01      | 6.0000%  | 0.0000% | $288802.00         | $2059.87           | Agency Mortgage-Backed Securities |
| 04.000 FGPC G08852 G | 2048-12-01      | 4.0000%  | 0.0000% | $1500000.00        | $98942.23          | Agency Mortgage-Backed Securities |
| 04.000 FGPC G08651 G | 2045-06-01      | 4.0000%  | 0.0000% | $10000.00          | $930.56            | Agency Mortgage-Backed Securities |
| 03.000 FGPC J17460 G | 2026-12-01      | 3.0000%  | 0.0000% | $100000.00         | $553.65            | Agency Mortgage-Backed Securities |
| 04.000 FGPC G08542 G | 2043-08-01      | 4.0000%  | 0.0000% | $1701000.00        | $112544.92         | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08609 G | 2044-10-01      | 3.5000%  | 0.0000% | $22000.00          | $1683.68           | Agency Mortgage-Backed Securities |
| 04.000 FGPC G08669 G | 2045-09-01      | 4.0000%  | 0.0000% | $9000.00           | $733.78            | Agency Mortgage-Backed Securities |
| 03.500 FGPC G18696 G | 2033-07-01      | 3.5000%  | 0.0000% | $13001000.00       | $1064497.35        | Agency Mortgage-Backed Securities |
| 03.500 FGPC C09044 G | 2043-07-01      | 3.5000%  | 0.0000% | $135017.00         | $15507.44          | Agency Mortgage-Backed Securities |
| 03.000 FGPC G16093 G | 2032-02-01      | 3.0000%  | 0.0000% | $1125000.00        | $168181.87         | Agency Mortgage-Backed Securities |
| 03.000 FGPC E04225 G | 2028-02-01      | 3.0000%  | 0.0000% | $100000.00         | $1399.65           | Agency Mortgage-Backed Securities |
| 05.500 FGPC A33573 G | 2035-03-01      | 5.5000%  | 0.0000% | $169000.00         | $1315.80           | Agency Mortgage-Backed Securities |
| 05.500 FGPC A38255 G | 2035-10-01      | 5.5000%  | 0.0000% | $100000.00         | $1477.27           | Agency Mortgage-Backed Securities |
| 02.500 FGPC J23297 G | 2028-04-01      | 2.5000%  | 0.0000% | $100000.00         | $6033.29           | Agency Mortgage-Backed Securities |
| 04.000 FGPC A94852 G | 2040-11-01      | 4.0000%  | 0.0000% | $304541.00         | $28383.69          | Agency Mortgage-Backed Securities |
| 04.500 FGPC J15783 G | 2026-06-01      | 4.5000%  | 0.0000% | $365000.00         | $668.19            | Agency Mortgage-Backed Securities |
| 04.000 FGPC A95905 G | 2040-12-01      | 4.0000%  | 0.0000% | $248115.00         | $36419.04          | Agency Mortgage-Backed Securities |
| 04.000 FGPC G08749 G | 2047-02-01      | 4.0000%  | 0.0000% | $650000.00         | $74819.64          | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08623 G | 2045-01-01      | 3.5000%  | 0.0000% | $11000.00          | $941.07            | Agency Mortgage-Backed Securities |
| 03.000 FGPC G08697 G | 2046-03-01      | 3.0000%  | 0.0000% | $11513.00          | $1502.99           | Agency Mortgage-Backed Securities |
| 02.000 FGPC G14660 G | 2028-01-01      | 2.0000%  | 0.0000% | $295000.00         | $10961.79          | Agency Mortgage-Backed Securities |
| 02.500 FGPC J20795 G | 2027-10-01      | 2.5000%  | 0.0000% | $235000.00         | $7361.32           | Agency Mortgage-Backed Securities |
| 04.500 FGPC C91366 G | 2031-04-01      | 4.5000%  | 0.0000% | $275000.00         | $8579.06           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CI890838 | 2033-05-01      | 4.0000%  | 0.0000% | $260000.00         | $37101.64          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4675 | 2052-09-01      | 4.5000%  | 0.0000% | $2000.00           | $1501.75           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL254480 | 2032-10-01      | 7.0000%  | 0.0000% | $270000.00         | $799.87            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ7338 | 2048-10-01      | 4.0000%  | 0.0000% | $19580482.00       | $3072765.33        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3922 | 2040-07-01      | 6.0000%  | 0.0000% | $1019888.00        | $1041837.97        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8235 | 2052-08-01      | 3.0000%  | 0.0000% | $40000.00          | $29163.45          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8192 | 2053-06-01      | 6.0000%  | 0.0000% | $61690239.00       | $45545594.69       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICB1979 | 2036-10-01      | 2.0000%  | 0.0000% | $5423944.00        | $2802873.84        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA4538 | 2037-02-01      | 3.0000%  | 0.0000% | $5000000.00        | $2752117.27        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD6985 | 2054-11-01      | 5.0000%  | 0.0000% | $225000.00         | $201544.56         | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08800 G | 2048-02-01      | 3.5000%  | 0.0000% | $346000.00         | $40858.08          | Agency Mortgage-Backed Securities |
| 03.000 FGPC G08791 G | 2047-12-01      | 3.0000%  | 0.0000% | $45000.00          | $6626.34           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB3035 | 2052-03-01      | 2.0000%  | 0.0000% | $10000.00          | $6636.02           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA2138 | 2035-01-01      | 3.5000%  | 0.0000% | $800000.00         | $73366.84          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CT256927 | 2027-10-01      | 5.5000%  | 0.0000% | $712000.00         | $1077.55           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAH5583 | 2041-02-01      | 4.5000%  | 0.0000% | $1523000.00        | $48110.67          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ8038 | 2055-11-01      | 5.5000%  | 0.0000% | $1155450.00        | $1190762.60        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDD3352 | 2040-02-01      | 6.0000%  | 0.0000% | $1321150.00        | $1072915.42        | Agency Mortgage-Backed Securities |
| 03.000 FGPC G08747 G | 2047-02-01      | 3.0000%  | 0.0000% | $4000.00           | $823.71            | Agency Mortgage-Backed Securities |
| 06.000 FGPC A81368 G | 2038-09-01      | 6.0000%  | 0.0000% | $3117120.00        | $67686.35          | Agency Mortgage-Backed Securities |
| 03.500 FGPC G18730 G | 2034-04-01      | 3.5000%  | 0.0000% | $8000.00           | $638.49            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDE1511 | 2040-07-01      | 5.5000%  | 0.0000% | $1161251.00        | $1157073.84        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA1192 | 2048-02-01      | 4.0000%  | 0.0000% | $11900000.00       | $3383806.90        | Agency Mortgage-Backed Securities |
| 05.000 FGPC A86420 G | 2039-05-01      | 5.0000%  | 0.0000% | $2838918.00        | $215378.95         | Agency Mortgage-Backed Securities |
| 06.000 FGPC A35575 G | 2035-06-01      | 6.0000%  | 0.0000% | $48883276.00       | $876377.68         | Agency Mortgage-Backed Securities |
| 02.500 FGPC J32374 G | 2028-11-01      | 2.5000%  | 0.0000% | $390000.00         | $23353.48          | Agency Mortgage-Backed Securities |
| 04.000 FGPC C09071 G | 2045-02-01      | 4.0000%  | 0.0000% | $24000.00          | $1060.58           | Agency Mortgage-Backed Securities |
| 02.000 FGPC J22899 G | 2028-03-01      | 2.0000%  | 0.0000% | $170000.00         | $5768.07           | Agency Mortgage-Backed Securities |
| 04.500 FGPC A86761 G | 2039-06-01      | 4.5000%  | 0.0000% | $295437.00         | $6486.39           | Agency Mortgage-Backed Securities |
| 05.000 FGPC C01785 G | 2034-02-01      | 5.0000%  | 0.0000% | $60000.00          | $776.93            | Agency Mortgage-Backed Securities |
| 03.000 FGPC J28924 G | 2029-08-01      | 3.0000%  | 0.0000% | $30000.00          | $2182.29           | Agency Mortgage-Backed Securities |
| 04.500 FGPC A84640 G | 2039-02-01      | 4.5000%  | 0.0000% | $51758.00          | $798.39            | Agency Mortgage-Backed Securities |
| 03.000 FGPC C91451 G | 2032-05-01      | 3.0000%  | 0.0000% | $400000.00         | $28682.67          | Agency Mortgage-Backed Securities |
| 05.500 FGPC A37615 G | 2035-09-01      | 5.5000%  | 0.0000% | $250000.00         | $3602.59           | Agency Mortgage-Backed Securities |
| 04.500 FGPC C03827 G | 2042-03-01      | 4.5000%  | 0.0000% | $134895.00         | $5515.93           | Agency Mortgage-Backed Securities |
| 04.500 FGPC A86955 G | 2039-06-01      | 4.5000%  | 0.0000% | $809911.00         | $9890.98           | Agency Mortgage-Backed Securities |
| 04.500 FGPC A86520 G | 2039-06-01      | 4.5000%  | 0.0000% | $73985.00          | $1708.66           | Agency Mortgage-Backed Securities |
| 03.500 FGPC C91832 G | 2035-06-01      | 3.5000%  | 0.0000% | $21000.00          | $2651.62           | Agency Mortgage-Backed Securities |
| 03.000 FGPC G18670 G | 2032-12-01      | 3.0000%  | 0.0000% | $645000.00         | $81266.65          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS1015 | 2036-02-01      | 5.5000%  | 0.0000% | $140579.00         | $1561.63           | Agency Mortgage-Backed Securities |
| 04.000 FGPC A95796 G | 2040-12-01      | 4.0000%  | 0.0000% | $1000000.00        | $53920.80          | Agency Mortgage-Backed Securities |
| 04.500 FGPC A86370 G | 2039-05-01      | 4.5000%  | 0.0000% | $10000000.00       | $116662.87         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBC3465 | 2046-02-01      | 4.0000%  | 0.0000% | $33547.00          | $5378.87           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBM4733 | 2032-07-01      | 3.5000%  | 0.0000% | $298000.00         | $52112.11          | Agency Mortgage-Backed Securities |
| 04.000 FGPC V84126 G | 2048-05-01      | 4.0000%  | 0.0000% | $320737899.00      | $47035358.91       | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q29159 G | 2044-10-01      | 4.0000%  | 0.0000% | $1058801.00        | $84820.03          | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q00959 G | 2041-05-01      | 4.5000%  | 0.0000% | $740000.00         | $21107.50          | Agency Mortgage-Backed Securities |
| 03.500 FGPC U59002 G | 2032-09-01      | 3.5000%  | 0.0000% | $385144.00         | $28842.38          | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q63740 G | 2049-05-01      | 4.5000%  | 0.0000% | $1750000.00        | $264558.13         | Agency Mortgage-Backed Securities |
| 03.500 FGPC G67707 G | 2048-01-01      | 3.5000%  | 0.0000% | $650000.00         | $186805.21         | Agency Mortgage-Backed Securities |
| 04.500 FGPC A85371 G | 2039-03-01      | 4.5000%  | 0.0000% | $78984.00          | $827.26            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTAL4778 | 2032-10-01      | 4.0000%  | 0.0000% | $2061527.00        | $101984.25         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF8716 | 2055-12-01      | 5.5000%  | 0.0000% | $2635536.00        | $2718782.92        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0345 | 2055-02-01      | 5.5000%  | 0.0000% | $5000.00           | $4564.36           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS2436 | 2052-07-01      | 4.5000%  | 0.0000% | $6055736.00        | $4368913.70        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY2175 | 2055-04-01      | 5.5000%  | 0.0000% | $22505439.00       | $21789484.73       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5702 | 2055-05-01      | 6.5000%  | 0.0000% | $85728751.00       | $72375089.19       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ9835 | 2054-11-01      | 6.5000%  | 0.0000% | $3319204.00        | $2766587.63        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA3961 | 2052-08-01      | 3.5000%  | 0.0000% | $4113528.00        | $3938467.22        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0869 | 2053-05-01      | 6.0000%  | 0.0000% | $93950546.00       | $80617605.63       | Agency Mortgage-Backed Securities |
| FNMS 03.500 I4BF0103 | 2056-06-01      | 3.5000%  | 0.0000% | $7876840.00        | $2682196.06        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN7664 | 2049-07-01      | 4.0000%  | 0.0000% | $13000.00          | $2047.00           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q53334 G | 2048-01-01      | 4.0000%  | 0.0000% | $1581504.00        | $128135.71         | Agency Mortgage-Backed Securities |
| 04.000 FGPC G67702 G | 2047-01-01      | 4.0000%  | 0.0000% | $862000.00         | $170152.46         | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q46279 G | 2047-02-01      | 3.5000%  | 0.0000% | $559456.00         | $59934.11          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDD7417 | 2040-04-01      | 5.0000%  | 0.0000% | $3675982.00        | $3496398.86        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM3783 | 2050-03-01      | 4.0000%  | 0.0000% | $109000.00         | $32888.18          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW6395 | 2052-08-01      | 4.5000%  | 0.0000% | $2823156.00        | $2207042.78        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB4958 | 2052-10-01      | 4.0000%  | 0.0000% | $125743.00         | $101512.84         | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL323572 | 2029-01-01      | 7.5000%  | 0.0000% | $3237000.00        | $625.16            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA2464 | 2055-03-01      | 6.5000%  | 0.0000% | $12937798.00       | $12562500.11       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFM3041 | 2049-08-01      | 5.5000%  | 0.0000% | $3339000.00        | $818159.42         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFA3245 | 2038-03-01      | 2.0000%  | 0.0000% | $467047.00         | $424116.28         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLMA4181 | 2050-11-01      | 1.5000%  | 0.0000% | $525000.00         | $286607.08         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS8888 | 2054-06-01      | 6.5000%  | 0.0000% | $796740.00         | $450134.24         | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q04306 G | 2041-10-01      | 4.5000%  | 0.0000% | $390000.00         | $41178.84          | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q05261 G | 2041-12-01      | 3.5000%  | 0.0000% | $335000.00         | $44419.08          | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q00543 G | 2041-05-01      | 4.5000%  | 0.0000% | $40575.00          | $929.09            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG2248 | 2053-05-01      | 5.0000%  | 0.0000% | $3082910.00        | $2438526.15        | Agency Mortgage-Backed Securities |
| 04.000 FGPC V81992 G | 2045-10-01      | 4.0000%  | 0.0000% | $4086000.00        | $386926.59         | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q31285 G | 2045-02-01      | 3.5000%  | 0.0000% | $280000.00         | $47903.28          | Agency Mortgage-Backed Securities |
| 03.500 FGPC G16545 G | 2032-09-01      | 3.5000%  | 0.0000% | $110000.00         | $7628.88           | Agency Mortgage-Backed Securities |
| 06.000 FGPC C91199 G | 2028-06-01      | 6.0000%  | 0.0000% | $98926.00          | $502.53            | Agency Mortgage-Backed Securities |
| 02.000 FGPC G18457 G | 2028-02-01      | 2.0000%  | 0.0000% | $500000.00         | $22832.61          | Agency Mortgage-Backed Securities |
| 06.000 FGPC G30384 G | 2028-02-01      | 6.0000%  | 0.0000% | $740508.00         | $1087.02           | Agency Mortgage-Backed Securities |
| 04.000 FGPC C91938 G | 2037-04-01      | 4.0000%  | 0.0000% | $2500000.00        | $435090.99         | Agency Mortgage-Backed Securities |
| 03.500 FGPC G15352 G | 2030-04-01      | 3.5000%  | 0.0000% | $966909.00         | $58574.42          | Agency Mortgage-Backed Securities |
| 03.000 FGPC G16429 G | 2033-02-01      | 3.0000%  | 0.0000% | $76000.00          | $10817.17          | Agency Mortgage-Backed Securities |
| 04.500 FGPC G04773 G | 2038-09-01      | 4.5000%  | 0.0000% | $440064.00         | $4204.54           | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08659 G | 2045-08-01      | 3.5000%  | 0.0000% | $17000.00          | $1655.30           | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08687 G | 2046-01-01      | 3.5000%  | 0.0000% | $29597.00          | $3070.30           | Agency Mortgage-Backed Securities |
| 03.000 FGPC G18659 G | 2032-09-01      | 3.0000%  | 0.0000% | $4162000.00        | $473080.96         | Agency Mortgage-Backed Securities |
| 04.500 FGPC A90781 G | 2040-01-01      | 4.5000%  | 0.0000% | $5000000.00        | $96817.82          | Agency Mortgage-Backed Securities |
| 03.500 FGPC J28650 G | 2029-06-01      | 3.5000%  | 0.0000% | $101779.00         | $16637.59          | Agency Mortgage-Backed Securities |
| 04.000 FGPC C91439 G | 2032-04-01      | 4.0000%  | 0.0000% | $50000.00          | $3357.29           | Agency Mortgage-Backed Securities |
| 04.500 FGPC G05447 G | 2039-05-01      | 4.5000%  | 0.0000% | $146090.00         | $1446.95           | Agency Mortgage-Backed Securities |
| 04.500 FGPC G06956 G | 2041-08-01      | 4.5000%  | 0.0000% | $41707.00          | $1573.29           | Agency Mortgage-Backed Securities |
| 04.500 FGPC G08768 G | 2047-06-01      | 4.5000%  | 0.0000% | $15000.00          | $1540.02           | Agency Mortgage-Backed Securities |
| 05.500 FGPC G07553 G | 2041-06-01      | 5.5000%  | 0.0000% | $13300000.00       | $841894.15         | Agency Mortgage-Backed Securities |
| 04.000 FGPC G08771 G | 2047-07-01      | 4.0000%  | 0.0000% | $300000.00         | $31258.48          | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08796 G | 2048-01-01      | 3.5000%  | 0.0000% | $659827.00         | $83391.27          | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08654 G | 2045-07-01      | 3.5000%  | 0.0000% | $6000.00           | $611.76            | Agency Mortgage-Backed Securities |
| 03.500 FGPC J36623 G | 2032-03-01      | 3.5000%  | 0.0000% | $16525000.00       | $2041932.56        | Agency Mortgage-Backed Securities |
| 03.000 FGPC G18695 G | 2033-07-01      | 3.0000%  | 0.0000% | $5996000.00        | $532898.57         | Agency Mortgage-Backed Securities |
| 04.500 FGPC G30482 G | 2030-05-01      | 4.5000%  | 0.0000% | $760000.00         | $10464.18          | Agency Mortgage-Backed Securities |
| 03.500 FGPC C91925 G | 2037-04-01      | 3.5000%  | 0.0000% | $119000.00         | $17721.35          | Agency Mortgage-Backed Securities |
| 04.500 FGPC A89760 G | 2039-12-01      | 4.5000%  | 0.0000% | $1013582.00        | $17658.88          | Agency Mortgage-Backed Securities |
| 03.000 FGPC J23956 G | 2028-06-01      | 3.0000%  | 0.0000% | $900000.00         | $29483.14          | Agency Mortgage-Backed Securities |
| 05.000 FGPC G02188 G | 2036-05-01      | 5.0000%  | 0.0000% | $700000.00         | $6044.86           | Agency Mortgage-Backed Securities |
| 03.500 FGPC G18482 G | 2028-09-01      | 3.5000%  | 0.0000% | $115278.00         | $4401.10           | Agency Mortgage-Backed Securities |
| 03.000 FGPC G16550 G | 2033-05-01      | 3.0000%  | 0.0000% | $5833000.00        | $706729.29         | Agency Mortgage-Backed Securities |
| 03.000 FGPC G30697 G | 2034-09-01      | 3.0000%  | 0.0000% | $5000000.00        | $520928.28         | Agency Mortgage-Backed Securities |
| 03.000 FGPC G60988 G | 2047-05-01      | 3.0000%  | 0.0000% | $300000.00         | $72637.99          | Agency Mortgage-Backed Securities |
| 04.500 FGPC V84893 G | 2048-11-01      | 4.5000%  | 0.0000% | $1633000.00        | $233261.37         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q47887 G | 2047-05-01      | 4.0000%  | 0.0000% | $3053142.00        | $694055.42         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB1389 | 2040-01-01      | 5.5000%  | 0.0000% | $10129325.00       | $9168348.09        | Agency Mortgage-Backed Securities |
| 05.500 FGPC G01740 G | 2034-12-01      | 5.5000%  | 0.0000% | $1200000.00        | $8169.87           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q19615 G | 2043-07-01      | 4.0000%  | 0.0000% | $100000.00         | $15203.05          | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q28970 G | 2044-10-01      | 4.0000%  | 0.0000% | $500000.00         | $95318.73          | Agency Mortgage-Backed Securities |
| 03.000 FGPC G67701 G | 2046-10-01      | 3.0000%  | 0.0000% | $2027000.00        | $502401.58         | Agency Mortgage-Backed Securities |
| 02.500 FGPC V61548 G | 2032-02-01      | 2.5000%  | 0.0000% | $1201557.00        | $208945.36         | Agency Mortgage-Backed Securities |
| 04.000 FGPC G31066 G | 2035-11-01      | 4.0000%  | 0.0000% | $5000.00           | $962.47            | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLSD5614 | 2051-02-01      | 1.5000%  | 0.0000% | $12006488.00       | $8480993.58        | Agency Mortgage-Backed Securities |
| 04.000 FGPC G67711 G | 2048-03-01      | 4.0000%  | 0.0000% | $325000.00         | $75944.94          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM4881 | 2050-11-01      | 2.5000%  | 0.0000% | $1500000.00        | $850371.63         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1559 | 2052-04-01      | 3.5000%  | 0.0000% | $130919925.00      | $88312799.87       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2951 | 2049-01-01      | 4.5000%  | 0.0000% | $24503894.00       | $4463313.26        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CQAB5398 | 2042-06-01      | 3.5000%  | 0.0000% | $419105.00         | $45220.76          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CNMA2665 | 2026-05-01      | 3.5000%  | 0.0000% | $754551.00         | $6061.52           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS6542 | 2053-12-01      | 6.5000%  | 0.0000% | $15179410.00       | $9065790.40        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIFS3241 | 2031-03-01      | 4.0000%  | 0.0000% | $100000.00         | $2842.34           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2482 | 2048-10-01      | 4.5000%  | 0.0000% | $110000.00         | $19386.37          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE9184 | 2055-09-01      | 5.5000%  | 0.0000% | $3408057.00        | $3481485.83        | Agency Mortgage-Backed Securities |
| 04.000 FGPC G60940 G | 2047-04-01      | 4.0000%  | 0.0000% | $410000.00         | $63828.13          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM4184 | 2050-07-01      | 2.5000%  | 0.0000% | $110000.00         | $51644.67          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX8127 | 2053-04-01      | 5.5000%  | 0.0000% | $50000000.00       | $39277871.54       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF9067 | 2056-01-01      | 5.5000%  | 0.0000% | $5722521.00        | $5840383.95        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4967 | 2053-02-01      | 3.0000%  | 0.0000% | $3948267.00        | $2967289.09        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0855 | 2047-12-01      | 3.5000%  | 0.0000% | $687000.00         | $149832.36         | Agency Mortgage-Backed Securities |

### Security 306: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 3.830000%
- **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: ARP1DUXL9, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1DUXL9
- **C.18 - Value (incl. sponsor support):** $1526000000.00
- **C.18.a - Value (excl. sponsor support):** $1526000000.00
- **C.19 - Percentage of Net Assets:** 1.6900%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 04.000 CIAL3909 | 2027-05-01      | 4.0000%  | 0.0000% | $10448481.00       | $30526.66          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE6659 | 2055-08-01      | 6.0000%  | 0.0000% | $5552900.00        | $5251547.23        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFA2736 | 2037-06-01      | 2.5000%  | 0.0000% | $60294024.00       | $54268673.53       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD3508 | 2055-03-01      | 6.0000%  | 0.0000% | $1287314.00        | $1099499.95        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC9224 | 2054-12-01      | 5.5000%  | 0.0000% | $2725000.00        | $2297788.14        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX9827 | 2053-05-01      | 5.0000%  | 0.0000% | $12365000.00       | $10157795.70       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDC6440 | 2039-11-01      | 5.0000%  | 0.0000% | $800011.00         | $769244.55         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE9439 | 2055-09-01      | 6.0000%  | 0.0000% | $99950706.00       | $101203354.24      | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDD6619 | 2040-06-01      | 5.5000%  | 0.0000% | $1254609.00        | $1197189.04        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBH9215 | 2048-01-01      | 3.5000%  | 0.0000% | $166000.00         | $25359.23          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM5473 | 2035-12-01      | 3.0000%  | 0.0000% | $5394402.00        | $2224263.13        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBU9909 | 2037-01-01      | 2.0000%  | 0.0000% | $220000.00         | $117992.38         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4804 | 2052-11-01      | 4.0000%  | 0.0000% | $3235379.00        | $2579416.71        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5745 | 2040-06-01      | 5.0000%  | 0.0000% | $65814966.00       | $59500783.46       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5093 | 2038-07-01      | 5.0000%  | 0.0000% | $5000.00           | $2946.13           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA3361 | 2052-11-01      | 5.0000%  | 0.0000% | $55766955.00       | $56009311.86       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4625 | 2052-06-01      | 3.5000%  | 0.0000% | $212750.00         | $156817.80         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA3765 | 2049-09-01      | 2.5000%  | 0.0000% | $11000.00          | $1815.10           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7990 | 2049-06-01      | 3.5000%  | 0.0000% | $1650000.00        | $740259.76         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF9061 | 2051-01-01      | 5.5000%  | 0.0000% | $3726437.00        | $3805468.52        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM6372 | 2050-03-01      | 5.0000%  | 0.0000% | $584078.00         | $138247.63         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM1324 | 2031-11-01      | 3.0000%  | 0.0000% | $15000.00          | $837.79            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL1427 | 2041-08-01      | 4.5000%  | 0.0000% | $103188031.00      | $7151568.75        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE7872 | 2040-09-01      | 5.0000%  | 0.0000% | $1073602.00        | $1081380.41        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA3155 | 2032-10-01      | 3.0000%  | 0.0000% | $40421.00          | $4527.76           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3517 | 2033-11-01      | 3.5000%  | 0.0000% | $16000.00          | $1120.84           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS7849 | 2052-05-01      | 2.5000%  | 0.0000% | $100000.00         | $75273.61          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3237 | 2048-01-01      | 3.0000%  | 0.0000% | $9016.00           | $1430.16           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4313 | 2052-08-01      | 4.5000%  | 0.0000% | $63076512.00       | $48822218.28       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS6793 | 2053-06-01      | 4.0000%  | 0.0000% | $280488.00         | $244600.27         | Agency Mortgage-Backed Securities |
| FNMS 05.500 ZLFP0112 | 2040-10-25      | 5.5000%  | 0.0000% | $15388227.00       | $12583911.60       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAS7638 | 2031-07-01      | 2.5000%  | 0.0000% | $55000.00          | $5839.00           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL848839 | 2036-01-01      | 6.0000%  | 0.0000% | $16000000.00       | $44688.36          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL773072 | 2034-04-01      | 5.5000%  | 0.0000% | $1015413.00        | $6637.02           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA3448 | 2049-07-01      | 2.5000%  | 0.0000% | $7106149.00        | $6175397.05        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM4901 | 2035-11-01      | 2.0000%  | 0.0000% | $720000.00         | $256167.21         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS7804 | 2038-02-01      | 2.5000%  | 0.0000% | $24263662.00       | $18651445.15       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CICA3155 | 2034-02-01      | 4.0000%  | 0.0000% | $10000.00          | $1435.11           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA3471 | 2053-07-01      | 4.0000%  | 0.0000% | $56280234.00       | $54055115.10       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDA3519 | 2053-10-01      | 5.5000%  | 0.0000% | $459020.00         | $298152.59         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB8115 | 2054-03-01      | 4.5000%  | 0.0000% | $21030140.00       | $18448222.11       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4782 | 2052-10-01      | 3.5000%  | 0.0000% | $553000.00         | $427638.75         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1389 | 2051-08-01      | 2.5000%  | 0.0000% | $572456.00         | $348961.68         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3694 | 2049-07-01      | 4.5000%  | 0.0000% | $152698.00         | $16073.25          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4978 | 2053-04-01      | 5.0000%  | 0.0000% | $4854992.00        | $3914840.76        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0260 | 2055-04-01      | 6.0000%  | 0.0000% | $327000.00         | $321343.17         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE7532 | 2040-10-01      | 5.0000%  | 0.0000% | $1001674.00        | $1007739.06        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIFA3057 | 2039-08-01      | 6.5000%  | 0.0000% | $10899268.00       | $10776856.20       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTFA2158 | 2041-10-01      | 2.0000%  | 0.0000% | $4000000.00        | $3382467.59        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM1456 | 2028-09-01      | 2.5000%  | 0.0000% | $118000.00         | $9890.76           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL969454 | 2038-01-01      | 5.0000%  | 0.0000% | $585000.00         | $3493.13           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTFM6982 | 2041-04-01      | 2.0000%  | 0.0000% | $513000.00         | $299551.94         | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDC9057 | 2055-05-01      | 7.5000%  | 0.0000% | $3531184.00        | $3764613.47        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF5715 | 2055-12-01      | 5.0000%  | 0.0000% | $5341858.00        | $5361552.17        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6085 | 2053-04-01      | 6.0000%  | 0.0000% | $3870000.00        | $3039010.02        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF8508 | 2055-12-01      | 4.5000%  | 0.0000% | $2148655.00        | $2116390.80        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBR5797 | 2036-08-01      | 2.0000%  | 0.0000% | $36135.00          | $20118.87          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDB8915 | 2054-07-01      | 5.0000%  | 0.0000% | $9107706.00        | $8677035.76        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS2707 | 2052-04-01      | 3.5000%  | 0.0000% | $40000.00          | $26406.90          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3635 | 2054-06-01      | 6.0000%  | 0.0000% | $25236104.00       | $26476115.72       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3799 | 2055-09-01      | 6.0000%  | 0.0000% | $93135415.00       | $97234374.03       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4130 | 2052-07-01      | 4.5000%  | 0.0000% | $19529103.00       | $15358238.19       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF5293 | 2055-11-01      | 5.5000%  | 0.0000% | $5193361.00        | $5340679.12        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4217 | 2052-07-01      | 5.0000%  | 0.0000% | $137308064.00      | $100905034.43      | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAC8568 | 2040-01-01      | 4.5000%  | 0.0000% | $345000.00         | $6685.26           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8157 | 2054-03-01      | 6.0000%  | 0.0000% | $3635558.00        | $3089392.85        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL995094 | 2035-11-01      | 4.5000%  | 0.0000% | $125000.00         | $1649.06           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDF2937 | 2040-11-01      | 5.5000%  | 0.0000% | $1007158.00        | $1040895.60        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE1994 | 2055-07-01      | 6.0000%  | 0.0000% | $1290836.00        | $1228576.12        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3332 | 2048-04-01      | 3.5000%  | 0.0000% | $17434338.00       | $2235711.09        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CI890336 | 2026-08-01      | 4.5000%  | 0.0000% | $1050000.00        | $2779.47           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CNMA3251 | 2028-01-01      | 3.5000%  | 0.0000% | $200000.00         | $7299.22           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICA9448 | 2036-03-01      | 2.5000%  | 0.0000% | $55379.00          | $30998.31          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5444 | 2054-08-01      | 5.5000%  | 0.0000% | $26653231.00       | $22935994.42       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7736 | 2054-01-01      | 6.0000%  | 0.0000% | $326998.00         | $222407.11         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE4588 | 2055-08-01      | 6.0000%  | 0.0000% | $30567759.00       | $28186561.75       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF0906 | 2055-11-01      | 5.5000%  | 0.0000% | $1705857.00        | $1740544.39        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM1660 | 2047-08-01      | 4.0000%  | 0.0000% | $305000.00         | $48798.14          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE5169 | 2055-08-01      | 6.0000%  | 0.0000% | $5753946.00        | $5981081.25        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDE4546 | 2040-07-01      | 5.5000%  | 0.0000% | $1038334.00        | $800542.74         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF6457 | 2055-11-01      | 5.5000%  | 0.0000% | $1156107.00        | $1187082.96        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE9496 | 2055-09-01      | 5.5000%  | 0.0000% | $2689638.00        | $2748696.80        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ5849 | 2048-01-01      | 4.0000%  | 0.0000% | $300000.00         | $69989.32          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE9442 | 2055-09-01      | 6.5000%  | 0.0000% | $1098739.00        | $929314.01         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CNMA4150 | 2030-10-01      | 2.5000%  | 0.0000% | $16487796.00       | $4245669.28        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF0365 | 2055-09-01      | 6.0000%  | 0.0000% | $2046459.00        | $2111332.18        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS3558 | 2038-02-01      | 2.5000%  | 0.0000% | $4102055.00        | $2842962.31        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS6110 | 2050-07-01      | 3.0000%  | 0.0000% | $75000.00          | $56830.89          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CT931851 | 2029-08-01      | 5.0000%  | 0.0000% | $246458.00         | $5442.98           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICB0263 | 2036-04-01      | 2.0000%  | 0.0000% | $8019260.00        | $4533325.47        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB0998 | 2051-07-01      | 3.0000%  | 0.0000% | $631000.00         | $434361.54         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5826 | 2040-09-01      | 3.5000%  | 0.0000% | $13416274.00       | $12819179.45       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS4777 | 2053-05-01      | 6.0000%  | 0.0000% | $17744000.00       | $10790875.27       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5852 | 2055-10-01      | 5.0000%  | 0.0000% | $5000.00           | $4966.62           | Agency Mortgage-Backed Securities |
| FNMS 01.500 CTMA4500 | 2041-12-01      | 1.5000%  | 0.0000% | $356639.00         | $221760.53         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBV6416 | 2055-11-01      | 6.0000%  | 0.0000% | $2723861.00        | $2840167.14        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF0593 | 2055-09-01      | 5.5000%  | 0.0000% | $3036685.00        | $2887182.88        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD8571 | 2055-05-01      | 6.0000%  | 0.0000% | $3486095.00        | $3267283.06        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBK4762 | 2048-08-01      | 5.0000%  | 0.0000% | $1595000.00        | $278155.32         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFA3442 | 2052-10-01      | 2.0000%  | 0.0000% | $10465573.00       | $8488339.10        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA3560 | 2034-01-01      | 4.0000%  | 0.0000% | $25173014.00       | $1505743.68        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFA2742 | 2039-04-01      | 3.5000%  | 0.0000% | $25868172.00       | $22720485.69       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5010 | 2053-05-01      | 5.5000%  | 0.0000% | $38000.00          | $29154.93          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF6528 | 2055-12-01      | 5.5000%  | 0.0000% | $6394428.00        | $6524672.21        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF7603 | 2055-12-01      | 5.5000%  | 0.0000% | $1082709.00        | $1109019.19        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3679 | 2055-03-01      | 5.5000%  | 0.0000% | $19165876.00       | $19616114.48       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA3797 | 2034-10-01      | 2.5000%  | 0.0000% | $25000.00          | $3543.81           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ1581 | 2048-01-01      | 4.0000%  | 0.0000% | $268246.00         | $99306.09          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4079 | 2050-07-01      | 3.0000%  | 0.0000% | $2000.00           | $564.39            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTBV1418 | 2045-03-01      | 6.0000%  | 0.0000% | $1027151.00        | $963096.90         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLFM5977 | 2051-02-01      | 1.5000%  | 0.0000% | $442409.00         | $268932.67         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE3486 | 2055-07-01      | 6.5000%  | 0.0000% | $39408392.00       | $40930109.13       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAQ3381 | 2042-11-01      | 3.0000%  | 0.0000% | $200000.00         | $35020.76          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CT257075 | 2028-02-01      | 5.5000%  | 0.0000% | $9510000.00        | $27586.49          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA0468 | 2053-09-01      | 6.5000%  | 0.0000% | $30487618.00       | $25496523.29       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA3956 | 2053-03-01      | 3.0000%  | 0.0000% | $281070676.00      | $249999999.19      | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0938 | 2055-03-01      | 6.0000%  | 0.0000% | $14180558.00       | $13516787.99       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF5272 | 2055-11-01      | 5.5000%  | 0.0000% | $2648700.00        | $2722789.85        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3794 | 2055-02-01      | 6.0000%  | 0.0000% | $42811544.00       | $44282969.17       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5948 | 2040-12-01      | 3.5000%  | 0.0000% | $1147406.00        | $1119791.00        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL256349 | 2036-07-01      | 6.0000%  | 0.0000% | $2474060.00        | $10041.70          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB1476 | 2036-08-01      | 2.5000%  | 0.0000% | $26865.00          | $14384.20          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBK0888 | 2048-07-01      | 4.0000%  | 0.0000% | $3109000.00        | $450606.22         | Agency Mortgage-Backed Securities |
| FNMS 02.500 I6BF0716 | 2063-03-01      | 2.5000%  | 0.0000% | $13107320.00       | $9183554.90        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL8743 | 2046-06-01      | 4.5000%  | 0.0000% | $45000.00          | $7019.80           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC5557 | 2054-10-01      | 5.0000%  | 0.0000% | $1001275.00        | $992905.12         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBO8872 | 2034-12-01      | 3.0000%  | 0.0000% | $583987.00         | $91384.31          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CICB9563 | 2039-11-01      | 5.5000%  | 0.0000% | $5816632.00        | $5081779.15        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL889506 | 2037-03-01      | 6.0000%  | 0.0000% | $2505000.00        | $20557.10          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDA5047 | 2053-11-01      | 5.5000%  | 0.0000% | $58485.00          | $57727.35          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL511405 | 2029-10-01      | 7.0000%  | 0.0000% | $4999500.00        | $5940.19           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM4583 | 2042-09-01      | 3.5000%  | 0.0000% | $158593.00         | $48019.62          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX5026 | 2052-12-01      | 6.0000%  | 0.0000% | $4316737.00        | $3358873.42        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6821 | 2053-08-01      | 5.5000%  | 0.0000% | $523505.00         | $424669.69         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM5768 | 2044-11-01      | 4.0000%  | 0.0000% | $132000.00         | $54137.99          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBV5809 | 2055-06-01      | 5.5000%  | 0.0000% | $4774729.00        | $4655953.11        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBT7819 | 2052-05-01      | 3.0000%  | 0.0000% | $39903.00          | $31763.58          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM5482 | 2049-02-01      | 4.0000%  | 0.0000% | $210307.00         | $18887.70          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA3896 | 2035-01-01      | 2.5000%  | 0.0000% | $50000.00          | $8886.44           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA2866 | 2037-01-01      | 3.0000%  | 0.0000% | $176000.00         | $31206.99          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC1652 | 2055-12-01      | 4.5000%  | 0.0000% | $5162509.00        | $5129098.68        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC1662 | 2055-12-01      | 4.5000%  | 0.0000% | $16243888.00       | $16000522.82       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBU7818 | 2051-12-01      | 2.0000%  | 0.0000% | $1278257.00        | $744822.44         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE3689 | 2055-08-01      | 6.0000%  | 0.0000% | $5518650.00        | $5420799.07        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY7262 | 2053-08-01      | 5.5000%  | 0.0000% | $1017136.00        | $864681.75         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA2923 | 2037-03-01      | 3.5000%  | 0.0000% | $136000.00         | $20615.67          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC1669 | 2055-12-01      | 4.5000%  | 0.0000% | $8636602.00        | $8483857.44        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB5369 | 2042-06-01      | 3.5000%  | 0.0000% | $60000.00          | $7580.66           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBT8046 | 2053-01-01      | 5.5000%  | 0.0000% | $7981175.00        | $6938249.56        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBX0008 | 2052-09-01      | 4.0000%  | 0.0000% | $54963.00          | $44156.46          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL735212 | 2034-12-01      | 5.0000%  | 0.0000% | $100000.00         | $984.05            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA2433 | 2055-08-01      | 5.5000%  | 0.0000% | $38087806.00       | $36781086.12       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA3491 | 2038-10-01      | 3.5000%  | 0.0000% | $199096.00         | $20523.65          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3992 | 2050-04-01      | 3.5000%  | 0.0000% | $38000.00          | $6112.98           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9848 | 2052-09-01      | 5.0000%  | 0.0000% | $11925104.00       | $8005296.29        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS6668 | 2053-12-01      | 5.5000%  | 0.0000% | $520000.00         | $460440.51         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIFM1418 | 2034-09-01      | 4.0000%  | 0.0000% | $23980128.00       | $2159803.15        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0879 | 2052-03-01      | 2.5000%  | 0.0000% | $28000.00          | $18204.19          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDC9111 | 2040-06-01      | 5.5000%  | 0.0000% | $2094710.00        | $2050546.83        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDD8218 | 2040-04-01      | 5.0000%  | 0.0000% | $2304228.00        | $2279395.86        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD3835 | 2055-03-01      | 6.0000%  | 0.0000% | $1251683.00        | $1293655.77        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIBT3908 | 2040-03-01      | 5.0000%  | 0.0000% | $1198138.00        | $1004632.80        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL6031 | 2044-10-01      | 4.0000%  | 0.0000% | $163000.00         | $24098.38          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTAL8062 | 2029-06-01      | 5.5000%  | 0.0000% | $1540733.00        | $1198.22           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF1849 | 2055-10-01      | 6.0000%  | 0.0000% | $1652184.00        | $1555573.88        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTMA5563 | 2044-12-01      | 5.5000%  | 0.0000% | $1223518.00        | $1014362.73        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7807 | 2054-01-01      | 6.5000%  | 0.0000% | $66708608.00       | $57145458.73       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIBX0441 | 2037-12-01      | 5.0000%  | 0.0000% | $50000.00          | $25561.07          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0957 | 2052-03-01      | 3.0000%  | 0.0000% | $39000.00          | $26526.84          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM7862 | 2036-05-01      | 2.0000%  | 0.0000% | $1000000.00        | $479521.27         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK7606 | 2048-09-01      | 4.5000%  | 0.0000% | $2831479.00        | $797223.95         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ9169 | 2048-05-01      | 4.0000%  | 0.0000% | $48000.00          | $4825.61           | Agency Mortgage-Backed Securities |
| FNMS 03.500 I4BF0299 | 2058-08-01      | 3.5000%  | 0.0000% | $12410000.00       | $3768195.45        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTMA5835 | 2045-08-01      | 6.0000%  | 0.0000% | $12274174.00       | $12370241.68       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBC2837 | 2046-09-01      | 4.5000%  | 0.0000% | $24000.00          | $6615.01           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3841 | 2052-06-01      | 3.5000%  | 0.0000% | $1774000.00        | $1292670.15        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CQAD7988 | 2040-07-01      | 4.5000%  | 0.0000% | $3927863.00        | $46438.78          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS4052 | 2036-10-01      | 2.0000%  | 0.0000% | $2250000.00        | $1517921.82        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2477 | 2048-10-01      | 4.5000%  | 0.0000% | $3560822.00        | $926601.88         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM4272 | 2035-09-01      | 3.0000%  | 0.0000% | $172000.00         | $46781.92          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2548 | 2052-01-01      | 2.5000%  | 0.0000% | $174000.00         | $113528.88         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA0289 | 2055-01-01      | 5.0000%  | 0.0000% | $5456991.00        | $5134129.38        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL620196 | 2032-01-01      | 7.0000%  | 0.0000% | $469330.00         | $1263.95           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS1142 | 2043-11-01      | 4.5000%  | 0.0000% | $31667762.00       | $2053507.28        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5593 | 2045-08-01      | 3.5000%  | 0.0000% | $130000.00         | $26925.52          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAJ4087 | 2026-10-01      | 3.0000%  | 0.0000% | $9769074.00        | $47194.61          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD1719 | 2055-03-01      | 6.0000%  | 0.0000% | $1682834.00        | $1682769.27        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX9114 | 2053-04-01      | 5.0000%  | 0.0000% | $30090.00          | $23260.27          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLMA4929 | 2053-02-01      | 7.0000%  | 0.0000% | $25000.00          | $10941.09          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3998 | 2050-04-01      | 4.5000%  | 0.0000% | $15000.00          | $1859.24           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3905 | 2050-01-01      | 3.0000%  | 0.0000% | $6400000.00        | $1118232.22        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL995245 | 2039-01-01      | 5.0000%  | 0.0000% | $11673000.00       | $98899.71          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLAL1469 | 2039-02-01      | 7.0000%  | 0.0000% | $300000.00         | $6092.27           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBU8932 | 2052-04-01      | 3.5000%  | 0.0000% | $44212244.00       | $30865929.35       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBU1416 | 2052-01-01      | 3.0000%  | 0.0000% | $11000.00          | $7095.60           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE1799 | 2055-06-01      | 6.0000%  | 0.0000% | $1760679.00        | $1841317.52        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1910 | 2044-01-01      | 3.5000%  | 0.0000% | $100994.00         | $63402.85          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8475 | 2054-05-01      | 5.0000%  | 0.0000% | $25697193.00       | $22703313.97       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIMA5633 | 2040-02-01      | 6.5000%  | 0.0000% | $106803.00         | $43640.77          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4156 | 2035-10-01      | 2.5000%  | 0.0000% | $790637.00         | $251774.40         | Agency Mortgage-Backed Securities |

### Security 307: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1DUXO3, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: ARP1DUXO3
- **C.18 - Value (incl. sponsor support):** $723000000.00
- **C.18.a - Value (excl. sponsor support):** $723000000.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 06.000 CLDB4440 | 2054-08-01      | 6.0000%  | 0.0000% | $8111274.00        | $7656622.26        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5701 | 2055-05-01      | 6.0000%  | 0.0000% | $1547707.00        | $1339741.56        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC6827 | 2054-12-01      | 6.0000%  | 0.0000% | $30303.00          | $24028.56          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8147 | 2054-03-01      | 5.5000%  | 0.0000% | $129522448.00      | $110414540.13      | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3812 | 2053-01-01      | 4.5000%  | 0.0000% | $2635000.00        | $2159735.37        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA4043 | 2054-03-01      | 6.0000%  | 0.0000% | $74834297.00       | $78263503.83       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA2589 | 2055-05-01      | 6.5000%  | 0.0000% | $87550754.00       | $82261475.80       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE4427 | 2055-11-01      | 5.0000%  | 0.0000% | $10866384.00       | $10888398.46       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC1014 | 2055-09-01      | 5.5000%  | 0.0000% | $305000.00         | $305662.41         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAB6495 | 2037-10-01      | 3.0000%  | 0.0000% | $2000000.00        | $268019.15         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6510 | 2053-06-01      | 4.5000%  | 0.0000% | $11918064.00       | $9771208.16        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1024 | 2051-07-01      | 2.5000%  | 0.0000% | $2756000.00        | $1675845.84        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC0565 | 2055-06-01      | 5.5000%  | 0.0000% | $102584431.00      | $100971668.44      | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6258 | 2053-05-01      | 5.5000%  | 0.0000% | $47000000.00       | $37432197.18       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA4246 | 2053-12-01      | 6.5000%  | 0.0000% | $4649528.00        | $3471891.43        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS7086 | 2053-09-01      | 5.5000%  | 0.0000% | $29176828.00       | $21450045.56       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4493 | 2051-12-01      | 2.5000%  | 0.0000% | $393231304.00      | $249999999.95      | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC3459 | 2054-09-01      | 6.0000%  | 0.0000% | $7678811.00        | $6697087.06        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA5973 | 2054-01-01      | 6.0000%  | 0.0000% | $271936.00         | $212861.90         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4306 | 2051-04-01      | 2.5000%  | 0.0000% | $48148582.00       | $26477295.01       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS4522 | 2053-05-01      | 5.0000%  | 0.0000% | $221900.00         | $178172.22         | Agency Mortgage-Backed Securities |

### Security 308: BANCO SANTANDER SA

- **C.1 - Title:** BANCO SANTANDER SA 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DUXU9, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: ARP1DUXU9
- **C.18 - Value (incl. sponsor support):** $307000000.00
- **C.18.a - Value (excl. sponsor support):** $307000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $100.00            | $98.75             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $6917400.00        | $6854210.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $67781200.00       | $70532070.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $24000000.00       | $27081662.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $4103700.00        | $3589158.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $75100.00          | $73337.87          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $400.00            | $362.45            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-15      | 1.1250%  | 0.0000% | $9192100.00        | $9148974.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | 0.0000% | $50975600.00       | $44692137.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $49798800.00       | $43518611.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 3.8750%  | 0.0000% | $100.00            | $100.97            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $200.00            | $216.87            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 6.5000%  | 0.0000% | $6736200.00        | $6971338.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | 0.0000% | $12000000.00       | $11466165.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $774700.00         | $1020929.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $55798300.00       | $56163555.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-15      | 4.3750%  | 0.0000% | $600000.00         | $605869.85         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | 0.0000% | $24973400.00       | $25600700.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $5476500.00        | $5820450.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $100.00            | $103.05            | U.S. Treasuries (including strips) |

### Security 309: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 3.830000%
- **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: ARP1DUXX3, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: ARP1DUXX3
- **C.18 - Value (incl. sponsor support):** $1480000000.00
- **C.18.a - Value (excl. sponsor support):** $1480000000.00
- **C.19 - Percentage of Net Assets:** 1.6400%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRA 2024-060 FD | 2054-04-20      | 5.0677%  | 0.0000% | $100000000.00      | $60498992.00       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-188 FD | 2055-11-20      | 4.9177%  | 0.0000% | $46533184.00       | $46483349.96       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-124 FE | 2055-07-20      | 5.0677%  | 0.0000% | $181548000.00      | $180716659.75      | Agency Collateralized Mortgage Obligation |
| GNRA 2025-135 FN | 2055-08-20      | 4.9977%  | 0.0000% | $19754000.00       | $19732428.94       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-156 FD | 2055-09-20      | 4.9877%  | 0.0000% | $100000000.00      | $99944987.85       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-058 FB | 2054-04-20      | 5.0177%  | 0.0000% | $50000000.00       | $30360478.92       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-205 FA | 2055-11-20      | 5.1857%  | 0.0000% | $10693847.00       | $10697124.77       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-154 FQ | 2055-09-20      | 4.6677%  | 0.0000% | $27139810.00       | $27116670.79       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-004 FC | 2055-01-20      | 5.0177%  | 0.0000% | $100000000.00      | $85539049.58       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-119 BF | 2055-07-20      | 5.0177%  | 0.0000% | $100000000.00      | $94265131.13       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-216 JF | 2055-12-20      | 5.0500%  | 0.0000% | $54523764.00       | $55327338.26       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-193 EF | 2051-11-20      | 2.5000%  | 0.0000% | $27049000.00       | $15681521.68       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-075 FA | 2053-05-20      | 5.0177%  | 0.0000% | $100000000.00      | $41399768.61       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-078 QF | 2054-05-20      | 5.0177%  | 0.0000% | $8819000.00        | $6756558.26        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-101 FA | 2055-06-20      | 5.7177%  | 0.0000% | $100000000.00      | $98099093.78       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-178 FM | 2055-10-20      | 5.1777%  | 0.0000% | $3900000.00        | $3893419.63        | Agency Collateralized Mortgage Obligation |
| GNRA 2016-20 FA  | 2046-09-20      | 4.2484%  | 0.0000% | $30000000.00       | $6615347.53        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-164 FG | 2054-10-20      | 4.9677%  | 0.0000% | $100000000.00      | $69768514.60       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-083 VF | 2055-05-20      | 5.1677%  | 0.0000% | $26837000.00       | $25830849.69       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-063 FL | 2055-04-20      | 5.1677%  | 0.0000% | $7000000.00        | $5302111.96        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-169 F  | 2055-10-20      | 5.4677%  | 0.0000% | $250000000.00      | $248414059.67      | Agency Collateralized Mortgage Obligation |
| GNRA 2025-090 FD | 2055-05-20      | 5.6377%  | 0.0000% | $300000000.00      | $246306291.26      | Agency Collateralized Mortgage Obligation |
| GNRA 2023-076 FG | 2053-05-20      | 4.9677%  | 0.0000% | $100000000.00      | $38899114.28       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-064 FA | 2052-04-20      | 4.5000%  | 0.0000% | $10667117.00       | $5924690.00        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-061 FE | 2054-04-20      | 5.1177%  | 0.0000% | $50000000.00       | $30426447.75       | Agency Collateralized Mortgage Obligation |

### Security 310: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 3.830000%
- **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: ARP1DUY61, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1DUY61
- **C.18 - Value (incl. sponsor support):** $366000000.00
- **C.18.a - Value (excl. sponsor support):** $366000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 07.000 CLRJ4724                               | 2055-08-01      | 7.0000%  | 0.0000% | $1024.00           | $991.19            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB8145                               | 2054-03-01      | 5.5000%  | 0.0000% | $844549.00         | $723674.97         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM3889                               | 2050-07-01      | 3.0000%  | 0.0000% | $126000.00         | $44834.10          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL9128                               | 2046-02-01      | 4.5000%  | 0.0000% | $2000.00           | $279.27            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3443                               | 2048-08-01      | 4.0000%  | 0.0000% | $34203894.00       | $2526071.10        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBD2377                               | 2046-12-01      | 4.5000%  | 0.0000% | $1001.00           | $99.45             | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA2650                               | 2050-05-01      | 3.0000%  | 0.0000% | $1191.00           | $493.24            | Agency Mortgage-Backed Securities         |
| GNII SF MA9606 M                                   | 2054-02-20      | 6.0000%  | 0.0000% | $10146.00          | $6398.39           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ6952                               | 2055-10-01      | 5.0000%  | 0.0000% | $2000.00           | $2001.91           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBU5281                               | 2054-11-01      | 6.0000%  | 0.0000% | $1704741.00        | $1739824.41        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA3358                               | 2055-09-01      | 6.5000%  | 0.0000% | $19881137.00       | $20137567.42       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC3744                               | 2054-09-01      | 5.5000%  | 0.0000% | $1001.00           | $986.02            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC7885                               | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $989.69            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE2968                               | 2055-07-01      | 6.0000%  | 0.0000% | $1130713.00        | $1013415.57        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD1377                               | 2055-02-01      | 6.0000%  | 0.0000% | $3181959.00        | $2668201.78        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA7736                               | 2050-11-01      | 2.5000%  | 0.0000% | $1030000.00        | $451139.11         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA0699                               | 2047-11-01      | 4.0000%  | 0.0000% | $1000.00           | $279.63            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE8039                               | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $996.51            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB754671                               | 2033-10-01      | 6.1200%  | 0.0000% | $5000000.00        | $79686.38          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB2618                               | 2054-04-01      | 6.5000%  | 0.0000% | $1228553.00        | $1270690.72        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD6306                               | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1012.63           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG2510                               | 2053-04-01      | 6.0000%  | 0.0000% | $1063330.00        | $860550.79         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD1200                               | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $687.34            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS4783                               | 2032-02-01      | 2.2400%  | 0.0000% | $75862.00          | $68229.12          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD5508                               | 2055-06-01      | 6.0000%  | 0.0000% | $773359.00         | $797977.82         | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQJ4695                               | 2054-09-01      | 7.0000%  | 0.0000% | $5006256.00        | $4580876.47        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE4858                               | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $982.78            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS2718                               | 2036-08-01      | 1.9500%  | 0.0000% | $1000.00           | $743.36            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA4197                               | 2050-12-01      | 2.5000%  | 0.0000% | $605000.00         | $291830.35         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD1011                               | 2052-04-01      | 2.5000%  | 0.0000% | $3238526.00        | $2172060.94        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD1507                               | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $657.61            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRA7186                               | 2052-04-01      | 4.0000%  | 0.0000% | $1292000.00        | $906130.60         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL755795                               | 2033-11-01      | 4.5000%  | 0.0000% | $1001.00           | $15.84             | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WD781570                               | 2034-11-01      | 5.7760%  | 0.0000% | $5000000.00        | $31168.60          | Agency Mortgage-Backed Securities         |
| FMAR 849505 G                                      | 2044-10-01      | 6.2920%  | 0.0000% | $927000.00         | $38328.01          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM6225                               | 2048-04-01      | 4.0000%  | 0.0000% | $6062592.00        | $2019164.16        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD2563                               | 2055-02-01      | 6.0000%  | 0.0000% | $341247.00         | $353253.71         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA6312                               | 2050-07-01      | 3.0000%  | 0.0000% | $44482.00          | $18538.92          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB1267                               | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $837.84            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA3866                               | 2049-07-01      | 3.5000%  | 0.0000% | $47999.00          | $5551.68           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS0584                               | 2052-02-01      | 2.0000%  | 0.0000% | $369642.00         | $220426.61         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM8194                               | 2051-07-01      | 2.0000%  | 0.0000% | $1000.00           | $648.04            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS0067                               | 2051-09-01      | 4.5000%  | 0.0000% | $1000.00           | $566.76            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFA0015                               | 2054-12-01      | 4.5000%  | 0.0000% | $13427664.00       | $12025066.27       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA2714                               | 2054-01-01      | 6.5000%  | 0.0000% | $1024.00           | $978.31            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS7892                               | 2033-03-01      | 4.4700%  | 0.0000% | $200470.00         | $203092.75         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFA3489                               | 2052-02-25      | 2.5000%  | 0.0000% | $9042.00           | $7724.03           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL1879                               | 2054-03-01      | 6.5000%  | 0.0000% | $1008.00           | $813.13            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBT1347                               | 2051-07-01      | 2.0000%  | 0.0000% | $48000.00          | $27598.20          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA3891                               | 2055-12-01      | 5.5000%  | 0.0000% | $1021.00           | $1048.47           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC0439                               | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $952.98            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF6120                               | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1050.23           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3686                               | 2049-06-01      | 3.5000%  | 0.0000% | $222274816.00      | $19096726.67       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE8218                               | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1050.76           | Agency Mortgage-Backed Securities         |
| GNRA 2021-077 FA                                   | 2051-05-20      | 3.0000%  | 0.0000% | $1000.00           | $537.06            | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CLBY3014                               | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $682.40            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ4184                               | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $904.30            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS4926                               | 2053-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1622.25           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL928593                               | 2037-07-01      | 6.5000%  | 0.0000% | $6647644.00        | $157444.10         | Agency Mortgage-Backed Securities         |
| GNII SF DO9132 C                                   | 2055-12-20      | 5.5000%  | 0.0000% | $4072.00           | $4206.23           | Agency Mortgage-Backed Securities         |
| GNII SF DJ4779 C                                   | 2055-03-20      | 7.5000%  | 0.0000% | $9460.00           | $9730.94           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRQ0063                               | 2055-11-01      | 5.0000%  | 0.0000% | $1024.00           | $1020.01           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIBM3919                               | 2033-02-01      | 3.0000%  | 0.0000% | $47750.00          | $8582.53           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM1756                               | 2045-12-01      | 4.5000%  | 0.0000% | $3903000.00        | $693702.42         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAL8310                               | 2044-03-01      | 3.5000%  | 0.0000% | $1000.00           | $234.83            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQF3340                               | 2052-11-01      | 3.0000%  | 0.0000% | $382271.00         | $274917.27         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY1161                               | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $972.88            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS783251                               | 2044-04-01      | 5.2770%  | 0.0000% | $3998830.00        | $34738.53          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAL9774                               | 2047-01-01      | 3.5000%  | 0.0000% | $1000.00           | $300.06            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBU5787                               | 2055-04-01      | 5.5000%  | 0.0000% | $6029114.00        | $6132968.88        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBK8848                               | 2048-08-01      | 5.0000%  | 0.0000% | $1370167.00        | $137636.56         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAI4825                               | 2041-06-01      | 5.5000%  | 0.0000% | $1002.00           | $43.39             | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTBM3374                               | 2038-01-01      | 3.0000%  | 0.0000% | $1000.00           | $167.64            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9464                               | 2054-11-01      | 5.0000%  | 0.0000% | $7000.00           | $6567.30           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA2387                               | 2050-04-01      | 3.0000%  | 0.0000% | $25000.00          | $8235.99           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA3524                               | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $534.04            | Agency Mortgage-Backed Securities         |
| FMAR 1Q1317 G                                      | 2038-02-01      | 6.5370%  | 0.0000% | $35682707.00       | $1733980.71        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZL7954                               | 2044-04-01      | 4.5000%  | 0.0000% | $400000.00         | $45340.31          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBJ9884                               | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $181.03            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8452                               | 2054-08-01      | 5.0000%  | 0.0000% | $2318680.00        | $2098050.99        | Agency Mortgage-Backed Securities         |
| 03.500 FGPC J26033 G                               | 2028-10-01      | 3.5000%  | 0.0000% | $1000.00           | $67.50             | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZS1780                               | 2037-12-01      | 6.5000%  | 0.0000% | $13479215.00       | $79606.70          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM7221                               | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $182.41            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY9675                               | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.58           | Agency Mortgage-Backed Securities         |
| GNII SF MA7705 M                                   | 2051-11-20      | 2.5000%  | 0.0000% | $1184.00           | $718.12            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA7369                               | 2050-10-01      | 2.5000%  | 0.0000% | $1000.00           | $405.69            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB0190                               | 2051-04-01      | 3.0000%  | 0.0000% | $632000.00         | $340077.48         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA3566                               | 2055-11-01      | 5.5000%  | 0.0000% | $1008.00           | $1029.08           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBT1915                               | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $645.65            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB6497                               | 2053-06-01      | 4.0000%  | 0.0000% | $1000.00           | $627.97            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB4967                               | 2052-10-01      | 5.5000%  | 0.0000% | $10000.00          | $9283.52           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5107                               | 2053-08-01      | 5.5000%  | 0.0000% | $1398000.00        | $1107827.02        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4356                               | 2051-06-01      | 2.5000%  | 0.0000% | $1000.00           | $578.50            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY9831                               | 2055-08-01      | 6.5000%  | 0.0000% | $22203319.00       | $20944444.98       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CTMA4072                               | 2040-07-01      | 2.5000%  | 0.0000% | $2002.00           | $663.04            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY0053                               | 2055-04-01      | 6.5000%  | 0.0000% | $1004.00           | $1063.79           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA4733                               | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $766.66            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB6029                               | 2053-04-01      | 4.0000%  | 0.0000% | $990000.00         | $776345.47         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQI3007                               | 2054-04-01      | 5.0000%  | 0.0000% | $1000.00           | $872.22            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRQ0084                               | 2055-12-01      | 5.0000%  | 0.0000% | $2004.00           | $2010.82           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM6251                               | 2049-07-01      | 4.0000%  | 0.0000% | $300000.00         | $110566.54         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ3982                               | 2055-04-01      | 6.0000%  | 0.0000% | $6880753.00        | $6796356.62        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAL9697                               | 2047-01-01      | 3.0000%  | 0.0000% | $1000.00           | $263.72            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM8007                               | 2051-07-01      | 2.5000%  | 0.0000% | $1009.00           | $572.55            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4655                               | 2052-07-01      | 4.0000%  | 0.0000% | $62239.00          | $47167.67          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8479                               | 2047-01-01      | 3.0000%  | 0.0000% | $49988669.00       | $10206985.55       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFM1056                               | 2049-06-01      | 5.5000%  | 0.0000% | $1024.00           | $252.34            | Agency Mortgage-Backed Securities         |
| GNII SF DM0877 C                                   | 2055-10-20      | 7.0000%  | 0.0000% | $1730.00           | $1841.55           | Agency Mortgage-Backed Securities         |
| GNAR FT 082566 M                                   | 2040-06-20      | 5.6250%  | 0.0000% | $550000.00         | $6569.43           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD2168                               | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $787.80            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD2254                               | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $764.54            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRA9383                               | 2053-07-01      | 6.0000%  | 0.0000% | $1012.00           | $812.63            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDA4980                               | 2053-11-01      | 6.5000%  | 0.0000% | $1097.00           | $848.68            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1143                               | 2050-09-01      | 4.5000%  | 0.0000% | $913645.00         | $586361.92         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC2766                               | 2055-04-01      | 6.0000%  | 0.0000% | $1001.00           | $1027.89           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBU5237                               | 2054-11-01      | 6.0000%  | 0.0000% | $5087141.00        | $4417679.13        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE2075                               | 2055-06-01      | 6.0000%  | 0.0000% | $5471822.00        | $5617973.54        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE3192                               | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $990.91            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE6757                               | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $927.47            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRA8432                               | 2053-01-01      | 6.5000%  | 0.0000% | $1001.00           | $616.41            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF0711                               | 2055-09-01      | 6.0000%  | 0.0000% | $5000.00           | $5179.88           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE9741                               | 2055-10-01      | 5.5000%  | 0.0000% | $78520.00          | $80041.84          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA7677                               | 2052-07-01      | 5.0000%  | 0.0000% | $454000.00         | $341882.50         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBU8246                               | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $607.22            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDA7469                               | 2054-01-01      | 7.0000%  | 0.0000% | $1000.00           | $997.43            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1015                               | 2048-05-01      | 4.5000%  | 0.0000% | $73000.00          | $45376.59          | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G08779 G                               | 2047-09-01      | 3.5000%  | 0.0000% | $49469.00          | $5811.75           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8157                               | 2051-07-01      | 3.0000%  | 0.0000% | $47000.00          | $24208.67          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD7365                               | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $648.44            | Agency Mortgage-Backed Securities         |
| FMAR 842050 G                                      | 2055-11-01      | 5.0390%  | 0.0000% | $9378611.00        | $9544165.91        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1518                               | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $797.42            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS4010                               | 2041-06-01      | 5.0000%  | 0.0000% | $71002.00          | $5824.50           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZT0534                               | 2047-12-01      | 3.5000%  | 0.0000% | $181000.00         | $43982.21          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA6051                               | 2050-06-01      | 3.0000%  | 0.0000% | $1000.00           | $467.54            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB1186                               | 2051-07-01      | 2.0000%  | 0.0000% | $215000.00         | $130040.20         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA7019                               | 2050-09-01      | 2.0000%  | 0.0000% | $1576000.00        | $758102.44         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB2610                               | 2052-01-01      | 2.0000%  | 0.0000% | $2000.00           | $1288.42           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA7322                               | 2050-10-01      | 2.0000%  | 0.0000% | $1025900.00        | $556583.87         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB3615                               | 2052-05-01      | 4.0000%  | 0.0000% | $2048.00           | $1503.84           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS2661                               | 2052-07-01      | 4.5000%  | 0.0000% | $1462380.00        | $1102528.38        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB3295                               | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $659.23            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBV4134                               | 2052-03-01      | 2.5000%  | 0.0000% | $2498999.00        | $1415104.59        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM8295                               | 2051-07-01      | 2.5000%  | 0.0000% | $6827500.00        | $4227573.43        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ4374                               | 2055-06-01      | 5.5000%  | 0.0000% | $39088.00          | $38697.38          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0064                               | 2055-11-01      | 5.5000%  | 0.0000% | $1052.00           | $1055.52           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBX8556                               | 2053-04-01      | 5.5000%  | 0.0000% | $291287.00         | $246155.57         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM1445                               | 2049-08-01      | 3.0000%  | 0.0000% | $85000.00          | $33330.82          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBX4430                               | 2053-09-01      | 3.0000%  | 0.0000% | $38998.00          | $32769.76          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB3583                               | 2052-05-01      | 3.0000%  | 0.0000% | $77924244.00       | $52716178.04       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA8234                               | 2050-12-01      | 3.0000%  | 0.0000% | $469300.00         | $249727.83         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY5140                               | 2055-05-01      | 6.5000%  | 0.0000% | $2074760.00        | $1821070.52        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB4970                               | 2052-10-01      | 5.5000%  | 0.0000% | $12136000.00       | $9741857.35        | Agency Mortgage-Backed Securities         |
| GNII SF MA4900 M                                   | 2047-12-20      | 3.5000%  | 0.0000% | $28670.00          | $3505.55           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA3865                               | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1003.71           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM6426                               | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $484.23            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM6934                               | 2051-04-01      | 3.0000%  | 0.0000% | $3357999.00        | $1661783.98        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM1129                               | 2049-01-01      | 3.0000%  | 0.0000% | $1000.00           | $212.47            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM3399                               | 2050-05-01      | 3.0000%  | 0.0000% | $1000.00           | $469.76            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL2025                               | 2055-06-01      | 6.0000%  | 0.0000% | $1096.00           | $949.61            | Agency Mortgage-Backed Securities         |
| 04.500 FGPC C03504 G                               | 2040-06-01      | 4.5000%  | 0.0000% | $1426162.00        | $83129.19          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8135                               | 2051-03-01      | 2.5000%  | 0.0000% | $2696000.00        | $1318418.40        | Agency Mortgage-Backed Securities         |
| FMAR 849119 G                                      | 2037-01-01      | 6.3720%  | 0.0000% | $5135469.00        | $322084.44         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8285                               | 2053-01-01      | 3.5000%  | 0.0000% | $1000.00           | $770.51            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQJ4764                               | 2054-09-01      | 5.0000%  | 0.0000% | $1224963.00        | $1217745.77        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8234                               | 2052-08-01      | 2.5000%  | 0.0000% | $1002.00           | $717.26            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF2297                               | 2055-09-01      | 6.0000%  | 0.0000% | $21007.00          | $21814.37          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE9368                               | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1031.00           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZA5929                               | 2048-11-01      | 4.5000%  | 0.0000% | $1877445.00        | $193362.69         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL6204                               | 2043-06-01      | 4.0000%  | 0.0000% | $69692.00          | $11396.77          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD0809                               | 2052-01-01      | 3.0000%  | 0.0000% | $596000.00         | $381856.62         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM8775                               | 2048-10-01      | 4.0000%  | 0.0000% | $2000.00           | $327.50            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB8500                               | 2035-07-01      | 2.5000%  | 0.0000% | $31000.00          | $11061.61          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZI5486                               | 2036-09-01      | 6.5000%  | 0.0000% | $284048.00         | $15500.97          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD0507                               | 2045-09-01      | 4.0000%  | 0.0000% | $116249.00         | $50063.45          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZL3929                               | 2042-10-01      | 3.0000%  | 0.0000% | $1000.00           | $302.87            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD1189                               | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $710.48            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZN1381                               | 2048-11-01      | 5.0000%  | 0.0000% | $2998000.00        | $481777.69         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZT1596                               | 2049-01-01      | 5.0000%  | 0.0000% | $1360000.00        | $116256.93         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG6225                               | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $818.48            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD9787                               | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1049.01           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD4022                               | 2055-03-01      | 5.5000%  | 0.0000% | $2086592.00        | $2110434.02        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8002                               | 2049-07-01      | 4.5000%  | 0.0000% | $223412.00         | $23574.04          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD7523                               | 2050-08-01      | 2.5000%  | 0.0000% | $2024.00           | $954.32            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC8902                               | 2055-01-01      | 5.5000%  | 0.0000% | $4032.00           | $3684.06           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD4923                               | 2055-04-01      | 5.5000%  | 0.0000% | $2181383.00        | $2205367.32        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE7720                               | 2055-08-01      | 6.0000%  | 0.0000% | $666584.00         | $674924.05         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD7504                               | 2049-08-01      | 3.5000%  | 0.0000% | $1000.00           | $183.33            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE7675                               | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $943.81            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBU5628                               | 2055-02-01      | 4.5000%  | 0.0000% | $1000.00           | $974.23            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB5901                               | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $825.91            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4613                               | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $791.47            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF1045                               | 2055-09-01      | 6.0000%  | 0.0000% | $295709.00         | $305731.36         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB2907                               | 2052-02-01      | 3.5000%  | 0.0000% | $51000.00          | $33192.16          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5877                               | 2055-11-01      | 4.5000%  | 0.0000% | $2048.00           | $1997.47           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB2418                               | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $613.13            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB4843                               | 2052-10-01      | 5.5000%  | 0.0000% | $1001.00           | $811.39            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4552                               | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $742.24            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB6539                               | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $803.56            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ8459                               | 2055-11-01      | 6.5000%  | 0.0000% | $1002.00           | $1054.75           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS0377                               | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $647.18            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CKMA3140                               | 2047-09-01      | 4.0000%  | 0.0000% | $7520000.00        | $699764.05         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA7597                               | 2050-11-01      | 2.5000%  | 0.0000% | $1862466.00        | $996176.06         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD4686                               | 2055-04-01      | 6.5000%  | 0.0000% | $7000.00           | $7309.72           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE4861                               | 2055-07-01      | 5.5000%  | 0.0000% | $878406.00         | $895180.50         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB5395                               | 2053-01-01      | 5.5000%  | 0.0000% | $118016.00         | $88522.87          | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLBY7012                               | 2053-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1057.97           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSL1388                               | 2052-06-01      | 3.0000%  | 0.0000% | $845645.00         | $715427.97         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LA780840                               | 2034-06-01      | 6.5000%  | 0.0000% | $954000.00         | $7312.67           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL787847                               | 2032-10-01      | 6.5000%  | 0.0000% | $4214175.00        | $12161.17          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBM5127                               | 2047-03-01      | 3.5000%  | 0.0000% | $5492999.00        | $1497672.07        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM4951                               | 2048-09-01      | 4.5000%  | 0.0000% | $1585000.00        | $237088.73         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBO0858                               | 2049-05-01      | 5.5000%  | 0.0000% | $77187.00          | $18042.45          | Agency Mortgage-Backed Securities         |
| GNII SF MA8045 M                                   | 2052-05-20      | 4.0000%  | 0.0000% | $13824.00          | $9915.18           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA2163                               | 2048-08-01      | 4.5000%  | 0.0000% | $4408255.00        | $876940.35         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA1704                               | 2048-05-01      | 4.5000%  | 0.0000% | $1000.00           | $205.47            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAQ5655                               | 2042-12-01      | 3.0000%  | 0.0000% | $440743.00         | $85608.77          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8182                               | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $637.29            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQA2237                               | 2046-07-01      | 3.0000%  | 0.0000% | $1000.00           | $188.91            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD4139                               | 2053-03-01      | 3.5000%  | 0.0000% | $14000.00          | $11062.80          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLAS7125                               | 2046-05-01      | 2.5000%  | 0.0000% | $1000.00           | $168.15            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBQ6575                               | 2051-09-01      | 2.5000%  | 0.0000% | $564685.00         | $331706.15         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBX6686                               | 2053-02-01      | 5.5000%  | 0.0000% | $53140.00          | $37932.34          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAS0907                               | 2028-11-01      | 3.5000%  | 0.0000% | $271000.00         | $9062.87           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBV7709                               | 2052-04-01      | 3.0000%  | 0.0000% | $35000.00          | $25397.98          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW9008                               | 2052-10-01      | 5.0000%  | 0.0000% | $140573.00         | $108944.84         | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLZS2367                               | 2038-08-01      | 7.0000%  | 0.0000% | $1715000.00        | $11145.23          | Agency Mortgage-Backed Securities         |
| FHLMC REMIC SERIES K-058       A-1    20260725 2.3 | 2026-07-25      | 2.3400%  | 0.0000% | $1206.00           | $178.64            | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLZS4339                               | 2038-05-01      | 5.5000%  | 0.0000% | $1000.00           | $8.64              | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8151                               | 2051-06-01      | 2.5000%  | 0.0000% | $1000.00           | $575.90            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD7508                               | 2049-10-01      | 3.5000%  | 0.0000% | $84000.00          | $25018.56          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZA4576                               | 2045-10-01      | 3.5000%  | 0.0000% | $48290.00          | $6779.20           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD0778                               | 2051-12-01      | 2.5000%  | 0.0000% | $2001.00           | $1292.78           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD6156                               | 2053-05-01      | 4.5000%  | 0.0000% | $1008.00           | $851.54            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8056                               | 2050-04-01      | 3.0000%  | 0.0000% | $1000.00           | $196.39            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZT0142                               | 2047-09-01      | 3.5000%  | 0.0000% | $33011720.00       | $6495031.74        | Agency Mortgage-Backed Securities         |
| FMAR 842017 G                                      | 2043-10-01      | 6.5380%  | 0.0000% | $15438000.00       | $15103344.74       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM5301                               | 2050-12-01      | 2.0000%  | 0.0000% | $275000.00         | $156648.32         | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL634820                               | 2032-03-01      | 7.0000%  | 0.0000% | $1220191.00        | $36530.89          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBC0390                               | 2045-12-01      | 4.5000%  | 0.0000% | $292487.00         | $42521.46          | Agency Mortgage-Backed Securities         |
| FNMS 04.830 ML470541                               | 2042-03-01      | 4.8300%  | 0.0000% | $1452700.00        | $1111525.71        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQB2616                               | 2050-08-01      | 2.0000%  | 0.0000% | $1000.00           | $478.44            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CKBK6702                               | 2048-11-01      | 5.0000%  | 0.0000% | $1340938.00        | $599216.94         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBO3250                               | 2049-11-01      | 3.5000%  | 0.0000% | $160000.00         | $47195.64          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBC2849                               | 2046-09-01      | 3.0000%  | 0.0000% | $152000.00         | $26746.85          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBM1794                               | 2047-09-01      | 4.0000%  | 0.0000% | $1140390.00        | $267737.29         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB4861                               | 2052-10-01      | 5.0000%  | 0.0000% | $3396000.00        | $2702671.77        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX4510                               | 2055-01-01      | 6.0000%  | 0.0000% | $7600742.00        | $6986239.18        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAA0918                               | 2034-09-01      | 5.5000%  | 0.0000% | $3029.00           | $58.02             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB5154                               | 2052-11-01      | 6.5000%  | 0.0000% | $13614272.00       | $10456849.10       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL750977                               | 2033-11-01      | 4.5000%  | 0.0000% | $13239286.00       | $79010.60          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ4591                               | 2055-10-01      | 5.5000%  | 0.0000% | $1151.00           | $1175.88           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB5728                               | 2053-02-01      | 5.5000%  | 0.0000% | $10000.00          | $9103.79           | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQZ2289                               | 2055-08-01      | 7.0000%  | 0.0000% | $2000.00           | $2054.78           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB5112                               | 2052-11-01      | 5.0000%  | 0.0000% | $22767331.00       | $18508219.51       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCA2807                               | 2048-12-01      | 5.0000%  | 0.0000% | $1000.00           | $219.05            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS6985                               | 2032-11-01      | 4.9200%  | 0.0000% | $48146.00          | $49909.44          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA3377                               | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1008.39           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBV1526                               | 2055-05-01      | 5.5000%  | 0.0000% | $4252435.00        | $4218774.38        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFA3864                               | 2051-01-01      | 4.0000%  | 0.0000% | $1000.00           | $974.22            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM1241                               | 2049-08-01      | 3.5000%  | 0.0000% | $100000.00         | $19845.11          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA2579                               | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $970.01            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAU6873                               | 2043-11-01      | 4.5000%  | 0.0000% | $188469.00         | $34146.13          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM7652                               | 2051-06-01      | 2.5000%  | 0.0000% | $1000.00           | $614.50            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5496                               | 2054-10-01      | 5.0000%  | 0.0000% | $17402088.00       | $15922795.89       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBE5038                               | 2046-11-01      | 4.0000%  | 0.0000% | $398477.00         | $100828.34         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF8451                               | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $845.32            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF6256                               | 2053-01-01      | 5.0000%  | 0.0000% | $6587580.00        | $5361782.04        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI5064                               | 2054-05-01      | 5.5000%  | 0.0000% | $135255.00         | $128551.00         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ9770                               | 2055-12-01      | 5.5000%  | 0.0000% | $1034.00           | $1055.39           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8508                               | 2054-05-01      | 6.5000%  | 0.0000% | $89160.00          | $66731.98          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL1700                               | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $768.40            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ1813                               | 2055-09-01      | 6.0000%  | 0.0000% | $3880139.00        | $3989749.83        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBU5757                               | 2055-03-01      | 5.0000%  | 0.0000% | $2106484.00        | $1912942.46        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD6357                               | 2055-04-01      | 5.5000%  | 0.0000% | $2411492.00        | $2446813.39        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC8002                               | 2054-10-01      | 6.5000%  | 0.0000% | $877593.00         | $767117.22         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD1030                               | 2055-02-01      | 6.5000%  | 0.0000% | $4491863.00        | $3414217.30        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD7428                               | 2055-04-01      | 5.5000%  | 0.0000% | $326329.00         | $330359.01         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFM8843                               | 2048-03-01      | 4.5000%  | 0.0000% | $1000.00           | $462.89            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIFM8131                               | 2036-07-01      | 2.5000%  | 0.0000% | $4236000.00        | $2145291.36        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL3484                               | 2042-10-01      | 4.5000%  | 0.0000% | $158504.00         | $12652.01          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL545639                               | 2032-04-01      | 6.5000%  | 0.0000% | $3010001.00        | $17015.31          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8259                               | 2052-10-01      | 5.5000%  | 0.0000% | $726046.00         | $542266.71         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS303744                               | 2031-02-01      | 5.0310%  | 0.0000% | $8675036.00        | $6397.13           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAJ5989                               | 2042-01-01      | 4.5000%  | 0.0000% | $1000.00           | $27.77             | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CLDA6413                               | 2054-02-01      | 7.5000%  | 0.0000% | $1424138.00        | $1527369.38        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA3513                               | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $462.63            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CLBY7145                               | 2053-09-01      | 7.5000%  | 0.0000% | $1213344.00        | $1218864.67        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDC6780                               | 2055-01-01      | 4.5000%  | 0.0000% | $3142132.00        | $3042490.06        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB7088                               | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1038.49           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD0746                               | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $946.89            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB7425                               | 2054-10-01      | 6.0000%  | 0.0000% | $1014655.00        | $408907.98         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB9985                               | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $784.61            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBY8375                               | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $611.38            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX8314                               | 2053-04-01      | 5.0000%  | 0.0000% | $1004.00           | $823.11            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAY8253                               | 2045-05-01      | 3.5000%  | 0.0000% | $579936.00         | $42675.59          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFM3155                               | 2049-12-01      | 5.0000%  | 0.0000% | $1000.00           | $156.03            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL6619                               | 2045-04-01      | 4.5000%  | 0.0000% | $4325896.00        | $720038.85         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX9419                               | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $706.99            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAT4145                               | 2043-06-01      | 3.0000%  | 0.0000% | $364765.00         | $75439.72          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS0547                               | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $664.24            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM5298                               | 2050-10-01      | 3.5000%  | 0.0000% | $34000.00          | $9709.31           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFM1727                               | 2049-09-01      | 5.0000%  | 0.0000% | $573189.00         | $106452.68         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFM1385                               | 2049-08-01      | 5.0000%  | 0.0000% | $777000.00         | $202494.27         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAU8774                               | 2028-10-01      | 3.0000%  | 0.0000% | $164000.00         | $10818.72          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL725705                               | 2034-08-01      | 5.0000%  | 0.0000% | $1128.00           | $10.35             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM7460                               | 2051-03-01      | 4.0000%  | 0.0000% | $1000.00           | $327.63            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM5940                               | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $582.69            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM2482                               | 2050-02-01      | 3.0000%  | 0.0000% | $900000.00         | $269721.32         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBY4725                               | 2053-06-01      | 6.5000%  | 0.0000% | $1085140.00        | $1128166.53        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX0131                               | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $840.54            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA0118                               | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $907.40            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4281                               | 2051-03-01      | 2.0000%  | 0.0000% | $139400.00         | $78519.09          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQF1157                               | 2052-09-01      | 6.5000%  | 0.0000% | $1000.00           | $663.42            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG5606                               | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $758.53            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ0225                               | 2054-07-01      | 6.0000%  | 0.0000% | $998000.00         | $897222.39         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA0308                               | 2055-01-01      | 5.0000%  | 0.0000% | $47040.00          | $44404.60          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBW9741                               | 2053-05-01      | 6.0000%  | 0.0000% | $1368.00           | $999.27            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBV1391                               | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $722.48            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF2834                               | 2055-10-01      | 5.5000%  | 0.0000% | $1008.00           | $1025.43           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF3295                               | 2055-11-01      | 5.5000%  | 0.0000% | $1105823.00        | $1128571.66        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8213                               | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $712.38            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G08842 G                               | 2048-10-01      | 4.0000%  | 0.0000% | $1000.00           | $70.86             | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1807                               | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $724.65            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZT1955                               | 2049-05-01      | 3.0000%  | 0.0000% | $215802.00         | $19601.78          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8266                               | 2052-11-01      | 4.5000%  | 0.0000% | $359000.00         | $286329.17         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4078                               | 2045-01-01      | 3.5000%  | 0.0000% | $910000.00         | $129457.87         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD2424                               | 2051-12-01      | 2.0000%  | 0.0000% | $1056.00           | $639.94            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8288                               | 2053-01-01      | 5.0000%  | 0.0000% | $15590654.00       | $12554704.38       | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8183                               | 2051-12-01      | 2.5000%  | 0.0000% | $1024.00           | $650.17            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS4602                               | 2045-02-01      | 3.0000%  | 0.0000% | $5017000.00        | $583896.26         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD1882                               | 2052-11-01      | 5.0000%  | 0.0000% | $16000.00          | $12043.27          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD0619                               | 2050-07-01      | 4.0000%  | 0.0000% | $454000.00         | $192564.30         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS545974                               | 2032-10-01      | 6.4280%  | 0.0000% | $22529833.00       | $31879.80          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD0291                               | 2050-03-01      | 5.0000%  | 0.0000% | $46385.00          | $6620.70           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8468                               | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $915.31            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAL2745                               | 2042-03-01      | 4.0000%  | 0.0000% | $2000.00           | $202.72            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBO8933                               | 2050-01-01      | 3.0000%  | 0.0000% | $1000.00           | $190.44            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8258                               | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $773.44            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQE4358                               | 2052-06-01      | 3.5000%  | 0.0000% | $1056.00           | $772.35            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDA5842                               | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1052.10           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQF2532                               | 2052-10-01      | 4.5000%  | 0.0000% | $1039018.00        | $722541.65         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD5139                               | 2055-04-01      | 5.5000%  | 0.0000% | $4991226.00        | $5056842.90        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6524                               | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $808.07            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB5118                               | 2052-11-01      | 4.0000%  | 0.0000% | $9000.00           | $6644.37           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB5079                               | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $780.42            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB5026                               | 2052-11-01      | 5.5000%  | 0.0000% | $40032.00          | $30434.03          | Agency Mortgage-Backed Securities         |
| GNMI SF CU0288 X                                   | 2053-06-15      | 7.0000%  | 0.0000% | $4990.00           | $5138.48           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY7373                               | 2055-07-01      | 6.5000%  | 0.0000% | $3156016.00        | $3305295.40        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL1572                               | 2055-05-01      | 6.0000%  | 0.0000% | $1072170.00        | $1069055.13        | Agency Mortgage-Backed Securities         |

### Security 311: RBC DOMINION SECURITIES INC

- **C.1 - Title:** RBC DOMINION SECURITIES INC 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DUYG9, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1DUYG9
- **C.18 - Value (incl. sponsor support):** $159000000.00
- **C.18.a - Value (excl. sponsor support):** $159000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $800.00            | $864.63            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $116300.00         | $104829.71         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $74999500.00       | $50261402.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $6800.00           | $6762.44           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 4.6250%  | 0.0000% | $1675100.00        | $1655898.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $1500.00           | $1517.88           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $5219100.00        | $5888802.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $200.00            | $210.67            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | 0.0000% | $1503900.00        | $1544546.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $1800.00           | $1720.15           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | 0.0000% | $42350400.00       | $43403672.86       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | 0.0000% | $78049800.00       | $59037649.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $323200.00         | $306065.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-11      | 0.0000%  | 0.0000% | $400.00            | $393.76            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 3.6250%  | 0.0000% | $100.00            | $100.39            | U.S. Treasuries (including strips) |

### Security 312: BANCO BILBAO VIZCAYA ARGENTARIA SA

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA 3.850000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DUYH7, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71, C.5 - Other ID: ARP1DUYH7
- **C.18 - Value (incl. sponsor support):** $655000000.00
- **C.18.a - Value (excl. sponsor support):** $655000000.00
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $49017800.00       | $43024369.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $4828100.00        | $4556463.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.3750%  | 0.0000% | $290000.00         | $290355.92         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-15      | 3.5000%  | 0.0000% | $1258800.00        | $1260292.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-31      | 3.8750%  | 0.0000% | $72117600.00       | $73049315.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $49695800.00       | $51091456.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 0.2500%  | 0.0000% | $520900.00         | $381931.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 0.8750%  | 0.0000% | $25000000.00       | $24507629.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 3.6250%  | 0.0000% | $1502000.00        | $1507422.86        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | 0.0000% | $2116600.00        | $2069533.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 4.1250%  | 0.0000% | $4994600.00        | $5159511.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 2.1250%  | 0.0000% | $3642700.00        | $5357623.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-30      | 3.7500%  | 0.0000% | $6868400.00        | $6829557.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $1395300.00        | $1407862.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $300.00            | $296.25            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | 0.0000% | $1238300.00        | $1214163.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $100.00            | $58.43             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $100.00            | $70.91             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $4999900.00        | $5079581.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $1786700.00        | $1875840.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | 0.0000% | $100.00            | $80.00             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $4000000.00        | $4131150.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | 0.0000% | $900.00            | $906.50            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $19371500.00       | $16942609.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $94903900.00       | $96171801.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $500.00            | $488.27            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $11135000.00       | $11437136.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $512600.00         | $533702.32         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $15000000.00       | $14144889.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $3610000.00        | $3567131.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | 0.0000% | $5000000.00        | $4383679.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $3222200.00        | $3291167.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $1920700.00        | $1943533.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $8999900.00        | $9140517.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 3.5000%  | 0.0000% | $6990000.00        | $6953251.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 2.1250%  | 0.0000% | $9999000.00        | $15063873.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | 0.0000% | $7721000.00        | $7377522.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | 0.0000% | $19000.00          | $19363.54          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $200000000.00      | $198761582.32      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $49378700.00       | $42653245.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $211700.00         | $215734.70         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | 0.0000% | $200.00            | $206.05            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-03      | 0.0000%  | 0.0000% | $500.00            | $488.65            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $3000000.00        | $2702679.75        | U.S. Treasuries (including strips) |

### Security 313: RBC DOMINION SECURITIES INC

- **C.1 - Title:** RBC DOMINION SECURITIES INC 3.830000%
- **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: ARP1DUYJ3, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1DUYJ3
- **C.18 - Value (incl. sponsor support):** $534000000.00
- **C.18.a - Value (excl. sponsor support):** $534000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-03-19      | 0.0000%  | 0.0000% | $2758800.00        | $2737777.94        | U.S. Treasuries (including strips)        |
| GNMI SF 721747 X       | 2040-08-15      | 4.5000%  | 0.0000% | $1000.00           | $32.68             | Agency Mortgage-Backed Securities         |
| GNII SF DO9183 C       | 2055-12-20      | 5.0000%  | 0.0000% | $2169448.00        | $2193194.06        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0771   | 2054-03-01      | 6.0000%  | 0.0000% | $4032.00           | $3596.87           | Agency Mortgage-Backed Securities         |
| GNII SP 785134 M       | 2049-11-20      | 5.0000%  | 0.0000% | $45872964.00       | $8421392.83        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL2830   | 2055-10-01      | 5.5000%  | 0.0000% | $1281.00           | $1291.43           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CK931825   | 2039-08-01      | 5.5000%  | 0.0000% | $1001.00           | $5.30              | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY8734   | 2055-07-01      | 5.5000%  | 0.0000% | $525340.00         | $500482.72         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIFA3828   | 2037-06-01      | 2.5000%  | 0.0000% | $4293504.00        | $4107824.26        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ4151   | 2055-05-01      | 5.5000%  | 0.0000% | $22608700.00       | $22990544.64       | Agency Mortgage-Backed Securities         |
| GNPL PN CS2724         | 2058-04-15      | 4.5200%  | 0.0000% | $1000.00           | $944.96            | Agency Mortgage-Backed Securities         |
| GNII SP 784131 M       | 2046-02-20      | 3.5000%  | 0.0000% | $2527109.00        | $245933.66         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ7735   | 2055-11-01      | 5.5000%  | 0.0000% | $4000.00           | $4100.04           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5283   | 2054-02-01      | 4.0000%  | 0.0000% | $22000.00          | $19356.54          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD7478   | 2055-01-01      | 6.0000%  | 0.0000% | $3955.00           | $3684.08           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CRBM7777   | 2048-07-01      | 3.5000%  | 0.0000% | $4100.00           | $3737.46           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $100.00            | $84.19             | U.S. Treasuries (including strips)        |
| GNMI SP 782449 X       | 2038-09-15      | 6.0000%  | 0.0000% | $1000.00           | $8.24              | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $4144100.00        | $4115990.87        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $175600.00         | $177632.73         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $5281200.00        | $4326656.65        | U.S. Treasuries (including strips)        |
| FEPC 05.500 CLQY0235   | 2055-04-01      | 5.5000%  | 0.0000% | $1011.00           | $855.56            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0428   | 2055-05-01      | 5.5000%  | 0.0000% | $19603523.00       | $18766283.22       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6618   | 2053-06-01      | 5.5000%  | 0.0000% | $22614528.00       | $20084547.38       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC1203   | 2055-10-01      | 5.0000%  | 0.0000% | $20481408.00       | $20628755.26       | Agency Mortgage-Backed Securities         |
| GNII SF DH8358 C       | 2055-01-20      | 6.5000%  | 0.0000% | $2044700.00        | $1956037.49        | Agency Mortgage-Backed Securities         |
| GNII SF MA8728 M       | 2053-01-20      | 6.5000%  | 0.0000% | $5000.00           | $2129.67           | Agency Mortgage-Backed Securities         |
| GNII SF 004695 M       | 2040-05-20      | 4.0000%  | 0.0000% | $1000.00           | $43.87             | Agency Mortgage-Backed Securities         |
| GNII SP 784736 C       | 2049-05-20      | 4.5000%  | 0.0000% | $1000.00           | $19.72             | Agency Mortgage-Backed Securities         |
| GNII SP 785259 C       | 2050-12-20      | 3.0000%  | 0.0000% | $57985653.00       | $32509131.06       | Agency Mortgage-Backed Securities         |
| GNMI SF 646044 X       | 2037-10-15      | 6.5000%  | 0.0000% | $1000.00           | $8.57              | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $311100.00         | $273308.47         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $2375100.00        | $1968824.30        | U.S. Treasuries (including strips)        |
| GNCL CL DI2499         | 2066-07-15      | 5.6900%  | 0.0000% | $1000.00           | $1043.07           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA8256   | 2050-12-01      | 2.5000%  | 0.0000% | $24998000.00       | $13411578.77       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2026-08-06      | 0.0000%  | 0.0000% | $9491800.00        | $9296838.43        | U.S. Treasuries (including strips)        |
| 03.500 FGPC G08466 G   | 2041-11-01      | 3.5000%  | 0.0000% | $1301.00           | $79.61             | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $212000.00         | $220773.30         | U.S. Treasuries (including strips)        |
| FEPC 06.000 CLQZ1095   | 2055-08-01      | 6.0000%  | 0.0000% | $4032.00           | $4148.89           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSL3186   | 2055-07-01      | 4.0000%  | 0.0000% | $15747379.00       | $14985785.59       | Agency Mortgage-Backed Securities         |
| GNII SF DO4013 C       | 2055-11-20      | 6.5000%  | 0.0000% | $1000.00           | $1051.22           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5789   | 2055-08-01      | 4.0000%  | 0.0000% | $4000.00           | $3744.95           | Agency Mortgage-Backed Securities         |
| GNII SF DO5161 C       | 2055-12-20      | 6.0000%  | 0.0000% | $1000.00           | $1023.85           | Agency Mortgage-Backed Securities         |
| GNPL PN CN7019         | 2057-11-15      | 4.5000%  | 0.0000% | $339072.00         | $323897.21         | Agency Mortgage-Backed Securities         |
| GNII SP 785738 C       | 2051-11-20      | 3.5000%  | 0.0000% | $1024.00           | $649.57            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAH1016   | 2040-12-01      | 4.0000%  | 0.0000% | $1000.00           | $41.33             | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CNRD5115   | 2032-08-01      | 4.0000%  | 0.0000% | $122044.00         | $53361.73          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $404700.00         | $409523.31         | U.S. Treasuries (including strips)        |
| FEPC 02.500 CLSD0578   | 2051-03-01      | 2.5000%  | 0.0000% | $1000.00           | $555.06            | Agency Mortgage-Backed Securities         |
| GNII SF MA8726 M       | 2053-03-20      | 5.5000%  | 0.0000% | $347000.00         | $240313.18         | Agency Mortgage-Backed Securities         |
| GNII SF MA5529 M       | 2048-10-20      | 4.5000%  | 0.0000% | $1036.00           | $79.09             | Agency Mortgage-Backed Securities         |
| GNMI SP 787881 X       | 2041-06-15      | 6.0000%  | 0.0000% | $1000.00           | $956.43            | Agency Mortgage-Backed Securities         |
| GNAR AF MB0697 M       | 2055-10-20      | 5.5000%  | 0.0000% | $317804.00         | $324042.28         | Agency Mortgage-Backed Securities         |
| GNII SF MB0024 M       | 2054-11-20      | 4.5000%  | 0.0000% | $58847156.00       | $54731375.29       | Agency Mortgage-Backed Securities         |
| GNII SF DO3659 C       | 2055-11-20      | 6.5000%  | 0.0000% | $4085056.00        | $4194519.94        | Agency Mortgage-Backed Securities         |
| GNMI SP 783669 X       | 2042-09-15      | 3.0000%  | 0.0000% | $1130.00           | $131.70            | Agency Mortgage-Backed Securities         |
| GNII SF 635160 C       | 2047-01-20      | 2.5000%  | 0.0000% | $2429148.00        | $1141341.44        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ1314   | 2055-08-01      | 5.5000%  | 0.0000% | $4000.00           | $3968.53           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ5110   | 2055-10-01      | 6.5000%  | 0.0000% | $21339552.00       | $21772526.09       | Agency Mortgage-Backed Securities         |
| GNPL PN CP3736         | 2058-02-15      | 4.9500%  | 0.0000% | $3977000.00        | $3912479.38        | Agency Mortgage-Backed Securities         |
| GNII SF MB0256 M       | 2050-10-20      | 4.0000%  | 0.0000% | $1192.00           | $1109.19           | Agency Mortgage-Backed Securities         |
| 05.000 FGPC P00062 G   | 2035-01-01      | 5.0000%  | 0.0000% | $1004.00           | $35.46             | Agency Mortgage-Backed Securities         |
| GNRA 2022-063 FA       | 2050-11-20      | 4.5000%  | 0.0000% | $143198000.00      | $81599412.38       | Agency Collateralized Mortgage Obligation |
| GNII SF MB0487 M       | 2055-07-20      | 6.5000%  | 0.0000% | $1064.00           | $1087.54           | Agency Mortgage-Backed Securities         |
| GNII SF DO3675 C       | 2055-11-20      | 5.5000%  | 0.0000% | $3281158.00        | $3379716.40        | Agency Mortgage-Backed Securities         |
| GNII SF DO0020 C       | 2055-12-20      | 6.5000%  | 0.0000% | $5002.00           | $5196.71           | Agency Mortgage-Backed Securities         |
| GNMI SP 783641 X       | 2042-06-15      | 4.0000%  | 0.0000% | $1038.00           | $44.02             | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2048-02-15      | 1.0000%  | 0.0000% | $700.00            | $680.89            | U.S. Treasuries (including strips)        |
| GNII SP 784105 M       | 2044-11-20      | 4.0000%  | 0.0000% | $2202587.00        | $214392.38         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4119   | 2050-09-01      | 2.0000%  | 0.0000% | $1033.00           | $499.16            | Agency Mortgage-Backed Securities         |
| GNMI SP 781846 X       | 2034-09-15      | 6.5000%  | 0.0000% | $1000.00           | $9.63              | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ4351   | 2055-06-01      | 5.0000%  | 0.0000% | $3065296.00        | $3049893.69        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2041-11-15      | 3.1250%  | 0.0000% | $5152600.00        | $4299587.04        | U.S. Treasuries (including strips)        |
| FNMS 03.000 CLAS4976   | 2045-05-01      | 3.0000%  | 0.0000% | $1537405.00        | $197128.26         | Agency Mortgage-Backed Securities         |
| GNII SP 784981 C       | 2050-04-20      | 3.5000%  | 0.0000% | $252740.00         | $18818.89          | Agency Mortgage-Backed Securities         |
| GNII SP 785720 C       | 2051-10-20      | 3.0000%  | 0.0000% | $5551912.00        | $3984070.74        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ2247   | 2054-08-01      | 6.5000%  | 0.0000% | $4688230.00        | $3909408.31        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS9974   | 2054-12-01      | 6.0000%  | 0.0000% | $1106.00           | $1036.88           | Agency Mortgage-Backed Securities         |
| GNII SF MA7826 M       | 2052-01-20      | 2.0000%  | 0.0000% | $1346000.00        | $826998.58         | Agency Mortgage-Backed Securities         |
| GNII SF MA8048 M       | 2052-05-20      | 5.5000%  | 0.0000% | $12000.00          | $6886.92           | Agency Mortgage-Backed Securities         |
| GNMI SF 745793 X       | 2040-07-15      | 4.5000%  | 0.0000% | $1000.00           | $26.64             | Agency Mortgage-Backed Securities         |
| GNII SP 785244 C       | 2050-12-20      | 3.5000%  | 0.0000% | $54335104.00       | $19978917.85       | Agency Mortgage-Backed Securities         |
| GNMI SF 698086 X       | 2039-04-15      | 6.0000%  | 0.0000% | $1000.00           | $19.41             | Agency Mortgage-Backed Securities         |
| GNPL PN DE5565         | 2060-01-15      | 6.2000%  | 0.0000% | $1982680.00        | $2135071.94        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC9628   | 2055-01-01      | 6.0000%  | 0.0000% | $1018.00           | $995.19            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA3190   | 2055-10-01      | 6.0000%  | 0.0000% | $4160.00           | $4300.68           | Agency Mortgage-Backed Securities         |
| GNII SF DO1792 C       | 2055-11-20      | 5.0000%  | 0.0000% | $1000.00           | $1007.11           | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2055-06-25      | 5.2742%  | 0.0000% | $5682498.00        | $5304257.39        | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLQF0478   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $778.20            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8237   | 2052-08-01      | 4.0000%  | 0.0000% | $1000.00           | $775.75            | Agency Mortgage-Backed Securities         |
| GNII SF MA7710 M       | 2051-11-20      | 5.0000%  | 0.0000% | $9000.00           | $4038.17           | Agency Mortgage-Backed Securities         |
| GNRA 2025-025 XF       | 2065-02-20      | 5.1177%  | 0.0000% | $1146.00           | $815.06            | Agency Collateralized Mortgage Obligation |
| GNII SF MA7418 M       | 2051-06-20      | 2.5000%  | 0.0000% | $77171587.00       | $41978874.61       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $53400.00          | $48133.33          | U.S. Treasuries (including strips)        |
| GNII SP 785535 C       | 2051-06-20      | 3.0000%  | 0.0000% | $10563450.00       | $6030105.89        | Agency Mortgage-Backed Securities         |
| GNII SF MA8147 M       | 2052-02-20      | 2.5000%  | 0.0000% | $11220160.00       | $6998292.13        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3803   | 2049-10-01      | 3.5000%  | 0.0000% | $43981.00          | $5301.59           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY9229   | 2055-07-01      | 6.0000%  | 0.0000% | $12763100.00       | $10999734.78       | Agency Mortgage-Backed Securities         |
| GNMI SF 657623 X       | 2036-07-15      | 6.0000%  | 0.0000% | $1000.00           | $90.49             | Agency Mortgage-Backed Securities         |
| GNII SP 787621 C       | 2052-03-20      | 3.0000%  | 0.0000% | $1000.00           | $821.28            | Agency Mortgage-Backed Securities         |
| GNMI SP 784093 X       | 2040-06-15      | 5.0000%  | 0.0000% | $330000.00         | $39293.33          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIMA5885   | 2040-11-01      | 4.5000%  | 0.0000% | $4000.00           | $3937.97           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0889   | 2055-04-01      | 6.0000%  | 0.0000% | $5184.00           | $5079.73           | Agency Mortgage-Backed Securities         |
| GNII SF AI6300 C       | 2044-06-20      | 4.5000%  | 0.0000% | $1000.00           | $109.54            | Agency Mortgage-Backed Securities         |
| GNII SF MA7367 M       | 2051-05-20      | 2.5000%  | 0.0000% | $61824.00          | $32171.22          | Agency Mortgage-Backed Securities         |
| GNMI SF 717148 X       | 2039-05-15      | 4.5000%  | 0.0000% | $1005.00           | $45.22             | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G07346 G   | 2043-04-01      | 3.5000%  | 0.0000% | $1000.00           | $176.91            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFS7514   | 2037-06-01      | 2.0000%  | 0.0000% | $36022700.00       | $26244866.56       | Agency Mortgage-Backed Securities         |
| GNII SP 787058 C       | 2053-08-20      | 5.0000%  | 0.0000% | $1000.00           | $774.60            | Agency Mortgage-Backed Securities         |
| GNII SF DO3781 C       | 2055-12-20      | 6.5000%  | 0.0000% | $1000.00           | $1038.93           | Agency Mortgage-Backed Securities         |
| GNII SF DO3598 C       | 2055-11-20      | 6.0000%  | 0.0000% | $1000.00           | $1043.66           | Agency Mortgage-Backed Securities         |
| GNII SF 779602 C       | 2041-11-20      | 4.0000%  | 0.0000% | $2600921.00        | $412285.80         | Agency Mortgage-Backed Securities         |
| GNMI SF 720199 X       | 2039-07-15      | 5.0000%  | 0.0000% | $3953000.00        | $53679.20          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF1240   | 2055-10-01      | 5.5000%  | 0.0000% | $2082192.00        | $2131784.34        | Agency Mortgage-Backed Securities         |
| GNMI SP 783179 X       | 2039-12-15      | 5.5000%  | 0.0000% | $1002.00           | $15.39             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC1006   | 2055-09-01      | 5.5000%  | 0.0000% | $1103.00           | $1121.22           | Agency Mortgage-Backed Securities         |
| GNII SF MA9306 M       | 2053-10-20      | 6.0000%  | 0.0000% | $18072124.00       | $11112540.85       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS7252   | 2053-11-01      | 5.0000%  | 0.0000% | $4096.00           | $3553.18           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ4689   | 2055-08-01      | 5.0000%  | 0.0000% | $9039167.00        | $8890162.19        | Agency Mortgage-Backed Securities         |
| GNMI SF 737271 X       | 2040-05-15      | 4.5000%  | 0.0000% | $3868989.00        | $157750.33         | Agency Mortgage-Backed Securities         |
| GNMI JP 783645 X       | 2027-07-15      | 3.5000%  | 0.0000% | $1945395.00        | $14977.98          | Agency Mortgage-Backed Securities         |
| GNII SP 787911 C       | 2055-04-20      | 5.5000%  | 0.0000% | $1000.00           | $921.09            | Agency Mortgage-Backed Securities         |
| GNII SP 783348 C       | 2034-02-20      | 4.9500%  | 0.0000% | $1000.00           | $66.66             | Agency Mortgage-Backed Securities         |
| GNII SP 785613 C       | 2051-08-20      | 3.5000%  | 0.0000% | $1024.00           | $692.64            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAD7615   | 2040-07-01      | 5.0000%  | 0.0000% | $897989.00         | $43149.28          | Agency Mortgage-Backed Securities         |
| GNMI SF 486670 X       | 2035-01-15      | 5.5000%  | 0.0000% | $25001.00          | $222.25            | Agency Mortgage-Backed Securities         |
| GNII SF 004169 M       | 2038-06-20      | 5.5000%  | 0.0000% | $1000.00           | $12.40             | Agency Mortgage-Backed Securities         |
| GNMI SF 759138 X       | 2041-01-15      | 4.0000%  | 0.0000% | $1000.00           | $63.37             | Agency Mortgage-Backed Securities         |
| GNMI SP 782244 X       | 2037-12-15      | 6.0000%  | 0.0000% | $7820777.00        | $55049.67          | Agency Mortgage-Backed Securities         |
| GNII SP 785087 M       | 2048-02-20      | 3.5000%  | 0.0000% | $1024.00           | $256.44            | Agency Mortgage-Backed Securities         |
| GNMI SP 783314 X       | 2041-05-15      | 5.0000%  | 0.0000% | $1000.00           | $29.39             | Agency Mortgage-Backed Securities         |
| GNMI SP 782487 X       | 2038-12-15      | 5.0000%  | 0.0000% | $1000.00           | $16.33             | Agency Mortgage-Backed Securities         |
| GNII SF MA8098 M       | 2052-06-20      | 3.0000%  | 0.0000% | $4000.00           | $2688.54           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSL0043   | 2050-04-01      | 3.0000%  | 0.0000% | $9048092.00        | $7765778.73        | Agency Mortgage-Backed Securities         |
| GNII SF MA9666 M       | 2054-05-20      | 4.5000%  | 0.0000% | $2000.00           | $1860.53           | Agency Mortgage-Backed Securities         |
| GNII SF BT1888 C       | 2050-12-20      | 2.5000%  | 0.0000% | $40000.00          | $23006.44          | Agency Mortgage-Backed Securities         |
| GNII SF MB0367 M       | 2055-05-20      | 6.0000%  | 0.0000% | $6044080.00        | $5984915.82        | Agency Mortgage-Backed Securities         |
| GNII SF 005240 M       | 2038-11-20      | 6.0000%  | 0.0000% | $1039.00           | $31.21             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS8291   | 2053-07-01      | 5.5000%  | 0.0000% | $1052.00           | $917.57            | Agency Mortgage-Backed Securities         |
| GNII SF BS1728 C       | 2050-01-20      | 4.0000%  | 0.0000% | $100000.00         | $27337.67          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ1973   | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $905.97            | Agency Mortgage-Backed Securities         |
| GNMI SF AB0701 X       | 2043-06-15      | 3.0000%  | 0.0000% | $255000.00         | $25749.28          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAJ3120   | 2041-10-01      | 4.5000%  | 0.0000% | $2001.00           | $196.47            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL1262   | 2055-05-01      | 5.5000%  | 0.0000% | $21406400.00       | $20744662.34       | Agency Mortgage-Backed Securities         |
| GNII SF MA6221 M       | 2049-08-20      | 4.5000%  | 0.0000% | $37000.00          | $4345.76           | Agency Mortgage-Backed Securities         |
| GNII SP 785250 M       | 2045-12-20      | 3.5000%  | 0.0000% | $1024.00           | $339.40            | Agency Mortgage-Backed Securities         |
| GNII SF MA7772 M       | 2051-12-20      | 5.0000%  | 0.0000% | $10000.00          | $4930.99           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8362   | 2053-09-01      | 5.5000%  | 0.0000% | $1002.00           | $815.74            | Agency Mortgage-Backed Securities         |

### Security 314: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DUYP9, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1DUYP9
- **C.18 - Value (incl. sponsor support):** $23544478.00
- **C.18.a - Value (excl. sponsor support):** $23544478.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $26814700.00       | $13427709.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | 0.0000% | $5154100.00        | $5101734.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $2413500.00        | $2189030.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $1226500.00        | $898693.34         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $3162400.00        | $2403319.64        | U.S. Treasuries (including strips) |

### Security 315: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DUZ45, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1DUZ45
- **C.18 - Value (incl. sponsor support):** $145000000.00
- **C.18.a - Value (excl. sponsor support):** $145000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $15713100.00       | $15899427.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $71461900.00       | $68291723.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $43935100.00       | $44613018.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-11-15      | 4.6250%  | 0.0000% | $19592200.00       | $19127258.91       | U.S. Treasuries (including strips) |

### Security 316: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DUZL7, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1DUZL7
- **C.18 - Value (incl. sponsor support):** $674000000.00
- **C.18.a - Value (excl. sponsor support):** $674000000.00
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $2992600.00        | $3022827.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $243095900.00      | $249923005.26      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $620200.00         | $635931.97         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | 0.0000% | $22770400.00       | $21070430.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $168528800.00      | $172245542.49      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $11900.00          | $12493.71          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | 0.0000% | $195000.00         | $191199.17         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | 0.0000% | $300.00            | $298.40            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $100.00            | $101.34            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $168714800.00      | $173382238.08      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.0000%  | 0.0000% | $2739200.00        | $2797052.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-15      | 0.1250%  | 0.0000% | $53388800.00       | $64198923.44       | U.S. Treasuries (including strips) |

### Security 317: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 3.740000%
- **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: ARP1DUZM5, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1DUZM5
- **C.18 - Value (incl. sponsor support):** $241000000.00
- **C.18.a - Value (excl. sponsor support):** $241000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRM 2025-210 MT       | 2055-12-20      | 8.0000%  | 0.0000% | $69801858.00       | $75877318.65       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2026-07-31      | 1.8750%  | 0.0000% | $49800.00          | $49710.24          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-08-15      | 1.5000%  | 0.0000% | $2552400.00        | $2534237.12        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | 0.0000% | $100.00            | $102.30            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-08-15      | 4.3750%  | 0.0000% | $126564100.00      | $129235266.97      | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-07-31      | 3.7842%  | 0.0000% | $900.00            | $906.37            | U.S. Treasuries (including strips)        |
| GNRM 2025-136 BG       | 2052-04-20      | 4.7500%  | 0.0000% | $43019978.00       | $41475393.80       | Agency Collateralized Mortgage Obligation |

### Security 318: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** MIZUHO SECURITIES USA LLC 3.840000%
- **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: ARP1DUZZ6, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: ARP1DUZZ6
- **C.18 - Value (incl. sponsor support):** $240000000.00
- **C.18.a - Value (excl. sponsor support):** $240000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | 0.0000% | $57599900.00       | $55037500.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 1.6250%  | 0.0000% | $200.00            | $197.96            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $17879000.00       | $18203092.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $51959500.00       | $53804121.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.6250%  | 0.0000% | $97104900.00       | $98531162.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-10-31      | 3.7500%  | 0.0000% | $19264800.00       | $19223979.06       | U.S. Treasuries (including strips) |

### Security 319: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 3.830000%
- **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: ARP1DV124, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1DV124
- **C.18 - Value (incl. sponsor support):** $136000000.00
- **C.18.a - Value (excl. sponsor support):** $136000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-08-15      | 1.5000%  | 0.0000% | $52700.00          | $52324.99          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 1.8750%  | 0.0000% | $1000.00           | $998.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 4.3750%  | 0.0000% | $2611500.00        | $2666616.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 0.1250%  | 0.0000% | $115185600.00      | $136000118.06      | U.S. Treasuries (including strips) |

### Security 320: DEUTSCHE BANK AG (NEW YORK BRANCH)

- **C.1 - Title:** DEUTSCHE BANK AG (NEW YORK BRANCH) 3.850000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DV157, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: ARP1DV157
- **C.18 - Value (incl. sponsor support):** $133000000.00
- **C.18.a - Value (excl. sponsor support):** $133000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $100.00            | $99.00             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $300.00            | $283.58            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $50721600.00       | $52262493.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 4.0000%  | 0.0000% | $5572500.00        | $5701484.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 4.1250%  | 0.0000% | $1008900.00        | $1031380.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 4.5000%  | 0.0000% | $1140400.00        | $1155710.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 3.7500%  | 0.0000% | $100.00            | $91.94             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 3.8750%  | 0.0000% | $74795300.00       | $75537269.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | 0.0000% | $200.00            | $203.96            | U.S. Treasuries (including strips) |

### Security 321: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 3.850000%
- **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: ARP1DV1L2, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: ARP1DV1L2
- **C.18 - Value (incl. sponsor support):** $37000000.00
- **C.18.a - Value (excl. sponsor support):** $37000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF MA7880 M | 2052-02-20      | 2.0000%  | 0.0000% | $36849990.00       | $22860646.35       | Agency Mortgage-Backed Securities |
| GNII SF DK9194 C | 2055-12-20      | 5.5000%  | 0.0000% | $15085361.00       | $15257505.08       | Agency Mortgage-Backed Securities |

### Security 322: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 3.830000%
- **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: ARP1DV1P3, C.3 - LEI: JJKC32MCHWDI71265Z06, C.5 - Other ID: ARP1DV1P3
- **C.18 - Value (incl. sponsor support):** $372000000.00
- **C.18.a - Value (excl. sponsor support):** $372000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRM 2020-147 AE | 2062-06-16      | 1.2500%  | 0.0000% | $80702194.00       | $49921804.88       | Agency Collateralized Mortgage Obligation |
| GNRM 2020-151 MA | 2050-10-20      | 1.0000%  | 0.0000% | $277314.00         | $121129.70         | Agency Collateralized Mortgage Obligation |
| GNRM 2020-167 AC | 2050-11-20      | 1.2500%  | 0.0000% | $487142969.00      | $233777214.26      | Agency Collateralized Mortgage Obligation |
| GNRA 2022-001 FA | 2052-01-20      | 3.0000%  | 0.0000% | $164526998.00      | $104050811.38      | Agency Collateralized Mortgage Obligation |

### Security 323: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.820000%
- **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: ARP1DV4S4, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1DV4S4
- **C.18 - Value (incl. sponsor support):** $45000000.00
- **C.18.a - Value (excl. sponsor support):** $45000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII ET DM7213 C | 2065-08-20      | 4.5000%  | 0.0000% | $278160.00         | $271016.32         | Agency Mortgage-Backed Securities |
| GNII SF DM4687 C | 2055-11-20      | 5.0000%  | 0.0000% | $1741982.00        | $1762122.22        | Agency Mortgage-Backed Securities |
| GNII SF DI6974 C | 2055-04-20      | 5.5000%  | 0.0000% | $1516108.00        | $1540767.21        | Agency Mortgage-Backed Securities |
| GNII SF MA8019 M | 2037-05-20      | 3.5000%  | 0.0000% | $368341.00         | $186105.50         | Agency Mortgage-Backed Securities |
| GNII SF AV5049 C | 2046-10-20      | 3.5000%  | 0.0000% | $4000000.00        | $793623.77         | Agency Mortgage-Backed Securities |
| GNII SF MA1519 M | 2043-08-20      | 2.5000%  | 0.0000% | $371566.00         | $84120.46          | Agency Mortgage-Backed Securities |
| GNII SF DN2806 C | 2055-12-20      | 5.0000%  | 0.0000% | $11424780.00       | $11493530.52       | Agency Mortgage-Backed Securities |
| GNII SF DM0775 C | 2055-08-20      | 7.0000%  | 0.0000% | $5517880.00        | $5863364.45        | Agency Mortgage-Backed Securities |
| GNII SF MA5851 M | 2034-04-20      | 4.5000%  | 0.0000% | $830938.00         | $124860.15         | Agency Mortgage-Backed Securities |
| GNII SF DO5621 C | 2055-12-20      | 5.0000%  | 0.0000% | $1341846.00        | $1349919.44        | Agency Mortgage-Backed Securities |
| GNII SF DM3157 C | 2055-08-20      | 6.5000%  | 0.0000% | $1018880.00        | $1065848.42        | Agency Mortgage-Backed Securities |
| GNII SF MA6074 M | 2029-11-20      | 8.0000%  | 0.0000% | $44961.00          | $22040.43          | Agency Mortgage-Backed Securities |
| GNII ET DP1028 C | 2065-12-20      | 5.5000%  | 0.0000% | $4599440.00        | $4668221.56        | Agency Mortgage-Backed Securities |
| GNII ET DG6500 C | 2064-11-20      | 6.0000%  | 0.0000% | $1282974.00        | $1008076.37        | Agency Mortgage-Backed Securities |
| GNII SF MA0852 M | 2043-03-20      | 3.5000%  | 0.0000% | $9944530.00        | $883779.29         | Agency Mortgage-Backed Securities |
| GNII SF MA5328 M | 2048-07-20      | 3.0000%  | 0.0000% | $1979906.00        | $302145.00         | Agency Mortgage-Backed Securities |
| GNII SF MA4586 M | 2047-07-20      | 3.5000%  | 0.0000% | $48280000.00       | $5793582.64        | Agency Mortgage-Backed Securities |
| GNII ET DL0349 C | 2065-08-20      | 3.5000%  | 0.0000% | $118038.00         | $107199.92         | Agency Mortgage-Backed Securities |
| GNII SF DB0521 C | 2054-06-20      | 6.5000%  | 0.0000% | $1125814.00        | $829412.51         | Agency Mortgage-Backed Securities |
| GNII ET DN9883 C | 2065-09-20      | 4.5000%  | 0.0000% | $381412.00         | $371878.79         | Agency Mortgage-Backed Securities |
| GNII SF MB0257 M | 2055-03-20      | 4.5000%  | 0.0000% | $338200.00         | $324921.51         | Agency Mortgage-Backed Securities |
| GNPL PN CK5807   | 2059-11-15      | 5.0000%  | 0.0000% | $249859.00         | $249989.35         | Agency Mortgage-Backed Securities |
| GNII SF CQ6154 C | 2052-11-20      | 5.0000%  | 0.0000% | $900000.00         | $765756.93         | Agency Mortgage-Backed Securities |
| GNII SF DC7930 C | 2054-07-20      | 6.5000%  | 0.0000% | $2318600.00        | $828107.85         | Agency Mortgage-Backed Securities |
| GNII SF 003461 M | 2033-10-20      | 6.5000%  | 0.0000% | $15898920.00       | $128006.70         | Agency Mortgage-Backed Securities |
| GNII SF 005056 M | 2041-05-20      | 5.0000%  | 0.0000% | $307496.00         | $10548.66          | Agency Mortgage-Backed Securities |
| GNII SF CY3023 C | 2053-12-20      | 8.0000%  | 0.0000% | $56196.00          | $10798.67          | Agency Mortgage-Backed Securities |
| GNII SF MA9426 M | 2053-12-20      | 7.0000%  | 0.0000% | $48000.00          | $16664.47          | Agency Mortgage-Backed Securities |
| GNII SF MA0008 M | 2027-04-20      | 3.5000%  | 0.0000% | $2574819.00        | $16993.78          | Agency Mortgage-Backed Securities |
| GNII SF MA8699 M | 2029-06-20      | 7.0000%  | 0.0000% | $83076.00          | $8061.78           | Agency Mortgage-Backed Securities |
| GNII RG CN2091 C | 2046-01-20      | 3.5000%  | 0.0000% | $225000.00         | $138971.64         | Agency Mortgage-Backed Securities |
| GNPL PN BT3353   | 2062-03-15      | 3.1000%  | 0.0000% | $76954.00          | $67223.95          | Agency Mortgage-Backed Securities |
| GNII ET CW5902 C | 2063-08-20      | 6.5000%  | 0.0000% | $6843370.00        | $1422946.19        | Agency Mortgage-Backed Securities |
| GNII ET DL6418 C | 2065-08-20      | 4.5000%  | 0.0000% | $292927.00         | $285404.06         | Agency Mortgage-Backed Securities |
| GNII SF MA9358 M | 2046-09-20      | 3.5000%  | 0.0000% | $1959002.00        | $1362836.27        | Agency Mortgage-Backed Securities |
| GNII SF DA6823 C | 2054-05-20      | 6.5000%  | 0.0000% | $1527570.00        | $807589.31         | Agency Mortgage-Backed Securities |
| GNII JM MA7308 M | 2051-04-20      | 4.5000%  | 0.0000% | $539290.00         | $109624.28         | Agency Mortgage-Backed Securities |
| GNII SF 004580 M | 2039-11-20      | 6.0000%  | 0.0000% | $674291.00         | $22880.76          | Agency Mortgage-Backed Securities |
| GNII SF MA3375 M | 2046-01-20      | 3.0000%  | 0.0000% | $129000.00         | $14496.29          | Agency Mortgage-Backed Securities |
| GNII BD DK7915 C | 2055-08-20      | 5.0000%  | 0.0000% | $1181616.00        | $1151387.06        | Agency Mortgage-Backed Securities |
| GNPL PN CB6590   | 2063-02-15      | 2.8500%  | 0.0000% | $98914.00          | $85176.53          | Agency Mortgage-Backed Securities |

### Security 324: FICC - JPMORGAN CHASE & CO

- **C.1 - Title:** FICC - JPMORGAN CHASE & CO 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DV4V7, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1DV4V7
- **C.18 - Value (incl. sponsor support):** $2022000000.00
- **C.18.a - Value (excl. sponsor support):** $2022000000.00
- **C.19 - Percentage of Net Assets:** 2.2400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | 0.0000% | $2179400.00        | $2085526.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $2019993600.00     | $2060354545.27     | U.S. Treasuries (including strips) |

### Security 325: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.830000%
- **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: ARP1DV4Y1, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1DV4Y1
- **C.18 - Value (incl. sponsor support):** $1481000000.00
- **C.18.a - Value (excl. sponsor support):** $1481000000.00
- **C.19 - Percentage of Net Assets:** 1.6400%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF MA7766 M     | 2051-12-20      | 2.0000%  | 0.0000% | $3029150.00        | $1823911.29        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CJMA2848 | 2031-12-01      | 2.5000%  | 0.0000% | $1000000.00        | $113841.47         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICC0486 | 2040-05-01      | 6.0000%  | 0.0000% | $5580400.00        | $4827695.85        | Agency Mortgage-Backed Securities |
| GNII SF DM2321 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1022968.00        | $1066941.39        | Agency Mortgage-Backed Securities |
| GNPL PN DJ4698       | 2060-07-15      | 5.8500%  | 0.0000% | $4500000.00        | $4770084.92        | Agency Mortgage-Backed Securities |
| GNII SF BU0165 C     | 2050-06-20      | 2.5000%  | 0.0000% | $1541960.00        | $1003546.57        | Agency Mortgage-Backed Securities |
| GNII SF DM0623 C     | 2055-08-20      | 5.0000%  | 0.0000% | $1690828.00        | $1695997.72        | Agency Mortgage-Backed Securities |
| GNII SF MA9698 M     | 2038-03-20      | 7.0000%  | 0.0000% | $164370.00         | $100036.88         | Agency Mortgage-Backed Securities |
| FEPC 08.000 CLQJ5604 | 2054-09-01      | 8.0000%  | 0.0000% | $1182078.00        | $982917.76         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ3405 | 2055-09-01      | 7.0000%  | 0.0000% | $2359036.00        | $2494532.92        | Agency Mortgage-Backed Securities |
| GNII SF DL6990 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1796526.00        | $1880752.43        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL3909 | 2027-05-01      | 4.0000%  | 0.0000% | $15627824.00       | $45658.81          | Agency Mortgage-Backed Securities |
| GNII ET DM7300 C     | 2065-08-20      | 4.5000%  | 0.0000% | $572725.00         | $558100.71         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS6617 | 2049-07-01      | 6.0000%  | 0.0000% | $2805408.00        | $2210106.86        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE6368 | 2055-08-01      | 7.0000%  | 0.0000% | $1720162.00        | $1634439.19        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE7527 | 2055-09-01      | 7.0000%  | 0.0000% | $1007192.00        | $475155.76         | Agency Mortgage-Backed Securities |
| GNII SF MA4451 M     | 2047-05-20      | 3.5000%  | 0.0000% | $1126842.00        | $128726.25         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4148 | 2040-09-01      | 6.0000%  | 0.0000% | $2565000.00        | $2640458.66        | Agency Mortgage-Backed Securities |
| GNII SF BT0882 C     | 2050-04-20      | 3.5000%  | 0.0000% | $11917000.00       | $4644463.78        | Agency Mortgage-Backed Securities |
| GNII SF BE9832 C     | 2048-06-20      | 4.5000%  | 0.0000% | $93222.00          | $9356.97           | Agency Mortgage-Backed Securities |
| GNII SF CM4447 C     | 2052-05-20      | 2.5000%  | 0.0000% | $3796464.00        | $2364304.51        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB0323 | 2054-03-01      | 6.0000%  | 0.0000% | $1523938.00        | $1297235.62        | Agency Mortgage-Backed Securities |
| 03.000 FGPC Q44669 G | 2046-11-01      | 3.0000%  | 0.0000% | $1237130.00        | $170030.99         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS745673 | 2036-05-01      | 5.8330%  | 0.0000% | $29305440.00       | $239126.93         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CTMA5431 | 2044-07-01      | 6.5000%  | 0.0000% | $42068.00          | $20631.70          | Agency Mortgage-Backed Securities |
| GNII SF DM3845 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1595498.00        | $1675673.24        | Agency Mortgage-Backed Securities |
| GNII ET DM3106 C     | 2065-09-20      | 6.0000%  | 0.0000% | $903573.00         | $922870.30         | Agency Mortgage-Backed Securities |
| GNII SP 783418 C     | 2040-06-20      | 5.0000%  | 0.0000% | $1500000.00        | $102760.82         | Agency Mortgage-Backed Securities |
| GNII SF MA8982 M     | 2034-11-20      | 3.0000%  | 0.0000% | $105411.00         | $83771.43          | Agency Mortgage-Backed Securities |
| GNII SP 785668 C     | 2051-09-20      | 2.5000%  | 0.0000% | $146000.00         | $86189.62          | Agency Mortgage-Backed Securities |
| GNII SF DO3746 C     | 2055-12-20      | 6.5000%  | 0.0000% | $7189608.00        | $7492798.56        | Agency Mortgage-Backed Securities |
| GNII SF DO7859 C     | 2055-12-20      | 5.0000%  | 0.0000% | $3212964.00        | $3235466.53        | Agency Mortgage-Backed Securities |
| GNPL PN DG8450       | 2060-01-15      | 5.3600%  | 0.0000% | $333083.00         | $340601.56         | Agency Mortgage-Backed Securities |
| GNII ET DL9178 C     | 2065-07-20      | 2.0000%  | 0.0000% | $2513744.00        | $1960458.59        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBM3279 | 2044-05-01      | 5.5000%  | 0.0000% | $9783104.00        | $2178078.68        | Agency Mortgage-Backed Securities |
| GNMI SP 786111 X     | 2048-06-15      | 3.5000%  | 0.0000% | $28280240.00       | $16952519.06       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA3509 | 2056-01-01      | 5.0000%  | 0.0000% | $6126664.00        | $6166276.97        | Agency Mortgage-Backed Securities |
| GNMI SF 487693 X     | 2039-02-15      | 4.5000%  | 0.0000% | $1376932.00        | $79505.13          | Agency Mortgage-Backed Securities |
| GNMI SP 783280 X     | 2039-07-15      | 6.0000%  | 0.0000% | $28828384.00       | $2769712.83        | Agency Mortgage-Backed Securities |
| GNII SF MB0087 M     | 2054-11-20      | 3.0000%  | 0.0000% | $149742.00         | $122079.01         | Agency Mortgage-Backed Securities |
| GNII SF MA6714 M     | 2050-06-20      | 5.0000%  | 0.0000% | $5765640.00        | $927008.26         | Agency Mortgage-Backed Securities |
| GNPL PN DC7180       | 2059-09-15      | 5.4700%  | 0.0000% | $89557.00          | $92208.61          | Agency Mortgage-Backed Securities |
| GNII ET CW8951 C     | 2063-06-20      | 6.0000%  | 0.0000% | $5995240.00        | $3152703.90        | Agency Mortgage-Backed Securities |
| GNII SF CT9598 C     | 2053-04-20      | 5.0000%  | 0.0000% | $1057058.00        | $857831.92         | Agency Mortgage-Backed Securities |
| GNMI SF AA6418 X     | 2043-05-15      | 3.5000%  | 0.0000% | $50000.00          | $5037.31           | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLRQ0067 | 2055-11-01      | 7.0000%  | 0.0000% | $127087872.00      | $131357337.29      | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE3312 | 2052-06-01      | 4.5000%  | 0.0000% | $600000.00         | $412519.54         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL555657 | 2030-08-01      | 6.5000%  | 0.0000% | $2999996.00        | $5214.73           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN7964 | 2028-01-01      | 3.0700%  | 0.0000% | $5000000.00        | $4681685.87        | Agency Mortgage-Backed Securities |
| FMAR 960042 G        | 2027-08-01      | 5.6470%  | 0.0000% | $11204224.00       | $16563.80          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBM6116 | 2049-09-01      | 6.3430%  | 0.0000% | $1000000.00        | $97331.54          | Agency Mortgage-Backed Securities |
| GNII SF BR8985 C     | 2049-12-20      | 3.5000%  | 0.0000% | $71885.00          | $11794.20          | Agency Mortgage-Backed Securities |
| 03.000 FGPC M30382 G | 2033-05-01      | 3.0000%  | 0.0000% | $1013000.00        | $108662.55         | Agency Mortgage-Backed Securities |
| FMAR 841019 G        | 2046-11-01      | 6.4880%  | 0.0000% | $1370000.00        | $267652.18         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4517 | 2043-05-01      | 3.5000%  | 0.0000% | $157500.00         | $16907.63          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTRB0546 | 2041-05-01      | 2.0000%  | 0.0000% | $2295332.00        | $1348922.03        | Agency Mortgage-Backed Securities |
| GNII ET DM9464 C     | 2065-10-20      | 3.5000%  | 0.0000% | $80260.00          | $73011.61          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM5420 | 2048-01-01      | 4.0000%  | 0.0000% | $8652144.00        | $1147840.66        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA1419 | 2049-09-01      | 3.5000%  | 0.0000% | $97220.00          | $25680.72          | Agency Mortgage-Backed Securities |
| GNAR AF MA1611 M     | 2044-01-20      | 5.6250%  | 0.0000% | $1761666.00        | $93007.37          | Agency Mortgage-Backed Securities |
| GNII SP 783619 M     | 2042-05-20      | 4.0000%  | 0.0000% | $65222000.00       | $3483726.68        | Agency Mortgage-Backed Securities |
| GNII SF DO7244 C     | 2055-12-20      | 5.0000%  | 0.0000% | $3266776.00        | $3286431.10        | Agency Mortgage-Backed Securities |
| GNII SF DI2749 C     | 2055-11-20      | 6.0000%  | 0.0000% | $1088538.00        | $1127535.12        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL1583 | 2055-06-01      | 5.5000%  | 0.0000% | $186182720.00      | $183034980.40      | Agency Mortgage-Backed Securities |
| GNII JM MA6699 M     | 2050-06-20      | 2.5000%  | 0.0000% | $250000.00         | $55320.29          | Agency Mortgage-Backed Securities |
| 03.000 FGPC T65410 G | 2047-01-01      | 3.0000%  | 0.0000% | $9994200.00        | $1091242.79        | Agency Mortgage-Backed Securities |
| GNII SF MB0208 M     | 2055-02-20      | 7.0000%  | 0.0000% | $54289344.00       | $29763723.67       | Agency Mortgage-Backed Securities |
| GNII SF DM4318 C     | 2055-09-20      | 7.0000%  | 0.0000% | $1942008.00        | $2037313.42        | Agency Mortgage-Backed Securities |
| GNII ET CW9144 C     | 2063-07-20      | 6.5000%  | 0.0000% | $4746856.00        | $1459573.04        | Agency Mortgage-Backed Securities |
| GNII SF BX4959 C     | 2050-09-20      | 2.5000%  | 0.0000% | $66560.00          | $39879.48          | Agency Mortgage-Backed Securities |
| GNII SF CF5114 C     | 2036-07-20      | 2.0000%  | 0.0000% | $450000.00         | $287018.63         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA3064 | 2050-07-01      | 2.5000%  | 0.0000% | $3881150.00        | $1748509.61        | Agency Mortgage-Backed Securities |
| GNII SF MA9697 M     | 2039-06-20      | 6.5000%  | 0.0000% | $1253506.00        | $969731.96         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF3355 | 2055-10-01      | 4.5000%  | 0.0000% | $3998516.00        | $3933877.71        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDF0893 | 2055-11-01      | 7.0000%  | 0.0000% | $1201930.00        | $1280396.60        | Agency Mortgage-Backed Securities |
| GNII SF DH6848 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1882800.00        | $654573.41         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ9105 | 2055-11-01      | 7.0000%  | 0.0000% | $1005974.00        | $1065837.69        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODD8210 | 2055-05-01      | 5.9160%  | 0.0000% | $6145952.00        | $4791356.60        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS8409 | 2053-05-01      | 4.5000%  | 0.0000% | $409522.00         | $358800.37         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WSBM6370 | 2042-07-01      | 6.4660%  | 0.0000% | $1680000.00        | $480566.83         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL7232 | 2045-09-01      | 3.5000%  | 0.0000% | $2048436.00        | $423045.68         | Agency Mortgage-Backed Securities |
| GNII ET DK0958 C     | 2065-05-20      | 6.5000%  | 0.0000% | $45518720.00       | $42332344.25       | Agency Mortgage-Backed Securities |
| GNII SF MB0201 M     | 2055-01-20      | 3.5000%  | 0.0000% | $1010924.00        | $905038.80         | Agency Mortgage-Backed Securities |
| GNII SF DF2110 C     | 2055-08-20      | 5.5000%  | 0.0000% | $1866208.00        | $1882850.87        | Agency Mortgage-Backed Securities |
| GNII SF MB0531 M     | 2040-08-20      | 6.5000%  | 0.0000% | $765111.00         | $813707.84         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA6699 | 2052-02-01      | 3.5000%  | 0.0000% | $2000000.00        | $1389892.30        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQI8348 | 2054-06-01      | 6.5000%  | 0.0000% | $11533056.00       | $9733861.92        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL3197 | 2055-09-01      | 6.0000%  | 0.0000% | $115930624.00      | $118612228.33      | Agency Mortgage-Backed Securities |
| GNMI SF 487732 X     | 2039-03-15      | 4.5000%  | 0.0000% | $1539680.00        | $26574.62          | Agency Mortgage-Backed Securities |
| GNII SF MB0054 M     | 2035-10-20      | 1.5000%  | 0.0000% | $50010.00          | $40338.86          | Agency Mortgage-Backed Securities |
| GNII SF DH4813 C     | 2055-06-20      | 5.0000%  | 0.0000% | $1113374.00        | $1117521.04        | Agency Mortgage-Backed Securities |
| GNII JM MA7527 M     | 2051-07-20      | 4.0000%  | 0.0000% | $1065678.00        | $322203.26         | Agency Mortgage-Backed Securities |
| GNII SF MA1094 M     | 2038-08-20      | 5.5000%  | 0.0000% | $2288452.00        | $97696.76          | Agency Mortgage-Backed Securities |
| GNCL CL BK3117       | 2060-11-15      | 4.1400%  | 0.0000% | $405782.00         | $382331.05         | Agency Mortgage-Backed Securities |
| GNII SF BY2936 C     | 2034-05-20      | 5.0000%  | 0.0000% | $1985746.00        | $626083.85         | Agency Mortgage-Backed Securities |
| GNII SF DK7329 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1467666.00        | $1534744.57        | Agency Mortgage-Backed Securities |
| GNII RG CO2849 C     | 2042-10-20      | 3.5000%  | 0.0000% | $300000.00         | $199911.44         | Agency Mortgage-Backed Securities |
| GNAR AF MB0697 M     | 2055-10-20      | 5.5000%  | 0.0000% | $405490.00         | $413449.49         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQI2225 | 2054-04-01      | 5.0000%  | 0.0000% | $1784040.00        | $1513338.82        | Agency Mortgage-Backed Securities |
| GNII SF MB0626 M     | 2055-09-20      | 7.0000%  | 0.0000% | $3726540.00        | $3835228.53        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRQ0086 | 2055-12-01      | 6.0000%  | 0.0000% | $68432640.00       | $70668950.24       | Agency Mortgage-Backed Securities |
| GNII SF DN0821 C     | 2055-10-20      | 6.0000%  | 0.0000% | $30349408.00       | $31406441.04       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA1855 | 2055-12-01      | 5.5000%  | 0.0000% | $25033888.00       | $25746185.55       | Agency Mortgage-Backed Securities |
| GNII SF MB0363 M     | 2055-05-20      | 4.0000%  | 0.0000% | $91772800.00       | $86155368.26       | Agency Mortgage-Backed Securities |
| GNII SF DO2365 C     | 2055-12-20      | 5.5000%  | 0.0000% | $1436776.00        | $1475261.96        | Agency Mortgage-Backed Securities |
| GNII RG CL7259 C     | 2043-07-20      | 2.5000%  | 0.0000% | $2179280.00        | $1276389.81        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZS2822 | 2039-04-01      | 6.5000%  | 0.0000% | $3348784.00        | $34822.79          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4519 | 2043-06-01      | 3.0000%  | 0.0000% | $500000.00         | $78218.45          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM1051 | 2049-05-01      | 4.5000%  | 0.0000% | $2867310.00        | $308838.83         | Agency Mortgage-Backed Securities |
| GNMI SF BE1030 X     | 2047-11-15      | 4.0000%  | 0.0000% | $32000.00          | $16491.34          | Agency Mortgage-Backed Securities |
| GNII ET DL4694 C     | 2065-07-20      | 3.5000%  | 0.0000% | $303025.00         | $275154.86         | Agency Mortgage-Backed Securities |
| GNII SF DO6298 C     | 2055-11-20      | 5.5000%  | 0.0000% | $1145500.00        | $1157938.84        | Agency Mortgage-Backed Securities |
| GNII ET DO0257 C     | 2065-11-20      | 4.5000%  | 0.0000% | $343985.00         | $335860.07         | Agency Mortgage-Backed Securities |
| GNMI JP 783793 X     | 2028-07-15      | 3.0000%  | 0.0000% | $2300000.00        | $54555.83          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE1666 | 2052-05-01      | 4.5000%  | 0.0000% | $900000.00         | $744828.25         | Agency Mortgage-Backed Securities |
| 03.000 FGPC G08791 G | 2047-12-01      | 3.0000%  | 0.0000% | $96000.00          | $14136.19          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB8155 | 2037-05-01      | 3.0000%  | 0.0000% | $88129280.00       | $53611849.40       | Agency Mortgage-Backed Securities |
| GNII SF MA8320 M     | 2037-09-20      | 5.0000%  | 0.0000% | $294990.00         | $194415.00         | Agency Mortgage-Backed Securities |
| 03.000 FGPC G08737 G | 2046-12-01      | 3.0000%  | 0.0000% | $45704.00          | $8106.21           | Agency Mortgage-Backed Securities |
| GNII SF DG6551 C     | 2049-12-20      | 6.5000%  | 0.0000% | $2364744.00        | $2141304.68        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1868850 | 2036-04-01      | 6.2740%  | 0.0000% | $5750000.00        | $78663.70          | Agency Mortgage-Backed Securities |
| GNII JM MA0082 M     | 2042-05-20      | 3.5000%  | 0.0000% | $4250000.00        | $119517.57         | Agency Mortgage-Backed Securities |
| GNMI SF CO6356 X     | 2052-07-15      | 5.0000%  | 0.0000% | $14241.00          | $9921.57           | Agency Mortgage-Backed Securities |
| GNCL CL CU4629       | 2066-02-15      | 6.0500%  | 0.0000% | $12614144.00       | $13499122.91       | Agency Mortgage-Backed Securities |
| GNII SF DM3253 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1166952.00        | $1224576.05        | Agency Mortgage-Backed Securities |
| GNII SF DM6191 C     | 2055-09-20      | 6.5000%  | 0.0000% | $5942344.00        | $6232672.77        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQI0213 | 2054-02-01      | 6.5000%  | 0.0000% | $10297.00          | $6303.38           | Agency Mortgage-Backed Securities |
| GNII SF DL7316 C     | 2055-08-20      | 7.0000%  | 0.0000% | $18501960.00       | $19310086.11       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA0031 | 2055-12-01      | 5.5000%  | 0.0000% | $5121896.00        | $5243930.82        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ4295 | 2055-02-01      | 5.0000%  | 0.0000% | $2004744.00        | $1994796.35        | Agency Mortgage-Backed Securities |
| 04.000 FGPC U65174 G | 2042-05-01      | 4.0000%  | 0.0000% | $2205160.00        | $625418.36         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAV6600 | 2029-04-01      | 3.0000%  | 0.0000% | $1480432.00        | $66392.64          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZT0409 | 2045-12-01      | 4.5000%  | 0.0000% | $1600000.00        | $332375.06         | Agency Mortgage-Backed Securities |
| GNAR AF MA2533 M     | 2045-01-20      | 5.6250%  | 0.0000% | $36709760.00       | $893127.41         | Agency Mortgage-Backed Securities |
| GNII SF MA5985 M     | 2049-06-20      | 3.5000%  | 0.0000% | $100000000.00      | $9967911.21        | Agency Mortgage-Backed Securities |
| GNII SF DH3331 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1283264.00        | $346834.25         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIRR0045 | 2040-12-01      | 3.5000%  | 0.0000% | $15526384.00       | $15078785.58       | Agency Mortgage-Backed Securities |
| GNII SF CV6268 C     | 2053-09-20      | 7.0000%  | 0.0000% | $25000000.00       | $20474593.16       | Agency Mortgage-Backed Securities |
| GNMI SF AK6853 X     | 2045-01-15      | 3.0000%  | 0.0000% | $264000.00         | $28388.14          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDA6252 | 2054-01-01      | 7.0000%  | 0.0000% | $2246504.00        | $1548032.20        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3390 | 2052-11-01      | 4.5000%  | 0.0000% | $2000000.00        | $1434954.95        | Agency Mortgage-Backed Securities |
| GNII SF DO2168 C     | 2055-11-20      | 6.0000%  | 0.0000% | $1351218.00        | $1395077.99        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQE3344 | 2052-06-01      | 3.5000%  | 0.0000% | $26583.00          | $19843.99          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIRR0054 | 2040-12-01      | 5.0000%  | 0.0000% | $105028352.00      | $106915886.57      | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL3774 | 2055-02-01      | 6.5000%  | 0.0000% | $24377720.00       | $25698448.00       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL3780 | 2055-12-01      | 5.5000%  | 0.0000% | $56362624.00       | $57958945.01       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA0529 | 2055-12-01      | 6.0000%  | 0.0000% | $2027450.00        | $2105945.42        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE4803 | 2055-08-01      | 5.5000%  | 0.0000% | $9316464.00        | $9241661.38        | Agency Mortgage-Backed Securities |
| GNII SF DL1294 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2031992.00        | $2119178.06        | Agency Mortgage-Backed Securities |
| GNII SF DK8330 C     | 2055-06-20      | 7.0000%  | 0.0000% | $19205056.00       | $20374509.20       | Agency Mortgage-Backed Securities |
| GNII SF DL0387 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1006274.00        | $1056028.73        | Agency Mortgage-Backed Securities |
| GNMI SF BC3027 X     | 2048-03-15      | 3.0000%  | 0.0000% | $25000.00          | $15893.18          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ2283 | 2055-08-01      | 6.5000%  | 0.0000% | $7587432.00        | $7203560.06        | Agency Mortgage-Backed Securities |
| GNMI SF 705997 X     | 2039-01-15      | 5.0000%  | 0.0000% | $3779000.00        | $31977.16          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA4017 | 2040-05-01      | 3.0000%  | 0.0000% | $44000.00          | $11671.22          | Agency Mortgage-Backed Securities |
| GNPL PN CG6812       | 2064-07-15      | 2.7700%  | 0.0000% | $5934744.00        | $5048103.73        | Agency Mortgage-Backed Securities |
| GNII SF DK7505 C     | 2055-08-20      | 5.5000%  | 0.0000% | $1172880.00        | $1198001.43        | Agency Mortgage-Backed Securities |
| GNII SF DJ2497 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1500272.00        | $1571810.94        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ7781 | 2055-10-01      | 6.0000%  | 0.0000% | $2262248.00        | $2243527.13        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZT0714 | 2048-10-01      | 5.0000%  | 0.0000% | $285000.00         | $26606.18          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD2949 | 2053-06-01      | 6.0000%  | 0.0000% | $706355.00         | $551359.77         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CTCC0325 | 2045-04-01      | 6.5000%  | 0.0000% | $2378868.00        | $2461132.26        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8290 | 2053-01-01      | 6.0000%  | 0.0000% | $7190120.00        | $4823073.33        | Agency Mortgage-Backed Securities |
| GNII SF CQ9879 C     | 2052-10-20      | 5.0000%  | 0.0000% | $535195.00         | $530264.47         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY6466 | 2055-06-01      | 5.0000%  | 0.0000% | $960933.00         | $913212.00         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7547 | 2053-11-01      | 6.5000%  | 0.0000% | $3558992.00        | $3015326.46        | Agency Mortgage-Backed Securities |
| GNII SF CI0183 C     | 2035-03-20      | 6.5000%  | 0.0000% | $1277172.00        | $686873.58         | Agency Mortgage-Backed Securities |
| GNII SF BM7486 C     | 2049-07-20      | 3.5000%  | 0.0000% | $800000.00         | $154581.22         | Agency Mortgage-Backed Securities |
| GNII SF DN0029 C     | 2055-09-20      | 7.0000%  | 0.0000% | $1784806.00        | $1868662.88        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0726 | 2052-10-01      | 5.0000%  | 0.0000% | $300140.00         | $240605.57         | Agency Mortgage-Backed Securities |
| GNII SF DM4651 C     | 2055-10-20      | 5.5000%  | 0.0000% | $80879.00          | $82946.10          | Agency Mortgage-Backed Securities |
| 03.000 FGPC U41604 G | 2031-12-01      | 3.0000%  | 0.0000% | $1080192.00        | $98943.57          | Agency Mortgage-Backed Securities |
| FEPC 01.500 CIRC1880 | 2036-03-01      | 1.5000%  | 0.0000% | $62109.00          | $28930.54          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS4571 | 2044-06-01      | 4.5000%  | 0.0000% | $597629.00         | $35713.18          | Agency Mortgage-Backed Securities |
| GNII SF DD6095 C     | 2054-09-20      | 7.0000%  | 0.0000% | $1042324.00        | $625042.09         | Agency Mortgage-Backed Securities |
| GNII SF CV0609 C     | 2053-08-20      | 7.0000%  | 0.0000% | $1059416.00        | $271431.93         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL840231 | 2035-10-01      | 5.5000%  | 0.0000% | $983644.00         | $15980.32          | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQJ4557 | 2054-09-01      | 7.0000%  | 0.0000% | $40000.00          | $35452.10          | Agency Mortgage-Backed Securities |
| GNMI SF 759264 X     | 2041-02-15      | 4.0000%  | 0.0000% | $1397290.00        | $166129.19         | Agency Mortgage-Backed Securities |
| GNII SF MA7647 M     | 2051-10-20      | 1.5000%  | 0.0000% | $1024380.00        | $592358.72         | Agency Mortgage-Backed Securities |
| GNII SP 787355 C     | 2054-02-20      | 6.0000%  | 0.0000% | $100000.00         | $81198.79          | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLQD6700 | 2052-02-01      | 1.5000%  | 0.0000% | $467647.00         | $305400.57         | Agency Mortgage-Backed Securities |
| GNII SF AA3027 C     | 2042-11-20      | 3.5000%  | 0.0000% | $9894400.00        | $936923.08         | Agency Mortgage-Backed Securities |
| GNII SF DN2312 C     | 2055-11-20      | 5.0000%  | 0.0000% | $1007806.00        | $1012769.83        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ5551 | 2055-12-01      | 5.0000%  | 0.0000% | $142906112.00      | $144232661.85      | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ0638 | 2054-01-01      | 5.0000%  | 0.0000% | $524290.00         | $463426.51         | Agency Mortgage-Backed Securities |
| GNII SF MA8076 M     | 2037-06-20      | 4.5000%  | 0.0000% | $198571.00         | $132257.35         | Agency Mortgage-Backed Securities |
| GNII ET DM1749 C     | 2065-06-20      | 4.0000%  | 0.0000% | $720388.00         | $686044.86         | Agency Mortgage-Backed Securities |
| GNII JM 004849 M     | 2040-11-20      | 4.0000%  | 0.0000% | $3000000.00        | $68871.74          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ8444 | 2055-11-01      | 5.5000%  | 0.0000% | $5945250.00        | $6140030.01        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS3665 | 2053-01-01      | 6.5000%  | 0.0000% | $279159.00         | $121199.30         | Agency Mortgage-Backed Securities |
| GNII JM MA5517 M     | 2048-09-20      | 3.5000%  | 0.0000% | $4160984.00        | $128461.05         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ0581 | 2054-07-01      | 6.5000%  | 0.0000% | $2417672.00        | $1723263.43        | Agency Mortgage-Backed Securities |
| GNII SF MA8774 M     | 2029-07-20      | 7.0000%  | 0.0000% | $255367.00         | $120355.52         | Agency Mortgage-Backed Securities |
| GNII BD DH9717 C     | 2055-01-20      | 4.5000%  | 0.0000% | $6827288.00        | $6415002.29        | Agency Mortgage-Backed Securities |
| GNII SF DJ1826 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1053350.00        | $1099136.10        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ4450 | 2054-09-01      | 5.5000%  | 0.0000% | $108616.00         | $101517.79         | Agency Mortgage-Backed Securities |
| GNII SF DK3170 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1597612.00        | $1685836.94        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF2622 | 2052-11-01      | 5.5000%  | 0.0000% | $61460096.00       | $47614327.25       | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB735698 | 2035-07-01      | 6.0940%  | 0.0000% | $34890176.00       | $177493.71         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTFS0697 | 2042-02-01      | 2.5000%  | 0.0000% | $3600000.00        | $2184305.74        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB821177 | 2035-05-01      | 6.5650%  | 0.0000% | $1500000.00        | $5139.75           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3044 | 2052-11-01      | 4.5000%  | 0.0000% | $950000.00         | $728515.54         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL986761 | 2038-07-01      | 5.5000%  | 0.0000% | $32089728.00       | $272340.75         | Agency Mortgage-Backed Securities |
| GNII BD DJ8714 C     | 2055-05-20      | 4.5000%  | 0.0000% | $5327512.00        | $5023390.08        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI6019 | 2054-05-01      | 5.5000%  | 0.0000% | $2536850.00        | $2378641.04        | Agency Mortgage-Backed Securities |
| GNII SF AZ1974 C     | 2047-04-20      | 3.5000%  | 0.0000% | $162352.00         | $36181.64          | Agency Mortgage-Backed Securities |
| GNII SF 004837 M     | 2040-10-20      | 6.0000%  | 0.0000% | $621252.00         | $11497.01          | Agency Mortgage-Backed Securities |
| GNII SF MA9996 M     | 2039-11-20      | 3.5000%  | 0.0000% | $453187.00         | $413688.25         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4592 | 2044-11-01      | 4.0000%  | 0.0000% | $6656504.00        | $451319.98         | Agency Mortgage-Backed Securities |
| GNII SP 786701 C     | 2052-03-20      | 2.5000%  | 0.0000% | $140235.00         | $88221.13          | Agency Mortgage-Backed Securities |
| GNII SF DM7202 C     | 2055-09-20      | 5.5000%  | 0.0000% | $2915788.00        | $2982667.92        | Agency Mortgage-Backed Securities |
| GNII SF DF1235 C     | 2054-08-20      | 7.0000%  | 0.0000% | $1947064.00        | $1282498.82        | Agency Mortgage-Backed Securities |
| GNII SF MA1447 M     | 2043-11-20      | 3.0000%  | 0.0000% | $1070662.00        | $146870.39         | Agency Mortgage-Backed Securities |
| GNAR AT MA0177 M     | 2042-06-20      | 5.6250%  | 0.0000% | $620000.00         | $14526.97          | Agency Mortgage-Backed Securities |
| GNII SF MA6655 M     | 2050-05-20      | 2.5000%  | 0.0000% | $830000.00         | $226119.07         | Agency Mortgage-Backed Securities |
| GNAR AF MA7840 M     | 2051-12-20      | 2.0000%  | 0.0000% | $525494.00         | $463439.29         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIQN7225 | 2036-08-01      | 2.0000%  | 0.0000% | $681445.00         | $384771.17         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CVAT7754 | 2028-06-01      | 3.0000%  | 0.0000% | $1500000.00        | $61128.54          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8305 | 2053-03-01      | 4.0000%  | 0.0000% | $3505472.00        | $2812289.75        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF8178 | 2053-02-01      | 6.0000%  | 0.0000% | $2510000.00        | $1338820.15        | Agency Mortgage-Backed Securities |
| GNII SF DJ1660 C     | 2055-04-20      | 5.5000%  | 0.0000% | $1132684.00        | $702569.38         | Agency Mortgage-Backed Securities |
| GNII SF MA3313 M     | 2045-12-20      | 5.0000%  | 0.0000% | $3000000.00        | $289282.13         | Agency Mortgage-Backed Securities |
| GNII SF 005202 M     | 2041-10-20      | 3.5000%  | 0.0000% | $219352.00         | $14531.91          | Agency Mortgage-Backed Securities |
| GNII SF DN1384 C     | 2055-10-20      | 6.0000%  | 0.0000% | $928309.00         | $966281.69         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4525 | 2043-08-01      | 3.0000%  | 0.0000% | $42000.00          | $6843.75           | Agency Mortgage-Backed Securities |
| FNMS 06.500 KL252477 | 2029-04-01      | 6.5000%  | 0.0000% | $4066240.00        | $10209.48          | Agency Mortgage-Backed Securities |
| GNMI SF 707098 X     | 2039-01-15      | 5.5000%  | 0.0000% | $4634980.00        | $12987.61          | Agency Mortgage-Backed Securities |

### Security 326: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DV4Z8, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1DV4Z8
- **C.18 - Value (incl. sponsor support):** $405000000.00
- **C.18.a - Value (excl. sponsor support):** $405000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | 0.0000% | $233204800.00      | $237820555.61      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | 0.0000% | $3000.00           | $2967.53           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $6400.00           | $6417.22           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $12800.00          | $12911.75          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $158256000.00      | $157579599.87      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-10-31      | 4.1250%  | 0.0000% | $17248400.00       | $17677556.87       | U.S. Treasuries (including strips) |

### Security 327: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DV512, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1DV512
- **C.18 - Value (incl. sponsor support):** $2021000000.00
- **C.18.a - Value (excl. sponsor support):** $2021000000.00
- **C.19 - Percentage of Net Assets:** 2.2400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $240019200.00      | $249999159.20      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | 0.0000% | $241123000.00      | $249990171.77      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | 0.0000% | $270086400.00      | $249998724.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $243142400.00      | $249998000.36      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.7612%  | 0.0000% | $5942900.00        | $5985264.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $55288600.00       | $54448733.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.1250%  | 0.0000% | $64946200.00       | $63453245.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $249928000.00      | $235699001.31      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.8750%  | 0.0000% | $253046800.00      | $249999878.86      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | 0.0000% | $254316800.00      | $249999708.74      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $269259100.00      | $143010217.17      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | 0.0000% | $56970400.00       | $58837897.45       | U.S. Treasuries (including strips) |

### Security 328: FICC - JPMORGAN CHASE & CO

- **C.1 - Title:** FICC - JPMORGAN CHASE & CO 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DV538, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1DV538
- **C.18 - Value (incl. sponsor support):** $2022000000.00
- **C.18.a - Value (excl. sponsor support):** $2022000000.00
- **C.19 - Percentage of Net Assets:** 2.2400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-09-30      | 1.6250%  | 0.0000% | $482048000.00      | $477127804.93      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-29      | 0.0000%  | 0.0000% | $1366200.00        | $1362586.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-06      | 0.0000%  | 0.0000% | $7318200.00        | $7315375.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $1068250000.00     | $1004830935.19     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 2.6250%  | 0.0000% | $11328400.00       | $11440094.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-07      | 0.0000%  | 0.0000% | $575600.00         | $568585.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-24      | 0.0000%  | 0.0000% | $815900.00         | $811656.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-15      | 4.6250%  | 0.0000% | $116226400.00      | $118660945.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $414100800.00      | $428808088.66      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 3.8750%  | 0.0000% | $10942500.00       | $11137676.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-20      | 0.0000%  | 0.0000% | $377000.00         | $376333.84         | U.S. Treasuries (including strips) |

### Security 329: FICC - JPMORGAN CHASE & CO

- **C.1 - Title:** FICC - JPMORGAN CHASE & CO 3.830000%
- **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: ARP1DV546, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1DV546
- **C.18 - Value (incl. sponsor support):** $461000000.00
- **C.18.a - Value (excl. sponsor support):** $461000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF DM3340 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1448610.00        | $1515708.24        | Agency Mortgage-Backed Securities |
| GNII ET DO6608 C     | 2065-09-20      | 4.5000%  | 0.0000% | $215144.00         | $210062.94         | Agency Mortgage-Backed Securities |
| GNII SF DH4976 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1311658.00        | $1373351.96        | Agency Mortgage-Backed Securities |
| GNMI SF AU0776 X     | 2046-06-15      | 3.0000%  | 0.0000% | $90444.00          | $19842.61          | Agency Mortgage-Backed Securities |
| GNII ET DE2217 C     | 2064-10-20      | 7.5000%  | 0.0000% | $1121124.00        | $364707.63         | Agency Mortgage-Backed Securities |
| GNII SF DM6679 C     | 2055-09-20      | 6.5000%  | 0.0000% | $3030952.00        | $3198854.24        | Agency Mortgage-Backed Securities |
| GNII SF DM6959 C     | 2055-09-20      | 5.0000%  | 0.0000% | $6294568.00        | $6302021.64        | Agency Mortgage-Backed Securities |
| GNII SF DM0771 C     | 2055-08-20      | 6.5000%  | 0.0000% | $401375.00         | $424789.71         | Agency Mortgage-Backed Securities |
| GNII SF DJ2846 C     | 2055-07-20      | 6.5000%  | 0.0000% | $6830712.00        | $7134688.02        | Agency Mortgage-Backed Securities |
| GNII SF DK3225 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2930676.00        | $2796821.50        | Agency Mortgage-Backed Securities |
| GNII SF CX4161 C     | 2054-02-20      | 8.0000%  | 0.0000% | $1863324.00        | $1809569.56        | Agency Mortgage-Backed Securities |
| GNII BD DJ1394 C     | 2055-10-20      | 5.5000%  | 0.0000% | $1079226.00        | $1094464.25        | Agency Mortgage-Backed Securities |
| GNII ET DN7932 C     | 2065-11-20      | 3.5000%  | 0.0000% | $496141.00         | $451740.18         | Agency Mortgage-Backed Securities |
| GNII SF DJ5205 C     | 2055-05-20      | 6.5000%  | 0.0000% | $2660820.00        | $2618981.81        | Agency Mortgage-Backed Securities |
| GNII SF DK6212 C     | 2055-08-20      | 5.5000%  | 0.0000% | $1336280.00        | $1367421.84        | Agency Mortgage-Backed Securities |
| GNII SF DJ9731 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2426004.00        | $2218010.03        | Agency Mortgage-Backed Securities |
| GNII SF DG7442 C     | 2055-04-20      | 7.0000%  | 0.0000% | $6076056.00        | $6469916.46        | Agency Mortgage-Backed Securities |
| GNII SF DO2177 C     | 2055-11-20      | 6.5000%  | 0.0000% | $1161832.00        | $1221605.20        | Agency Mortgage-Backed Securities |
| GNII SF MA9298 M     | 2052-04-20      | 2.0000%  | 0.0000% | $1003182.00        | $677648.12         | Agency Mortgage-Backed Securities |
| GNII SF CA4178 C     | 2051-09-20      | 3.0000%  | 0.0000% | $1653974.00        | $690548.83         | Agency Mortgage-Backed Securities |
| GNII SF BX4935 C     | 2050-08-20      | 3.0000%  | 0.0000% | $1096248.00        | $718762.47         | Agency Mortgage-Backed Securities |
| GNII SF BH6393 C     | 2048-07-20      | 4.5000%  | 0.0000% | $199983.00         | $59253.76          | Agency Mortgage-Backed Securities |
| GNII SF DL4915 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1809614.00        | $1897919.07        | Agency Mortgage-Backed Securities |
| GNII SF MA7862 M     | 2037-07-20      | 7.0000%  | 0.0000% | $94919.00          | $64567.17          | Agency Mortgage-Backed Securities |
| GNII SF DM0867 C     | 2055-09-20      | 6.0000%  | 0.0000% | $3323044.00        | $3435610.83        | Agency Mortgage-Backed Securities |
| GNII ET DL6419 C     | 2065-08-20      | 3.0000%  | 0.0000% | $856246.00         | $764095.04         | Agency Mortgage-Backed Securities |
| GNII SF DM0774 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1420036.00        | $1508999.39        | Agency Mortgage-Backed Securities |
| GNMI SP 782565 X     | 2039-02-15      | 5.0000%  | 0.0000% | $16900000.00       | $320809.58         | Agency Mortgage-Backed Securities |
| GNII SF MA8775 M     | 2032-04-20      | 7.5000%  | 0.0000% | $35255.00          | $27349.51          | Agency Mortgage-Backed Securities |
| GNPL PN DI9898       | 2060-06-15      | 5.9700%  | 0.0000% | $4401200.00        | $4684999.80        | Agency Mortgage-Backed Securities |
| GNII SF DN6154 C     | 2055-12-20      | 5.0000%  | 0.0000% | $1691556.00        | $1701735.22        | Agency Mortgage-Backed Securities |
| GNII ET DN9253 C     | 2064-12-20      | 4.5000%  | 0.0000% | $128566.00         | $125370.62         | Agency Mortgage-Backed Securities |
| GNII JM MA8936 M     | 2053-06-20      | 5.5000%  | 0.0000% | $555436.00         | $278135.41         | Agency Mortgage-Backed Securities |
| GNII SF MA0932 M     | 2043-04-20      | 2.5000%  | 0.0000% | $1785564.00        | $252500.83         | Agency Mortgage-Backed Securities |
| GNII SF MA8642 M     | 2051-01-20      | 2.5000%  | 0.0000% | $11975088.00       | $7737454.02        | Agency Mortgage-Backed Securities |
| GNII JM MA8481 M     | 2052-12-20      | 5.5000%  | 0.0000% | $700000.00         | $374014.01         | Agency Mortgage-Backed Securities |
| GNII RG CN9847 C     | 2045-03-20      | 2.5000%  | 0.0000% | $1365548.00        | $890433.70         | Agency Mortgage-Backed Securities |
| GNII ET DL6750 C     | 2065-09-20      | 4.5000%  | 0.0000% | $530487.00         | $516868.35         | Agency Mortgage-Backed Securities |
| GNII SF BW4928 C     | 2050-10-20      | 2.0000%  | 0.0000% | $255068.00         | $148222.92         | Agency Mortgage-Backed Securities |
| GNII ET DM6747 C     | 2065-01-20      | 3.0000%  | 0.0000% | $319716.00         | $285549.44         | Agency Mortgage-Backed Securities |
| GNII ET DM3067 C     | 2065-09-20      | 4.0000%  | 0.0000% | $865422.00         | $824301.77         | Agency Mortgage-Backed Securities |
| GNII SF DL9841 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1043642.00        | $1095412.96        | Agency Mortgage-Backed Securities |
| GNII SF 005181 M     | 2041-09-20      | 3.5000%  | 0.0000% | $2005500.00        | $113429.30         | Agency Mortgage-Backed Securities |
| GNII SF DI8309 C     | 2055-04-20      | 7.0000%  | 0.0000% | $1019438.00        | $642749.51         | Agency Mortgage-Backed Securities |
| GNII JM MA2882 M     | 2045-06-20      | 3.0000%  | 0.0000% | $12000000.00       | $564616.25         | Agency Mortgage-Backed Securities |
| GNII SF AB7786 C     | 2043-01-20      | 3.5000%  | 0.0000% | $1300000.00        | $187153.90         | Agency Mortgage-Backed Securities |
| GNII SF DN2062 C     | 2055-11-20      | 6.5000%  | 0.0000% | $3289684.00        | $3447162.82        | Agency Mortgage-Backed Securities |
| GNII SF CM0733 C     | 2052-06-20      | 4.5000%  | 0.0000% | $274936.00         | $254034.90         | Agency Mortgage-Backed Securities |
| GNII SF CT8321 C     | 2053-05-20      | 6.0000%  | 0.0000% | $1117136.00        | $667299.14         | Agency Mortgage-Backed Securities |
| GNII SF CV6284 C     | 2053-09-20      | 7.0000%  | 0.0000% | $1134310.00        | $1089253.76        | Agency Mortgage-Backed Securities |
| GNII SF DN0725 C     | 2055-09-20      | 6.0000%  | 0.0000% | $974720.00         | $1007895.06        | Agency Mortgage-Backed Securities |
| GNII SF DH4880 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1027592.00        | $1076505.94        | Agency Mortgage-Backed Securities |
| GNMI SF 757388 X     | 2046-09-15      | 2.5000%  | 0.0000% | $5919680.00        | $2832508.42        | Agency Mortgage-Backed Securities |
| GNII SF MB0305 M     | 2055-03-20      | 4.0000%  | 0.0000% | $265696768.00      | $248886300.42      | Agency Mortgage-Backed Securities |
| GNII SF DM7863 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1310592.00        | $1373549.17        | Agency Mortgage-Backed Securities |
| GNII ET DN8519 C     | 2065-10-20      | 4.5000%  | 0.0000% | $352802.00         | $344470.23         | Agency Mortgage-Backed Securities |
| GNII SF MB0527 M     | 2040-08-20      | 4.5000%  | 0.0000% | $897675.00         | $883581.10         | Agency Mortgage-Backed Securities |
| GNII SF DI4714 C     | 2055-08-20      | 7.0000%  | 0.0000% | $5276152.00        | $5566710.68        | Agency Mortgage-Backed Securities |
| GNII SF DL5824 C     | 2050-09-20      | 6.5000%  | 0.0000% | $2460236.00        | $2581605.74        | Agency Mortgage-Backed Securities |
| GNII SF DK8316 C     | 2055-06-20      | 6.5000%  | 0.0000% | $892586.00         | $943213.70         | Agency Mortgage-Backed Securities |
| GNII SF DK0823 C     | 2055-08-20      | 6.5000%  | 0.0000% | $900295.00         | $941737.60         | Agency Mortgage-Backed Securities |
| GNMI SF BG5655 X     | 2048-05-15      | 3.0000%  | 0.0000% | $182306.00         | $92615.16          | Agency Mortgage-Backed Securities |
| GNII SF DO2364 C     | 2055-12-20      | 5.0000%  | 0.0000% | $1167834.00        | $1174861.64        | Agency Mortgage-Backed Securities |
| GNII SF DI7310 C     | 2055-03-20      | 5.5000%  | 0.0000% | $1048806.00        | $891605.05         | Agency Mortgage-Backed Securities |
| GNII RG CL6778 C     | 2049-05-20      | 5.5000%  | 0.0000% | $1308496.00        | $915486.49         | Agency Mortgage-Backed Securities |
| GNII ET DL9724 C     | 2065-07-20      | 3.5000%  | 0.0000% | $300623.00         | $272755.93         | Agency Mortgage-Backed Securities |
| GNMI SF AD5625 X     | 2043-05-15      | 3.5000%  | 0.0000% | $1312450.00        | $113355.42         | Agency Mortgage-Backed Securities |
| GNII ET DA6457 C     | 2063-12-20      | 7.5000%  | 0.0000% | $266186.00         | $182120.54         | Agency Mortgage-Backed Securities |
| GNMI SF 766458 X     | 2047-04-15      | 3.0000%  | 0.0000% | $1049372.00        | $615954.21         | Agency Mortgage-Backed Securities |
| GNII SF DL9980 C     | 2055-10-20      | 6.0000%  | 0.0000% | $1456708.00        | $1507190.51        | Agency Mortgage-Backed Securities |
| GNII SF DO3754 C     | 2055-12-20      | 5.0000%  | 0.0000% | $3621196.00        | $3649230.09        | Agency Mortgage-Backed Securities |
| GNII SF DO4565 C     | 2055-11-20      | 5.0000%  | 0.0000% | $5355256.00        | $5385610.92        | Agency Mortgage-Backed Securities |
| GNII SP 785066 C     | 2048-12-20      | 4.5000%  | 0.0000% | $11349456.00       | $1490880.50        | Agency Mortgage-Backed Securities |
| GNII SF MA9960 M     | 2049-11-20      | 3.0000%  | 0.0000% | $6000344.00        | $4976217.46        | Agency Mortgage-Backed Securities |
| GNII SF DN5059 C     | 2055-10-20      | 6.5000%  | 0.0000% | $4755888.00        | $4948372.21        | Agency Mortgage-Backed Securities |
| GNMI SF 711831 X     | 2043-12-15      | 3.5000%  | 0.0000% | $2008650.00        | $730342.44         | Agency Mortgage-Backed Securities |
| GNII SF DN5537 C     | 2055-11-20      | 6.0000%  | 0.0000% | $2524324.00        | $2614807.86        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM7460 | 2051-03-01      | 4.0000%  | 0.0000% | $23000.00          | $7535.59           | Agency Mortgage-Backed Securities |
| GNII SF DK7157 C     | 2055-06-20      | 5.0000%  | 0.0000% | $1005974.00        | $1004776.69        | Agency Mortgage-Backed Securities |
| GNII SF DO2099 C     | 2055-10-20      | 6.0000%  | 0.0000% | $1339350.00        | $1388640.69        | Agency Mortgage-Backed Securities |
| GNII SF DL8656 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1548548.00        | $1625380.65        | Agency Mortgage-Backed Securities |
| GNII SF MA8046 M     | 2052-05-20      | 4.5000%  | 0.0000% | $7915808.00        | $5764803.98        | Agency Mortgage-Backed Securities |
| GNII SF MA7536 M     | 2051-08-20      | 3.5000%  | 0.0000% | $58541.00          | $32272.19          | Agency Mortgage-Backed Securities |
| GNII SF MA8612 M     | 2037-02-20      | 3.0000%  | 0.0000% | $315912.00         | $193042.72         | Agency Mortgage-Backed Securities |
| GNII SF MB0025 M     | 2054-11-20      | 5.0000%  | 0.0000% | $59848640.00       | $56404206.45       | Agency Mortgage-Backed Securities |
| GNII ET DK9185 C     | 2065-10-20      | 6.0000%  | 0.0000% | $5444807.00        | $5577050.49        | Agency Mortgage-Backed Securities |
| GNII SF DK5625 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2132796.00        | $2212921.29        | Agency Mortgage-Backed Securities |
| GNII SF DM9284 C     | 2052-09-20      | 5.5000%  | 0.0000% | $2750856.00        | $2774672.42        | Agency Mortgage-Backed Securities |
| GNII SF DN3228 C     | 2055-11-20      | 6.0000%  | 0.0000% | $1826000.00        | $1866854.23        | Agency Mortgage-Backed Securities |
| GNII SF MA6542 M     | 2050-02-20      | 3.5000%  | 0.0000% | $68432000.00       | $10013202.44       | Agency Mortgage-Backed Securities |
| GNII SF DK5437 C     | 2055-07-20      | 5.5000%  | 0.0000% | $1802178.00        | $1838942.76        | Agency Mortgage-Backed Securities |
| GNII SF MA6708 M     | 2050-05-20      | 2.0000%  | 0.0000% | $350000.00         | $130213.67         | Agency Mortgage-Backed Securities |
| GNII JM MA8193 M     | 2052-08-20      | 4.5000%  | 0.0000% | $2342510.00        | $1781763.47        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4933 | 2053-02-01      | 3.5000%  | 0.0000% | $44000.00          | $34071.86          | Agency Mortgage-Backed Securities |
| GNII SF DJ2853 C     | 2055-07-20      | 6.5000%  | 0.0000% | $9100944.00        | $9534354.02        | Agency Mortgage-Backed Securities |
| GNMI SF 590371 X     | 2032-07-15      | 6.5000%  | 0.0000% | $12246956.00       | $6989.66           | Agency Mortgage-Backed Securities |

### Security 330: FICC - JPMORGAN CHASE & CO

- **C.1 - Title:** FICC - JPMORGAN CHASE & CO 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DV5Z7, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1DV5Z7
- **C.18 - Value (incl. sponsor support):** $1925000000.00
- **C.18.a - Value (excl. sponsor support):** $1925000000.00
- **C.19 - Percentage of Net Assets:** 2.1300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-04-23      | 0.0000%  | 0.0000% | $770300.00         | $761957.65         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-18      | 0.0000%  | 0.0000% | $137520200.00      | $135287422.03      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-17      | 0.0000%  | 0.0000% | $788000.00         | $784445.33         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-14      | 0.0000%  | 0.0000% | $499353600.00      | $494380537.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-03      | 0.0000%  | 0.0000% | $637800.00         | $634042.08         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 0.6250%  | 0.0000% | $25277000.00       | $24919141.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | 0.0000% | $380323800.00      | $373423858.46      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.7922%  | 0.0000% | $100.00            | $100.75            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 4.2500%  | 0.0000% | $81164400.00       | $82612846.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $226466800.00      | $222890804.15      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-07      | 0.0000%  | 0.0000% | $226800.00         | $224035.99         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-05      | 0.0000%  | 0.0000% | $763500.00         | $760949.15         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 6.5000%  | 0.0000% | $100.00            | $103.49            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-19      | 0.0000%  | 0.0000% | $7639700.00        | $7583051.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $614162400.00      | $619236704.24      | U.S. Treasuries (including strips) |

### Security 331: FICC - JPMORGAN CHASE & CO

- **C.1 - Title:** FICC - JPMORGAN CHASE & CO 3.820000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1DV611, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1DV611
- **C.18 - Value (incl. sponsor support):** $1052000000.00
- **C.18.a - Value (excl. sponsor support):** $1052000000.00
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $1053584000.00     | $1073040008.94     | U.S. Treasuries (including strips) |

### Security 332: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 3.850000%
- **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: ARP1DV6S2, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1DV6S2
- **C.18 - Value (incl. sponsor support):** $477000000.00
- **C.18.a - Value (excl. sponsor support):** $477000000.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRA 2025-170 FD                                   | 2055-10-20      | 4.8677%  | 0.0000% | $79993400.00       | $80237013.17       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-079 FU                                   | 2054-05-20      | 5.0677%  | 0.0000% | $30000000.00       | $23439960.24       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2021-KF117        CS     20310725 FLT | 2031-07-25      | 10.4086% | 0.0000% | $45476000.00       | $19440166.17       | Agency Collateralized Mortgage Obligation |
| GNRA 2020-16O FM                                   | 2070-09-20      | 4.6641%  | 0.0000% | $13300000.00       | $7140553.41        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2053-09-25      | 5.5000%  | 0.0000% | $954999.00         | $980063.27         | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2053-11-25      | 5.4042%  | 0.0000% | $124995000.00      | $67838965.28       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-178 FA                                   | 2055-10-20      | 5.0177%  | 0.0000% | $50000000.00       | $49724611.24       | Agency Collateralized Mortgage Obligation |
| GNRM 2022-101 DA                                   | 2043-12-20      | 2.5000%  | 0.0000% | $200000.00         | $114556.43         | Agency Collateralized Mortgage Obligation |
| FREM MTG TR 2019-KF70          C      20290925 FLT | 2029-09-25      | 10.1231% | 0.0000% | $7100000.00        | $1845973.01        | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2053-11-25      | 5.3742%  | 0.0000% | $100000000.00      | $47840106.22       | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2054-12-25      | 5.3242%  | 0.0000% | $27763000.00       | $19285620.12       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-024 KB                                   | 2054-02-20      | 5.5000%  | 0.0000% | $20000000.00       | $20256686.68       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-01-25      | 4.9742%  | 0.0000% | $15000000.00       | $5237268.09        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-11-25      | 5.1242%  | 0.0000% | $40000000.00       | $32658009.35       | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2055-01-25      | 5.3242%  | 0.0000% | $44213000.00       | $31679154.80       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-04O FC                                   | 2075-01-20      | 4.5677%  | 0.0000% | $34650000.00       | $25874420.36       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-001 FU                                   | 2055-01-20      | 5.1677%  | 0.0000% | $40000000.00       | $36062753.15       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-144 BY                                   | 2054-09-20      | 5.0000%  | 0.0000% | $392300.00         | $393017.78         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-043 FB                                   | 2054-03-20      | 4.8677%  | 0.0000% | $49999900.00       | $21261101.44       | Agency Collateralized Mortgage Obligation |

### Security 333: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.850000%
- **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: ARP1DV6V5, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: ARP1DV6V5
- **C.18 - Value (incl. sponsor support):** $45000000.00
- **C.18.a - Value (excl. sponsor support):** $45000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 02.000 CLFM4785 | 2050-11-01      | 2.0000%  | 0.0000% | $50665006.00       | $26876794.46       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM4763 | 2050-11-01      | 2.0000%  | 0.0000% | $36625438.00       | $19473206.01       | Agency Mortgage-Backed Securities |

## N-MFP: Signatures

**Registrant:** Charles Schwab Family of Funds

**Date:** 2026-01-08

**By:** Dana Smith

**Name of Signing Officer:** Dana Smith

**Title of Signing Officer:** CFO