# EDGAR Filing Document

**Accession Number:** 0000857156
**File Stem:** 0001145549-25-046139
**Filing Date:** 2025-7
**Character Count:** 1056936
**Document Hash:** 463e3c5f4f07e8b49b7b769b8b0aaf36
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-046139.hdr.sgml**: 20250708

**ACCESSION NUMBER**: 0001145549-25-046139

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250708

**DATE AS OF CHANGE**: 20250708

**FILER**: 

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

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05954
- **FILM NUMBER:** 251110776

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-06-30

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

**CIK Number of Registrant:** 0000857156

**LEI of Registrant:** 549300I77JNLD629OV19

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

**LEI of Series:** 549300622ITN50PWDE20

**EDGAR Series Identifier:** S000004506

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 35 days

- **WAL:** 104 days

- **Total Value of Portfolio Securities:** $81744008571.05

- **Amortized Cost of Portfolio Securities:** $81741960732.93

- **Cash:** $0.32

- **Total Other Assets:** $238605430.51

- **Total Liabilities:** $627476948.51

- **Net Assets of Series:** $81353089215.25

- **Number of Shares Outstanding (Series):** 81353672701.0500

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-06-02 | $37106847801.41           | $54740177645.23            | 46.2300%                  | 68.2000%                   |
| 2025-06-03 | $38746675952.37           | $55218837731.01            | 47.9800%                  | 68.3800%                   |
| 2025-06-04 | $39426761347.73           | $55260261228.21            | 48.8900%                  | 68.5200%                   |
| 2025-06-05 | $35441964020.76           | $56023644762.89            | 43.5400%                  | 68.8200%                   |
| 2025-06-06 | $32897614033.21           | $56183011987.26            | 40.3300%                  | 68.8800%                   |
| 2025-06-09 | $33481931826.91           | $56485796143.23            | 41.0400%                  | 69.2400%                   |
| 2025-06-10 | $34378457587.24           | $56700036178.12            | 42.2000%                  | 69.6100%                   |
| 2025-06-11 | $35274011600.64           | $56438851123.78            | 43.4000%                  | 69.4400%                   |
| 2025-06-12 | $38011055479.69           | $56271128167.15            | 46.7100%                  | 69.1500%                   |
| 2025-06-13 | $32442196435.58           | $56392920795.40            | 39.8000%                  | 69.1900%                   |
| 2025-06-16 | $34038007819.67           | $56939273022.43            | 41.6600%                  | 69.6800%                   |
| 2025-06-17 | $37129130368.47           | $57136705829.53            | 45.2600%                  | 69.6500%                   |
| 2025-06-18 | $42830429578.59           | $56668006659.70            | 52.4100%                  | 69.3500%                   |
| 2025-06-20 | $34798512008.01           | $57064293880.29            | 42.3000%                  | 69.3700%                   |
| 2025-06-23 | $36611785447.32           | $57686164875.30            | 44.3100%                  | 69.8200%                   |
| 2025-06-24 | $39609580927.61           | $57593283282.96            | 48.0000%                  | 69.7900%                   |
| 2025-06-25 | $36241149121.43           | $57245376032.20            | 44.2000%                  | 69.8200%                   |
| 2025-06-26 | $42506062915.53           | $57341032229.66            | 51.8000%                  | 69.8800%                   |
| 2025-06-27 | $36406880424.00           | $56885409899.55            | 44.5300%                  | 69.5800%                   |
| 2025-06-30 | $36526577983.34           | $57150224944.02            | 44.5500%                  | 69.7100%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-06-02 | 4.3800%             |
| 2025-06-03 | 4.3900%             |
| 2025-06-04 | 4.3800%             |
| 2025-06-05 | 4.3800%             |
| 2025-06-06 | 4.3700%             |
| 2025-06-09 | 4.3600%             |
| 2025-06-10 | 4.3600%             |
| 2025-06-11 | 4.3600%             |
| 2025-06-12 | 4.3600%             |
| 2025-06-13 | 4.3600%             |
| 2025-06-16 | 4.3600%             |
| 2025-06-17 | 4.3600%             |
| 2025-06-18 | 4.3600%             |
| 2025-06-20 | 4.3500%             |
| 2025-06-23 | 4.3500%             |
| 2025-06-24 | 4.3500%             |
| 2025-06-25 | 4.3500%             |
| 2025-06-26 | 4.3600%             |
| 2025-06-27 | 4.3900%             |
| 2025-06-30 | 4.4000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-06-02 | 1.0000                      |
|  |  |
| 2025-06-03 | 1.0000                      |
|  |  |
| 2025-06-04 | 1.0000                      |
|  |  |
| 2025-06-05 | 1.0000                      |
|  |  |
| 2025-06-06 | 0.9999                      |
|  |  |
| 2025-06-09 | 1.0000                      |
|  |  |
| 2025-06-10 | 1.0000                      |
|  |  |
| 2025-06-11 | 1.0000                      |
|  |  |
| 2025-06-12 | 1.0000                      |
|  |  |
| 2025-06-13 | 1.0000                      |
|  |  |
| 2025-06-16 | 1.0000                      |
|  |  |
| 2025-06-17 | 1.0000                      |
|  |  |
| 2025-06-18 | 1.0000                      |
|  |  |
| 2025-06-20 | 1.0000                      |
|  |  |
| 2025-06-23 | 1.0000                      |
|  |  |
| 2025-06-24 | 1.0000                      |
|  |  |
| 2025-06-25 | 1.0000                      |
|  |  |
| 2025-06-26 | 1.0000                      |
|  |  |
| 2025-06-27 | 1.0000                      |
|  |  |
| 2025-06-30 | 1.0000                      |
|  |  |

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

### Class: Sweep Shares

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $20728365376.88

- **Number of Shares Outstanding:** 20728416208.3100

- **Expense Reimbursement/Waiver:** 83807.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 1.0000          |
|  |  |
| 2025-06-03 | 1.0000          |
|  |  |
| 2025-06-04 | 1.0000          |
|  |  |
| 2025-06-05 | 1.0000          |
|  |  |
| 2025-06-06 | 1.0000          |
|  |  |
| 2025-06-09 | 1.0000          |
|  |  |
| 2025-06-10 | 1.0000          |
|  |  |
| 2025-06-11 | 1.0000          |
|  |  |
| 2025-06-12 | 1.0000          |
|  |  |
| 2025-06-13 | 1.0000          |
|  |  |
| 2025-06-16 | 1.0000          |
|  |  |
| 2025-06-17 | 1.0000          |
|  |  |
| 2025-06-18 | 1.0000          |
|  |  |
| 2025-06-20 | 1.0000          |
|  |  |
| 2025-06-23 | 1.0000          |
|  |  |
| 2025-06-24 | 1.0000          |
|  |  |
| 2025-06-25 | 1.0000          |
|  |  |
| 2025-06-26 | 1.0000          |
|  |  |
| 2025-06-27 | 1.0000          |
|  |  |
| 2025-06-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $0.00                     | $868390.08              |
| 2025-06-03 | $465504582.50             | $0.00                   |
| 2025-06-04 | $0.00                     | $155254318.28           |
| 2025-06-05 | $235725026.12             | $0.00                   |
| 2025-06-06 | $0.00                     | $59434902.10            |
| 2025-06-09 | $0.00                     | $245814765.10           |
| 2025-06-10 | $0.00                     | $11752191.50            |
| 2025-06-11 | $0.00                     | $18269268.88            |
| 2025-06-12 | $0.00                     | $40660097.04            |
| 2025-06-13 | $354576098.15             | $0.00                   |
| 2025-06-16 | $0.00                     | $162177151.12           |
| 2025-06-17 | $249778284.46             | $0.00                   |
| 2025-06-18 | $0.00                     | $159269313.60           |
| 2025-06-20 | $0.00                     | $20833721.06            |
| 2025-06-23 | $133826118.43             | $0.00                   |
| 2025-06-24 | $93855176.32              | $0.00                   |
| 2025-06-25 | $0.00                     | $126111953.36           |
| 2025-06-26 | $0.00                     | $96195190.84            |
| 2025-06-27 | $35251664.11              | $0.00                   |
| 2025-06-30 | $0.00                     | $79648568.72            |

**Total Gross Subscriptions (Month):** $1568516950.09

**Total Gross Redemptions (Month):** $1176289831.68

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 3.9400%           |
| 2025-06-03 | 3.9500%           |
| 2025-06-04 | 3.9400%           |
| 2025-06-05 | 3.9400%           |
| 2025-06-06 | 3.9300%           |
| 2025-06-09 | 3.9200%           |
| 2025-06-10 | 3.9200%           |
| 2025-06-11 | 3.9200%           |
| 2025-06-12 | 3.9200%           |
| 2025-06-13 | 3.9200%           |
| 2025-06-16 | 3.9200%           |
| 2025-06-17 | 3.9200%           |
| 2025-06-18 | 3.9200%           |
| 2025-06-20 | 3.9100%           |
| 2025-06-23 | 3.9100%           |
| 2025-06-24 | 3.9100%           |
| 2025-06-25 | 3.9100%           |
| 2025-06-26 | 3.9200%           |
| 2025-06-27 | 3.9500%           |
| 2025-06-30 | 3.9600%           |

**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:** $30924221024.36

- **Number of Shares Outstanding:** 30924408004.1400

- **Expense Reimbursement/Waiver:** 126153.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 1.0000          |
|  |  |
| 2025-06-03 | 1.0000          |
|  |  |
| 2025-06-04 | 1.0000          |
|  |  |
| 2025-06-05 | 1.0000          |
|  |  |
| 2025-06-06 | 0.9999          |
|  |  |
| 2025-06-09 | 1.0000          |
|  |  |
| 2025-06-10 | 1.0000          |
|  |  |
| 2025-06-11 | 1.0000          |
|  |  |
| 2025-06-12 | 1.0000          |
|  |  |
| 2025-06-13 | 1.0000          |
|  |  |
| 2025-06-16 | 1.0000          |
|  |  |
| 2025-06-17 | 1.0000          |
|  |  |
| 2025-06-18 | 1.0000          |
|  |  |
| 2025-06-20 | 1.0000          |
|  |  |
| 2025-06-23 | 1.0000          |
|  |  |
| 2025-06-24 | 1.0000          |
|  |  |
| 2025-06-25 | 1.0000          |
|  |  |
| 2025-06-26 | 1.0000          |
|  |  |
| 2025-06-27 | 1.0000          |
|  |  |
| 2025-06-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $158776275.93             | $109616708.45           |
| 2025-06-03 | $160729656.45             | $150534616.21           |
| 2025-06-04 | $180577170.07             | $165421153.03           |
| 2025-06-05 | $759347671.66             | $168672089.70           |
| 2025-06-06 | $140922604.77             | $126847112.88           |
| 2025-06-09 | $128521362.83             | $133242551.05           |
| 2025-06-10 | $152460158.28             | $205350963.27           |
| 2025-06-11 | $137924502.41             | $177498365.51           |
| 2025-06-12 | $137961929.37             | $165398541.65           |
| 2025-06-13 | $162070649.52             | $126158635.47           |
| 2025-06-16 | $126530131.28             | $132639932.17           |
| 2025-06-17 | $512659926.66             | $166510476.24           |
| 2025-06-18 | $180558648.91             | $164235687.96           |
| 2025-06-20 | $133822735.80             | $142345537.50           |
| 2025-06-23 | $214983787.14             | $155093637.80           |
| 2025-06-24 | $172696265.55             | $255942694.07           |
| 2025-06-25 | $161401855.79             | $764254087.17           |
| 2025-06-26 | $137170849.88             | $198436226.14           |
| 2025-06-27 | $143604843.32             | $162607877.09           |
| 2025-06-30 | $169641829.98             | $153953586.49           |

**Total Gross Subscriptions (Month):** $4072362855.60

**Total Gross Redemptions (Month):** $3824760479.85

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 4.0400%           |
| 2025-06-03 | 4.0500%           |
| 2025-06-04 | 4.0400%           |
| 2025-06-05 | 4.0400%           |
| 2025-06-06 | 4.0300%           |
| 2025-06-09 | 4.0200%           |
| 2025-06-10 | 4.0200%           |
| 2025-06-11 | 4.0200%           |
| 2025-06-12 | 4.0200%           |
| 2025-06-13 | 4.0200%           |
| 2025-06-16 | 4.0200%           |
| 2025-06-17 | 4.0200%           |
| 2025-06-18 | 4.0200%           |
| 2025-06-20 | 4.0100%           |
| 2025-06-23 | 4.0100%           |
| 2025-06-24 | 4.0100%           |
| 2025-06-25 | 4.0100%           |
| 2025-06-26 | 4.0200%           |
| 2025-06-27 | 4.0500%           |
| 2025-06-30 | 4.0600%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 99.9500%         | 0.0000%              |

### Class: Ultra Shares

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $29700502814.01

- **Number of Shares Outstanding:** 29700848488.6000

- **Expense Reimbursement/Waiver:** 118155.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 1.0000          |
|  |  |
| 2025-06-03 | 1.0000          |
|  |  |
| 2025-06-04 | 1.0000          |
|  |  |
| 2025-06-05 | 1.0000          |
|  |  |
| 2025-06-06 | 0.9999          |
|  |  |
| 2025-06-09 | 1.0000          |
|  |  |
| 2025-06-10 | 1.0000          |
|  |  |
| 2025-06-11 | 1.0000          |
|  |  |
| 2025-06-12 | 1.0000          |
|  |  |
| 2025-06-13 | 1.0000          |
|  |  |
| 2025-06-16 | 1.0000          |
|  |  |
| 2025-06-17 | 1.0000          |
|  |  |
| 2025-06-18 | 1.0000          |
|  |  |
| 2025-06-20 | 1.0000          |
|  |  |
| 2025-06-23 | 1.0000          |
|  |  |
| 2025-06-24 | 1.0000          |
|  |  |
| 2025-06-25 | 1.0000          |
|  |  |
| 2025-06-26 | 1.0000          |
|  |  |
| 2025-06-27 | 1.0000          |
|  |  |
| 2025-06-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $140039154.23             | $93417834.15            |
| 2025-06-03 | $273417371.75             | $278120488.33           |
| 2025-06-04 | $150556393.86             | $111003984.30           |
| 2025-06-05 | $112888600.02             | $184020642.10           |
| 2025-06-06 | $240301534.82             | $127251549.80           |
| 2025-06-09 | $260018869.39             | $92720782.07            |
| 2025-06-10 | $105689624.16             | $407732649.29           |
| 2025-06-11 | $228549179.03             | $124271078.06           |
| 2025-06-12 | $143272530.46             | $288311505.24           |
| 2025-06-13 | $132364035.35             | $152839678.95           |
| 2025-06-16 | $324390950.36             | $151371566.15           |
| 2025-06-17 | $244139197.47             | $127513131.87           |
| 2025-06-18 | $137847333.31             | $218538879.91           |
| 2025-06-20 | $658317209.45             | $113502818.60           |
| 2025-06-23 | $189737928.21             | $149998573.07           |
| 2025-06-24 | $136858283.59             | $169911403.78           |
| 2025-06-25 | $126374079.34             | $210360187.95           |
| 2025-06-26 | $148433313.95             | $178100699.38           |
| 2025-06-27 | $195462373.11             | $187490702.17           |
| 2025-06-30 | $268504594.39             | $135024574.34           |

**Total Gross Subscriptions (Month):** $4217162556.25

**Total Gross Redemptions (Month):** $3501502729.51

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 4.1900%           |
| 2025-06-03 | 4.2000%           |
| 2025-06-04 | 4.1900%           |
| 2025-06-05 | 4.1900%           |
| 2025-06-06 | 4.1800%           |
| 2025-06-09 | 4.1700%           |
| 2025-06-10 | 4.1700%           |
| 2025-06-11 | 4.1700%           |
| 2025-06-12 | 4.1700%           |
| 2025-06-13 | 4.1700%           |
| 2025-06-16 | 4.1700%           |
| 2025-06-17 | 4.1700%           |
| 2025-06-18 | 4.1700%           |
| 2025-06-20 | 4.1600%           |
| 2025-06-23 | 4.1600%           |
| 2025-06-24 | 4.1600%           |
| 2025-06-25 | 4.1600%           |
| 2025-06-26 | 4.1700%           |
| 2025-06-27 | 4.2000%           |
| 2025-06-30 | 4.2100%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 99.9500%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

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

- **C.1 - Title:** TAXABLE M/F HOUSING RB SERIES 2021A 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 10807BAA7, C.4 - ISIN: US10807BAA70, C.3 - LEI: 2549005XOAOA3RHT9B41
- **C.18 - Value (incl. sponsor support):** $56900000.00
- **C.18.a - Value (excl. sponsor support):** $56900000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2061-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 2: FARR LIFE LLC

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2022 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 31164GAA9, C.4 - ISIN: US31164GAA94, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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):** $23769574.50
- **C.18.a - Value (excl. sponsor support):** $23769574.50
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **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):** $33190030.27
- **C.18.a - Value (excl. sponsor support):** $33190030.27
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **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 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130ASYR4, C.4 - ISIN: US3130ASYR46, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $48365702.79
- **C.18.a - Value (excl. sponsor support):** $48365702.79
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-08-28
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-08-28
- **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 6: 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):** $35651951.00
- **C.18.a - Value (excl. sponsor support):** $35651951.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **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 4.550000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AWLH1, C.4 - ISIN: US3130AWLH13, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $96404355.35
- **C.18.a - Value (excl. sponsor support):** $96404355.35
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-10
- **C.13 - Final Legal Maturity Date:** 2025-07-10
- **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 8: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.550000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AWNS5, C.4 - ISIN: US3130AWNS59, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $95909715.63
- **C.18.a - Value (excl. sponsor support):** $95909715.63
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-28
- **C.13 - Final Legal Maturity Date:** 2025-07-28
- **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 9: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.545000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AWZJ2, C.4 - ISIN: US3130AWZJ23, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $143933171.83
- **C.18.a - Value (excl. sponsor support):** $143933171.83
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-22
- **C.13 - Final Legal Maturity Date:** 2025-08-22
- **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 10: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.485000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYZX7, C.4 - ISIN: US3130AYZX72, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $273864326.57
- **C.18.a - Value (excl. sponsor support):** $273864326.57
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-19
- **C.13 - Final Legal Maturity Date:** 2025-09-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.500000%
- **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):** $48931665.68
- **C.18.a - Value (excl. sponsor support):** $48931665.68
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1ZD2, C.4 - ISIN: US3130B1ZD26, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $72502965.98
- **C.18.a - Value (excl. sponsor support):** $72502965.98
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **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 13: 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: 3130B23U7, C.4 - ISIN: US3130B23U78, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2600844.22
- **C.18.a - Value (excl. sponsor support):** $2600844.22
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-07-25
- **C.12 - Maturity Date (WAL):** 2025-07-25
- **C.13 - Final Legal Maturity Date:** 2025-07-25
- **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 14: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.490000%
- **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):** $100038508.00
- **C.18.a - Value (excl. sponsor support):** $100038508.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.450000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2GB5, C.4 - ISIN: US3130B2GB53, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $96810942.27
- **C.18.a - Value (excl. sponsor support):** $96810942.27
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-19
- **C.13 - Final Legal Maturity Date:** 2025-08-19
- **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 16: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.570000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2RU1, C.4 - ISIN: US3130B2RU16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145241727.58
- **C.18.a - Value (excl. sponsor support):** $145241727.58
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 17: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.580000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2VU6, C.4 - ISIN: US3130B2VU69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145248910.62
- **C.18.a - Value (excl. sponsor support):** $145248910.62
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2Z65, C.4 - ISIN: US3130B2Z651, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $72686471.68
- **C.18.a - Value (excl. sponsor support):** $72686471.68
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-10-08
- **C.13 - Final Legal Maturity Date:** 2026-10-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B34K6, C.4 - ISIN: US3130B34K69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $120950830.44
- **C.18.a - Value (excl. sponsor support):** $120950830.44
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **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 20: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.415000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3KD4, C.4 - ISIN: US3130B3KD47, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $217803417.28
- **C.18.a - Value (excl. sponsor support):** $217803417.28
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-11
- **C.13 - Final Legal Maturity Date:** 2025-07-11
- **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 21: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.580000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4BD2, C.4 - ISIN: US3130B4BD21, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $72503166.08
- **C.18.a - Value (excl. sponsor support):** $72503166.08
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-12-23
- **C.13 - Final Legal Maturity Date:** 2026-12-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.405000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4DS7, C.4 - ISIN: US3130B4DS71, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241700536.57
- **C.18.a - Value (excl. sponsor support):** $241700536.57
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-27
- **C.13 - Final Legal Maturity Date:** 2025-08-27
- **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 23: 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: 3130B4FC0, C.4 - ISIN: US3130B4FC02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145212921.35
- **C.18.a - Value (excl. sponsor support):** $145212921.35
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **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? No, C.23 Categorized at Level 3? No

### Security 24: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4GS4, C.4 - ISIN: US3130B4GS45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249099735.95
- **C.18.a - Value (excl. sponsor support):** $249099735.95
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.410000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4KB6, C.4 - ISIN: US3130B4KB63, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $121010714.55
- **C.18.a - Value (excl. sponsor support):** $121010714.55
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-10
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4KG5, C.4 - ISIN: US3130B4KG50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145036089.53
- **C.18.a - Value (excl. sponsor support):** $145036089.53
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **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 27: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4LL3, C.4 - ISIN: US3130B4LL37, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $242000733.26
- **C.18.a - Value (excl. sponsor support):** $242000733.26
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-18
- **C.13 - Final Legal Maturity Date:** 2025-08-18
- **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 28: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4T27, C.4 - ISIN: US3130B4T270, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $193794023.21
- **C.18.a - Value (excl. sponsor support):** $193794023.21
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4T92, C.4 - ISIN: US3130B4T924, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $193799928.30
- **C.18.a - Value (excl. sponsor support):** $193799928.30
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **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? Yes, C.23 Categorized at Level 3? No

### Security 30: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.405000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4TT8, C.4 - ISIN: US3130B4TT80, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $242207442.81
- **C.18.a - Value (excl. sponsor support):** $242207442.81
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.415000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4U25, C.4 - ISIN: US3130B4U252, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145421244.39
- **C.18.a - Value (excl. sponsor support):** $145421244.39
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.335000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4UH2, C.4 - ISIN: US3130B4UH24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $121017587.94
- **C.18.a - Value (excl. sponsor support):** $121017587.94
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2026-02-25
- **C.12 - Maturity Date (WAL):** 2026-02-25
- **C.13 - Final Legal Maturity Date:** 2026-02-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.395000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4W56, C.4 - ISIN: US3130B4W563, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $169599087.55
- **C.18.a - Value (excl. sponsor support):** $169599087.55
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-12
- **C.13 - Final Legal Maturity Date:** 2025-08-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.345000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4WA5, C.4 - ISIN: US3130B4WA52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $121034754.71
- **C.18.a - Value (excl. sponsor support):** $121034754.71
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **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 35: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4X97, C.4 - ISIN: US3130B4X975, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $217818969.43
- **C.18.a - Value (excl. sponsor support):** $217818969.43
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **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 36: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4YK1, C.4 - ISIN: US3130B4YK17, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149233949.80
- **C.18.a - Value (excl. sponsor support):** $149233949.80
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.395000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4Z95, C.4 - ISIN: US3130B4Z954, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199999264.00
- **C.18.a - Value (excl. sponsor support):** $199999264.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-12
- **C.13 - Final Legal Maturity Date:** 2025-08-12
- **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 38: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.405000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B53C0, C.4 - ISIN: US3130B53C08, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $193817889.68
- **C.18.a - Value (excl. sponsor support):** $193817889.68
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.408000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B56C7, C.4 - ISIN: US3130B56C70, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $121207202.92
- **C.18.a - Value (excl. sponsor support):** $121207202.92
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.395000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B56X1, C.4 - ISIN: US3130B56X18, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145403889.45
- **C.18.a - Value (excl. sponsor support):** $145403889.45
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B57H5, C.4 - ISIN: US3130B57H58, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $9745493.13
- **C.18.a - Value (excl. sponsor support):** $9745493.13
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **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 42: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.395000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5A81, C.4 - ISIN: US3130B5A814, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $125003293.75
- **C.18.a - Value (excl. sponsor support):** $125003293.75
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5BL1, C.4 - ISIN: US3130B5BL12, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145297047.87
- **C.18.a - Value (excl. sponsor support):** $145297047.87
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **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 44: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.495000%
- **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):** $245394027.47
- **C.18.a - Value (excl. sponsor support):** $245394027.47
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-03-04
- **C.13 - Final Legal Maturity Date:** 2027-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5D47, C.4 - ISIN: US3130B5D479, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $169094415.95
- **C.18.a - Value (excl. sponsor support):** $169094415.95
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2026-03-27
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.495000%
- **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):** $121307117.88
- **C.18.a - Value (excl. sponsor support):** $121307117.88
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-03-10
- **C.13 - Final Legal Maturity Date:** 2027-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.415000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5G44, C.4 - ISIN: US3130B5G449, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $121307017.21
- **C.18.a - Value (excl. sponsor support):** $121307017.21
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5GP7, C.4 - ISIN: US3130B5GP70, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $129068565.93
- **C.18.a - Value (excl. sponsor support):** $129068565.93
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.6100%
- **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 49: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.360000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5JG4, C.4 - ISIN: US3130B5JG45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $72494234.14
- **C.18.a - Value (excl. sponsor support):** $72494234.14
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2026-04-10
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5QX9, C.4 - ISIN: US3130B5QX94, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145054741.92
- **C.18.a - Value (excl. sponsor support):** $145054741.92
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2026-04-27
- **C.12 - Maturity Date (WAL):** 2026-04-27
- **C.13 - Final Legal Maturity Date:** 2026-04-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5R26, C.4 - ISIN: US3130B5R263, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145224636.08
- **C.18.a - Value (excl. sponsor support):** $145224636.08
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-03-25
- **C.13 - Final Legal Maturity Date:** 2027-03-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5RE0, C.4 - ISIN: US3130B5RE05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $96807801.11
- **C.18.a - Value (excl. sponsor support):** $96807801.11
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-12-28
- **C.13 - Final Legal Maturity Date:** 2026-12-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.465000%
- **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):** $174429159.68
- **C.18.a - Value (excl. sponsor support):** $174429159.68
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-04-05
- **C.13 - Final Legal Maturity Date:** 2027-04-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.450000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5SF6, C.4 - ISIN: US3130B5SF60, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $193528800.54
- **C.18.a - Value (excl. sponsor support):** $193528800.54
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-01-04
- **C.13 - Final Legal Maturity Date:** 2027-01-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.395000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5TR9, C.4 - ISIN: US3130B5TR99, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241910329.13
- **C.18.a - Value (excl. sponsor support):** $241910329.13
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-01-12
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.395000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5VD7, C.4 - ISIN: US3130B5VD75, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241912963.42
- **C.18.a - Value (excl. sponsor support):** $241912963.42
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5VE5, C.4 - ISIN: US3130B5VE58, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $144797626.11
- **C.18.a - Value (excl. sponsor support):** $144797626.11
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2026-05-08
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.510000%
- **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):** $145188597.44
- **C.18.a - Value (excl. sponsor support):** $145188597.44
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.490000%
- **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):** $96754544.60
- **C.18.a - Value (excl. sponsor support):** $96754544.60
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Y93, C.4 - ISIN: US3130B5Y939, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $120967127.93
- **C.18.a - Value (excl. sponsor support):** $120967127.93
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **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 61: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.475000%
- **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):** $266608585.43
- **C.18.a - Value (excl. sponsor support):** $266608585.43
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.425000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Z50, C.4 - ISIN: US3130B5Z506, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $97226008.78
- **C.18.a - Value (excl. sponsor support):** $97226008.78
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.490000%
- **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):** $241937129.62
- **C.18.a - Value (excl. sponsor support):** $241937129.62
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.355000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5ZM3, C.4 - ISIN: US3130B5ZM39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241684049.65
- **C.18.a - Value (excl. sponsor support):** $241684049.65
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2026-05-22
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.505000%
- **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):** $193530350.48
- **C.18.a - Value (excl. sponsor support):** $193530350.48
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-01-25
- **C.13 - Final Legal Maturity Date:** 2027-01-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B63H7, C.4 - ISIN: US3130B63H76, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $240773848.01
- **C.18.a - Value (excl. sponsor support):** $240773848.01
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2026-05-22
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.405000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B64T0, C.4 - ISIN: US3130B64T06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241809618.80
- **C.18.a - Value (excl. sponsor support):** $241809618.80
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B65G7, C.4 - ISIN: US3130B65G75, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $96643049.45
- **C.18.a - Value (excl. sponsor support):** $96643049.45
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B66P6, C.4 - ISIN: US3130B66P65, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $144840586.36
- **C.18.a - Value (excl. sponsor support):** $144840586.36
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **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 70: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6AF3, C.4 - ISIN: US3130B6AF36, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $265936146.70
- **C.18.a - Value (excl. sponsor support):** $265936146.70
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.395000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6AL0, C.4 - ISIN: US3130B6AL04, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145065686.75
- **C.18.a - Value (excl. sponsor support):** $145065686.75
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6CA2, C.4 - ISIN: US3130B6CA21, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $120699818.62
- **C.18.a - Value (excl. sponsor support):** $120699818.62
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **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 73: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6FB7, C.4 - ISIN: US3130B6FB76, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241572091.41
- **C.18.a - Value (excl. sponsor support):** $241572091.41
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **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 74: 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):** $217561125.76
- **C.18.a - Value (excl. sponsor support):** $217561125.76
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **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 75: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6Q82, C.4 - ISIN: US3130B6Q826, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145543134.46
- **C.18.a - Value (excl. sponsor support):** $145543134.46
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2026-07-10
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6QN9, C.4 - ISIN: US3130B6QN95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $121281658.23
- **C.18.a - Value (excl. sponsor support):** $121281658.23
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2026-07-10
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6R65, C.4 - ISIN: US3130B6R659, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $9697230.36
- **C.18.a - Value (excl. sponsor support):** $9697230.36
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2026-07-10
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.485000%
- **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):** $121274553.13
- **C.18.a - Value (excl. sponsor support):** $121274553.13
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-06-17
- **C.13 - Final Legal Maturity Date:** 2027-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.520000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6T89, C.4 - ISIN: US3130B6T895, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145088460.06
- **C.18.a - Value (excl. sponsor support):** $145088460.06
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-06-17
- **C.13 - Final Legal Maturity Date:** 2027-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.355000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6UC8, C.4 - ISIN: US3130B6UC84, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145601646.05
- **C.18.a - Value (excl. sponsor support):** $145601646.05
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2026-07-24
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6W77, C.4 - ISIN: US3130B6W774, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $169147470.17
- **C.18.a - Value (excl. sponsor support):** $169147470.17
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2026-07-24
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.405000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6WL6, C.4 - ISIN: US3130B6WL65, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241788703.90
- **C.18.a - Value (excl. sponsor support):** $241788703.90
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 0.9500%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **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 83: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313HP6, C.4 - ISIN: US313313HP60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $49994222.00
- **C.18.a - Value (excl. sponsor support):** $49994222.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 84: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313JV1, C.4 - ISIN: US313313JV11, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99641778.00
- **C.18.a - Value (excl. sponsor support):** $99641778.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-07-31
- **C.12 - Maturity Date (WAL):** 2025-07-31
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 85: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313KG2, C.4 - ISIN: US313313KG25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $48062766.34
- **C.18.a - Value (excl. sponsor support):** $48062766.34
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-08-11
- **C.12 - Maturity Date (WAL):** 2025-08-11
- **C.13 - Final Legal Maturity Date:** 2025-08-11
- **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? Yes, C.23 Categorized at Level 3? No

### Security 86: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313KR8, C.4 - ISIN: US313313KR89, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $67246523.90
- **C.18.a - Value (excl. sponsor support):** $67246523.90
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-08-20
- **C.12 - Maturity Date (WAL):** 2025-08-20
- **C.13 - Final Legal Maturity Date:** 2025-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 87: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313ML9, C.4 - ISIN: US313313ML91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $18697171.44
- **C.18.a - Value (excl. sponsor support):** $18697171.44
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313QC5, C.4 - ISIN: US313313QC56, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $33402365.00
- **C.18.a - Value (excl. sponsor support):** $33402365.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313QP6, C.4 - ISIN: US313313QP69, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $37972391.63
- **C.18.a - Value (excl. sponsor support):** $37972391.63
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313TV0, C.4 - ISIN: US313313TV01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $47225514.09
- **C.18.a - Value (excl. sponsor support):** $47225514.09
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313UC0, C.4 - ISIN: US313313UC01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $47189395.17
- **C.18.a - Value (excl. sponsor support):** $47189395.17
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-11
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385HV1, C.4 - ISIN: US313385HV16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241704329.51
- **C.18.a - Value (excl. sponsor support):** $241704329.51
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 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: 313385HZ2, C.4 - ISIN: US313385HZ20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241992010.05
- **C.18.a - Value (excl. sponsor support):** $241992010.05
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-07-11
- **C.12 - Maturity Date (WAL):** 2025-07-11
- **C.13 - Final Legal Maturity Date:** 2025-07-11
- **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 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: 313385JF4, C.4 - ISIN: US313385JF48, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $96510038.65
- **C.18.a - Value (excl. sponsor support):** $96510038.65
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-07-17
- **C.12 - Maturity Date (WAL):** 2025-07-17
- **C.13 - Final Legal Maturity Date:** 2025-07-17
- **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? Yes, C.23 Categorized at Level 3? No

### Security 95: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385JG2, C.4 - ISIN: US313385JG21, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $154278432.00
- **C.18.a - Value (excl. sponsor support):** $154278432.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-07-18
- **C.12 - Maturity Date (WAL):** 2025-07-18
- **C.13 - Final Legal Maturity Date:** 2025-07-18
- **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 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: 313385JM9, C.4 - ISIN: US313385JM98, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $22639668.40
- **C.18.a - Value (excl. sponsor support):** $22639668.40
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-07-23
- **C.12 - Maturity Date (WAL):** 2025-07-23
- **C.13 - Final Legal Maturity Date:** 2025-07-23
- **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? Yes, C.23 Categorized at Level 3? No

### Security 97: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385JV9, C.4 - ISIN: US313385JV97, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $337387060.31
- **C.18.a - Value (excl. sponsor support):** $337387060.31
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-07-31
- **C.12 - Maturity Date (WAL):** 2025-07-31
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 98: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385KB1, C.4 - ISIN: US313385KB15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $295366413.25
- **C.18.a - Value (excl. sponsor support):** $295366413.25
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **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 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: 313385KL9, C.4 - ISIN: US313385KL96, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $433157253.88
- **C.18.a - Value (excl. sponsor support):** $433157253.88
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-08-15
- **C.12 - Maturity Date (WAL):** 2025-08-15
- **C.13 - Final Legal Maturity Date:** 2025-08-15
- **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 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: 313385KW5, C.4 - ISIN: US313385KW51, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $192133444.67
- **C.18.a - Value (excl. sponsor support):** $192133444.67
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-08-25
- **C.12 - Maturity Date (WAL):** 2025-08-25
- **C.13 - Final Legal Maturity Date:** 2025-08-25
- **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? Yes, 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: 313385KX3, C.4 - ISIN: US313385KX35, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $192110828.48
- **C.18.a - Value (excl. sponsor support):** $192110828.48
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-08-26
- **C.12 - Maturity Date (WAL):** 2025-08-26
- **C.13 - Final Legal Maturity Date:** 2025-08-26
- **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? Yes, 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: 313385LA2, C.4 - ISIN: US313385LA23, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $192142274.36
- **C.18.a - Value (excl. sponsor support):** $192142274.36
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-08-29
- **C.12 - Maturity Date (WAL):** 2025-08-29
- **C.13 - Final Legal Maturity Date:** 2025-08-29
- **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? Yes, 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: 313385LN4, C.4 - ISIN: US313385LN44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $119986020.00
- **C.18.a - Value (excl. sponsor support):** $119986020.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-09-10
- **C.12 - Maturity Date (WAL):** 2025-09-10
- **C.13 - Final Legal Maturity Date:** 2025-09-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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: 313385LQ7, C.4 - ISIN: US313385LQ74, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $23991570.72
- **C.18.a - Value (excl. sponsor support):** $23991570.72
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-09-12
- **C.12 - Maturity Date (WAL):** 2025-09-12
- **C.13 - Final Legal Maturity Date:** 2025-09-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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: 313385LV6, C.4 - ISIN: US313385LV69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $215995551.04
- **C.18.a - Value (excl. sponsor support):** $215995551.04
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-09-17
- **C.12 - Maturity Date (WAL):** 2025-09-17
- **C.13 - Final Legal Maturity Date:** 2025-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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: 313385MQ6, C.4 - ISIN: US313385MQ65, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $143476573.32
- **C.18.a - Value (excl. sponsor support):** $143476573.32
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-10-06
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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: 313385NR3, C.4 - ISIN: US313385NR30, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $142963837.50
- **C.18.a - Value (excl. sponsor support):** $142963837.50
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385TP1, C.4 - ISIN: US313385TP10, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $235608684.15
- **C.18.a - Value (excl. sponsor support):** $235608684.15
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385YD2, C.4 - ISIN: US313385YD25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $15426700.00
- **C.18.a - Value (excl. sponsor support):** $15426700.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 110: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313397NY3, C.4 - ISIN: US313397NY37, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $237999886.51
- **C.18.a - Value (excl. sponsor support):** $237999886.51
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 111: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EL2U7, C.4 - ISIN: US3133EL2U78, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30641942.35
- **C.18.a - Value (excl. sponsor support):** $30641942.35
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **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 112: 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):** $24513235.04
- **C.18.a - Value (excl. sponsor support):** $24513235.04
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **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 113: 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: 3133ENB74, C.4 - ISIN: US3133ENB749, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24183825.45
- **C.18.a - Value (excl. sponsor support):** $24183825.45
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-07-21
- **C.12 - Maturity Date (WAL):** 2025-07-21
- **C.13 - Final Legal Maturity Date:** 2025-07-21
- **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 114: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.425000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP6Y6, C.4 - ISIN: US3133EP6Y63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $86748526.86
- **C.18.a - Value (excl. sponsor support):** $86748526.86
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.545000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPD44, C.4 - ISIN: US3133EPD443, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $168304067.02
- **C.18.a - Value (excl. sponsor support):** $168304067.02
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.465000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPE84, C.4 - ISIN: US3133EPE847, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $81711549.11
- **C.18.a - Value (excl. sponsor support):** $81711549.11
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-20
- **C.13 - Final Legal Maturity Date:** 2025-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.545000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPH24, C.4 - ISIN: US3133EPH246, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $18912941.40
- **C.18.a - Value (excl. sponsor support):** $18912941.40
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.540000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPM69, C.4 - ISIN: US3133EPM691, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $14410794.81
- **C.18.a - Value (excl. sponsor support):** $14410794.81
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-15
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 119: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPM85, C.4 - ISIN: US3133EPM857, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96222418.45
- **C.18.a - Value (excl. sponsor support):** $96222418.45
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-15
- **C.13 - Final Legal Maturity Date:** 2025-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 120: 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):** $111776884.47
- **C.18.a - Value (excl. sponsor support):** $111776884.47
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **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 121: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.515000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPP82, C.4 - ISIN: US3133EPP827, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $192458233.71
- **C.18.a - Value (excl. sponsor support):** $192458233.71
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.550000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPQQ1, C.4 - ISIN: US3133EPQQ19, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $28802499.26
- **C.18.a - Value (excl. sponsor support):** $28802499.26
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-21
- **C.13 - Final Legal Maturity Date:** 2025-07-21
- **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 123: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.465000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPU45, C.4 - ISIN: US3133EPU454, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $38518139.28
- **C.18.a - Value (excl. sponsor support):** $38518139.28
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPWV3, C.4 - ISIN: US3133EPWV30, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $52817337.41
- **C.18.a - Value (excl. sponsor support):** $52817337.41
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-26
- **C.13 - Final Legal Maturity Date:** 2025-09-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.545000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPXS9, C.4 - ISIN: US3133EPXS91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $228502569.87
- **C.18.a - Value (excl. sponsor support):** $228502569.87
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.505000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPY58, C.4 - ISIN: US3133EPY589, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $149952223.66
- **C.18.a - Value (excl. sponsor support):** $149952223.66
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-29
- **C.13 - Final Legal Maturity Date:** 2025-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 5.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPYK5, C.4 - ISIN: US3133EPYK56, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $139139140.54
- **C.18.a - Value (excl. sponsor support):** $139139140.54
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-10
- **C.12 - Maturity Date (WAL):** 2025-10-10
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 128: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPYQ2, C.4 - ISIN: US3133EPYQ27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $158609106.81
- **C.18.a - Value (excl. sponsor support):** $158609106.81
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-17
- **C.13 - Final Legal Maturity Date:** 2025-07-17
- **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 129: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.550000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPYR0, C.4 - ISIN: US3133EPYR00, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96148979.29
- **C.18.a - Value (excl. sponsor support):** $96148979.29
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 5.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPYW9, C.4 - ISIN: US3133EPYW94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24788643.79
- **C.18.a - Value (excl. sponsor support):** $24788643.79
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-20
- **C.12 - Maturity Date (WAL):** 2025-10-20
- **C.13 - Final Legal Maturity Date:** 2025-10-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.530000%
- **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):** $99682480.75
- **C.18.a - Value (excl. sponsor support):** $99682480.75
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.520000%
- **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):** $196205429.24
- **C.18.a - Value (excl. sponsor support):** $196205429.24
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4C2, C.4 - ISIN: US3133ER4C26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $77509847.93
- **C.18.a - Value (excl. sponsor support):** $77509847.93
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-02-18
- **C.13 - Final Legal Maturity Date:** 2027-02-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.485000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4E8, C.4 - ISIN: US3133ER4E81, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $87221281.16
- **C.18.a - Value (excl. sponsor support):** $87221281.16
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.465000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4P3, C.4 - ISIN: US3133ER4P39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100017918.00
- **C.18.a - Value (excl. sponsor support):** $100017918.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-08-24
- **C.13 - Final Legal Maturity Date:** 2026-08-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4W8, C.4 - ISIN: US3133ER4W89, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $169621795.30
- **C.18.a - Value (excl. sponsor support):** $169621795.30
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-01-25
- **C.13 - Final Legal Maturity Date:** 2027-01-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 137: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.430000%
- **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):** $121227494.22
- **C.18.a - Value (excl. sponsor support):** $121227494.22
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER5L1, C.4 - ISIN: US3133ER5L16, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $53679661.65
- **C.18.a - Value (excl. sponsor support):** $53679661.65
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6L0, C.4 - ISIN: US3133ER6L07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $43704895.27
- **C.18.a - Value (excl. sponsor support):** $43704895.27
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.415000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6W6, C.4 - ISIN: US3133ER6W61, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $174274834.11
- **C.18.a - Value (excl. sponsor support):** $174274834.11
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-03-10
- **C.13 - Final Legal Maturity Date:** 2027-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.445000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER7M7, C.4 - ISIN: US3133ER7M70, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $124998451.25
- **C.18.a - Value (excl. sponsor support):** $124998451.25
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.525000%
- **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):** $72678037.74
- **C.18.a - Value (excl. sponsor support):** $72678037.74
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-11-18
- **C.13 - Final Legal Maturity Date:** 2026-11-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.485000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERBY6, C.4 - ISIN: US3133ERBY63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96452428.10
- **C.18.a - Value (excl. sponsor support):** $96452428.10
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.495000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDP3, C.4 - ISIN: US3133ERDP39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $38010146.00
- **C.18.a - Value (excl. sponsor support):** $38010146.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.425000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EREA5, C.4 - ISIN: US3133EREA50, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $144638385.52
- **C.18.a - Value (excl. sponsor support):** $144638385.52
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERFS5, C.4 - ISIN: US3133ERFS59, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96443307.70
- **C.18.a - Value (excl. sponsor support):** $96443307.70
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.415000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERGK1, C.4 - ISIN: US3133ERGK15, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96317384.08
- **C.18.a - Value (excl. sponsor support):** $96317384.08
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 148: 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: 3133ERHU8, C.4 - ISIN: US3133ERHU87, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50197029.62
- **C.18.a - Value (excl. sponsor support):** $50197029.62
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-25
- **C.12 - Maturity Date (WAL):** 2025-08-25
- **C.13 - Final Legal Maturity Date:** 2025-08-25
- **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 149: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHZ7, C.4 - ISIN: US3133ERHZ74, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $144989897.41
- **C.18.a - Value (excl. sponsor support):** $144989897.41
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJD4, C.4 - ISIN: US3133ERJD45, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $97039850.51
- **C.18.a - Value (excl. sponsor support):** $97039850.51
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.485000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERKD2, C.4 - ISIN: US3133ERKD26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96655410.72
- **C.18.a - Value (excl. sponsor support):** $96655410.72
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.510000%
- **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):** $48937053.49
- **C.18.a - Value (excl. sponsor support):** $48937053.49
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 153: 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: 3133ERLC3, C.4 - ISIN: US3133ERLC34, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $18164266.69
- **C.18.a - Value (excl. sponsor support):** $18164266.69
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-07-15
- **C.12 - Maturity Date (WAL):** 2025-07-15
- **C.13 - Final Legal Maturity Date:** 2025-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.515000%
- **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):** $58025877.86
- **C.18.a - Value (excl. sponsor support):** $58025877.86
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERLW9, C.4 - ISIN: US3133ERLW97, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $72814213.47
- **C.18.a - Value (excl. sponsor support):** $72814213.47
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-23
- **C.13 - Final Legal Maturity Date:** 2025-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERMW8, C.4 - ISIN: US3133ERMW88, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $65471498.67
- **C.18.a - Value (excl. sponsor support):** $65471498.67
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-07-29
- **C.12 - Maturity Date (WAL):** 2025-07-29
- **C.13 - Final Legal Maturity Date:** 2025-07-29
- **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 157: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.525000%
- **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):** $19002221.29
- **C.18.a - Value (excl. sponsor support):** $19002221.29
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-12-23
- **C.13 - Final Legal Maturity Date:** 2026-12-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 158: 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: 3133ERPF2, C.4 - ISIN: US3133ERPF29, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $142963534.04
- **C.18.a - Value (excl. sponsor support):** $142963534.04
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-13
- **C.12 - Maturity Date (WAL):** 2025-08-13
- **C.13 - Final Legal Maturity Date:** 2025-08-13
- **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 159: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.445000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ87, C.4 - ISIN: US3133ERQ870, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96733500.75
- **C.18.a - Value (excl. sponsor support):** $96733500.75
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-30
- **C.13 - Final Legal Maturity Date:** 2025-12-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.515000%
- **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):** $40034874.00
- **C.18.a - Value (excl. sponsor support):** $40034874.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-10-06
- **C.13 - Final Legal Maturity Date:** 2026-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.525000%
- **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):** $40068098.40
- **C.18.a - Value (excl. sponsor support):** $40068098.40
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.530000%
- **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):** $17417914.18
- **C.18.a - Value (excl. sponsor support):** $17417914.18
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 163: 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):** $99921140.00
- **C.18.a - Value (excl. sponsor support):** $99921140.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **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 164: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSB8, C.4 - ISIN: US3133ERSB87, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $58070363.19
- **C.18.a - Value (excl. sponsor support):** $58070363.19
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **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 165: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSF9, C.4 - ISIN: US3133ERSF91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $38830563.92
- **C.18.a - Value (excl. sponsor support):** $38830563.92
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.540000%
- **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):** $145309711.67
- **C.18.a - Value (excl. sponsor support):** $145309711.67
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERUF6, C.4 - ISIN: US3133ERUF63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $145259128.34
- **C.18.a - Value (excl. sponsor support):** $145259128.34
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-22
- **C.13 - Final Legal Maturity Date:** 2025-12-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.535000%
- **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):** $58206100.52
- **C.18.a - Value (excl. sponsor support):** $58206100.52
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERVE8, C.4 - ISIN: US3133ERVE89, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $200198138.00
- **C.18.a - Value (excl. sponsor support):** $200198138.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERW98, C.4 - ISIN: US3133ERW985, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $48424227.10
- **C.18.a - Value (excl. sponsor support):** $48424227.10
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-03-23
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.450000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXA4, C.4 - ISIN: US3133ERXA40, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $212994842.69
- **C.18.a - Value (excl. sponsor support):** $212994842.69
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERY39, C.4 - ISIN: US3133ERY395, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $39001083.42
- **C.18.a - Value (excl. sponsor support):** $39001083.42
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.545000%
- **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):** $121098518.20
- **C.18.a - Value (excl. sponsor support):** $121098518.20
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-10-30
- **C.13 - Final Legal Maturity Date:** 2026-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.465000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETBC0, C.4 - ISIN: US3133ETBC00, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $145224207.74
- **C.18.a - Value (excl. sponsor support):** $145224207.74
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-04-01
- **C.13 - Final Legal Maturity Date:** 2027-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.435000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETBN6, C.4 - ISIN: US3133ETBN64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $116113937.81
- **C.18.a - Value (excl. sponsor support):** $116113937.81
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETBP1, C.4 - ISIN: US3133ETBP13, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $280746975.15
- **C.18.a - Value (excl. sponsor support):** $280746975.15
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-04-01
- **C.13 - Final Legal Maturity Date:** 2027-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.515000%
- **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):** $96816604.10
- **C.18.a - Value (excl. sponsor support):** $96816604.10
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-04-16
- **C.13 - Final Legal Maturity Date:** 2027-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.520000%
- **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):** $241969615.45
- **C.18.a - Value (excl. sponsor support):** $241969615.45
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.450000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETEL7, C.4 - ISIN: US3133ETEL71, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $209547353.29
- **C.18.a - Value (excl. sponsor support):** $209547353.29
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETHD2, C.4 - ISIN: US3133ETHD29, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $62909428.71
- **C.18.a - Value (excl. sponsor support):** $62909428.71
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **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 181: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJC2, C.4 - ISIN: US3133ETJC28, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $38803188.58
- **C.18.a - Value (excl. sponsor support):** $38803188.58
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.435000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETLP0, C.4 - ISIN: US3133ETLP03, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $116104980.69
- **C.18.a - Value (excl. sponsor support):** $116104980.69
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 183: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETMS3, C.4 - ISIN: US3133ETMS33, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $115015630.80
- **C.18.a - Value (excl. sponsor support):** $115015630.80
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 184: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETNY9, C.4 - ISIN: US3133ETNY91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96678221.80
- **C.18.a - Value (excl. sponsor support):** $96678221.80
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 0.9700%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **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 185: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 0.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134GWJN7, C.4 - ISIN: US3134GWJN76, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $72827920.34
- **C.18.a - Value (excl. sponsor support):** $72827920.34
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **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 186: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 0.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134GWZG4, C.4 - ISIN: US3134GWZG42, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $31976218.16
- **C.18.a - Value (excl. sponsor support):** $31976218.16
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-20
- **C.12 - Maturity Date (WAL):** 2025-10-20
- **C.13 - Final Legal Maturity Date:** 2025-10-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 187: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134GXR63, C.4 - ISIN: US3134GXR630, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $69887183.46
- **C.18.a - Value (excl. sponsor support):** $69887183.46
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-28
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-08-28
- **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 188: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.200000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134GXS47, C.4 - ISIN: US3134GXS471, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $21984911.41
- **C.18.a - Value (excl. sponsor support):** $21984911.41
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-08-28
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-08-28
- **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 189: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.500000%
- **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):** $153917989.21
- **C.18.a - Value (excl. sponsor support):** $153917989.21
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 190: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.530000%
- **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):** $61066663.24
- **C.18.a - Value (excl. sponsor support):** $61066663.24
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 191: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.530000%
- **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):** $130749999.32
- **C.18.a - Value (excl. sponsor support):** $130749999.32
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 192: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.505000%
- **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):** $60053963.40
- **C.18.a - Value (excl. sponsor support):** $60053963.40
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 193: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.530000%
- **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):** $68673867.11
- **C.18.a - Value (excl. sponsor support):** $68673867.11
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 194: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.500000%
- **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):** $65845476.35
- **C.18.a - Value (excl. sponsor support):** $65845476.35
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 195: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.515000%
- **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):** $169466316.93
- **C.18.a - Value (excl. sponsor support):** $169466316.93
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 196: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.375000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G05X7, C.4 - ISIN: US3135G05X77, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $24052043.86
- **C.18.a - Value (excl. sponsor support):** $24052043.86
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-25
- **C.12 - Maturity Date (WAL):** 2025-08-25
- **C.13 - Final Legal Maturity Date:** 2025-08-25
- **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 197: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.490000%
- **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):** $96667666.37
- **C.18.a - Value (excl. sponsor support):** $96667666.37
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 198: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.510000%
- **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):** $42533477.25
- **C.18.a - Value (excl. sponsor support):** $42533477.25
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 199: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.525000%
- **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):** $239351007.18
- **C.18.a - Value (excl. sponsor support):** $239351007.18
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 200: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.530000%
- **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):** $113117269.14
- **C.18.a - Value (excl. sponsor support):** $113117269.14
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 201: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.530000%
- **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):** $100707277.82
- **C.18.a - Value (excl. sponsor support):** $100707277.82
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 202: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.530000%
- **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):** $140760005.62
- **C.18.a - Value (excl. sponsor support):** $140760005.62
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 203: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.530000%
- **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):** $52968930.82
- **C.18.a - Value (excl. sponsor support):** $52968930.82
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 204: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 0.375000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3137EAEU9, C.4 - ISIN: US3137EAEU93, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $223552262.68
- **C.18.a - Value (excl. sponsor support):** $223552262.68
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-07-21
- **C.12 - Maturity Date (WAL):** 2025-07-21
- **C.13 - Final Legal Maturity Date:** 2025-07-21
- **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 205: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 0.375000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3137EAEX3, C.4 - ISIN: US3137EAEX33, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $508337599.50
- **C.18.a - Value (excl. sponsor support):** $508337599.50
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-09-23
- **C.12 - Maturity Date (WAL):** 2025-09-23
- **C.13 - Final Legal Maturity Date:** 2025-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 206: RIVERSIDE HOME LENDING

- **C.1 - Title:** TAXABLE S/F RENTAL HOUSING RB SERIES 2021A 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 769141AA0, C.4 - ISIN: US769141AA08, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $77300000.00
- **C.18.a - Value (excl. sponsor support):** $77300000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **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 207: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 2.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128285T3, C.4 - ISIN: US9128285T35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $246673064.11
- **C.18.a - Value (excl. sponsor support):** $246673064.11
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 208: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 2.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286A3, C.4 - ISIN: US9128286A35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $79663358.32
- **C.18.a - Value (excl. sponsor support):** $79663358.32
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 209: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 2.375000%
- **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):** $144074292.82
- **C.18.a - Value (excl. sponsor support):** $144074292.82
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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 210: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 2.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828M56, C.4 - ISIN: US912828M565, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $48134356.56
- **C.18.a - Value (excl. sponsor support):** $48134356.56
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-11-15
- **C.12 - Maturity Date (WAL):** 2025-11-15
- **C.13 - Final Legal Maturity Date:** 2025-11-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 211: 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):** $141450704.14
- **C.18.a - Value (excl. sponsor support):** $141450704.14
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **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 212: 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):** $34865054.73
- **C.18.a - Value (excl. sponsor support):** $34865054.73
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **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 213: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAZ4, C.4 - ISIN: US91282CAZ41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $286944883.02
- **C.18.a - Value (excl. sponsor support):** $286944883.02
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-11-30
- **C.12 - Maturity Date (WAL):** 2025-11-30
- **C.13 - Final Legal Maturity Date:** 2025-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 214: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBC4, C.4 - ISIN: US91282CBC47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $410983820.50
- **C.18.a - Value (excl. sponsor support):** $410983820.50
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 215: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBH3, C.4 - ISIN: US91282CBH34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $128611515.72
- **C.18.a - Value (excl. sponsor support):** $128611515.72
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 216: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 0.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBQ3, C.4 - ISIN: US91282CBQ33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $77793517.02
- **C.18.a - Value (excl. sponsor support):** $77793517.02
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 217: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBW0, C.4 - ISIN: US91282CBW01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $76865387.61
- **C.18.a - Value (excl. sponsor support):** $76865387.61
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **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 218: 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):** $85122099.72
- **C.18.a - Value (excl. sponsor support):** $85122099.72
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **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 219: 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):** $267816899.13
- **C.18.a - Value (excl. sponsor support):** $267816899.13
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **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 220: 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):** $101867915.11
- **C.18.a - Value (excl. sponsor support):** $101867915.11
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **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 221: 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):** $47942460.00
- **C.18.a - Value (excl. sponsor support):** $47942460.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **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 222: 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):** $142510445.98
- **C.18.a - Value (excl. sponsor support):** $142510445.98
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **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 223: 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):** $274100613.97
- **C.18.a - Value (excl. sponsor support):** $274100613.97
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 224: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJL6, C.4 - ISIN: US91282CJL63, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $79976518.40
- **C.18.a - Value (excl. sponsor support):** $79976518.40
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-11-30
- **C.12 - Maturity Date (WAL):** 2025-11-30
- **C.13 - Final Legal Maturity Date:** 2025-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 225: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJS1, C.4 - ISIN: US91282CJS17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $480828112.37
- **C.18.a - Value (excl. sponsor support):** $480828112.37
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 226: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.485000%
- **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):** $448909606.60
- **C.18.a - Value (excl. sponsor support):** $448909606.60
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 227: 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):** $68601234.11
- **C.18.a - Value (excl. sponsor support):** $68601234.11
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **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 228: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKH3, C.4 - ISIN: US91282CKH33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $175892465.32
- **C.18.a - Value (excl. sponsor support):** $175892465.32
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 229: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $243230321.14
- **C.18.a - Value (excl. sponsor support):** $243230321.14
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 230: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.390000%
- **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):** $14409048.53
- **C.18.a - Value (excl. sponsor support):** $14409048.53
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 231: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKS9, C.4 - ISIN: US91282CKS97, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $81887519.33
- **C.18.a - Value (excl. sponsor support):** $81887519.33
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-05-31
- **C.12 - Maturity Date (WAL):** 2026-05-31
- **C.13 - Final Legal Maturity Date:** 2026-05-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 232: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $97475343.75
- **C.18.a - Value (excl. sponsor support):** $97475343.75
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 233: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.422000%
- **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):** $117524238.56
- **C.18.a - Value (excl. sponsor support):** $117524238.56
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 234: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.445000%
- **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):** $84306814.44
- **C.18.a - Value (excl. sponsor support):** $84306814.44
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 235: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.338000%
- **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):** $175431484.80
- **C.18.a - Value (excl. sponsor support):** $175431484.80
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 236: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.400000%
- **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):** $451623797.19
- **C.18.a - Value (excl. sponsor support):** $451623797.19
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 237: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.540000%
- **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: ARP17T7F1, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP17T7F1
- **C.18 - Value (incl. sponsor support):** $435000000.00
- **C.18.a - Value (excl. sponsor support):** $435000000.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac                                        | 2047-08-15      | 3.5000%  | 0.0000% | $1700000.00        | $146144.36         | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2047-12-15      | 3.0000%  | 0.0000% | $9916000.00        | $8448954.24        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2048-02-15      | 3.5000%  | 0.0000% | $700000.00         | $546962.55         | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2049-12-25      | 2.5000%  | 0.0000% | $4923000.00        | $1675119.80        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2050-10-25      | 1.2500%  | 0.0000% | $266667.00         | $134484.60         | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2050-09-25      | 1.0000%  | 0.0000% | $4000000.00        | $1303285.74        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2027-12-25      | 6.0000%  | 0.0000% | $5010350.00        | $3698038.45        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-10-25      | 5.5052%  | 0.0000% | $3800000.00        | $3565451.67        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2055-03-25      | 5.7052%  | 0.0000% | $10000000.00       | $9467540.67        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2050-09-25      | 5.0000%  | 0.0000% | $67182976.00       | $66156986.39       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2036-05-25      | 5.0000%  | 0.0000% | $13518240.00       | $13587719.74       | Agency Collateralized Mortgage Obligation |
| FNMA REMIC TRUST 2003-W17      1-A-7  20430825 5.7 | 2043-08-25      | 5.7500%  | 0.0000% | $8000000.00        | $1695731.55        | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2035-09-25      | 0.0000%  | 0.0000% | $2727272.00        | $120521.72         | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2037-02-25      | 0.0000%  | 0.0000% | $3424936.00        | $60073.54          | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2037-06-15      | 4.7583%  | 0.0000% | $25000000.00       | $274716.04         | Agency Collateralized Mortgage Obligation |
| GNRM 2013-026 KD                                   | 2043-02-16      | 2.5000%  | 0.0000% | $1700000.00        | $1485332.31        | Agency Collateralized Mortgage Obligation |
| GNRA 2014-064 D                                    | 2055-12-16      | 3.4103%  | 0.0000% | $7000000.00        | $4468848.52        | Agency Collateralized Mortgage Obligation |
| GNRM 2013-137 HE                                   | 2043-06-20      | 3.0000%  | 0.0000% | $500000.00         | $5469.58           | Agency Collateralized Mortgage Obligation |
| GNRM 2016-04 MB                                    | 2046-08-20      | 3.0000%  | 0.0000% | $3200000.00        | $2823685.33        | Agency Collateralized Mortgage Obligation |
| GNRM 2017-80 MC                                    | 2047-10-20      | 3.0000%  | 0.0000% | $4600000.00        | $914559.82         | Agency Collateralized Mortgage Obligation |
| GNRM 2023-034 A                                    | 2052-06-16      | 2.5000%  | 0.0000% | $50000000.00       | $43472788.47       | Agency Collateralized Mortgage Obligation |
| GNRM 2020-129 AG                                   | 2050-09-20      | 1.0000%  | 0.0000% | $1755000.00        | $848534.66         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-104 FA                                   | 2054-06-20      | 5.4019%  | 0.0000% | $1586600.00        | $1353262.60        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-095 FN                                   | 2054-06-20      | 5.5519%  | 0.0000% | $100000000.00      | $44556904.56       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-028 FN                                   | 2054-07-20      | 5.3519%  | 0.0000% | $4112170.00        | $3995890.43        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-039 M                                    | 2055-03-20      | 6.3759%  | 0.0000% | $100000.00         | $100012.05         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-083 AQ                                   | 2052-08-20      | 5.0000%  | 0.0000% | $5083240.00        | $5053224.51        | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2018-KF54         B      20281125 FLT | 2028-11-25      | 6.6260%  | 0.0000% | $4746000.00        | $758242.04         | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2020-KF76         B      20300125 FLT | 2030-01-25      | 7.1760%  | 0.0000% | $2550000.00        | $993513.97         | Agency Collateralized Mortgage Obligation |
| FNRM RC067KC R12F067                               | 2042-07-25      | 3.5000%  | 0.0000% | $2987744.00        | $2287645.02        | Agency Collateralized Mortgage Obligation |
| FNRM CL114AB R12F114                               | 2042-10-25      | 2.0000%  | 0.0000% | $5000000.00        | $572840.43         | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2033-02-25      | 5.0000%  | 0.0000% | $2000000.00        | $351546.92         | Agency Collateralized Mortgage Obligation |
| FNRM CL148HE R12F148                               | 2043-01-25      | 2.5000%  | 0.0000% | $1837000.00        | $1472202.83        | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2043-04-25      | 5.0000%  | 0.0000% | $2000000.00        | $273445.32         | Agency Collateralized Mortgage Obligation |
| FNRM RC026PA R16F026                               | 2045-10-25      | 3.0000%  | 0.0000% | $5822000.00        | $1194144.08        | Agency Collateralized Mortgage Obligation |
| FNRM CL106PY R17F106                               | 2048-01-25      | 3.0000%  | 0.0000% | $4824000.00        | $4076312.16        | Agency Collateralized Mortgage Obligation |
| FNRM CL112AY R17F112                               | 2048-01-25      | 3.5000%  | 0.0000% | $1870000.00        | $1488518.96        | Agency Collateralized Mortgage Obligation |
| MNRM CL025AV2 R19M02                               | 2026-12-25      | 2.2660%  | 0.0000% | $85295000.00       | $25788883.36       | Agency Collateralized Mortgage Obligation |
| MNRA CL053A2 R20M053                               | 2032-11-25      | 1.7465%  | 0.0000% | $30927000.00       | $25822198.84       | Agency Collateralized Mortgage Obligation |
| FNRM CL012GA R21F012                               | 2050-07-25      | 1.0000%  | 0.0000% | $2264248.00        | $713142.55         | Agency Collateralized Mortgage Obligation |
| MNRA CL0042A2 R22M00                               | 2030-12-25      | 1.2486%  | 0.0000% | $7000000.00        | $5974206.97        | Agency Collateralized Mortgage Obligation |
| FNRM CL033E R25F033                                | 2052-02-25      | 5.0000%  | 0.0000% | $1299674.00        | $1235836.97        | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2055-04-25      | 5.5052%  | 0.0000% | $83012224.00       | $82419619.20       | Agency Collateralized Mortgage Obligation |
| FNRM CL040CV R25F040                               | 2036-08-25      | 4.0000%  | 0.0000% | $8432000.00        | $7908611.48        | Agency Collateralized Mortgage Obligation |
| FNRM RC040BD R25F040                               | 2052-03-25      | 5.0000%  | 0.0000% | $53440128.00       | $52576667.79       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2036-12-15      | 2.7500%  | 0.0000% | $85524000.00       | $5694071.28        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2043-01-15      | 5.0000%  | 0.0000% | $3402613.00        | $40450.78          | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2033-01-15      | 5.0000%  | 0.0000% | $1440000.00        | $153534.94         | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2035-01-15      | 4.8183%  | 0.0000% | $3000000.00        | $213093.93         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-057       A-2    20260725 2.5 | 2026-07-25      | 2.5700%  | 0.0000% | $7470000.00        | $6992885.93        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2051-01-25      | 0.7500%  | 0.0000% | $8550960.00        | $3363160.69        | Agency Collateralized Mortgage Obligation |

### Security 238: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.540000%
- **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: ARP186XK0, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP186XK0
- **C.18 - Value (incl. sponsor support):** $1213000000.00
- **C.18.a - Value (excl. sponsor support):** $1213000000.00
- **C.19 - Percentage of Net Assets:** 1.4900%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FREMF MORTGAGE TR 2021-K-F127  CS     20281226 FLT | 2028-12-26      | 10.7116% | 0.0000% | $61175296.00       | $36644289.67       | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2026-12-25      | 2.6357%  | 0.0000% | $95000000.00       | $59566533.15       | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2054-06-25      | 5.6052%  | 0.0000% | $20000000.00       | $17257652.53       | Agency Collateralized Mortgage Obligation |
| FNRM CL023EM R25F023                               | 2047-11-25      | 3.0000%  | 0.0000% | $54672320.00       | $49527446.24       | Agency Collateralized Mortgage Obligation |
| FNRM CL033DV R25F033                               | 2036-04-25      | 5.5000%  | 0.0000% | $20737680.00       | $21256753.83       | Agency Collateralized Mortgage Obligation |
| FNRM CL040P R25F040                                | 2054-10-25      | 5.0000%  | 0.0000% | $144574976.00      | $144108072.65      | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2050-07-25      | 1.0000%  | 0.0000% | $177139200.00      | $60368349.88       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2050-06-25      | 1.7500%  | 0.0000% | $10000000.00       | $4980461.22        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-07-25      | 0.1250%  | 0.0000% | $100000000.00      | $66382647.09       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-08-25      | 5.6552%  | 0.0000% | $40000000.00       | $31798154.98       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-11-25      | 5.5552%  | 0.0000% | $66043772.00       | $61537586.29       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2052-05-25      | 5.5000%  | 0.0000% | $21798000.00       | $17108026.43       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2053-11-25      | 5.0000%  | 0.0000% | $37856000.00       | $36880268.31       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2019-KF64         C      20260625 FLT | 2026-06-25      | 10.4260% | 0.0000% | $57814976.00       | $26463802.09       | Agency Collateralized Mortgage Obligation |
| GNRM 2021-086 MC                                   | 2051-05-20      | 1.2500%  | 0.0000% | $12000000.00       | $4847103.77        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-160 YK                                   | 2051-09-20      | 1.3500%  | 0.0000% | $40000000.00       | $23637512.56       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-001 FL                                   | 2053-01-20      | 5.3019%  | 0.0000% | $50000000.00       | $36830555.06       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-063 YF                                   | 2053-05-20      | 5.2519%  | 0.0000% | $100000000.00      | $64447406.15       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-066 FE                                   | 2053-05-20      | 5.1519%  | 0.0000% | $30000000.00       | $20325804.53       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-167 FA                                   | 2053-11-20      | 5.8019%  | 0.0000% | $30000000.00       | $13296628.50       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-001 KF                                   | 2054-01-20      | 5.4519%  | 0.0000% | $100000000.00      | $52922648.59       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-001 FW                                   | 2054-01-20      | 5.5019%  | 0.0000% | $100000000.00      | $66858986.62       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-108 FH                                   | 2054-07-20      | 5.3019%  | 0.0000% | $50000000.00       | $45751996.50       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-151 FU                                   | 2054-09-20      | 5.4719%  | 0.0000% | $30000000.00       | $28497401.14       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-028 VF                                   | 2054-07-20      | 5.9519%  | 0.0000% | $100000000.00      | $85867005.87       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-083 FN                                   | 2055-05-20      | 6.0000%  | 0.0000% | $180748000.00      | $180881015.56      | Agency Collateralized Mortgage Obligation |

### Security 239: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18B8X9, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP18B8X9
- **C.18 - Value (incl. sponsor support):** $2426000000.00
- **C.18.a - Value (excl. sponsor support):** $2426000000.00
- **C.19 - Percentage of Net Assets:** 2.9800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 05.000 CLMA4806   | 2052-11-01      | 5.0000%  | 0.0000% | $47384115.00       | $38123538.07       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA4842   | 2052-12-01      | 5.5000%  | 0.0000% | $127790271.00      | $102061077.91      | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA4918   | 2053-02-01      | 5.0000%  | 0.0000% | $38307324.00       | $31249058.68       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5552   | 2054-12-01      | 5.0000%  | 0.0000% | $119297503.00      | $113006778.10      | Agency Mortgage-Backed Securities         |
| FEPC 03.000 3PQU8040   | 2051-12-01      | 3.0000%  | 0.0000% | $4000.00           | $3042.23           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7396   | 2052-05-01      | 4.5000%  | 0.0000% | $58560348.00       | $44496434.06       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7411   | 2052-05-01      | 4.5000%  | 0.0000% | $32985.00          | $24649.18          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7500   | 2052-07-01      | 4.5000%  | 0.0000% | $10296540.00       | $7508338.27        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA7932   | 2052-09-01      | 5.0000%  | 0.0000% | $64076387.00       | $50506226.79       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7924   | 2052-09-01      | 4.5000%  | 0.0000% | $10076145.00       | $7593540.69        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA7959   | 2052-09-01      | 5.0000%  | 0.0000% | $10030240.00       | $8833991.85        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRA8272   | 2053-01-01      | 6.0000%  | 0.0000% | $2264306.00        | $1944912.26        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA8299   | 2052-12-01      | 5.5000%  | 0.0000% | $5488864.00        | $4449233.13        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA8304   | 2052-12-01      | 5.5000%  | 0.0000% | $3555039.00        | $2779539.76        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA8769   | 2053-03-01      | 5.0000%  | 0.0000% | $1698231.00        | $1408802.68        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9844   | 2053-09-01      | 5.5000%  | 0.0000% | $29753472.00       | $27805932.16       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9269   | 2053-06-01      | 5.5000%  | 0.0000% | $981600.00         | $846398.98         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRA9302   | 2053-06-01      | 6.5000%  | 0.0000% | $10012304.00       | $7536914.81        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9438   | 2053-07-01      | 5.5000%  | 0.0000% | $8860113.00        | $7684360.87        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9478   | 2053-07-01      | 5.5000%  | 0.0000% | $8835168.00        | $8219618.49        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQI0401   | 2054-02-01      | 6.5000%  | 0.0000% | $2914475.00        | $2465304.03        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI0952   | 2054-03-01      | 6.0000%  | 0.0000% | $4710082.00        | $4017584.34        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI5492   | 2054-05-01      | 5.5000%  | 0.0000% | $2412884.00        | $2346440.36        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI5588   | 2054-05-01      | 5.5000%  | 0.0000% | $3816985.00        | $3761081.70        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQI6333   | 2054-05-01      | 6.5000%  | 0.0000% | $726940.00         | $758810.30         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI6727   | 2054-06-01      | 6.0000%  | 0.0000% | $2496703.00        | $2527437.34        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI6959   | 2054-04-01      | 5.5000%  | 0.0000% | $2669226.00        | $2648606.15        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI7509   | 2054-06-01      | 6.0000%  | 0.0000% | $19931184.00       | $20272381.80       | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQI9820   | 2054-07-01      | 7.0000%  | 0.0000% | $2376248.00        | $2497671.73        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI9188   | 2054-07-01      | 6.0000%  | 0.0000% | $10035725.00       | $9276164.18        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT257367   | 2028-09-01      | 5.5000%  | 0.0000% | $10970595.00       | $43202.82          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAP2134   | 2042-08-01      | 3.5000%  | 0.0000% | $43856824.00       | $4327320.93        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS4411   | 2040-02-01      | 3.5000%  | 0.0000% | $388000.00         | $32578.46          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS6347   | 2045-12-01      | 4.0000%  | 0.0000% | $1440184.00        | $280186.48         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL708631   | 2033-06-01      | 6.0000%  | 0.0000% | $1323564.00        | $26890.86          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDA1051   | 2053-10-01      | 5.5000%  | 0.0000% | $780744.00         | $765366.17         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDA1508   | 2053-10-01      | 5.5000%  | 0.0000% | $30623.00          | $25484.12          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDA3301   | 2053-10-01      | 6.0000%  | 0.0000% | $653792.00         | $598098.31         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDB1988   | 2054-09-01      | 4.5000%  | 0.0000% | $454011.00         | $430757.80         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB1974   | 2054-09-01      | 6.5000%  | 0.0000% | $1106659.00        | $1143100.10        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB2744   | 2054-04-01      | 5.5000%  | 0.0000% | $598317.00         | $589970.86         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDB2856   | 2055-01-01      | 5.0000%  | 0.0000% | $585453.00         | $574180.37         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB5344   | 2054-05-01      | 6.0000%  | 0.0000% | $1434020.00        | $1247977.72        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB8013   | 2054-06-01      | 6.5000%  | 0.0000% | $3119298.00        | $2869273.71        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB8732   | 2054-08-01      | 6.5000%  | 0.0000% | $93000.00          | $89098.20          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDB9940   | 2054-09-01      | 5.0000%  | 0.0000% | $1694136.00        | $1659216.77        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC0487   | 2054-09-01      | 6.5000%  | 0.0000% | $1682681.00        | $1373220.57        | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDC1063   | 2054-09-01      | 7.0000%  | 0.0000% | $1365257.00        | $1306944.56        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC1906   | 2054-09-01      | 6.5000%  | 0.0000% | $1667854.00        | $1445077.14        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC2897   | 2054-09-01      | 6.0000%  | 0.0000% | $845288.00         | $824897.91         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC8770   | 2055-01-01      | 5.0000%  | 0.0000% | $1309106.00        | $1287228.53        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDD0067   | 2055-01-01      | 5.0000%  | 0.0000% | $1293322.00        | $1275016.54        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD2121   | 2055-03-01      | 6.0000%  | 0.0000% | $552234.00         | $563849.60         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD3225   | 2055-01-01      | 6.5000%  | 0.0000% | $400807.00         | $420880.84         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD4601   | 2055-03-01      | 5.5000%  | 0.0000% | $1108254.00        | $888365.40         | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDD6431   | 2055-04-01      | 7.0000%  | 0.0000% | $4000.00           | $4091.06           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD7475   | 2055-04-01      | 5.5000%  | 0.0000% | $525126.00         | $528185.21         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE0308   | 2055-06-01      | 5.5000%  | 0.0000% | $4096.00           | $4124.19           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE0957   | 2055-06-01      | 6.0000%  | 0.0000% | $2048.00           | $2096.72           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBK5291   | 2048-06-01      | 4.5000%  | 0.0000% | $5908590.00        | $1260977.20        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL5484   | 2030-01-01      | 2.2600%  | 0.0000% | $14617474.00       | $13458754.96       | Agency Mortgage-Backed Securities         |
| MNMS 01.690 MIBL6320   | 2035-05-01      | 1.6900%  | 0.0000% | $9744646.00        | $6105191.48        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBM3330   | 2048-01-01      | 3.5000%  | 0.0000% | $198000.00         | $49994.57          | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBS5486   | 2029-05-01      | 3.0400%  | 0.0000% | $2201000.00        | $2117236.30        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBT5926   | 2051-07-01      | 2.5000%  | 0.0000% | $19968208.00       | $11865556.78       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBU5223   | 2054-12-01      | 4.5000%  | 0.0000% | $21859.00          | $20038.72          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBV3102   | 2052-03-01      | 2.0000%  | 0.0000% | $70548.00          | $46415.53          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBV4146   | 2052-03-01      | 3.0000%  | 0.0000% | $2672000.00        | $1637710.78        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBW1505   | 2052-07-01      | 4.5000%  | 0.0000% | $3772000.00        | $2959407.58        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBY1455   | 2053-12-01      | 3.0000%  | 0.0000% | $53854.00          | $44855.95          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBY5588   | 2053-08-01      | 4.5000%  | 0.0000% | $2599230.00        | $2307379.34        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBY7583   | 2054-09-01      | 5.0000%  | 0.0000% | $1682855.00        | $1639489.38        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA4624   | 2049-11-01      | 3.5000%  | 0.0000% | $81110522.00       | $23141400.85       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA6478   | 2050-07-01      | 2.5000%  | 0.0000% | $3853568.00        | $1454440.94        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA6573   | 2050-08-01      | 2.5000%  | 0.0000% | $45013831.00       | $20710051.68       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA8076   | 2050-12-01      | 2.0000%  | 0.0000% | $28583390.00       | $15451127.95       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA7746   | 2050-11-01      | 3.0000%  | 0.0000% | $113489832.00      | $64697770.87       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA8716   | 2051-01-01      | 2.0000%  | 0.0000% | $71695410.00       | $41025721.00       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB0762   | 2051-06-01      | 2.0000%  | 0.0000% | $3051049.00        | $1788915.34        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB1654   | 2051-09-01      | 2.0000%  | 0.0000% | $3321473.00        | $2015558.53        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB2140   | 2051-11-01      | 2.0000%  | 0.0000% | $62000.00          | $37784.62          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB2436   | 2051-12-01      | 3.0000%  | 0.0000% | $45864.00          | $27980.23          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB2758   | 2052-02-01      | 3.0000%  | 0.0000% | $250000.00         | $171633.87         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB3115   | 2052-03-01      | 3.0000%  | 0.0000% | $1855398.00        | $1276453.05        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB3258   | 2052-04-01      | 3.5000%  | 0.0000% | $31492194.00       | $21929448.66       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB4407   | 2052-08-01      | 5.0000%  | 0.0000% | $52334064.00       | $39678512.75       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB3636   | 2052-05-01      | 4.5000%  | 0.0000% | $94105250.00       | $71394766.37       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB3801   | 2052-06-01      | 3.0000%  | 0.0000% | $31145923.00       | $22362797.43       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB3921   | 2052-06-01      | 4.5000%  | 0.0000% | $71522217.00       | $51580391.14       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4097   | 2052-07-01      | 4.5000%  | 0.0000% | $94239788.00       | $71406883.17       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB4334   | 2052-08-01      | 4.0000%  | 0.0000% | $50000000.00       | $37628296.41       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB4305   | 2052-08-01      | 5.0000%  | 0.0000% | $48357000.00       | $37438970.72       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB4559   | 2052-09-01      | 5.0000%  | 0.0000% | $95443834.00       | $75245384.83       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB4785   | 2052-10-01      | 5.0000%  | 0.0000% | $50101317.00       | $39876871.49       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB4786   | 2052-10-01      | 5.0000%  | 0.0000% | $50000000.00       | $41573881.53       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB5135   | 2052-11-01      | 5.5000%  | 0.0000% | $73850000.00       | $59321685.46       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB6219   | 2053-05-01      | 4.0000%  | 0.0000% | $12928121.00       | $10576237.44       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6252   | 2053-05-01      | 5.5000%  | 0.0000% | $9635455.00        | $7639767.48        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6253   | 2053-05-01      | 5.5000%  | 0.0000% | $35938162.00       | $28351762.68       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB5848   | 2053-03-01      | 5.5000%  | 0.0000% | $75380026.00       | $60423336.23       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB6037   | 2053-04-01      | 4.0000%  | 0.0000% | $25137108.00       | $21359972.59       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB7061   | 2053-09-01      | 6.5000%  | 0.0000% | $31797866.00       | $27317969.28       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9364   | 2054-10-01      | 5.5000%  | 0.0000% | $2441551.00        | $2351028.97        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB9992   | 2055-02-01      | 6.0000%  | 0.0000% | $30612303.00       | $30473082.75       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB9994   | 2055-02-01      | 6.0000%  | 0.0000% | $40372221.00       | $40883499.39       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS7252   | 2053-11-01      | 5.0000%  | 0.0000% | $8375982.00        | $7502836.05        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS8780   | 2050-07-01      | 3.0000%  | 0.0000% | $4559915.00        | $3754311.04        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $7248400.00        | $7349187.60        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | 0.0000% | $14040600.00       | $14323170.89       | U.S. Treasuries (including strips)        |
| 06.000 FGPC P58016 G   | 2037-08-01      | 6.0000%  | 0.0000% | $7335440.00        | $349938.74         | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G06843 G   | 2041-12-01      | 4.0000%  | 0.0000% | $7689.00           | $728.08            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G07786 G   | 2044-08-01      | 4.0000%  | 0.0000% | $15862.00          | $2598.84           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G07922 G   | 2044-01-01      | 3.5000%  | 0.0000% | $2008160.00        | $399820.75         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL2862   | 2042-03-01      | 3.5000%  | 0.0000% | $3960.00           | $429.73            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM3060   | 2047-04-01      | 4.0000%  | 0.0000% | $15000000.00       | $1686116.09        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 3VZN0668   | 2043-04-01      | 4.0000%  | 0.0000% | $21888290.00       | $3268835.14        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZN4257   | 2049-03-01      | 4.5000%  | 0.0000% | $1008.00           | $222.17            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZA5438   | 2048-06-01      | 4.5000%  | 0.0000% | $2810.00           | $522.22            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS3619   | 2042-11-01      | 3.5000%  | 0.0000% | $1482.00           | $185.91            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4717   | 2047-05-01      | 3.5000%  | 0.0000% | $1037.00           | $109.25            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1435   | 2052-08-01      | 4.5000%  | 0.0000% | $5000.00           | $3967.60           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD1514   | 2052-08-01      | 5.0000%  | 0.0000% | $1077.00           | $820.61            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD2381   | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $813.98            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD3038   | 2053-05-01      | 5.0000%  | 0.0000% | $640968.00         | $546106.78         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD6753   | 2054-08-01      | 6.0000%  | 0.0000% | $500000.00         | $462465.19         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD6822   | 2054-03-01      | 6.0000%  | 0.0000% | $496991.00         | $442005.86         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD7568   | 2054-02-01      | 5.5000%  | 0.0000% | $783930.00         | $702756.90         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8191   | 2052-01-01      | 3.5000%  | 0.0000% | $50000.00          | $30257.11          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8173   | 2051-10-01      | 2.5000%  | 0.0000% | $11801000.00       | $7331997.42        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8201   | 2052-03-01      | 3.0000%  | 0.0000% | $2930000.00        | $1995852.79        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8277   | 2052-12-01      | 5.5000%  | 0.0000% | $75623097.00       | $61158273.05       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8382   | 2053-12-01      | 5.0000%  | 0.0000% | $1337495.00        | $1219639.32        | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q31601 G   | 2045-02-01      | 4.0000%  | 0.0000% | $12375022.00       | $1607918.56        | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q38388 G   | 2046-01-01      | 4.0000%  | 0.0000% | $2982862.00        | $368790.77         | Agency Mortgage-Backed Securities         |
| 04.500 FGPC Q54332 G   | 2048-02-01      | 4.5000%  | 0.0000% | $25271328.00       | $5286170.45        | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2053-09-25      | 5.6552%  | 0.0000% | $35662000.00       | $26020883.18       | Agency Collateralized Mortgage Obligation |
| FNRM RC133HC R12F133   | 2041-09-25      | 2.5000%  | 0.0000% | $86932478.00       | $4729813.59        | Agency Collateralized Mortgage Obligation |
| FNRM RC061BA R13F061   | 2043-01-25      | 3.0000%  | 0.0000% | $218639000.00      | $21798026.58       | Agency Collateralized Mortgage Obligation |
| FNRM RC072NA R13F072   | 2042-08-25      | 2.5000%  | 0.0000% | $45549436.00       | $1052422.65        | Agency Collateralized Mortgage Obligation |
| FNRM RC081AX R13F081   | 2043-08-25      | 3.5000%  | 0.0000% | $103093259.00      | $11806843.10       | Agency Collateralized Mortgage Obligation |
| FNRM RC073KA R13F073   | 2042-10-25      | 3.0000%  | 0.0000% | $158987000.00      | $16917729.60       | Agency Collateralized Mortgage Obligation |
| FNRM CL136KB R13F136   | 2029-01-25      | 3.5000%  | 0.0000% | $100300000.00      | $2737532.87        | Agency Collateralized Mortgage Obligation |
| FNRM CL003A2 R16M003   | 2026-02-25      | 2.7020%  | 0.0000% | $1750000.00        | $839705.83         | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2046-11-25      | 4.8197%  | 0.0000% | $1144448.00        | $129571.05         | Agency Collateralized Mortgage Obligation |
| MNRA CL014A2 R18M014   | 2028-08-25      | 3.6995%  | 0.0000% | $10000003.00       | $9261334.29        | Agency Collateralized Mortgage Obligation |
| MNRA CL010A2 R18M010   | 2028-07-25      | 3.4666%  | 0.0000% | $15181000.00       | $14478504.99       | Agency Collateralized Mortgage Obligation |
| MNRM CL005A2 R19M005   | 2029-02-25      | 3.2730%  | 0.0000% | $9932359.00        | $9001375.85        | Agency Collateralized Mortgage Obligation |
| MNRM RC019A2 R19M019   | 2029-09-25      | 2.5600%  | 0.0000% | $1448000.00        | $1133971.71        | Agency Collateralized Mortgage Obligation |
| MNRM CL014A2 R19M014   | 2029-06-25      | 2.7520%  | 0.0000% | $1332610.00        | $1206551.97        | Agency Collateralized Mortgage Obligation |
| MNRM CL001A2 R20M001   | 2029-10-25      | 2.4440%  | 0.0000% | $11450104.00       | $10753683.23       | Agency Collateralized Mortgage Obligation |
| MNRM CL008A2 R20M008   | 2030-02-25      | 1.8210%  | 0.0000% | $4283600.00        | $3619028.14        | Agency Collateralized Mortgage Obligation |
| MNRM CL020A1 R20M020   | 2029-10-25      | 1.0860%  | 0.0000% | $1401980.00        | $825480.67         | Agency Collateralized Mortgage Obligation |
| MNRM CL0253A1 R20M02   | 2034-08-25      | 0.9980%  | 0.0000% | $5000000.00        | $959062.92         | Agency Collateralized Mortgage Obligation |
| MNRM CL052A1 R20M052   | 2030-10-25      | 0.8780%  | 0.0000% | $299982.00         | $70289.08          | Agency Collateralized Mortgage Obligation |
| MNRM CL004A1 R21M004   | 2031-02-25      | 0.9590%  | 0.0000% | $1000000.00        | $306442.00         | Agency Collateralized Mortgage Obligation |
| MNRA CL03GA2 R21M03G   | 2031-01-25      | 1.2863%  | 0.0000% | $9997909.00        | $8558049.58        | Agency Collateralized Mortgage Obligation |
| FNRM RC025GA R21F025   | 2051-05-25      | 1.0000%  | 0.0000% | $35000000.00       | $11930470.73       | Agency Collateralized Mortgage Obligation |
| MNRM CL023AB R21M023   | 2031-11-25      | 0.5000%  | 0.0000% | $3805000.00        | $2345632.23        | Agency Collateralized Mortgage Obligation |
| MNRA CL001A1 R22M001   | 2031-10-25      | 1.7240%  | 0.0000% | $6000000.00        | $4677151.59        | Agency Collateralized Mortgage Obligation |
| MNRA CL005A3 R22M005   | 2034-01-25      | 2.4244%  | 0.0000% | $1800000.00        | $1522390.80        | Agency Collateralized Mortgage Obligation |
| MNRA RC004A1X R22M00   | 2030-05-25      | 2.5399%  | 0.0000% | $135190.00         | $63883.30          | Agency Collateralized Mortgage Obligation |
| MNRA CL003A1 R22M003   | 2031-11-25      | 1.7641%  | 0.0000% | $7958773.00        | $6500646.35        | Agency Collateralized Mortgage Obligation |
| MNRA CL01GA2 R22M01G   | 2031-09-25      | 1.5827%  | 0.0000% | $4140790.00        | $3551051.21        | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2052-06-25      | 4.8000%  | 0.0000% | $3258852.00        | $1669714.99        | Agency Collateralized Mortgage Obligation |
| MNRA CL013A1 R22M013   | 2032-05-25      | 2.6802%  | 0.0000% | $18000000.00       | $14402823.45       | Agency Collateralized Mortgage Obligation |
| MNRA CL013A2 R22M013   | 2032-05-25      | 2.6802%  | 0.0000% | $10670566.00       | $9574377.57        | Agency Collateralized Mortgage Obligation |
| MNRA CL004A1 R23M004   | 2032-09-25      | 3.8926%  | 0.0000% | $14000000.00       | $12224069.08       | Agency Collateralized Mortgage Obligation |
| MNRA CL0022A1 R23M00   | 2030-09-25      | 2.9140%  | 0.0000% | $13414427.00       | $8163158.55        | Agency Collateralized Mortgage Obligation |
| MNRA RC01SA1X R23M01   | 2033-07-25      | 4.6489%  | 0.0000% | $6000000.00        | $1380153.22        | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2053-09-25      | 5.2052%  | 0.0000% | $27246957.00       | $21470728.93       | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2053-10-25      | 5.6052%  | 0.0000% | $85318145.00       | $58694936.20       | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2053-11-25      | 6.0552%  | 0.0000% | $194706752.00      | $123134354.40      | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2053-11-25      | 5.8052%  | 0.0000% | $9957525.00        | $5804807.12        | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2053-11-25      | 5.8552%  | 0.0000% | $2491236.00        | $1453554.63        | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2054-03-25      | 5.6552%  | 0.0000% | $48807304.00       | $34255502.64       | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2054-03-25      | 5.1552%  | 0.0000% | $39508194.00       | $29657876.42       | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2054-07-25      | 5.4052%  | 0.0000% | $10000000.00       | $8043324.65        | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2054-01-25      | 5.3052%  | 0.0000% | $10000000.00       | $5931318.81        | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2054-08-25      | 5.6052%  | 0.0000% | $51166100.00       | $42548092.73       | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2054-12-25      | 5.8052%  | 0.0000% | $10000000.00       | $8473609.17        | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2054-12-25      | 5.8052%  | 0.0000% | $49923588.00       | $38993772.87       | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2054-11-25      | 4.9052%  | 0.0000% | $50000000.00       | $43036365.54       | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2054-11-25      | 5.7752%  | 0.0000% | $24597100.00       | $19605899.35       | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2055-03-25      | 5.6552%  | 0.0000% | $42741.00          | $40727.07          | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2055-06-25      | 5.8052%  | 0.0000% | $63886504.00       | $63193125.46       | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2055-05-25      | 5.7052%  | 0.0000% | $14000100.00       | $13570660.78       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2041-03-15      | 5.0000%  | 0.0000% | $8668033.00        | $2591107.76        | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2048-05-25      | 3.0000%  | 0.0000% | $94623.00          | $61023.00          | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2053-11-25      | 5.4052%  | 0.0000% | $3669472.00        | $2470991.67        | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2054-09-25      | 5.2052%  | 0.0000% | $708718.00         | $673819.30         | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2055-01-25      | 5.6052%  | 0.0000% | $8011287.00        | $7258793.46        | Agency Collateralized Mortgage Obligation |
| FEPC 03.000 CLQD0528   | 2051-11-01      | 3.0000%  | 0.0000% | $531291.00         | $302020.82         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQD5776   | 2052-01-01      | 3.0000%  | 0.0000% | $4310937.00        | $2742633.30        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE4420   | 2052-06-01      | 4.5000%  | 0.0000% | $3879.00           | $3200.26           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQF0843   | 2052-10-01      | 6.0000%  | 0.0000% | $1073014.00        | $930329.55         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF1041   | 2052-10-01      | 5.5000%  | 0.0000% | $1271070.00        | $1127503.64        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF2390   | 2052-10-01      | 5.0000%  | 0.0000% | $4432065.00        | $3393997.25        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF9729   | 2053-03-01      | 5.5000%  | 0.0000% | $3184585.00        | $2506615.08        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQG2964   | 2053-05-01      | 6.5000%  | 0.0000% | $5272582.00        | $4808825.44        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQG9970   | 2053-09-01      | 6.5000%  | 0.0000% | $2400150.00        | $2214139.16        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQH0239   | 2053-09-01      | 6.0000%  | 0.0000% | $982452.00         | $887450.53         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH5017   | 2053-11-01      | 6.5000%  | 0.0000% | $4356258.00        | $2289777.03        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQJ0661   | 2054-08-01      | 6.5000%  | 0.0000% | $1794570.00        | $1859220.87        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQJ0743   | 2054-08-01      | 6.5000%  | 0.0000% | $1913295.00        | $1974320.97        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQJ0746   | 2054-08-01      | 6.5000%  | 0.0000% | $3008087.00        | $2883200.75        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ8657   | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $944.96            | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2055-01-25      | 5.4052%  | 0.0000% | $50000000.00       | $48611291.22       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2055-02-25      | 5.9552%  | 0.0000% | $13462196.00       | $12689507.61       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-097 FT       | 2054-06-20      | 5.4519%  | 0.0000% | $1004.00           | $970.70            | Agency Collateralized Mortgage Obligation |

### Security 240: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18BAC2, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP18BAC2
- **C.18 - Value (incl. sponsor support):** $1553000000.00
- **C.18.a - Value (excl. sponsor support):** $1553000000.00
- **C.19 - Percentage of Net Assets:** 1.9100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae             | 2027-06-25      | 3.1625%  | 0.0000% | $1644000.00        | $946105.08         | Agency Collateralized Mortgage Obligation |
| MNRA CL012A2 R18M012   | 2030-08-25      | 3.7480%  | 0.0000% | $5000000.00        | $4877516.11        | Agency Collateralized Mortgage Obligation |
| MNRA CL01GA2 R21M01G   | 2030-11-25      | 1.5174%  | 0.0000% | $8313573.00        | $7202854.94        | Agency Collateralized Mortgage Obligation |
| MNRA CL03GA2 R21M03G   | 2031-01-25      | 1.2863%  | 0.0000% | $10000000.00       | $8559839.44        | Agency Collateralized Mortgage Obligation |
| MNRA RC004A1X R22M00   | 2030-05-25      | 2.5399%  | 0.0000% | $2583000.00        | $1220582.57        | Agency Collateralized Mortgage Obligation |
| MNRA CL003A1 R22M003   | 2031-11-25      | 1.7641%  | 0.0000% | $7041227.00        | $5751203.94        | Agency Collateralized Mortgage Obligation |
| MNRA CL013A2 R22M013   | 2032-05-25      | 2.6802%  | 0.0000% | $759434.00         | $681417.26         | Agency Collateralized Mortgage Obligation |
| MNRA RC01SA1X R23M01   | 2033-07-25      | 4.6489%  | 0.0000% | $11000000.00       | $2530280.90        | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2053-09-25      | 5.2052%  | 0.0000% | $25974716.00       | $20468197.10       | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2053-10-25      | 5.6052%  | 0.0000% | $1483.00           | $1020.24           | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2053-11-25      | 5.8052%  | 0.0000% | $36005271.00       | $20989518.32       | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2054-12-25      | 5.7552%  | 0.0000% | $10751400.00       | $8988257.02        | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2054-12-25      | 5.7052%  | 0.0000% | $1000.00           | $870.22            | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2055-03-25      | 5.6552%  | 0.0000% | $4051999.00        | $3861071.56        | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2041-03-15      | 5.0000%  | 0.0000% | $1706021.00        | $509975.48         | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2048-05-25      | 3.0000%  | 0.0000% | $13172135.00       | $8494796.53        | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2053-11-25      | 5.4052%  | 0.0000% | $718985.00         | $484158.47         | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2054-07-25      | 5.6552%  | 0.0000% | $6248495.00        | $4614553.97        | Agency Collateralized Mortgage Obligation |
| FEPC 07.000 CLQH4913   | 2053-11-01      | 7.0000%  | 0.0000% | $1640811.00        | $1308657.18        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQH5848   | 2053-11-01      | 5.5000%  | 0.0000% | $761180.00         | $593893.69         | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLQH7372   | 2054-01-01      | 7.5000%  | 0.0000% | $1845576.00        | $1349343.00        | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLQH7631   | 2054-01-01      | 7.5000%  | 0.0000% | $7002.00           | $5239.99           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQJ0977   | 2054-07-01      | 6.5000%  | 0.0000% | $200000.00         | $161690.01         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ3584   | 2054-08-01      | 5.5000%  | 0.0000% | $1093583.00        | $1096551.66        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQJ4700   | 2054-09-01      | 6.5000%  | 0.0000% | $39654796.00       | $40577781.61       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ6652   | 2054-10-01      | 5.5000%  | 0.0000% | $303004.00         | $301396.74         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQJ6888   | 2054-10-01      | 5.0000%  | 0.0000% | $999900.00         | $974280.96         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CIQN6605   | 2036-06-01      | 2.0000%  | 0.0000% | $3008682.00        | $1404623.59        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 3PQU7914   | 2051-07-01      | 2.5000%  | 0.0000% | $100000.00         | $70322.44          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA3913   | 2050-11-01      | 2.5000%  | 0.0000% | $1700000.00        | $885391.85         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA5435   | 2051-06-01      | 2.5000%  | 0.0000% | $105000.00         | $70593.74          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA6694   | 2052-01-01      | 2.0000%  | 0.0000% | $3004361.00        | $1936651.77        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7924   | 2052-09-01      | 4.5000%  | 0.0000% | $2554672.00        | $1925240.83        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRA8215   | 2052-11-01      | 6.0000%  | 0.0000% | $52385727.00       | $40188024.43       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA8246   | 2052-11-01      | 4.5000%  | 0.0000% | $36783677.00       | $29186090.73       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA8304   | 2052-12-01      | 5.5000%  | 0.0000% | $32205219.00       | $25179945.02       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA8546   | 2053-02-01      | 5.5000%  | 0.0000% | $2934988.00        | $2511542.84        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9264   | 2053-06-01      | 5.5000%  | 0.0000% | $14689000.00       | $12506503.79       | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3PSE9010   | 2050-04-01      | 3.5000%  | 0.0000% | $6529090.00        | $1795900.34        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI8362   | 2054-06-01      | 6.0000%  | 0.0000% | $6991717.00        | $6859486.64        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIQO2611   | 2039-10-01      | 4.5000%  | 0.0000% | $990238.00         | $927402.04         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAL3092   | 2043-01-01      | 3.5000%  | 0.0000% | $46870610.00       | $8861114.43        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAO5928   | 2042-06-01      | 3.5000%  | 0.0000% | $1125000.00        | $76011.65          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAP2123   | 2042-08-01      | 3.0000%  | 0.0000% | $78333061.00       | $9778324.50        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDA5489   | 2054-01-01      | 6.5000%  | 0.0000% | $1162917.00        | $1199477.44        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIDB2344   | 2039-10-01      | 4.0000%  | 0.0000% | $712871.00         | $646264.28         | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDB5653   | 2054-07-01      | 7.0000%  | 0.0000% | $3718178.00        | $2707233.75        | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDB6724   | 2054-06-01      | 7.0000%  | 0.0000% | $2159192.00        | $2267250.47        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB6791   | 2054-07-01      | 6.0000%  | 0.0000% | $2500325.00        | $2540760.66        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB6796   | 2054-07-01      | 6.5000%  | 0.0000% | $2795687.00        | $2880260.94        | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDB6893   | 2054-06-01      | 7.0000%  | 0.0000% | $2000177.00        | $1778875.96        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB7358   | 2054-07-01      | 6.0000%  | 0.0000% | $9786796.00        | $9919591.83        | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDB7341   | 2054-07-01      | 7.0000%  | 0.0000% | $1787987.00        | $1718858.08        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB7789   | 2054-08-01      | 5.5000%  | 0.0000% | $1641667.00        | $1623494.41        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC1600   | 2054-09-01      | 5.5000%  | 0.0000% | $1000935.00        | $999283.80         | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDC1630   | 2054-08-01      | 7.0000%  | 0.0000% | $2356160.00        | $2478170.99        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC1985   | 2054-09-01      | 5.5000%  | 0.0000% | $682705.00         | $683705.81         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC2263   | 2054-08-01      | 6.0000%  | 0.0000% | $3089041.00        | $2796970.58        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC3573   | 2054-09-01      | 6.0000%  | 0.0000% | $1869489.00        | $1440433.07        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC3024   | 2054-10-01      | 5.5000%  | 0.0000% | $2335934.00        | $2323731.26        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC3211   | 2054-10-01      | 6.0000%  | 0.0000% | $1452173.00        | $1485035.56        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC4380   | 2054-10-01      | 6.5000%  | 0.0000% | $2334320.00        | $1902968.60        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC6063   | 2054-12-01      | 5.5000%  | 0.0000% | $2650433.00        | $2655907.55        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $19500.00          | $11958.77          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-12-31      | 4.2500%  | 0.0000% | $940000.00         | $940037.60         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $45976000.00       | $46615287.41       | U.S. Treasuries (including strips)        |
| FEPC 05.000 CLRJ3245   | 2055-01-01      | 5.0000%  | 0.0000% | $462895.00         | $445786.47         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ3709   | 2055-03-01      | 5.0000%  | 0.0000% | $1029.00           | $1004.30           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRQ0025   | 2055-06-01      | 4.5000%  | 0.0000% | $40886.00          | $39175.86          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRQ0001   | 2055-03-01      | 4.5000%  | 0.0000% | $92633.00          | $88146.79          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRQ0020   | 2055-05-01      | 4.5000%  | 0.0000% | $399837.00         | $382602.26         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIRR0010   | 2040-06-01      | 5.5000%  | 0.0000% | $903998.00         | $924400.83         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC6841   | 2054-11-01      | 5.0000%  | 0.0000% | $55382.00          | $52357.21          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDC8358   | 2054-12-01      | 4.5000%  | 0.0000% | $1295505.00        | $1237910.14        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC8676   | 2055-01-01      | 6.5000%  | 0.0000% | $1614765.00        | $1672475.04        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDD0741   | 2055-02-01      | 4.5000%  | 0.0000% | $51637.00          | $49231.70          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDD1866   | 2054-12-01      | 5.0000%  | 0.0000% | $1855418.00        | $1826139.28        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDD1867   | 2054-12-01      | 5.0000%  | 0.0000% | $1557503.00        | $1529099.65        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD3071   | 2055-03-01      | 6.5000%  | 0.0000% | $893434.00         | $932044.68         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD6138   | 2055-03-01      | 6.5000%  | 0.0000% | $2172948.00        | $2267240.15        | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CLDD9025   | 2055-06-01      | 7.5000%  | 0.0000% | $1438969.00        | $1582853.91        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDD9091   | 2055-04-01      | 4.5000%  | 0.0000% | $1000.00           | $957.10            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBA4958   | 2046-10-01      | 4.0000%  | 0.0000% | $1284550.00        | $310103.22         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBD8447   | 2046-10-01      | 4.0000%  | 0.0000% | $3059022.00        | $449074.51         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBE7474   | 2047-02-01      | 4.0000%  | 0.0000% | $22340436.00       | $4163094.96        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 I4BF0103   | 2056-06-01      | 3.5000%  | 0.0000% | $27700000.00       | $9679617.94        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 I4BF0535   | 2061-03-01      | 2.5000%  | 0.0000% | $1293299.00        | $683374.87         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 I4BF0605   | 2062-03-01      | 4.0000%  | 0.0000% | $71474838.00       | $54856930.97       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBH0224   | 2047-04-01      | 4.0000%  | 0.0000% | $773885.00         | $175183.76         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBJ4770   | 2048-02-01      | 4.0000%  | 0.0000% | $4138174.00        | $1199496.99        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBJ7096   | 2048-08-01      | 4.0000%  | 0.0000% | $5252219.00        | $1652621.61        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBJ9169   | 2048-05-01      | 4.0000%  | 0.0000% | $12000.00          | $1238.92           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBJ9997   | 2048-06-01      | 4.5000%  | 0.0000% | $7940609.00        | $2086580.15        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTBK1872   | 2038-04-01      | 4.0000%  | 0.0000% | $2380407.00        | $823213.24         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBK6013   | 2048-06-01      | 4.5000%  | 0.0000% | $1058448.00        | $379120.61         | Agency Mortgage-Backed Securities         |
| MNMS 01.690 MIBL6320   | 2035-05-01      | 1.6900%  | 0.0000% | $10164870.00       | $6368469.18        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM5332   | 2048-11-01      | 4.5000%  | 0.0000% | $8580.00           | $2308.64           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM4518   | 2048-10-01      | 4.5000%  | 0.0000% | $13994000.00       | $3742587.04        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBM5134   | 2048-11-01      | 4.0000%  | 0.0000% | $22750000.00       | $4470265.72        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBM5134   | 2048-11-01      | 4.0000%  | 0.0000% | $55427599.00       | $10891256.96       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTBM5956   | 2038-09-01      | 4.0000%  | 0.0000% | $204000.00         | $58755.73          | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX XYBM6932   | 2032-05-01      | 3.1911%  | 0.0000% | $30568022.00       | $26777288.05       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBN0536   | 2048-10-01      | 4.0000%  | 0.0000% | $1731193.00        | $358545.89         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBN2113   | 2048-10-01      | 4.0000%  | 0.0000% | $4549652.00        | $1100361.67        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBP7667   | 2050-12-01      | 2.5000%  | 0.0000% | $1315000.00        | $730588.46         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBQ2863   | 2050-09-01      | 2.5000%  | 0.0000% | $1575000.00        | $771515.25         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBQ5109   | 2050-11-01      | 2.0000%  | 0.0000% | $9082999.00        | $5033800.17        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBR4388   | 2051-03-01      | 2.0000%  | 0.0000% | $1499000.00        | $879190.74         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBR4756   | 2051-03-01      | 2.0000%  | 0.0000% | $1800000.00        | $906862.17         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBT5591   | 2051-08-01      | 3.0000%  | 0.0000% | $9945258.00        | $4566645.83        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBT7455   | 2051-09-01      | 3.0000%  | 0.0000% | $11301845.00       | $6018555.53        | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLBU4265   | 2053-11-01      | 7.0000%  | 0.0000% | $2592474.00        | $2071984.30        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBU5138   | 2054-11-01      | 5.5000%  | 0.0000% | $2736774.00        | $2759910.26        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBU5467   | 2055-01-01      | 5.0000%  | 0.0000% | $1682444.00        | $1648360.19        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBU5473   | 2055-01-01      | 6.0000%  | 0.0000% | $1623991.00        | $1364467.19        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBV1621   | 2055-05-01      | 6.0000%  | 0.0000% | $1294509.00        | $1334491.42        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBV3048   | 2052-02-01      | 3.0000%  | 0.0000% | $3400000.00        | $2118263.92        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBW1387   | 2052-12-01      | 4.5000%  | 0.0000% | $5977085.00        | $4849731.81        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBW3382   | 2052-07-01      | 4.5000%  | 0.0000% | $2150000.00        | $1618905.25        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW6156   | 2052-07-01      | 5.0000%  | 0.0000% | $1385395.00        | $1304777.53        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW7061   | 2052-10-01      | 5.0000%  | 0.0000% | $4721072.00        | $3967603.61        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW8756   | 2052-10-01      | 5.0000%  | 0.0000% | $1396171.00        | $1224707.62        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW9846   | 2052-09-01      | 5.0000%  | 0.0000% | $54512.00          | $36667.32          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX1766   | 2052-11-01      | 5.0000%  | 0.0000% | $2340961.00        | $2017691.15        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX3284   | 2053-02-01      | 5.0000%  | 0.0000% | $100000.00         | $81653.94          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBX5025   | 2052-12-01      | 6.0000%  | 0.0000% | $5340476.00        | $3518737.25        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX6445   | 2053-02-01      | 5.0000%  | 0.0000% | $5737115.00        | $4880899.02        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBX9243   | 2053-04-01      | 6.5000%  | 0.0000% | $4133999.00        | $3451098.29        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBY0685   | 2053-04-01      | 5.0000%  | 0.0000% | $7289481.00        | $6460828.15        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBY6370   | 2053-07-01      | 6.5000%  | 0.0000% | $3923522.00        | $3425503.36        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBY6470   | 2053-08-01      | 6.0000%  | 0.0000% | $1069000.00        | $700599.62         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBY8343   | 2053-08-01      | 6.5000%  | 0.0000% | $2669290.00        | $2534999.15        | Agency Mortgage-Backed Securities         |
| 05.000 FGPC N70075 G   | 2035-01-01      | 5.0000%  | 0.0000% | $6379.00           | $124.26            | Agency Mortgage-Backed Securities         |
| 07.500 FGPC G20028 G   | 2036-12-01      | 7.5000%  | 0.0000% | $5352.00           | $127.26            | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G20032 G   | 2037-12-01      | 5.5000%  | 0.0000% | $12676.00          | $586.96            | Agency Mortgage-Backed Securities         |
| 05.000 FGPC P00062 G   | 2035-01-01      | 5.0000%  | 0.0000% | $3775.00           | $145.54            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC P20586 G   | 2034-11-01      | 6.0000%  | 0.0000% | $6684.00           | $91.73             | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A50739 G   | 2036-07-01      | 6.0000%  | 0.0000% | $9772.00           | $103.55            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G08788 G   | 2047-11-01      | 3.5000%  | 0.0000% | $43259261.00       | $5413970.78        | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G08618 G   | 2044-12-01      | 4.0000%  | 0.0000% | $62570030.00       | $4787462.22        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM0722   | 2046-01-01      | 4.0000%  | 0.0000% | $2769000.00        | $259572.72         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3VZN0506   | 2042-11-01      | 3.5000%  | 0.0000% | $66162090.00       | $10252511.18       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZN3399   | 2049-02-01      | 5.0000%  | 0.0000% | $880075.00         | $145789.20         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS3861   | 2043-11-01      | 4.0000%  | 0.0000% | $830000.00         | $109612.27         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CTSC0089   | 2040-10-01      | 2.0000%  | 0.0000% | $500000.00         | $260387.69         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD0882   | 2052-02-01      | 2.5000%  | 0.0000% | $865893.00         | $556154.41         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD1041   | 2052-06-01      | 3.0000%  | 0.0000% | $7071583.00        | $4762781.40        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD1605   | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $728.42            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD3097   | 2052-06-01      | 3.5000%  | 0.0000% | $219748.00         | $166845.20         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD6585   | 2054-10-01      | 5.5000%  | 0.0000% | $331060.00         | $303520.08         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8029   | 2049-12-01      | 2.5000%  | 0.0000% | $3604297.00        | $871044.08         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD7525   | 2050-10-01      | 2.5000%  | 0.0000% | $500780.00         | $252417.65         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD7534   | 2051-02-01      | 2.5000%  | 0.0000% | $799996.00         | $423909.95         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD7566   | 2054-01-01      | 6.5000%  | 0.0000% | $29987.00          | $26068.26          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8121   | 2050-12-01      | 2.0000%  | 0.0000% | $145000.00         | $79242.53          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8184   | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $626.54            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8258   | 2052-10-01      | 5.0000%  | 0.0000% | $7000.00           | $5577.17           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8258   | 2052-10-01      | 5.0000%  | 0.0000% | $53216876.00       | $42399945.77       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8232   | 2052-06-01      | 5.0000%  | 0.0000% | $66000.00          | $49214.93          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8243   | 2052-09-01      | 3.5000%  | 0.0000% | $118000.00         | $91180.67          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8251   | 2052-08-01      | 5.5000%  | 0.0000% | $1000.00           | $749.71            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8291   | 2052-11-01      | 2.5000%  | 0.0000% | $2586463.00        | $1897709.94        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8277   | 2052-12-01      | 5.5000%  | 0.0000% | $153377.00         | $124039.78         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8277   | 2052-12-01      | 5.5000%  | 0.0000% | $39652254.00       | $32067760.69       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8315   | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $845.39            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8327   | 2053-04-01      | 3.5000%  | 0.0000% | $41000.00          | $31779.86          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8336   | 2053-04-01      | 3.5000%  | 0.0000% | $49000.00          | $39336.47          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8340   | 2053-07-01      | 4.5000%  | 0.0000% | $306000.00         | $264716.63         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8484   | 2054-11-01      | 4.0000%  | 0.0000% | $71000.00          | $64239.78          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8490   | 2055-01-01      | 4.5000%  | 0.0000% | $377081.00         | $351874.07         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8491   | 2054-12-01      | 5.0000%  | 0.0000% | $475000.00         | $447370.68         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD3632   | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $747.96            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD3683   | 2053-09-01      | 5.5000%  | 0.0000% | $155000.00         | $130133.61         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD4084   | 2053-10-01      | 5.5000%  | 0.0000% | $99711.00          | $83518.74          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD4365   | 2053-09-01      | 5.5000%  | 0.0000% | $400000.00         | $351384.25         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD4337   | 2053-09-01      | 5.0000%  | 0.0000% | $135000.00         | $115018.93         | Agency Mortgage-Backed Securities         |
| 04.000 FGPC U99177 G   | 2044-02-01      | 4.0000%  | 0.0000% | $59000000.00       | $11683347.60       | Agency Mortgage-Backed Securities         |
| 04.000 FGPC V83149 G   | 2047-04-01      | 4.0000%  | 0.0000% | $11465698.00       | $2766708.26        | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q30510 G   | 2044-12-01      | 3.5000%  | 0.0000% | $8300000.00        | $1968086.36        | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q34318 G   | 2045-06-01      | 4.0000%  | 0.0000% | $63317047.00       | $10866691.77       | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q38388 G   | 2046-01-01      | 4.0000%  | 0.0000% | $10995416.00       | $1359435.30        | Agency Mortgage-Backed Securities         |
| 04.500 FGPC Q60436 G   | 2048-12-01      | 4.5000%  | 0.0000% | $10695043.00       | $2410494.90        | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q49206 G   | 2047-07-01      | 3.5000%  | 0.0000% | $6000000.00        | $550246.47         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G61595 G   | 2048-07-01      | 3.5000%  | 0.0000% | $16715512.00       | $3527740.21        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQD3363   | 2051-12-01      | 3.0000%  | 0.0000% | $596128.00         | $417517.89         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQE2001   | 2052-05-01      | 3.5000%  | 0.0000% | $215000.00         | $160247.13         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE3428   | 2052-06-01      | 5.0000%  | 0.0000% | $15155169.00       | $8881917.55        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE4754   | 2052-07-01      | 4.5000%  | 0.0000% | $120000.00         | $84621.02          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE8140   | 2052-08-01      | 5.0000%  | 0.0000% | $13800000.00       | $10779174.82       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQF6627   | 2053-01-01      | 6.5000%  | 0.0000% | $112927.00         | $79328.32          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQF8204   | 2053-02-01      | 6.0000%  | 0.0000% | $100000.00         | $80704.78          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF9670   | 2053-03-01      | 5.5000%  | 0.0000% | $104000.00         | $87014.57          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF9985   | 2053-04-01      | 5.5000%  | 0.0000% | $300000.00         | $260819.23         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG6728   | 2053-07-01      | 6.0000%  | 0.0000% | $2056866.00        | $1637801.99        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQG8129   | 2053-08-01      | 6.5000%  | 0.0000% | $100000.00         | $75994.66          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG8401   | 2053-08-01      | 5.5000%  | 0.0000% | $927466.00         | $751498.77         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG8471   | 2053-08-01      | 5.5000%  | 0.0000% | $100000.00         | $87352.90          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQG8671   | 2053-08-01      | 6.5000%  | 0.0000% | $11134244.00       | $11458121.85       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH0278   | 2053-09-01      | 6.5000%  | 0.0000% | $10116389.00       | $8584748.79        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQH3273   | 2053-10-01      | 5.5000%  | 0.0000% | $201157.00         | $189036.44         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBY9450   | 2053-09-01      | 6.5000%  | 0.0000% | $4466944.00        | $2971321.17        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA0873   | 2047-12-01      | 4.5000%  | 0.0000% | $15700000.00       | $3856457.39        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA0309   | 2047-09-01      | 3.5000%  | 0.0000% | $45821270.00       | $12474151.11       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA2640   | 2048-11-01      | 4.5000%  | 0.0000% | $116416574.00      | $38062409.01       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA2046   | 2048-07-01      | 4.5000%  | 0.0000% | $161409009.00      | $29848960.25       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA3339   | 2049-04-01      | 4.5000%  | 0.0000% | $22280295.00       | $6291155.22        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA3664   | 2049-06-01      | 4.0000%  | 0.0000% | $4000.00           | $1198.86           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA4185   | 2049-09-01      | 4.5000%  | 0.0000% | $5000.00           | $685.86            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA4624   | 2049-11-01      | 3.5000%  | 0.0000% | $62587442.00       | $17856636.20       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA5161   | 2050-02-01      | 3.5000%  | 0.0000% | $98055054.00       | $46893523.97       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA6992   | 2050-09-01      | 2.5000%  | 0.0000% | $82844159.00       | $42503483.00       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA8076   | 2050-12-01      | 2.0000%  | 0.0000% | $19968023.00       | $10793977.84       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CICA7514   | 2035-10-01      | 2.5000%  | 0.0000% | $236703.00         | $117818.40         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA7683   | 2050-11-01      | 2.0000%  | 0.0000% | $2941850.00        | $1578970.18        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA8511   | 2051-01-01      | 2.0000%  | 0.0000% | $103989747.00      | $53544727.09       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA8849   | 2051-02-01      | 2.0000%  | 0.0000% | $79222434.00       | $45346192.31       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA9032   | 2051-02-01      | 2.0000%  | 0.0000% | $41694387.00       | $24056857.86       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA9173   | 2051-02-01      | 2.0000%  | 0.0000% | $79154239.00       | $45833453.03       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA9286   | 2051-02-01      | 2.5000%  | 0.0000% | $87974797.00       | $49883130.59       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA9520   | 2049-05-01      | 3.5000%  | 0.0000% | $10026107.00       | $1439254.12        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB0841   | 2051-06-01      | 2.5000%  | 0.0000% | $1266027.00        | $774709.45         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB0088   | 2051-04-01      | 2.0000%  | 0.0000% | $39635507.00       | $23029524.90       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB0064   | 2051-04-01      | 2.5000%  | 0.0000% | $6474024.00        | $3898428.40        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB1279   | 2051-08-01      | 2.5000%  | 0.0000% | $137370.00         | $83758.94          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB1409   | 2051-08-01      | 3.0000%  | 0.0000% | $72683520.00       | $52235832.32       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB1554   | 2051-09-01      | 2.5000%  | 0.0000% | $3616368.00        | $2185318.71        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB1654   | 2051-09-01      | 2.0000%  | 0.0000% | $86127.00          | $52264.16          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB2291   | 2051-12-01      | 2.5000%  | 0.0000% | $4803706.00        | $3397697.19        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB6455   | 2053-06-01      | 4.0000%  | 0.0000% | $1000.00           | $838.43            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB8827   | 2054-07-01      | 4.5000%  | 0.0000% | $311266.00         | $285589.62         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB9635   | 2054-12-01      | 4.5000%  | 0.0000% | $13149283.00       | $12255624.43       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA1739   | 2054-10-01      | 5.0000%  | 0.0000% | $202657.00         | $200426.50         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA1547   | 2055-05-01      | 6.0000%  | 0.0000% | $109805307.00      | $110274547.30      | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA1866   | 2055-07-01      | 5.5000%  | 0.0000% | $15000000.00       | $15047633.34       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM2079   | 2049-12-01      | 3.0000%  | 0.0000% | $74617.00          | $31306.81          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM5127   | 2050-09-01      | 3.5000%  | 0.0000% | $189000.00         | $45190.44          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM9681   | 2051-08-01      | 4.0000%  | 0.0000% | $2000.00           | $921.91            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS0675   | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $636.48            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS2924   | 2052-01-01      | 3.0000%  | 0.0000% | $1500000.00        | $1026930.89        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS3393   | 2052-10-01      | 4.0000%  | 0.0000% | $207663.00         | $173157.29         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS3438   | 2052-12-01      | 5.5000%  | 0.0000% | $1132000.00        | $792727.00         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIFS4477   | 2037-05-01      | 2.5000%  | 0.0000% | $630000.00         | $445622.70         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS4009   | 2053-03-01      | 5.5000%  | 0.0000% | $1878231.00        | $1590398.20        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS5348   | 2052-10-01      | 4.0000%  | 0.0000% | $220000.00         | $174723.33         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS7155   | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $786.73            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS6668   | 2053-12-01      | 5.5000%  | 0.0000% | $215000.00         | $196125.80         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS7252   | 2053-11-01      | 5.0000%  | 0.0000% | $4045265.00        | $3623570.35        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 ZLFP0044   | 2050-10-25      | 3.5000%  | 0.0000% | $28000.00          | $22434.33          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CKMA0685   | 2041-02-01      | 4.0000%  | 0.0000% | $1330.00           | $24.79             | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA2956   | 2047-04-01      | 3.0000%  | 0.0000% | $5001.00           | $1152.20           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3057   | 2047-07-01      | 3.5000%  | 0.0000% | $5000.00           | $551.14            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4466   | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $632.76            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIMA3828   | 2034-11-01      | 3.0000%  | 0.0000% | $2000.00           | $302.81            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIMA3897   | 2035-01-01      | 3.0000%  | 0.0000% | $2000.00           | $332.68            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CTMA4204   | 2040-12-01      | 2.0000%  | 0.0000% | $1000.00           | $521.19            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4237   | 2051-01-01      | 2.0000%  | 0.0000% | $371699.00         | $203758.49         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA4600   | 2052-05-01      | 3.5000%  | 0.0000% | $2863065.00        | $2079516.20        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA4656   | 2052-07-01      | 4.5000%  | 0.0000% | $51000.00          | $39409.80          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4698   | 2052-08-01      | 3.0000%  | 0.0000% | $1000.00           | $741.18            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA4731   | 2052-09-01      | 3.5000%  | 0.0000% | $209000.00         | $161906.16         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA4786   | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $732.71            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA4806   | 2052-11-01      | 5.0000%  | 0.0000% | $14991657.00       | $12061742.77       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA4842   | 2052-12-01      | 5.5000%  | 0.0000% | $1380111.00        | $1102240.53        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA4918   | 2053-02-01      | 5.0000%  | 0.0000% | $3758369.00        | $3065875.69        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5444   | 2054-08-01      | 5.5000%  | 0.0000% | $6000.00           | $5592.64           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5552   | 2054-12-01      | 5.0000%  | 0.0000% | $7995559.00        | $7573941.94        | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQX0995   | 2054-11-01      | 7.0000%  | 0.0000% | $1453345.00        | $1556361.38        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQX2011   | 2054-12-01      | 5.0000%  | 0.0000% | $149943.00         | $146339.00         | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2054-08-25      | 5.3552%  | 0.0000% | $1000000.00        | $770788.92         | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2054-08-25      | 5.4052%  | 0.0000% | $300000.00         | $273668.78         | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2054-09-25      | 5.2052%  | 0.0000% | $29589064.00       | $28132039.06       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2054-11-25      | 5.2552%  | 0.0000% | $5872665.00        | $5397175.38        | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2054-12-25      | 5.5052%  | 0.0000% | $6300000.00        | $5430474.46        | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2054-12-25      | 5.5052%  | 0.0000% | $600000.00         | $539480.46         | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2055-02-25      | 5.7052%  | 0.0000% | $1000000.00        | $875965.71         | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2038-06-15      | 6.9953%  | 0.0000% | $60521856.00       | $533678.27         | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2039-10-15      | 7.0431%  | 0.0000% | $53677824.00       | $450302.11         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-097 FT       | 2054-06-20      | 5.4519%  | 0.0000% | $1024.00           | $990.03            | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLQX6462   | 2055-02-01      | 6.0000%  | 0.0000% | $247614.00         | $243414.58         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQY3141   | 2055-05-01      | 4.5000%  | 0.0000% | $271327.00         | $259739.49         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY6656   | 2055-06-01      | 6.0000%  | 0.0000% | $2983788.00        | $3045681.71        | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQY6746   | 2055-06-01      | 7.0000%  | 0.0000% | $1510247.00        | $1619032.94        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSL1670   | 2055-05-01      | 4.5000%  | 0.0000% | $7343085.00        | $7076340.09        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL1181   | 2055-05-01      | 6.0000%  | 0.0000% | $57653325.00       | $57540207.89       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL1191   | 2055-05-01      | 6.0000%  | 0.0000% | $5047422.00        | $5158971.97        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSL1469   | 2052-08-01      | 4.5000%  | 0.0000% | $1960056.00        | $1905099.07        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSL1463   | 2051-08-01      | 3.0000%  | 0.0000% | $130979.00         | $114313.73         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ1540   | 2054-05-01      | 6.5000%  | 0.0000% | $6046096.00        | $5392827.04        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ2836   | 2054-11-01      | 5.0000%  | 0.0000% | $13323002.00       | $12501170.43       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ3094   | 2054-12-01      | 6.0000%  | 0.0000% | $316500.00         | $317846.34         | Agency Mortgage-Backed Securities         |

### Security 241: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18LKY1, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP18LKY1
- **C.18 - Value (incl. sponsor support):** $542000000.00
- **C.18.a - Value (excl. sponsor support):** $542000000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| MNRA CL003A2 R22M003   | 2031-11-25      | 1.7641%  | 0.0000% | $3500000.00        | $2978034.50        | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2053-09-25      | 5.2052%  | 0.0000% | $3413352.00        | $2689737.26        | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2053-11-25      | 6.0552%  | 0.0000% | $1000.00           | $632.41            | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2053-11-25      | 5.8052%  | 0.0000% | $1520697.00        | $886500.69         | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2055-03-25      | 5.6552%  | 0.0000% | $558808.00         | $532477.35         | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2041-03-15      | 5.0000%  | 0.0000% | $6435946.00        | $1923877.03        | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2048-05-25      | 3.0000%  | 0.0000% | $8114106.00        | $5232840.35        | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2054-09-25      | 5.2052%  | 0.0000% | $1024.00           | $973.58            | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2054-12-25      | 5.6552%  | 0.0000% | $988950.00         | $809140.37         | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2054-12-25      | 5.7552%  | 0.0000% | $4596925.00        | $3898541.32        | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2055-02-25      | 5.9552%  | 0.0000% | $2647132.00        | $2495194.82        | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2055-02-25      | 5.7052%  | 0.0000% | $7600000.00        | $6657339.41        | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2039-12-25      | 7.2775%  | 0.0000% | $69259779.00       | $827515.05         | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2037-12-15      | 7.1489%  | 0.0000% | $89429075.00       | $717658.46         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-097 FT       | 2054-06-20      | 5.4519%  | 0.0000% | $1056.00           | $1020.97           | Agency Collateralized Mortgage Obligation |
| FEPC 04.500 CLQE2569   | 2052-05-01      | 4.5000%  | 0.0000% | $6733087.00        | $4647152.42        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE5382   | 2052-07-01      | 4.5000%  | 0.0000% | $1050000.00        | $826462.62         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE8029   | 2052-08-01      | 5.0000%  | 0.0000% | $95636147.00       | $71813673.06       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG8515   | 2053-08-01      | 5.5000%  | 0.0000% | $6768090.00        | $6404208.23        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA1300   | 2049-08-01      | 5.5000%  | 0.0000% | $483040.00         | $161911.58         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA6766   | 2052-02-01      | 2.5000%  | 0.0000% | $1250000.00        | $800990.93         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7396   | 2052-05-01      | 4.5000%  | 0.0000% | $469874.00         | $357028.57         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7500   | 2052-07-01      | 4.5000%  | 0.0000% | $1325602.00        | $966642.02         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA7932   | 2052-09-01      | 5.0000%  | 0.0000% | $5978663.00        | $4712495.87        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA8276   | 2052-12-01      | 5.5000%  | 0.0000% | $1975709.00        | $1632678.22        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA8304   | 2052-12-01      | 5.5000%  | 0.0000% | $311738.00         | $243735.21         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9438   | 2053-07-01      | 5.5000%  | 0.0000% | $5521459.00        | $4788751.96        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI4471   | 2054-03-01      | 5.5000%  | 0.0000% | $1505388.00        | $1224617.32        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQI4959   | 2054-05-01      | 5.0000%  | 0.0000% | $7606265.00        | $6927791.47        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI5588   | 2054-05-01      | 5.5000%  | 0.0000% | $5154264.00        | $5078775.00        | Agency Mortgage-Backed Securities         |
| FNMS 05.800 ML386641   | 2033-12-01      | 5.8000%  | 0.0000% | $390000.00         | $195631.29         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAI9479   | 2041-09-01      | 4.5000%  | 0.0000% | $14002350.00       | $1327362.97        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAK5912   | 2042-03-01      | 4.0000%  | 0.0000% | $20787000.00       | $2121630.12        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAK8223   | 2042-04-01      | 3.5000%  | 0.0000% | $20347920.00       | $2590514.31        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAL4434   | 2043-02-01      | 3.5000%  | 0.0000% | $40000000.00       | $7161421.69        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAO5735   | 2042-08-01      | 3.5000%  | 0.0000% | $1810318.00        | $166545.32         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CRAP4874   | 2042-09-01      | 3.5000%  | 0.0000% | $4134356.00        | $584875.60         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CVAT7753   | 2028-07-01      | 2.5000%  | 0.0000% | $6500000.00        | $480554.90         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZA4883   | 2047-03-01      | 4.0000%  | 0.0000% | $36929451.00       | $7190445.44        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT0380   | 2048-06-01      | 4.5000%  | 0.0000% | $25997887.00       | $5715638.58        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 ZLZT1230   | 2034-05-01      | 5.5000%  | 0.0000% | $22600000.00       | $753101.42         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CISB8057   | 2035-08-01      | 2.0000%  | 0.0000% | $22500000.00       | $7968653.00        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD1041   | 2052-06-01      | 3.0000%  | 0.0000% | $15909733.00       | $10715363.22       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD3046   | 2053-03-01      | 6.5000%  | 0.0000% | $9404890.00        | $7774457.61        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD3038   | 2053-05-01      | 5.0000%  | 0.0000% | $1481000.00        | $1261816.71        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD6143   | 2054-07-01      | 6.0000%  | 0.0000% | $22731228.00       | $21217903.34       | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8029   | 2049-12-01      | 2.5000%  | 0.0000% | $25054773.00       | $6054942.66        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD7525   | 2050-10-01      | 2.5000%  | 0.0000% | $431220.00         | $217356.00         | Agency Mortgage-Backed Securities         |
| 04.500 FGPC Q48805 G   | 2047-06-01      | 4.5000%  | 0.0000% | $4783760.00        | $1285486.12        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQB5092   | 2050-11-01      | 2.5000%  | 0.0000% | $200000.00         | $105372.51         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CVAU7218   | 2028-09-01      | 3.5000%  | 0.0000% | $7785052.00        | $396628.82         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAU7484   | 2043-09-01      | 4.5000%  | 0.0000% | $3181772.00        | $655732.77         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAU7530   | 2043-09-01      | 4.5000%  | 0.0000% | $1426232.00        | $114880.86         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CTAV1839   | 2033-12-01      | 3.5000%  | 0.0000% | $1211909.00        | $186494.17         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAW5569   | 2044-07-01      | 4.0000%  | 0.0000% | $2447771.00        | $96060.00          | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDA4111   | 2053-12-01      | 7.0000%  | 0.0000% | $3350748.00        | $2282863.20        | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDA7509   | 2054-01-01      | 7.0000%  | 0.0000% | $732444.00         | $772679.47         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD5981   | 2055-04-01      | 5.5000%  | 0.0000% | $1039973.00        | $1045430.97        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD7512   | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1003.87           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBM2007   | 2048-09-01      | 4.0000%  | 0.0000% | $2142001.00        | $191944.72         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBM5134   | 2048-11-01      | 4.0000%  | 0.0000% | $22483407.00       | $4417881.48        | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX SOBM7273   | 2053-06-01      | 4.9040%  | 0.0000% | $32287440.00       | $26161205.70       | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX SOBM7274   | 2052-08-01      | 3.3470%  | 0.0000% | $38223218.00       | $32433331.57       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBQ5109   | 2050-11-01      | 2.0000%  | 0.0000% | $3552274.00        | $1968671.08        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBQ8482   | 2050-12-01      | 2.5000%  | 0.0000% | $100000.00         | $39614.48          | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBS2139   | 2028-07-01      | 1.2700%  | 0.0000% | $30000000.00       | $27186062.85       | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS9273   | 2033-09-01      | 4.2700%  | 0.0000% | $33857190.00       | $33271586.63       | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS9275   | 2033-09-01      | 4.2700%  | 0.0000% | $30880453.00       | $30346336.10       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBT2849   | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $596.26            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBV5706   | 2052-05-01      | 3.5000%  | 0.0000% | $8604982.00        | $6712215.32        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA0527   | 2047-10-01      | 3.5000%  | 0.0000% | $37850620.00       | $10653456.20       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA1894   | 2048-06-01      | 4.0000%  | 0.0000% | $43735836.00       | $4547263.18        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA4016   | 2049-08-01      | 3.0000%  | 0.0000% | $432000.00         | $102696.30         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA4624   | 2049-11-01      | 3.5000%  | 0.0000% | $612629.00         | $174787.35         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA5508   | 2050-04-01      | 3.0000%  | 0.0000% | $466000.00         | $113943.21         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA7018   | 2050-09-01      | 2.0000%  | 0.0000% | $17630587.00       | $9256842.62        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA8076   | 2050-12-01      | 2.0000%  | 0.0000% | $20777194.00       | $11231385.88       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA7336   | 2050-10-01      | 2.0000%  | 0.0000% | $8622227.00        | $4544281.40        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA7631   | 2050-11-01      | 2.0000%  | 0.0000% | $2342724.00        | $1215848.83        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA8102   | 2050-12-01      | 2.0000%  | 0.0000% | $12663730.00       | $7286615.77        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA8511   | 2051-01-01      | 2.0000%  | 0.0000% | $2940512.00        | $1514081.12        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA8716   | 2051-01-01      | 2.0000%  | 0.0000% | $6278226.00        | $3592541.67        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA9032   | 2051-02-01      | 2.0000%  | 0.0000% | $1172705.00        | $676628.19         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB0762   | 2051-06-01      | 2.0000%  | 0.0000% | $2102291.00        | $1232631.99        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB4897   | 2052-10-01      | 5.0000%  | 0.0000% | $12162173.00       | $9589284.20        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6254   | 2053-05-01      | 5.5000%  | 0.0000% | $278214.00         | $234049.79         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6258   | 2053-05-01      | 5.5000%  | 0.0000% | $1283434.00        | $1054435.98        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB6493   | 2053-06-01      | 6.5000%  | 0.0000% | $1468459.00        | $1350611.56        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9364   | 2054-10-01      | 5.5000%  | 0.0000% | $35066865.00       | $33766739.11       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA1547   | 2055-05-01      | 6.0000%  | 0.0000% | $16466615.00       | $16536983.18       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA4806   | 2052-11-01      | 5.0000%  | 0.0000% | $21796922.00       | $17537011.84       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA4842   | 2052-12-01      | 5.5000%  | 0.0000% | $40793882.00       | $32580473.75       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $31600.00          | $19379.35          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $100.00            | $82.47             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $700.00            | $687.03            | U.S. Treasuries (including strips)        |

### Security 242: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 4.390000%
- **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: ARP18OLO6, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP18OLO6
- **C.18 - Value (incl. sponsor support):** $243000000.00
- **C.18.a - Value (excl. sponsor support):** $243000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-27
- **C.12 - Maturity Date (WAL):** 2025-08-27
- **C.13 - Final Legal Maturity Date:** 2025-08-27
- **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? 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FRESB MTG TR 2019-SB66         B      20390725 FLT | 2039-07-25      | 9.0388%  | 0.0000% | $10000.00          | $5087.86           | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB73         B      20400325 FLT | 2040-03-25      | 8.3702%  | 0.0000% | $52586.00          | $28778.24          | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB75         B      20400425 FLT | 2040-04-25      | 12.9117% | 0.0000% | $792109.00         | $604340.15         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB77         B      20400625 FLT | 2040-06-25      | 7.5000%  | 0.0000% | $17445365.00       | $12691133.45       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB80         B      20400925 FLT | 2040-09-25      | 7.4372%  | 0.0000% | $40400433.00       | $27523250.01       | Agency Collateralized Mortgage Obligation |
| FRESB MORTGAGE TRUST 2021-SB89 B      20410625 FLT | 2041-06-25      | 7.5000%  | 0.0000% | $3729876.00        | $2925136.33        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2022-SB96         B      20420125 FLT | 2042-01-25      | 7.7513%  | 0.0000% | $18809274.00       | $15618474.39       | Agency Collateralized Mortgage Obligation |
| FREDDIE SCRT SERIES 2021-2     MTU    20601125 2.5 | 2060-11-25      | 2.5000%  | 0.0000% | $995593.00         | $553920.83         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC SCRT SERIES 2022-1 MTU    20611125 3.2 | 2061-11-25      | 3.2500%  | 0.0000% | $648162.00         | $434297.33         | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2016-1      MT     20550925 3.0 | 2055-09-25      | 3.0000%  | 0.0000% | $23212000.00       | $8610838.43        | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2017-1      MA     20560125 3.0 | 2056-01-25      | 3.0000%  | 0.0000% | $1079002.00        | $405686.41         | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2017-1      MT     20560125 3.0 | 2056-01-25      | 3.0000%  | 0.0000% | $590000.00         | $278959.76         | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2017-3      MT     20560725 3.0 | 2056-07-25      | 3.0000%  | 0.0000% | $44971188.00       | $18209758.14       | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2017-3      MV     20560725 3.0 | 2056-07-25      | 3.0000%  | 0.0000% | $4000000.00        | $2631479.54        | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2018-4      MA     20580325 3.5 | 2058-03-25      | 3.5000%  | 0.0000% | $163509167.00      | $45956287.83       | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2018-4      MV     20580325 3.5 | 2058-03-25      | 3.5000%  | 0.0000% | $2098636.00        | $1438799.60        | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2019-2      MA     20580826 3.5 | 2058-08-26      | 3.5000%  | 0.0000% | $161323719.00      | $54413589.42       | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2019-4      MT     20590225 3.0 | 2059-02-25      | 3.0000%  | 0.0000% | $137340043.00      | $62823831.12       | Agency Collateralized Mortgage Obligation |

### Security 243: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.320000%
- **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: ARP18TWU9, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP18TWU9
- **C.18 - Value (incl. sponsor support):** $1941000000.00
- **C.18.a - Value (excl. sponsor support):** $1941000000.00
- **C.19 - Percentage of Net Assets:** 2.3900%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **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 MA9539 M     | 2054-03-20      | 4.5000%  | 0.0000% | $174459582.00      | $159901554.02      | Agency Mortgage-Backed Securities |
| GNII SF MA9603 M     | 2054-04-20      | 4.5000%  | 0.0000% | $177141204.00      | $164286093.72      | Agency Mortgage-Backed Securities |
| GNII SF MA9606 M     | 2054-02-20      | 6.0000%  | 0.0000% | $10000000.00       | $7889979.20        | Agency Mortgage-Backed Securities |
| GNII SF MA9669 M     | 2054-05-20      | 6.0000%  | 0.0000% | $19987424.00       | $17223612.17       | Agency Mortgage-Backed Securities |
| GNII SF MA9722 M     | 2054-06-20      | 4.0000%  | 0.0000% | $4297513.00        | $3836929.51        | Agency Mortgage-Backed Securities |
| GNMI SF BB4482 X     | 2047-07-15      | 4.5000%  | 0.0000% | $6810317.00        | $1103155.46        | Agency Mortgage-Backed Securities |
| GNMI SF BB7228 X     | 2047-09-15      | 4.5000%  | 0.0000% | $3247809.00        | $185615.03         | Agency Mortgage-Backed Securities |
| GNMI SF BC1382 X     | 2047-09-15      | 4.5000%  | 0.0000% | $1652671.00        | $162492.35         | Agency Mortgage-Backed Securities |
| GNMI SF BC3744 X     | 2047-09-15      | 4.5000%  | 0.0000% | $1658221.00        | $125694.34         | Agency Mortgage-Backed Securities |
| GNMI SF BC8968 X     | 2047-10-15      | 4.5000%  | 0.0000% | $1026.00           | $141.07            | Agency Mortgage-Backed Securities |
| GNMI SF BC8549 X     | 2047-09-15      | 4.5000%  | 0.0000% | $551148.00         | $57902.03          | Agency Mortgage-Backed Securities |
| GNMI SF BD4789 X     | 2047-11-15      | 4.5000%  | 0.0000% | $540051.00         | $45004.84          | Agency Mortgage-Backed Securities |
| GNMI SF BD6110 X     | 2047-11-15      | 3.5000%  | 0.0000% | $1000000.00        | $108431.04         | Agency Mortgage-Backed Securities |
| GNCL CL CN7571       | 2066-11-15      | 5.6850%  | 0.0000% | $6693810.00        | $6841680.17        | Agency Mortgage-Backed Securities |
| GNCL CL CP2692       | 2066-12-15      | 5.4500%  | 0.0000% | $720000.00         | $735386.60         | Agency Mortgage-Backed Securities |
| GNII SF CP6904 C     | 2052-10-20      | 5.0000%  | 0.0000% | $2226473.00        | $1926240.87        | Agency Mortgage-Backed Securities |
| GNMI SF BE7988 X     | 2048-01-15      | 5.0000%  | 0.0000% | $4185032.00        | $863737.11         | Agency Mortgage-Backed Securities |
| GNMI SF BF9995 X     | 2048-04-15      | 4.5000%  | 0.0000% | $2641350.00        | $91116.96          | Agency Mortgage-Backed Securities |
| GNII SF BG7731 C     | 2048-04-20      | 4.5000%  | 0.0000% | $4000000.00        | $145181.84         | Agency Mortgage-Backed Securities |
| GNMI SF BK5550 X     | 2049-10-15      | 3.0000%  | 0.0000% | $835361.00         | $197727.93         | Agency Mortgage-Backed Securities |
| GNMI SF BL3846 X     | 2049-02-15      | 4.5000%  | 0.0000% | $4717347.00        | $193280.10         | Agency Mortgage-Backed Securities |
| GNMI SF BP1506 X     | 2049-08-15      | 4.5000%  | 0.0000% | $25187.00          | $1640.40           | Agency Mortgage-Backed Securities |
| GNMI SF BQ7186 X     | 2049-10-15      | 3.5000%  | 0.0000% | $1929066.00        | $203313.54         | Agency Mortgage-Backed Securities |
| GNMI SF BQ8595 X     | 2049-12-15      | 3.0000%  | 0.0000% | $613721.00         | $288063.63         | Agency Mortgage-Backed Securities |
| GNMI SF BR4832 X     | 2052-06-15      | 4.0000%  | 0.0000% | $911955.00         | $399308.27         | Agency Mortgage-Backed Securities |
| GNMI SF BS5065 X     | 2050-02-15      | 3.5000%  | 0.0000% | $425846.00         | $71602.18          | Agency Mortgage-Backed Securities |
| GNPL PN CI8959       | 2059-10-15      | 5.1500%  | 0.0000% | $800000.00         | $808556.25         | Agency Mortgage-Backed Securities |
| GNMI SF CJ2163 X     | 2052-04-15      | 3.0000%  | 0.0000% | $1733518.00        | $1309793.66        | Agency Mortgage-Backed Securities |
| GNII RG CJ9437 C     | 2049-08-20      | 5.5000%  | 0.0000% | $6233620.00        | $3751054.80        | Agency Mortgage-Backed Securities |
| GNPL PN CK5807       | 2059-11-15      | 5.0000%  | 0.0000% | $2645260.00        | $2614284.56        | Agency Mortgage-Backed Securities |
| GNMI SF CL1779 X     | 2052-03-15      | 4.0000%  | 0.0000% | $416442.00         | $307626.90         | Agency Mortgage-Backed Securities |
| GNMI SF CL6189 X     | 2052-03-15      | 4.0000%  | 0.0000% | $2162898.00        | $1376612.34        | Agency Mortgage-Backed Securities |
| GNPL PN CN0099       | 2064-06-15      | 5.3200%  | 0.0000% | $512602.00         | $520192.16         | Agency Mortgage-Backed Securities |
| GNMI SF AF8316 X     | 2049-05-15      | 3.0000%  | 0.0000% | $383878.00         | $256901.86         | Agency Mortgage-Backed Securities |
| GNII SF AK1020 C     | 2044-10-20      | 3.5000%  | 0.0000% | $1012539.00        | $76893.70          | Agency Mortgage-Backed Securities |
| GNPL PN CQ2015       | 2058-04-15      | 4.4500%  | 0.0000% | $96917.00          | $92703.79          | Agency Mortgage-Backed Securities |
| GNPL PN CQ8770       | 2065-03-15      | 5.4700%  | 0.0000% | $922316.00         | $951612.80         | Agency Mortgage-Backed Securities |
| GNCL CL CT6901       | 2065-05-15      | 5.0400%  | 0.0000% | $904320.00         | $915933.28         | Agency Mortgage-Backed Securities |
| GNCL CL CU4652       | 2065-11-15      | 6.5000%  | 0.0000% | $7837.00           | $8232.27           | Agency Mortgage-Backed Securities |
| GNPL PN DA0301       | 2059-10-15      | 5.3900%  | 0.0000% | $9638912.00        | $9900013.63        | Agency Mortgage-Backed Securities |
| GNPL PN DA8491       | 2059-09-15      | 5.4800%  | 0.0000% | $720000.00         | $738444.95         | Agency Mortgage-Backed Securities |
| GNPL PN DA8493       | 2059-10-15      | 5.2400%  | 0.0000% | $791476.00         | $799575.07         | Agency Mortgage-Backed Securities |
| GNPL PN DA8494       | 2059-10-15      | 5.2400%  | 0.0000% | $800000.00         | $808186.30         | Agency Mortgage-Backed Securities |
| GNPL PN DA8499       | 2060-04-15      | 5.7100%  | 0.0000% | $2873023.00        | $2994959.94        | Agency Mortgage-Backed Securities |
| GNPL PN DB4202       | 2060-01-15      | 5.3800%  | 0.0000% | $10999000.00       | $11243947.44       | Agency Mortgage-Backed Securities |
| GNPL PN DB4190       | 2059-09-15      | 5.2000%  | 0.0000% | $295151.00         | $297133.37         | Agency Mortgage-Backed Securities |
| GNPL PN DB4192       | 2059-09-15      | 5.2000%  | 0.0000% | $781024.00         | $786269.71         | Agency Mortgage-Backed Securities |
| GNPL PN DC4411       | 2059-08-15      | 5.6500%  | 0.0000% | $291878.00         | $302904.06         | Agency Mortgage-Backed Securities |
| GNPL PN DC4433       | 2059-10-15      | 4.2000%  | 0.0000% | $784650.00         | $735223.94         | Agency Mortgage-Backed Securities |
| GNCL CL DC7218       | 2067-05-15      | 5.5500%  | 0.0000% | $15642.00          | $15681.07          | Agency Mortgage-Backed Securities |
| GNPL PN DC7244       | 2060-05-15      | 5.5900%  | 0.0000% | $16364039.00       | $17018129.40       | Agency Mortgage-Backed Securities |
| GNPL PN DD2245       | 2059-10-15      | 5.0200%  | 0.0000% | $800000.00         | $801371.37         | Agency Mortgage-Backed Securities |
| GNII SF DD2851 C     | 2054-07-20      | 7.0000%  | 0.0000% | $1433122.00        | $1475481.41        | Agency Mortgage-Backed Securities |
| GNII SF DE5324 C     | 2054-12-20      | 6.0000%  | 0.0000% | $2843661.00        | $2922887.72        | Agency Mortgage-Backed Securities |
| GNPL PN DE5550       | 2059-11-15      | 5.1700%  | 0.0000% | $4011775.00        | $4024329.60        | Agency Mortgage-Backed Securities |
| GNPL PN DE5551       | 2059-11-15      | 5.2700%  | 0.0000% | $27760000.00       | $28052041.60       | Agency Mortgage-Backed Securities |
| 05.500 FGPC G06209 G | 2040-05-01      | 5.5000%  | 0.0000% | $156000.00         | $2558.38           | Agency Mortgage-Backed Securities |
| 06.500 FGPC G06670 G | 2039-09-01      | 6.5000%  | 0.0000% | $175000.00         | $2944.00           | Agency Mortgage-Backed Securities |
| 04.500 FGPC G08818 G | 2048-06-01      | 4.5000%  | 0.0000% | $3148000.00        | $270393.50         | Agency Mortgage-Backed Securities |
| 04.500 FGPC G08827 G | 2048-07-01      | 4.5000%  | 0.0000% | $2767500.00        | $253230.59         | Agency Mortgage-Backed Securities |
| 04.500 FGPC G08843 G | 2048-10-01      | 4.5000%  | 0.0000% | $494754.00         | $46381.49          | Agency Mortgage-Backed Securities |
| 04.500 FGPC G08858 G | 2049-01-01      | 4.5000%  | 0.0000% | $3000.00           | $188.07            | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08667 G | 2045-09-01      | 3.5000%  | 0.0000% | $1977.00           | $186.86            | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08641 G | 2045-05-01      | 3.5000%  | 0.0000% | $347126.00         | $37897.46          | Agency Mortgage-Backed Securities |
| 05.500 FGPC C91165 G | 2028-03-01      | 5.5000%  | 0.0000% | $26458.00          | $76.94             | Agency Mortgage-Backed Securities |
| 06.000 FGPC C91213 G | 2028-10-01      | 6.0000%  | 0.0000% | $2000000.00        | $9523.92           | Agency Mortgage-Backed Securities |
| 06.500 FGPC C01151 G | 2031-03-01      | 6.5000%  | 0.0000% | $248698.00         | $145.75            | Agency Mortgage-Backed Securities |
| 04.500 FGPC A91161 G | 2040-02-01      | 4.5000%  | 0.0000% | $12000000.00       | $303107.96         | Agency Mortgage-Backed Securities |
| 03.000 FGPC J40197 G | 2034-02-01      | 3.0000%  | 0.0000% | $146957.00         | $18432.28          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZK4374 | 2027-08-01      | 2.5000%  | 0.0000% | $5000000.00        | $131774.57         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL3084 | 2042-05-01      | 3.5000%  | 0.0000% | $25000.00          | $4339.32           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL3068 | 2042-05-01      | 3.5000%  | 0.0000% | $44000.00          | $7032.01           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL3214 | 2042-06-01      | 3.5000%  | 0.0000% | $1000.00           | $132.98            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL3251 | 2042-05-01      | 3.5000%  | 0.0000% | $19000.00          | $2795.83           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL3423 | 2042-08-01      | 3.5000%  | 0.0000% | $100000.00         | $13898.97          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM0059 | 2045-08-01      | 3.5000%  | 0.0000% | $91000.00          | $14682.19          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM2662 | 2047-02-01      | 3.5000%  | 0.0000% | $290000.00         | $31110.24          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZN4288 | 2049-03-01      | 3.0000%  | 0.0000% | $1365.00           | $201.02            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZA1195 | 2042-05-01      | 3.5000%  | 0.0000% | $45000.00          | $7249.31           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS3572 | 2042-09-01      | 3.5000%  | 0.0000% | $200000.00         | $31939.63          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4581 | 2044-09-01      | 3.5000%  | 0.0000% | $150000.00         | $11705.83          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4626 | 2045-08-01      | 3.5000%  | 0.0000% | $213000.00         | $21219.99          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4610 | 2045-04-01      | 3.5000%  | 0.0000% | $25000.00          | $2423.65           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS9507 | 2045-10-01      | 3.5000%  | 0.0000% | $35000.00          | $8384.18           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZT1320 | 2048-11-01      | 4.0000%  | 0.0000% | $155246.00         | $11355.85          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0117 | 2034-11-01      | 2.5000%  | 0.0000% | $165000.00         | $49000.15          | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q57426 G | 2048-07-01      | 4.5000%  | 0.0000% | $25000.00          | $2004.83           | Agency Mortgage-Backed Securities |
| 03.500 FGPC G61720 G | 2044-01-01      | 3.5000%  | 0.0000% | $90000.00          | $20958.34          | Agency Mortgage-Backed Securities |
| 03.500 FGPC G61721 G | 2046-11-01      | 3.5000%  | 0.0000% | $380000.00         | $60416.81          | Agency Mortgage-Backed Securities |
| 04.500 FGPC G61578 G | 2048-08-01      | 4.5000%  | 0.0000% | $22000000.00       | $1682844.73        | Agency Mortgage-Backed Securities |
| 03.500 FGPC G62009 G | 2046-08-01      | 3.5000%  | 0.0000% | $389107.00         | $100509.62         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIRC2057 | 2036-05-01      | 3.0000%  | 0.0000% | $83266.00          | $40992.07          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIRC3002 | 2038-08-01      | 3.0000%  | 0.0000% | $1100000.00        | $900769.37         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIRC3059 | 2038-10-01      | 2.5000%  | 0.0000% | $105450.00         | $71188.82          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIQO0483 | 2037-06-01      | 2.5000%  | 0.0000% | $492044.00         | $255519.07         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIQO0578 | 2037-07-01      | 2.5000%  | 0.0000% | $46551.00          | $36273.25          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIQO1607 | 2038-09-01      | 3.0000%  | 0.0000% | $183182.00         | $154843.11         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA5100 | 2044-12-01      | 3.0000%  | 0.0000% | $389773.00         | $71456.38          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAH3431 | 2026-01-01      | 3.5000%  | 0.0000% | $247822.00         | $599.67            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS7545 | 2046-07-01      | 3.5000%  | 0.0000% | $10750000.00       | $1155280.36        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS7921 | 2046-09-01      | 3.5000%  | 0.0000% | $1000.00           | $241.81            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL782244 | 2034-07-01      | 5.5000%  | 0.0000% | $1177570.00        | $16445.09          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL796197 | 2034-11-01      | 5.5000%  | 0.0000% | $176471.00         | $1880.89           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBC4437 | 2046-04-01      | 3.5000%  | 0.0000% | $2802240.00        | $219129.35         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBD6887 | 2038-09-01      | 6.0000%  | 0.0000% | $152062.00         | $26524.06          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBE3709 | 2047-06-01      | 4.5000%  | 0.0000% | $46961482.00       | $9043440.83        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBH5752 | 2047-11-01      | 3.5000%  | 0.0000% | $3600000.00        | $581828.96         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM1285 | 2047-05-01      | 4.5000%  | 0.0000% | $1000.00           | $125.48            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTBM1865 | 2029-01-01      | 6.0000%  | 0.0000% | $1363400.00        | $63583.92          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM3612 | 2047-02-01      | 4.0000%  | 0.0000% | $116000.00         | $21777.40          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM3803 | 2046-11-01      | 3.5000%  | 0.0000% | $2800000.00        | $511848.46         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM4655 | 2047-05-01      | 3.5000%  | 0.0000% | $2600000.00        | $495521.90         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM4795 | 2048-08-01      | 3.5000%  | 0.0000% | $1062.00           | $361.89            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO5345 | 2049-11-01      | 3.0000%  | 0.0000% | $89091.00          | $21338.53          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO5383 | 2049-12-01      | 3.0000%  | 0.0000% | $1002.00           | $212.72            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBP0038 | 2049-12-01      | 3.0000%  | 0.0000% | $420900.00         | $106270.30         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIBW3040 | 2037-06-01      | 1.5000%  | 0.0000% | $399224.00         | $288454.52         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA2375 | 2048-09-01      | 4.0000%  | 0.0000% | $19339000.00       | $1503428.60        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB4547 | 2037-05-01      | 2.5000%  | 0.0000% | $61205.00          | $43134.36          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS5057 | 2038-01-01      | 2.5000%  | 0.0000% | $41527.00          | $31098.73          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL929959 | 2038-09-01      | 6.0000%  | 0.0000% | $27511.00          | $361.79            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL966851 | 2037-12-01      | 6.0000%  | 0.0000% | $88557.00          | $1043.56           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL981726 | 2038-07-01      | 6.0000%  | 0.0000% | $36270.00          | $2072.71           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL995069 | 2038-10-01      | 6.0000%  | 0.0000% | $50000.00          | $648.02            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAB3857 | 2026-11-01      | 2.5000%  | 0.0000% | $27000.00          | $156.47            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA3124 | 2032-09-01      | 2.5000%  | 0.0000% | $2225000.00        | $309776.89         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3182 | 2047-11-01      | 3.5000%  | 0.0000% | $7724818.00        | $1025169.51        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA3617 | 2049-03-01      | 5.0000%  | 0.0000% | $329126.00         | $29413.97          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3744 | 2049-08-01      | 3.0000%  | 0.0000% | $1455931.00        | $162031.49         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA3771 | 2039-09-01      | 3.0000%  | 0.0000% | $25497.00          | $3742.61           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3871 | 2049-12-01      | 3.0000%  | 0.0000% | $1000.00           | $171.24            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA4666 | 2037-07-01      | 3.0000%  | 0.0000% | $1002.00           | $660.28            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA4775 | 2037-10-01      | 3.5000%  | 0.0000% | $3900.00           | $2527.64           | Agency Mortgage-Backed Securities |
| GNMI SF 779942 X     | 2026-11-15      | 3.0000%  | 0.0000% | $111017.00         | $805.58            | Agency Mortgage-Backed Securities |
| GNMI SF AB5966 X     | 2045-09-15      | 4.5000%  | 0.0000% | $139737.00         | $1803.22           | Agency Mortgage-Backed Securities |
| GNII SF MA0782 M     | 2043-02-20      | 3.0000%  | 0.0000% | $38334000.00       | $4323011.77        | Agency Mortgage-Backed Securities |
| GNII SF MA0852 M     | 2043-01-20      | 3.5000%  | 0.0000% | $3735729.00        | $343699.34         | Agency Mortgage-Backed Securities |
| GNII SF MA2303 M     | 2044-10-20      | 3.5000%  | 0.0000% | $8911686.00        | $669602.25         | Agency Mortgage-Backed Securities |
| GNII SF MA3521 M     | 2046-03-20      | 3.5000%  | 0.0000% | $5229377.00        | $523119.46         | Agency Mortgage-Backed Securities |
| GNII SF MA2753 M     | 2045-04-20      | 3.0000%  | 0.0000% | $4200000.00        | $384216.82         | Agency Mortgage-Backed Securities |
| GNII SF MA2825 M     | 2045-05-20      | 3.0000%  | 0.0000% | $172900000.00      | $16544913.97       | Agency Mortgage-Backed Securities |
| GNII SF MA3105 M     | 2045-09-20      | 3.5000%  | 0.0000% | $206600000.00      | $19524737.25       | Agency Mortgage-Backed Securities |
| GNII SF MA3378 M     | 2045-12-20      | 4.5000%  | 0.0000% | $1000.00           | $75.82             | Agency Mortgage-Backed Securities |
| GNII SF MA3662 M     | 2046-05-20      | 3.0000%  | 0.0000% | $5899240.00        | $673831.77         | Agency Mortgage-Backed Securities |
| GNII SF MA3663 M     | 2046-05-20      | 3.5000%  | 0.0000% | $170999000.00      | $18496815.40       | Agency Mortgage-Backed Securities |
| GNII SF MA3801 M     | 2046-07-20      | 2.5000%  | 0.0000% | $1784090.00        | $370979.21         | Agency Mortgage-Backed Securities |
| GNII SF MA4195 M     | 2047-01-20      | 3.0000%  | 0.0000% | $1785000.00        | $254528.71         | Agency Mortgage-Backed Securities |
| GNII SF MA4511 M     | 2047-06-20      | 4.0000%  | 0.0000% | $146455000.00      | $14534995.97       | Agency Mortgage-Backed Securities |
| GNII SF MA4836 M     | 2047-11-20      | 3.0000%  | 0.0000% | $7437178.00        | $1019434.61        | Agency Mortgage-Backed Securities |
| GNII SF MA5018 M     | 2048-02-20      | 3.0000%  | 0.0000% | $1857840.00        | $265511.44         | Agency Mortgage-Backed Securities |
| GNII SF MA5078 M     | 2048-03-20      | 4.0000%  | 0.0000% | $10754.00          | $991.19            | Agency Mortgage-Backed Securities |
| GNII SF MA5262 M     | 2048-06-20      | 3.0000%  | 0.0000% | $64202.00          | $9878.30           | Agency Mortgage-Backed Securities |
| 05.500 FGPC G03400 G | 2037-03-01      | 5.5000%  | 0.0000% | $3622490.00        | $19919.67          | Agency Mortgage-Backed Securities |
| GNPL PN DE7031       | 2060-01-15      | 5.4400%  | 0.0000% | $1954.00           | $2007.18           | Agency Mortgage-Backed Securities |
| GNPL PN DE7027       | 2059-10-15      | 5.1800%  | 0.0000% | $3500000.00        | $3513102.41        | Agency Mortgage-Backed Securities |
| GNPL PN DF3002       | 2060-01-15      | 5.6400%  | 0.0000% | $180410.00         | $187987.56         | Agency Mortgage-Backed Securities |
| GNPL PN DF3884       | 2059-11-15      | 4.9800%  | 0.0000% | $73407.00          | $72763.97          | Agency Mortgage-Backed Securities |
| GNII SF DF4954 C     | 2054-12-20      | 6.0000%  | 0.0000% | $1767851.00        | $1816821.14        | Agency Mortgage-Backed Securities |
| GNII SF DF7410 C     | 2054-12-20      | 6.0000%  | 0.0000% | $3124985.00        | $3211934.07        | Agency Mortgage-Backed Securities |
| GNPL PN DF9972       | 2059-11-15      | 4.9800%  | 0.0000% | $618037.00         | $612623.15         | Agency Mortgage-Backed Securities |
| GNPL PN DF9973       | 2059-11-15      | 4.9800%  | 0.0000% | $800000.00         | $791433.50         | Agency Mortgage-Backed Securities |
| GNPL PN DF9975       | 2059-11-15      | 4.9800%  | 0.0000% | $1036663.00        | $1025562.29        | Agency Mortgage-Backed Securities |
| GNPL PN DH1747       | 2060-02-15      | 5.8800%  | 0.0000% | $768087.00         | $812814.48         | Agency Mortgage-Backed Securities |
| GNPL PN DH1757       | 2060-03-15      | 5.9000%  | 0.0000% | $770323.00         | $816820.88         | Agency Mortgage-Backed Securities |
| GNII SF DH3893 C     | 2055-01-20      | 6.5000%  | 0.0000% | $455807.00         | $474692.44         | Agency Mortgage-Backed Securities |
| GNII SF DH4658 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1219408.00        | $1279417.70        | Agency Mortgage-Backed Securities |
| GNII SF DH4674 C     | 2055-05-20      | 5.5000%  | 0.0000% | $2327456.00        | $2347326.23        | Agency Mortgage-Backed Securities |
| GNII SF DH6436 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1189358.00        | $1246562.17        | Agency Mortgage-Backed Securities |
| GNII SF DH6437 C     | 2055-03-20      | 6.5000%  | 0.0000% | $345686.00         | $362323.76         | Agency Mortgage-Backed Securities |
| GNII SF DH6442 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1157184.00        | $1221381.50        | Agency Mortgage-Backed Securities |
| GNII ET DJ2208 C     | 2065-06-20      | 6.5000%  | 0.0000% | $22741819.00       | $23346299.07       | Agency Mortgage-Backed Securities |
| GNII SF DJ2567 C     | 2055-04-20      | 6.0000%  | 0.0000% | $2633933.00        | $2726224.45        | Agency Mortgage-Backed Securities |
| GNII SF DJ3626 C     | 2055-04-20      | 5.5000%  | 0.0000% | $211991.00         | $213621.13         | Agency Mortgage-Backed Securities |
| GNII SF DJ4184 C     | 2055-04-20      | 6.0000%  | 0.0000% | $1232427.00        | $1268060.26        | Agency Mortgage-Backed Securities |
| GNII SF DJ5420 C     | 2055-05-20      | 5.5000%  | 0.0000% | $10614545.00       | $10704812.80       | Agency Mortgage-Backed Securities |
| GNII SF DJ5421 C     | 2055-05-20      | 5.5000%  | 0.0000% | $11527791.00       | $11626354.87       | Agency Mortgage-Backed Securities |
| GNII SF DJ5422 C     | 2055-05-20      | 5.5000%  | 0.0000% | $11803061.00       | $11902169.60       | Agency Mortgage-Backed Securities |
| GNII SF DJ6544 C     | 2055-05-20      | 5.5000%  | 0.0000% | $748174.00         | $756877.39         | Agency Mortgage-Backed Securities |
| GNII SF DJ8033 C     | 2055-04-20      | 6.0000%  | 0.0000% | $1375378.00        | $1421853.80        | Agency Mortgage-Backed Securities |
| GNII SF DJ7899 C     | 2055-05-20      | 6.0000%  | 0.0000% | $1259312.00        | $1296794.65        | Agency Mortgage-Backed Securities |
| GNII SF DJ8926 C     | 2055-05-20      | 5.5000%  | 0.0000% | $5675381.00        | $5729355.79        | Agency Mortgage-Backed Securities |
| GNII SF DJ8935 C     | 2055-05-20      | 5.5000%  | 0.0000% | $11715808.00       | $11813087.96       | Agency Mortgage-Backed Securities |
| GNII SF DK0362 C     | 2055-05-20      | 5.5000%  | 0.0000% | $1154741.00        | $1165391.80        | Agency Mortgage-Backed Securities |
| GNII SF DK1892 C     | 2055-06-20      | 6.0000%  | 0.0000% | $88538634.00       | $91071665.26       | Agency Mortgage-Backed Securities |
| GNII SF DK1881 C     | 2055-05-20      | 6.5000%  | 0.0000% | $2117951.00        | $2212415.74        | Agency Mortgage-Backed Securities |
| GNII SF MB0092 M     | 2054-12-20      | 5.5000%  | 0.0000% | $33300928.00       | $32934599.94       | Agency Mortgage-Backed Securities |
| GNII SF MB0206 M     | 2055-02-20      | 6.0000%  | 0.0000% | $68915876.00       | $69320521.52       | Agency Mortgage-Backed Securities |
| GNII SF MB0399 M     | 2040-06-20      | 5.0000%  | 0.0000% | $24778002.00       | $25024190.73       | Agency Mortgage-Backed Securities |
| GNII SF MB0425 M     | 2055-06-20      | 6.0000%  | 0.0000% | $6521088.00        | $6648466.58        | Agency Mortgage-Backed Securities |
| GNII SF DI2465 C     | 2055-05-20      | 5.5000%  | 0.0000% | $8188529.00        | $8270607.12        | Agency Mortgage-Backed Securities |
| GNII SF DI2445 C     | 2055-04-20      | 6.0000%  | 0.0000% | $9107776.00        | $9351128.88        | Agency Mortgage-Backed Securities |
| GNII SF DI2455 C     | 2055-05-20      | 5.5000%  | 0.0000% | $30107242.00       | $30364930.60       | Agency Mortgage-Backed Securities |
| GNII SF DI2459 C     | 2055-05-20      | 5.5000%  | 0.0000% | $4975412.00        | $5017815.73        | Agency Mortgage-Backed Securities |
| GNII SF DI3958 C     | 2055-03-20      | 6.0000%  | 0.0000% | $2806678.00        | $2884412.70        | Agency Mortgage-Backed Securities |
| GNII SF DI4009 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1312462.00        | $1371129.89        | Agency Mortgage-Backed Securities |
| GNII SF DI4323 C     | 2055-04-20      | 6.0000%  | 0.0000% | $4022618.00        | $4154886.06        | Agency Mortgage-Backed Securities |
| GNII SF DI4363 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1056838.00        | $1105855.83        | Agency Mortgage-Backed Securities |
| GNII SF DI4355 C     | 2055-04-20      | 5.5000%  | 0.0000% | $1000.00           | $1007.52           | Agency Mortgage-Backed Securities |
| GNII SF DI5702 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1939874.00        | $2054062.80        | Agency Mortgage-Backed Securities |
| GNII SF DI5705 C     | 2055-04-20      | 6.5000%  | 0.0000% | $7674883.00        | $8049877.62        | Agency Mortgage-Backed Securities |
| GNII SF DI6346 C     | 2055-05-20      | 5.5000%  | 0.0000% | $23209465.00       | $23407955.55       | Agency Mortgage-Backed Securities |
| GNII SF DI6365 C     | 2055-05-20      | 5.5000%  | 0.0000% | $22215121.00       | $22400198.13       | Agency Mortgage-Backed Securities |
| GNII SF DI6427 C     | 2055-05-20      | 5.5000%  | 0.0000% | $8391970.00        | $8466479.78        | Agency Mortgage-Backed Securities |
| GNII SF DI6402 C     | 2055-05-20      | 5.5000%  | 0.0000% | $29849456.00       | $30105815.17       | Agency Mortgage-Backed Securities |
| GNII SF DI6855 C     | 2055-02-20      | 5.5000%  | 0.0000% | $1058866.00        | $997857.38         | Agency Mortgage-Backed Securities |
| GNII SF DI6856 C     | 2055-02-20      | 5.5000%  | 0.0000% | $189195.00         | $190418.50         | Agency Mortgage-Backed Securities |
| GNII SF DI6972 C     | 2055-04-20      | 5.5000%  | 0.0000% | $4042094.00        | $4068499.69        | Agency Mortgage-Backed Securities |
| GNII SF DI8015 C     | 2055-05-20      | 5.5000%  | 0.0000% | $3959552.00        | $4005627.45        | Agency Mortgage-Backed Securities |
| GNII SF DI8016 C     | 2055-05-20      | 5.5000%  | 0.0000% | $51639.00          | $52299.40          | Agency Mortgage-Backed Securities |
| GNII SF DI8017 C     | 2055-05-20      | 5.5000%  | 0.0000% | $2990001.00        | $3028931.14        | Agency Mortgage-Backed Securities |
| GNII SF DI7868 C     | 2055-04-20      | 6.5000%  | 0.0000% | $2054215.00        | $2142563.07        | Agency Mortgage-Backed Securities |
| GNII SF DI7841 C     | 2055-04-20      | 5.5000%  | 0.0000% | $3568624.00        | $3605781.48        | Agency Mortgage-Backed Securities |
| GNII SF DI7875 C     | 2055-04-20      | 5.5000%  | 0.0000% | $4418501.00        | $4468381.43        | Agency Mortgage-Backed Securities |
| GNII SF DI7915 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1574797.00        | $1642619.35        | Agency Mortgage-Backed Securities |
| GNII SF DI7956 C     | 2055-05-20      | 5.5000%  | 0.0000% | $2393860.00        | $2415137.29        | Agency Mortgage-Backed Securities |
| GNII SF DI9769 C     | 2055-04-20      | 5.5000%  | 0.0000% | $435331.00         | $440341.79         | Agency Mortgage-Backed Securities |
| GNII SF DI9770 C     | 2055-04-20      | 5.5000%  | 0.0000% | $1230427.00        | $1240963.92        | Agency Mortgage-Backed Securities |
| GNII SF DI9771 C     | 2055-04-20      | 5.5000%  | 0.0000% | $1735998.00        | $1749892.43        | Agency Mortgage-Backed Securities |
| GNPL PN DI9898       | 2060-06-15      | 5.9700%  | 0.0000% | $8270154.00        | $8848272.23        | Agency Mortgage-Backed Securities |
| GNII SF DI9417 C     | 2055-04-20      | 5.5000%  | 0.0000% | $2197112.00        | $2212700.47        | Agency Mortgage-Backed Securities |
| GNII SF DI9497 C     | 2055-04-20      | 5.5000%  | 0.0000% | $20219576.00       | $20370207.58       | Agency Mortgage-Backed Securities |
| GNII SF DI9583 C     | 2055-05-20      | 5.5000%  | 0.0000% | $10794816.00       | $10896171.80       | Agency Mortgage-Backed Securities |
| GNII SF DI9585 C     | 2055-05-20      | 5.5000%  | 0.0000% | $21599838.00       | $21802576.71       | Agency Mortgage-Backed Securities |
| GNII SF DI9587 C     | 2055-05-20      | 5.5000%  | 0.0000% | $646835.00         | $652253.42         | Agency Mortgage-Backed Securities |
| GNII SF DI9684 C     | 2055-05-20      | 6.5000%  | 0.0000% | $9124202.00        | $9584119.28        | Agency Mortgage-Backed Securities |
| GNII SF DI9685 C     | 2055-05-20      | 6.5000%  | 0.0000% | $10644385.00       | $11168010.79       | Agency Mortgage-Backed Securities |
| GNII SF DI9687 C     | 2055-05-20      | 6.5000%  | 0.0000% | $10986521.00       | $11502341.08       | Agency Mortgage-Backed Securities |
| GNII SF DI9768 C     | 2055-04-20      | 5.5000%  | 0.0000% | $1544612.00        | $1562491.83        | Agency Mortgage-Backed Securities |
| GNMI SF AU6700 X     | 2047-02-15      | 4.5000%  | 0.0000% | $2373680.00        | $292299.82         | Agency Mortgage-Backed Securities |
| GNII SF AW6056 C     | 2046-11-20      | 3.5000%  | 0.0000% | $1667430.00        | $503843.79         | Agency Mortgage-Backed Securities |
| GNMI SF AY3765 X     | 2047-03-15      | 4.5000%  | 0.0000% | $947416.00         | $43296.24          | Agency Mortgage-Backed Securities |
| GNMI SF AY3841 X     | 2047-03-15      | 5.0000%  | 0.0000% | $502598.00         | $46099.61          | Agency Mortgage-Backed Securities |
| GNMI SF AY5213 X     | 2047-02-15      | 4.5000%  | 0.0000% | $1346126.00        | $228287.21         | Agency Mortgage-Backed Securities |
| GNMI SF AZ0515 X     | 2047-03-15      | 4.5000%  | 0.0000% | $398851.00         | $20987.77          | Agency Mortgage-Backed Securities |
| GNMI SF 581589 X     | 2032-10-15      | 6.0000%  | 0.0000% | $399783.00         | $1978.82           | Agency Mortgage-Backed Securities |
| GNII SF 004370 M     | 2039-02-20      | 5.5000%  | 0.0000% | $2489993.00        | $38475.95          | Agency Mortgage-Backed Securities |
| GNII SF 003965 M     | 2037-03-20      | 5.5000%  | 0.0000% | $150000.00         | $1544.91           | Agency Mortgage-Backed Securities |
| GNII SF 004029 M     | 2037-09-20      | 6.5000%  | 0.0000% | $10942187.00       | $118222.83         | Agency Mortgage-Backed Securities |
| GNII SF 004522 M     | 2039-08-20      | 6.0000%  | 0.0000% | $1061530.00        | $32951.68          | Agency Mortgage-Backed Securities |
| GNII SF 004696 M     | 2040-05-20      | 4.5000%  | 0.0000% | $20114368.00       | $727301.04         | Agency Mortgage-Backed Securities |
| GNII SF 004978 M     | 2041-03-20      | 4.5000%  | 0.0000% | $1000000.00        | $41295.24          | Agency Mortgage-Backed Securities |
| GNII SF 005085 M     | 2038-10-20      | 6.0000%  | 0.0000% | $4503719.00        | $121451.70         | Agency Mortgage-Backed Securities |
| GNII SF 005143 M     | 2041-08-20      | 5.5000%  | 0.0000% | $90092.00          | $3924.14           | Agency Mortgage-Backed Securities |
| GNMI SF 726832 X     | 2039-10-15      | 5.0000%  | 0.0000% | $2950993.00        | $123982.98         | Agency Mortgage-Backed Securities |
| GNMI SF 736078 X     | 2040-06-15      | 5.0000%  | 0.0000% | $1273037.00        | $14821.72          | Agency Mortgage-Backed Securities |
| GNMI SF 736663 X     | 2040-03-15      | 5.0000%  | 0.0000% | $999360.00         | $24705.65          | Agency Mortgage-Backed Securities |
| GNMI SF 738261 X     | 2041-05-15      | 4.5000%  | 0.0000% | $3710969.00        | $354487.85         | Agency Mortgage-Backed Securities |
| GNMI SF 698028 X     | 2039-01-15      | 5.0000%  | 0.0000% | $35547899.00       | $102350.17         | Agency Mortgage-Backed Securities |
| GNII SF MA6282 M     | 2049-11-20      | 2.5000%  | 0.0000% | $6696826.00        | $1253438.91        | Agency Mortgage-Backed Securities |
| GNII SF MA5597 M     | 2048-11-20      | 5.0000%  | 0.0000% | $38208622.00       | $2371801.80        | Agency Mortgage-Backed Securities |
| GNII SF MA5764 M     | 2049-02-20      | 4.5000%  | 0.0000% | $6781554.00        | $509418.48         | Agency Mortgage-Backed Securities |
| GNII SF MA7135 M     | 2051-01-20      | 2.0000%  | 0.0000% | $496840991.00      | $249833864.34      | Agency Mortgage-Backed Securities |
| GNII SF MA7136 M     | 2051-01-20      | 2.5000%  | 0.0000% | $2317115.00        | $1042226.64        | Agency Mortgage-Backed Securities |
| GNII SF MA6474 M     | 2050-02-20      | 3.0000%  | 0.0000% | $48277681.00       | $8148271.35        | Agency Mortgage-Backed Securities |
| GNII SF MA6710 M     | 2050-06-20      | 3.0000%  | 0.0000% | $45736512.00       | $11791032.33       | Agency Mortgage-Backed Securities |
| GNII SF MA6819 M     | 2050-08-20      | 2.5000%  | 0.0000% | $1143631.00        | $407078.77         | Agency Mortgage-Backed Securities |
| GNII SF MA6930 M     | 2050-10-20      | 2.0000%  | 0.0000% | $193204053.00      | $91435315.48       | Agency Mortgage-Backed Securities |
| GNII SF MA7254 M     | 2051-03-20      | 2.0000%  | 0.0000% | $11966067.00       | $6224946.01        | Agency Mortgage-Backed Securities |
| GNII SF MA7311 M     | 2051-04-20      | 2.0000%  | 0.0000% | $2999894.00        | $1601150.91        | Agency Mortgage-Backed Securities |
| GNII SF MA7367 M     | 2051-05-20      | 2.5000%  | 0.0000% | $2290178.00        | $1225952.39        | Agency Mortgage-Backed Securities |
| GNII SF MA7418 M     | 2051-06-20      | 2.5000%  | 0.0000% | $21981532.00       | $12308694.59       | Agency Mortgage-Backed Securities |
| GNII SF MA7472 M     | 2051-07-20      | 2.5000%  | 0.0000% | $66492201.00       | $38567822.48       | Agency Mortgage-Backed Securities |
| GNII SF MA7534 M     | 2051-08-20      | 2.5000%  | 0.0000% | $421813290.00      | $249646457.84      | Agency Mortgage-Backed Securities |
| GNII SF MA7883 M     | 2052-02-20      | 3.5000%  | 0.0000% | $14697000.00       | $10048118.68       | Agency Mortgage-Backed Securities |
| GNII SF MA7938 M     | 2052-03-20      | 3.5000%  | 0.0000% | $6938.00           | $4881.33           | Agency Mortgage-Backed Securities |
| GNII SF MA8879 M     | 2053-05-20      | 5.5000%  | 0.0000% | $300000.00         | $242113.55         | Agency Mortgage-Backed Securities |
| GNII SF MA8199 M     | 2052-08-20      | 3.5000%  | 0.0000% | $298000.00         | $214912.52         | Agency Mortgage-Backed Securities |
| GNII SF MA8491 M     | 2052-12-20      | 5.5000%  | 0.0000% | $25840621.00       | $19002209.07       | Agency Mortgage-Backed Securities |
| GNII SF MA9853 M     | 2054-08-20      | 6.5000%  | 0.0000% | $4697.00           | $3449.90           | Agency Mortgage-Backed Securities |
| GNII SF MA9017 M     | 2053-07-20      | 5.5000%  | 0.0000% | $30859999.00       | $25215281.54       | Agency Mortgage-Backed Securities |
| GNII SF MA9240 M     | 2053-10-20      | 5.0000%  | 0.0000% | $97705821.00       | $88380133.50       | Agency Mortgage-Backed Securities |
| GNII SF MA9538 M     | 2054-02-20      | 4.0000%  | 0.0000% | $7641608.00        | $6836073.02        | Agency Mortgage-Backed Securities |

### Security 244: RBC DOMINION SECURITIES INC

- **C.1 - Title:** RBC DOMINION SECURITIES INC 4.310000%
- **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: ARP195175, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP195175
- **C.18 - Value (incl. sponsor support):** $1941000000.00
- **C.18.a - Value (excl. sponsor support):** $1941000000.00
- **C.19 - Percentage of Net Assets:** 2.3900%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRA 2021-077 FT       | 2051-05-20      | 3.5000%  | 0.0000% | $21138.00          | $12415.65          | Agency Collateralized Mortgage Obligation |
| GNRA 2021-194 FA       | 2051-11-20      | 2.5000%  | 0.0000% | $188184620.00      | $117821197.56      | Agency Collateralized Mortgage Obligation |
| GNRA 2021-197 FD       | 2051-11-20      | 2.5000%  | 0.0000% | $126991063.00      | $76672185.64       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-193 EF       | 2051-11-20      | 2.5000%  | 0.0000% | $40878090.00       | $24681112.37       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-024 FA       | 2052-02-20      | 3.0000%  | 0.0000% | $37505659.00       | $23820196.39       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-213 EF       | 2051-12-20      | 2.5000%  | 0.0000% | $68268329.00       | $41585980.30       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-019 FA       | 2052-01-20      | 2.5000%  | 0.0000% | $1872221.00        | $1179065.20        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-056 FA       | 2052-03-20      | 3.5000%  | 0.0000% | $165070000.00      | $110181432.50      | Agency Collateralized Mortgage Obligation |
| GNRA 2022-050 FH       | 2052-03-20      | 3.5000%  | 0.0000% | $243481974.00      | $163020359.72      | Agency Collateralized Mortgage Obligation |
| GNRA 2022-075 FA       | 2052-04-20      | 4.0000%  | 0.0000% | $144735323.00      | $100258426.25      | Agency Collateralized Mortgage Obligation |
| GNRA 2023-069 FA       | 2053-05-20      | 5.2519%  | 0.0000% | $12918095.00       | $8131402.10        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-136 FC       | 2053-09-20      | 5.5019%  | 0.0000% | $27704500.00       | $11189197.16       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-113 FG       | 2054-07-20      | 5.6019%  | 0.0000% | $200000000.00      | $120676861.54      | Agency Collateralized Mortgage Obligation |
| GNRA 2024-126 FW       | 2054-08-20      | 5.4519%  | 0.0000% | $100000000.00      | $83884326.64       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-134 FC       | 2054-08-20      | 5.3619%  | 0.0000% | $2113358.00        | $1860738.01        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-148 FB       | 2054-09-20      | 5.4519%  | 0.0000% | $14192600.00       | $12094949.90       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-171 FA       | 2054-10-20      | 5.4519%  | 0.0000% | $29648420.00       | $28067194.87       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-164 FH       | 2054-10-20      | 5.5019%  | 0.0000% | $63229303.00       | $51586288.69       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-160 YF       | 2054-09-20      | 5.5019%  | 0.0000% | $200000000.00      | $189764169.27      | Agency Collateralized Mortgage Obligation |
| GNRA 2024-182 FA       | 2054-11-20      | 5.4019%  | 0.0000% | $7583600.00        | $6499597.31        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-167 F        | 2054-10-20      | 5.4019%  | 0.0000% | $200000000.00      | $174836027.31      | Agency Collateralized Mortgage Obligation |
| GNRA 2025-024 FB       | 2055-02-20      | 5.4519%  | 0.0000% | $4292920.00        | $3943282.16        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-069 FN       | 2055-04-20      | 5.6019%  | 0.0000% | $6293400.00        | $6277728.59        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-080 FD       | 2055-05-20      | 5.7019%  | 0.0000% | $925000.00         | $925025.27         | Agency Collateralized Mortgage Obligation |
| FEPC 07.000 CLRJ4050   | 2055-04-01      | 7.0000%  | 0.0000% | $9974000.00        | $10339087.17       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ4183   | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1033.63           | Agency Mortgage-Backed Securities         |
| GNII SF MA2372 M       | 2044-11-20      | 4.0000%  | 0.0000% | $2549547.00        | $169676.12         | Agency Mortgage-Backed Securities         |
| GNII SF MA2756 M       | 2045-04-20      | 4.5000%  | 0.0000% | $1006.00           | $68.13             | Agency Mortgage-Backed Securities         |
| GNII SF MA2935 M       | 2030-06-20      | 3.0000%  | 0.0000% | $1002.00           | $65.49             | Agency Mortgage-Backed Securities         |
| GNII SF MA5193 M       | 2048-05-20      | 4.5000%  | 0.0000% | $596000.00         | $45961.25          | Agency Mortgage-Backed Securities         |
| GNII SF MA5565 M       | 2033-11-20      | 4.0000%  | 0.0000% | $226000.00         | $29273.90          | Agency Mortgage-Backed Securities         |
| GNII SF MA6039 M       | 2049-07-20      | 3.5000%  | 0.0000% | $47878.00          | $5267.80           | Agency Mortgage-Backed Securities         |
| GNII SF MA7194 M       | 2051-02-20      | 3.0000%  | 0.0000% | $2392.00           | $910.56            | Agency Mortgage-Backed Securities         |
| GNII SF MA6766 M       | 2050-07-20      | 3.0000%  | 0.0000% | $1030.00           | $285.38            | Agency Mortgage-Backed Securities         |
| GNII SF MA6932 M       | 2050-08-20      | 3.0000%  | 0.0000% | $10080941.00       | $3424576.83        | Agency Mortgage-Backed Securities         |
| GNII SF MA7024 M       | 2035-12-20      | 2.5000%  | 0.0000% | $20263.00          | $7358.52           | Agency Mortgage-Backed Securities         |
| GNII SF MA7990 M       | 2052-04-20      | 4.0000%  | 0.0000% | $3101.00           | $2229.12           | Agency Mortgage-Backed Securities         |
| GNII SF MA8097 M       | 2052-05-20      | 2.5000%  | 0.0000% | $32653120.00       | $21394631.38       | Agency Mortgage-Backed Securities         |
| GNII SF MA8100 M       | 2052-06-20      | 4.0000%  | 0.0000% | $15544198.00       | $11514291.61       | Agency Mortgage-Backed Securities         |
| GNII SF MA7254 M       | 2051-03-20      | 2.0000%  | 0.0000% | $110626153.00      | $57549554.90       | Agency Mortgage-Backed Securities         |
| GNII SF MA7313 M       | 2051-04-20      | 3.0000%  | 0.0000% | $734854.00         | $337873.22         | Agency Mortgage-Backed Securities         |
| GNII SF MA7591 M       | 2051-09-20      | 3.5000%  | 0.0000% | $29395401.00       | $17747854.19       | Agency Mortgage-Backed Securities         |
| GNII SF MA7650 M       | 2051-10-20      | 3.0000%  | 0.0000% | $564385.00         | $338731.63         | Agency Mortgage-Backed Securities         |
| GNII SF MA7705 M       | 2051-11-20      | 2.5000%  | 0.0000% | $1000.00           | $624.73            | Agency Mortgage-Backed Securities         |
| GNII SF MA7939 M       | 2052-02-20      | 4.0000%  | 0.0000% | $14296.00          | $9845.02           | Agency Mortgage-Backed Securities         |
| GNII SF MA8879 M       | 2053-05-20      | 5.5000%  | 0.0000% | $2176.00           | $1756.13           | Agency Mortgage-Backed Securities         |
| GNII SF MA8948 M       | 2053-06-20      | 5.5000%  | 0.0000% | $20077.00          | $16283.19          | Agency Mortgage-Backed Securities         |
| GNII SF MA8101 M       | 2052-06-20      | 4.5000%  | 0.0000% | $61967.00          | $47217.16          | Agency Mortgage-Backed Securities         |
| GNII SF MA8149 M       | 2052-07-20      | 3.5000%  | 0.0000% | $1024.00           | $745.77            | Agency Mortgage-Backed Securities         |
| GNII SF MA8201 M       | 2052-08-20      | 4.5000%  | 0.0000% | $1000.00           | $771.88            | Agency Mortgage-Backed Securities         |
| GNII SF MA8267 M       | 2052-09-20      | 4.0000%  | 0.0000% | $2024.00           | $1557.06           | Agency Mortgage-Backed Securities         |
| GNII SF MA8268 M       | 2052-09-20      | 4.5000%  | 0.0000% | $77513162.00       | $60404179.16       | Agency Mortgage-Backed Securities         |
| GNII SF MA8349 M       | 2052-10-20      | 5.5000%  | 0.0000% | $6398409.00        | $4686025.76        | Agency Mortgage-Backed Securities         |
| GNII SF MA8351 M       | 2052-09-20      | 6.5000%  | 0.0000% | $144000.00         | $76602.05          | Agency Mortgage-Backed Securities         |
| GNII SF MA8348 M       | 2052-10-20      | 5.0000%  | 0.0000% | $763399.00         | $595553.46         | Agency Mortgage-Backed Securities         |
| GNII SF MA8569 M       | 2053-01-20      | 5.0000%  | 0.0000% | $4580.00           | $3619.45           | Agency Mortgage-Backed Securities         |
| GNII SF MA8571 M       | 2053-01-20      | 6.0000%  | 0.0000% | $32246526.00       | $19775931.16       | Agency Mortgage-Backed Securities         |
| GNII SF MA8801 M       | 2053-04-20      | 5.5000%  | 0.0000% | $1025.00           | $791.76            | Agency Mortgage-Backed Securities         |
| GNII SF MA8801 M       | 2053-04-20      | 5.5000%  | 0.0000% | $21308.00          | $16459.42          | Agency Mortgage-Backed Securities         |
| GNII SF MA9853 M       | 2054-08-20      | 6.5000%  | 0.0000% | $1024.00           | $752.12            | Agency Mortgage-Backed Securities         |
| GNII SF MA9015 M       | 2053-04-20      | 4.5000%  | 0.0000% | $411720.00         | $357057.09         | Agency Mortgage-Backed Securities         |
| GNII SF MA9018 M       | 2053-07-20      | 6.0000%  | 0.0000% | $17232.00          | $11962.85          | Agency Mortgage-Backed Securities         |
| GNII SF MA9108 M       | 2053-08-20      | 6.5000%  | 0.0000% | $13464620.00       | $7572088.82        | Agency Mortgage-Backed Securities         |
| GNII SF MA9173 M       | 2053-09-20      | 6.5000%  | 0.0000% | $9847815.00        | $5523040.49        | Agency Mortgage-Backed Securities         |
| GNII SF MA9242 M       | 2053-09-20      | 6.0000%  | 0.0000% | $1000.00           | $709.79            | Agency Mortgage-Backed Securities         |
| GNII SF MA9422 M       | 2054-01-20      | 5.0000%  | 0.0000% | $4305610.00        | $3920320.10        | Agency Mortgage-Backed Securities         |
| GNII SF MA9488 M       | 2054-01-20      | 5.5000%  | 0.0000% | $1000.00           | $830.44            | Agency Mortgage-Backed Securities         |
| GNII SF MA9489 M       | 2054-02-20      | 6.0000%  | 0.0000% | $3114886.00        | $2166700.79        | Agency Mortgage-Backed Securities         |
| GNII SF MA9540 M       | 2054-03-20      | 5.0000%  | 0.0000% | $8103448.00        | $7323277.76        | Agency Mortgage-Backed Securities         |
| GNII SF MA9605 M       | 2054-04-20      | 5.5000%  | 0.0000% | $3197899.00        | $2901653.68        | Agency Mortgage-Backed Securities         |
| GNII SF MA9722 M       | 2054-06-20      | 4.0000%  | 0.0000% | $656213.00         | $585883.75         | Agency Mortgage-Backed Securities         |
| GNCL CL CN7591         | 2065-02-15      | 4.4700%  | 0.0000% | $1000.00           | $956.10            | Agency Mortgage-Backed Securities         |
| GNII SF BM7486 C       | 2049-07-20      | 3.5000%  | 0.0000% | $333909.00         | $64975.50          | Agency Mortgage-Backed Securities         |
| GNPL PN CM3806         | 2059-07-15      | 5.6000%  | 0.0000% | $487000.00         | $502311.99         | Agency Mortgage-Backed Securities         |
| GNII SF AD1584 C       | 2043-01-20      | 3.0000%  | 0.0000% | $723000.00         | $85987.53          | Agency Mortgage-Backed Securities         |
| GNMI SF AL2144 X       | 2045-02-15      | 4.0000%  | 0.0000% | $420404.00         | $40046.56          | Agency Mortgage-Backed Securities         |
| GNPL PN CV6105         | 2059-03-15      | 5.9600%  | 0.0000% | $171347.00         | $181080.87         | Agency Mortgage-Backed Securities         |
| GNII SF CX4160 C       | 2054-02-20      | 8.0000%  | 0.0000% | $1049071.00        | $1103705.00        | Agency Mortgage-Backed Securities         |
| GNII SF CY5226 C       | 2054-02-20      | 5.5000%  | 0.0000% | $8000.00           | $5416.12           | Agency Mortgage-Backed Securities         |
| GNII SF CZ1215 C       | 2054-03-20      | 7.5000%  | 0.0000% | $7000.00           | $7253.30           | Agency Mortgage-Backed Securities         |
| GNPL PN DD2263         | 2060-04-15      | 5.7900%  | 0.0000% | $2000.00           | $2098.27           | Agency Mortgage-Backed Securities         |
| GNII SF DE0121 C       | 2054-11-20      | 5.0000%  | 0.0000% | $1725652.00        | $1697289.35        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2029-04-15      | 3.8750%  | 0.0000% | $1300.00           | $2785.43           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-01-15      | 2.5000%  | 0.0000% | $6045900.00        | $9487370.04        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $127800.00         | $129789.84         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $100.00            | $76.74             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | 0.0000% | $1000.00           | $758.45            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $14096000.00       | $9808704.48        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $800.00            | $525.71            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2047-02-15      | 0.8750%  | 0.0000% | $100.00            | $95.82             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $100.00            | $70.01             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $100.00            | $97.91             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $100.00            | $92.05             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $200.00            | $184.96            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $100.00            | $94.97             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $17481600.00       | $17085488.80       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-07-15      | 0.1250%  | 0.0000% | $323100.00         | $379105.57         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $9973300.00        | $9246524.91        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | 0.0000% | $10716300.00       | $10505274.62       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2033-07-15      | 1.3750%  | 0.0000% | $32294300.00       | $33234493.49       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $2478500.00        | $2468241.41        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-08-31      | 4.1250%  | 0.0000% | $23655300.00       | $24275240.88       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-11-30      | 4.3750%  | 0.0000% | $1160000.00        | $1191709.84        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $7759000.00        | $7703949.89        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $88000.00          | $93982.86          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $29500.00          | $30042.56          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $9990700.00        | $10277366.68       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $1100.00           | $1100.74           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $200.00            | $199.44            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-10-31      | 4.1250%  | 0.0000% | $200.00            | $201.88            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-10-31      | 4.1250%  | 0.0000% | $100.00            | $101.47            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $100.00            | $100.84            | U.S. Treasuries (including strips)        |
| GNII SF DF2835 C       | 2055-03-20      | 6.0000%  | 0.0000% | $225735.00         | $231946.82         | Agency Mortgage-Backed Securities         |
| GNII SF DF2838 C       | 2055-03-20      | 6.5000%  | 0.0000% | $1305652.00        | $1363768.23        | Agency Mortgage-Backed Securities         |
| GNII SF DF5067 C       | 2055-01-20      | 6.5000%  | 0.0000% | $7000.00           | $7334.23           | Agency Mortgage-Backed Securities         |
| GNII SF DF6858 C       | 2054-11-20      | 5.0000%  | 0.0000% | $8000.00           | $7875.96           | Agency Mortgage-Backed Securities         |
| GNII SF DF8839 C       | 2055-01-20      | 5.5000%  | 0.0000% | $25722.00          | $25842.77          | Agency Mortgage-Backed Securities         |
| GNII SF DG5226 C       | 2054-12-20      | 4.5000%  | 0.0000% | $7010.00           | $6705.46           | Agency Mortgage-Backed Securities         |
| GNII SF DH1545 C       | 2055-01-20      | 5.0000%  | 0.0000% | $6001.00           | $5923.93           | Agency Mortgage-Backed Securities         |
| GNII SF DH2692 C       | 2055-01-20      | 6.5000%  | 0.0000% | $1323088.00        | $1376068.14        | Agency Mortgage-Backed Securities         |
| GNII SF DH2334 C       | 2055-02-20      | 5.0000%  | 0.0000% | $258406.00         | $251340.27         | Agency Mortgage-Backed Securities         |
| GNII SF DH9236 C       | 2055-02-20      | 5.5000%  | 0.0000% | $148461.00         | $149487.58         | Agency Mortgage-Backed Securities         |
| GNII SF DJ4159 C       | 2055-04-20      | 5.5000%  | 0.0000% | $708546.00         | $713692.17         | Agency Mortgage-Backed Securities         |
| GNII SF DK1618 C       | 2055-05-20      | 5.5000%  | 0.0000% | $10020.00          | $10033.56          | Agency Mortgage-Backed Securities         |
| GNII SF MB0026 M       | 2054-11-20      | 5.5000%  | 0.0000% | $1000.00           | $983.99            | Agency Mortgage-Backed Securities         |
| GNII SF MB0027 M       | 2054-09-20      | 6.0000%  | 0.0000% | $6010.00           | $5913.30           | Agency Mortgage-Backed Securities         |
| GNII SF MB0092 M       | 2054-12-20      | 5.5000%  | 0.0000% | $839890.00         | $830650.76         | Agency Mortgage-Backed Securities         |
| GNII SF MB0205 M       | 2055-02-20      | 5.5000%  | 0.0000% | $8254512.00        | $8191302.85        | Agency Mortgage-Backed Securities         |
| GNII SF MB0368 M       | 2055-05-20      | 6.5000%  | 0.0000% | $42097920.00       | $43394038.99       | Agency Mortgage-Backed Securities         |
| GNII SP 787664 M       | 2049-01-20      | 3.5000%  | 0.0000% | $2021.00           | $1757.19           | Agency Mortgage-Backed Securities         |
| GNII SP 783519 M       | 2041-01-20      | 4.0000%  | 0.0000% | $49222277.00       | $2749859.66        | Agency Mortgage-Backed Securities         |
| GNMI SP 782707 X       | 2039-07-15      | 5.0000%  | 0.0000% | $3393551.00        | $75133.32          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZN3921   | 2049-03-01      | 4.5000%  | 0.0000% | $5297.00           | $1007.61           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT0543   | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $220.12            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD0257   | 2050-01-01      | 3.0000%  | 0.0000% | $1317.00           | $663.07            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD2361   | 2053-02-01      | 6.0000%  | 0.0000% | $2176.00           | $1692.45           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD4994   | 2053-07-01      | 5.5000%  | 0.0000% | $16477289.00       | $14410220.69       | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD7058   | 2053-03-01      | 3.5000%  | 0.0000% | $1021.00           | $865.84            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8000   | 2049-07-01      | 3.0000%  | 0.0000% | $3568.00           | $378.85            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8016   | 2049-10-01      | 3.0000%  | 0.0000% | $1876.00           | $282.92            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD7288   | 2055-01-01      | 5.0000%  | 0.0000% | $1146.00           | $1107.59           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8331   | 2053-06-01      | 5.5000%  | 0.0000% | $10850312.00       | $9036371.27        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD3839   | 2053-09-01      | 5.5000%  | 0.0000% | $1303.00           | $1163.56           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC V81932 G   | 2045-10-01      | 3.5000%  | 0.0000% | $937729.00         | $135591.11         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G67710 G   | 2048-03-01      | 3.5000%  | 0.0000% | $34623660.00       | $7568097.99        | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q59742 G   | 2048-11-01      | 4.0000%  | 0.0000% | $1123738.00        | $182561.26         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQB7592   | 2051-01-01      | 2.5000%  | 0.0000% | $13759808.00       | $6980106.95        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQC5537   | 2051-08-01      | 2.5000%  | 0.0000% | $1723328.00        | $1056674.92        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE8029   | 2052-08-01      | 5.0000%  | 0.0000% | $1153.00           | $865.79            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7774   | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $781.80            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAP2134   | 2042-08-01      | 3.5000%  | 0.0000% | $4951141.00        | $488525.48         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAS4354   | 2045-01-01      | 4.5000%  | 0.0000% | $1017.00           | $162.53            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAT7738   | 2028-06-01      | 3.0000%  | 0.0000% | $742995.00         | $39572.03          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC2392   | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $982.58            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDC3817   | 2054-10-01      | 7.0000%  | 0.0000% | $823824.00         | $877469.75         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD5400   | 2055-04-01      | 6.0000%  | 0.0000% | $5178669.00        | $5294946.10        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBC3473   | 2046-01-01      | 3.5000%  | 0.0000% | $1000.00           | $162.28            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBM3663   | 2047-04-01      | 3.0000%  | 0.0000% | $1000.00           | $203.26            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTBM4645   | 2038-10-01      | 3.0000%  | 0.0000% | $20203.00          | $3370.63           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBQ4793   | 2050-10-01      | 2.5000%  | 0.0000% | $6700.00           | $3809.55           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBR0999   | 2051-05-01      | 2.5000%  | 0.0000% | $193790.00         | $126036.78         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBU4255   | 2053-10-01      | 6.0000%  | 0.0000% | $2230506.00        | $2070223.51        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBV3042   | 2052-02-01      | 2.5000%  | 0.0000% | $1579999.00        | $1050436.65        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBV8464   | 2052-04-01      | 3.0000%  | 0.0000% | $162980.00         | $118606.00         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW1330   | 2052-11-01      | 5.0000%  | 0.0000% | $4345291.00        | $3323648.28        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBW1412   | 2052-12-01      | 6.0000%  | 0.0000% | $3718248.00        | $2739039.27        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW2293   | 2052-08-01      | 5.0000%  | 0.0000% | $3668748.00        | $3420409.83        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBW4993   | 2053-03-01      | 2.5000%  | 0.0000% | $260417.00         | $205482.55         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW6308   | 2052-08-01      | 5.0000%  | 0.0000% | $34922640.00       | $25060545.50       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX6179   | 2053-02-01      | 5.0000%  | 0.0000% | $5025537.00        | $4429961.75        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBY4146   | 2053-06-01      | 6.0000%  | 0.0000% | $1790682.00        | $1472654.37        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA0483   | 2047-10-01      | 3.5000%  | 0.0000% | $108741.00         | $24814.41          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA1056   | 2048-01-01      | 4.0000%  | 0.0000% | $324342273.00      | $33567478.46       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA2632   | 2048-11-01      | 4.0000%  | 0.0000% | $18896254.00       | $4294081.96        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA4114   | 2049-09-01      | 3.5000%  | 0.0000% | $4898656.00        | $1263137.08        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA8799   | 2051-02-01      | 2.0000%  | 0.0000% | $1009.00           | $573.96            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB0084   | 2051-04-01      | 2.0000%  | 0.0000% | $37184.00          | $21325.99          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB0370   | 2051-05-01      | 2.0000%  | 0.0000% | $140355.00         | $81967.51          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB0439   | 2051-05-01      | 2.5000%  | 0.0000% | $1557716.00        | $695715.97         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB0454   | 2051-05-01      | 2.5000%  | 0.0000% | $31888.00          | $19369.87          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB0496   | 2051-05-01      | 2.0000%  | 0.0000% | $10954.00          | $6670.29           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB1656   | 2051-09-01      | 2.0000%  | 0.0000% | $231409.00         | $146650.24         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB2418   | 2051-12-01      | 3.0000%  | 0.0000% | $943977.00         | $598036.07         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB5304   | 2052-12-01      | 6.0000%  | 0.0000% | $6871816.00        | $5321215.07        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB4813   | 2052-10-01      | 5.0000%  | 0.0000% | $8162639.00        | $6486500.12        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB7126   | 2053-09-01      | 6.0000%  | 0.0000% | $38653.00          | $35687.72          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6821   | 2053-08-01      | 5.5000%  | 0.0000% | $44460960.00       | $38221465.26       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB7969   | 2054-02-01      | 5.0000%  | 0.0000% | $1006.00           | $914.02            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB7961   | 2054-02-01      | 5.0000%  | 0.0000% | $1001.00           | $903.44            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8175   | 2054-03-01      | 6.5000%  | 0.0000% | $12052592.00       | $10355625.61       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8512   | 2054-05-01      | 6.5000%  | 0.0000% | $2000.00           | $1620.03           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9794   | 2055-01-01      | 5.5000%  | 0.0000% | $70015.00          | $68707.59          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9331   | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $968.42            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB9426   | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $939.05            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9672   | 2054-12-01      | 5.5000%  | 0.0000% | $848000.00         | $835873.22         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA0455   | 2054-05-01      | 6.5000%  | 0.0000% | $1024.00           | $1013.73           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFA0487   | 2053-10-01      | 4.0000%  | 0.0000% | $385791.00         | $350034.06         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTFA1111   | 2043-01-01      | 5.5000%  | 0.0000% | $914571.00         | $892828.77         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFA1273   | 2052-05-01      | 2.5000%  | 0.0000% | $8231.00           | $6812.91           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFM1736   | 2039-10-01      | 6.5000%  | 0.0000% | $1008.00           | $368.71            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIFM6353   | 2034-08-01      | 4.0000%  | 0.0000% | $2752.00           | $1254.88           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM8501   | 2051-07-01      | 4.0000%  | 0.0000% | $553298.00         | $263794.44         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM9515   | 2051-11-01      | 2.5000%  | 0.0000% | $155106.00         | $103818.39         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM9902   | 2051-12-01      | 3.0000%  | 0.0000% | $382224.00         | $241296.16         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS0146   | 2043-09-01      | 3.5000%  | 0.0000% | $844160.00         | $509026.09         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS1648   | 2052-01-01      | 2.5000%  | 0.0000% | $27946.00          | $18845.91          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS3021   | 2052-10-01      | 4.0000%  | 0.0000% | $133280.00         | $102181.25         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS3421   | 2052-12-01      | 5.0000%  | 0.0000% | $999000.00         | $824251.07         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS4523   | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $886.70            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS4683   | 2053-06-01      | 5.0000%  | 0.0000% | $1024.00           | $860.43            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS5448   | 2052-03-01      | 3.0000%  | 0.0000% | $6062.00           | $4675.20           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS7751   | 2053-03-01      | 4.0000%  | 0.0000% | $42000.00          | $36322.87          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS8661   | 2054-08-01      | 5.5000%  | 0.0000% | $1492525.00        | $1401883.05        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIFS8680   | 2037-09-01      | 3.0000%  | 0.0000% | $38000.00          | $31716.50          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS8813   | 2053-06-01      | 4.5000%  | 0.0000% | $85000.00          | $77759.23          | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CLFS8836   | 2054-07-01      | 7.5000%  | 0.0000% | $105685.00         | $85660.05          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS9881   | 2053-05-01      | 4.5000%  | 0.0000% | $2000.00           | $1797.91           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS9176   | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $923.86            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS9294   | 2054-10-01      | 5.5000%  | 0.0000% | $752078.00         | $724986.08         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS9324   | 2052-09-01      | 3.5000%  | 0.0000% | $194705.00         | $168541.78         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0076   | 2055-03-01      | 5.5000%  | 0.0000% | $240065.00         | $239692.57         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCC0289   | 2055-04-01      | 6.5000%  | 0.0000% | $10788.00          | $10941.90          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC0385   | 2055-05-01      | 5.0000%  | 0.0000% | $4658294.00        | $4574164.87        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0394   | 2055-05-01      | 5.5000%  | 0.0000% | $1593336.00        | $1599129.58        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTAB8857   | 2033-04-01      | 3.0000%  | 0.0000% | $2100000.00        | $273286.76         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CZAB9638   | 2053-06-01      | 3.5000%  | 0.0000% | $2820202.00        | $643697.25         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CRMA1177   | 2042-08-01      | 3.5000%  | 0.0000% | $1755.00           | $215.97            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTMA2230   | 2035-04-01      | 3.0000%  | 0.0000% | $4000.00           | $411.00            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3520   | 2048-11-01      | 3.5000%  | 0.0000% | $37962.00          | $3592.47           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3332   | 2048-04-01      | 3.5000%  | 0.0000% | $1000.00           | $130.52            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4439   | 2051-10-01      | 3.0000%  | 0.0000% | $391000.00         | $229965.86         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIMA4316   | 2036-04-01      | 2.5000%  | 0.0000% | $278822.00         | $133716.49         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5326   | 2054-04-01      | 4.5000%  | 0.0000% | $1051456.00        | $947500.79         | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CIMA4515   | 2037-01-01      | 1.5000%  | 0.0000% | $2167.00           | $1340.67           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4653   | 2052-07-01      | 3.0000%  | 0.0000% | $366000.00         | $271240.75         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA4640   | 2037-06-01      | 3.5000%  | 0.0000% | $165000.00         | $100821.78         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTMA4800   | 2042-11-01      | 4.0000%  | 0.0000% | $36531.00          | $27319.76          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA4840   | 2052-12-01      | 4.5000%  | 0.0000% | $13985.00          | $11424.89          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA4867   | 2053-01-01      | 4.5000%  | 0.0000% | $141000.00         | $118109.00         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA4868   | 2053-01-01      | 5.0000%  | 0.0000% | $231007.00         | $190654.20         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5038   | 2053-06-01      | 5.0000%  | 0.0000% | $26000.00          | $22135.11          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5040   | 2053-06-01      | 6.0000%  | 0.0000% | $200000.00         | $150804.87         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5073   | 2053-07-01      | 6.0000%  | 0.0000% | $3971.00           | $3174.53           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5138   | 2053-09-01      | 5.5000%  | 0.0000% | $115000.00         | $97783.73          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5214   | 2053-12-01      | 5.0000%  | 0.0000% | $172997.00         | $158196.23         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CNMA5403   | 2034-06-01      | 5.0000%  | 0.0000% | $554396.00         | $418810.67         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5445   | 2054-08-01      | 6.0000%  | 0.0000% | $42592.00          | $37846.31          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5469   | 2054-09-01      | 5.0000%  | 0.0000% | $1000.00           | $941.51            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5471   | 2054-09-01      | 6.0000%  | 0.0000% | $106000.00         | $95855.31          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5531   | 2054-11-01      | 5.5000%  | 0.0000% | $319290.00         | $301322.89         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5697   | 2055-05-01      | 4.0000%  | 0.0000% | $1000.00           | $921.51            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 REAE7780   | 2040-12-01      | 3.5000%  | 0.0000% | $1500000.00        | $113086.86         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX1995   | 2054-12-01      | 6.0000%  | 0.0000% | $8000.00           | $8156.72           | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQX9911   | 2055-03-01      | 7.0000%  | 0.0000% | $4001.00           | $4219.83           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY1209   | 2055-04-01      | 6.0000%  | 0.0000% | $1094547.00        | $1124179.35        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY2593   | 2055-04-01      | 5.5000%  | 0.0000% | $1996.00           | $2015.71           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY6289   | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.13           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL0096   | 2054-11-01      | 5.0000%  | 0.0000% | $1024.00           | $977.17            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0098   | 2054-09-01      | 6.0000%  | 0.0000% | $728200.00         | $720048.45         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0376   | 2055-02-01      | 6.0000%  | 0.0000% | $2000.00           | $2040.22           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ0710   | 2054-01-01      | 6.5000%  | 0.0000% | $1002.00           | $945.97            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ0943   | 2054-02-01      | 6.0000%  | 0.0000% | $11727.00          | $9774.82           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ1069   | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $911.00            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ1070   | 2054-03-01      | 6.0000%  | 0.0000% | $8093.00           | $7455.20           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ1213   | 2054-04-01      | 5.5000%  | 0.0000% | $5584.00           | $5472.71           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ1227   | 2054-04-01      | 6.0000%  | 0.0000% | $49112.00          | $40692.33          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ2224   | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $902.57            | Agency Mortgage-Backed Securities         |
| 05.000 FGPC N70075 G   | 2035-01-01      | 5.0000%  | 0.0000% | $16775.00          | $326.78            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC G01777 G   | 2035-02-01      | 6.0000%  | 0.0000% | $1716.00           | $16.82             | Agency Mortgage-Backed Securities         |
| 07.500 FGPC G20028 G   | 2036-12-01      | 7.5000%  | 0.0000% | $1023.00           | $24.33             | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G20032 G   | 2037-12-01      | 5.5000%  | 0.0000% | $5948.00           | $275.42            | Agency Mortgage-Backed Securities         |
| 05.000 FGPC P00062 G   | 2035-01-01      | 5.0000%  | 0.0000% | $1370.00           | $52.82             | Agency Mortgage-Backed Securities         |
| 06.000 FGPC P20586 G   | 2034-11-01      | 6.0000%  | 0.0000% | $12943.00          | $177.63            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC P50525 G   | 2036-10-01      | 6.0000%  | 0.0000% | $9782.00           | $171.26            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC D98606 G   | 2031-04-01      | 3.5000%  | 0.0000% | $1960.00           | $54.83             | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A50739 G   | 2036-07-01      | 6.0000%  | 0.0000% | $37652.00          | $398.97            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC G05097 G   | 2038-09-01      | 6.0000%  | 0.0000% | $1473.00           | $15.57             | Agency Mortgage-Backed Securities         |
| 03.000 FGPC C91987 G   | 2038-04-01      | 3.0000%  | 0.0000% | $1000.00           | $154.04            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZM2161   | 2046-12-01      | 3.0000%  | 0.0000% | $448616.00         | $100800.21         | Agency Mortgage-Backed Securities         |

### Security 245: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP197YT7, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP197YT7
- **C.18 - Value (incl. sponsor support):** $483000000.00
- **C.18.a - Value (excl. sponsor support):** $483000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $32591900.00       | $28735960.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $82103400.00       | $79885427.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 4.1250%  | 0.0000% | $80000500.00       | $81217118.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $59895000.00       | $59968237.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 4.0000%  | 0.0000% | $85500200.00       | $86661474.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $81324300.00       | $82004464.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | 0.0000% | $73130400.00       | $74602169.19       | U.S. Treasuries (including strips) |

### Security 246: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** GOLDMAN SACHS & CO LLC 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP197Z33, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP197Z33
- **C.18 - Value (incl. sponsor support):** $1935000000.00
- **C.18.a - Value (excl. sponsor support):** $1935000000.00
- **C.19 - Percentage of Net Assets:** 2.3800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 02.500 CLQD1850 | 2051-12-01      | 2.5000%  | 0.0000% | $100000.00         | $61875.69          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD5961 | 2052-02-01      | 2.0000%  | 0.0000% | $400000.00         | $248500.83         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG9295 | 2053-08-01      | 5.5000%  | 0.0000% | $3047532.00        | $2371626.02        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ2344 | 2054-08-01      | 5.5000%  | 0.0000% | $1483676.00        | $1479183.08        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA1297 | 2049-08-01      | 5.5000%  | 0.0000% | $1068988.00        | $204658.79         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA6509 | 2051-12-01      | 2.0000%  | 0.0000% | $135803.00         | $84378.08          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT257204 | 2028-04-01      | 5.5000%  | 0.0000% | $3309576.00        | $15059.44          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 ZC310204 | 2044-04-25      | 3.5000%  | 0.0000% | $66628992.00       | $43607537.61       | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL564361 | 2031-01-01      | 7.5000%  | 0.0000% | $1308396.00        | $8247.18           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTAL9878 | 2037-02-01      | 3.0000%  | 0.0000% | $500000.00         | $121625.99         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CTAP9592 | 2032-10-01      | 3.5000%  | 0.0000% | $135000.00         | $10864.75          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAR1289 | 2042-12-01      | 3.0000%  | 0.0000% | $894200.00         | $134956.23         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAR8630 | 2043-04-01      | 3.0000%  | 0.0000% | $100000.00         | $15745.95          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS7488 | 2046-07-01      | 3.0000%  | 0.0000% | $1925130.00        | $614650.92         | Agency Mortgage-Backed Securities         |
| GNRA 2014-129 AF     | 2041-10-20      | 4.7386%  | 0.0000% | $20000000.00       | $1557866.00        | Agency Collateralized Mortgage Obligation |
| GNRM 2018-66 DA      | 2048-05-20      | 3.5000%  | 0.0000% | $187500.00         | $41409.09          | Agency Collateralized Mortgage Obligation |
| GNRA 2021-153 FA     | 2061-08-16      | 4.0000%  | 0.0000% | $50000000.00       | $41649966.68       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-007 FA     | 2064-02-16      | 4.0000%  | 0.0000% | $25000000.00       | $19556936.56       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-096 B      | 2057-05-16      | 2.2500%  | 0.0000% | $17742848.00       | $12852945.71       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-036 A      | 2054-07-16      | 4.5000%  | 0.0000% | $27564256.00       | $25576706.45       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-124 GH     | 2064-09-16      | 3.2500%  | 0.0000% | $108592768.00      | $92783427.91       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-156 GK     | 2064-01-16      | 3.5000%  | 0.0000% | $103626752.00      | $91822130.33       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-169 AD     | 2064-10-16      | 4.0000%  | 0.0000% | $147358976.00      | $131367930.26      | Agency Collateralized Mortgage Obligation |
| GNRM 2023-063 MA     | 2050-05-20      | 3.5000%  | 0.0000% | $9095000.00        | $6953572.05        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-148 FC     | 2053-10-20      | 5.8019%  | 0.0000% | $82703200.00       | $44979730.78       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-170 FB     | 2053-11-20      | 5.7519%  | 0.0000% | $100000000.00      | $55928140.08       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-146 KF     | 2054-09-20      | 5.4019%  | 0.0000% | $100000000.00      | $98080045.80       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-183 FD     | 2054-11-20      | 5.9519%  | 0.0000% | $30000000.00       | $25930956.11       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-183 FG     | 2054-11-20      | 5.7519%  | 0.0000% | $20000000.00       | $17209221.98       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-167 HA     | 2047-01-20      | 2.5000%  | 0.0000% | $46254000.00       | $39203784.66       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-160 NF     | 2054-10-20      | 5.2519%  | 0.0000% | $49404000.00       | $46277669.16       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-160 KF     | 2054-10-20      | 5.3219%  | 0.0000% | $38206000.00       | $35681870.61       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-022 GB     | 2055-02-20      | 5.0000%  | 0.0000% | $7169008.00        | $6936092.51        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-044 MF     | 2055-03-20      | 5.3019%  | 0.0000% | $8601104.00        | $8574488.58        | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLZI9438 | 2039-11-01      | 5.0000%  | 0.0000% | $505894.00         | $40378.45          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZL3961 | 2042-10-01      | 3.0000%  | 0.0000% | $120200.00         | $9399.28           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZL9179 | 2044-03-01      | 5.0000%  | 0.0000% | $1119484.00        | $203372.99         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC T65368 G | 2046-05-01      | 3.5000%  | 0.0000% | $1000000.00        | $79886.49          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CTZA2488 | 2038-01-01      | 3.0000%  | 0.0000% | $257081.00         | $41542.92          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS4222 | 2036-01-01      | 6.0000%  | 0.0000% | $6020728.00        | $57192.93          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS9862 | 2045-10-01      | 3.0000%  | 0.0000% | $200000.00         | $41358.47          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS9979 | 2046-04-01      | 4.5000%  | 0.0000% | $250000.00         | $40574.87          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD1818 | 2052-10-01      | 4.0000%  | 0.0000% | $39000.00          | $28927.85          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD2320 | 2052-03-01      | 3.0000%  | 0.0000% | $2259012.00        | $1640685.77        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD2892 | 2053-05-01      | 5.5000%  | 0.0000% | $500000.00         | $395212.18         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8329 | 2053-06-01      | 5.0000%  | 0.0000% | $84609760.00       | $72394742.38       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD3904 | 2053-09-01      | 6.5000%  | 0.0000% | $63872640.00       | $49833657.25       | Agency Mortgage-Backed Securities         |
| 03.500 FGPC U80068 G | 2032-10-01      | 3.5000%  | 0.0000% | $425000.00         | $36569.73          | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q45095 G | 2046-12-01      | 3.5000%  | 0.0000% | $850000.00         | $141048.80         | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q54654 G | 2048-03-01      | 4.0000%  | 0.0000% | $159832.00         | $25466.24          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQC3918 | 2051-07-01      | 2.5000%  | 0.0000% | $552260.00         | $343763.07         | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C79854 G | 2033-06-01      | 6.0000%  | 0.0000% | $1993396.00        | $6793.18           | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G08721 G | 2046-09-01      | 3.0000%  | 0.0000% | $977047.00         | $153968.83         | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G08747 G | 2047-02-01      | 3.0000%  | 0.0000% | $1266136.00        | $265099.09         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI7580 | 2038-06-01      | 6.0000%  | 0.0000% | $3300000.00        | $53821.43          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI8760 | 2039-05-01      | 4.5000%  | 0.0000% | $39189440.00       | $607831.07         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAV5732 | 2044-04-01      | 4.5000%  | 0.0000% | $515064.00         | $36321.37          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBAW9720 | 2044-07-01      | 7.3740%  | 0.0000% | $1435000.00        | $82734.93          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL835760 | 2035-09-01      | 4.5000%  | 0.0000% | $2569300.00        | $18622.75          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLDA2548 | 2053-12-01      | 2.0000%  | 0.0000% | $967058.00         | $737549.66         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBA3123 | 2046-02-01      | 3.5000%  | 0.0000% | $464060.00         | $36566.87          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBC8900 | 2046-05-01      | 4.0000%  | 0.0000% | $901477.00         | $74580.47          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBH2623 | 2047-08-01      | 4.0000%  | 0.0000% | $2825364.00        | $382202.97         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM4951 | 2048-09-01      | 4.5000%  | 0.0000% | $650000.00         | $107010.76         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CRBM5590 | 2043-10-01      | 3.5000%  | 0.0000% | $161526016.00      | $46421568.53       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBN2005 | 2048-12-01      | 5.0000%  | 0.0000% | $3118484.00        | $637749.75         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBO2311 | 2049-07-01      | 5.0000%  | 0.0000% | $1049192.00        | $162746.84         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBO3531 | 2049-12-01      | 3.0000%  | 0.0000% | $1000000.00        | $383094.18         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBO8113 | 2049-11-01      | 3.5000%  | 0.0000% | $2014276.00        | $738406.85         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBS7923 | 2028-03-01      | 4.1000%  | 0.0000% | $50000.00          | $50173.34          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTBW7629 | 2042-08-01      | 4.0000%  | 0.0000% | $1136758.00        | $878100.31         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA1002 | 2053-11-01      | 5.5000%  | 0.0000% | $134001920.00      | $129379603.04      | Agency Mortgage-Backed Securities         |
| GNII SF MA4382 M     | 2047-04-20      | 3.5000%  | 0.0000% | $416141.00         | $49404.47          | Agency Mortgage-Backed Securities         |
| GNII SF MA5594 M     | 2048-11-20      | 3.5000%  | 0.0000% | $1450000.00        | $180288.89         | Agency Mortgage-Backed Securities         |
| GNII SF MA7590 M     | 2051-09-20      | 3.0000%  | 0.0000% | $335052800.00      | $194708808.07      | Agency Mortgage-Backed Securities         |
| GNII SF MA7884 M     | 2052-02-20      | 4.0000%  | 0.0000% | $75000.00          | $52438.13          | Agency Mortgage-Backed Securities         |
| GNII SF MA8149 M     | 2052-07-20      | 3.5000%  | 0.0000% | $43703400.00       | $31828884.60       | Agency Mortgage-Backed Securities         |
| GNII SF MA9107 M     | 2053-08-20      | 6.0000%  | 0.0000% | $168870144.00      | $116133202.55      | Agency Mortgage-Backed Securities         |
| GNHA RM CN6143 H     | 2072-05-20      | 5.8860%  | 0.0000% | $15181520.00       | $15683247.94       | Agency Mortgage-Backed Securities         |
| GNPL PN CP7212       | 2057-10-15      | 3.8300%  | 0.0000% | $26358800.00       | $23946652.92       | Agency Mortgage-Backed Securities         |
| GNMI SF BJ5779 X     | 2048-09-15      | 5.5000%  | 0.0000% | $88209.00          | $17700.81          | Agency Mortgage-Backed Securities         |
| GNPL PN CJ9632       | 2055-04-15      | 3.1800%  | 0.0000% | $554600.00         | $479621.47         | Agency Mortgage-Backed Securities         |
| GNPL PN CL2730       | 2057-06-15      | 2.6600%  | 0.0000% | $3460316.00        | $2912580.19        | Agency Mortgage-Backed Securities         |
| GNPL PN CM4402       | 2057-12-15      | 4.4200%  | 0.0000% | $1409700.00        | $1334797.78        | Agency Mortgage-Backed Securities         |
| GNPL PN CM8624       | 2057-06-15      | 2.8000%  | 0.0000% | $4853328.00        | $4103579.44        | Agency Mortgage-Backed Securities         |
| GNII SF MA9904 M     | 2053-05-20      | 4.5000%  | 0.0000% | $266777600.00      | $249999489.93      | Agency Mortgage-Backed Securities         |
| GNPL PN CZ7782       | 2059-05-15      | 5.7100%  | 0.0000% | $4919050.00        | $5125425.37        | Agency Mortgage-Backed Securities         |
| GNPL PN DA8484       | 2059-04-15      | 5.5300%  | 0.0000% | $11632000.00       | $11939735.86       | Agency Mortgage-Backed Securities         |
| GNII SF DH3119 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1693818.00        | $1778395.44        | Agency Mortgage-Backed Securities         |
| GNII SF DH7374 C     | 2055-04-20      | 6.0000%  | 0.0000% | $1065224.00        | $1093754.96        | Agency Mortgage-Backed Securities         |
| GNII SF DH7684 C     | 2055-02-20      | 6.0000%  | 0.0000% | $17195200.00       | $17624561.63       | Agency Mortgage-Backed Securities         |
| GNII SF DJ1652 C     | 2055-04-20      | 6.0000%  | 0.0000% | $180594.00         | $185663.93         | Agency Mortgage-Backed Securities         |
| GNII SF DJ2626 C     | 2055-05-20      | 6.0000%  | 0.0000% | $3032036.00        | $3115823.80        | Agency Mortgage-Backed Securities         |
| GNII SF DK2315 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1105590.00        | $1140525.66        | Agency Mortgage-Backed Securities         |
| GNII SF DK6683 C     | 2055-06-20      | 6.0000%  | 0.0000% | $1824538.00        | $1886257.25        | Agency Mortgage-Backed Securities         |
| GNII SF DI0803 C     | 2055-04-20      | 6.0000%  | 0.0000% | $1229740.00        | $1268137.03        | Agency Mortgage-Backed Securities         |
| GNII SF DI3640 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1717858.00        | $1793356.48        | Agency Mortgage-Backed Securities         |
| GNII SF DI7764 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1655808.00        | $1752869.29        | Agency Mortgage-Backed Securities         |
| GNPL PN AT8555       | 2057-10-15      | 4.0700%  | 0.0000% | $21312440.00       | $19686844.27       | Agency Mortgage-Backed Securities         |
| GNII SF 004006 M     | 2037-07-20      | 6.0000%  | 0.0000% | $2143976.00        | $23482.73          | Agency Mortgage-Backed Securities         |
| GNII SF 759442 C     | 2040-12-20      | 4.0000%  | 0.0000% | $1104766.00        | $110515.39         | Agency Mortgage-Backed Securities         |
| GNMI SP 782371 X     | 2038-08-15      | 5.0000%  | 0.0000% | $6883608.00        | $88370.84          | Agency Mortgage-Backed Securities         |
| GNII SF 627021 C     | 2045-11-20      | 4.0000%  | 0.0000% | $41000.00          | $14388.71          | Agency Mortgage-Backed Securities         |
| GNMI SF 698236 X     | 2039-06-15      | 5.0000%  | 0.0000% | $4495896.00        | $81350.59          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CTFS6129 | 2042-06-01      | 2.0000%  | 0.0000% | $400000.00         | $300191.38         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS7274 | 2054-02-01      | 5.0000%  | 0.0000% | $728012.00         | $643619.71         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS9764 | 2049-08-01      | 4.0000%  | 0.0000% | $55707520.00       | $49782578.72       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL889983 | 2038-10-01      | 6.0000%  | 0.0000% | $7126860.00        | $52942.50          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL928380 | 2037-06-01      | 5.5000%  | 0.0000% | $2236000.00        | $35561.94          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL960117 | 2037-11-01      | 5.5000%  | 0.0000% | $37950000.00       | $117126.48         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAB4311 | 2042-01-01      | 4.0000%  | 0.0000% | $3665000.00        | $242534.99         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CRMA1356 | 2043-02-01      | 3.5000%  | 0.0000% | $13284360.00       | $1955496.87        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CRMA1363 | 2043-02-01      | 3.0000%  | 0.0000% | $167000.00         | $26831.33          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA3559 | 2034-01-01      | 3.5000%  | 0.0000% | $134000.00         | $10978.06          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CTMA4501 | 2041-12-01      | 2.0000%  | 0.0000% | $12453000.00       | $8037779.15        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX5171 | 2054-12-01      | 6.0000%  | 0.0000% | $2571052.00        | $2416556.15        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX7030 | 2055-02-01      | 6.0000%  | 0.0000% | $1274412.00        | $1286324.59        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ2701 | 2054-08-01      | 5.5000%  | 0.0000% | $38606208.00       | $35480581.80       | Agency Mortgage-Backed Securities         |
| GNII SF 762738 C     | 2041-02-20      | 4.0000%  | 0.0000% | $1475060.00        | $114101.14         | Agency Mortgage-Backed Securities         |
| GNMI SF 768482 X     | 2041-05-15      | 4.2900%  | 0.0000% | $70000.00          | $11940.32          | Agency Mortgage-Backed Securities         |
| GNMI SF 768745 X     | 2041-06-15      | 4.2900%  | 0.0000% | $60000.00          | $12051.73          | Agency Mortgage-Backed Securities         |
| GNMI SF AC2828 X     | 2043-03-15      | 2.5000%  | 0.0000% | $643283.00         | $109974.90         | Agency Mortgage-Backed Securities         |
| GNII SF MA1995 M     | 2044-06-20      | 3.5000%  | 0.0000% | $506000.00         | $35322.91          | Agency Mortgage-Backed Securities         |
| GNII SF MA2826 M     | 2045-05-20      | 3.5000%  | 0.0000% | $150000896.00      | $12163106.63       | Agency Mortgage-Backed Securities         |
| GNII SF MA3035 M     | 2045-08-20      | 4.0000%  | 0.0000% | $111000.00         | $7891.14           | Agency Mortgage-Backed Securities         |

### Security 247: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP198153, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: ARP198153
- **C.18 - Value (incl. sponsor support):** $452000000.00
- **C.18.a - Value (excl. sponsor support):** $452000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **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? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 CLBX8127   | 2053-04-01      | 5.5000%  | 0.0000% | $50000000.00       | $40811127.98       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2203   | 2048-08-01      | 4.5000%  | 0.0000% | $39300000.00       | $12045550.27       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2477   | 2048-10-01      | 4.5000%  | 0.0000% | $1008.00           | $277.03            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2806   | 2048-12-01      | 4.5000%  | 0.0000% | $26730.00          | $6840.29           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA3391   | 2049-04-01      | 4.5000%  | 0.0000% | $1123584.00        | $227286.51         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA5738   | 2050-05-01      | 3.5000%  | 0.0000% | $20075776.00       | $9075078.55        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB4023   | 2052-07-01      | 4.0000%  | 0.0000% | $69587852.00       | $53051986.61       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4138   | 2052-07-01      | 5.0000%  | 0.0000% | $3915184.00        | $2938514.66        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4217   | 2052-07-01      | 5.0000%  | 0.0000% | $20135040.00       | $15390656.65       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5859   | 2053-03-01      | 6.0000%  | 0.0000% | $55209.00          | $42531.06          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5894   | 2053-03-01      | 5.0000%  | 0.0000% | $58873410.00       | $49032974.07       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB8115   | 2054-03-01      | 4.5000%  | 0.0000% | $18686740.00       | $16425667.24       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8530   | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $920.26            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9333   | 2054-10-01      | 5.5000%  | 0.0000% | $90373802.00       | $84838330.00       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAP9733   | 2042-10-01      | 3.5000%  | 0.0000% | $8020028.00        | $1258352.85        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS9958   | 2047-07-01      | 4.0000%  | 0.0000% | $107604736.00      | $26821011.13       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDB3788   | 2054-05-01      | 6.0000%  | 0.0000% | $1311838.00        | $1213154.14        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB8624   | 2054-07-01      | 6.5000%  | 0.0000% | $282000.00         | $274443.29         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC3465   | 2054-09-01      | 6.0000%  | 0.0000% | $18186680.00       | $16440556.85       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC8547   | 2054-12-01      | 5.5000%  | 0.0000% | $1159702.00        | $1158018.97        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC9019   | 2055-02-01      | 5.5000%  | 0.0000% | $16508756.00       | $16235543.35       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD0835   | 2055-01-01      | 6.0000%  | 0.0000% | $1307525.00        | $1318662.27        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD1033   | 2055-02-01      | 5.0000%  | 0.0000% | $1188930.00        | $1164090.55        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE0975   | 2055-06-01      | 6.0000%  | 0.0000% | $2769975.00        | $2851791.13        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM5173   | 2047-11-01      | 4.5000%  | 0.0000% | $178000000.00      | $46123659.97       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBN9019   | 2051-02-01      | 2.0000%  | 0.0000% | $67559787.00       | $38279147.91       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBP9680   | 2050-07-01      | 3.0000%  | 0.0000% | $13032340.00       | $4349117.51        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBQ7482   | 2052-04-01      | 4.5000%  | 0.0000% | $790962.00         | $685989.88         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBU2153   | 2051-10-01      | 3.5000%  | 0.0000% | $5136423.00        | $2509852.91        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBV4128   | 2052-03-01      | 2.0000%  | 0.0000% | $963386.00         | $619551.06         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBV7898   | 2052-08-01      | 4.5000%  | 0.0000% | $32579899.00       | $22861133.60       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW4951   | 2053-02-01      | 5.0000%  | 0.0000% | $1705860.00        | $1281410.38        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX8890   | 2053-04-01      | 6.0000%  | 0.0000% | $710957.00         | $707783.29         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $645100.00         | $428213.68         | U.S. Treasuries (including strips) |

### Security 248: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** GOLDMAN SACHS & CO LLC 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19AGE3, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP19AGE3
- **C.18 - Value (incl. sponsor support):** $2976000000.00
- **C.18.a - Value (excl. sponsor support):** $2976000000.00
- **C.19 - Percentage of Net Assets:** 3.6600%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-03
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 06.000 CLBX5040 | 2053-01-01      | 6.0000%  | 0.0000% | $5069008.00        | $4042661.57        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX7033 | 2053-04-01      | 5.0000%  | 0.0000% | $1700196.00        | $1621992.37        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY2967 | 2053-05-01      | 5.5000%  | 0.0000% | $390000.00         | $313046.04         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY3603 | 2053-06-01      | 5.5000%  | 0.0000% | $3807056.00        | $3132746.98        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBZ0311 | 2034-01-01      | 4.5700%  | 0.0000% | $5472000.00        | $5493348.40        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ0554 | 2029-02-01      | 4.7800%  | 0.0000% | $4579672.00        | $4683175.13        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ1665 | 2031-08-01      | 4.9500%  | 0.0000% | $2300000.00        | $2376328.95        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ3323 | 2032-03-01      | 5.6100%  | 0.0000% | $1841000.00        | $1965267.81        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HSBZ3947 | 2032-05-01      | 5.5400%  | 0.0000% | $1425000.00        | $1480464.44        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBZ3968 | 2035-05-01      | 4.9400%  | 0.0000% | $3210000.00        | $3262509.88        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA2376 | 2048-09-01      | 4.0000%  | 0.0000% | $1436908.00        | $94609.39          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA6638 | 2050-08-01      | 2.5000%  | 0.0000% | $50000.00          | $20810.19          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB1310 | 2051-08-01      | 2.0000%  | 0.0000% | $7783224.00        | $4933279.42        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CTCB2563 | 2042-01-01      | 2.0000%  | 0.0000% | $3680000.00        | $2413123.53        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB3890 | 2052-06-01      | 3.0000%  | 0.0000% | $647281.00         | $471322.90         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB4088 | 2052-07-01      | 4.0000%  | 0.0000% | $540000.00         | $415350.18         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4212 | 2052-07-01      | 4.5000%  | 0.0000% | $79200.00          | $63000.42          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB4657 | 2052-09-01      | 3.5000%  | 0.0000% | $68000.00          | $45265.64          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB4843 | 2052-10-01      | 5.5000%  | 0.0000% | $574000.00         | $476078.85         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB5401 | 2052-12-01      | 4.5000%  | 0.0000% | $250000.00         | $206186.70         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB6031 | 2053-04-01      | 5.0000%  | 0.0000% | $2000000.00        | $1660535.93        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6326 | 2053-05-01      | 5.5000%  | 0.0000% | $160000.00         | $129711.82         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6322 | 2053-05-01      | 5.5000%  | 0.0000% | $1400000.00        | $1189689.91        | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLCB8036 | 2054-02-01      | 7.0000%  | 0.0000% | $250000.00         | $194695.32         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB7270 | 2053-10-01      | 6.0000%  | 0.0000% | $10250000.00       | $9112922.82        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB9335 | 2054-10-01      | 6.0000%  | 0.0000% | $30178336.00       | $29679212.99       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA1059 | 2054-02-01      | 6.5000%  | 0.0000% | $62982144.00       | $63400057.84       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM8175 | 2051-08-01      | 2.5000%  | 0.0000% | $650000.00         | $420008.55         | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CIFM9607 | 2036-11-01      | 1.5000%  | 0.0000% | $404986.00         | $245506.55         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS0647 | 2052-02-01      | 3.0000%  | 0.0000% | $5100000.00        | $3290604.48        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS0733 | 2052-02-01      | 2.0000%  | 0.0000% | $280657.00         | $178122.14         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS1872 | 2052-05-02      | 3.0000%  | 0.0000% | $25000000.00       | $17803855.27       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS2010 | 2052-05-01      | 3.0000%  | 0.0000% | $7500000.00        | $5190146.67        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS3575 | 2052-09-01      | 4.5000%  | 0.0000% | $132000.00         | $102267.80         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS2768 | 2052-01-01      | 2.0000%  | 0.0000% | $200000.00         | $131694.94         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS3275 | 2052-04-01      | 3.0000%  | 0.0000% | $763000.00         | $555332.45         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIFS4477 | 2037-05-01      | 2.5000%  | 0.0000% | $145000.00         | $102563.95         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS3793 | 2047-07-01      | 3.5000%  | 0.0000% | $23043456.00       | $16571883.03       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS5427 | 2053-08-01      | 5.5000%  | 0.0000% | $2100000.00        | $1801085.23        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS6043 | 2053-05-01      | 3.5000%  | 0.0000% | $386000.00         | $309395.03         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTFS6318 | 2042-11-01      | 4.5000%  | 0.0000% | $7833920.00        | $6595150.93        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS6451 | 2053-08-01      | 5.5000%  | 0.0000% | $1600000.00        | $1364330.07        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS6809 | 2054-02-01      | 5.5000%  | 0.0000% | $201403.00         | $176906.72         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS7058 | 2054-01-01      | 2.5000%  | 0.0000% | $188000.00         | $142605.49         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS9230 | 2051-08-01      | 4.0000%  | 0.0000% | $189393408.00      | $168635848.10      | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCC0387 | 2055-05-01      | 5.0000%  | 0.0000% | $2672204.00        | $2649291.28        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL902853 | 2036-12-01      | 5.5000%  | 0.0000% | $1393586.00        | $12287.51          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL975472 | 2038-03-01      | 6.0000%  | 0.0000% | $518209.00         | $6319.45           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL986012 | 2038-06-01      | 5.5000%  | 0.0000% | $3539024.00        | $11798.89          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAA9845 | 2039-08-01      | 4.5000%  | 0.0000% | $79000000.00       | $1684642.44        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 GLAB3490 | 2041-08-01      | 3.5000%  | 0.0000% | $2271532.00        | $43155.78          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CKAB5459 | 2042-06-01      | 4.0000%  | 0.0000% | $500000.00         | $5053.99           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CTMA0268 | 2029-12-01      | 5.0000%  | 0.0000% | $16401344.00       | $358185.87         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CQMA0633 | 2040-12-01      | 5.0000%  | 0.0000% | $1000000.00        | $50040.05          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTMA2630 | 2036-05-01      | 4.0000%  | 0.0000% | $24326976.00       | $4251961.18        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA2341 | 2045-06-01      | 4.5000%  | 0.0000% | $115000.00         | $14269.84          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CJMA2797 | 2031-09-01      | 3.0000%  | 0.0000% | $1069898.00        | $250367.62         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CRMA3227 | 2047-11-01      | 4.5000%  | 0.0000% | $1057734.00        | $515010.47         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3415 | 2048-07-01      | 4.0000%  | 0.0000% | $1525880.00        | $130367.71         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA4401 | 2051-08-01      | 3.5000%  | 0.0000% | $526000.00         | $241552.14         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIMA4420 | 2036-09-01      | 3.0000%  | 0.0000% | $3192724.00        | $1494321.34        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3803 | 2049-10-01      | 3.5000%  | 0.0000% | $42000.00          | $5127.94           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4644 | 2052-05-01      | 4.0000%  | 0.0000% | $47934528.00       | $34750169.23       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIMA4751 | 2037-08-01      | 2.0000%  | 0.0000% | $7002408.00        | $4796531.33        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLMA4928 | 2053-02-01      | 6.5000%  | 0.0000% | $69925000.00       | $43200828.11       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLMA5217 | 2053-12-01      | 6.5000%  | 0.0000% | $72388096.00       | $48808982.15       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5445 | 2054-08-01      | 6.0000%  | 0.0000% | $5209152.00        | $4628737.84        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5699 | 2055-05-01      | 5.0000%  | 0.0000% | $4035784.00        | $3938894.20        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX8001 | 2055-03-01      | 6.0000%  | 0.0000% | $1934292.00        | $2004126.76        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX8011 | 2055-03-01      | 6.5000%  | 0.0000% | $2785532.00        | $2379833.81        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX7250 | 2055-02-01      | 6.5000%  | 0.0000% | $1660434.00        | $744261.79         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX9359 | 2055-03-01      | 6.5000%  | 0.0000% | $1735136.00        | $1807180.22        | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2028-11-15      | 6.0000%  | 0.0000% | $15000.00          | $109.71            | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2029-02-15      | 6.0000%  | 0.0000% | $74000.00          | $522.74            | Agency Collateralized Mortgage Obligation |
| FNRM CL061PL R98F061 | 2028-11-25      | 6.0000%  | 0.0000% | $52000.00          | $371.39            | Agency Collateralized Mortgage Obligation |
| FNRM CL090KB R20F090 | 2049-09-25      | 1.0000%  | 0.0000% | $10000.00          | $3753.62           | Agency Collateralized Mortgage Obligation |
| FNRM CL051MB R21F051 | 2051-08-25      | 3.0000%  | 0.0000% | $2700.00           | $1557.77           | Agency Collateralized Mortgage Obligation |
| FNRM CL051BH R21F051 | 2051-08-25      | 1.5000%  | 0.0000% | $1000.00           | $407.94            | Agency Collateralized Mortgage Obligation |
| FNRM CL083BJ R21F083 | 2050-04-25      | 3.0000%  | 0.0000% | $1000.00           | $689.48            | Agency Collateralized Mortgage Obligation |
| FNRM CL083MY R21F083 | 2050-06-25      | 3.0000%  | 0.0000% | $1000.00           | $634.01            | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2041-01-15      | 4.5000%  | 0.0000% | $3000000.00        | $1542.97           | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2045-03-15      | 3.5000%  | 0.0000% | $201900.00         | $957.10            | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2047-06-15      | 4.0000%  | 0.0000% | $75000.00          | $979.50            | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2049-02-15      | 3.5000%  | 0.0000% | $45000.00          | $4235.46           | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2051-08-25      | 1.5000%  | 0.0000% | $1250.00           | $520.77            | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2051-08-25      | 1.5000%  | 0.0000% | $1267.00           | $520.46            | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2053-04-25      | 6.0000%  | 0.0000% | $5000.00           | $4853.61           | Agency Collateralized Mortgage Obligation |
| FNRM CL055PC R01F055 | 2031-10-25      | 6.5000%  | 0.0000% | $140000.00         | $417.23            | Agency Collateralized Mortgage Obligation |
| FNRM RC014AQ R03F014 | 2033-03-25      | 3.5000%  | 0.0000% | $200000.00         | $281.74            | Agency Collateralized Mortgage Obligation |
| FNRM CL041OA R03F041 | 2033-05-25      | 4.0000%  | 0.0000% | $500000.00         | $4.45              | Agency Collateralized Mortgage Obligation |
| GNRM 2020-057 C      | 2060-01-16      | 2.0000%  | 0.0000% | $459371.00         | $222998.95         | Agency Collateralized Mortgage Obligation |
| GNRM 2021-136 LB     | 2051-08-20      | 2.5000%  | 0.0000% | $2100.00           | $1649.01           | Agency Collateralized Mortgage Obligation |
| GNRA 2024-081 FE     | 2054-05-20      | 5.4519%  | 0.0000% | $820000.00         | $686560.22         | Agency Collateralized Mortgage Obligation |
| GNII SF MA5398 M     | 2048-08-20      | 4.0000%  | 0.0000% | $30276096.00       | $2892280.39        | Agency Mortgage-Backed Securities         |
| GNII SF MA5022 M     | 2048-02-20      | 5.0000%  | 0.0000% | $9165000.00        | $830261.26         | Agency Mortgage-Backed Securities         |
| GNII SF MA5600 M     | 2048-11-20      | 6.5000%  | 0.0000% | $160000.00         | $28373.08          | Agency Mortgage-Backed Securities         |
| GNII SF MA5652 M     | 2048-12-20      | 4.5000%  | 0.0000% | $996330.00         | $69501.78          | Agency Mortgage-Backed Securities         |
| GNII SF MA6338 M     | 2049-12-20      | 3.0000%  | 0.0000% | $1559260.00        | $273940.06         | Agency Mortgage-Backed Securities         |
| GNII SF MA6571 M     | 2035-04-20      | 2.5000%  | 0.0000% | $410564.00         | $89395.36          | Agency Mortgage-Backed Securities         |
| GNAR AT MA8006 M     | 2052-04-20      | 1.5000%  | 0.0000% | $3178968.00        | $2431931.09        | Agency Mortgage-Backed Securities         |
| GNII SF MA7592 M     | 2051-09-20      | 4.0000%  | 0.0000% | $124524000.00      | $69964843.50       | Agency Mortgage-Backed Securities         |
| GNII SF MA8949 M     | 2053-06-20      | 6.0000%  | 0.0000% | $320945152.00      | $218338858.02      | Agency Mortgage-Backed Securities         |
| GNII JM MA8140 M     | 2052-07-20      | 3.0000%  | 0.0000% | $7156952.00        | $4807223.61        | Agency Mortgage-Backed Securities         |
| GNII SF MA8268 M     | 2052-09-20      | 4.5000%  | 0.0000% | $16131616.00       | $12570987.92       | Agency Mortgage-Backed Securities         |
| GNAR AT MA8672 M     | 2052-12-20      | 4.5000%  | 0.0000% | $887250.00         | $500746.62         | Agency Mortgage-Backed Securities         |
| GNII SF MA8724 M     | 2053-03-20      | 4.5000%  | 0.0000% | $11300000.00       | $9244285.33        | Agency Mortgage-Backed Securities         |
| GNII JM MA8867 M     | 2053-05-20      | 5.5000%  | 0.0000% | $192000.00         | $131474.75         | Agency Mortgage-Backed Securities         |
| GNII SF MA9172 M     | 2053-08-20      | 6.0000%  | 0.0000% | $19330464.00       | $13455454.16       | Agency Mortgage-Backed Securities         |
| GNII SF MA9305 M     | 2053-11-20      | 5.5000%  | 0.0000% | $147836416.00      | $124786248.66      | Agency Mortgage-Backed Securities         |
| GNII SF MA9306 M     | 2053-10-20      | 6.0000%  | 0.0000% | $184730624.00      | $131600669.56      | Agency Mortgage-Backed Securities         |
| GNII SF CN7055 C     | 2052-06-20      | 4.0000%  | 0.0000% | $3820200.00        | $2974644.92        | Agency Mortgage-Backed Securities         |
| GNPL PN CO1735       | 2057-10-15      | 4.2800%  | 0.0000% | $180800.00         | $169540.24         | Agency Mortgage-Backed Securities         |
| GNPL PN CO3173       | 2057-09-15      | 3.7900%  | 0.0000% | $22667136.00       | $20550728.42       | Agency Mortgage-Backed Securities         |
| GNPL PN CO3177       | 2057-08-15      | 3.8500%  | 0.0000% | $1755170.00        | $1595929.37        | Agency Mortgage-Backed Securities         |
| GNPL PN CP1099       | 2058-01-15      | 5.5000%  | 0.0000% | $2079600.00        | $2119075.67        | Agency Mortgage-Backed Securities         |
| GNII SF BG3768 C     | 2048-07-20      | 5.0000%  | 0.0000% | $14589456.00       | $1024753.33        | Agency Mortgage-Backed Securities         |
| GNII SF BL9226 C     | 2049-06-20      | 4.0000%  | 0.0000% | $195000.00         | $32735.06          | Agency Mortgage-Backed Securities         |
| GNHA AL BU5932 H     | 2070-10-20      | 6.5700%  | 0.0000% | $1500000.00        | $1029942.67        | Agency Mortgage-Backed Securities         |
| GNII SF CB9637 C     | 2051-02-20      | 2.5000%  | 0.0000% | $8078848.00        | $3941941.21        | Agency Mortgage-Backed Securities         |
| GNII SF CB9615 C     | 2051-03-20      | 2.0000%  | 0.0000% | $2977604.00        | $1538954.97        | Agency Mortgage-Backed Securities         |
| GNPL PN CF1030       | 2058-01-15      | 5.3800%  | 0.0000% | $2484200.00        | $2506798.81        | Agency Mortgage-Backed Securities         |
| GNII SF CF8046 C     | 2051-07-20      | 3.0000%  | 0.0000% | $1842616.00        | $1101477.30        | Agency Mortgage-Backed Securities         |
| GNII SF CI2022 C     | 2051-11-20      | 3.0000%  | 0.0000% | $3044484.00        | $1990180.31        | Agency Mortgage-Backed Securities         |
| GNII SF CI2031 C     | 2052-01-20      | 3.0000%  | 0.0000% | $3154952.00        | $2184403.33        | Agency Mortgage-Backed Securities         |
| GNPL PN CI4294       | 2057-08-15      | 3.3100%  | 0.0000% | $9115952.00        | $7991857.62        | Agency Mortgage-Backed Securities         |
| GNPL PN CK5733       | 2057-10-15      | 4.1500%  | 0.0000% | $2185000.00        | $2030971.52        | Agency Mortgage-Backed Securities         |
| GNPL PN CL4454       | 2057-07-15      | 2.8000%  | 0.0000% | $7635920.00        | $6455807.00        | Agency Mortgage-Backed Securities         |
| GNII SF MA9963 M     | 2054-10-20      | 4.5000%  | 0.0000% | $266088448.00      | $249998726.39      | Agency Mortgage-Backed Securities         |
| GNII SF AG4148 C     | 2043-10-20      | 4.0000%  | 0.0000% | $14546112.00       | $217249.01         | Agency Mortgage-Backed Securities         |
| GNPL PN CQ0047       | 2058-04-15      | 2.4000%  | 0.0000% | $821742.00         | $672675.88         | Agency Mortgage-Backed Securities         |
| GNII SF CQ3283 C     | 2053-11-20      | 7.0000%  | 0.0000% | $1066246.00        | $1108725.75        | Agency Mortgage-Backed Securities         |
| GNII SF CQ7520 C     | 2052-10-20      | 4.5000%  | 0.0000% | $6904576.00        | $4197951.84        | Agency Mortgage-Backed Securities         |
| GNHA AL CW9880 H     | 2073-09-20      | 6.9460%  | 0.0000% | $4880640.00        | $4606139.30        | Agency Mortgage-Backed Securities         |
| GNHA AL CX2326 H     | 2073-09-20      | 6.8150%  | 0.0000% | $3462996.00        | $2848236.54        | Agency Mortgage-Backed Securities         |
| GNII SF CX9287 C     | 2053-12-20      | 7.5000%  | 0.0000% | $1018184.00        | $1051996.74        | Agency Mortgage-Backed Securities         |
| GNII SF CX9298 C     | 2053-12-20      | 7.0000%  | 0.0000% | $3662984.00        | $3813231.63        | Agency Mortgage-Backed Securities         |
| GNII SF CY1119 C     | 2053-12-20      | 7.5000%  | 0.0000% | $500545.00         | $462679.15         | Agency Mortgage-Backed Securities         |
| GNII SF CY1116 C     | 2053-12-20      | 7.5000%  | 0.0000% | $1340492.00        | $1135516.38        | Agency Mortgage-Backed Securities         |
| GNPL PN DB4189       | 2059-09-15      | 5.2000%  | 0.0000% | $3693600.00        | $3718407.90        | Agency Mortgage-Backed Securities         |
| GNII SF DD0460 C     | 2054-11-20      | 5.0000%  | 0.0000% | $3004972.00        | $2940874.23        | Agency Mortgage-Backed Securities         |
| GNHA AL DE2762 H     | 2074-08-20      | 6.8850%  | 0.0000% | $4193823.00        | $4137060.22        | Agency Mortgage-Backed Securities         |
| GNPL PN DE7028       | 2059-11-15      | 5.3600%  | 0.0000% | $1848000.00        | $1879046.23        | Agency Mortgage-Backed Securities         |
| GNPL PN DH1746       | 2060-02-15      | 5.8800%  | 0.0000% | $1026824.00        | $1086618.34        | Agency Mortgage-Backed Securities         |
| GNII SF DH1036 C     | 2054-12-20      | 6.5000%  | 0.0000% | $165093.00         | $171620.50         | Agency Mortgage-Backed Securities         |
| GNII SF DH3112 C     | 2055-03-20      | 6.0000%  | 0.0000% | $3202488.00        | $3285106.15        | Agency Mortgage-Backed Securities         |
| GNII SF DH3120 C     | 2055-03-20      | 6.5000%  | 0.0000% | $3361832.00        | $3506889.17        | Agency Mortgage-Backed Securities         |
| GNII SF DH7350 C     | 2055-03-20      | 6.0000%  | 0.0000% | $3112428.00        | $3192871.45        | Agency Mortgage-Backed Securities         |
| GNII SF DH8445 C     | 2055-03-20      | 5.5000%  | 0.0000% | $5567792.00        | $5647954.77        | Agency Mortgage-Backed Securities         |
| GNII SF DJ6892 C     | 2055-06-20      | 6.0000%  | 0.0000% | $1407126.00        | $1454293.33        | Agency Mortgage-Backed Securities         |
| GNII SF DJ8187 C     | 2055-06-20      | 5.5000%  | 0.0000% | $1052220.00        | $1071062.69        | Agency Mortgage-Backed Securities         |
| GNII SF DK1295 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1729396.00        | $1807163.67        | Agency Mortgage-Backed Securities         |
| GNII SF DK1297 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1059270.00        | $1106903.37        | Agency Mortgage-Backed Securities         |
| GNII SF DK1298 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1392664.00        | $1456144.57        | Agency Mortgage-Backed Securities         |
| GNII SF DK1307 C     | 2055-06-20      | 6.0000%  | 0.0000% | $3775016.00        | $3883016.69        | Agency Mortgage-Backed Securities         |
| GNII SF DK1331 C     | 2055-06-20      | 5.5000%  | 0.0000% | $3395860.00        | $3456671.55        | Agency Mortgage-Backed Securities         |
| GNII SF DK1503 C     | 2055-06-20      | 6.0000%  | 0.0000% | $1002664.00        | $1020577.93        | Agency Mortgage-Backed Securities         |
| GNII SF DK2697 C     | 2055-06-20      | 6.0000%  | 0.0000% | $1745618.00        | $1795557.22        | Agency Mortgage-Backed Securities         |
| GNII SF DK2448 C     | 2055-06-20      | 6.0000%  | 0.0000% | $1599628.00        | $1658648.41        | Agency Mortgage-Backed Securities         |
| GNII SF DK2451 C     | 2055-06-20      | 6.0000%  | 0.0000% | $1001458.00        | $1031645.28        | Agency Mortgage-Backed Securities         |
| GNII SF DK7669 C     | 2055-06-20      | 5.5000%  | 0.0000% | $489781.00         | $494490.52         | Agency Mortgage-Backed Securities         |
| GNII SF MB0023 M     | 2054-11-20      | 4.0000%  | 0.0000% | $62324736.00       | $57089354.78       | Agency Mortgage-Backed Securities         |
| GNII SF MB0089 M     | 2054-09-20      | 4.0000%  | 0.0000% | $46582784.00       | $42813484.83       | Agency Mortgage-Backed Securities         |
| GNII SF MB0091 M     | 2054-12-20      | 5.0000%  | 0.0000% | $13716480.00       | $13304079.77       | Agency Mortgage-Backed Securities         |
| GNII SF MB0203 M     | 2055-02-20      | 4.5000%  | 0.0000% | $44417.00          | $42252.19          | Agency Mortgage-Backed Securities         |
| GNII SF MB0206 M     | 2055-02-20      | 6.0000%  | 0.0000% | $39024.00          | $39253.13          | Agency Mortgage-Backed Securities         |
| GNII SF MB0308 M     | 2055-04-20      | 5.5000%  | 0.0000% | $120000000.00      | $119979877.26      | Agency Mortgage-Backed Securities         |
| GNII SF MB0423 M     | 2055-05-20      | 5.0000%  | 0.0000% | $99950000.00       | $98442531.91       | Agency Mortgage-Backed Securities         |
| GNII SF DI1480 C     | 2055-06-20      | 6.0000%  | 0.0000% | $1246178.00        | $1283741.96        | Agency Mortgage-Backed Securities         |
| GNII SF DI3339 C     | 2055-03-20      | 6.0000%  | 0.0000% | $123136.00         | $126777.18         | Agency Mortgage-Backed Securities         |
| GNII SF DI3647 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1415768.00        | $1486376.75        | Agency Mortgage-Backed Securities         |
| GNII SF DI9454 C     | 2055-04-20      | 5.5000%  | 0.0000% | $7219968.00        | $7273756.55        | Agency Mortgage-Backed Securities         |
| GNII JM 004462 M     | 2039-06-20      | 5.0000%  | 0.0000% | $10615344.00       | $189161.54         | Agency Mortgage-Backed Securities         |
| GNII JM 004489 M     | 2039-07-20      | 5.0000%  | 0.0000% | $34706432.00       | $91156.16          | Agency Mortgage-Backed Securities         |
| GNII JM 004285 M     | 2038-11-20      | 6.0000%  | 0.0000% | $4000000.00        | $5833.84           | Agency Mortgage-Backed Securities         |
| GNII SF 005083 M     | 2041-06-20      | 5.0000%  | 0.0000% | $7509000.00        | $277929.71         | Agency Mortgage-Backed Securities         |
| GNMI SF 434738 X     | 2030-04-15      | 8.5000%  | 0.0000% | $2524384.00        | $5772.85           | Agency Mortgage-Backed Securities         |
| GNII BD 720540 C     | 2039-07-20      | 4.0000%  | 0.0000% | $8131040.00        | $280787.00         | Agency Mortgage-Backed Securities         |
| GNMI SF 738539 X     | 2041-07-15      | 4.0000%  | 0.0000% | $490000.00         | $21802.27          | Agency Mortgage-Backed Securities         |
| GNMI SF 741699 X     | 2041-08-15      | 4.0000%  | 0.0000% | $6696080.00        | $377986.25         | Agency Mortgage-Backed Securities         |
| GNMI SF 740978 X     | 2040-09-15      | 5.0000%  | 0.0000% | $1359536.00        | $75524.69          | Agency Mortgage-Backed Securities         |
| GNII SP 787458 C     | 2048-10-20      | 3.5000%  | 0.0000% | $162763520.00      | $135268513.57      | Agency Mortgage-Backed Securities         |
| GNMI SP 782144 X     | 2037-02-15      | 6.0000%  | 0.0000% | $2320376.00        | $26986.66          | Agency Mortgage-Backed Securities         |
| GNMI SP 782707 X     | 2039-07-15      | 5.0000%  | 0.0000% | $210001000.00      | $4649428.31        | Agency Mortgage-Backed Securities         |
| GNMI JP 783082 X     | 2025-08-15      | 4.5000%  | 0.0000% | $70516736.00       | $5864.81           | Agency Mortgage-Backed Securities         |
| GNMI SP 783107 X     | 2040-09-15      | 4.0000%  | 0.0000% | $3620660.00        | $116830.06         | Agency Mortgage-Backed Securities         |
| GNMI SF 615958 X     | 2033-09-15      | 5.0000%  | 0.0000% | $25511936.00       | $206060.29         | Agency Mortgage-Backed Securities         |
| GNMI SF 648527 X     | 2035-12-15      | 5.5000%  | 0.0000% | $3009696.00        | $33540.63          | Agency Mortgage-Backed Securities         |
| GNMI SF 675247 X     | 2029-05-15      | 6.5000%  | 0.0000% | $5009032.00        | $13540.29          | Agency Mortgage-Backed Securities         |
| GNMI SF 693623 X     | 2038-07-15      | 5.0000%  | 0.0000% | $734574.00         | $13298.47          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX9506 | 2055-03-01      | 6.0000%  | 0.0000% | $1345738.00        | $1375869.19        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY0090 | 2055-04-01      | 6.0000%  | 0.0000% | $1877674.00        | $1920956.58        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY0364 | 2055-04-01      | 6.0000%  | 0.0000% | $1045834.00        | $1073574.30        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY0372 | 2055-03-01      | 6.5000%  | 0.0000% | $1044984.00        | $1092751.31        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQY1030 | 2055-04-01      | 5.0000%  | 0.0000% | $2610536.00        | $2571718.55        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY3318 | 2055-04-01      | 6.0000%  | 0.0000% | $4284312.00        | $4343234.74        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY3412 | 2055-05-01      | 6.0000%  | 0.0000% | $5779640.00        | $5917244.18        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY3614 | 2055-05-01      | 6.5000%  | 0.0000% | $1890764.00        | $1975122.96        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL0006 | 2054-04-01      | 5.0000%  | 0.0000% | $1400000.00        | $1346053.89        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL0568 | 2053-06-01      | 5.0000%  | 0.0000% | $52911488.00       | $51442888.06       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ1859 | 2054-06-01      | 6.0000%  | 0.0000% | $1819828.00        | $1682877.24        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ2245 | 2054-08-01      | 6.0000%  | 0.0000% | $149805312.00      | $139718514.92      | Agency Mortgage-Backed Securities         |
| GNII SF 763323 C     | 2041-05-20      | 4.0000%  | 0.0000% | $2737092.00        | $599889.35         | Agency Mortgage-Backed Securities         |
| GNII SF 770803 C     | 2041-06-20      | 5.0000%  | 0.0000% | $5254624.00        | $526421.55         | Agency Mortgage-Backed Securities         |
| GNMI SF 773527 X     | 2041-10-15      | 4.0000%  | 0.0000% | $600000.00         | $8228.92           | Agency Mortgage-Backed Securities         |
| GNII SF MA0851 M     | 2043-03-20      | 3.0000%  | 0.0000% | $1812144.00        | $203629.63         | Agency Mortgage-Backed Securities         |
| GNII SF MA0139 M     | 2027-06-20      | 3.0000%  | 0.0000% | $4500000.00        | $78379.72          | Agency Mortgage-Backed Securities         |
| GNII SF MA1447 M     | 2043-11-20      | 3.0000%  | 0.0000% | $3105572.00        | $432286.77         | Agency Mortgage-Backed Securities         |
| GNII SF MA2074 M     | 2044-07-20      | 4.0000%  | 0.0000% | $364904448.00      | $23543474.55       | Agency Mortgage-Backed Securities         |
| GNII JM MA2512 M     | 2045-01-20      | 4.0000%  | 0.0000% | $20301024.00       | $401767.47         | Agency Mortgage-Backed Securities         |
| GNII SF MA3597 M     | 2046-04-20      | 3.5000%  | 0.0000% | $65427072.00       | $7049242.92        | Agency Mortgage-Backed Securities         |
| GNII JM MA3278 M     | 2030-12-20      | 2.5000%  | 0.0000% | $488000.00         | $41690.02          | Agency Mortgage-Backed Securities         |
| GNII SF MA3873 M     | 2046-08-20      | 3.0000%  | 0.0000% | $2169256.00        | $271608.85         | Agency Mortgage-Backed Securities         |
| GNII SF MA4127 M     | 2046-12-20      | 3.5000%  | 0.0000% | $3968664.00        | $563490.89         | Agency Mortgage-Backed Securities         |
| 03.000 FGPC T49020 G | 2032-11-01      | 3.0000%  | 0.0000% | $2428196.00        | $111706.41         | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C61837 G | 2031-12-01      | 6.0000%  | 0.0000% | $8106464.00        | $13578.82          | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C62800 G | 2032-01-01      | 6.0000%  | 0.0000% | $28465216.00       | $72022.49          | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C70842 G | 2032-09-01      | 6.0000%  | 0.0000% | $1865700.00        | $10733.02          | Agency Mortgage-Backed Securities         |
| 05.000 FGPC L10153 G | 2034-01-01      | 5.0000%  | 0.0000% | $28216448.00       | $124381.22         | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G07240 G | 2042-12-01      | 3.0000%  | 0.0000% | $55998000.00       | $10951391.21       | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G08770 G | 2047-07-01      | 3.5000%  | 0.0000% | $171633.00         | $18307.88          | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G08659 G | 2045-08-01      | 3.5000%  | 0.0000% | $54000.00          | $5386.55           | Agency Mortgage-Backed Securities         |
| 04.000 FGPC C91971 G | 2038-01-01      | 4.0000%  | 0.0000% | $5882328.00        | $1002053.63        | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C01292 G | 2032-02-01      | 6.0000%  | 0.0000% | $32159296.00       | $47617.53          | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C01374 G | 2032-06-01      | 6.0000%  | 0.0000% | $17332256.00       | $48927.34          | Agency Mortgage-Backed Securities         |
| 03.000 FGPC E03054 G | 2027-02-01      | 3.0000%  | 0.0000% | $17700000.00       | $292063.06         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI0831 | 2033-10-01      | 5.0000%  | 0.0000% | $1500000.00        | $26185.49          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI2144 | 2034-06-01      | 5.0000%  | 0.0000% | $14980160.00       | $273168.31         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI4404 | 2035-05-01      | 4.5000%  | 0.0000% | $1675950.00        | $7879.16           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI4756 | 2035-08-01      | 5.0000%  | 0.0000% | $1755000.00        | $70056.42          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZI6819 | 2037-10-01      | 5.5000%  | 0.0000% | $600000.00         | $25819.98          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI9874 | 2040-04-01      | 5.0000%  | 0.0000% | $360253.00         | $29881.90          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZI9136 | 2039-09-01      | 4.0000%  | 0.0000% | $318163.00         | $16735.81          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZI9411 | 2039-11-01      | 4.0000%  | 0.0000% | $169398.00         | $6204.00           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZJ0846 | 2040-12-01      | 4.0000%  | 0.0000% | $4357504.00        | $342599.21         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZJ0092 | 2040-06-01      | 5.5000%  | 0.0000% | $1282096.00        | $81836.73          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZJ9251 | 2028-05-01      | 5.5000%  | 0.0000% | $14717680.00       | $91789.16          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL3396 | 2042-08-01      | 3.5000%  | 0.0000% | $842454.00         | $131448.19         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZL8067 | 2044-05-01      | 5.0000%  | 0.0000% | $1011334.00        | $189069.85         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL9218 | 2045-03-01      | 3.5000%  | 0.0000% | $1546628.00        | $354744.21         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM0056 | 2045-09-01      | 4.0000%  | 0.0000% | $110466.00         | $19274.03          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM1247 | 2046-04-01      | 4.0000%  | 0.0000% | $94000.00          | $16544.07          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZM4258 | 2047-09-01      | 5.0000%  | 0.0000% | $313106.00         | $24166.88          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM5107 | 2047-12-01      | 4.5000%  | 0.0000% | $3890530.00        | $264505.37         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZN1365 | 2048-11-01      | 4.5000%  | 0.0000% | $390000.00         | $70612.96          | Agency Mortgage-Backed Securities         |
| 03.000 FGPC T69912 G | 2047-11-01      | 3.0000%  | 0.0000% | $18748320.00       | $13784801.38       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTZA2179 | 2030-09-01      | 5.0000%  | 0.0000% | $355624.00         | $5012.99           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CTZA2501 | 2038-04-01      | 3.0000%  | 0.0000% | $2100000.00        | $323094.49         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 3PZA3130 | 2042-10-01      | 2.5000%  | 0.0000% | $21500000.00       | $1611937.37        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZA4510 | 2044-11-01      | 4.0000%  | 0.0000% | $4999440.00        | $405459.31         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZA5458 | 2048-06-01      | 4.5000%  | 0.0000% | $850000.00         | $141106.87         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS0664 | 2032-10-01      | 5.5000%  | 0.0000% | $6296616.00        | $12787.60          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS2275 | 2038-03-01      | 6.0000%  | 0.0000% | $944993.00         | $18336.06          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZS2822 | 2039-04-01      | 6.5000%  | 0.0000% | $1860792.00        | $21738.54          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS3452 | 2041-08-01      | 5.0000%  | 0.0000% | $500000.00         | $23843.69          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZS7938 | 2033-01-01      | 2.5000%  | 0.0000% | $275000.00         | $53235.86          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZS8705 | 2033-07-01      | 3.5000%  | 0.0000% | $173000.00         | $15657.91          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 3VZT1145 | 2044-05-01      | 4.5000%  | 0.0000% | $136828.00         | $16699.26          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CISB8111 | 2036-07-01      | 2.0000%  | 0.0000% | $5994696.00        | $3332136.70        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CTSC0063 | 2035-05-01      | 3.5000%  | 0.0000% | $3812548.00        | $1302824.39        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CTSC0345 | 2042-05-01      | 2.0000%  | 0.0000% | $2900000.00        | $2075847.74        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CTSC0411 | 2038-06-01      | 3.0000%  | 0.0000% | $10006896.00       | $7402836.80        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CTSC0653 | 2039-08-01      | 4.0000%  | 0.0000% | $7825552.00        | $7356223.87        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD2666 | 2053-03-01      | 5.0000%  | 0.0000% | $1365000.00        | $1149920.27        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1807 | 2052-07-01      | 4.5000%  | 0.0000% | $100000.00         | $75500.17          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD1852 | 2051-06-01      | 2.5000%  | 0.0000% | $899296.00         | $627325.20         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD1882 | 2052-11-01      | 5.0000%  | 0.0000% | $10000.00          | $7930.06           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD2284 | 2052-12-01      | 6.0000%  | 0.0000% | $600000.00         | $469862.85         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD2981 | 2053-05-01      | 6.5000%  | 0.0000% | $200000.00         | $153662.77         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD3324 | 2052-08-01      | 3.5000%  | 0.0000% | $1094980.00        | $892798.26         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD4520 | 2052-07-01      | 3.5000%  | 0.0000% | $943472.00         | $749341.21         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD6284 | 2054-01-01      | 2.0000%  | 0.0000% | $54000.00          | $40443.77          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD5522 | 2054-05-01      | 6.0000%  | 0.0000% | $71529600.00       | $64000308.58       | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD6584 | 2052-09-01      | 3.5000%  | 0.0000% | $597435.00         | $519571.38         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD6561 | 2054-10-01      | 6.0000%  | 0.0000% | $197046272.00      | $196435939.23      | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD6891 | 2054-10-01      | 6.0000%  | 0.0000% | $14045000.00       | $13650037.21       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD7261 | 2053-02-01      | 4.5000%  | 0.0000% | $41301952.00       | $37910549.65       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8246 | 2052-09-01      | 5.0000%  | 0.0000% | $10240400.00       | $8101810.01        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8431 | 2054-05-01      | 5.5000%  | 0.0000% | $16080032.00       | $14255209.84       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3817 | 2053-09-01      | 6.0000%  | 0.0000% | $1007864.00        | $959703.85         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3874 | 2053-09-01      | 6.0000%  | 0.0000% | $2363000.00        | $2146784.67        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3997 | 2053-09-01      | 6.0000%  | 0.0000% | $3028144.00        | $2705693.05        | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Z50018 G | 2026-07-01      | 3.5000%  | 0.0000% | $1428720.00        | $10059.13          | Agency Mortgage-Backed Securities         |
| 03.500 FGPC U90245 G | 2042-10-01      | 3.5000%  | 0.0000% | $300000.00         | $54053.11          | Agency Mortgage-Backed Securities         |
| 03.500 FGPC U99114 G | 2044-02-01      | 3.5000%  | 0.0000% | $13500000.00       | $2279773.82        | Agency Mortgage-Backed Securities         |
| 04.000 FGPC U91254 G | 2043-04-01      | 4.0000%  | 0.0000% | $600000.00         | $108672.70         | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q19611 G | 2043-07-01      | 4.0000%  | 0.0000% | $100000.00         | $18739.29          | Agency Mortgage-Backed Securities         |
| FKAR 04.650 WNWN5218 | 2030-01-01      | 4.6500%  | 0.0000% | $48564000.00       | $49167399.59       | Agency Mortgage-Backed Securities         |
| FKAR 03.900 WNWN5250 | 2030-04-01      | 3.9000%  | 0.0000% | $168341000.00      | $165710110.79      | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G60440 G | 2046-03-01      | 3.5000%  | 0.0000% | $300000.00         | $59085.56          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQC5662 | 2051-08-01      | 3.5000%  | 0.0000% | $56000.00          | $25753.66          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQD2260 | 2051-12-01      | 3.0000%  | 0.0000% | $100000.00         | $62320.45          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQD8005 | 2052-03-01      | 3.0000%  | 0.0000% | $1171330.00        | $797322.71         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQD8105 | 2052-03-01      | 3.0000%  | 0.0000% | $13032.00          | $7954.62           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE0797 | 2052-04-01      | 4.5000%  | 0.0000% | $1682376.00        | $1021325.66        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG4946 | 2053-06-01      | 6.0000%  | 0.0000% | $534969.00         | $422658.63         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG9525 | 2053-08-01      | 5.5000%  | 0.0000% | $3968216.00        | $3641371.63        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQH2235 | 2053-09-01      | 5.5000%  | 0.0000% | $10082360.00       | $8694614.36        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH2565 | 2053-10-01      | 6.5000%  | 0.0000% | $1659548.00        | $1075827.33        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ0878 | 2054-08-01      | 6.0000%  | 0.0000% | $1738646.00        | $1775956.71        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ1058 | 2054-08-01      | 6.0000%  | 0.0000% | $1381958.00        | $1351353.26        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ2277 | 2054-08-01      | 6.0000%  | 0.0000% | $1221422.00        | $1247061.80        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ3682 | 2054-09-01      | 6.0000%  | 0.0000% | $1459042.00        | $1209599.92        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 3PQU7304 | 2049-09-01      | 5.0000%  | 0.0000% | $1162588.00        | $498395.63         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA5377 | 2051-06-01      | 2.0000%  | 0.0000% | $5920648.00        | $3370854.96        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTRB1125 | 2044-09-01      | 5.0000%  | 0.0000% | $1365460.00        | $1335556.79        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTRB5349 | 2045-06-01      | 5.0000%  | 0.0000% | $1343950.00        | $1338804.24        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTRB5355 | 2045-06-01      | 5.5000%  | 0.0000% | $69273216.00       | $70305979.62       | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CTRB5125 | 2041-09-01      | 2.0000%  | 0.0000% | $700000.00         | $433077.13         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CTRB5163 | 2042-05-01      | 3.0000%  | 0.0000% | $45000.00          | $31987.77          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 ZLSI2072 | 2050-09-01      | 2.0000%  | 0.0000% | $32943000.00       | $23004457.38       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CIQO1487 | 2038-07-01      | 5.0000%  | 0.0000% | $1310984.00        | $1103651.08        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQA5111 | 2049-11-01      | 3.5000%  | 0.0000% | $1620324.00        | $333070.96         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL254091 | 2031-11-01      | 6.0000%  | 0.0000% | $5000000.00        | $7963.11           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL254981 | 2033-10-01      | 6.0000%  | 0.0000% | $19793856.00       | $132465.70         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CT255892 | 2025-09-01      | 5.0000%  | 0.0000% | $52166555.00       | $5989.45           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT256885 | 2027-09-01      | 6.0000%  | 0.0000% | $1840000.00        | $5065.52           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL545609 | 2032-03-01      | 7.5000%  | 0.0000% | $6615160.00        | $7467.00           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL618250 | 2032-01-01      | 6.0000%  | 0.0000% | $4449392.00        | $13510.60          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAH0171 | 2038-06-01      | 5.5000%  | 0.0000% | $6240024.00        | $345519.58         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAI4818 | 2041-06-01      | 5.0000%  | 0.0000% | $4972030.00        | $366659.56         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL9257 | 2031-02-01      | 3.5000%  | 0.0000% | $18600000.00       | $1461442.98        | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX JUAL8674 | 2049-01-01      | 5.6280%  | 0.0000% | $4673000.00        | $859765.47         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAQ6744 | 2042-11-01      | 4.0000%  | 0.0000% | $1138926.00        | $49634.75          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAS2741 | 2044-06-01      | 5.0000%  | 0.0000% | $724675.00         | $49144.01          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS2947 | 2044-07-01      | 4.0000%  | 0.0000% | $3496580.00        | $431224.04         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS5629 | 2045-08-01      | 3.5000%  | 0.0000% | $288000.00         | $37434.31          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS5812 | 2045-09-01      | 3.5000%  | 0.0000% | $47380224.00       | $6640934.51        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAS6921 | 2031-03-01      | 3.0000%  | 0.0000% | $108295.00         | $8820.78           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAX9149 | 2045-01-01      | 3.5000%  | 0.0000% | $51679.00          | $5049.95           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL642419 | 2032-05-01      | 6.0000%  | 0.0000% | $6061288.00        | $9570.43           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL725162 | 2034-02-01      | 6.0000%  | 0.0000% | $204403520.00      | $1218173.18        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL725946 | 2034-11-01      | 5.5000%  | 0.0000% | $191625000.00      | $1507587.79        | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS732218 | 2043-06-01      | 5.6960%  | 0.0000% | $3005372.00        | $18413.23          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL735746 | 2035-07-01      | 6.0000%  | 0.0000% | $1450000.00        | $9400.21           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL739346 | 2033-10-01      | 6.0000%  | 0.0000% | $15968528.00       | $44375.55          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL745885 | 2036-10-01      | 6.0000%  | 0.0000% | $5840248.00        | $30342.09          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL747648 | 2033-11-01      | 5.0000%  | 0.0000% | $5827288.00        | $51174.34          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL759339 | 2034-01-01      | 6.0000%  | 0.0000% | $18000000.00       | $130633.08         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL809826 | 2035-03-01      | 5.5000%  | 0.0000% | $13048976.00       | $355545.35         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL826388 | 2035-06-01      | 6.0000%  | 0.0000% | $2139208.00        | $51070.94          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL833684 | 2035-08-01      | 6.0000%  | 0.0000% | $10009040.00       | $54915.25          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL848223 | 2035-11-01      | 6.0000%  | 0.0000% | $475002.00         | $17852.53          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDA0788 | 2053-09-01      | 5.5000%  | 0.0000% | $5356280.00        | $5014276.61        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDA1052 | 2053-10-01      | 6.0000%  | 0.0000% | $2502068.00        | $2422088.03        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDA2586 | 2053-10-01      | 6.5000%  | 0.0000% | $1844896.00        | $1883275.38        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDA5833 | 2054-01-01      | 6.0000%  | 0.0000% | $121756.00         | $100509.71         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB4230 | 2054-07-01      | 6.0000%  | 0.0000% | $1693802.00        | $1732337.27        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB6133 | 2054-07-01      | 6.0000%  | 0.0000% | $2999640.00        | $2781583.20        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB7169 | 2054-08-01      | 5.5000%  | 0.0000% | $1274540.00        | $1018589.45        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB7709 | 2054-08-01      | 6.0000%  | 0.0000% | $1030308.00        | $1018621.66        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB7701 | 2054-08-01      | 6.0000%  | 0.0000% | $1075384.00        | $1098659.77        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB8202 | 2054-08-01      | 6.0000%  | 0.0000% | $1421836.00        | $1431836.20        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CIDC4961 | 2039-10-01      | 6.0000%  | 0.0000% | $1095870.00        | $1070929.12        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD0548 | 2055-03-01      | 6.0000%  | 0.0000% | $826897.00         | $791904.64         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD4085 | 2055-04-01      | 6.0000%  | 0.0000% | $3289020.00        | $3407330.33        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDD6748 | 2055-05-01      | 5.0000%  | 0.0000% | $1683626.00        | $1662183.38        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD7252 | 2055-04-01      | 6.5000%  | 0.0000% | $1781936.00        | $1865075.08        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD9241 | 2055-05-01      | 6.5000%  | 0.0000% | $1047724.00        | $1089001.45        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBC1497 | 2046-08-01      | 4.0000%  | 0.0000% | $76000.00          | $16204.26          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 PLBD8179 | 2046-12-01      | 3.0000%  | 0.0000% | $2600000.00        | $1017968.95        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIBE3712 | 2032-06-01      | 2.5000%  | 0.0000% | $2083992.00        | $462356.02         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBK1962 | 2048-03-01      | 4.0000%  | 0.0000% | $1009356.00        | $124894.14         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CKBK6899 | 2048-07-01      | 4.5000%  | 0.0000% | $90000.00          | $15171.24          | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL3335 | 2029-09-01      | 2.9200%  | 0.0000% | $5258000.00        | $5017247.86        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTBM3374 | 2038-01-01      | 3.0000%  | 0.0000% | $974000.00         | $172100.94         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBM4495 | 2041-07-01      | 6.0000%  | 0.0000% | $21000.00          | $6166.07           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTBM4645 | 2038-10-01      | 3.0000%  | 0.0000% | $3447772.00        | $575220.33         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM5566 | 2049-02-01      | 4.5000%  | 0.0000% | $502000.00         | $89766.82          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBO2545 | 2049-06-01      | 4.0000%  | 0.0000% | $403000.00         | $255936.75         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBO7792 | 2049-12-01      | 3.5000%  | 0.0000% | $1009000.00        | $414185.00         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBR5634 | 2051-03-01      | 2.0000%  | 0.0000% | $200000.00         | $117815.68         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS2613 | 2033-07-01      | 1.9400%  | 0.0000% | $6075000.00        | $4826519.95        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBS7234 | 2029-11-01      | 5.3600%  | 0.0000% | $1176000.00        | $1232729.98        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIBT2056 | 2037-02-01      | 2.0000%  | 0.0000% | $825440.00         | $498031.79         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBU4200 | 2053-10-01      | 6.0000%  | 0.0000% | $13978704.00       | $10452194.31       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBU7907 | 2051-12-01      | 2.0000%  | 0.0000% | $204118.00         | $138041.27         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTBV3921 | 2042-03-01      | 3.0000%  | 0.0000% | $1007128.00        | $681691.96         | Agency Mortgage-Backed Securities         |

### Security 249: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.390000%
- **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: ARP19AHJ1, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP19AHJ1
- **C.18 - Value (incl. sponsor support):** $1932500000.00
- **C.18.a - Value (excl. sponsor support):** $1932500000.00
- **C.19 - Percentage of Net Assets:** 2.3800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-03
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FMAR 840955 G        | 2049-04-01      | 4.3660%  | 0.0000% | $5500000.00        | $639284.36         | Agency Mortgage-Backed Securities |
| FMAR 841022 G        | 2049-05-01      | 6.5420%  | 0.0000% | $15800000.00       | $1111908.41        | Agency Mortgage-Backed Securities |
| FMAR 841163 G        | 2050-05-01      | 3.7200%  | 0.0000% | $3536525.00        | $675379.58         | Agency Mortgage-Backed Securities |
| FMAR 841824 G        | 2054-10-01      | 5.7510%  | 0.0000% | $85000000.00       | $73188045.96       | Agency Mortgage-Backed Securities |
| FMAR 841879 G        | 2054-09-01      | 6.2040%  | 0.0000% | $11095295.00       | $10726793.74       | Agency Mortgage-Backed Securities |
| FMAR 841880 G        | 2045-03-01      | 6.7670%  | 0.0000% | $1184360.00        | $1133078.26        | Agency Mortgage-Backed Securities |
| FMAR 841881 G        | 2051-01-01      | 2.2610%  | 0.0000% | $2077185.00        | $2036994.77        | Agency Mortgage-Backed Securities |
| FMAR 841938 G        | 2050-07-01      | 3.1640%  | 0.0000% | $5994124.00        | $5632684.47        | Agency Mortgage-Backed Securities |
| FMAR 1B1150 G        | 2033-09-01      | 7.4370%  | 0.0000% | $4185000.00        | $15611.31          | Agency Mortgage-Backed Securities |
| FMAR 1B1980 G        | 2034-04-01      | 7.4220%  | 0.0000% | $95000.00          | $706.67            | Agency Mortgage-Backed Securities |
| FMAR 1B2321 G        | 2035-09-01      | 7.3790%  | 0.0000% | $4475000.00        | $190854.83         | Agency Mortgage-Backed Securities |
| FMAR 1B3940 G        | 2035-11-01      | 6.6760%  | 0.0000% | $2915956.00        | $33044.94          | Agency Mortgage-Backed Securities |
| FMAR 1B4406 G        | 2039-08-01      | 7.6540%  | 0.0000% | $1045000.00        | $9835.85           | Agency Mortgage-Backed Securities |
| FMAR 847986 G        | 2031-06-01      | 5.3210%  | 0.0000% | $10647613.00       | $437262.64         | Agency Mortgage-Backed Securities |
| FMAR 847320 G        | 2033-04-01      | 6.6280%  | 0.0000% | $1000000.00        | $5348.63           | Agency Mortgage-Backed Securities |
| FMAR 847376 G        | 2034-12-01      | 6.5320%  | 0.0000% | $513000.00         | $1758.62           | Agency Mortgage-Backed Securities |
| FMAR 1J0244 G        | 2037-01-01      | 6.7960%  | 0.0000% | $5172478.00        | $44280.33          | Agency Mortgage-Backed Securities |
| FMAR 1J0358 G        | 2037-04-01      | 6.9250%  | 0.0000% | $1850000.00        | $5462.54           | Agency Mortgage-Backed Securities |
| FMAR 1J0405 G        | 2037-05-01      | 6.5110%  | 0.0000% | $2120000.00        | $14188.74          | Agency Mortgage-Backed Securities |
| FMAR 1J0453 G        | 2037-06-01      | 6.4950%  | 0.0000% | $360000.00         | $4868.01           | Agency Mortgage-Backed Securities |
| FMAR 1J0506 G        | 2037-07-01      | 7.6900%  | 0.0000% | $43516047.00       | $293322.42         | Agency Mortgage-Backed Securities |
| FMAR 1G0608 G        | 2035-12-01      | 6.6030%  | 0.0000% | $13676523.00       | $101215.36         | Agency Mortgage-Backed Securities |
| FMAR 1G0626 G        | 2036-01-01      | 6.6030%  | 0.0000% | $13375620.00       | $34331.39          | Agency Mortgage-Backed Securities |
| FMAR 1H1343 G        | 2036-08-01      | 7.6010%  | 0.0000% | $755000.00         | $2614.07           | Agency Mortgage-Backed Securities |
| FMAR 1J1732 G        | 2037-06-01      | 7.0480%  | 0.0000% | $5190000.00        | $46422.84          | Agency Mortgage-Backed Securities |
| FMAR 1J1264 G        | 2036-02-01      | 6.6550%  | 0.0000% | $47302415.00       | $170145.84         | Agency Mortgage-Backed Securities |
| FMAR 1J1378 G        | 2036-11-01      | 6.2650%  | 0.0000% | $2454700.00        | $24776.90          | Agency Mortgage-Backed Securities |
| FMAR 1J1380 G        | 2036-03-01      | 7.6760%  | 0.0000% | $330000.00         | $771.90            | Agency Mortgage-Backed Securities |
| FMAR 1J1433 G        | 2036-10-01      | 6.9360%  | 0.0000% | $18000000.00       | $90722.17          | Agency Mortgage-Backed Securities |
| FMAR 1J1479 G        | 2037-02-01      | 7.1900%  | 0.0000% | $12107628.00       | $300661.57         | Agency Mortgage-Backed Securities |
| FMAR 1J2876 G        | 2037-09-01      | 7.5090%  | 0.0000% | $9995224.00        | $275118.96         | Agency Mortgage-Backed Securities |
| FMAR 1L0132 G        | 2035-07-01      | 7.3750%  | 0.0000% | $42316866.00       | $348898.72         | Agency Mortgage-Backed Securities |
| FMAR 1L1312 G        | 2036-01-01      | 7.2260%  | 0.0000% | $3000000.00        | $6340.95           | Agency Mortgage-Backed Securities |
| FMAR 1L2606 G        | 2036-11-01      | 7.1000%  | 0.0000% | $1680845.00        | $56175.27          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA3771 | 2039-09-01      | 3.0000%  | 0.0000% | $1500000.00        | $220179.48         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4047 | 2050-06-01      | 2.0000%  | 0.0000% | $240000.00         | $103989.61         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4179 | 2035-11-01      | 2.0000%  | 0.0000% | $2350000.00        | $1039477.53        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CJMA4189 | 2035-11-01      | 2.0000%  | 0.0000% | $1400000.00        | $422118.19         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4326 | 2051-05-01      | 2.5000%  | 0.0000% | $49000.00          | $27367.68          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5353 | 2054-05-01      | 5.5000%  | 0.0000% | $9942956.00        | $8814129.25        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5382 | 2039-04-01      | 3.5000%  | 0.0000% | $654656.00         | $511379.62         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4563 | 2052-03-01      | 2.5000%  | 0.0000% | $183000.00         | $122312.43         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA4572 | 2037-03-01      | 3.0000%  | 0.0000% | $2963825.00        | $1814819.62        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4600 | 2052-05-01      | 3.5000%  | 0.0000% | $47827000.00       | $34737954.37       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTMA4606 | 2042-05-01      | 2.0000%  | 0.0000% | $3033646.00        | $2095809.56        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA4693 | 2037-08-01      | 3.0000%  | 0.0000% | $425413.00         | $286927.55         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA4861 | 2038-01-01      | 3.5000%  | 0.0000% | $2000.00           | $1379.34           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA4965 | 2038-03-01      | 4.0000%  | 0.0000% | $133931.00         | $94625.43          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA5019 | 2038-04-01      | 3.0000%  | 0.0000% | $4741540.00        | $3330108.27        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5095 | 2053-07-01      | 3.5000%  | 0.0000% | $5048499.00        | $4121377.92        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5148 | 2038-09-01      | 5.0000%  | 0.0000% | $27000.00          | $18848.98          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CNMA5196 | 2033-09-01      | 3.0000%  | 0.0000% | $1555245.00        | $1059521.28        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLMA5208 | 2053-11-01      | 7.5000%  | 0.0000% | $432432.00         | $253076.93         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLMA5218 | 2053-12-01      | 7.0000%  | 0.0000% | $34192.00          | $19335.94          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIMA5509 | 2039-10-01      | 6.0000%  | 0.0000% | $74976.00          | $60190.86          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA5516 | 2039-09-01      | 4.0000%  | 0.0000% | $38318.00          | $31304.33          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA5533 | 2039-11-01      | 4.0000%  | 0.0000% | $7488175.00        | $6856922.93        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5575 | 2039-11-01      | 3.5000%  | 0.0000% | $15114574.00       | $13407667.22       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5617 | 2040-02-01      | 5.0000%  | 0.0000% | $8503500.00        | $7909141.20        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5635 | 2055-02-01      | 3.5000%  | 0.0000% | $847444.00         | $748200.68         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5646 | 2055-03-01      | 5.5000%  | 0.0000% | $23052128.00       | $22447755.18       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5673 | 2055-04-01      | 5.5000%  | 0.0000% | $57008061.00       | $56162169.90       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA5690 | 2040-02-01      | 3.0000%  | 0.0000% | $1004659.00        | $939510.33         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5760 | 2055-06-01      | 5.5000%  | 0.0000% | $175534940.00      | $176092536.57      | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5771 | 2040-06-01      | 5.0000%  | 0.0000% | $13394378.00       | $13532377.30       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAD0220 | 2038-10-01      | 6.0000%  | 0.0000% | $765000.00         | $8858.38           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTAD0475 | 2027-12-01      | 5.5000%  | 0.0000% | $380000.00         | $614.31            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAD0482 | 2039-12-01      | 6.7140%  | 0.0000% | $1378000.00        | $20868.90          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTAE0213 | 2029-12-01      | 5.5000%  | 0.0000% | $126978.00         | $973.07            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1AE0354 | 2037-09-01      | 6.8590%  | 0.0000% | $23423435.00       | $453126.97         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WSAE0557 | 2038-12-01      | 6.9200%  | 0.0000% | $9010000.00        | $68612.49          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAE0923 | 2040-10-01      | 7.2800%  | 0.0000% | $15054152.00       | $43326.83          | Agency Mortgage-Backed Securities |
| FMAR 8C0269 G        | 2052-05-01      | 2.4830%  | 0.0000% | $265000.00         | $189090.45         | Agency Mortgage-Backed Securities |
| FMAR 8C1053 G        | 2055-06-01      | 5.7660%  | 0.0000% | $6974865.00        | $7096847.25        | Agency Mortgage-Backed Securities |
| FKAR 04.250 WRWR1005 | 2030-04-01      | 4.2500%  | 0.0000% | $28708000.00       | $28726333.24       | Agency Mortgage-Backed Securities |
| FKAR 05.030 WSWS3002 | 2038-05-01      | 5.0300%  | 0.0000% | $520000.00         | $518484.69         | Agency Mortgage-Backed Securities |
| FKAR 04.350 WSWS4018 | 2038-03-01      | 4.3500%  | 0.0000% | $5565353.00        | $5190655.85        | Agency Mortgage-Backed Securities |
| FKAR 04.650 WSWS4019 | 2040-07-01      | 4.6500%  | 0.0000% | $918225.00         | $876547.00         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3593 | 2049-02-01      | 4.5000%  | 0.0000% | $1991390.00        | $132677.57         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CNMA2776 | 2026-10-01      | 2.5000%  | 0.0000% | $115873136.00      | $3246763.63        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA2802 | 2031-11-01      | 2.0000%  | 0.0000% | $151131.00         | $26716.71          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CKMA2846 | 2046-12-01      | 3.5000%  | 0.0000% | $335452.00         | $34067.96          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA2920 | 2047-03-01      | 3.0000%  | 0.0000% | $20000.00          | $4474.80           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA2959 | 2047-04-01      | 3.5000%  | 0.0000% | $20000.00          | $2757.39           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3305 | 2048-03-01      | 3.5000%  | 0.0000% | $152000.00         | $20106.50          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA3339 | 2033-04-01      | 3.0000%  | 0.0000% | $46000.00          | $5638.62           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA3361 | 2038-05-01      | 4.0000%  | 0.0000% | $25838.00          | $3072.44           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC9606 | 2055-01-01      | 5.0000%  | 0.0000% | $3573513.00        | $3496091.74        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC9640 | 2055-01-01      | 5.5000%  | 0.0000% | $7462178.00        | $7472267.95        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIDC9711 | 2040-01-01      | 6.5000%  | 0.0000% | $962155.00         | $984340.08         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD0151 | 2055-01-01      | 5.0000%  | 0.0000% | $1039777.00        | $1024194.91        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD0189 | 2055-04-01      | 6.5000%  | 0.0000% | $1005627.00        | $1055849.41        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD0170 | 2055-04-01      | 6.5000%  | 0.0000% | $1819762.00        | $1902054.00        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD0204 | 2055-03-01      | 6.5000%  | 0.0000% | $1660519.00        | $1735515.46        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD0260 | 2055-01-01      | 5.0000%  | 0.0000% | $1935657.00        | $1903904.95        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD0423 | 2055-01-01      | 5.5000%  | 0.0000% | $1408811.00        | $1369876.84        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD1751 | 2055-01-01      | 5.5000%  | 0.0000% | $3837022.00        | $3849214.93        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODD0907 | 2055-02-01      | 5.7130%  | 0.0000% | $11209745.00       | $11257654.23       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD0914 | 2055-01-01      | 5.0000%  | 0.0000% | $2820978.00        | $2760155.85        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD2584 | 2055-02-01      | 6.0000%  | 0.0000% | $1372523.00        | $1417403.28        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD2591 | 2055-02-01      | 6.5000%  | 0.0000% | $1130779.00        | $1177475.30        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD2622 | 2055-03-01      | 6.0000%  | 0.0000% | $1060096.00        | $989679.76         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD2625 | 2055-03-01      | 6.0000%  | 0.0000% | $2074151.00        | $2023121.06        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD1964 | 2055-02-01      | 6.5000%  | 0.0000% | $1079860.00        | $1134981.96        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDD2305 | 2040-02-01      | 5.5000%  | 0.0000% | $1009792.00        | $1018996.25        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD2362 | 2055-02-01      | 6.5000%  | 0.0000% | $1062349.00        | $1110054.48        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD2381 | 2055-04-01      | 5.0000%  | 0.0000% | $1841090.00        | $1804489.42        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD2506 | 2055-02-01      | 6.0000%  | 0.0000% | $2622365.00        | $2685304.10        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD3482 | 2055-03-01      | 6.0000%  | 0.0000% | $1675326.00        | $1726476.00        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD2869 | 2055-01-01      | 6.0000%  | 0.0000% | $6719851.00        | $5837403.73        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3899 | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $737.96            | Agency Mortgage-Backed Securities |
| FNMS 01.500 CICB4005 | 2037-04-01      | 1.5000%  | 0.0000% | $542319.00         | $357808.07         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4105 | 2052-07-01      | 5.0000%  | 0.0000% | $1534000.00        | $1153686.55        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4100 | 2052-07-01      | 4.5000%  | 0.0000% | $1298000.00        | $996638.67         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB4112 | 2052-07-01      | 3.5000%  | 0.0000% | $38000.00          | $28479.01          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4212 | 2052-07-01      | 4.5000%  | 0.0000% | $666600.00         | $530253.53         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICB4243 | 2037-07-01      | 3.5000%  | 0.0000% | $22000.00          | $14944.51          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CICB4256 | 2037-08-01      | 4.0000%  | 0.0000% | $308303.00         | $199730.31         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4306 | 2052-08-01      | 5.0000%  | 0.0000% | $725000.00         | $587947.63         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4552 | 2052-09-01      | 4.5000%  | 0.0000% | $2383500.00        | $1817498.64        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB4639 | 2052-09-01      | 6.0000%  | 0.0000% | $500000.00         | $353733.43         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB4665 | 2052-09-01      | 4.0000%  | 0.0000% | $38578331.00       | $29627726.06       | Agency Mortgage-Backed Securities |
| FKAR 04.190 WAWA4469 | 2030-03-01      | 4.1900%  | 0.0000% | $3464197.00        | $3451818.34        | Agency Mortgage-Backed Securities |
| FKAR 04.450 WNWN1559 | 2030-11-01      | 4.4500%  | 0.0000% | $3042000.00        | $3063898.51        | Agency Mortgage-Backed Securities |
| FKAR 04.450 WNWN2666 | 2031-06-01      | 4.4500%  | 0.0000% | $9238000.00        | $9274496.77        | Agency Mortgage-Backed Securities |
| FKAR 01.250 WNWN2052 | 2027-03-01      | 1.2500%  | 0.0000% | $4000000.00        | $3581578.11        | Agency Mortgage-Backed Securities |
| FKAR 04.000 WNWN5138 | 2029-10-01      | 4.0000%  | 0.0000% | $23833000.00       | $23610214.41       | Agency Mortgage-Backed Securities |
| FMAR 972164 G        | 2035-01-01      | 6.9900%  | 0.0000% | $4675000.00        | $38469.66          | Agency Mortgage-Backed Securities |
| FMAR 410567 G        | 2027-10-01      | 7.3780%  | 0.0000% | $3262376.00        | $7574.91           | Agency Mortgage-Backed Securities |
| FMAR 840291 G        | 2041-11-01      | 7.3110%  | 0.0000% | $3000000.00        | $217130.50         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL9578 | 2045-06-01      | 4.0000%  | 0.0000% | $48000.00          | $7398.03           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX XYAL9970 | 2027-02-01      | 2.8800%  | 0.0000% | $145000.00         | $11477.17          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL8182 | 2046-02-01      | 6.7280%  | 0.0000% | $1019000.00        | $38541.60          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAM0762 | 2032-09-01      | 3.2900%  | 0.0000% | $10000.00          | $7055.72           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAM3193 | 2028-05-01      | 3.3800%  | 0.0000% | $460000.00         | $299904.75         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAM9825 | 2025-10-01      | 2.9200%  | 0.0000% | $12299000.00       | $9957993.69        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAM9431 | 2030-08-01      | 3.5800%  | 0.0000% | $1200000.00        | $1150900.67        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN0926 | 2026-02-01      | 3.0800%  | 0.0000% | $22700000.00       | $20793250.91       | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN1466 | 2026-04-01      | 2.6800%  | 0.0000% | $8000000.00        | $6548862.48        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN2522 | 2026-10-01      | 2.2600%  | 0.0000% | $8100000.00        | $6545812.61        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN3240 | 2026-10-01      | 2.4500%  | 0.0000% | $6000000.00        | $4979348.09        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN5679 | 2027-07-01      | 3.0400%  | 0.0000% | $14637900.00       | $12184278.12       | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN8305 | 2028-02-01      | 3.1300%  | 0.0000% | $5900000.00        | $5768969.20        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYAN9752 | 2033-07-01      | 3.6500%  | 0.0000% | $480000.00         | $454718.05         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS4168 | 2044-12-01      | 4.0000%  | 0.0000% | $31000.00          | $3770.35           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5593 | 2045-08-01      | 3.5000%  | 0.0000% | $1834000.00        | $388532.79         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAS5691 | 2030-08-01      | 2.5000%  | 0.0000% | $8225000.00        | $835775.87         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAS7712 | 2031-08-01      | 3.0000%  | 0.0000% | $67000.00          | $7263.63           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8115 | 2046-10-01      | 3.0000%  | 0.0000% | $1372000.00        | $315036.75         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTAS8740 | 2037-02-01      | 3.5000%  | 0.0000% | $600000.00         | $96112.07          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS9786 | 2047-06-01      | 4.0000%  | 0.0000% | $27000.00          | $4473.33           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAT1155 | 2043-09-01      | 7.1170%  | 0.0000% | $10349493.00       | $727954.38         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAY4068 | 2044-04-01      | 6.3770%  | 0.0000% | $9000000.00        | $324533.03         | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL640045 | 2032-06-01      | 7.5000%  | 0.0000% | $130732.00         | $3014.61           | Agency Mortgage-Backed Securities |
| FNMS 08.000 CL649331 | 2032-03-01      | 8.0000%  | 0.0000% | $1733873.00        | $5865.52           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB658481 | 2033-09-01      | 6.1250%  | 0.0000% | $25000.00          | $1013.47           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB665387 | 2032-08-01      | 5.6640%  | 0.0000% | $2470359.00        | $6115.85           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS679737 | 2040-04-01      | 7.6910%  | 0.0000% | $38350572.00       | $229499.02         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS679740 | 2039-07-01      | 7.4380%  | 0.0000% | $43350679.00       | $330329.99         | Agency Mortgage-Backed Securities |
| FNMS 07.000 K2697789 | 2033-05-01      | 7.0000%  | 0.0000% | $54428.00          | $2360.60           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL725424 | 2034-04-01      | 5.5000%  | 0.0000% | $115982.00         | $781.33            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL725231 | 2034-02-01      | 5.0000%  | 0.0000% | $170000.00         | $1611.01           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS725639 | 2033-09-01      | 7.2810%  | 0.0000% | $500000.00         | $674.74            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB725721 | 2034-06-01      | 7.0360%  | 0.0000% | $4485000.00        | $8325.09           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB725731 | 2034-08-01      | 6.0910%  | 0.0000% | $5317000.00        | $24995.06          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS735356 | 2035-01-01      | 6.2950%  | 0.0000% | $700000.00         | $7647.64           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL735215 | 2034-10-01      | 7.0000%  | 0.0000% | $123001.00         | $1170.01           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WZ735653 | 2044-10-01      | 5.6970%  | 0.0000% | $699999.00         | $4751.01           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WZ735654 | 2044-10-01      | 5.6970%  | 0.0000% | $400000.00         | $3321.54           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS735642 | 2042-08-01      | 5.6970%  | 0.0000% | $699998.00         | $10286.93          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS735643 | 2042-08-01      | 5.6970%  | 0.0000% | $200000.00         | $2377.67           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS735992 | 2032-09-01      | 7.1910%  | 0.0000% | $7719108.00        | $116589.97         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS745445 | 2036-01-01      | 6.5210%  | 0.0000% | $500562.00         | $4163.54           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LA745700 | 2036-06-01      | 6.8550%  | 0.0000% | $30788872.00       | $265594.09         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB745925 | 2036-09-01      | 7.5000%  | 0.0000% | $120000.00         | $2062.78           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB788976 | 2034-04-01      | 6.1590%  | 0.0000% | $8000000.00        | $54240.91          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD791868 | 2034-08-01      | 7.3930%  | 0.0000% | $14858979.00       | $151949.56         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB795135 | 2034-10-01      | 6.3900%  | 0.0000% | $405000.00         | $2083.52           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB804433 | 2034-12-01      | 6.0360%  | 0.0000% | $2699999.00        | $24753.18          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD804420 | 2034-12-01      | 6.4590%  | 0.0000% | $7500000.00        | $37692.52          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB809986 | 2035-03-01      | 6.3300%  | 0.0000% | $2465000.00        | $15789.70          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB810429 | 2034-12-01      | 6.5450%  | 0.0000% | $800000.00         | $2976.43           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS813714 | 2035-01-01      | 6.1940%  | 0.0000% | $470000.00         | $3895.63           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB814670 | 2035-04-01      | 6.4710%  | 0.0000% | $7923175.00        | $125505.72         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB817509 | 2035-09-01      | 6.1630%  | 0.0000% | $26204766.00       | $346205.16         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD820544 | 2035-05-01      | 6.1900%  | 0.0000% | $500000.00         | $839.88            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB821697 | 2035-06-01      | 6.9130%  | 0.0000% | $3593000.00        | $26885.15          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB823477 | 2035-02-01      | 6.2110%  | 0.0000% | $875000.00         | $17368.69          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB828480 | 2035-06-01      | 7.3440%  | 0.0000% | $610000.00         | $3149.93           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS836464 | 2035-10-01      | 6.5910%  | 0.0000% | $5350000.00        | $40387.96          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS836904 | 2035-10-01      | 6.2280%  | 0.0000% | $50002447.00       | $244466.57         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD841068 | 2034-11-01      | 7.0370%  | 0.0000% | $7600000.00        | $71953.74          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS843997 | 2035-11-01      | 6.3350%  | 0.0000% | $200000.00         | $1622.19           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS844532 | 2035-11-01      | 6.2130%  | 0.0000% | $300000.00         | $3415.30           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS848390 | 2035-12-01      | 6.2140%  | 0.0000% | $1300000.00        | $7014.00           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB849264 | 2036-01-01      | 6.6280%  | 0.0000% | $5089993.00        | $118126.77         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS851297 | 2035-09-01      | 6.7130%  | 0.0000% | $5000000.00        | $17056.18          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS867584 | 2036-02-01      | 6.2980%  | 0.0000% | $5025000.00        | $33841.78          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB879052 | 2036-03-01      | 6.7850%  | 0.0000% | $615000.00         | $7190.12           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA4085 | 2053-12-01      | 6.0000%  | 0.0000% | $1379929.00        | $1106553.34        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDA5276 | 2053-12-01      | 7.5000%  | 0.0000% | $1000157.00        | $723620.97         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB2744 | 2054-04-01      | 5.5000%  | 0.0000% | $986651.00         | $972887.84         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDB2944 | 2054-04-01      | 5.0000%  | 0.0000% | $2707366.00        | $2625023.50        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB3356 | 2054-06-01      | 5.5000%  | 0.0000% | $3508225.00        | $3356556.83        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDB6557 | 2054-08-01      | 4.5000%  | 0.0000% | $1041414.00        | $878852.58         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB7684 | 2054-07-01      | 6.0000%  | 0.0000% | $700000.00         | $596520.48         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB9540 | 2054-08-01      | 6.0000%  | 0.0000% | $6944711.00        | $6767573.93        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDC0816 | 2040-01-01      | 5.0000%  | 0.0000% | $1362794.00        | $1250596.32        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC0866 | 2055-03-01      | 5.5000%  | 0.0000% | $2543861.00        | $2571529.79        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODC0898 | 2055-03-01      | 5.9520%  | 0.0000% | $6846553.00        | $6433289.57        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC0713 | 2054-12-01      | 5.5000%  | 0.0000% | $1176717.00        | $1183932.16        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC1003 | 2054-08-01      | 6.0000%  | 0.0000% | $1017041.00        | $1038352.30        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC1517 | 2054-09-01      | 6.0000%  | 0.0000% | $3394420.00        | $3446941.00        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC2640 | 2055-05-01      | 5.0000%  | 0.0000% | $1228244.00        | $1207838.98        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC2656 | 2055-05-01      | 5.5000%  | 0.0000% | $1254352.00        | $1260298.73        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC1878 | 2054-09-01      | 5.5000%  | 0.0000% | $27983000.00       | $27242416.11       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC1941 | 2054-09-01      | 5.5000%  | 0.0000% | $1266250.00        | $1125980.96        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC2067 | 2054-10-01      | 4.5000%  | 0.0000% | $1076945.00        | $1024259.34        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC3513 | 2054-10-01      | 5.0000%  | 0.0000% | $5053304.00        | $4909437.64        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC2783 | 2054-09-01      | 6.0000%  | 0.0000% | $1217878.00        | $1163976.64        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODC3301 | 2054-10-01      | 5.9180%  | 0.0000% | $9657901.00        | $9269958.56        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC3282 | 2054-09-01      | 6.5000%  | 0.0000% | $160000.00         | $156026.60         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC3284 | 2054-09-01      | 6.5000%  | 0.0000% | $224000.00         | $218292.05         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC3331 | 2054-09-01      | 5.0000%  | 0.0000% | $3892202.00        | $3781799.38        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDC4966 | 2054-11-01      | 4.0000%  | 0.0000% | $1436151.00        | $1326077.45        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC5000 | 2054-10-01      | 5.0000%  | 0.0000% | $1251551.00        | $1075572.62        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC5716 | 2054-11-01      | 4.5000%  | 0.0000% | $1014847.00        | $917231.80         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC5880 | 2054-12-01      | 5.0000%  | 0.0000% | $1674460.00        | $1644238.72        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC6103 | 2055-04-01      | 6.0000%  | 0.0000% | $3513385.00        | $3616648.05        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC6394 | 2054-11-01      | 5.0000%  | 0.0000% | $1956754.00        | $1829599.97        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC6894 | 2054-11-01      | 5.5000%  | 0.0000% | $435238.00         | $431617.26         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC7737 | 2054-12-01      | 5.0000%  | 0.0000% | $1545128.00        | $1375425.36        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC8209 | 2055-06-01      | 5.5000%  | 0.0000% | $1570279.00        | $1583518.90        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC9103 | 2055-06-01      | 6.0000%  | 0.0000% | $52460257.00       | $53557323.36       | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODC9109 | 2055-06-01      | 5.5660%  | 0.0000% | $29825183.00       | $30287017.67       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDC9253 | 2039-12-01      | 5.0000%  | 0.0000% | $2386441.00        | $2351124.49        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC9396 | 2055-02-01      | 5.5000%  | 0.0000% | $1006549.00        | $1011272.97        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD2873 | 2055-03-01      | 6.0000%  | 0.0000% | $1245104.00        | $1282027.77        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD3286 | 2055-02-01      | 5.5000%  | 0.0000% | $2463170.00        | $2368716.62        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIDD3356 | 2040-02-01      | 6.5000%  | 0.0000% | $356070.00         | $362231.68         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODD3358 | 2055-03-01      | 5.5500%  | 0.0000% | $10042793.00       | $10079303.86       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD4470 | 2055-04-01      | 5.0000%  | 0.0000% | $1045600.00        | $1024706.88        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD3711 | 2055-02-01      | 5.0000%  | 0.0000% | $1105633.00        | $1085218.21        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD3713 | 2055-03-01      | 5.5000%  | 0.0000% | $3006687.00        | $2978303.59        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDD4980 | 2055-04-01      | 4.5000%  | 0.0000% | $804218.00         | $769688.74         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD5683 | 2055-05-01      | 5.5000%  | 0.0000% | $3083749.00        | $3094053.03        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD5852 | 2055-04-01      | 5.5000%  | 0.0000% | $1113100.00        | $1128026.20        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD7309 | 2055-06-01      | 5.5000%  | 0.0000% | $1102481.00        | $1118247.09        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD7730 | 2055-05-01      | 5.5000%  | 0.0000% | $3202025.00        | $3171451.04        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODD8202 | 2055-05-01      | 5.3000%  | 0.0000% | $10208930.00       | $10305606.00       | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODD8209 | 2055-05-01      | 5.6800%  | 0.0000% | $10261807.00       | $10259703.83       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDD8235 | 2040-04-01      | 5.5000%  | 0.0000% | $1631663.00        | $1655580.84        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD8380 | 2055-05-01      | 6.0000%  | 0.0000% | $1677350.00        | $1737942.86        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD9333 | 2055-06-01      | 6.5000%  | 0.0000% | $2161157.00        | $2280550.36        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODE0788 | 2055-06-01      | 5.2450%  | 0.0000% | $15007792.00       | $15149055.14       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE1700 | 2055-05-01      | 6.0000%  | 0.0000% | $2853440.00        | $2939258.16        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE1799 | 2055-06-01      | 6.0000%  | 0.0000% | $1760679.00        | $1825891.62        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE1401 | 2055-06-01      | 6.0000%  | 0.0000% | $3162080.00        | $3253430.38        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE1524 | 2055-06-01      | 6.0000%  | 0.0000% | $5479846.00        | $5640637.47        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE2654 | 2055-06-01      | 6.0000%  | 0.0000% | $3347696.00        | $3446728.66        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE2053 | 2055-06-01      | 5.5000%  | 0.0000% | $6372448.00        | $6402045.19        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE2087 | 2055-07-01      | 6.0000%  | 0.0000% | $5254232.00        | $5380035.83        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE2092 | 2055-07-01      | 5.5000%  | 0.0000% | $1356732.00        | $1373413.77        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE2134 | 2055-07-01      | 6.0000%  | 0.0000% | $1579049.00        | $1627221.57        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE2162 | 2055-06-01      | 6.0000%  | 0.0000% | $9463569.00        | $9745567.58        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE2353 | 2055-07-01      | 5.5000%  | 0.0000% | $1165074.00        | $1180281.19        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDE2795 | 2040-07-01      | 5.5000%  | 0.0000% | $1457621.00        | $1492702.38        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODE2899 | 2055-07-01      | 5.1790%  | 0.0000% | $1622750.00        | $1643154.41        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE2936 | 2055-07-01      | 5.5000%  | 0.0000% | $1273370.00        | $1286271.22        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODE2938 | 2055-07-01      | 5.0070%  | 0.0000% | $4826091.00        | $4836394.70        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE3252 | 2055-07-01      | 6.0000%  | 0.0000% | $4921945.00        | $5051167.38        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODE3403 | 2055-07-01      | 5.0000%  | 0.0000% | $28275506.00       | $28481317.13       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAZ9252 | 2045-10-01      | 3.0000%  | 0.0000% | $305000.00         | $43382.61          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBC0823 | 2046-04-01      | 3.5000%  | 0.0000% | $125000.00         | $13307.18          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBC4764 | 2046-10-01      | 3.0000%  | 0.0000% | $635000.00         | $128881.90         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBD7469 | 2031-10-01      | 3.0000%  | 0.0000% | $506567.00         | $90320.21          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBD8115 | 2046-09-01      | 3.0000%  | 0.0000% | $142000.00         | $47199.65          | Agency Mortgage-Backed Securities |
| FNMS 03.000 I3BF0386 | 2049-02-01      | 3.0000%  | 0.0000% | $795000.00         | $248534.57         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBK7934 | 2048-11-01      | 4.0000%  | 0.0000% | $388867.00         | $73759.89          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBL4420 | 2029-10-01      | 2.1400%  | 0.0000% | $2300000.00        | $2097405.28        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBL5267 | 2030-01-01      | 2.4700%  | 0.0000% | $40000.00          | $33182.84          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBM1417 | 2047-04-01      | 3.0000%  | 0.0000% | $200000.00         | $61992.09          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM2007 | 2048-09-01      | 4.0000%  | 0.0000% | $409000.00         | $36650.49          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM3362 | 2044-01-01      | 4.5000%  | 0.0000% | $2340000.00        | $593596.64         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBM3845 | 2037-09-01      | 6.6970%  | 0.0000% | $334000.00         | $62969.16          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBM6169 | 2049-11-01      | 2.9970%  | 0.0000% | $23828464.00       | $2728800.97        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBM6188 | 2049-08-01      | 3.5060%  | 0.0000% | $10000000.00       | $1010503.62        | Agency Mortgage-Backed Securities |
| FNMS 03.000 RIBM5530 | 2034-01-01      | 3.0000%  | 0.0000% | $1000000.00        | $101679.97         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBM6064 | 2043-10-01      | 6.8590%  | 0.0000% | $6974000.00        | $631042.28         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOBM7118 | 2052-12-01      | 4.8000%  | 0.0000% | $9700000.00        | $7842391.77        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBM6935 | 2049-07-01      | 3.4350%  | 0.0000% | $3764000.00        | $2393911.82        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOBM7681 | 2055-02-01      | 5.2670%  | 0.0000% | $11767395.00       | $11496729.21       | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOBM7682 | 2055-02-01      | 5.2620%  | 0.0000% | $34212340.00       | $33939062.06       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN0474 | 2048-10-01      | 5.0000%  | 0.0000% | $935000.00         | $243832.81         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN0750 | 2048-10-01      | 5.0000%  | 0.0000% | $455000.00         | $12424.01          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN2190 | 2048-11-01      | 4.0000%  | 0.0000% | $198655.00         | $7824.81           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBN5968 | 2034-07-01      | 3.0000%  | 0.0000% | $340000.00         | $53612.74          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO3250 | 2049-11-01      | 3.5000%  | 0.0000% | $1280000.00        | $376284.31         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WSBO7214 | 2047-07-01      | 3.2030%  | 0.0000% | $330000.00         | $85869.54          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WSBO9776 | 2049-03-01      | 4.2590%  | 0.0000% | $1374000.00        | $619769.61         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WSBO9999 | 2046-07-01      | 3.8320%  | 0.0000% | $2000000.00        | $531170.80         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBP4767 | 2050-05-01      | 2.7290%  | 0.0000% | $500000.00         | $155000.00         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ5112 | 2050-11-01      | 2.0000%  | 0.0000% | $7650822.00        | $4113538.83        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIBQ6485 | 2036-09-01      | 1.5000%  | 0.0000% | $1300783.00        | $727806.57         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ7559 | 2050-11-01      | 2.0000%  | 0.0000% | $212978.00         | $116686.94         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR0999 | 2051-05-01      | 2.5000%  | 0.0000% | $930000.00         | $604851.67         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR1283 | 2051-01-01      | 2.0000%  | 0.0000% | $6094752.00        | $3189420.61        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS2718 | 2036-08-01      | 1.9500%  | 0.0000% | $50000.00          | $36671.86          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS3801 | 2031-12-01      | 1.9000%  | 0.0000% | $50000.00          | $43109.53          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS4030 | 2032-01-01      | 1.9600%  | 0.0000% | $400000.00         | $345619.18         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBS4598 | 2029-02-01      | 1.7400%  | 0.0000% | $220000.00         | $202514.77         | Agency Mortgage-Backed Securities |
| MNMS 03.210 MTBS5245 | 2042-04-01      | 3.2100%  | 0.0000% | $2750000.00        | $2188684.77        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS7108 | 2032-12-01      | 4.8300%  | 0.0000% | $2000000.00        | $2009375.31        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS6676 | 2032-11-01      | 3.6700%  | 0.0000% | $100000.00         | $94945.24          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS6673 | 2032-10-01      | 4.2300%  | 0.0000% | $850000.00         | $837405.97         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS6767 | 2032-10-01      | 4.2700%  | 0.0000% | $400000.00         | $379160.10         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBS6891 | 2029-10-01      | 4.4300%  | 0.0000% | $170000.00         | $170470.69         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS8096 | 2033-04-01      | 4.7000%  | 0.0000% | $707000.00         | $706599.21         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBS8643 | 2030-06-01      | 4.4800%  | 0.0000% | $4950000.00        | $5009468.75        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BS9877 | 2031-10-01      | 6.1200%  | 0.0000% | $1435000.00        | $1541645.65        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBS9156 | 2030-08-01      | 4.4600%  | 0.0000% | $1000000.00        | $1011565.78        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BS9382 | 2035-02-01      | 4.9200%  | 0.0000% | $2868000.00        | $2914072.51        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT2334 | 2052-03-01      | 2.5000%  | 0.0000% | $1958515.00        | $1408205.77        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBT6681 | 2036-08-01      | 2.0000%  | 0.0000% | $2347585.00        | $1287509.56        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT8676 | 2051-09-01      | 2.5000%  | 0.0000% | $280000.00         | $145609.91         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBU2213 | 2036-10-01      | 2.0000%  | 0.0000% | $281440.00         | $169792.45         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBU4981 | 2039-09-01      | 3.5000%  | 0.0000% | $1348578.00        | $1254556.15        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIBU5193 | 2039-12-01      | 5.5000%  | 0.0000% | $1424480.00        | $1384540.85        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBU5495 | 2055-02-01      | 5.0000%  | 0.0000% | $3757619.00        | $3681085.00        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBU5610 | 2055-02-01      | 5.0000%  | 0.0000% | $2509307.00        | $2427873.35        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBU7089 | 2051-12-01      | 2.0000%  | 0.0000% | $1500000.00        | $948066.40         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBU6909 | 2052-03-01      | 2.0000%  | 0.0000% | $104946.00         | $48385.58          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOBU8798 | 2052-04-01      | 2.8780%  | 0.0000% | $1000000.00        | $768107.64         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBU8842 | 2052-05-01      | 3.5000%  | 0.0000% | $10000000.00       | $7479134.66        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV7928 | 2052-08-01      | 4.5000%  | 0.0000% | $12035335.00       | $9044483.51        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBV9862 | 2037-05-01      | 3.0000%  | 0.0000% | $65102.00          | $39193.14          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW0733 | 2052-07-01      | 4.5000%  | 0.0000% | $139303.00         | $115364.58         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBW1282 | 2037-10-01      | 3.0000%  | 0.0000% | $3033126.00        | $2431844.40        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBW4914 | 2038-04-01      | 3.0000%  | 0.0000% | $1080456.00        | $679726.41         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBW5055 | 2052-12-01      | 4.0000%  | 0.0000% | $293000.00         | $247446.41         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW9898 | 2052-10-01      | 4.5000%  | 0.0000% | $241553.00         | $200297.22         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBW9623 | 2038-06-01      | 3.0000%  | 0.0000% | $1905527.00        | $1487860.51        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBX1270 | 2037-10-01      | 3.0000%  | 0.0000% | $332465.00         | $193148.01         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX4429 | 2053-09-01      | 4.5000%  | 0.0000% | $1004277.00        | $826307.82         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ0855 | 2029-04-01      | 4.5500%  | 0.0000% | $50000.00          | $50769.41          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BZ0865 | 2031-04-01      | 5.2000%  | 0.0000% | $646000.00         | $669327.63         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ0571 | 2034-02-01      | 5.3000%  | 0.0000% | $846000.00         | $871560.90         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ0597 | 2040-03-01      | 5.1000%  | 0.0000% | $6100000.00        | $6147494.69        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ0959 | 2040-05-01      | 5.5500%  | 0.0000% | $1900000.00        | $1988687.41        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BZ2664 | 2031-10-01      | 5.4400%  | 0.0000% | $500000.00         | $522959.42         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BZ2691 | 2034-01-01      | 5.2400%  | 0.0000% | $1700000.00        | $1759000.39        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ1883 | 2034-09-01      | 4.2900%  | 0.0000% | $579000.00         | $565387.03         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ1884 | 2034-09-01      | 4.2300%  | 0.0000% | $1174000.00        | $1141592.32        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ3589 | 2030-05-01      | 4.5350%  | 0.0000% | $15385000.00       | $15587561.89       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BZ2890 | 2032-03-01      | 4.9500%  | 0.0000% | $500000.00         | $510846.91         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ3164 | 2035-02-01      | 5.1700%  | 0.0000% | $3313000.00        | $3428015.62        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ3767 | 2030-05-01      | 4.7100%  | 0.0000% | $6577000.00        | $6712211.06        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BZ3809 | 2030-02-01      | 4.6500%  | 0.0000% | $1223000.00        | $1242116.21        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ3844 | 2030-05-01      | 4.7700%  | 0.0000% | $4988000.00        | $5098129.75        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ3858 | 2032-06-01      | 4.7500%  | 0.0000% | $11982000.00       | $12213952.22       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ3966 | 2030-06-01      | 4.1200%  | 0.0000% | $3296000.00        | $3278919.76        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4058 | 2030-06-01      | 4.1500%  | 0.0000% | $20500000.00       | $20455208.65       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4111 | 2030-06-01      | 4.4900%  | 0.0000% | $13842000.00       | $13999908.76       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4083 | 2030-06-01      | 4.5100%  | 0.0000% | $12350000.00       | $12518022.44       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA1218 | 2048-02-01      | 4.5000%  | 0.0000% | $12000.00          | $1349.88           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA3861 | 2049-07-01      | 3.5000%  | 0.0000% | $600000.00         | $174096.91         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA4182 | 2049-09-01      | 4.5000%  | 0.0000% | $9000.00           | $2073.31           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA4543 | 2049-11-01      | 3.0000%  | 0.0000% | $2960529.00        | $1252736.18        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA5508 | 2050-04-01      | 3.0000%  | 0.0000% | $175000.00         | $42789.83          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6362 | 2050-07-01      | 2.5000%  | 0.0000% | $1479250.00        | $709389.10         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CKCA7009 | 2050-09-01      | 2.5000%  | 0.0000% | $239833.00         | $158101.47         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA8635 | 2051-01-01      | 4.0000%  | 0.0000% | $1429747.00        | $767236.79         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA9289 | 2051-02-01      | 2.5000%  | 0.0000% | $10156870.00       | $6382185.57        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB0613 | 2051-05-01      | 3.0000%  | 0.0000% | $23474986.00       | $14427650.80       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICB1489 | 2036-08-01      | 3.5000%  | 0.0000% | $242902.00         | $152121.77         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2665 | 2052-01-01      | 3.0000%  | 0.0000% | $21000.00          | $14490.04          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2094 | 2051-11-01      | 3.0000%  | 0.0000% | $700000.00         | $457654.14         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB2361 | 2051-12-01      | 2.0000%  | 0.0000% | $19671849.00       | $13055963.34       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2555 | 2052-01-01      | 2.5000%  | 0.0000% | $615222.00         | $428167.76         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2797 | 2052-02-01      | 3.0000%  | 0.0000% | $47852.00          | $30826.28          | Agency Mortgage-Backed Securities |
| FNMS 01.500 CICB2946 | 2036-12-01      | 1.5000%  | 0.0000% | $831713.00         | $579962.52         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3371 | 2052-04-01      | 3.5000%  | 0.0000% | $4403271.00        | $3160500.42        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3356 | 2052-04-01      | 2.5000%  | 0.0000% | $581000.00         | $413204.07         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4393 | 2052-08-01      | 4.5000%  | 0.0000% | $900000.00         | $744064.52         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICB4493 | 2037-08-01      | 3.5000%  | 0.0000% | $102657.00         | $81351.89          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB3880 | 2052-06-01      | 5.0000%  | 0.0000% | $700000.00         | $504727.08         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3914 | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $739.69            | Agency Mortgage-Backed Securities |
| FMAR 1L2609 G        | 2038-08-01      | 6.1800%  | 0.0000% | $8271708.00        | $83283.13          | Agency Mortgage-Backed Securities |
| FMAR 1N0169 G        | 2036-07-01      | 6.3800%  | 0.0000% | $4800000.00        | $43138.81          | Agency Mortgage-Backed Securities |
| FMAR 1N0333 G        | 2036-12-01      | 6.3650%  | 0.0000% | $75000.00          | $2072.47           | Agency Mortgage-Backed Securities |
| FMAR 1N1440 G        | 2037-03-01      | 6.1850%  | 0.0000% | $125000.00         | $3573.47           | Agency Mortgage-Backed Securities |
| FMAR 1N1417 G        | 2037-02-01      | 6.4650%  | 0.0000% | $12955902.00       | $33361.89          | Agency Mortgage-Backed Securities |
| FMAR 1N1433 G        | 2037-02-01      | 6.3020%  | 0.0000% | $124000.00         | $1184.87           | Agency Mortgage-Backed Securities |
| FMAR 1N1447 G        | 2037-02-01      | 6.3200%  | 0.0000% | $1340000.00        | $5113.69           | Agency Mortgage-Backed Securities |
| FMAR 1N1457 G        | 2037-01-01      | 6.3340%  | 0.0000% | $2742606.00        | $17873.31          | Agency Mortgage-Backed Securities |
| FMAR 1N1463 G        | 2037-05-01      | 6.8560%  | 0.0000% | $3000000.00        | $14430.75          | Agency Mortgage-Backed Securities |
| FMAR 1N1582 G        | 2037-05-01      | 5.9800%  | 0.0000% | $3570000.00        | $25712.56          | Agency Mortgage-Backed Securities |
| FMAR 1G1114 G        | 2035-09-01      | 7.4770%  | 0.0000% | $1675819.00        | $9439.50           | Agency Mortgage-Backed Securities |
| FMAR 1G1471 G        | 2037-01-01      | 6.5870%  | 0.0000% | $500000.00         | $3464.90           | Agency Mortgage-Backed Securities |
| FMAR 1G1533 G        | 2037-02-01      | 6.6080%  | 0.0000% | $1260000.00        | $7707.33           | Agency Mortgage-Backed Securities |
| FMAR 1G1649 G        | 2037-03-01      | 6.7750%  | 0.0000% | $18320000.00       | $51390.56          | Agency Mortgage-Backed Securities |
| FMAR 1H2617 G        | 2036-05-01      | 6.2500%  | 0.0000% | $22500000.00       | $54236.64          | Agency Mortgage-Backed Securities |
| FMAR 1G2603 G        | 2036-10-01      | 7.6080%  | 0.0000% | $2475000.00        | $7033.96           | Agency Mortgage-Backed Securities |
| FMAR 1G2604 G        | 2036-10-01      | 6.5660%  | 0.0000% | $4947327.00        | $39553.83          | Agency Mortgage-Backed Securities |
| FMAR 1G1834 G        | 2036-02-01      | 7.3200%  | 0.0000% | $24354966.00       | $103565.69         | Agency Mortgage-Backed Securities |
| FMAR 1G1850 G        | 2036-04-01      | 6.2400%  | 0.0000% | $70334541.00       | $160017.22         | Agency Mortgage-Backed Securities |
| FMAR 1G1946 G        | 2037-05-01      | 6.1190%  | 0.0000% | $45971707.00       | $713027.79         | Agency Mortgage-Backed Securities |
| FMAR 1G1999 G        | 2037-06-01      | 7.6180%  | 0.0000% | $260000.00         | $3218.27           | Agency Mortgage-Backed Securities |
| FMAR 1G2127 G        | 2037-08-01      | 7.4090%  | 0.0000% | $20408134.00       | $156345.19         | Agency Mortgage-Backed Securities |
| FMAR 1Q0789 G        | 2038-05-01      | 6.8720%  | 0.0000% | $254700.00         | $604.72            | Agency Mortgage-Backed Securities |
| FMAR 1Q0092 G        | 2036-03-01      | 6.4950%  | 0.0000% | $333657.00         | $4070.67           | Agency Mortgage-Backed Securities |
| FMAR 1Q0317 G        | 2037-09-01      | 7.4330%  | 0.0000% | $18290445.00       | $179737.73         | Agency Mortgage-Backed Securities |
| FMAR 1Q0379 G        | 2037-11-01      | 6.9530%  | 0.0000% | $1385000.00        | $2730.49           | Agency Mortgage-Backed Securities |
| FMAR 1Q1104 G        | 2037-04-01      | 6.5410%  | 0.0000% | $180000.00         | $8112.56           | Agency Mortgage-Backed Securities |
| FMAR 1Q1148 G        | 2037-05-01      | 6.4230%  | 0.0000% | $835000.00         | $12993.58          | Agency Mortgage-Backed Securities |
| FMAR 1Q1434 G        | 2040-09-01      | 6.7700%  | 0.0000% | $7900000.00        | $127834.71         | Agency Mortgage-Backed Securities |
| FMAR 1Q1467 G        | 2039-11-01      | 6.8920%  | 0.0000% | $795000.00         | $11369.15          | Agency Mortgage-Backed Securities |
| FMAR 1Q1915 G        | 2040-06-01      | 6.8290%  | 0.0000% | $1562523.00        | $1532434.96        | Agency Mortgage-Backed Securities |
| FMAR 786668 G        | 2028-12-01      | 7.4180%  | 0.0000% | $78860802.00       | $124340.35         | Agency Mortgage-Backed Securities |
| FMAR 848404 G        | 2036-06-01      | 6.5560%  | 0.0000% | $500000.00         | $18548.89          | Agency Mortgage-Backed Securities |
| FMAR 848568 G        | 2038-09-01      | 6.7280%  | 0.0000% | $1590000.00        | $51486.57          | Agency Mortgage-Backed Securities |
| FMAR 848595 G        | 2035-06-01      | 6.8840%  | 0.0000% | $5231621.00        | $413947.28         | Agency Mortgage-Backed Securities |
| FMAR 848777 G        | 2037-06-01      | 6.5740%  | 0.0000% | $12088248.00       | $184162.38         | Agency Mortgage-Backed Securities |
| FMAR 849192 G        | 2043-12-01      | 7.1150%  | 0.0000% | $10652481.00       | $633577.50         | Agency Mortgage-Backed Securities |
| FMAR 2B0973 G        | 2042-11-01      | 6.3950%  | 0.0000% | $925000.00         | $13691.07          | Agency Mortgage-Backed Securities |
| FMAR 2B5130 G        | 2046-02-01      | 6.5680%  | 0.0000% | $610000.00         | $16928.15          | Agency Mortgage-Backed Securities |
| FMAR 2B5468 G        | 2046-07-01      | 7.3590%  | 0.0000% | $806000.00         | $97747.55          | Agency Mortgage-Backed Securities |
| FMAR 2B7150 G        | 2048-10-01      | 3.3800%  | 0.0000% | $8770024.00        | $251331.59         | Agency Mortgage-Backed Securities |
| FMAR 2B6311 G        | 2047-07-01      | 7.5090%  | 0.0000% | $520000.00         | $11405.55          | Agency Mortgage-Backed Securities |
| FKAR 03.900 WAWA3194 | 2037-07-01      | 3.9000%  | 0.0000% | $2506432.00        | $2236577.61        | Agency Mortgage-Backed Securities |
| FKAR 04.360 WAWA4468 | 2029-12-01      | 4.3600%  | 0.0000% | $3871815.00        | $3886245.71        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICB4803 | 2037-08-01      | 3.0000%  | 0.0000% | $5048800.00        | $3516861.53        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1947501 | 2037-10-01      | 7.3850%  | 0.0000% | $1695500.00        | $60505.82          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL955183 | 2037-11-01      | 7.0000%  | 0.0000% | $940000.00         | $28126.82          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS984511 | 2038-01-01      | 6.6500%  | 0.0000% | $6527822.00        | $463523.45         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL995051 | 2037-03-01      | 6.0000%  | 0.0000% | $1550000.00        | $19158.15          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL995149 | 2038-10-01      | 6.5000%  | 0.0000% | $3700000.00        | $34760.32          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1995615 | 2037-10-01      | 7.4350%  | 0.0000% | $300000.00         | $986.02            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1995919 | 2037-07-01      | 7.3190%  | 0.0000% | $417135.00         | $2877.17           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRAB5617 | 2042-07-01      | 4.0000%  | 0.0000% | $365000.00         | $29052.01          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB6632 | 2042-10-01      | 3.5000%  | 0.0000% | $435000.00         | $50299.69          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIAB8787 | 2028-03-01      | 2.0000%  | 0.0000% | $215000.00         | $10818.63          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAC2643 | 2039-10-01      | 4.5000%  | 0.0000% | $227915.00         | $5776.97           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAC4166 | 2039-09-01      | 4.5000%  | 0.0000% | $50606.00          | $3012.19           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA0073 | 2029-05-01      | 4.5000%  | 0.0000% | $3309190.00        | $18136.14          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA0641 | 2031-02-01      | 4.0000%  | 0.0000% | $205000.00         | $6913.79           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA0734 | 2031-05-01      | 4.5000%  | 0.0000% | $1050000.00        | $34469.68          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA1037 | 2032-04-01      | 3.0000%  | 0.0000% | $1475000.00        | $100499.15         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CKMA1188 | 2042-08-01      | 3.0000%  | 0.0000% | $815568.00         | $53203.83          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CQMA2632 | 2046-05-01      | 3.5000%  | 0.0000% | $383935.00         | $102981.18         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA2130 | 2029-11-01      | 3.5000%  | 0.0000% | $135000.00         | $12566.31          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3495 | 2048-10-01      | 4.0000%  | 0.0000% | $7000.00           | $530.31            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB4805 | 2052-04-01      | 2.5000%  | 0.0000% | $850000.00         | $582060.43         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB5156 | 2052-11-01      | 6.5000%  | 0.0000% | $575000.00         | $421441.04         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CICB5181 | 2037-11-01      | 4.5000%  | 0.0000% | $56337.00          | $36901.41          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICB5213 | 2037-09-01      | 3.0000%  | 0.0000% | $107129.00         | $83557.65          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB5261 | 2052-12-01      | 4.5000%  | 0.0000% | $2290000.00        | $1839627.79        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6241 | 2053-05-01      | 4.5000%  | 0.0000% | $33434.00          | $27605.49          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB5405 | 2052-10-01      | 4.5000%  | 0.0000% | $5000.00           | $4195.09           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB5581 | 2052-11-01      | 5.0000%  | 0.0000% | $700000.00         | $576578.62         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5592 | 2053-02-01      | 5.5000%  | 0.0000% | $233350.00         | $192401.61         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5993 | 2053-01-01      | 6.0000%  | 0.0000% | $225240.00         | $171894.86         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6740 | 2053-07-01      | 5.5000%  | 0.0000% | $26975000.00       | $23021486.76       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7480 | 2053-11-01      | 6.0000%  | 0.0000% | $29448112.00       | $26307169.55       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7791 | 2054-01-01      | 6.0000%  | 0.0000% | $487080.00         | $402902.80         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICB8929 | 2039-07-01      | 6.0000%  | 0.0000% | $3963983.00        | $3324810.65        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8337 | 2054-04-01      | 5.5000%  | 0.0000% | $3445000.00        | $3153033.38        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8477 | 2054-05-01      | 5.0000%  | 0.0000% | $5209909.00        | $4859729.17        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICB8784 | 2039-06-01      | 6.0000%  | 0.0000% | $4984617.00        | $4153835.08        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CICB8786 | 2039-06-01      | 6.5000%  | 0.0000% | $2290914.00        | $2141330.44        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CICB9872 | 2040-01-01      | 5.0000%  | 0.0000% | $6080692.00        | $5968895.93        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9324 | 2054-10-01      | 5.5000%  | 0.0000% | $400000.00         | $387067.20         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9995 | 2055-02-01      | 6.0000%  | 0.0000% | $31951000.00       | $31868345.85       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0445 | 2055-01-01      | 5.5000%  | 0.0000% | $73481594.00       | $72726798.27       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIFA0764 | 2040-02-01      | 5.5000%  | 0.0000% | $28058437.00       | $27352099.54       | Agency Mortgage-Backed Securities |
| FMAR 840698 G        | 2047-03-01      | 2.5770%  | 0.0000% | $9500000.00        | $1273587.20        | Agency Mortgage-Backed Securities |
| FMAR 840727 G        | 2047-12-01      | 6.7060%  | 0.0000% | $13307750.00       | $876070.97         | Agency Mortgage-Backed Securities |
| FMAR 781095 G        | 2033-11-01      | 6.5420%  | 0.0000% | $11250000.00       | $64171.23          | Agency Mortgage-Backed Securities |
| FMAR 781995 G        | 2034-10-01      | 6.9460%  | 0.0000% | $1500000.00        | $11894.28          | Agency Mortgage-Backed Securities |
| FMAR 782758 G        | 2036-11-01      | 6.8950%  | 0.0000% | $6250000.00        | $32097.86          | Agency Mortgage-Backed Securities |
| FMAR 782836 G        | 2034-11-01      | 6.5310%  | 0.0000% | $2700000.00        | $18014.18          | Agency Mortgage-Backed Securities |
| FMAR 782870 G        | 2034-09-01      | 6.8700%  | 0.0000% | $447136.00         | $5577.83           | Agency Mortgage-Backed Securities |
| FMAR 783015 G        | 2035-02-01      | 6.4350%  | 0.0000% | $4780000.00        | $48853.18          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX AS065583 | 2028-09-01      | 4.4100%  | 0.0000% | $2866290.00        | $848.60            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX AS070146 | 2029-01-01      | 4.8450%  | 0.0000% | $31774895.00       | $864.92            | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HX109697 | 2025-10-01      | 3.2450%  | 0.0000% | $9675000.00        | $9370599.99        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS128776 | 2031-02-01      | 5.9310%  | 0.0000% | $1500000.00        | $507.26            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL190371 | 2036-07-01      | 6.5000%  | 0.0000% | $15413571.00       | $107875.94         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WE238575 | 2033-03-01      | 4.2170%  | 0.0000% | $4211814.00        | $10859.35          | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL252568 | 2029-04-01      | 7.5000%  | 0.0000% | $406179.00         | $1080.15           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LA255279 | 2034-04-01      | 6.7500%  | 0.0000% | $25000000.00       | $173850.34         | Agency Mortgage-Backed Securities |
| FNMS 05.500 NP256576 | 2037-01-01      | 5.5000%  | 0.0000% | $375000.00         | $983.88            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CT256820 | 2027-07-01      | 5.0000%  | 0.0000% | $5000000.00        | $10676.97          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS313731 | 2029-01-01      | 4.8450%  | 0.0000% | $35843917.00       | $1755.89           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HT468473 | 2031-07-01      | 4.5000%  | 0.0000% | $2599448.00        | $1138659.72        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS485627 | 2028-11-01      | 6.5360%  | 0.0000% | $8400000.00        | $12519.99          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD493805 | 2029-01-01      | 6.4650%  | 0.0000% | $3135000.00        | $3601.15           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL535300 | 2030-05-01      | 6.5000%  | 0.0000% | $21652911.00       | $13743.86          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS544874 | 2036-07-01      | 5.1570%  | 0.0000% | $15015000.00       | $51660.91          | Agency Mortgage-Backed Securities |
| FNMS 08.000 CL546522 | 2030-07-01      | 8.0000%  | 0.0000% | $154241.00         | $771.69            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS555847 | 2033-09-01      | 5.1050%  | 0.0000% | $1500000.00        | $1749.77           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAH5236 | 2026-01-01      | 3.5000%  | 0.0000% | $3000000.00        | $11909.23          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAI2591 | 2041-05-01      | 6.5000%  | 0.0000% | $30695706.00       | $7426.07           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAJ3145 | 2041-10-01      | 4.5000%  | 0.0000% | $559518.00         | $30524.56          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL0139 | 2039-02-01      | 6.9480%  | 0.0000% | $50000.00          | $805.77            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL0160 | 2041-05-01      | 4.5000%  | 0.0000% | $1207792.00        | $48708.59          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WDAL0332 | 2034-09-01      | 6.5450%  | 0.0000% | $2679223.00        | $116270.83         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL1438 | 2042-02-01      | 6.6890%  | 0.0000% | $20000000.00       | $358533.55         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL1845 | 2039-06-01      | 6.4170%  | 0.0000% | $2144000.00        | $23128.96          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WDAL1991 | 2034-06-01      | 6.5800%  | 0.0000% | $9256885.00        | $538119.62         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL2984 | 2042-10-01      | 6.8130%  | 0.0000% | $5200000.00        | $246073.71         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX YLAL3755 | 2038-02-01      | 5.0050%  | 0.0000% | $450000.00         | $9457.32           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL3850 | 2037-10-01      | 6.6660%  | 0.0000% | $1110609.00        | $32495.77          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL4364 | 2042-09-01      | 6.8290%  | 0.0000% | $1100000.00        | $34125.57          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL4349 | 2043-11-01      | 7.2600%  | 0.0000% | $5000000.00        | $145804.22         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL6236 | 2044-02-01      | 6.3870%  | 0.0000% | $8500000.00        | $251186.23         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL5548 | 2038-05-01      | 7.0180%  | 0.0000% | $13000000.00       | $944677.47         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAL5734 | 2029-09-01      | 3.5000%  | 0.0000% | $85000.00          | $5529.23           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL7147 | 2045-02-01      | 4.5000%  | 0.0000% | $48000.00          | $5554.55           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WSAL7183 | 2036-01-01      | 6.6790%  | 0.0000% | $2700000.00        | $274119.20         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAL6858 | 2030-04-01      | 3.5000%  | 0.0000% | $1500000.00        | $127630.72         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL8091 | 2044-06-01      | 4.0000%  | 0.0000% | $1121000.00        | $186044.63         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL7206 | 2045-08-01      | 4.0000%  | 0.0000% | $22000.00          | $2085.58           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAL7808 | 2030-12-01      | 3.5000%  | 0.0000% | $68000.00          | $4235.57           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CQAL9061 | 2046-08-01      | 3.0000%  | 0.0000% | $25000.00          | $6480.10           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL9421 | 2031-03-01      | 4.0000%  | 0.0000% | $878075.00         | $27222.82          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA1689 | 2050-01-01      | 3.5000%  | 0.0000% | $57564786.00       | $52374464.01       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA1579 | 2055-04-01      | 5.5000%  | 0.0000% | $26543236.00       | $26387960.10       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM1796 | 2034-10-01      | 3.5000%  | 0.0000% | $2773000.00        | $402430.56         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTFM1039 | 2039-04-01      | 3.5000%  | 0.0000% | $25000.00          | $4803.71           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTFM1196 | 2029-09-01      | 6.0000%  | 0.0000% | $4524541.00        | $229574.44         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM2523 | 2050-03-01      | 3.5000%  | 0.0000% | $5169000.00        | $995847.25         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM3571 | 2035-06-01      | 3.0000%  | 0.0000% | $172000.00         | $46374.78          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM3022 | 2032-09-01      | 3.5000%  | 0.0000% | $90000.00          | $4466.65           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM3098 | 2030-08-01      | 3.5000%  | 0.0000% | $31000.00          | $805.16            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM3152 | 2045-02-01      | 4.0000%  | 0.0000% | $716000.00         | $250474.97         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM3238 | 2050-03-01      | 3.5000%  | 0.0000% | $1744000.00        | $366226.47         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM3422 | 2035-05-01      | 3.0000%  | 0.0000% | $2000.00           | $672.36            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM3796 | 2048-10-01      | 4.5000%  | 0.0000% | $652000.00         | $206366.66         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM3946 | 2049-01-01      | 4.0000%  | 0.0000% | $11000.00          | $2965.09           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM4251 | 2049-12-01      | 3.5000%  | 0.0000% | $10000.00          | $1556.63           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM5295 | 2048-04-01      | 3.5000%  | 0.0000% | $9358080.00        | $4013063.77        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM4754 | 2047-07-01      | 3.5000%  | 0.0000% | $1005000.00        | $366813.73         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM4883 | 2050-03-01      | 2.5000%  | 0.0000% | $3800290.00        | $2210423.38        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM5768 | 2044-11-01      | 4.0000%  | 0.0000% | $64000.00          | $27343.84          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM5893 | 2050-08-01      | 5.0000%  | 0.0000% | $4000.00           | $1432.76           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM6839 | 2047-05-01      | 4.0000%  | 0.0000% | $5000.00           | $1853.64           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM8033 | 2048-11-01      | 3.5000%  | 0.0000% | $10000.00          | $5005.66           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM7539 | 2051-06-01      | 3.0000%  | 0.0000% | $620000.00         | $304324.95         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM7756 | 2036-06-01      | 2.0000%  | 0.0000% | $241267.00         | $133393.31         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM8321 | 2049-10-01      | 5.0000%  | 0.0000% | $27646.00          | $9831.04           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM8691 | 2051-09-01      | 2.5000%  | 0.0000% | $1000000.00        | $634758.69         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM9335 | 2051-10-01      | 2.5000%  | 0.0000% | $300000.00         | $196291.68         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM9411 | 2051-11-01      | 2.0000%  | 0.0000% | $305000.00         | $188689.74         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM9494 | 2051-11-01      | 2.5000%  | 0.0000% | $7000.00           | $4646.34           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM9930 | 2051-12-01      | 2.0000%  | 0.0000% | $15076089.00       | $10062330.67       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS0117 | 2052-01-01      | 2.0000%  | 0.0000% | $2600000.00        | $1624059.62        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS0252 | 2052-01-01      | 3.5000%  | 0.0000% | $352000.00         | $219948.80         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CTFS0316 | 2041-11-01      | 1.5000%  | 0.0000% | $598741.00         | $380168.05         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS1771 | 2050-09-01      | 5.0000%  | 0.0000% | $34225.00          | $21766.31          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1092 | 2052-04-01      | 3.5000%  | 0.0000% | $49000.00          | $34001.28          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFS1163 | 2037-01-01      | 3.5000%  | 0.0000% | $1000.00           | $510.08            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS1330 | 2037-03-01      | 2.0000%  | 0.0000% | $1289000.00        | $766821.48         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1520 | 2052-04-01      | 3.0000%  | 0.0000% | $273434.00         | $178783.16         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS1553 | 2050-11-01      | 2.5000%  | 0.0000% | $100000.00         | $62926.63          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS1834 | 2052-05-01      | 4.0000%  | 0.0000% | $1750000.00        | $1325480.07        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS2323 | 2052-07-01      | 4.0000%  | 0.0000% | $200000.00         | $141091.32         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIFS2506 | 2037-07-01      | 4.0000%  | 0.0000% | $3131225.00        | $2020327.66        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS2824 | 2051-12-01      | 2.5000%  | 0.0000% | $170975834.00      | $124668985.66      | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS3306 | 2050-11-01      | 3.0000%  | 0.0000% | $100000.00         | $68306.51          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS3411 | 2053-01-01      | 6.0000%  | 0.0000% | $200000.00         | $151555.79         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS4227 | 2053-04-01      | 3.5000%  | 0.0000% | $3680000.00        | $2944161.12        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS4346 | 2052-04-01      | 3.5000%  | 0.0000% | $151000.00         | $112153.16         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS4685 | 2051-11-01      | 2.0000%  | 0.0000% | $23212964.00       | $16079238.52       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS4703 | 2053-05-01      | 4.5000%  | 0.0000% | $77000.00          | $60839.74          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIFS4802 | 2038-05-01      | 4.0000%  | 0.0000% | $115000.00         | $82186.46          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS4932 | 2053-06-01      | 6.0000%  | 0.0000% | $625000.00         | $513451.83         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIFS5429 | 2038-03-01      | 4.0000%  | 0.0000% | $63162.00          | $43896.39          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS5558 | 2051-09-01      | 3.5000%  | 0.0000% | $27331962.00       | $21475341.07       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS6599 | 2052-09-01      | 3.5000%  | 0.0000% | $325353.00         | $266196.27         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS6610 | 2053-12-01      | 6.5000%  | 0.0000% | $3100000.00        | $2272575.73        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS6711 | 2044-01-01      | 4.5000%  | 0.0000% | $217000.00         | $177746.86         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS7221 | 2054-02-01      | 6.0000%  | 0.0000% | $145000.00         | $127588.07         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIFS8924 | 2038-11-01      | 5.5000%  | 0.0000% | $37853043.00       | $32469906.27       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS8672 | 2054-08-01      | 6.5000%  | 0.0000% | $34200000.00       | $32536335.98       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9780 | 2054-10-01      | 5.5000%  | 0.0000% | $2668768.00        | $2563701.72        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIFS9459 | 2039-10-01      | 5.0000%  | 0.0000% | $482000.00         | $440767.42         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0012 | 2055-02-01      | 6.5000%  | 0.0000% | $13771266.00       | $14149122.03       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CICC0173 | 2040-03-01      | 5.0000%  | 0.0000% | $2089410.00        | $2089527.17        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTCC0335 | 2045-03-01      | 5.5000%  | 0.0000% | $1667179.00        | $1690428.92        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0575 | 2055-06-01      | 6.0000%  | 0.0000% | $32870151.00       | $34107529.20       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0600 | 2055-06-01      | 6.5000%  | 0.0000% | $32217914.00       | $34128087.52       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA9693 | 2054-02-01      | 6.5000%  | 0.0000% | $3260087.00        | $2390431.85        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1883056 | 2036-07-01      | 7.8880%  | 0.0000% | $7500000.00        | $135224.13         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB884760 | 2036-09-01      | 7.3800%  | 0.0000% | $4050000.00        | $52871.44          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL888369 | 2037-03-01      | 7.0000%  | 0.0000% | $616000.00         | $5150.71           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB888043 | 2036-08-01      | 7.4840%  | 0.0000% | $18250000.00       | $239681.77         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB888526 | 2035-08-01      | 6.5430%  | 0.0000% | $17853000.00       | $261284.47         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1888763 | 2037-10-01      | 6.3830%  | 0.0000% | $2150000.00        | $11678.40          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL890720 | 2044-07-01      | 4.5000%  | 0.0000% | $169592.00         | $21981.39          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1893580 | 2036-09-01      | 7.0650%  | 0.0000% | $166854.00         | $960.07            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB900197 | 2036-10-01      | 7.5110%  | 0.0000% | $213359.00         | $3301.61           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1906281 | 2037-01-01      | 6.6370%  | 0.0000% | $155000.00         | $1697.25           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1914789 | 2037-04-01      | 6.6770%  | 0.0000% | $165000.00         | $2060.82           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1914850 | 2037-04-01      | 6.5950%  | 0.0000% | $77816.00          | $1578.46           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB920985 | 2036-12-01      | 6.2450%  | 0.0000% | $9000000.00        | $68329.61          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB922881 | 2037-02-01      | 6.0850%  | 0.0000% | $19325778.00       | $61237.95          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS924713 | 2033-08-01      | 5.1660%  | 0.0000% | $1769358.00        | $65680.01          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD924707 | 2036-09-01      | 6.9600%  | 0.0000% | $5596852.00        | $676880.86         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS924712 | 2034-09-01      | 5.5640%  | 0.0000% | $250000.00         | $32312.52          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1937595 | 2037-05-01      | 6.1100%  | 0.0000% | $4867292.00        | $56453.79          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB945032 | 2037-08-01      | 8.1530%  | 0.0000% | $333708.00         | $4777.25           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1947317 | 2037-10-01      | 7.5100%  | 0.0000% | $2960361.00        | $100487.39         | Agency Mortgage-Backed Securities |

### Security 250: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 4.390000%
- **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: ARP19AHQ5, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: ARP19AHQ5
- **C.18 - Value (incl. sponsor support):** $1450500000.00
- **C.18.a - Value (excl. sponsor support):** $1450500000.00
- **C.19 - Percentage of Net Assets:** 1.7800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-03
- **C.12 - Maturity Date (WAL):** 2025-07-03
- **C.13 - Final Legal Maturity Date:** 2025-07-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY   | 2029-01-31      | 1.7500%  | 0.0000% | $1200.00           | $1128.27           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2029-05-31      | 2.7500%  | 0.0000% | $100.00            | $96.52             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2031-04-30      | 4.6250%  | 0.0000% | $100.00            | $104.38            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2031-06-30      | 4.2500%  | 0.0000% | $1000.00           | $1016.09           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2034-07-15      | 1.8750%  | 0.0000% | $393000.00         | $404276.49         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2030-01-31      | 4.2500%  | 0.0000% | $379900.00         | $393504.41         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2035-02-15      | 4.6250%  | 0.0000% | $5000.00           | $5224.54           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2032-04-30      | 4.0000%  | 0.0000% | $907800.00         | $912402.94         | U.S. Treasuries (including strips)        |
| FNMS 06.500 CLCB5156     | 2052-11-01      | 6.5000%  | 0.0000% | $98999.00          | $72560.42          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB5700     | 2053-02-01      | 6.0000%  | 0.0000% | $27733504.00       | $21333146.62       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB5859     | 2053-03-01      | 6.0000%  | 0.0000% | $709810.00         | $546812.54         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2025-10-09      | 0.0000%  | 0.0000% | $100.00            | $98.83             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2039-02-15      | 3.5000%  | 0.0000% | $6104400.00        | $5548511.89        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2045-02-15      | 0.7500%  | 0.0000% | $280700.00         | $277661.21         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2049-08-15      | 2.2500%  | 0.0000% | $952000.00         | $598680.32         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2051-02-15      | 0.1250%  | 0.0000% | $23786400.00       | $15789276.01       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2051-11-15      | 1.8750%  | 0.0000% | $68148800.00       | $37639110.39       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2027-07-15      | 0.3750%  | 0.0000% | $4195700.00        | $5431902.92        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2030-08-15      | 0.6250%  | 0.0000% | $100.00            | $85.33             | U.S. Treasuries (including strips)        |
| FEPC 06.500 CLQH3955     | 2053-10-01      | 6.5000%  | 0.0000% | $5355592.00        | $3544587.46        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH4728     | 2053-11-01      | 6.5000%  | 0.0000% | $1186122.00        | $939110.52         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH5186     | 2053-11-01      | 6.5000%  | 0.0000% | $14111278.00       | $10073512.79       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH7544     | 2053-12-01      | 6.5000%  | 0.0000% | $14364950.00       | $10197277.41       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQH9717     | 2054-02-01      | 6.0000%  | 0.0000% | $2062819.00        | $1383850.93        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ0181     | 2054-07-01      | 6.0000%  | 0.0000% | $9028259.00        | $9143146.07        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ3870     | 2054-09-01      | 6.0000%  | 0.0000% | $13807772.00       | $13833059.79       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ3945     | 2054-09-01      | 6.0000%  | 0.0000% | $2131794.00        | $1833655.75        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ4547     | 2054-09-01      | 6.0000%  | 0.0000% | $14425101.00       | $13819174.01       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ5013     | 2054-10-01      | 6.0000%  | 0.0000% | $12486500.00       | $12714921.69       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ5537     | 2054-09-01      | 5.5000%  | 0.0000% | $11536937.00       | $10906974.27       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ6718     | 2054-10-01      | 6.0000%  | 0.0000% | $1026815.00        | $1011867.21        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ7363     | 2054-11-01      | 6.0000%  | 0.0000% | $3592803.00        | $2910477.66        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQJ7698     | 2054-11-01      | 5.0000%  | 0.0000% | $15869079.00       | $15119100.26       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQJ9328     | 2054-11-01      | 5.0000%  | 0.0000% | $2000000.00        | $1902312.16        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 3PQU7809     | 2051-02-01      | 2.5000%  | 0.0000% | $2642222.00        | $1940976.92        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA4561     | 2051-02-01      | 2.5000%  | 0.0000% | $5171396.00        | $3300229.89        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA6132     | 2051-10-01      | 2.5000%  | 0.0000% | $837684.00         | $527599.90         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA6652     | 2052-01-01      | 2.5000%  | 0.0000% | $1978258.00        | $1347717.29        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA7068     | 2052-03-01      | 2.5000%  | 0.0000% | $12384910.00       | $8134094.53        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA8093     | 2052-10-01      | 5.5000%  | 0.0000% | $15890944.00       | $13002601.53       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9377     | 2053-07-01      | 5.5000%  | 0.0000% | $19541775.00       | $17555361.30       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA9423     | 2053-07-01      | 5.0000%  | 0.0000% | $26099540.00       | $22600364.86       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CTRB5222     | 2043-01-01      | 6.5000%  | 0.0000% | $135000.00         | $71588.06          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 3JRE0027     | 2051-05-01      | 2.0000%  | 0.0000% | $13019689.00       | $7639165.85        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQI6933     | 2054-05-01      | 5.0000%  | 0.0000% | $7515923.00        | $7315314.47        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT257125     | 2028-03-01      | 5.5000%  | 0.0000% | $74985606.00       | $277951.93         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAK6726     | 2042-03-01      | 3.5000%  | 0.0000% | $1866.00           | $289.25            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAK6757     | 2042-03-01      | 4.0000%  | 0.0000% | $1002.00           | $65.33             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAL2893     | 2042-12-01      | 3.5000%  | 0.0000% | $37000000.00       | $6354057.04        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAL8746     | 2046-06-01      | 3.5000%  | 0.0000% | $7534960.00        | $1565962.03        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAP3442     | 2042-08-01      | 3.5000%  | 0.0000% | $14300918.00       | $2081900.66        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS0419     | 2043-09-01      | 4.0000%  | 0.0000% | $3937792.00        | $601595.63         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS6228     | 2045-11-01      | 4.0000%  | 0.0000% | $43220800.00       | $11397882.63       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDA5065     | 2053-11-01      | 6.5000%  | 0.0000% | $4752700.00        | $3325450.58        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB5118     | 2054-07-01      | 6.5000%  | 0.0000% | $279838.00         | $220234.98         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB8623     | 2054-07-01      | 6.5000%  | 0.0000% | $289999.00         | $242838.27         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC0244     | 2054-08-01      | 6.5000%  | 0.0000% | $800000.00         | $746019.19         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC0451     | 2054-10-01      | 5.5000%  | 0.0000% | $700000.00         | $657898.95         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC1999     | 2054-09-01      | 6.0000%  | 0.0000% | $49267.00          | $47308.07          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC6827     | 2054-12-01      | 6.0000%  | 0.0000% | $25797.00          | $26187.19          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC8824     | 2054-12-01      | 6.0000%  | 0.0000% | $233145.00         | $204001.67         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD0835     | 2055-01-01      | 6.0000%  | 0.0000% | $751764.00         | $758167.40         | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDD0376     | 2055-01-01      | 7.0000%  | 0.0000% | $3287779.00        | $3509430.72        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD1830     | 2055-02-01      | 5.5000%  | 0.0000% | $5601488.00        | $5569379.64        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD2290     | 2055-02-01      | 6.0000%  | 0.0000% | $1560516.00        | $1587673.32        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD4788     | 2055-02-01      | 6.0000%  | 0.0000% | $1325983.00        | $1369950.42        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD6230     | 2055-04-01      | 6.5000%  | 0.0000% | $2047802.00        | $2128808.21        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBC9209     | 2046-08-01      | 3.5000%  | 0.0000% | $814785.00         | $155390.79         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBD2413     | 2047-05-01      | 4.5000%  | 0.0000% | $16389357.00       | $4609752.75        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBE7472     | 2047-02-01      | 3.5000%  | 0.0000% | $3672233.00        | $1351227.87        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 I4BF0262     | 2058-05-01      | 3.0000%  | 0.0000% | $46088978.00       | $14093895.73       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBJ3024     | 2047-11-01      | 4.0000%  | 0.0000% | $5089808.00        | $959482.72         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBK3182     | 2048-03-01      | 4.0000%  | 0.0000% | $7955011.00        | $2178540.48        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBP8565     | 2050-06-01      | 4.0000%  | 0.0000% | $5539077.00        | $926261.99         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBQ7482     | 2052-04-01      | 4.5000%  | 0.0000% | $263304.00         | $228359.74         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBT6838     | 2051-10-01      | 3.0000%  | 0.0000% | $1891564.00        | $1180277.42        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBV3023     | 2052-02-01      | 2.0000%  | 0.0000% | $458905.00         | $300197.16         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBV3101     | 2052-03-01      | 2.0000%  | 0.0000% | $729854.00         | $488735.78         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBV4128     | 2052-03-01      | 2.0000%  | 0.0000% | $35077.00          | $22557.93          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW1372     | 2052-11-01      | 5.0000%  | 0.0000% | $86897508.00       | $69692197.60       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBW5083     | 2053-01-01      | 6.5000%  | 0.0000% | $4595083.00        | $3686414.93        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW7880     | 2052-08-01      | 5.0000%  | 0.0000% | $1925770.00        | $1830003.73        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBW8471     | 2052-09-01      | 4.5000%  | 0.0000% | $7161256.00        | $5295904.36        | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A35575 G     | 2035-06-01      | 6.0000%  | 0.0000% | $48883276.00       | $910983.69         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL2737     | 2042-02-01      | 4.0000%  | 0.0000% | $14384641.00       | $2135104.65        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM2703     | 2047-02-01      | 4.0000%  | 0.0000% | $13863610.00       | $4984897.84        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM2892     | 2047-03-01      | 4.0000%  | 0.0000% | $18798142.00       | $5207674.78        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM4040     | 2047-08-01      | 4.0000%  | 0.0000% | $14780981.00       | $4376257.73        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM4274     | 2047-09-01      | 4.0000%  | 0.0000% | $19632580.00       | $6657665.92        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM8008     | 2048-09-01      | 4.5000%  | 0.0000% | $9519035.00        | $2165880.71        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZN6284     | 2049-05-01      | 4.5000%  | 0.0000% | $8047707.00        | $2732066.69        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS3430     | 2041-11-01      | 4.0000%  | 0.0000% | $6480184.00        | $873096.46         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CTSC0634     | 2042-08-01      | 2.0000%  | 0.0000% | $6314214.00        | $5309976.58        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD1041     | 2052-06-01      | 3.0000%  | 0.0000% | $1773742.00        | $1194632.86        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD2282     | 2052-01-01      | 3.5000%  | 0.0000% | $4982000.00        | $3462109.11        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD2967     | 2053-03-01      | 4.5000%  | 0.0000% | $13483390.00       | $10904769.67       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD3127     | 2053-06-01      | 6.5000%  | 0.0000% | $5104705.00        | $3586773.22        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD3128     | 2053-06-01      | 5.0000%  | 0.0000% | $483905.00         | $428195.38         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD5304     | 2054-04-01      | 6.5000%  | 0.0000% | $222400.00         | $199924.42         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD4977     | 2053-11-01      | 5.0000%  | 0.0000% | $4614228.00        | $4150151.66        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8001     | 2049-07-01      | 3.5000%  | 0.0000% | $1024.00           | $94.38             | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD7543     | 2051-08-01      | 2.5000%  | 0.0000% | $5548815.00        | $3340501.75        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD7578     | 2055-04-01      | 6.0000%  | 0.0000% | $15384143.00       | $15654634.54       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8257     | 2052-10-01      | 4.5000%  | 0.0000% | $6350000.00        | $5045898.04        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8363     | 2053-09-01      | 6.0000%  | 0.0000% | $1817190.00        | $1481882.19        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8446     | 2054-07-01      | 5.5000%  | 0.0000% | $704968.00         | $646914.06         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8463     | 2054-09-01      | 6.0000%  | 0.0000% | $9722810.00        | $8748330.09        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8470     | 2054-10-01      | 6.0000%  | 0.0000% | $1900000.00        | $1731076.63        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8494     | 2055-01-01      | 5.5000%  | 0.0000% | $464825.00         | $446455.22         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8534     | 2055-05-01      | 6.0000%  | 0.0000% | $2971710.00        | $2965421.37        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3852     | 2053-09-01      | 6.0000%  | 0.0000% | $486504.00         | $400411.42         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q29519 G     | 2044-11-01      | 3.5000%  | 0.0000% | $20215285.00       | $3430444.10        | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q29759 G     | 2044-11-01      | 4.0000%  | 0.0000% | $13212128.00       | $2369951.22        | Agency Mortgage-Backed Securities         |
| 04.500 FGPC Q60362 G     | 2048-12-01      | 4.5000%  | 0.0000% | $24000000.00       | $5642387.35        | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q47887 G     | 2047-05-01      | 4.0000%  | 0.0000% | $3053142.00        | $691244.60         | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q47957 G     | 2047-05-01      | 4.0000%  | 0.0000% | $14489356.00       | $4018911.81        | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G61910 G     | 2048-05-01      | 3.5000%  | 0.0000% | $19004276.00       | $7067949.07        | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CLQB7808     | 2051-01-01      | 1.5000%  | 0.0000% | $5000000.00        | $2640548.18        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQC5859     | 2051-08-01      | 3.0000%  | 0.0000% | $8973174.00        | $5870024.27        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQC9239     | 2051-10-01      | 3.0000%  | 0.0000% | $10009103.00       | $7674262.79        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD1503     | 2051-11-01      | 2.0000%  | 0.0000% | $1922683.00        | $937999.35         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQE0637     | 2052-04-01      | 3.0000%  | 0.0000% | $13898982.00       | $9492121.25        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQE2307     | 2052-05-01      | 3.5000%  | 0.0000% | $9000000.00        | $6651155.42        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQE4370     | 2052-06-01      | 3.5000%  | 0.0000% | $6569552.00        | $4609116.37        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE4430     | 2052-06-01      | 5.0000%  | 0.0000% | $1562600.00        | $1220857.49        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE7139     | 2052-08-01      | 5.0000%  | 0.0000% | $10271863.00       | $7641255.18        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE6357     | 2052-07-01      | 4.5000%  | 0.0000% | $9971155.00        | $8096969.88        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE8030     | 2052-08-01      | 5.0000%  | 0.0000% | $23102332.00       | $17773661.92       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE7406     | 2052-08-01      | 4.5000%  | 0.0000% | $40431989.00       | $32078423.17       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE8118     | 2052-08-01      | 5.0000%  | 0.0000% | $7961312.00        | $6298631.38        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE8583     | 2052-08-01      | 5.0000%  | 0.0000% | $8720442.00        | $6909405.63        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE9297     | 2052-09-01      | 5.0000%  | 0.0000% | $2874000.00        | $2577806.72        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQF0234     | 2052-09-01      | 4.5000%  | 0.0000% | $1972457.00        | $1690739.80        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF1027     | 2052-10-01      | 5.0000%  | 0.0000% | $1319420.00        | $1240663.23        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF3908     | 2052-11-01      | 5.0000%  | 0.0000% | $22212576.00       | $17393058.11       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQF6276     | 2053-01-01      | 4.5000%  | 0.0000% | $1895481.00        | $1750033.04        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF7074     | 2053-02-01      | 5.0000%  | 0.0000% | $15163726.00       | $11534228.10       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF7275     | 2053-02-01      | 5.5000%  | 0.0000% | $5043077.00        | $4204465.20        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF8973     | 2053-03-01      | 5.5000%  | 0.0000% | $1845274.00        | $1079639.57        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF9868     | 2053-04-01      | 5.0000%  | 0.0000% | $2853647.00        | $2484069.75        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQF9767     | 2053-04-01      | 6.0000%  | 0.0000% | $5066332.00        | $3313553.10        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQG3543     | 2053-05-01      | 5.0000%  | 0.0000% | $3798629.00        | $3385885.45        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQG4368     | 2053-06-01      | 5.0000%  | 0.0000% | $7602000.00        | $6240786.75        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQG6969     | 2053-07-01      | 6.5000%  | 0.0000% | $1535328.00        | $1143683.75        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQG8211     | 2053-08-01      | 5.0000%  | 0.0000% | $3212698.00        | $2673033.22        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQG9540     | 2053-08-01      | 5.0000%  | 0.0000% | $11025442.00       | $9355021.79        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG9942     | 2053-09-01      | 5.5000%  | 0.0000% | $826997.00         | $765293.92         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH0325     | 2053-09-01      | 6.5000%  | 0.0000% | $3052223.00        | $2747528.53        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH0712     | 2053-09-01      | 6.5000%  | 0.0000% | $5292595.00        | $4910126.17        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH0965     | 2053-09-01      | 6.5000%  | 0.0000% | $5757339.00        | $5045447.59        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH1513     | 2053-09-01      | 6.5000%  | 0.0000% | $7737476.00        | $6122269.53        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQH2991     | 2053-10-01      | 6.0000%  | 0.0000% | $12584683.00       | $10214264.07       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX0350     | 2052-10-01      | 5.0000%  | 0.0000% | $6357092.00        | $5319858.21        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBX5026     | 2052-12-01      | 6.0000%  | 0.0000% | $4316737.00        | $3635367.61        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBY4199     | 2053-07-01      | 6.5000%  | 0.0000% | $2771500.00        | $886821.30         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBY7307     | 2053-09-01      | 6.0000%  | 0.0000% | $721396.00         | $608962.03         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA0244     | 2047-08-01      | 3.5000%  | 0.0000% | $45001604.00       | $12525973.99       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA3717     | 2049-06-01      | 4.0000%  | 0.0000% | $154145594.00      | $38939221.48       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTCA4204     | 2039-09-01      | 3.0000%  | 0.0000% | $2683447.00        | $1200003.18        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA5738     | 2050-05-01      | 3.5000%  | 0.0000% | $23804160.00       | $10760461.85       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CKCA7991     | 2050-12-01      | 2.0000%  | 0.0000% | $49999000.00       | $28461326.89       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB1643     | 2051-09-01      | 4.0000%  | 0.0000% | $25010995.00       | $12883322.66       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB3253     | 2052-04-01      | 3.5000%  | 0.0000% | $39071040.00       | $26842327.29       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB4217     | 2052-07-01      | 5.0000%  | 0.0000% | $10269479.00       | $7849700.09        | Agency Mortgage-Backed Securities         |
| GNRA 2013-150 FT         | 2040-02-20      | 4.8721%  | 0.0000% | $1980.00           | $64.69             | Agency Collateralized Mortgage Obligation |
| GNRM 2015-095 KA         | 2043-02-20      | 2.5000%  | 0.0000% | $50245.00          | $7249.23           | Agency Collateralized Mortgage Obligation |
| GNRM 2024-025 CL         | 2054-02-20      | 5.5000%  | 0.0000% | $6488000.00        | $6598137.40        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-051 FK         | 2055-03-20      | 5.3519%  | 0.0000% | $23393047.00       | $23274355.90       | Agency Collateralized Mortgage Obligation |
| 2.50 FHLB 41 AS          | 2041-12-13      | 2.5000%  | 0.0000% | $475000.00         | $325674.51         | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2032-04-12      | 2.9000%  | 0.0000% | $10000.00          | $9309.24           | Agency Debentures and Agency Strips       |
| Fannie Mae               | 2037-07-15      | 5.6250%  | 0.0000% | $1000.00           | $1117.56           | Agency Debentures and Agency Strips       |
| FNMS 06.000 CLMA5166     | 2053-10-01      | 6.0000%  | 0.0000% | $10737280.00       | $8484555.41        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLMA5217     | 2053-12-01      | 6.5000%  | 0.0000% | $504093.00         | $339893.82         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5498     | 2054-10-01      | 6.0000%  | 0.0000% | $456216.00         | $413119.87         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5701     | 2055-05-01      | 6.0000%  | 0.0000% | $1527115.00        | $1524788.13        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQX0691     | 2054-12-01      | 5.0000%  | 0.0000% | $1438205.00        | $1412274.54        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX2587     | 2054-12-01      | 5.5000%  | 0.0000% | $11849169.00       | $11272757.21       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX2239     | 2054-12-01      | 5.5000%  | 0.0000% | $1691165.00        | $1617069.28        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX2317     | 2054-12-01      | 6.0000%  | 0.0000% | $1695334.00        | $1735031.39        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQX4381     | 2055-01-01      | 5.0000%  | 0.0000% | $3009873.00        | $2941734.65        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX3885     | 2055-01-01      | 5.5000%  | 0.0000% | $1408047.00        | $1407744.33        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX4028     | 2055-01-01      | 5.5000%  | 0.0000% | $12182312.00       | $12216083.26       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX4065     | 2055-01-01      | 6.0000%  | 0.0000% | $7979527.00        | $8021727.89        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX7016     | 2055-03-01      | 6.0000%  | 0.0000% | $4987177.00        | $4585206.29        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX7976     | 2055-02-01      | 6.5000%  | 0.0000% | $2287746.00        | $2397743.13        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX7992     | 2055-03-01      | 6.0000%  | 0.0000% | $2949079.00        | $2503345.64        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX8516     | 2055-03-01      | 6.0000%  | 0.0000% | $140409.00         | $142566.34         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX9114     | 2055-03-01      | 6.0000%  | 0.0000% | $1265963.00        | $1298810.53        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY0404     | 2055-04-01      | 6.5000%  | 0.0000% | $7522335.00        | $7865928.96        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY0459     | 2055-04-01      | 6.0000%  | 0.0000% | $15570337.00       | $14946437.70       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY0643     | 2055-04-01      | 6.0000%  | 0.0000% | $3097129.00        | $3175042.78        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY1292     | 2055-04-01      | 6.0000%  | 0.0000% | $11156786.00       | $11362450.12       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY2145     | 2055-04-01      | 6.0000%  | 0.0000% | $1637021.00        | $1670107.76        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY3514     | 2055-05-01      | 6.0000%  | 0.0000% | $1547034.00        | $1583428.61        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY4524     | 2055-06-01      | 6.0000%  | 0.0000% | $5224296.00        | $5368549.51        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQY5098     | 2055-06-01      | 5.0000%  | 0.0000% | $768862.00         | $758357.43         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSL0015     | 2054-12-01      | 3.5000%  | 0.0000% | $59477338.00       | $52202020.62       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL0323     | 2053-07-01      | 5.0000%  | 0.0000% | $2101813.00        | $2002822.48        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSL0508     | 2053-07-01      | 4.5000%  | 0.0000% | $11554614.00       | $10749315.77       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0663     | 2055-03-01      | 6.0000%  | 0.0000% | $20715748.00       | $20669902.39       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ0140     | 2053-12-01      | 6.5000%  | 0.0000% | $1244873.00        | $909443.19         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ1729     | 2054-06-01      | 6.5000%  | 0.0000% | $747480.00         | $593536.33         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRJ1755     | 2054-06-01      | 4.5000%  | 0.0000% | $11069579.00       | $10414248.11       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ1761     | 2054-06-01      | 5.0000%  | 0.0000% | $14180787.00       | $12810208.19       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ2404     | 2054-09-01      | 5.0000%  | 0.0000% | $24419905.00       | $23012216.37       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ3446     | 2054-11-01      | 6.0000%  | 0.0000% | $4227956.00        | $4031526.64        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRQ0023     | 2055-05-01      | 6.0000%  | 0.0000% | $1999000.00        | $2014484.33        | Agency Mortgage-Backed Securities         |
| GNII SF MA7989 M         | 2052-04-20      | 3.5000%  | 0.0000% | $1647562.00        | $1173591.49        | Agency Mortgage-Backed Securities         |
| GNII SF MA8151 M         | 2052-07-20      | 4.5000%  | 0.0000% | $899500.00         | $689576.30         | Agency Mortgage-Backed Securities         |
| GNII SF MA8570 M         | 2053-01-20      | 5.5000%  | 0.0000% | $1823330.00        | $1335264.15        | Agency Mortgage-Backed Securities         |
| GNII SF MA9243 M         | 2053-10-20      | 6.5000%  | 0.0000% | $2240442.00        | $1247513.45        | Agency Mortgage-Backed Securities         |
| GNII SF DI3030 C         | 2055-06-20      | 6.5000%  | 0.0000% | $8174577.00        | $8542155.94        | Agency Mortgage-Backed Securities         |
| GNII SF 737682 C         | 2040-11-20      | 3.5000%  | 0.0000% | $2140000.00        | $94097.18          | Agency Mortgage-Backed Securities         |
| GNMI SP 782310 X         | 2038-04-15      | 5.0000%  | 0.0000% | $29078000.00       | $507660.05         | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLCB7151     | 2053-09-01      | 7.0000%  | 0.0000% | $8412034.00        | $6055700.13        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB6548     | 2053-06-01      | 6.5000%  | 0.0000% | $5986860.00        | $4910714.61        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB8115     | 2054-03-01      | 4.5000%  | 0.0000% | $2343400.00        | $2059851.46        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB9057     | 2054-08-01      | 6.0000%  | 0.0000% | $15836160.00       | $15277287.90       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CTFA0504     | 2042-01-01      | 2.0000%  | 0.0000% | $2488100.00        | $2076790.07        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA1767     | 2055-01-01      | 5.5000%  | 0.0000% | $11428108.00       | $11465938.71       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM2419     | 2050-02-01      | 3.0000%  | 0.0000% | $1507366.00        | $747763.09         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM2986     | 2045-04-01      | 4.0000%  | 0.0000% | $5444000.00        | $1457100.77        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM3340     | 2035-05-01      | 3.5000%  | 0.0000% | $6573912.00        | $852899.29         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM8768     | 2051-02-01      | 2.5000%  | 0.0000% | $1932000.00        | $1072133.87        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM9966     | 2043-08-01      | 3.5000%  | 0.0000% | $664224.00         | $403122.24         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS2525     | 2052-08-01      | 4.5000%  | 0.0000% | $16281048.00       | $12233102.18       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS2937     | 2043-04-01      | 4.0000%  | 0.0000% | $25477976.00       | $17994090.61       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS3436     | 2052-12-01      | 5.5000%  | 0.0000% | $9409984.00        | $7038952.97        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS3441     | 2052-12-01      | 6.0000%  | 0.0000% | $23106951.00       | $17991340.28       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS3838     | 2049-05-01      | 4.0000%  | 0.0000% | $17810070.00       | $12932021.30       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS3989     | 2053-01-01      | 5.0000%  | 0.0000% | $2010368.00        | $1717045.10        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS4959     | 2053-05-01      | 6.5000%  | 0.0000% | $25207453.00       | $18052207.85       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS7432     | 2050-01-01      | 3.5000%  | 0.0000% | $21773951.00       | $17760597.70       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS8192     | 2053-06-01      | 6.0000%  | 0.0000% | $5776601.00        | $5160633.75        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CTFS8579     | 2042-08-01      | 2.0000%  | 0.0000% | $85501969.00       | $67416896.36       | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLFS8582     | 2040-01-01      | 7.0000%  | 0.0000% | $5754504.00        | $5224455.48        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAB4430     | 2042-02-01      | 3.5000%  | 0.0000% | $17067379.00       | $2488918.72        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA3468     | 2048-09-01      | 4.5000%  | 0.0000% | $33310003.00       | $2588080.89        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA3522     | 2048-11-01      | 4.5000%  | 0.0000% | $43794197.00       | $3672647.51        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CTMA4387     | 2041-07-01      | 2.0000%  | 0.0000% | $26238375.00       | $15835630.03       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA4920     | 2053-02-01      | 6.0000%  | 0.0000% | $31642568.00       | $22506112.99       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLMA4928     | 2053-02-01      | 6.5000%  | 0.0000% | $28003519.00       | $17301039.84       | Agency Mortgage-Backed Securities         |

### Security 251: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC - BANK OF NEW YORK 4.400000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19AWX3, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP19AWX3
- **C.18 - Value (incl. sponsor support):** $2054000000.00
- **C.18.a - Value (excl. sponsor support):** $2054000000.00
- **C.19 - Percentage of Net Assets:** 2.5200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $421348200.00      | $415938721.13      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $1686120200.00     | $1679141292.85     | U.S. Treasuries (including strips) |

### Security 252: FICC - STATE STREET BANK AND TRUST CO

- **C.1 - Title:** FICC - STATE STREET BANK AND TRUST CO 4.400000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19AWY1, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP19AWY1
- **C.18 - Value (incl. sponsor support):** $1538000000.00
- **C.18.a - Value (excl. sponsor support):** $1538000000.00
- **C.19 - Percentage of Net Assets:** 1.8900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $828256800.00      | $730289566.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $200000000.00      | $207906638.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-06-30      | 4.2500%  | 0.0000% | $620600300.00      | $630563857.84      | U.S. Treasuries (including strips) |

### Security 253: FICC - STATE STREET BANK AND TRUST CO

- **C.1 - Title:** FICC - STATE STREET BANK AND TRUST CO 4.400000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19AX87, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP19AX87
- **C.18 - Value (incl. sponsor support):** $692000000.00
- **C.18.a - Value (excl. sponsor support):** $692000000.00
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $140869600.00      | $111778620.31      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $193261300.00      | $144168409.42      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $12107000.00       | $8050243.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $69715600.00       | $50905300.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $400000000.00      | $390937528.00      | U.S. Treasuries (including strips) |

### Security 254: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC - BANK OF NEW YORK 4.410000%
- **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: ARP19B2G1, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP19B2G1
- **C.18 - Value (incl. sponsor support):** $1342000000.00
- **C.18.a - Value (excl. sponsor support):** $1342000000.00
- **C.19 - Percentage of Net Assets:** 1.6500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 06.000 CLRA9452 | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $879.88            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI3800 | 2054-04-01      | 5.5000%  | 0.0000% | $1008.00           | $964.18            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQA4810 | 2049-11-01      | 4.0000%  | 0.0000% | $1000.00           | $252.12            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAK1516 | 2042-02-01      | 4.0000%  | 0.0000% | $1000.00           | $116.74            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAK3106 | 2042-02-01      | 3.5000%  | 0.0000% | $1000.00           | $158.65            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL2255 | 2042-08-01      | 3.5000%  | 0.0000% | $39343600.00       | $3807259.07        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAQ7047 | 2042-12-01      | 3.5000%  | 0.0000% | $1000.00           | $243.85            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRAQ9541 | 2042-11-01      | 4.0000%  | 0.0000% | $1000.00           | $116.84            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAR6380 | 2043-02-01      | 3.0000%  | 0.0000% | $21093279.00       | $4097494.38        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS2384 | 2044-05-01      | 4.0000%  | 0.0000% | $1000.00           | $103.66            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS2947 | 2044-07-01      | 4.0000%  | 0.0000% | $1000.00           | $123.33            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5362 | 2045-07-01      | 3.5000%  | 0.0000% | $18360218.00       | $4189806.42        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS4561 | 2045-03-01      | 3.5000%  | 0.0000% | $2048.00           | $179.10            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8098 | 2046-10-01      | 3.0000%  | 0.0000% | $1024.00           | $233.65            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS9006 | 2043-08-01      | 3.5000%  | 0.0000% | $5999.00           | $821.37            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAT2728 | 2043-05-01      | 3.5000%  | 0.0000% | $1022.00           | $197.82            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAX1613 | 2044-08-01      | 3.5000%  | 0.0000% | $1000.00           | $153.11            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAZ2683 | 2045-11-01      | 3.5000%  | 0.0000% | $1000.00           | $218.22            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL848942 | 2036-01-01      | 6.0000%  | 0.0000% | $1020.00           | $4.31              | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP880413 | 2036-10-01      | 6.0000%  | 0.0000% | $1024.00           | $2.61              | Agency Mortgage-Backed Securities |
| FNMS 05.500 NP880419 | 2036-12-01      | 5.5000%  | 0.0000% | $1023.00           | $1.20              | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA2467 | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $835.90            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA2993 | 2053-11-01      | 6.5000%  | 0.0000% | $9146900.00        | $8625112.01        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB4131 | 2054-08-01      | 5.5000%  | 0.0000% | $3169041.00        | $2941647.55        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC5521 | 2054-11-01      | 5.0000%  | 0.0000% | $2016.00           | $1969.45           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC8255 | 2055-01-01      | 6.5000%  | 0.0000% | $9827907.00        | $9815515.39        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC8279 | 2055-01-01      | 6.0000%  | 0.0000% | $2000.00           | $2015.70           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD0452 | 2055-02-01      | 5.0000%  | 0.0000% | $2001.00           | $1953.77           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD1791 | 2055-02-01      | 5.5000%  | 0.0000% | $1001.00           | $1002.85           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD9815 | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.92           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE0988 | 2055-06-01      | 7.0000%  | 0.0000% | $1000.00           | $1059.97           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBC0285 | 2046-03-01      | 3.5000%  | 0.0000% | $1024.00           | $147.64            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH3137 | 2047-07-01      | 4.0000%  | 0.0000% | $4745368.00        | $984306.15         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH4277 | 2047-04-01      | 4.5000%  | 0.0000% | $1770512.00        | $665217.24         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ2689 | 2048-04-01      | 4.0000%  | 0.0000% | $51618761.00       | $6136898.81        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBJ7117 | 2048-08-01      | 4.5000%  | 0.0000% | $381586.00         | $70080.32          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBJ7813 | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $298.98            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK7170 | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $390.32            | Agency Mortgage-Backed Securities |
| 05.500 FGPC G20032 G | 2037-12-01      | 5.5000%  | 0.0000% | $1386.00           | $64.18             | Agency Mortgage-Backed Securities |
| 05.000 FGPC P00062 G | 2035-01-01      | 5.0000%  | 0.0000% | $1288.00           | $49.66             | Agency Mortgage-Backed Securities |
| 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  | 0.0000% | $76870.00          | $1054.95           | Agency Mortgage-Backed Securities |
| 05.000 FGPC G08844 G | 2048-10-01      | 5.0000%  | 0.0000% | $1972.00           | $189.15            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM4963 | 2047-11-01      | 4.5000%  | 0.0000% | $1000.00           | $372.46            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2370 | 2038-07-01      | 5.5000%  | 0.0000% | $30736.00          | $249.34            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4577 | 2044-08-01      | 3.5000%  | 0.0000% | $1000.00           | $78.91             | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD1211 | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $675.04            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD2115 | 2052-09-01      | 4.0000%  | 0.0000% | $1000.00           | $745.91            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD5882 | 2054-07-01      | 6.0000%  | 0.0000% | $6565184.00        | $6227915.11        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3917 | 2053-10-01      | 6.0000%  | 0.0000% | $2000.00           | $1675.31           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q06799 G | 2042-03-01      | 4.0000%  | 0.0000% | $2015.00           | $260.61            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q24102 G | 2043-12-01      | 4.0000%  | 0.0000% | $2051.00           | $271.73            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q63503 G | 2049-05-01      | 4.0000%  | 0.0000% | $1024.00           | $332.21            | Agency Mortgage-Backed Securities |
| 03.500 FGPC G67710 G | 2048-03-01      | 3.5000%  | 0.0000% | $1024.00           | $223.83            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA0283 | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $345.46            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE5672 | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $609.20            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8165 | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $848.82            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQE8679 | 2052-08-01      | 4.0000%  | 0.0000% | $1000.00           | $539.82            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE9646 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $878.79            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE9652 | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $874.30            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE9702 | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $797.34            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE9710 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $711.66            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0862 | 2052-10-01      | 5.0000%  | 0.0000% | $2012.00           | $1644.73           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0086 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $785.40            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0702 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $563.41            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF1173 | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $952.69            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF1537 | 2052-10-01      | 5.0000%  | 0.0000% | $5000.00           | $3230.25           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF2792 | 2052-11-01      | 5.5000%  | 0.0000% | $140523.00         | $123664.85         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF2785 | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $682.00            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF3362 | 2052-11-01      | 6.0000%  | 0.0000% | $3000.00           | $1957.97           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF5419 | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $690.76            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF5708 | 2053-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1626.16           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF6667 | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $754.82            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF7229 | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $468.69            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF7235 | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $757.67            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF7606 | 2053-02-01      | 6.0000%  | 0.0000% | $10126702.00       | $8478095.26        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQF7619 | 2053-02-01      | 6.5000%  | 0.0000% | $1000.00           | $633.62            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF7822 | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $579.69            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF7860 | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $583.99            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF7956 | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $996.98            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF8888 | 2053-03-01      | 4.5000%  | 0.0000% | $1000.00           | $838.60            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF8892 | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $783.64            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQF8910 | 2053-03-01      | 6.5000%  | 0.0000% | $1000.00           | $751.37            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF8209 | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $554.58            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF8330 | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $973.47            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF8411 | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $705.90            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF8711 | 2053-02-01      | 4.5000%  | 0.0000% | $675904.00         | $623464.07         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF8775 | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $611.05            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQF9069 | 2053-03-01      | 6.5000%  | 0.0000% | $1000.00           | $735.93            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG0848 | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $714.14            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG0181 | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $791.70            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG0225 | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $815.02            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG0365 | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $683.48            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG0646 | 2053-04-01      | 6.5000%  | 0.0000% | $1000.00           | $772.92            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG1705 | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $964.25            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG0923 | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $845.04            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG1231 | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $744.76            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG1633 | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $958.48            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG1643 | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $656.38            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG1934 | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $985.33            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG2074 | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $766.24            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG2507 | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $621.03            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG5014 | 2053-06-01      | 6.0000%  | 0.0000% | $2000.00           | $1850.80           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG6022 | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $653.52            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG7988 | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $751.81            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG7997 | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $635.63            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG8896 | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1002.69           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG8207 | 2053-08-01      | 5.5000%  | 0.0000% | $2016.00           | $1830.93           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG8368 | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $855.06            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG8652 | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $755.80            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG8680 | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1033.42           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG8684 | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $806.90            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG8728 | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $836.37            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQH2146 | 2053-10-01      | 5.0000%  | 0.0000% | $4376.00           | $3756.84           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH7874 | 2054-01-01      | 6.5000%  | 0.0000% | $2001.00           | $1990.98           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA6016 | 2051-10-01      | 2.5000%  | 0.0000% | $6493000.00        | $3812892.80        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRA8905 | 2053-04-01      | 6.5000%  | 0.0000% | $1000.00           | $723.26            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA9280 | 2053-06-01      | 6.0000%  | 0.0000% | $1024.00           | $871.37            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA9451 | 2053-07-01      | 6.0000%  | 0.0000% | $3000.00           | $2649.87           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7272 | 2050-10-01      | 2.0000%  | 0.0000% | $4096.00           | $2103.99           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7343 | 2050-10-01      | 2.0000%  | 0.0000% | $7725128.00        | $4023204.39        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7344 | 2050-10-01      | 2.0000%  | 0.0000% | $2032.00           | $1102.20           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7450 | 2050-10-01      | 2.0000%  | 0.0000% | $237171363.00      | $128210577.12      | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7454 | 2050-10-01      | 2.0000%  | 0.0000% | $241849344.00      | $125097122.73      | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7704 | 2050-11-01      | 2.0000%  | 0.0000% | $5980213.00        | $3302054.69        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7832 | 2050-11-01      | 2.0000%  | 0.0000% | $145428414.00      | $78544771.52       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8891 | 2051-02-01      | 2.0000%  | 0.0000% | $2813.00           | $1591.89           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8225 | 2050-12-01      | 2.0000%  | 0.0000% | $233899933.00      | $127517123.65      | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA8606 | 2051-01-01      | 2.5000%  | 0.0000% | $12567143.00       | $7199336.28        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8719 | 2051-01-01      | 2.0000%  | 0.0000% | $238783210.00      | $128149341.99      | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8804 | 2051-02-01      | 2.0000%  | 0.0000% | $1024.00           | $562.67            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8819 | 2051-02-01      | 2.0000%  | 0.0000% | $39170552.00       | $20604603.81       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA9189 | 2051-02-01      | 2.0000%  | 0.0000% | $7939650.00        | $4554098.40        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA9174 | 2051-02-01      | 2.0000%  | 0.0000% | $9237912.00        | $5343906.62        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA9209 | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $557.81            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB0828 | 2051-06-01      | 2.0000%  | 0.0000% | $1000.00           | $601.05            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB0070 | 2051-04-01      | 2.0000%  | 0.0000% | $84645783.00       | $48453553.31       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB0300 | 2051-05-01      | 2.0000%  | 0.0000% | $9268.00           | $5432.48           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB0351 | 2051-05-01      | 2.0000%  | 0.0000% | $5407638.00        | $3144336.34        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB0354 | 2051-05-01      | 2.5000%  | 0.0000% | $630418.00         | $377821.96         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB0762 | 2051-06-01      | 2.0000%  | 0.0000% | $81183291.00       | $47600033.45       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1548 | 2051-09-01      | 2.5000%  | 0.0000% | $136556862.00      | $86778806.60       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB1632 | 2051-09-01      | 3.0000%  | 0.0000% | $142468547.00      | $88463000.42       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1667 | 2051-09-01      | 2.5000%  | 0.0000% | $246870.00         | $155119.38         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3175 | 2052-03-01      | 3.5000%  | 0.0000% | $2000.00           | $1362.23           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3771 | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $759.00            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4144 | 2052-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1313.71           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4211 | 2052-07-01      | 4.5000%  | 0.0000% | $99999000.00       | $81270437.55       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB4361 | 2052-08-01      | 3.5000%  | 0.0000% | $4853230.00        | $3723635.64        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5286 | 2052-12-01      | 5.5000%  | 0.0000% | $3000.00           | $2306.44           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5288 | 2052-12-01      | 5.5000%  | 0.0000% | $6327560.00        | $5279225.61        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4680 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $776.36            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4845 | 2052-10-01      | 5.5000%  | 0.0000% | $8197806.00        | $7187054.71        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4913 | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $843.99            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5049 | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $854.39            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5702 | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $825.01            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6070 | 2053-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1680.71           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7101 | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $845.68            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7103 | 2053-09-01      | 5.5000%  | 0.0000% | $24937429.00       | $21933938.30       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6350 | 2053-04-01      | 5.5000%  | 0.0000% | $1024.00           | $897.47            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB6469 | 2053-06-01      | 6.5000%  | 0.0000% | $1073.00           | $792.08            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB6547 | 2053-06-01      | 6.5000%  | 0.0000% | $60261050.00       | $46602744.35       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6561 | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $822.27            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6732 | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $903.98            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6868 | 2053-08-01      | 5.5000%  | 0.0000% | $4542672.00        | $3927366.40        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB6930 | 2053-08-01      | 6.5000%  | 0.0000% | $15805064.00       | $12581134.72       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7059 | 2053-09-01      | 6.5000%  | 0.0000% | $2048.00           | $1782.80           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7279 | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $804.05            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7306 | 2053-10-01      | 6.0000%  | 0.0000% | $14541250.00       | $12599228.74       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7309 | 2053-10-01      | 6.5000%  | 0.0000% | $81681.00          | $71288.65          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7420 | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $847.92            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7479 | 2053-11-01      | 6.0000%  | 0.0000% | $20309526.00       | $17819954.49       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7516 | 2053-11-01      | 6.5000%  | 0.0000% | $4881248.00        | $4220767.78        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7601 | 2053-12-01      | 6.0000%  | 0.0000% | $7288757.00        | $6516261.85        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7858 | 2054-01-01      | 5.5000%  | 0.0000% | $2112.00           | $1936.59           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8383 | 2054-04-01      | 5.5000%  | 0.0000% | $5905591.00        | $5583226.97        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8358 | 2054-04-01      | 6.5000%  | 0.0000% | $1024.00           | $847.79            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8831 | 2054-07-01      | 5.5000%  | 0.0000% | $2048.00           | $1941.70           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8835 | 2054-07-01      | 5.5000%  | 0.0000% | $1024.00           | $958.07            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8822 | 2054-07-01      | 6.5000%  | 0.0000% | $4405548.00        | $4034985.60        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8843 | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $963.76            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9780 | 2055-01-01      | 5.0000%  | 0.0000% | $2127.00           | $2048.54           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9795 | 2055-01-01      | 5.5000%  | 0.0000% | $8388.00           | $8269.22           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9804 | 2055-01-01      | 5.5000%  | 0.0000% | $1008.00           | $1006.66           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9831 | 2055-01-01      | 6.5000%  | 0.0000% | $1732282.00        | $1688613.63        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9838 | 2055-01-01      | 6.5000%  | 0.0000% | $1120.00           | $1023.93           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9029 | 2054-08-01      | 6.5000%  | 0.0000% | $1008.00           | $973.58            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9004 | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $957.91            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9068 | 2054-08-01      | 4.5000%  | 0.0000% | $1024.00           | $937.24            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9163 | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $976.17            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CICB9257 | 2039-09-01      | 4.5000%  | 0.0000% | $1008.00           | $899.06            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9408 | 2054-10-01      | 6.0000%  | 0.0000% | $1024.00           | $946.77            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9447 | 2054-11-01      | 4.5000%  | 0.0000% | $1008.00           | $925.29            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9470 | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $960.91            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9495 | 2054-11-01      | 5.5000%  | 0.0000% | $1008.00           | $970.66            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9516 | 2054-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1009.28           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9615 | 2054-12-01      | 6.0000%  | 0.0000% | $2008.00           | $1952.68           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9666 | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $989.26            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW1846 | 2053-03-01      | 4.5000%  | 0.0000% | $1000.00           | $668.98            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW3002 | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $713.64            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW3675 | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $768.04            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW4160 | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $468.47            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7112 | 2052-11-01      | 5.0000%  | 0.0000% | $4761090.00        | $3875653.14        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7150 | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $947.00            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW6349 | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $493.25            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7940 | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $949.32            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8794 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $624.11            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8795 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $953.76            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9846 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $672.65            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9424 | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $801.27            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX0662 | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $451.61            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX1247 | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $748.31            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX2231 | 2052-12-01      | 4.5000%  | 0.0000% | $1000.00           | $767.17            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX2374 | 2053-02-01      | 4.5000%  | 0.0000% | $1000.00           | $763.39            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX4137 | 2052-12-01      | 5.0000%  | 0.0000% | $165975.00         | $129702.06         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBX7338 | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $891.66            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX8691 | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $975.27            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBX8714 | 2053-03-01      | 6.5000%  | 0.0000% | $1000.00           | $739.11            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBX9789 | 2053-04-01      | 6.5000%  | 0.0000% | $1000.00           | $746.37            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX9026 | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $809.03            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX9135 | 2053-04-01      | 5.0000%  | 0.0000% | $4209267.00        | $3668396.57        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY0758 | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $807.37            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY2663 | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $805.27            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY2175 | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $945.52            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY3506 | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $897.63            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY3440 | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $864.96            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY3443 | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $886.79            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY6217 | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $908.70            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY5498 | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1035.30           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBY7077 | 2053-08-01      | 4.5000%  | 0.0000% | $1000.00           | $930.83            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY6827 | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $769.78            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY6994 | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $825.47            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY7272 | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $902.51            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0813 | 2047-11-01      | 3.5000%  | 0.0000% | $1999.00           | $377.61            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0316 | 2047-09-01      | 3.5000%  | 0.0000% | $2048.00           | $227.76            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA3470 | 2049-05-01      | 3.5000%  | 0.0000% | $2000.00           | $360.16            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2959 | 2049-01-01      | 4.5000%  | 0.0000% | $54602236.00       | $4126750.33        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA3213 | 2049-03-01      | 4.5000%  | 0.0000% | $2048.00           | $520.55            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA3342 | 2049-04-01      | 4.5000%  | 0.0000% | $1024.00           | $222.12            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA5963 | 2050-06-01      | 2.5000%  | 0.0000% | $1024.00           | $444.63            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6038 | 2050-06-01      | 2.5000%  | 0.0000% | $1167832.00        | $508675.78         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8019 | 2050-12-01      | 2.0000%  | 0.0000% | $6355409.00        | $3934091.60        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9672 | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $985.70            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9740 | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $1013.16           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA0497 | 2055-01-01      | 4.5000%  | 0.0000% | $2509.00           | $2355.16           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA0558 | 2054-06-01      | 5.0000%  | 0.0000% | $1000.00           | $957.93            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM8289 | 2036-07-01      | 2.0000%  | 0.0000% | $1024.00           | $567.89            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM9478 | 2051-11-01      | 2.5000%  | 0.0000% | $4556898.00        | $2880888.72        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK8866 | 2048-09-01      | 4.5000%  | 0.0000% | $6481041.00        | $1327458.70        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK9762 | 2048-08-01      | 4.5000%  | 0.0000% | $1011.00           | $89.68             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM5313 | 2048-03-01      | 3.5000%  | 0.0000% | $1024.00           | $287.93            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN2997 | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $246.69            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN4839 | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $227.65            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN4887 | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $181.54            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN5945 | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $259.60            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN6534 | 2049-03-01      | 5.0000%  | 0.0000% | $1000.00           | $167.85            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN6633 | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $325.57            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN8092 | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $316.99            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN9626 | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $310.34            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBO7785 | 2049-12-01      | 4.0000%  | 0.0000% | $1000.00           | $436.75            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO8268 | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $399.03            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO8756 | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $228.69            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO9365 | 2049-12-01      | 3.0000%  | 0.0000% | $1000.00           | $256.74            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO9987 | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $378.07            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBP0647 | 2050-03-01      | 4.5000%  | 0.0000% | $2801.00           | $572.41            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBP1133 | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $436.29            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBP1137 | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $448.12            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBP1145 | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $497.56            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBP1932 | 2050-04-01      | 3.0000%  | 0.0000% | $2000.00           | $578.39            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ1226 | 2050-09-01      | 2.0000%  | 0.0000% | $243244989.00      | $126240621.58      | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR4728 | 2051-03-01      | 2.5000%  | 0.0000% | $8644240.00        | $3707262.71        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT3303 | 2051-08-01      | 2.5000%  | 0.0000% | $2000.00           | $1152.02           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBU2530 | 2051-10-01      | 2.5000%  | 0.0000% | $5761430.00        | $3641672.80        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBU4620 | 2054-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1758.15           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBU5047 | 2054-09-01      | 5.5000%  | 0.0000% | $26097768.00       | $24872047.49       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBV8499 | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $630.46            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBW0464 | 2047-05-01      | 3.5000%  | 0.0000% | $1000.00           | $843.56            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW1686 | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $775.92            | Agency Mortgage-Backed Securities |

### Security 255: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19B6N2, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP19B6N2
- **C.18 - Value (incl. sponsor support):** $268000000.00
- **C.18.a - Value (excl. sponsor support):** $268000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 02.000 CLMA4355   | 2051-06-01      | 2.0000%  | 0.0000% | $1008.00           | $609.01            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5271   | 2054-02-01      | 5.5000%  | 0.0000% | $1024.00           | $900.09            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5107   | 2053-08-01      | 5.5000%  | 0.0000% | $38536.00          | $32428.74          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5470   | 2054-09-01      | 5.5000%  | 0.0000% | $13135975.00       | $12235420.35       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5552   | 2054-12-01      | 5.0000%  | 0.0000% | $11340351.00       | $10742358.36       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5734   | 2055-06-01      | 5.0000%  | 0.0000% | $1310650.00        | $1283300.59        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQX4669   | 2055-01-01      | 7.0000%  | 0.0000% | $1263239.00        | $1347817.27        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX9745   | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $992.77            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY0581   | 2055-04-01      | 6.0000%  | 0.0000% | $1335884.00        | $1366891.36        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY2307   | 2055-05-01      | 6.0000%  | 0.0000% | $106440.00         | $109588.40         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY2503   | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1008.18           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY2544   | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.23           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY4031   | 2055-05-01      | 6.0000%  | 0.0000% | $1247843.00        | $1283908.51        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY5133   | 2055-06-01      | 6.5000%  | 0.0000% | $1115166.00        | $1173524.19        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY5134   | 2055-06-01      | 6.5000%  | 0.0000% | $1113850.00        | $1166405.99        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY5122   | 2055-06-01      | 6.0000%  | 0.0000% | $1094274.00        | $1130814.51        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY5126   | 2055-05-01      | 6.0000%  | 0.0000% | $1024920.00        | $1051354.89        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6214   | 2055-06-01      | 6.0000%  | 0.0000% | $1237500.00        | $1285948.54        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6221   | 2055-05-01      | 6.0000%  | 0.0000% | $1111006.00        | $1150402.64        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY6289   | 2055-06-01      | 6.5000%  | 0.0000% | $5150304.00        | $5387908.70        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY5835   | 2055-06-01      | 6.0000%  | 0.0000% | $10161264.00       | $10454816.14       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY6467   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.36           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6687   | 2055-06-01      | 6.0000%  | 0.0000% | $1230060.00        | $1265386.50        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0540   | 2055-02-01      | 5.5000%  | 0.0000% | $16089600.00       | $15465095.97       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD2707   | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $805.89            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD3118   | 2051-08-01      | 4.0000%  | 0.0000% | $1000.00           | $773.82            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD3216   | 2052-11-01      | 4.5000%  | 0.0000% | $1008.00           | $828.86            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLSD5670   | 2054-06-01      | 7.0000%  | 0.0000% | $1000.00           | $865.13            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD5723   | 2049-11-01      | 4.5000%  | 0.0000% | $2903963.00        | $2561764.92        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6780   | 2054-10-01      | 5.5000%  | 0.0000% | $1024.00           | $962.90            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD7504   | 2049-08-01      | 3.5000%  | 0.0000% | $1038.00           | $194.16            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD7548   | 2051-11-01      | 2.5000%  | 0.0000% | $2884885.00        | $1807589.42        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD7555   | 2052-08-01      | 3.0000%  | 0.0000% | $15908800.00       | $10872019.47       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7567   | 2054-02-01      | 5.5000%  | 0.0000% | $1077.00           | $955.14            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8190   | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $636.58            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8267   | 2052-11-01      | 5.0000%  | 0.0000% | $16156809.00       | $13179555.95       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG6211   | 2053-06-01      | 5.5000%  | 0.0000% | $4664309.00        | $3501307.32        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA4414   | 2051-01-01      | 2.5000%  | 0.0000% | $1308.00           | $701.19            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA5286   | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $589.70            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA6131   | 2051-10-01      | 3.0000%  | 0.0000% | $1024.00           | $685.04            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA8250   | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $801.31            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI8055   | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $927.67            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAO2977   | 2042-05-01      | 3.5000%  | 0.0000% | $51046224.00       | $3994205.15        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLAS3800   | 2044-10-01      | 5.0000%  | 0.0000% | $1000.00           | $111.18            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CQAT2404   | 2033-05-01      | 3.0000%  | 0.0000% | $1000.00           | $105.71            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CRAT3973   | 2033-04-01      | 3.0000%  | 0.0000% | $1000.00           | $271.97            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CQAX9594   | 2035-03-01      | 3.0000%  | 0.0000% | $1000.00           | $116.76            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CQAY1959   | 2035-03-01      | 3.0000%  | 0.0000% | $1000.00           | $273.76            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CQAY5608   | 2035-06-01      | 3.0000%  | 0.0000% | $1000.00           | $309.28            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CQAZ1101   | 2035-05-01      | 3.0000%  | 0.0000% | $1000.00           | $109.29            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB4475   | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $895.27            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC3150   | 2054-10-01      | 5.0000%  | 0.0000% | $174179.00         | $167966.03         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD2509   | 2055-02-01      | 6.5000%  | 0.0000% | $1883394.00        | $1951758.05        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD2810   | 2055-06-01      | 6.0000%  | 0.0000% | $503278.00         | $515715.17         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD8040   | 2055-05-01      | 6.0000%  | 0.0000% | $1008.00           | $911.88            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD7227   | 2055-05-01      | 5.5000%  | 0.0000% | $1008.00           | $1010.53           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD7278   | 2055-06-01      | 5.0000%  | 0.0000% | $1008.00           | $990.47            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD9861   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.04           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD9865   | 2055-06-01      | 6.5000%  | 0.0000% | $1008.00           | $1069.29           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD9349   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.67           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE0507   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.50           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE1306   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.25           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE1414   | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.02           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE1470   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.80           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE1462   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1041.61           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE1484   | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1062.72           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE1491   | 2055-06-01      | 7.0000%  | 0.0000% | $1000.00           | $1063.13           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE1523   | 2055-06-01      | 6.0000%  | 0.0000% | $1008.00           | $1038.31           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE1630   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.94           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE1640   | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1056.47           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE1826   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.02           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE2358   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.07           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE2359   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.34           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC0326   | 2045-12-01      | 3.5000%  | 0.0000% | $84182212.00       | $10441132.43       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I3BF0154   | 2046-11-01      | 3.5000%  | 0.0000% | $1000.00           | $173.82            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO4645   | 2049-11-01      | 3.0000%  | 0.0000% | $1002.00           | $365.44            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBP1430   | 2050-03-01      | 3.5000%  | 0.0000% | $3452764.00        | $1168473.03        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBP4963   | 2050-05-01      | 3.0000%  | 0.0000% | $800434.00         | $294994.26         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBQ4085   | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $549.45            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBU3058   | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $688.91            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBU4746   | 2054-07-01      | 6.0000%  | 0.0000% | $1024.00           | $936.47            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBU5606   | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1002.86           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBU6691   | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $702.02            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBV1539   | 2055-04-01      | 5.5000%  | 0.0000% | $1008.00           | $973.54            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX9310   | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $831.81            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2793   | 2048-12-01      | 4.5000%  | 0.0000% | $12601698.00       | $2961607.37        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA5699   | 2050-05-01      | 2.5000%  | 0.0000% | $1000.00           | $513.16            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6141   | 2050-06-01      | 2.0000%  | 0.0000% | $1046.00           | $502.66            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6901   | 2050-09-01      | 2.0000%  | 0.0000% | $21687323.00       | $11462239.99       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2092   | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $699.47            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4813   | 2052-10-01      | 5.0000%  | 0.0000% | $2035540.00        | $1617556.58        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4945   | 2052-10-01      | 4.5000%  | 0.0000% | $1952418.00        | $1584015.34        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5108   | 2052-11-01      | 5.5000%  | 0.0000% | $1700000.00        | $1395302.92        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5837   | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $851.72            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5886   | 2053-03-01      | 4.5000%  | 0.0000% | $5341717.00        | $4178829.29        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5914   | 2053-03-01      | 6.0000%  | 0.0000% | $1024.00           | $772.98            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6087   | 2053-04-01      | 6.0000%  | 0.0000% | $1024.00           | $829.02            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7116   | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $873.71            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6904   | 2053-08-01      | 5.0000%  | 0.0000% | $19210077.00       | $16475334.85       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7338   | 2053-10-01      | 6.0000%  | 0.0000% | $1024.00           | $934.56            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8223   | 2054-03-01      | 6.0000%  | 0.0000% | $1400000.00        | $1251371.86        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8501   | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $991.75            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8828   | 2054-07-01      | 5.0000%  | 0.0000% | $1024.00           | $956.74            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9011   | 2054-08-01      | 6.0000%  | 0.0000% | $1024.00           | $980.03            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9098   | 2054-06-01      | 5.5000%  | 0.0000% | $1024.00           | $921.26            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9374   | 2054-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1958.34           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9438   | 2054-11-01      | 5.5000%  | 0.0000% | $662400.00         | $644672.94         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA0485   | 2054-09-01      | 6.5000%  | 0.0000% | $636825.00         | $635984.38         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA1266   | 2051-09-01      | 4.5000%  | 0.0000% | $1000.00           | $957.26            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA1410   | 2052-06-01      | 3.0000%  | 0.0000% | $565556.00         | $487647.51         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1467   | 2054-12-01      | 5.0000%  | 0.0000% | $1008.00           | $993.75            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA1862   | 2055-05-01      | 6.5000%  | 0.0000% | $302243.00         | $314396.42         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM5309   | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $629.27            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1456   | 2048-12-01      | 3.0000%  | 0.0000% | $1000.00           | $659.80            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS1977   | 2051-11-01      | 2.0000%  | 0.0000% | $1024.00           | $672.97            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS3361   | 2052-12-01      | 5.5000%  | 0.0000% | $3288848.00        | $2654421.03        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS4733   | 2053-02-01      | 6.5000%  | 0.0000% | $27516813.00       | $20869913.00       | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLFS6541   | 2053-12-01      | 7.0000%  | 0.0000% | $1024.00           | $886.79            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8154   | 2054-06-01      | 6.0000%  | 0.0000% | $2345412.00        | $2186504.93        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS9178   | 2053-08-01      | 4.5000%  | 0.0000% | $1024.00           | $903.57            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9288   | 2054-10-01      | 5.5000%  | 0.0000% | $22290278.00       | $21950372.33       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS9998   | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $958.88            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0000   | 2055-02-01      | 6.0000%  | 0.0000% | $1024.00           | $1006.38           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB7301   | 2042-12-01      | 3.5000%  | 0.0000% | $1022.00           | $181.99            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTMA0734   | 2031-05-01      | 4.5000%  | 0.0000% | $1496.00           | $49.11             | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8276   | 2052-12-01      | 5.0000%  | 0.0000% | $1000.00           | $825.89            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8277   | 2052-12-01      | 5.5000%  | 0.0000% | $296000.00         | $239382.54         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8317   | 2053-04-01      | 6.0000%  | 0.0000% | $1040.00           | $801.43            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8469   | 2054-10-01      | 5.5000%  | 0.0000% | $1059.00           | $984.96            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQC5763   | 2051-08-01      | 3.0000%  | 0.0000% | $1024.00           | $675.97            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQD0162   | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $730.07            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQD3220   | 2051-12-01      | 2.5000%  | 0.0000% | $106000.00         | $68964.06          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3305   | 2048-03-01      | 3.5000%  | 0.0000% | $1002.00           | $132.54            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4160   | 2050-10-01      | 3.0000%  | 0.0000% | $1024.00           | $338.32            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL0611   | 2055-02-01      | 5.0000%  | 0.0000% | $16708864.00       | $16139979.43       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0623   | 2054-09-01      | 6.0000%  | 0.0000% | $14604980.00       | $14342125.80       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ0010   | 2053-10-01      | 6.5000%  | 0.0000% | $1220067.00        | $857447.54         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1955   | 2054-07-01      | 5.5000%  | 0.0000% | $1024.00           | $994.62            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ2410   | 2054-09-01      | 5.5000%  | 0.0000% | $5774147.00        | $5623078.88        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ2449   | 2054-10-01      | 5.5000%  | 0.0000% | $4177386.00        | $4047097.24        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ2906   | 2054-11-01      | 5.5000%  | 0.0000% | $20981897.00       | $20638658.55       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3080   | 2054-12-01      | 5.5000%  | 0.0000% | $1407651.00        | $1358085.01        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $800.00            | $616.73            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $1408200.00        | $1397870.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 2.8750%  | 0.0000% | $200.00            | $199.29            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 1.8750%  | 0.0000% | $100.00            | $97.91             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $43600.00          | $38481.24          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | 0.0000% | $7900.00           | $7631.21           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $98800.00          | $99675.74          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $345500.00         | $353079.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-15      | 4.6250%  | 0.0000% | $47200.00          | $47991.53          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $200.00            | $200.55            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $265000.00         | $275100.59         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $54900.00          | $57130.53          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $400.00            | $402.50            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $2100.00           | $2105.28           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $812200.00         | $817610.47         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $460800.00         | $463673.14         | U.S. Treasuries (including strips) |

### Security 256: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19B6O0, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: ARP19B6O0
- **C.18 - Value (incl. sponsor support):** $1795000000.00
- **C.18.a - Value (excl. sponsor support):** $1795000000.00
- **C.19 - Percentage of Net Assets:** 2.2100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Farm Federal Credit Bank | 2037-02-25      | 3.5700%  | 0.0000% | $5000000.00        | $4536929.17        | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2036-08-11      | 3.4600%  | 0.0000% | $6786000.00        | $6130332.91        | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2036-04-21      | 1.9800%  | 0.0000% | $6500000.00        | $5012962.50        | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2038-01-13      | 4.3750%  | 0.0000% | $500000.00         | $488454.57         | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2036-10-06      | 2.0800%  | 0.0000% | $13000.00          | $10011.47          | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2037-02-23      | 2.6600%  | 0.0000% | $25000000.00       | $20589322.22       | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2032-05-19      | 3.3000%  | 0.0000% | $10000000.00       | $9418883.33        | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2025-12-19      | 4.2500%  | 0.0000% | $321000.00         | $321321.52         | Agency Debentures and Agency Strips       |
| 5.00 FHLB 28 XX          | 2028-06-09      | 5.0000%  | 0.0000% | $80000.00          | $82767.73          | Agency Debentures and Agency Strips       |
| 5.125 FHLB 38 D          | 2038-06-11      | 5.1250%  | 0.0000% | $5000000.00        | $5165824.31        | Agency Debentures and Agency Strips       |
| Fannie Mae               | 2031-03-15      | 0.0000%  | 0.0000% | $2580000.00        | $2047841.46        | Agency Debentures and Agency Strips       |
| Fannie Mae               | 2025-07-15      | 0.0000%  | 0.0000% | $171000.00         | $170665.87         | Agency Debentures and Agency Strips       |
| Freddie Mac              | 2032-10-29      | 1.3000%  | 0.0000% | $4620000.00        | $3736169.87        | Agency Debentures and Agency Strips       |
| Fannie Mae               | 2027-05-15      | 0.0000%  | 0.0000% | $2920000.00        | $2711015.60        | Agency Debentures and Agency Strips       |
| Fannie Mae               | 2025-08-25      | 0.3750%  | 0.0000% | $30000.00          | $29852.16          | Agency Debentures and Agency Strips       |
| Fannie Mae               | 2033-10-03      | 0.0000%  | 0.0000% | $679000.00         | $467498.29         | Agency Debentures and Agency Strips       |
| Fannie Mae               | 2025-10-27      | 0.5400%  | 0.0000% | $384000.00         | $379622.78         | Agency Debentures and Agency Strips       |
| Freddie Mac              | 2025-07-21      | 0.3750%  | 0.0000% | $511000.00         | $510661.85         | Agency Debentures and Agency Strips       |
| 6.750 TVBD GB 25 E       | 2025-11-01      | 6.7500%  | 0.0000% | $3500000.00        | $3564128.75        | Agency Debentures and Agency Strips       |
| 4.250 TVBD 52 A          | 2052-09-15      | 4.2500%  | 0.0000% | $4750000.00        | $3965607.96        | Agency Debentures and Agency Strips       |
| 4.875 TVBD 35 B          | 2035-05-15      | 4.8750%  | 0.0000% | $42000000.00       | $42827833.99       | Agency Debentures and Agency Strips       |
| TVIN 09/15/27            | 2027-09-15      | 0.0000%  | 0.0000% | $1313000.00        | $1203354.00        | Agency Debentures and Agency Strips       |
| TVIN 03/15/32            | 2032-03-15      | 0.0000%  | 0.0000% | $1799000.00        | $1341730.18        | Agency Debentures and Agency Strips       |
| TVIN 03/15/33            | 2033-03-15      | 0.0000%  | 0.0000% | $3661000.00        | $2528220.70        | Agency Debentures and Agency Strips       |
| TVIN 10/01/27            | 2027-10-01      | 0.0000%  | 0.0000% | $312000.00         | $285444.12         | Agency Debentures and Agency Strips       |
| TVIN 01/15/34            | 2034-01-15      | 0.0000%  | 0.0000% | $1000.00           | $666.26            | Agency Debentures and Agency Strips       |
| TVIN 12/15/31            | 2031-12-15      | 0.0000%  | 0.0000% | $1587000.00        | $1203896.61        | Agency Debentures and Agency Strips       |
| TVIN 06/15/32            | 2032-06-15      | 0.0000%  | 0.0000% | $1226000.00        | $903709.12         | Agency Debentures and Agency Strips       |
| 6.750 TVPR GB 25 E       | 2025-11-01      | 0.0000%  | 0.0000% | $2180000.00        | $2147212.80        | Agency Debentures and Agency Strips       |
| 3.50 FHLB 35 M           | 2035-06-01      | 3.5000%  | 0.0000% | $6000000.00        | $5528816.67        | Agency Debentures and Agency Strips       |
| 3.80 FHLB 35 R           | 2035-06-29      | 3.8000%  | 0.0000% | $11910000.00       | $11224848.14       | Agency Debentures and Agency Strips       |
| 2.625 FHLB 25 TW         | 2025-09-12      | 2.6250%  | 0.0000% | $95000.00          | $95376.68          | Agency Debentures and Agency Strips       |
| 3.60 FHLB 38 U           | 2038-05-10      | 3.6000%  | 0.0000% | $15000000.00       | $13372650.00       | Agency Debentures and Agency Strips       |
| 3.75 FHLB 38 X           | 2038-06-11      | 3.7500%  | 0.0000% | $10000000.00       | $9003801.67        | Agency Debentures and Agency Strips       |
| 3.125 FHLB 25 ZG         | 2025-09-12      | 3.1250%  | 0.0000% | $65000.00          | $65431.93          | Agency Debentures and Agency Strips       |
| 2.50 FHLB 39 UU          | 2039-12-09      | 2.5000%  | 0.0000% | $765000.00         | $570954.18         | Agency Debentures and Agency Strips       |
| 1.375 FHLB 35 AY         | 2035-03-09      | 1.3750%  | 0.0000% | $3000000.00        | $2242243.75        | Agency Debentures and Agency Strips       |
| 2.50 FHLB 41 AS          | 2041-12-13      | 2.5000%  | 0.0000% | $1250000.00        | $857038.19         | Agency Debentures and Agency Strips       |
| 3.375 FHLB 32 GY         | 2032-09-10      | 3.3750%  | 0.0000% | $5000000.00        | $4799342.50        | Agency Debentures and Agency Strips       |
| 4.00 FHLB 33 FU          | 2033-06-10      | 4.0000%  | 0.0000% | $17090000.00       | $16656806.48       | Agency Debentures and Agency Strips       |
| 4.875 FHLB 31 SV         | 2031-09-12      | 4.8750%  | 0.0000% | $15825000.00       | $16637851.12       | Agency Debentures and Agency Strips       |
| 4.75 FHLB 34 HS          | 2034-03-10      | 4.7500%  | 0.0000% | $20000000.00       | $20664677.78       | Agency Debentures and Agency Strips       |
| 5.00 FHLB 39 BQ          | 2039-03-11      | 5.0000%  | 0.0000% | $43825000.00       | $45343531.38       | Agency Debentures and Agency Strips       |
| 5.25 FHLB 44 AY          | 2044-03-11      | 5.2500%  | 0.0000% | $6165000.00        | $6217006.91        | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2039-08-03      | 4.8400%  | 0.0000% | $733000.00         | $738980.79         | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2034-08-01      | 3.6900%  | 0.0000% | $2031000.00        | $1939569.46        | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2036-02-19      | 3.3000%  | 0.0000% | $5000000.00        | $4474941.67        | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2036-01-04      | 3.4800%  | 0.0000% | $1520000.00        | $1394757.07        | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2025-10-28      | 1.9500%  | 0.0000% | $50000.00          | $49764.42          | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2036-05-20      | 3.0400%  | 0.0000% | $5180000.00        | $4493918.21        | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2036-07-07      | 2.6000%  | 0.0000% | $5940000.00        | $4926721.80        | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2036-12-26      | 3.2100%  | 0.0000% | $7000000.00        | $6061346.67        | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2037-01-26      | 3.1900%  | 0.0000% | $6900000.00        | $6047064.17        | Agency Debentures and Agency Strips       |
| Farm Federal Credit Bank | 2041-09-16      | 3.3100%  | 0.0000% | $7120000.00        | $5725136.62        | Agency Debentures and Agency Strips       |
| UNITED STATES TREASURY   | 2025-10-09      | 0.0000%  | 0.0000% | $200.00            | $197.66            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2037-05-15      | 5.0000%  | 0.0000% | $610900.00         | $649438.63         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2039-02-15      | 3.5000%  | 0.0000% | $1972100.00        | $1792513.64        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2044-08-15      | 3.1250%  | 0.0000% | $6600.00           | $5232.76           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2045-02-15      | 0.7500%  | 0.0000% | $386000.00         | $381821.26         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2046-02-15      | 1.0000%  | 0.0000% | $1600.00           | $1634.94           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2048-02-15      | 1.0000%  | 0.0000% | $100.00            | $95.21             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2048-08-15      | 3.0000%  | 0.0000% | $9800.00           | $7286.00           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2049-08-15      | 2.2500%  | 0.0000% | $500.00            | $314.43            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2051-02-15      | 0.1250%  | 0.0000% | $4581300.00        | $3041040.69        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2041-05-15      | 2.2500%  | 0.0000% | $47800.00          | $34542.45          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2051-11-15      | 1.8750%  | 0.0000% | $8485700.00        | $4686717.87        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2052-11-15      | 4.0000%  | 0.0000% | $100.00            | $87.09             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2053-02-15      | 1.5000%  | 0.0000% | $16619100.00       | $14176807.82       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2027-08-31      | 0.5000%  | 0.0000% | $200.00            | $186.90            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2028-08-31      | 1.1250%  | 0.0000% | $100.00            | $92.60             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2031-11-15      | 1.3750%  | 0.0000% | $13930000.00       | $11908948.54       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2029-04-30      | 2.8750%  | 0.0000% | $9937100.00        | $9668655.45        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2032-05-15      | 2.8750%  | 0.0000% | $300.00            | $280.17            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2025-08-15      | 3.1250%  | 0.0000% | $400.00            | $403.89            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2028-02-29      | 4.0000%  | 0.0000% | $1000.00           | $1019.98           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2028-11-30      | 4.3750%  | 0.0000% | $59762900.00       | $61158726.24       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2031-03-31      | 4.1250%  | 0.0000% | $100.00            | $102.07            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2031-06-30      | 4.2500%  | 0.0000% | $32253300.00       | $32772255.60       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2031-10-31      | 4.1250%  | 0.0000% | $100.00            | $101.47            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2028-01-15      | 4.2500%  | 0.0000% | $4999800.00        | $5158388.41        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2028-02-15      | 4.2500%  | 0.0000% | $100.00            | $102.86            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2028-06-15      | 3.8750%  | 0.0000% | $1950000.00        | $1961774.32        | U.S. Treasuries (including strips)        |
| GNRA 2009-052 FD         | 2039-07-16      | 5.3762%  | 0.0000% | $63000000.00       | $549283.68         | Agency Collateralized Mortgage Obligation |
| GNRA 2007-051 FN         | 2037-08-20      | 4.8521%  | 0.0000% | $3522973.00        | $1319798.65        | Agency Collateralized Mortgage Obligation |
| GNRA 2013-002 AD         | 2053-04-16      | 2.4157%  | 0.0000% | $33000000.00       | $1034913.49        | Agency Collateralized Mortgage Obligation |
| GNRA 2013-150 FT         | 2040-02-20      | 4.8721%  | 0.0000% | $199889920.00      | $6530911.59        | Agency Collateralized Mortgage Obligation |
| GNRA 2015-170 AF         | 2045-11-20      | 4.7121%  | 0.0000% | $48093505.00       | $8345309.39        | Agency Collateralized Mortgage Obligation |
| GNRA 2016-20 FA          | 2046-09-20      | 4.8321%  | 0.0000% | $30000000.00       | $6892811.04        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-193 EF         | 2051-11-20      | 2.5000%  | 0.0000% | $4253595.00        | $2568208.45        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-225 KC         | 2051-12-20      | 1.2500%  | 0.0000% | $4400000.00        | $2034547.81        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-019 FA         | 2052-01-20      | 2.5000%  | 0.0000% | $23290000.00       | $14667300.77       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-056 FA         | 2052-03-20      | 3.5000%  | 0.0000% | $60458670.00       | $40355139.44       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-064 FA         | 2052-04-20      | 4.5000%  | 0.0000% | $10667117.00       | $6203420.12        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-190 FD         | 2053-12-20      | 5.5519%  | 0.0000% | $27901760.00       | $14369570.22       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-023 HB         | 2054-01-20      | 5.5000%  | 0.0000% | $1761099.00        | $1765310.77        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-160 JF         | 2053-12-20      | 5.1019%  | 0.0000% | $70000000.00       | $42287977.34       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-180 FH         | 2054-11-20      | 5.9819%  | 0.0000% | $29547511.00       | $28244629.76       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-012 HW         | 2055-01-20      | 5.0000%  | 0.0000% | $10675000.00       | $10113311.16       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-033 LH         | 2054-05-20      | 5.0000%  | 0.0000% | $3563000.00        | $3477929.77        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-057 MP         | 2055-01-20      | 5.0000%  | 0.0000% | $12368000.00       | $12445095.66       | Agency Collateralized Mortgage Obligation |
| FEPC 03.500 CLZL3983     | 2042-10-01      | 3.5000%  | 0.0000% | $67416149.00       | $11940680.67       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZL5994     | 2043-05-01      | 3.0000%  | 0.0000% | $79241188.00       | $14721566.95       | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM2632     | 2047-02-01      | 3.5000%  | 0.0000% | $60568884.00       | $20250633.98       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZA1276     | 2042-12-01      | 3.0000%  | 0.0000% | $86500000.00       | $15637636.65       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZA4210     | 2043-04-01      | 3.0000%  | 0.0000% | $50000000.00       | $9169219.98        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZA5362     | 2048-04-01      | 3.5000%  | 0.0000% | $50240572.00       | $16494148.20       | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZA4632     | 2046-03-01      | 3.5000%  | 0.0000% | $35000000.00       | $11415486.67       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZA4940     | 2047-06-01      | 4.5000%  | 0.0000% | $32694892.00       | $8593987.22        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS3430     | 2041-11-01      | 4.0000%  | 0.0000% | $8037984.00        | $1082983.96        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS9382     | 2043-09-01      | 3.0000%  | 0.0000% | $77545000.00       | $17203563.23       | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZT0041     | 2047-04-01      | 3.5000%  | 0.0000% | $43496014.00       | $12329754.37       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD2255     | 2053-01-01      | 6.0000%  | 0.0000% | $31174688.00       | $22001912.01       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD2339     | 2053-02-01      | 6.5000%  | 0.0000% | $23898515.00       | $17502966.28       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD2909     | 2053-04-01      | 6.5000%  | 0.0000% | $21508269.00       | $18585959.39       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD3075     | 2053-04-01      | 5.0000%  | 0.0000% | $5049250.00        | $4761560.13        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3163     | 2053-06-01      | 6.0000%  | 0.0000% | $26109000.00       | $21161071.46       | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD4995     | 2052-03-01      | 3.5000%  | 0.0000% | $15703455.00       | $11484474.91       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD7166     | 2054-10-01      | 5.0000%  | 0.0000% | $23817219.00       | $23192312.34       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD6953     | 2054-09-01      | 6.5000%  | 0.0000% | $18821330.00       | $18763802.21       | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8001     | 2049-07-01      | 3.5000%  | 0.0000% | $1023.00           | $94.29             | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD7501     | 2049-07-01      | 4.0000%  | 0.0000% | $87900000.00       | $20752028.24       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD7578     | 2055-04-01      | 6.0000%  | 0.0000% | $469972.00         | $478235.28         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8408     | 2054-03-01      | 5.5000%  | 0.0000% | $1018.00           | $882.88            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8534     | 2055-05-01      | 6.0000%  | 0.0000% | $15807819.00       | $15774367.05       | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD4410     | 2048-11-01      | 3.5000%  | 0.0000% | $12607332.00       | $9992592.72        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3852     | 2053-09-01      | 6.0000%  | 0.0000% | $7943496.00        | $6537801.42        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD4324     | 2053-11-01      | 6.0000%  | 0.0000% | $4871368.00        | $4047566.26        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQF2392     | 2052-10-01      | 4.5000%  | 0.0000% | $53101824.00       | $42293852.04       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF3908     | 2052-11-01      | 5.0000%  | 0.0000% | $36594373.00       | $28654400.82       | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CTRB5148     | 2042-03-01      | 2.0000%  | 0.0000% | $15112176.00       | $10060042.96       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBU4709     | 2054-07-01      | 5.5000%  | 0.0000% | $38719721.00       | $33949417.72       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA5738     | 2050-05-01      | 3.5000%  | 0.0000% | $151037.00         | $68274.95          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIFM1162     | 2032-07-01      | 2.5000%  | 0.0000% | $1264.00           | $258.39            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS2841     | 2052-09-01      | 4.0000%  | 0.0000% | $7678680.00        | $6125846.37        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CL890769     | 2046-11-01      | 3.5000%  | 0.0000% | $1122.00           | $312.87            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL0391     | 2054-11-01      | 5.5000%  | 0.0000% | $2918424.00        | $2868251.63        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ1418     | 2054-05-01      | 5.5000%  | 0.0000% | $155924080.00      | $140302662.54      | Agency Mortgage-Backed Securities         |
| GNII SF MA3735 M         | 2046-06-20      | 3.0000%  | 0.0000% | $1000.00           | $117.88            | Agency Mortgage-Backed Securities         |
| GNII SF MA4510 M         | 2047-03-20      | 3.5000%  | 0.0000% | $429083.00         | $51490.08          | Agency Mortgage-Backed Securities         |
| GNII SF MA5466 M         | 2048-09-20      | 4.0000%  | 0.0000% | $1000.00           | $95.70             | Agency Mortgage-Backed Securities         |
| GNII SF MA6932 M         | 2050-08-20      | 3.0000%  | 0.0000% | $3447058.00        | $1170993.36        | Agency Mortgage-Backed Securities         |
| GNII SF MA7827 M         | 2052-01-20      | 2.5000%  | 0.0000% | $3350.00           | $2161.86           | Agency Mortgage-Backed Securities         |
| GNII SF MA8879 M         | 2053-05-20      | 5.5000%  | 0.0000% | $196388384.00      | $158494298.67      | Agency Mortgage-Backed Securities         |
| GNII SF MA8101 M         | 2052-06-20      | 4.5000%  | 0.0000% | $3060565.00        | $2332066.81        | Agency Mortgage-Backed Securities         |
| GNII SF MA8151 M         | 2052-07-20      | 4.5000%  | 0.0000% | $657913.00         | $504370.44         | Agency Mortgage-Backed Securities         |
| GNII SF MA9849 M         | 2054-08-20      | 4.5000%  | 0.0000% | $1000.00           | $938.66            | Agency Mortgage-Backed Securities         |
| GNII SF MA9243 M         | 2053-10-20      | 6.5000%  | 0.0000% | $1590.00           | $885.34            | Agency Mortgage-Backed Securities         |
| GNII SF MA9424 M         | 2053-12-20      | 6.0000%  | 0.0000% | $209676198.00      | $141231346.33      | Agency Mortgage-Backed Securities         |
| GNII SF DJ1344 C         | 2055-06-20      | 6.5000%  | 0.0000% | $1000.00           | $1048.65           | Agency Mortgage-Backed Securities         |
| GNII SF DJ1345 C         | 2055-06-20      | 6.5000%  | 0.0000% | $1000.00           | $1044.97           | Agency Mortgage-Backed Securities         |
| GNII ET DK0492 C         | 2065-05-20      | 6.0000%  | 0.0000% | $1001.00           | $1013.91           | Agency Mortgage-Backed Securities         |
| GNRA 2025-047 FA         | 2055-03-20      | 5.3519%  | 0.0000% | $100000000.00      | $98299841.26       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-047 FB         | 2055-03-20      | 5.4519%  | 0.0000% | $3333334.00        | $3307235.58        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-048 FA         | 2055-03-20      | 5.3519%  | 0.0000% | $77796.00          | $77436.65          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-051 FK         | 2055-03-20      | 5.3519%  | 0.0000% | $5962893.00        | $5932638.61        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-044 FB         | 2055-03-20      | 5.3519%  | 0.0000% | $100000000.00      | $96050783.91       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-045 FH         | 2055-03-20      | 5.3719%  | 0.0000% | $99351806.00       | $98745514.83       | Agency Collateralized Mortgage Obligation |

### Security 257: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19B6S1, C.3 - LEI: JJKC32MCHWDI71265Z06, C.5 - Other ID: ARP19B6S1
- **C.18 - Value (incl. sponsor support):** $358000000.00
- **C.18.a - Value (excl. sponsor support):** $358000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 01.500 CLSD8127 | 2051-02-01      | 1.5000%  | 0.0000% | $157752744.00      | $89269732.55       | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8160 | 2051-08-01      | 2.0000%  | 0.0000% | $376416585.00      | $233437272.43      | Agency Mortgage-Backed Securities |
| FEPC 01.500 3PRE6084 | 2050-12-01      | 1.5000%  | 0.0000% | $82954998.00       | $46032995.29       | Agency Mortgage-Backed Securities |

### Security 258: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19B6V4, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: ARP19B6V4
- **C.18 - Value (incl. sponsor support):** $269000000.00
- **C.18.a - Value (excl. sponsor support):** $269000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2038-05-15      | 4.5000%  | 0.0000% | $3867600.00        | $3918253.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | 0.0000% | $7828000.00        | $7596297.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.6250%  | 0.0000% | $36070000.00       | $37382172.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $622900.00         | $496276.89         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $14632400.00       | $11048759.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $422100.00         | $271394.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $27660100.00       | $13704189.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $73959900.00       | $52082543.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $63708400.00       | $52637067.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $794900.00         | $789069.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $790300.00         | $730601.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $180000.00         | $179324.73         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $1354000.00        | $1394869.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $972900.00         | $905872.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $88507200.00       | $91243311.58       | U.S. Treasuries (including strips) |

### Security 259: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19B6W2, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP19B6W2
- **C.18 - Value (incl. sponsor support):** $323000000.00
- **C.18.a - Value (excl. sponsor support):** $323000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2025-08-05      | 0.0000%  | 0.0000% | $360000.00         | $358508.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-09      | 0.0000%  | 0.0000% | $4400.00           | $4363.90           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-05-15      | 4.5000%  | 0.0000% | $14891100.00       | $15086128.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | 0.0000% | $1900.00           | $1865.58           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 3.6250%  | 0.0000% | $100.00            | $86.60             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $700000.00         | $483970.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $100.00            | $90.63             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $100.00            | $92.55             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $211600.00         | $213562.82         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $48829600.00       | $47879998.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 1.8750%  | 0.0000% | $43089500.00       | $42188067.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 1.6250%  | 0.0000% | $133200.00         | $130678.96         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $100.00            | $97.78             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | 0.0000% | $7450100.00        | $7231521.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | 0.0000% | $12400.00          | $11275.52          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 0.5000%  | 0.0000% | $3970100.00        | $3711009.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 0.5000%  | 0.0000% | $999500.00         | $928527.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 0.5000%  | 0.0000% | $16800.00          | $16422.30          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 0.7500%  | 0.0000% | $100.00            | $97.11             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $1800.00           | $1665.60           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | 0.0000% | $56900.00          | $54964.02          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | 0.0000% | $14654600.00       | $13785294.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $8144500.00        | $7615708.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $999400.00         | $967103.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-15      | 4.0000%  | 0.0000% | $300.00            | $300.27            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $181900.00         | $182569.94         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $1100.00           | $1072.85           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $100.00            | $100.02            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $75500.00          | $75299.17          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $53003900.00       | $54642462.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $401600.00         | $411599.27         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $27672800.00       | $27748682.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $500.00            | $511.53            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $12451100.00       | $12956975.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $3775000.00        | $3869686.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $60634000.00       | $61670183.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $286000.00         | $295141.12         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $100.00            | $104.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 4.4000%  | 0.0000% | $26740400.00       | $26934128.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $100.00            | $100.61            | U.S. Treasuries (including strips) |

### Security 260: RBC DOMINION SECURITIES INC

- **C.1 - Title:** RBC DOMINION SECURITIES INC 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19B6X0, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP19B6X0
- **C.18 - Value (incl. sponsor support):** $469000000.00
- **C.18.a - Value (excl. sponsor support):** $469000000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-01-15      | 2.3750%  | 0.0000% | $4000.00           | $6530.81           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 0.7500%  | 0.0000% | $264600.00         | $261735.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $100.00            | $69.59             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 0.8750%  | 0.0000% | $943300.00         | $903853.53         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $243600.00         | $166621.18         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $300.00            | $210.04            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $100.00            | $87.09             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $1300.00           | $1170.09           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 2.1250%  | 0.0000% | $300.00            | $286.95            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $400.00            | $368.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $100.00            | $98.03             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 0.8750%  | 0.0000% | $100.00            | $125.40            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $87700.00          | $116307.68         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-15      | 0.1250%  | 0.0000% | $31067200.00       | $36452332.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 0.3750%  | 0.0000% | $1164400.00        | $1081575.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-15      | 0.1250%  | 0.0000% | $20682100.00       | $23570519.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $282900.00         | $263077.97         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $4706200.00        | $4154663.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 0.1250%  | 0.0000% | $12635600.00       | $14043407.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $19046000.00       | $19401896.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $97841000.00       | $95296692.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $1931500.00        | $2064425.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-07-15      | 1.3750%  | 0.0000% | $32516200.00       | $33462853.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 2.3750%  | 0.0000% | $362300.00         | $394965.21         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $100.00            | $103.96            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $76365000.00       | $76430454.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-28      | 4.2500%  | 0.0000% | $10227300.00       | $10547206.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $23854000.00       | $24393962.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $2199900.00        | $2237713.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-06-30      | 4.2500%  | 0.0000% | $76355600.00       | $77584161.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $40300500.00       | $40994877.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $700.00            | $723.65            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $12860600.00       | $13037385.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $30200.00          | $30452.58          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $200.00            | $202.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $100.00            | $103.58            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $1512400.00        | $1537127.67        | U.S. Treasuries (including strips) |

### Security 261: RBC DOMINION SECURITIES INC

- **C.1 - Title:** RBC DOMINION SECURITIES INC 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19B6Y8, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP19B6Y8
- **C.18 - Value (incl. sponsor support):** $430000000.00
- **C.18.a - Value (excl. sponsor support):** $430000000.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 06.000 CLFS7538   | 2054-03-01      | 6.0000%  | 0.0000% | $7181.00           | $6383.25           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS8909   | 2052-04-01      | 2.5000%  | 0.0000% | $12004.00          | $9499.53           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS8154   | 2054-06-01      | 6.0000%  | 0.0000% | $1088.00           | $1014.29           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS8661   | 2054-08-01      | 5.5000%  | 0.0000% | $678568.00         | $637358.15         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS8686   | 2053-07-01      | 2.5000%  | 0.0000% | $12000.00          | $9496.20           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS9881   | 2053-05-01      | 4.5000%  | 0.0000% | $2000.00           | $1797.91           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS9176   | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $923.86            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS9345   | 2054-10-01      | 5.0000%  | 0.0000% | $1024.00           | $937.64            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0076   | 2055-03-01      | 5.5000%  | 0.0000% | $1024.00           | $1022.41           | Agency Mortgage-Backed Securities         |
| FNMS 05.250 CA994977   | 2036-06-01      | 5.2500%  | 0.0000% | $48681.00          | $27042.04          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTMA2230   | 2035-04-01      | 3.0000%  | 0.0000% | $1000.00           | $102.75            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3520   | 2048-11-01      | 3.5000%  | 0.0000% | $1013.00           | $95.86             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3238   | 2048-01-01      | 3.5000%  | 0.0000% | $14000.00          | $1965.78           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3332   | 2048-04-01      | 3.5000%  | 0.0000% | $1000.00           | $130.52            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIMA3372   | 2033-05-01      | 4.0000%  | 0.0000% | $1045.00           | $95.46             | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4378   | 2051-07-01      | 2.0000%  | 0.0000% | $1000.00           | $612.53            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4438   | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $619.85            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC G01777 G   | 2035-02-01      | 6.0000%  | 0.0000% | $1724.00           | $16.90             | Agency Mortgage-Backed Securities         |
| 06.000 FGPC P20586 G   | 2034-11-01      | 6.0000%  | 0.0000% | $29357.00          | $402.89            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC D98606 G   | 2031-04-01      | 3.5000%  | 0.0000% | $2442.00           | $68.31             | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A50739 G   | 2036-07-01      | 6.0000%  | 0.0000% | $1642.00           | $17.40             | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL4012   | 2042-10-01      | 3.5000%  | 0.0000% | $8415.00           | $873.05            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 3SZM9438   | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $311.91            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 3SZN0134   | 2043-06-01      | 3.0000%  | 0.0000% | $1002.00           | $93.56             | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4669   | 2046-06-01      | 4.0000%  | 0.0000% | $1002.00           | $123.58            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT0543   | 2048-08-01      | 4.5000%  | 0.0000% | $530814.00         | $116843.29         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZT1345   | 2033-11-01      | 3.5000%  | 0.0000% | $1001.00           | $96.72             | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD0419   | 2048-02-01      | 3.5000%  | 0.0000% | $64295.00          | $26077.14          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD0958   | 2052-04-01      | 3.5000%  | 0.0000% | $230000.00         | $155414.66         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1432   | 2052-08-01      | 4.5000%  | 0.0000% | $1395558.00        | $1127954.17        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD1640   | 2052-09-01      | 4.0000%  | 0.0000% | $176096.00         | $136270.15         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD1936   | 2052-06-01      | 3.5000%  | 0.0000% | $9482.00           | $7091.52           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD2253   | 2052-12-01      | 3.5000%  | 0.0000% | $142003.00         | $110084.34         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD2361   | 2053-02-01      | 6.0000%  | 0.0000% | $156264.00         | $121538.88         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD2494   | 2052-03-01      | 3.5000%  | 0.0000% | $1000.00           | $785.54            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD2563   | 2052-10-01      | 4.5000%  | 0.0000% | $43000.00          | $34491.16          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD2879   | 2052-08-01      | 3.0000%  | 0.0000% | $446943.00         | $322610.16         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD2917   | 2053-05-01      | 5.5000%  | 0.0000% | $1359012.00        | $1050552.60        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD2932   | 2053-04-01      | 4.0000%  | 0.0000% | $1000.00           | $819.40            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD3382   | 2053-06-01      | 5.0000%  | 0.0000% | $100000.00         | $89341.81          | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLSD4983   | 2054-01-01      | 7.0000%  | 0.0000% | $33741.00          | $24701.24          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD4994   | 2053-07-01      | 5.5000%  | 0.0000% | $1066747.00        | $932924.08         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD5134   | 2052-06-01      | 4.0000%  | 0.0000% | $1036.00           | $865.94            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD6284   | 2054-01-01      | 2.0000%  | 0.0000% | $1000.00           | $748.96            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8000   | 2049-07-01      | 3.0000%  | 0.0000% | $1041.00           | $110.53            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8090   | 2050-09-01      | 2.0000%  | 0.0000% | $29417.00          | $14167.95          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD7288   | 2055-01-01      | 5.0000%  | 0.0000% | $1559.00           | $1506.74           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD7435   | 2054-12-01      | 5.0000%  | 0.0000% | $117870.00         | $112772.80         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD7512   | 2050-02-01      | 3.0000%  | 0.0000% | $1040.00           | $394.17            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8129   | 2051-02-01      | 2.5000%  | 0.0000% | $203650.00         | $97215.27          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8191   | 2052-01-01      | 3.5000%  | 0.0000% | $69000.00          | $41754.81          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8221   | 2052-06-01      | 3.5000%  | 0.0000% | $36000.00          | $26896.76          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8219   | 2052-06-01      | 2.5000%  | 0.0000% | $38000.00          | $26640.01          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8244   | 2052-09-01      | 4.0000%  | 0.0000% | $1000.00           | $790.56            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8340   | 2053-07-01      | 4.5000%  | 0.0000% | $9000.00           | $7785.78           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8342   | 2053-07-01      | 5.5000%  | 0.0000% | $7000.00           | $5965.57           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8347   | 2053-08-01      | 4.5000%  | 0.0000% | $8000.00           | $6933.44           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8371   | 2053-11-01      | 5.0000%  | 0.0000% | $834224.00         | $745902.33         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8461   | 2054-09-01      | 5.0000%  | 0.0000% | $307719.00         | $290849.14         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8475   | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $939.17            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD3786   | 2053-05-01      | 5.0000%  | 0.0000% | $50000.00          | $43959.66          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3838   | 2053-10-01      | 6.0000%  | 0.0000% | $799000.00         | $691312.85         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD3839   | 2053-09-01      | 5.5000%  | 0.0000% | $72585.00          | $64817.29          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD4078   | 2051-12-01      | 2.5000%  | 0.0000% | $20336.00          | $14421.08          | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G67710 G   | 2048-03-01      | 3.5000%  | 0.0000% | $25382350.00       | $5548116.87        | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q59742 G   | 2048-11-01      | 4.0000%  | 0.0000% | $208215.00         | $33826.38          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQB9485   | 2051-03-01      | 2.0000%  | 0.0000% | $268000.00         | $146443.29         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQC9156   | 2051-10-01      | 2.5000%  | 0.0000% | $639016.00         | $404915.40         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQD8778   | 2052-03-01      | 3.5000%  | 0.0000% | $741365.00         | $484929.68         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQE2559   | 2047-05-01      | 3.0000%  | 0.0000% | $1000.00           | $770.00            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE6088   | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $769.63            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE7444   | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $837.68            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE8537   | 2052-08-01      | 5.0000%  | 0.0000% | $1000000.00        | $753484.69         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQF8469   | 2053-03-01      | 6.5000%  | 0.0000% | $1006462.00        | $775947.41         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQG2351   | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $842.48            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQG6305   | 2053-07-01      | 4.5000%  | 0.0000% | $39000.00          | $32598.92          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG8719   | 2053-08-01      | 5.5000%  | 0.0000% | $2232986.00        | $1896206.55        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH5503   | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $950.24            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQJ3868   | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $931.63            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQJ5258   | 2054-10-01      | 4.5000%  | 0.0000% | $1000.00           | $943.01            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ9470   | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1003.56           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3PQU8070   | 2052-02-01      | 3.5000%  | 0.0000% | $1000.00           | $827.12            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA2625   | 2050-05-01      | 2.5000%  | 0.0000% | $10858132.00       | $3866934.04        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA3592   | 2050-09-01      | 3.5000%  | 0.0000% | $1024.00           | $422.64            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA3606   | 2050-10-01      | 2.0000%  | 0.0000% | $91000.00          | $44776.42          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA5744   | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $599.67            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA6416   | 2052-05-01      | 3.5000%  | 0.0000% | $30830.00          | $22885.40          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4467   | 2051-11-01      | 3.0000%  | 0.0000% | $1045124.00        | $627435.55         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4492   | 2051-12-01      | 2.0000%  | 0.0000% | $1033179.00        | $665646.69         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4494   | 2051-12-01      | 3.0000%  | 0.0000% | $65000.00          | $39867.38          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIMA4497   | 2036-12-01      | 2.0000%  | 0.0000% | $1000.00           | $603.36            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CKMA3725   | 2049-07-01      | 3.5000%  | 0.0000% | $1010.00           | $37.57             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA5326   | 2054-04-01      | 4.5000%  | 0.0000% | $1000.00           | $901.13            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA4580   | 2052-04-01      | 3.5000%  | 0.0000% | $43900.00          | $30705.89          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4624   | 2052-06-01      | 3.0000%  | 0.0000% | $51888.00          | $38133.13          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA4842   | 2052-12-01      | 5.5000%  | 0.0000% | $33786.00          | $26983.55          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5073   | 2053-07-01      | 6.0000%  | 0.0000% | $13064190.00       | $10443893.79       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA5056   | 2053-05-01      | 3.5000%  | 0.0000% | $1003679.00        | $822315.99         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5236   | 2053-12-01      | 4.0000%  | 0.0000% | $1000.00           | $847.14            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5245   | 2054-01-01      | 5.0000%  | 0.0000% | $97713.00          | $89190.77          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAD0490   | 2037-08-01      | 5.5000%  | 0.0000% | $47400000.00       | $865727.15         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX9301   | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.18           | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQX9911   | 2055-03-01      | 7.0000%  | 0.0000% | $1022774.00        | $1078713.88        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY2593   | 2055-04-01      | 5.5000%  | 0.0000% | $893274.00         | $902095.72         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY4221   | 2055-05-01      | 5.5000%  | 0.0000% | $1001.00           | $1006.33           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY4268   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1032.88           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY4689   | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1022.69           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY5134   | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1047.18           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY5251   | 2055-06-01      | 5.5000%  | 0.0000% | $6848.00           | $6883.20           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY6214   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1039.15           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY5433   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.57           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY7538   | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.02           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL0096   | 2054-11-01      | 5.0000%  | 0.0000% | $1024.00           | $977.17            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL0199   | 2054-12-01      | 5.5000%  | 0.0000% | $1008.00           | $988.45            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL0334   | 2055-02-01      | 5.5000%  | 0.0000% | $155654.00         | $155108.06         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0376   | 2055-02-01      | 6.0000%  | 0.0000% | $8177.00           | $8341.46           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL1706   | 2055-04-01      | 5.0000%  | 0.0000% | $1037.00           | $1028.21           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL1207   | 2054-12-01      | 5.0000%  | 0.0000% | $5227424.00        | $5140124.00        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL1208   | 2055-01-01      | 5.0000%  | 0.0000% | $1024.00           | $1004.71           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ0835   | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $974.82            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLRJ0962   | 2054-02-01      | 7.0000%  | 0.0000% | $1008.00           | $623.34            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ1000   | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $875.46            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ1069   | 2054-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1821.99           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ1227   | 2054-04-01      | 6.0000%  | 0.0000% | $48359.00          | $40068.43          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRJ1375   | 2054-02-01      | 4.5000%  | 0.0000% | $1000.00           | $929.59            | Agency Mortgage-Backed Securities         |
| GNII SF MA8801 M       | 2053-04-20      | 5.5000%  | 0.0000% | $16065.00          | $12409.45          | Agency Mortgage-Backed Securities         |
| GNII SF MA8801 M       | 2053-04-20      | 5.5000%  | 0.0000% | $1180096.00        | $911568.20         | Agency Mortgage-Backed Securities         |
| GNII SF MA8802 M       | 2053-04-20      | 6.0000%  | 0.0000% | $48000.00          | $31194.72          | Agency Mortgage-Backed Securities         |
| GNII SF MA9849 M       | 2054-08-20      | 4.5000%  | 0.0000% | $82564.00          | $77499.54          | Agency Mortgage-Backed Securities         |
| GNII SF MA9853 M       | 2054-08-20      | 6.5000%  | 0.0000% | $2024.00           | $1486.61           | Agency Mortgage-Backed Securities         |
| GNII SF MA9014 M       | 2053-07-20      | 4.0000%  | 0.0000% | $52000.00          | $42315.09          | Agency Mortgage-Backed Securities         |
| GNII SF MA9015 M       | 2053-04-20      | 4.5000%  | 0.0000% | $1171388.00        | $1015866.11        | Agency Mortgage-Backed Securities         |
| GNII SF MA9016 M       | 2053-07-20      | 5.0000%  | 0.0000% | $9000.00           | $7825.08           | Agency Mortgage-Backed Securities         |
| GNII SF MA9108 M       | 2053-08-20      | 6.5000%  | 0.0000% | $1000.00           | $562.37            | Agency Mortgage-Backed Securities         |
| GNII SF MA9238 M       | 2053-09-20      | 4.0000%  | 0.0000% | $24873.00          | $20830.27          | Agency Mortgage-Backed Securities         |
| GNII SF MA9305 M       | 2053-11-20      | 5.5000%  | 0.0000% | $27000.00          | $22790.25          | Agency Mortgage-Backed Securities         |
| GNII SF MA9606 M       | 2054-02-20      | 6.0000%  | 0.0000% | $35385.00          | $27918.69          | Agency Mortgage-Backed Securities         |
| GNII SF MA9722 M       | 2054-06-20      | 4.0000%  | 0.0000% | $1000.00           | $892.83            | Agency Mortgage-Backed Securities         |
| GNII SF MA9723 M       | 2054-05-20      | 4.5000%  | 0.0000% | $42999.00          | $40192.78          | Agency Mortgage-Backed Securities         |
| GNII SF BH6600 C       | 2048-08-20      | 4.0000%  | 0.0000% | $188758.00         | $36384.69          | Agency Mortgage-Backed Securities         |
| GNII SF BM7534 C       | 2050-02-20      | 3.5000%  | 0.0000% | $195998.00         | $45850.35          | Agency Mortgage-Backed Securities         |
| GNII SF BN2615 C       | 2049-05-20      | 4.0000%  | 0.0000% | $115506.00         | $35520.47          | Agency Mortgage-Backed Securities         |
| GNII SF BS1757 C       | 2050-03-20      | 4.0000%  | 0.0000% | $83298.00          | $22364.17          | Agency Mortgage-Backed Securities         |
| GNPL PN CM3806         | 2059-07-15      | 5.6000%  | 0.0000% | $4999.00           | $5156.18           | Agency Mortgage-Backed Securities         |
| GNII SF MA9904 M       | 2053-05-20      | 4.5000%  | 0.0000% | $17998.00          | $16866.07          | Agency Mortgage-Backed Securities         |
| GNII SF AH5884 C       | 2044-07-20      | 4.2500%  | 0.0000% | $235928.00         | $72752.10          | Agency Mortgage-Backed Securities         |
| GNMI SF AN0223 X       | 2045-06-15      | 4.0000%  | 0.0000% | $890460.00         | $203260.26         | Agency Mortgage-Backed Securities         |
| GNPL PN CQ9709         | 2058-04-15      | 5.0000%  | 0.0000% | $1000.00           | $982.06            | Agency Mortgage-Backed Securities         |
| GNPL PN CR3470         | 2057-12-15      | 4.9000%  | 0.0000% | $1000.00           | $982.42            | Agency Mortgage-Backed Securities         |
| GNPL PN CR9630         | 2053-01-15      | 5.6700%  | 0.0000% | $38766.00          | $38093.74          | Agency Mortgage-Backed Securities         |
| GNPL PN CV6105         | 2059-03-15      | 5.9600%  | 0.0000% | $224053.00         | $236780.98         | Agency Mortgage-Backed Securities         |
| GNII SF CX4169 C       | 2054-02-20      | 7.5000%  | 0.0000% | $1574448.00        | $1571032.20        | Agency Mortgage-Backed Securities         |
| GNII SF CY5226 C       | 2054-02-20      | 5.5000%  | 0.0000% | $84400.00          | $57140.06          | Agency Mortgage-Backed Securities         |
| GNII SF CZ1215 C       | 2054-03-20      | 7.5000%  | 0.0000% | $1066732.00        | $1105332.40        | Agency Mortgage-Backed Securities         |
| GNPL PN DC7234         | 2060-03-15      | 5.8200%  | 0.0000% | $894008.00         | $943286.18         | Agency Mortgage-Backed Securities         |
| GNII SF DC9371 C       | 2054-12-20      | 5.5000%  | 0.0000% | $99696.00          | $100416.57         | Agency Mortgage-Backed Securities         |
| GNPL PN DE5560         | 2060-01-15      | 5.6900%  | 0.0000% | $1000.00           | $1045.86           | Agency Mortgage-Backed Securities         |
| GNPL PN DE5565         | 2060-01-15      | 6.2000%  | 0.0000% | $725441.00         | $783916.95         | Agency Mortgage-Backed Securities         |
| GNPL PN DE7027         | 2059-10-15      | 5.1800%  | 0.0000% | $913298.00         | $916716.97         | Agency Mortgage-Backed Securities         |
| GNPL PN DF1284         | 2059-11-15      | 5.0900%  | 0.0000% | $492000.00         | $485370.36         | Agency Mortgage-Backed Securities         |
| GNCL CL DF3880         | 2066-07-15      | 5.3500%  | 0.0000% | $10561.00          | $10693.25          | Agency Mortgage-Backed Securities         |
| GNII SF DF5067 C       | 2055-01-20      | 6.5000%  | 0.0000% | $885209.00         | $927474.85         | Agency Mortgage-Backed Securities         |
| GNII SF DF6858 C       | 2054-11-20      | 5.0000%  | 0.0000% | $101918.00         | $100337.81         | Agency Mortgage-Backed Securities         |
| GNII SF DF8111 C       | 2054-11-20      | 5.5000%  | 0.0000% | $326168.00         | $327767.58         | Agency Mortgage-Backed Securities         |
| GNII SF DG3155 C       | 2055-01-20      | 5.5000%  | 0.0000% | $116557.00         | $117101.85         | Agency Mortgage-Backed Securities         |
| GNII SF DG3673 C       | 2054-12-20      | 5.5000%  | 0.0000% | $98283.00          | $98888.31          | Agency Mortgage-Backed Securities         |
| GNII SF DG5226 C       | 2054-12-20      | 4.5000%  | 0.0000% | $5634367.00        | $5389585.66        | Agency Mortgage-Backed Securities         |
| GNII SF DG7414 C       | 2055-01-20      | 7.5000%  | 0.0000% | $550680.00         | $595131.02         | Agency Mortgage-Backed Securities         |
| GNII SF DH0338 C       | 2055-02-20      | 5.5000%  | 0.0000% | $1507118.00        | $1527518.58        | Agency Mortgage-Backed Securities         |
| GNII SF DH1545 C       | 2055-01-20      | 5.0000%  | 0.0000% | $668007.00         | $659427.47         | Agency Mortgage-Backed Securities         |
| GNII SF DH2692 C       | 2055-01-20      | 6.5000%  | 0.0000% | $25000.00          | $26001.07          | Agency Mortgage-Backed Securities         |
| GNII SF DH3317 C       | 2055-02-20      | 6.5000%  | 0.0000% | $376405.00         | $388778.45         | Agency Mortgage-Backed Securities         |
| GNII SF DH6678 C       | 2055-02-20      | 6.5000%  | 0.0000% | $1007116.00        | $1054107.72        | Agency Mortgage-Backed Securities         |
| GNII SF DH9270 C       | 2055-02-20      | 5.5000%  | 0.0000% | $642959.00         | $651305.87         | Agency Mortgage-Backed Securities         |
| GNII SF DJ4228 C       | 2055-06-20      | 7.0000%  | 0.0000% | $1000.00           | $1065.87           | Agency Mortgage-Backed Securities         |
| GNII SF DJ4628 C       | 2055-04-20      | 5.5000%  | 0.0000% | $1000.00           | $1006.35           | Agency Mortgage-Backed Securities         |
| GNII SF DJ6207 C       | 2055-04-20      | 5.5000%  | 0.0000% | $581948.00         | $587994.95         | Agency Mortgage-Backed Securities         |
| GNII SF DJ7854 C       | 2055-05-20      | 5.5000%  | 0.0000% | $1024.00           | $1032.55           | Agency Mortgage-Backed Securities         |
| GNII SF DJ8915 C       | 2055-05-20      | 5.5000%  | 0.0000% | $1010.00           | $1019.09           | Agency Mortgage-Backed Securities         |
| GNII SF DJ8128 C       | 2055-05-20      | 6.5000%  | 0.0000% | $13946.00          | $14724.93          | Agency Mortgage-Backed Securities         |
| GNII SF DJ9772 C       | 2055-06-20      | 6.5000%  | 0.0000% | $67376.00          | $71335.36          | Agency Mortgage-Backed Securities         |
| GNII SF DK1618 C       | 2055-05-20      | 5.5000%  | 0.0000% | $1000.00           | $1001.35           | Agency Mortgage-Backed Securities         |
| GNII SF DK4601 C       | 2055-05-20      | 6.5000%  | 0.0000% | $1001.00           | $1047.98           | Agency Mortgage-Backed Securities         |
| GNPL PN DK6737         | 2060-06-15      | 5.8400%  | 0.0000% | $30246.00          | $32063.19          | Agency Mortgage-Backed Securities         |
| GNII SF MB0027 M       | 2054-09-20      | 6.0000%  | 0.0000% | $1000.00           | $983.91            | Agency Mortgage-Backed Securities         |
| GNII SF MB0205 M       | 2055-02-20      | 5.5000%  | 0.0000% | $544474.00         | $540304.68         | Agency Mortgage-Backed Securities         |
| GNII SF MB0368 M       | 2055-05-20      | 6.5000%  | 0.0000% | $11735534.00       | $12096849.92       | Agency Mortgage-Backed Securities         |
| GNMI SP 783639 X       | 2042-06-15      | 4.0000%  | 0.0000% | $19610000.00       | $841510.13         | Agency Mortgage-Backed Securities         |
| GNII SP 787664 M       | 2049-01-20      | 3.5000%  | 0.0000% | $1000.00           | $869.46            | Agency Mortgage-Backed Securities         |
| GNII SP 783519 M       | 2041-01-20      | 4.0000%  | 0.0000% | $14003.00          | $782.29            | Agency Mortgage-Backed Securities         |
| GNMI SP 782737 X       | 2039-08-15      | 4.5000%  | 0.0000% | $1000.00           | $23.40             | Agency Mortgage-Backed Securities         |
| GNII SF MA6839 M       | 2035-09-20      | 2.0000%  | 0.0000% | $700000.00         | $241276.32         | Agency Mortgage-Backed Securities         |
| GNII SF MA6821 M       | 2050-08-20      | 3.5000%  | 0.0000% | $7664032.00        | $2144943.86        | Agency Mortgage-Backed Securities         |
| GNII SF MA7054 M       | 2050-12-20      | 3.5000%  | 0.0000% | $2794996.00        | $973435.22         | Agency Mortgage-Backed Securities         |
| GNII SF MA7989 M       | 2052-04-20      | 3.5000%  | 0.0000% | $225162.00         | $160387.41         | Agency Mortgage-Backed Securities         |
| GNII SF MA7990 M       | 2052-04-20      | 4.0000%  | 0.0000% | $2000.00           | $1437.68           | Agency Mortgage-Backed Securities         |
| GNII SF MA8100 M       | 2052-06-20      | 4.0000%  | 0.0000% | $18051585.00       | $13371626.75       | Agency Mortgage-Backed Securities         |
| GNII SF MA7254 M       | 2051-03-20      | 2.0000%  | 0.0000% | $98708.00          | $51349.53          | Agency Mortgage-Backed Securities         |
| GNII SF MA7283 M       | 2036-04-20      | 2.0000%  | 0.0000% | $176000.00         | $80523.34          | Agency Mortgage-Backed Securities         |
| GNII SF MA7564 M       | 2036-09-20      | 3.5000%  | 0.0000% | $176076.00         | $83406.20          | Agency Mortgage-Backed Securities         |
| GNII SF MA7705 M       | 2051-11-20      | 2.5000%  | 0.0000% | $553575.00         | $345834.72         | Agency Mortgage-Backed Securities         |
| GNII SF MA7828 M       | 2052-01-20      | 3.0000%  | 0.0000% | $1000.00           | $646.25            | Agency Mortgage-Backed Securities         |
| GNII SF MA8101 M       | 2052-06-20      | 4.5000%  | 0.0000% | $231168.00         | $176143.69         | Agency Mortgage-Backed Securities         |
| GNII SF MA8149 M       | 2052-07-20      | 3.5000%  | 0.0000% | $2205.00           | $1605.89           | Agency Mortgage-Backed Securities         |
| GNII SF MA8201 M       | 2052-08-20      | 4.5000%  | 0.0000% | $2007.00           | $1549.17           | Agency Mortgage-Backed Securities         |
| GNII SF MA8267 M       | 2052-09-20      | 4.0000%  | 0.0000% | $1008.00           | $775.45            | Agency Mortgage-Backed Securities         |
| GNII SF MA8268 M       | 2052-09-20      | 4.5000%  | 0.0000% | $5361514.00        | $4178101.42        | Agency Mortgage-Backed Securities         |
| GNII SF MA8349 M       | 2052-10-20      | 5.5000%  | 0.0000% | $1024.00           | $749.95            | Agency Mortgage-Backed Securities         |
| GNII SF MA8348 M       | 2052-10-20      | 5.0000%  | 0.0000% | $51901.00          | $40489.73          | Agency Mortgage-Backed Securities         |
| GNII SF MA8488 M       | 2052-12-20      | 4.0000%  | 0.0000% | $1000.00           | $805.75            | Agency Mortgage-Backed Securities         |
| GNII SF MA8569 M       | 2053-01-20      | 5.0000%  | 0.0000% | $1000.00           | $790.27            | Agency Mortgage-Backed Securities         |
| GNII SF MA8571 M       | 2053-01-20      | 6.0000%  | 0.0000% | $2022441.00        | $1240308.92        | Agency Mortgage-Backed Securities         |
| GNII SF MA8648 M       | 2053-02-20      | 5.5000%  | 0.0000% | $371453.00         | $275883.97         | Agency Mortgage-Backed Securities         |
| GNII SF MA8724 M       | 2053-03-20      | 4.5000%  | 0.0000% | $58946.00          | $48222.45          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA6664   | 2052-02-01      | 3.0000%  | 0.0000% | $14000.00          | $9598.34           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA6815   | 2052-02-01      | 2.5000%  | 0.0000% | $31977.00          | $20308.90          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7774   | 2052-08-01      | 4.5000%  | 0.0000% | $55597.00          | $43465.82          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA8694   | 2053-04-01      | 5.0000%  | 0.0000% | $200000.00         | $166723.50         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRA9081   | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $780.49            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI9010   | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $918.04            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 ZK310219   | 2048-10-25      | 3.0000%  | 0.0000% | $26245419.00       | $20244508.43       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL555647   | 2033-07-01      | 4.5000%  | 0.0000% | $27830144.00       | $241322.99         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAK9434   | 2042-03-01      | 3.5000%  | 0.0000% | $1023.00           | $84.82             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAL3598   | 2039-07-01      | 6.0000%  | 0.0000% | $420000.00         | $32562.81          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAL5974   | 2037-07-01      | 5.0000%  | 0.0000% | $1000.00           | $95.39             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAL8358   | 2043-10-01      | 4.0000%  | 0.0000% | $1021.00           | $156.39            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLAR2887   | 2043-01-01      | 2.5000%  | 0.0000% | $1000.00           | $179.68            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAS3753   | 2029-11-01      | 3.5000%  | 0.0000% | $1001.00           | $76.89             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS5372   | 2045-07-01      | 3.5000%  | 0.0000% | $70648.00          | $8803.66           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS6185   | 2045-11-01      | 3.5000%  | 0.0000% | $1000.00           | $207.03            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS5937   | 2045-10-01      | 3.5000%  | 0.0000% | $1024.00           | $50.75             | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAS7464   | 2031-06-01      | 3.0000%  | 0.0000% | $1500000.00        | $167943.27         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8269   | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $176.97            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8422   | 2046-12-01      | 3.0000%  | 0.0000% | $1024.00           | $279.31            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS8694   | 2047-01-01      | 3.5000%  | 0.0000% | $2001.00           | $332.00            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS9453   | 2047-04-01      | 4.0000%  | 0.0000% | $200001.00         | $32141.22          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAU3746   | 2043-08-01      | 3.5000%  | 0.0000% | $860201.00         | $99243.03          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAY4264   | 2045-06-01      | 3.5000%  | 0.0000% | $1024.00           | $165.45            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAY4658   | 2031-04-01      | 4.0000%  | 0.0000% | $1065588.00        | $35859.35          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CQAZ1163   | 2035-05-01      | 3.0000%  | 0.0000% | $1050428.00        | $420542.78         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 RE813984   | 2035-06-01      | 4.5000%  | 0.0000% | $1094.00           | $8.08              | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDA0453   | 2053-09-01      | 4.5000%  | 0.0000% | $998734.00         | $833780.44         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDA2570   | 2053-09-01      | 6.5000%  | 0.0000% | $6000.00           | $6107.61           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDA2597   | 2053-09-01      | 5.5000%  | 0.0000% | $6000.00           | $5931.21           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CLDA3672   | 2053-10-01      | 7.5000%  | 0.0000% | $1251599.00        | $860804.85         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB9392   | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $972.60            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC2047   | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $967.91            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC2834   | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1035.38           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC3199   | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1000.63           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CLDC4022   | 2054-10-01      | 7.5000%  | 0.0000% | $6000.00           | $5647.53           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC6156   | 2055-05-01      | 5.0000%  | 0.0000% | $115500.00         | $113965.37         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC9888   | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1015.56           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDC9729   | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $960.09            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD0756   | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1016.95           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD1108   | 2055-01-01      | 5.5000%  | 0.0000% | $1067774.00        | $1007921.06        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDD2386   | 2055-03-01      | 4.5000%  | 0.0000% | $1000.00           | $956.14            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDD4671   | 2055-04-01      | 7.0000%  | 0.0000% | $106755.00         | $113850.20         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD9817   | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.54           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDD9290   | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $986.11            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD9596   | 2055-05-01      | 6.0000%  | 0.0000% | $15120.00          | $15702.01          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE0305   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1006.72           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE0474   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.80           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE0957   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.79           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBC3473   | 2046-01-01      | 3.5000%  | 0.0000% | $1000.00           | $162.28            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBC4714   | 2046-10-01      | 3.0000%  | 0.0000% | $196000.00         | $46291.12          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 R3BF0138   | 2041-07-01      | 6.0000%  | 0.0000% | $994946.00         | $208565.42         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 U3BF0193   | 2041-04-01      | 4.0000%  | 0.0000% | $510004.00         | $110157.85         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 U4BF0316   | 2052-07-01      | 4.0000%  | 0.0000% | $120785.00         | $43922.15          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 I4BF0338   | 2059-01-01      | 4.5000%  | 0.0000% | $200000.00         | $71969.56          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 R3BF0554   | 2050-05-01      | 3.0000%  | 0.0000% | $55182.00          | $26840.67          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBJ0650   | 2048-03-01      | 3.5000%  | 0.0000% | $276999.00         | $43168.01          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBY1782   | 2053-05-01      | 6.0000%  | 0.0000% | $1112.00           | $733.82            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBY2258   | 2053-05-01      | 5.0000%  | 0.0000% | $1004.00           | $875.82            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY3300   | 2053-06-01      | 5.5000%  | 0.0000% | $1001.00           | $961.87            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY3886   | 2053-06-01      | 5.5000%  | 0.0000% | $1001986.00        | $983653.19         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBY4146   | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $822.40            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY8504   | 2053-08-01      | 5.5000%  | 0.0000% | $54863.00          | $50505.20          | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLBY8658   | 2053-11-01      | 7.0000%  | 0.0000% | $1000.00           | $781.79            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA1194   | 2048-02-01      | 4.0000%  | 0.0000% | $392716.00         | $108741.70         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA1439   | 2048-03-01      | 3.5000%  | 0.0000% | $108117.00         | $12026.69          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA4114   | 2049-09-01      | 3.5000%  | 0.0000% | $499856.00         | $128889.77         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CICA4721   | 2034-11-01      | 3.5000%  | 0.0000% | $1000.00           | $231.18            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA4938   | 2050-01-01      | 3.0000%  | 0.0000% | $2066.00           | $775.78            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA6265   | 2050-07-01      | 2.5000%  | 0.0000% | $1141.00           | $548.18            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA5701   | 2050-05-01      | 2.5000%  | 0.0000% | $213000.00         | $96973.41          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA6302   | 2050-07-01      | 2.5000%  | 0.0000% | $6303771.00        | $3073529.52        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA6381   | 2050-07-01      | 4.5000%  | 0.0000% | $1024.00           | $256.90            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA8045   | 2050-12-01      | 2.5000%  | 0.0000% | $1000.00           | $500.19            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA8955   | 2051-02-01      | 2.5000%  | 0.0000% | $99000.00          | $49076.53          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA9380   | 2051-03-01      | 2.0000%  | 0.0000% | $131494.00         | $76153.49          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB0258   | 2051-04-01      | 2.0000%  | 0.0000% | $1661422.00        | $969484.06         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB0370   | 2051-05-01      | 2.0000%  | 0.0000% | $1008.00           | $588.67            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB0403   | 2051-05-01      | 2.5000%  | 0.0000% | $100000.00         | $58142.30          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB0439   | 2051-05-01      | 2.5000%  | 0.0000% | $1237437.00        | $552671.14         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB1656   | 2051-09-01      | 2.0000%  | 0.0000% | $20925.00          | $13260.75          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB3234   | 2052-04-01      | 3.0000%  | 0.0000% | $2017.00           | $1392.53           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB3361   | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $720.96            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB3426   | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $704.03            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB3630   | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $766.47            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB3760   | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $722.53            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB3833   | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $725.95            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB3897   | 2052-06-01      | 3.5000%  | 0.0000% | $10000.00          | $7556.76           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB4115   | 2052-07-01      | 3.5000%  | 0.0000% | $55000.00          | $41385.71          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4212   | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $795.46            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4345   | 2052-08-01      | 4.5000%  | 0.0000% | $14573.00          | $11473.71          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB4911   | 2052-10-01      | 5.5000%  | 0.0000% | $1049.00           | $810.41            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB5055   | 2052-11-01      | 6.0000%  | 0.0000% | $123070.00         | $97337.70          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB5118   | 2052-11-01      | 4.0000%  | 0.0000% | $1000.00           | $760.57            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB5497   | 2053-01-01      | 6.5000%  | 0.0000% | $1128000.00        | $835716.65         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB5658   | 2053-02-01      | 6.5000%  | 0.0000% | $128047.00         | $111242.73         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB5853   | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $812.06            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB6087   | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $809.59            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB6335   | 2053-05-01      | 6.0000%  | 0.0000% | $1700.00           | $1387.68           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB6547   | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $773.35            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6697   | 2053-07-01      | 5.5000%  | 0.0000% | $1024.00           | $839.99            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB6892   | 2053-08-01      | 4.5000%  | 0.0000% | $1000.00           | $881.36            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB6899   | 2053-08-01      | 5.0000%  | 0.0000% | $49664.00          | $43483.79          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB7062   | 2053-09-01      | 6.5000%  | 0.0000% | $2016.00           | $1740.16           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB7969   | 2054-02-01      | 5.0000%  | 0.0000% | $118488.00         | $107654.58         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB8348   | 2054-04-01      | 6.0000%  | 0.0000% | $39020.00          | $32932.93          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8512   | 2054-05-01      | 6.5000%  | 0.0000% | $1000.00           | $810.02            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB8486   | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $965.71            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB8501   | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $991.75            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB8679   | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $935.41            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB9003   | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $961.59            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLCB9037   | 2054-08-01      | 7.0000%  | 0.0000% | $1008.00           | $870.27            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9098   | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $899.67            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLCB9230   | 2054-08-01      | 7.0000%  | 0.0000% | $477966.00         | $377603.47         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CICB9261   | 2039-09-01      | 6.0000%  | 0.0000% | $1000.00           | $930.57            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9331   | 2054-10-01      | 5.5000%  | 0.0000% | $1036.00           | $1003.29           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB9426   | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $939.05            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9961   | 2055-02-01      | 5.0000%  | 0.0000% | $13105.00          | $12830.76          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA0455   | 2054-05-01      | 6.5000%  | 0.0000% | $1054.00           | $1043.43           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA1148   | 2054-06-01      | 5.5000%  | 0.0000% | $7121.00           | $6767.59           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFA1151   | 2052-11-01      | 4.5000%  | 0.0000% | $178644.00         | $174081.35         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFM1736   | 2039-10-01      | 6.5000%  | 0.0000% | $1007.00           | $368.34            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM1258   | 2049-07-01      | 4.0000%  | 0.0000% | $204000.00         | $47058.25          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFM1386   | 2049-08-01      | 5.0000%  | 0.0000% | $775000.00         | $181218.77         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM2336   | 2050-01-01      | 4.0000%  | 0.0000% | $836000.00         | $175835.19         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM3268   | 2050-03-01      | 3.5000%  | 0.0000% | $1000.00           | $253.33            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM4085   | 2050-01-01      | 3.5000%  | 0.0000% | $275000.00         | $66349.73          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFM5537   | 2036-01-01      | 2.0000%  | 0.0000% | $115781.00         | $58612.61          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIFM6353   | 2034-08-01      | 4.0000%  | 0.0000% | $161440.00         | $73614.52          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM6418   | 2051-03-01      | 2.0000%  | 0.0000% | $95000.00          | $54134.03          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM7751   | 2051-05-01      | 2.0000%  | 0.0000% | $67246.00          | $43726.87          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFM8988   | 2036-09-01      | 2.0000%  | 0.0000% | $271994.00         | $150102.57         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFM9658   | 2036-11-01      | 2.0000%  | 0.0000% | $1000.00           | $575.71            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM9674   | 2049-06-01      | 3.5000%  | 0.0000% | $334000.00         | $186171.85         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM9973   | 2051-08-01      | 3.0000%  | 0.0000% | $1024.00           | $648.31            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS0088   | 2050-03-01      | 4.0000%  | 0.0000% | $713269.00         | $402650.41         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS0392   | 2052-01-01      | 2.5000%  | 0.0000% | $81000.00          | $56288.14          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS0523   | 2052-02-01      | 2.5000%  | 0.0000% | $98000.00          | $65265.74          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS0551   | 2052-02-01      | 2.5000%  | 0.0000% | $31710.00          | $20474.11          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS0735   | 2052-01-01      | 3.0000%  | 0.0000% | $306001.00         | $173152.18         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS0751   | 2052-03-01      | 3.0000%  | 0.0000% | $97000.00          | $63530.48          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS0977   | 2052-03-01      | 3.0000%  | 0.0000% | $43561.00          | $28051.31          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS1074   | 2052-03-01      | 3.0000%  | 0.0000% | $398000.00         | $260853.55         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS1146   | 2052-03-01      | 3.0000%  | 0.0000% | $1024.00           | $688.95            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS1172   | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $654.77            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS1237   | 2051-12-01      | 3.5000%  | 0.0000% | $142745.00         | $93581.76          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS1240   | 2051-12-01      | 3.5000%  | 0.0000% | $1000.00           | $650.50            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS1454   | 2052-04-01      | 3.5000%  | 0.0000% | $100000.00         | $71718.40          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIFS1488   | 2035-12-01      | 3.0000%  | 0.0000% | $200000.00         | $107629.91         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS1603   | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $712.22            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS2637   | 2052-05-01      | 2.5000%  | 0.0000% | $27960.00          | $19203.17          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS1891   | 2050-01-01      | 4.0000%  | 0.0000% | $28000.00          | $18535.33          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS2444   | 2052-07-01      | 4.0000%  | 0.0000% | $572000.00         | $412612.16         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS3168   | 2052-09-01      | 3.0000%  | 0.0000% | $1493477.00        | $1099462.72        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS3255   | 2052-11-01      | 5.0000%  | 0.0000% | $13496.00          | $10616.98          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2027-04-15      | 0.1250%  | 0.0000% | $100.00            | $111.14            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $1000.00           | $972.99            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $4881300.00        | $4558654.61        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-07-31      | 2.7500%  | 0.0000% | $100.00            | $99.13             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | 0.0000% | $41032300.00       | $41280965.18       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2033-01-15      | 1.1250%  | 0.0000% | $186400.00         | $192229.66         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $26500.00          | $28323.72          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-06-30      | 3.7500%  | 0.0000% | $4062100.00        | $4044389.24        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2033-07-15      | 1.3750%  | 0.0000% | $15465300.00       | $15915545.85       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-11-30      | 4.3750%  | 0.0000% | $6537000.00        | $6715695.86        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $100.00            | $103.96            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-02-28      | 4.2500%  | 0.0000% | $2067900.00        | $2132583.24        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $3600.00           | $3674.61           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $505400.00         | $516840.31         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $1310200.00        | $1334297.20        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $1000.00           | $1039.61           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $100.00            | $101.72            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $790100.00         | $809524.28         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $1100.00           | $1100.74           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $101100.00         | $101167.95         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $3730700.00        | $3739180.55        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $1000.00           | $1019.69           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-10-31      | 4.1250%  | 0.0000% | $100.00            | $101.47            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $2902000.00        | $2950234.57        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $1000.00           | $1005.09           | U.S. Treasuries (including strips)        |
| GNRA 2021-194 FA       | 2051-11-20      | 2.5000%  | 0.0000% | $4120.00           | $2579.51           | Agency Collateralized Mortgage Obligation |
| GNRA 2021-197 FD       | 2051-11-20      | 2.5000%  | 0.0000% | $4800.00           | $2898.05           | Agency Collateralized Mortgage Obligation |
| GNRA 2021-193 EF       | 2051-11-20      | 2.5000%  | 0.0000% | $1000.00           | $603.77            | Agency Collateralized Mortgage Obligation |
| GNRA 2022-024 FA       | 2052-02-20      | 3.0000%  | 0.0000% | $6884.00           | $4372.09           | Agency Collateralized Mortgage Obligation |
| GNRA 2021-213 EF       | 2051-12-20      | 2.5000%  | 0.0000% | $11652266.00       | $7098033.76        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-009 FE       | 2052-01-20      | 2.5000%  | 0.0000% | $22841000.00       | $14319450.03       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-019 FA       | 2052-01-20      | 2.5000%  | 0.0000% | $84867.00          | $53446.54          | Agency Collateralized Mortgage Obligation |
| GNRA 2022-056 FA       | 2052-03-20      | 3.5000%  | 0.0000% | $13704000.00       | $9147188.17        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-050 FH       | 2052-03-20      | 3.5000%  | 0.0000% | $3936710.00        | $2635775.74        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-075 FA       | 2052-04-20      | 4.0000%  | 0.0000% | $160720.00         | $111331.04         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-001 TF       | 2053-01-20      | 5.3019%  | 0.0000% | $34400.00          | $29470.87          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-001 JF       | 2054-01-20      | 5.3019%  | 0.0000% | $2800.00           | $1871.83           | Agency Collateralized Mortgage Obligation |
| GNRA 2024-005 JF       | 2054-01-20      | 5.5019%  | 0.0000% | $1292401.00        | $685265.55         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-030 LF       | 2054-02-20      | 5.3019%  | 0.0000% | $1000.00           | $547.74            | Agency Collateralized Mortgage Obligation |
| GNRA 2024-058 AF       | 2054-04-20      | 5.3519%  | 0.0000% | $16206200.00       | $11349591.04       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-134 FC       | 2054-08-20      | 5.3619%  | 0.0000% | $6669555.00        | $5872310.56        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-180 FE       | 2054-11-20      | 5.4119%  | 0.0000% | $3135251.00        | $2464337.33        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-182 FA       | 2054-11-20      | 5.4019%  | 0.0000% | $12117744.00       | $10385629.04       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-024 FB       | 2055-02-20      | 5.4519%  | 0.0000% | $1000.00           | $918.55            | Agency Collateralized Mortgage Obligation |
| GNRA 2025-024 FD       | 2055-02-20      | 5.3719%  | 0.0000% | $159200.00         | $147653.70         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-080 FD       | 2055-05-20      | 5.7019%  | 0.0000% | $4673917.00        | $4674044.68        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2025-09-11      | 0.0000%  | 0.0000% | $200.00            | $198.28            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2038-05-15      | 4.5000%  | 0.0000% | $100.00            | $101.04            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $300.00            | $304.67            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2042-02-15      | 0.7500%  | 0.0000% | $6898700.00        | $7568199.43        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2045-02-15      | 0.7500%  | 0.0000% | $3392400.00        | $3355674.68        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $1300.00           | $904.61            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2048-02-15      | 1.0000%  | 0.0000% | $2059500.00        | $1960929.74        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $175000.00         | $132209.04         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | 0.0000% | $160800.00         | $126655.21         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $200.00            | $112.47            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $200.00            | $144.53            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $992800.00         | $679070.24         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $147900.00         | $107936.24         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $24999800.00       | $17502878.73       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | 0.0000% | $100.00            | $84.52             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $13489800.00       | $12023226.04       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $100.00            | $90.01             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $556400.00         | $549256.66         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2054-02-15      | 2.1250%  | 0.0000% | $1438800.00        | $1376189.34        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $200.00            | $195.18            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $100.00            | $96.81             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $786100.00         | $769649.48         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $100.00            | $92.05             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $400.00            | $379.87            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $100.00            | $98.15             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $2751800.00        | $2666688.20        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $100.00            | $98.55             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2029-01-15      | 0.8750%  | 0.0000% | $1479700.00        | $1855551.70        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-07-15      | 0.7500%  | 0.0000% | $661300.00         | $836578.46         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $11778000.00       | $10952747.75       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $57598500.00       | $53737936.92       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $38200.00          | $35338.00          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $3744000.00        | $3211684.08        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $200.00            | $185.43            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | 0.0000% | $100.00            | $92.83             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | 0.0000% | $2778800.00        | $2582921.02        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $1000.00           | $1046.54           | U.S. Treasuries (including strips)        |
| FNMS 05.000 CLBM4291   | 2039-06-01      | 5.0000%  | 0.0000% | $1000.00           | $310.92            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTBM4645   | 2038-10-01      | 3.0000%  | 0.0000% | $7702.00           | $1284.99           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBP3484   | 2051-06-01      | 2.5000%  | 0.0000% | $99997.00          | $55947.98          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBP7434   | 2050-10-01      | 2.0000%  | 0.0000% | $70000.00          | $39481.76          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBQ4793   | 2050-10-01      | 2.5000%  | 0.0000% | $3800.00           | $2160.64           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBQ8435   | 2050-12-01      | 2.5000%  | 0.0000% | $198000.00         | $81126.77          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBU1450   | 2052-01-01      | 2.0000%  | 0.0000% | $73852.00          | $48757.20          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBU2599   | 2052-01-01      | 2.5000%  | 0.0000% | $403000.00         | $245245.74         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBU4463   | 2054-04-01      | 5.5000%  | 0.0000% | $1756.00           | $1594.21           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBU4255   | 2053-10-01      | 6.0000%  | 0.0000% | $23001.00          | $21348.17          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBU4852   | 2054-08-01      | 6.0000%  | 0.0000% | $60437.00          | $56044.52          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBU5584   | 2055-01-01      | 5.0000%  | 0.0000% | $1001.00           | $985.35            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBV4142   | 2052-03-01      | 3.0000%  | 0.0000% | $100000.00         | $58698.98          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBV8166   | 2052-04-01      | 2.5000%  | 0.0000% | $188528.00         | $128676.37         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIBV9862   | 2037-05-01      | 3.0000%  | 0.0000% | $1000.00           | $602.03            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBW1732   | 2052-05-01      | 2.0000%  | 0.0000% | $47210.00          | $27333.93          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBW1001   | 2052-07-01      | 4.5000%  | 0.0000% | $303387.00         | $277760.66         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW1330   | 2052-11-01      | 5.0000%  | 0.0000% | $8091.00           | $6188.69           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBW1412   | 2052-12-01      | 6.0000%  | 0.0000% | $12686.00          | $9345.11           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW5274   | 2053-04-01      | 5.0000%  | 0.0000% | $842943.00         | $736508.03         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBW5298   | 2053-05-01      | 6.0000%  | 0.0000% | $1491193.00        | $1261856.77        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW9887   | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $774.55            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX6179   | 2053-02-01      | 5.0000%  | 0.0000% | $25566.00          | $22536.18          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBX6797   | 2053-03-01      | 6.0000%  | 0.0000% | $162898.00         | $115895.17         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBX9844   | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $975.56            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBY0606   | 2053-05-01      | 6.0000%  | 0.0000% | $947536.00         | $838596.13         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ2224   | 2054-08-01      | 6.5000%  | 0.0000% | $286488.00         | $258575.71         | Agency Mortgage-Backed Securities         |
| GNMI SF 778690 X       | 2041-12-15      | 3.5000%  | 0.0000% | $29806.00          | $982.40            | Agency Mortgage-Backed Securities         |
| GNII SF MA0535 M       | 2042-11-20      | 4.0000%  | 0.0000% | $1724034.00        | $143692.76         | Agency Mortgage-Backed Securities         |
| GNII SF MA1157 M       | 2043-07-20      | 3.5000%  | 0.0000% | $473661.00         | $48405.23          | Agency Mortgage-Backed Securities         |
| GNII SF MA1374 M       | 2043-10-20      | 3.0000%  | 0.0000% | $53238.00          | $7416.19           | Agency Mortgage-Backed Securities         |
| GNII SF MA1918 M       | 2039-05-20      | 3.0000%  | 0.0000% | $642085.00         | $82505.45          | Agency Mortgage-Backed Securities         |
| GNII SF MA2224 M       | 2044-09-20      | 4.0000%  | 0.0000% | $10970511.00       | $740181.26         | Agency Mortgage-Backed Securities         |
| GNII SF MA3521 M       | 2046-03-20      | 3.5000%  | 0.0000% | $49178308.00       | $4919540.10        | Agency Mortgage-Backed Securities         |
| GNII SF MA2754 M       | 2045-04-20      | 3.5000%  | 0.0000% | $27278784.00       | $2057832.09        | Agency Mortgage-Backed Securities         |
| GNII SF MA2756 M       | 2045-04-20      | 4.5000%  | 0.0000% | $1002.00           | $67.86             | Agency Mortgage-Backed Securities         |
| GNII SF MA2826 M       | 2045-05-20      | 3.5000%  | 0.0000% | $50000000.00       | $4054344.66        | Agency Mortgage-Backed Securities         |
| GNII SF MA2935 M       | 2030-06-20      | 3.0000%  | 0.0000% | $1000.00           | $65.36             | Agency Mortgage-Backed Securities         |
| GNII SF MA3244 M       | 2045-11-20      | 3.5000%  | 0.0000% | $412776.00         | $42031.77          | Agency Mortgage-Backed Securities         |
| GNII SF MA3310 M       | 2045-12-20      | 3.5000%  | 0.0000% | $1998.00           | $210.96            | Agency Mortgage-Backed Securities         |
| GNII SF MA3376 M       | 2046-01-20      | 3.5000%  | 0.0000% | $49999000.00       | $5055401.34        | Agency Mortgage-Backed Securities         |
| GNII SF MA3875 M       | 2046-07-20      | 4.0000%  | 0.0000% | $77159.00          | $7787.40           | Agency Mortgage-Backed Securities         |
| GNII SF MA4261 M       | 2047-02-20      | 3.0000%  | 0.0000% | $3143192.00        | $490327.85         | Agency Mortgage-Backed Securities         |
| GNII SF MA4778 M       | 2047-10-20      | 3.5000%  | 0.0000% | $5368938.00        | $662083.48         | Agency Mortgage-Backed Securities         |
| GNII SF MA5466 M       | 2048-09-20      | 4.0000%  | 0.0000% | $4958460.00        | $474524.31         | Agency Mortgage-Backed Securities         |
| GNII SF MA5529 M       | 2048-10-20      | 4.5000%  | 0.0000% | $1018.00           | $80.40             | Agency Mortgage-Backed Securities         |
| GNII SF MA5877 M       | 2049-04-20      | 4.5000%  | 0.0000% | $1000.00           | $87.57             | Agency Mortgage-Backed Securities         |
| GNII SF MA6044 M       | 2049-07-20      | 6.0000%  | 0.0000% | $262000.00         | $33152.77          | Agency Mortgage-Backed Securities         |
| GNII SF MA7194 M       | 2051-02-20      | 3.0000%  | 0.0000% | $1736.00           | $660.84            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIFS3607   | 2037-02-01      | 2.5000%  | 0.0000% | $81985.00          | $58689.04          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS4136   | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $900.83            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS4289   | 2053-04-01      | 5.5000%  | 0.0000% | $1209.00           | $1001.89           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS4337   | 2051-07-01      | 3.5000%  | 0.0000% | $410999.00         | $304783.88         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS4523   | 2053-04-01      | 5.0000%  | 0.0000% | $228081.00         | $202238.74         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS4683   | 2053-06-01      | 5.0000%  | 0.0000% | $1024.00           | $860.43            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS4748   | 2052-08-01      | 3.5000%  | 0.0000% | $3500.00           | $2808.80           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIFS4755   | 2037-06-01      | 2.5000%  | 0.0000% | $72000.00          | $51883.07          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS5086   | 2053-04-01      | 4.0000%  | 0.0000% | $15000.00          | $11480.48          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS5625   | 2053-08-01      | 5.0000%  | 0.0000% | $193000.00         | $165911.94         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS5869   | 2053-04-01      | 4.5000%  | 0.0000% | $150595.00         | $126559.34         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS6722   | 2053-12-01      | 6.5000%  | 0.0000% | $1024.00           | $758.12            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS6883   | 2053-05-01      | 4.0000%  | 0.0000% | $1000.00           | $810.95            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS6939   | 2048-08-01      | 3.5000%  | 0.0000% | $50000.00          | $40361.36          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS6942   | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $822.71            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS7430   | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $812.76            | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2055-05-25      | 5.8552%  | 0.0000% | $1800.00           | $1761.40           | Agency Collateralized Mortgage Obligation |
| GNRA 2021-077 FT       | 2051-05-20      | 3.5000%  | 0.0000% | $6580474.00        | $3865117.36        | Agency Collateralized Mortgage Obligation |

### Security 262: BANCO SANTANDER SA

- **C.1 - Title:** BANCO SANTANDER SA 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19B719, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: ARP19B719
- **C.18 - Value (incl. sponsor support):** $134000000.00
- **C.18.a - Value (excl. sponsor support):** $134000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 04.000 CLSD1046 | 2052-07-01      | 4.0000%  | 0.0000% | $1616221.00        | $1232318.01        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD5330 | 2054-04-01      | 6.0000%  | 0.0000% | $8518832.00        | $7929715.88        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD5454 | 2054-05-01      | 6.5000%  | 0.0000% | $2095780.00        | $1710015.99        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD7435 | 2054-12-01      | 5.0000%  | 0.0000% | $5821013.00        | $5569287.47        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD7544 | 2051-07-01      | 3.0000%  | 0.0000% | $43684608.00       | $25890796.16       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD7576 | 2055-01-01      | 5.5000%  | 0.0000% | $29816366.00       | $29296320.51       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8213 | 2052-05-01      | 3.0000%  | 0.0000% | $1617957.00        | $1165473.36        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8301 | 2053-02-01      | 6.0000%  | 0.0000% | $15650464.00       | $11371812.29       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD3689 | 2053-08-01      | 5.5000%  | 0.0000% | $1421160.00        | $1236844.69        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQD3221 | 2051-12-01      | 2.0000%  | 0.0000% | $3450000.00        | $2178421.26        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF9772 | 2053-04-01      | 6.0000%  | 0.0000% | $7697100.00        | $6760236.93        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG3039 | 2053-05-01      | 6.0000%  | 0.0000% | $6345463.00        | $5659125.48        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG4085 | 2053-06-01      | 6.0000%  | 0.0000% | $4333781.00        | $3773019.26        | Agency Mortgage-Backed Securities |
| GNMI SF 792721 X     | 2041-11-15      | 3.7500%  | 0.0000% | $275050.00         | $30731.19          | Agency Mortgage-Backed Securities |
| GNMI SF 793286 X     | 2042-03-15      | 3.5000%  | 0.0000% | $898954.00         | $61934.71          | Agency Mortgage-Backed Securities |
| GNII SF MA0851 M     | 2043-03-20      | 3.0000%  | 0.0000% | $1732225.00        | $194649.18         | Agency Mortgage-Backed Securities |
| GNII SF MA0624 M     | 2042-12-20      | 3.0000%  | 0.0000% | $239710.00         | $26555.50          | Agency Mortgage-Backed Securities |
| GNII SF MA1349 M     | 2028-10-20      | 2.5000%  | 0.0000% | $1496000.00        | $90155.10          | Agency Mortgage-Backed Securities |
| GNII SF MA1921 M     | 2044-04-20      | 4.5000%  | 0.0000% | $35526591.00       | $2482323.65        | Agency Mortgage-Backed Securities |
| GNII SF MA2305 M     | 2044-10-20      | 4.5000%  | 0.0000% | $450000.00         | $30000.41          | Agency Mortgage-Backed Securities |
| GNII JM MA2362 M     | 2044-11-20      | 4.0000%  | 0.0000% | $40495606.00       | $601187.15         | Agency Mortgage-Backed Securities |
| GNII SF MA3034 M     | 2045-08-20      | 3.5000%  | 0.0000% | $996000.00         | $94580.13          | Agency Mortgage-Backed Securities |
| GNII SF MA3310 M     | 2045-12-20      | 3.5000%  | 0.0000% | $608968.00         | $64297.93          | Agency Mortgage-Backed Securities |
| GNII SF MA3664 M     | 2046-05-20      | 4.0000%  | 0.0000% | $900000.00         | $85873.76          | Agency Mortgage-Backed Securities |
| GNII SF MA3937 M     | 2046-09-20      | 3.5000%  | 0.0000% | $2706744.00        | $332194.82         | Agency Mortgage-Backed Securities |
| GNII SF MA4261 M     | 2047-02-20      | 3.0000%  | 0.0000% | $725000.00         | $113097.67         | Agency Mortgage-Backed Securities |
| GNII SF MA4777 M     | 2047-10-20      | 3.0000%  | 0.0000% | $1918000.00        | $262667.45         | Agency Mortgage-Backed Securities |
| GNII SF MA5020 M     | 2048-02-20      | 4.0000%  | 0.0000% | $1646122.00        | $166683.09         | Agency Mortgage-Backed Securities |
| GNII SF MA5140 M     | 2048-04-20      | 5.5000%  | 0.0000% | $292000.00         | $32447.69          | Agency Mortgage-Backed Securities |
| GNII SF MA5470 M     | 2039-02-20      | 6.0000%  | 0.0000% | $180000.00         | $35173.83          | Agency Mortgage-Backed Securities |
| GNII SF MA5597 M     | 2048-11-20      | 5.0000%  | 0.0000% | $749000.00         | $46494.21          | Agency Mortgage-Backed Securities |
| GNII SF MA5931 M     | 2049-05-20      | 4.0000%  | 0.0000% | $3138000.00        | $264224.26         | Agency Mortgage-Backed Securities |
| GNII SF MA7193 M     | 2051-02-20      | 2.5000%  | 0.0000% | $420000.00         | $192943.82         | Agency Mortgage-Backed Securities |
| GNII SF MA6409 M     | 2050-01-20      | 3.0000%  | 0.0000% | $10000000.00       | $1818945.27        | Agency Mortgage-Backed Securities |
| GNII SF MA6477 M     | 2050-01-20      | 4.5000%  | 0.0000% | $931670.00         | $123755.87         | Agency Mortgage-Backed Securities |
| GNII SF MA6819 M     | 2050-08-20      | 2.5000%  | 0.0000% | $100000.00         | $35595.29          | Agency Mortgage-Backed Securities |
| GNII SF MA6865 M     | 2050-09-20      | 2.5000%  | 0.0000% | $1989732.00        | $771630.65         | Agency Mortgage-Backed Securities |
| GNII SF MA6866 M     | 2050-07-20      | 3.0000%  | 0.0000% | $7333846.00        | $2338361.64        | Agency Mortgage-Backed Securities |
| GNII SF MA7989 M     | 2052-04-20      | 3.5000%  | 0.0000% | $3179737.00        | $2264990.50        | Agency Mortgage-Backed Securities |
| GNII SF MA7256 M     | 2051-03-20      | 3.0000%  | 0.0000% | $20196031.00       | $8177760.81        | Agency Mortgage-Backed Securities |
| GNII SF MA8880 M     | 2053-05-20      | 6.0000%  | 0.0000% | $451973.00         | $302983.39         | Agency Mortgage-Backed Securities |
| GNII SP 785640 C     | 2051-09-20      | 2.5000%  | 0.0000% | $555940.00         | $332484.07         | Agency Mortgage-Backed Securities |
| GNII SP 785664 C     | 2051-10-20      | 3.0000%  | 0.0000% | $17817699.00       | $12871889.94       | Agency Mortgage-Backed Securities |

### Security 263: NOMURA SECURITIES INTERNATIONAL INC

- **C.1 - Title:** NOMURA SECURITIES INTERNATIONAL INC 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19B735, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: ARP19B735
- **C.18 - Value (incl. sponsor support):** $89000000.00
- **C.18.a - Value (excl. sponsor support):** $89000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-08-15      | 5.5000%  | 0.0000% | $17100.00          | $18365.79          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 2.0000%  | 0.0000% | $1725000.00        | $2816522.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $53800.00          | $64775.84          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $4266800.00        | $3968861.03        | U.S. Treasuries (including strips) |
| FEPC 03.000 CLZM1933   | 2046-10-01      | 3.0000%  | 0.0000% | $480000.00         | $88209.75          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZM7862   | 2048-08-01      | 4.0000%  | 0.0000% | $585500.00         | $114251.71         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3VZN0787   | 2043-10-01      | 3.5000%  | 0.0000% | $2861500.00        | $533315.59         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4037   | 2044-05-01      | 3.5000%  | 0.0000% | $5282700.00        | $1019000.66        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4763   | 2048-04-01      | 3.5000%  | 0.0000% | $453000.00         | $55580.44          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS9409   | 2045-06-01      | 3.5000%  | 0.0000% | $800000.00         | $142282.09         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS9385   | 2044-01-01      | 3.5000%  | 0.0000% | $1099300.00        | $174993.04         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZT0076   | 2047-07-01      | 4.5000%  | 0.0000% | $280100.00         | $56283.59          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CISB8286   | 2038-12-01      | 6.5000%  | 0.0000% | $5314500.00        | $2854144.41        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1630   | 2052-09-01      | 5.0000%  | 0.0000% | $1500000.00        | $1135919.63        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8044   | 2050-02-01      | 3.0000%  | 0.0000% | $450000.00         | $83584.63          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD7564   | 2053-06-01      | 5.0000%  | 0.0000% | $122000.00         | $101233.53         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8113   | 2050-12-01      | 2.0000%  | 0.0000% | $725300.00         | $392020.07         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8134   | 2051-03-01      | 2.0000%  | 0.0000% | $19000.00          | $10756.83          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8220   | 2052-06-01      | 3.0000%  | 0.0000% | $22217000.00       | $16154370.27       | Agency Mortgage-Backed Securities  |
| 03.000 FGPC U90068 G   | 2042-08-01      | 3.0000%  | 0.0000% | $11627200.00       | $1886473.75        | Agency Mortgage-Backed Securities  |
| 04.500 FGPC U99076 G   | 2043-12-01      | 4.5000%  | 0.0000% | $12400000.00       | $2247710.52        | Agency Mortgage-Backed Securities  |
| 03.000 FGPC U99125 G   | 2043-01-01      | 3.0000%  | 0.0000% | $3300000.00        | $586838.28         | Agency Mortgage-Backed Securities  |
| 04.500 FGPC U92272 G   | 2043-12-01      | 4.5000%  | 0.0000% | $1400000.00        | $284755.73         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF0490   | 2052-09-01      | 5.5000%  | 0.0000% | $63000.00          | $41162.85          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQI3816   | 2054-04-01      | 6.5000%  | 0.0000% | $1178800.00        | $1057351.54        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAO9707   | 2042-07-01      | 3.5000%  | 0.0000% | $76000.00          | $13187.64          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4403   | 2045-02-01      | 3.5000%  | 0.0000% | $57859040.00       | $10099278.97       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAT2725   | 2043-05-01      | 3.0000%  | 0.0000% | $1293000.00        | $179215.53         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAV4889   | 2043-12-01      | 4.0000%  | 0.0000% | $5142800.00        | $776010.78         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA2896   | 2053-10-01      | 6.5000%  | 0.0000% | $3399000.00        | $2489063.99        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA6978   | 2054-02-01      | 6.5000%  | 0.0000% | $35500.00          | $28544.75          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIBE3716   | 2032-06-01      | 3.5000%  | 0.0000% | $1387300.00        | $269497.46         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 I4BF0560   | 2061-09-01      | 2.5000%  | 0.0000% | $1285600.00        | $776523.28         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK4471   | 2048-07-01      | 4.5000%  | 0.0000% | $51000.00          | $10731.74          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBM6373   | 2047-04-01      | 6.6040%  | 0.0000% | $428900.00         | $76228.02          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN3898   | 2048-12-01      | 4.5000%  | 0.0000% | $2033100.00        | $398122.08         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2045   | 2048-07-01      | 4.5000%  | 0.0000% | $3623000.00        | $719106.75         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CNCA3015   | 2028-12-01      | 4.0000%  | 0.0000% | $2106200.00        | $298775.98         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CICA3603   | 2034-05-01      | 4.5000%  | 0.0000% | $3632300.00        | $732965.50         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA5220   | 2050-02-01      | 3.0000%  | 0.0000% | $381400.00         | $186429.70         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM1010   | 2048-07-01      | 3.5000%  | 0.0000% | $1850000.00        | $343189.92         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM1481   | 2033-03-01      | 2.0000%  | 0.0000% | $4760600.00        | $884421.54         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFM2761   | 2050-03-01      | 5.0000%  | 0.0000% | $1600000.00        | $300865.48         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM3664   | 2049-03-01      | 4.0000%  | 0.0000% | $1893900.00        | $295236.20         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM4216   | 2049-06-01      | 3.5000%  | 0.0000% | $2577800.00        | $583434.71         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFS0427   | 2037-02-01      | 2.0000%  | 0.0000% | $21700.00          | $13376.00          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS4703   | 2053-05-01      | 4.5000%  | 0.0000% | $95000.00          | $75062.01          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA3890   | 2040-01-01      | 3.0000%  | 0.0000% | $254600.00         | $44483.96          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSL0283   | 2052-04-01      | 2.5000%  | 0.0000% | $2936500.00        | $2396263.89        | Agency Mortgage-Backed Securities  |
| GNII SF MA4177 M       | 2032-07-20      | 6.5000%  | 0.0000% | $214100.00         | $40363.10          | Agency Mortgage-Backed Securities  |
| GNII SF MA4321 M       | 2047-02-20      | 3.5000%  | 0.0000% | $405000.00         | $48057.19          | Agency Mortgage-Backed Securities  |
| GNII JM MA7980 M       | 2052-04-20      | 3.5000%  | 0.0000% | $5246800.00        | $3745494.52        | Agency Mortgage-Backed Securities  |
| GNII JM MA8088 M       | 2052-05-20      | 2.5000%  | 0.0000% | $878300.00         | $609959.00         | Agency Mortgage-Backed Securities  |
| GNII SF MA8152 M       | 2052-07-20      | 5.0000%  | 0.0000% | $19000.00          | $14384.50          | Agency Mortgage-Backed Securities  |
| GNII SF MA8268 M       | 2052-09-20      | 4.5000%  | 0.0000% | $5288331.00        | $4121071.63        | Agency Mortgage-Backed Securities  |
| GNII SF MA9107 M       | 2053-08-20      | 6.0000%  | 0.0000% | $32408400.00       | $22287487.84       | Agency Mortgage-Backed Securities  |
| GNII SF BA3661 C       | 2047-06-20      | 3.5000%  | 0.0000% | $14550000.00       | $2608795.81        | Agency Mortgage-Backed Securities  |
| GNII ET CO9974 C       | 2062-03-20      | 2.5000%  | 0.0000% | $283400.00         | $219212.98         | Agency Mortgage-Backed Securities  |
| GNMI SF BR6606 X       | 2050-02-15      | 3.0000%  | 0.0000% | $156300.00         | $29371.67          | Agency Mortgage-Backed Securities  |
| GNII SP 784801 C       | 2047-06-20      | 3.5000%  | 0.0000% | $50000.00          | $10666.69          | Agency Mortgage-Backed Securities  |

### Security 264: BANCO SANTANDER SA

- **C.1 - Title:** BANCO SANTANDER SA 4.400000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19B750, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: ARP19B750
- **C.18 - Value (incl. sponsor support):** $346000000.00
- **C.18.a - Value (excl. sponsor support):** $346000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-02-28      | 4.6250%  | 0.0000% | $100.00            | $101.80            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $700.00            | $712.95            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $49999800.00       | $50703037.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.1250%  | 0.0000% | $21747700.00       | $21954512.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $37383800.00       | $37700837.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 2.1250%  | 0.0000% | $2410000.00        | $2322579.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-31      | 3.0000%  | 0.0000% | $55500.00          | $55526.91          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 2.8750%  | 0.0000% | $100.00            | $99.64             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $24999700.00       | $24153345.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $12210900.00       | $12291687.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 3.7500%  | 0.0000% | $39451700.00       | $39650295.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | 0.0000% | $41106500.00       | $40765259.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.7500%  | 0.0000% | $42944400.00       | $42778677.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-07-15      | 1.3750%  | 0.0000% | $22397800.00       | $23097500.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | 0.0000% | $55576000.00       | $57445914.32       | U.S. Treasuries (including strips) |

### Security 265: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** MIZUHO SECURITIES USA LLC 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19B776, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: ARP19B776
- **C.18 - Value (incl. sponsor support):** $233000000.00
- **C.18.a - Value (excl. sponsor support):** $233000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-05-15      | 1.6250%  | 0.0000% | $44999400.00       | $44144377.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $5653200.00        | $5468555.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $185970100.00      | $188047142.21      | U.S. Treasuries (including strips) |

### Security 266: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.390000%
- **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: ARP19B784, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP19B784
- **C.18 - Value (incl. sponsor support):** $45000000.00
- **C.18.a - Value (excl. sponsor support):** $45000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF MA8802 M | 2053-04-20      | 6.0000%  | 0.0000% | $240000.00         | $155973.59         | Agency Mortgage-Backed Securities |
| GNII SF MA9323 M | 2035-03-20      | 3.0000%  | 0.0000% | $301008.00         | $166437.04         | Agency Mortgage-Backed Securities |
| GNII RG CN9851 C | 2049-10-20      | 4.0000%  | 0.0000% | $358329.00         | $241494.22         | Agency Mortgage-Backed Securities |
| GNMI SF BJ5779 X | 2048-09-15      | 5.5000%  | 0.0000% | $936298.00         | $187885.98         | Agency Mortgage-Backed Securities |
| GNII SF BY7980 C | 2050-10-20      | 3.0000%  | 0.0000% | $311000.00         | $134687.39         | Agency Mortgage-Backed Securities |
| GNMI SF CE4252 X | 2051-10-15      | 4.0000%  | 0.0000% | $5960392.00        | $4571701.44        | Agency Mortgage-Backed Securities |
| GNII RG CL8289 C | 2050-04-20      | 3.0000%  | 0.0000% | $175000.00         | $124581.80         | Agency Mortgage-Backed Securities |
| GNII SF CV0637 C | 2053-09-20      | 7.0000%  | 0.0000% | $1777186.00        | $1845003.51        | Agency Mortgage-Backed Securities |
| GNII BD CZ6895 C | 2054-01-20      | 7.0000%  | 0.0000% | $2162960.00        | $995950.90         | Agency Mortgage-Backed Securities |
| GNII ET DB3344 C | 2065-01-20      | 6.5000%  | 0.0000% | $121046.00         | $124074.10         | Agency Mortgage-Backed Securities |
| GNII ET DB6345 C | 2064-05-20      | 5.0000%  | 0.0000% | $2066656.00        | $1822755.21        | Agency Mortgage-Backed Securities |
| GNII ET DD5644 C | 2064-08-20      | 6.5000%  | 0.0000% | $85997.00          | $85502.14          | Agency Mortgage-Backed Securities |
| GNII ET DE4461 C | 2064-08-20      | 4.5000%  | 0.0000% | $604785.00         | $218560.87         | Agency Mortgage-Backed Securities |
| GNII SF DG1999 C | 2054-12-20      | 5.0000%  | 0.0000% | $1201914.00        | $1184720.77        | Agency Mortgage-Backed Securities |
| GNII SF DG4407 C | 2054-11-20      | 5.0000%  | 0.0000% | $656486.00         | $629404.98         | Agency Mortgage-Backed Securities |
| GNII ET DG6498 C | 2064-10-20      | 3.0000%  | 0.0000% | $274537.00         | $235715.83         | Agency Mortgage-Backed Securities |
| GNII SF DH1568 C | 2055-01-20      | 7.0000%  | 0.0000% | $3535528.00        | $3685834.83        | Agency Mortgage-Backed Securities |
| GNII ET DJ4632 C | 2065-04-20      | 2.5000%  | 0.0000% | $327853.00         | $264472.99         | Agency Mortgage-Backed Securities |
| GNII SF DJ5211 C | 2055-04-20      | 6.5000%  | 0.0000% | $2853708.00        | $2989188.00        | Agency Mortgage-Backed Securities |
| GNII SF DJ8613 C | 2055-06-20      | 6.0000%  | 0.0000% | $1707814.00        | $1773445.86        | Agency Mortgage-Backed Securities |
| GNII ET DI3378 C | 2064-12-20      | 3.5000%  | 0.0000% | $639354.00         | $564418.43         | Agency Mortgage-Backed Securities |
| GNII ET DI3382 C | 2065-01-20      | 4.0000%  | 0.0000% | $164320.00         | $150382.16         | Agency Mortgage-Backed Securities |
| GNII ET DI4345 C | 2065-04-20      | 3.5000%  | 0.0000% | $159401.00         | $140817.95         | Agency Mortgage-Backed Securities |
| GNII ET DI7238 C | 2065-04-20      | 4.5000%  | 0.0000% | $684142.00         | $647619.45         | Agency Mortgage-Backed Securities |
| GNII ET DI8540 C | 2065-04-20      | 3.5000%  | 0.0000% | $1293114.00        | $1142403.57        | Agency Mortgage-Backed Securities |
| GNII SF 003931 M | 2036-12-20      | 6.0000%  | 0.0000% | $400000.00         | $5098.13           | Agency Mortgage-Backed Securities |
| GNII SF 004922 M | 2041-01-20      | 4.0000%  | 0.0000% | $150050000.00      | $7820812.32        | Agency Mortgage-Backed Securities |
| GNMI JP 783793 X | 2028-07-15      | 3.0000%  | 0.0000% | $2299957.00        | $77906.52          | Agency Mortgage-Backed Securities |
| GNMI SP 784715 X | 2048-05-15      | 4.0000%  | 0.0000% | $648638.00         | $61721.21          | Agency Mortgage-Backed Securities |
| GNII SP 788024 C | 2055-06-20      | 5.5000%  | 0.0000% | $9704448.00        | $9759516.43        | Agency Mortgage-Backed Securities |
| GNMI SF 712415 X | 2039-05-15      | 5.0000%  | 0.0000% | $650000.00         | $8975.51           | Agency Mortgage-Backed Securities |
| GNMI SF AA6403 X | 2043-05-15      | 3.0000%  | 0.0000% | $600000.00         | $87830.71          | Agency Mortgage-Backed Securities |
| GNII SF AB7797 C | 2042-11-20      | 3.5000%  | 0.0000% | $2200000.00        | $304313.29         | Agency Mortgage-Backed Securities |
| GNII SF MA2598 M | 2043-10-20      | 2.0000%  | 0.0000% | $183586.00         | $54751.26          | Agency Mortgage-Backed Securities |
| GNII FS MA2997 M | 2045-04-20      | 3.5000%  | 0.0000% | $481574.00         | $63811.99          | Agency Mortgage-Backed Securities |
| GNII SF MA3937 M | 2046-09-20      | 3.5000%  | 0.0000% | $10000000.00       | $1227285.71        | Agency Mortgage-Backed Securities |
| GNII SF MA6074 M | 2029-11-20      | 8.0000%  | 0.0000% | $44961.00          | $24120.73          | Agency Mortgage-Backed Securities |
| GNII JM MA6645 M | 2050-05-20      | 2.5000%  | 0.0000% | $200000.00         | $39376.88          | Agency Mortgage-Backed Securities |
| GNII SF MA6632 M | 2035-05-20      | 4.0000%  | 0.0000% | $1302694.00        | $243962.12         | Agency Mortgage-Backed Securities |
| GNII SF MA6658 M | 2050-05-20      | 4.0000%  | 0.0000% | $10011391.00       | $2092021.55        | Agency Mortgage-Backed Securities |
| GNII SF MA6740 M | 2035-08-20      | 2.5000%  | 0.0000% | $900000.00         | $236490.12         | Agency Mortgage-Backed Securities |
| GNII SF MA7230 M | 2036-03-20      | 4.0000%  | 0.0000% | $65000.00          | $26080.41          | Agency Mortgage-Backed Securities |
| GNII SF MA7830 M | 2052-01-20      | 4.0000%  | 0.0000% | $203710.00         | $132893.14         | Agency Mortgage-Backed Securities |

### Security 267: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19B792, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP19B792
- **C.18 - Value (incl. sponsor support):** $1611000000.00
- **C.18.a - Value (excl. sponsor support):** $1611000000.00
- **C.19 - Percentage of Net Assets:** 1.9800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII ET CZ4390 C     | 2064-01-20      | 7.5000%  | 0.0000% | $150913.00         | $155746.47         | Agency Mortgage-Backed Securities |
| GNII SF CZ6259 C     | 2054-01-20      | 7.5000%  | 0.0000% | $2000884.00        | $1662481.07        | Agency Mortgage-Backed Securities |
| GNII ET CZ7108 C     | 2063-12-20      | 7.5000%  | 0.0000% | $1584726.00        | $988730.08         | Agency Mortgage-Backed Securities |
| GNII ET CZ8794 C     | 2062-09-20      | 5.0000%  | 0.0000% | $1437132.00        | $1244032.59        | Agency Mortgage-Backed Securities |
| GNPL PN DA0297       | 2059-06-15      | 5.9800%  | 0.0000% | $99953.00          | $106090.32         | Agency Mortgage-Backed Securities |
| GNII SF DA6814 C     | 2054-05-20      | 6.0000%  | 0.0000% | $1789830.00        | $1459718.87        | Agency Mortgage-Backed Securities |
| GNII ET DA9495 C     | 2064-03-20      | 4.5000%  | 0.0000% | $105012.00         | $98725.17          | Agency Mortgage-Backed Securities |
| GNII SF DB0867 C     | 2054-04-20      | 6.0000%  | 0.0000% | $1019774.00        | $892427.62         | Agency Mortgage-Backed Securities |
| GNII ET DB6839 C     | 2063-11-20      | 7.5000%  | 0.0000% | $148785.00         | $153653.52         | Agency Mortgage-Backed Securities |
| GNII ET DC5619 C     | 2064-08-20      | 6.5000%  | 0.0000% | $35988.00          | $36647.27          | Agency Mortgage-Backed Securities |
| GNII SF DC7930 C     | 2054-07-20      | 6.5000%  | 0.0000% | $2318600.00        | $1408065.47        | Agency Mortgage-Backed Securities |
| GNII ET DD0886 C     | 2064-04-20      | 7.5000%  | 0.0000% | $94762.00          | $97898.54          | Agency Mortgage-Backed Securities |
| GNII ET DD1252 C     | 2064-04-20      | 5.0000%  | 0.0000% | $133103.00         | $129058.77         | Agency Mortgage-Backed Securities |
| GNII ET DD2720 C     | 2061-06-20      | 4.5000%  | 0.0000% | $265999.00         | $250009.01         | Agency Mortgage-Backed Securities |
| GNII ET DD6758 C     | 2064-08-20      | 6.5000%  | 0.0000% | $184603.00         | $138006.28         | Agency Mortgage-Backed Securities |
| GNII SF DD7702 C     | 2054-08-20      | 7.0000%  | 0.0000% | $2132624.00        | $2246865.37        | Agency Mortgage-Backed Securities |
| GNII ET DD9231 C     | 2064-05-20      | 6.5000%  | 0.0000% | $73439.00          | $55324.54          | Agency Mortgage-Backed Securities |
| GNII ET DD9562 C     | 2064-07-20      | 6.5000%  | 0.0000% | $45927.00          | $19949.08          | Agency Mortgage-Backed Securities |
| GNII SF DE0178 C     | 2054-12-20      | 5.0000%  | 0.0000% | $1314444.00        | $1294040.86        | Agency Mortgage-Backed Securities |
| GNII ET DE1542 C     | 2064-07-20      | 6.5000%  | 0.0000% | $28387.00          | $28627.83          | Agency Mortgage-Backed Securities |
| GNII SF DE1581 C     | 2054-09-20      | 6.5000%  | 0.0000% | $251462.00         | $260795.66         | Agency Mortgage-Backed Securities |
| GNII ET DE3613 C     | 2064-08-20      | 6.5000%  | 0.0000% | $6098.00           | $6226.89           | Agency Mortgage-Backed Securities |
| GNII ET DE7623 C     | 2064-10-20      | 6.5000%  | 0.0000% | $636644.00         | $548705.15         | Agency Mortgage-Backed Securities |
| GNII SF DE9915 C     | 2054-11-20      | 6.5000%  | 0.0000% | $4467950.00        | $4581618.50        | Agency Mortgage-Backed Securities |
| GNII SF DE9991 C     | 2054-10-20      | 7.0000%  | 0.0000% | $1117894.00        | $1168029.24        | Agency Mortgage-Backed Securities |
| GNII SF DF0693 C     | 2054-09-20      | 6.0000%  | 0.0000% | $1171390.00        | $1196165.90        | Agency Mortgage-Backed Securities |
| GNII ET DF1079 C     | 2064-10-20      | 6.5000%  | 0.0000% | $252903.00         | $222711.09         | Agency Mortgage-Backed Securities |
| GNII SF DF1200 C     | 2054-08-20      | 4.0000%  | 0.0000% | $1290340.00        | $1184441.89        | Agency Mortgage-Backed Securities |
| GNII ET DF1852 C     | 2064-09-20      | 6.5000%  | 0.0000% | $20930.00          | $21414.03          | Agency Mortgage-Backed Securities |
| GNII SF DF2316 C     | 2054-10-20      | 7.0000%  | 0.0000% | $1122952.00        | $801542.50         | Agency Mortgage-Backed Securities |
| GNII SF DF2331 C     | 2054-10-20      | 7.5000%  | 0.0000% | $3258336.00        | $3493022.79        | Agency Mortgage-Backed Securities |
| GNII ET DF3565 C     | 2064-09-20      | 5.0000%  | 0.0000% | $279847.00         | $272013.29         | Agency Mortgage-Backed Securities |
| GNII ET DF3571 C     | 2064-09-20      | 6.5000%  | 0.0000% | $47896.00          | $31495.70          | Agency Mortgage-Backed Securities |
| GNII ET DF3636 C     | 2064-09-20      | 6.5000%  | 0.0000% | $6684.00           | $6840.11           | Agency Mortgage-Backed Securities |
| GNII ET DF6205 C     | 2064-09-20      | 4.0000%  | 0.0000% | $747168.00         | $680619.32         | Agency Mortgage-Backed Securities |
| GNII ET DF5567 C     | 2064-10-20      | 6.5000%  | 0.0000% | $325079.00         | $136434.91         | Agency Mortgage-Backed Securities |
| GNII ET DF5637 C     | 2063-11-20      | 7.5000%  | 0.0000% | $433316.00         | $448313.62         | Agency Mortgage-Backed Securities |
| GNII ET DF6001 C     | 2064-10-20      | 6.0000%  | 0.0000% | $1637520.00        | $1205734.93        | Agency Mortgage-Backed Securities |
| GNII ET DF6071 C     | 2064-10-20      | 6.5000%  | 0.0000% | $137413.00         | $113204.93         | Agency Mortgage-Backed Securities |
| GNII ET DF6154 C     | 2064-10-20      | 6.5000%  | 0.0000% | $356276.00         | $323631.84         | Agency Mortgage-Backed Securities |
| GNII SF DF7269 C     | 2054-10-20      | 6.0000%  | 0.0000% | $1011014.00        | $1032295.83        | Agency Mortgage-Backed Securities |
| GNII SF DF9107 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1299572.00        | $1362792.42        | Agency Mortgage-Backed Securities |
| GNII ET DF9516 C     | 2064-10-20      | 6.5000%  | 0.0000% | $56074.00          | $57412.04          | Agency Mortgage-Backed Securities |
| GNII SF DG1074 C     | 2054-11-20      | 6.5000%  | 0.0000% | $1735390.00        | $1802229.30        | Agency Mortgage-Backed Securities |
| GNII SF DG1153 C     | 2054-12-20      | 6.5000%  | 0.0000% | $2365040.00        | $2458919.31        | Agency Mortgage-Backed Securities |
| GNII ET DG2145 C     | 2064-10-20      | 6.5000%  | 0.0000% | $12968.00          | $13280.21          | Agency Mortgage-Backed Securities |
| GNII ET DG3478 C     | 2064-12-20      | 3.0000%  | 0.0000% | $535712.00         | $231812.84         | Agency Mortgage-Backed Securities |
| GNII ET DG3060 C     | 2064-11-20      | 5.0000%  | 0.0000% | $229595.00         | $223563.08         | Agency Mortgage-Backed Securities |
| GNII ET DG3412 C     | 2064-11-20      | 4.0000%  | 0.0000% | $179373.00         | $163891.64         | Agency Mortgage-Backed Securities |
| GNII ET DG4320 C     | 2064-02-20      | 6.5000%  | 0.0000% | $20324.00          | $20814.30          | Agency Mortgage-Backed Securities |
| GNII SF DG4525 C     | 2054-12-20      | 5.0000%  | 0.0000% | $1591684.00        | $1565910.38        | Agency Mortgage-Backed Securities |
| GNII SF DG6115 C     | 2055-01-20      | 6.0000%  | 0.0000% | $1019060.00        | $1051344.96        | Agency Mortgage-Backed Securities |
| GNII SF DG6146 C     | 2045-02-20      | 6.5000%  | 0.0000% | $1112966.00        | $1140523.75        | Agency Mortgage-Backed Securities |
| GNII ET DG7150 C     | 2064-11-20      | 3.0000%  | 0.0000% | $427431.00         | $366997.74         | Agency Mortgage-Backed Securities |
| GNII ET DG6559 C     | 2064-11-20      | 3.0000%  | 0.0000% | $358244.00         | $307591.45         | Agency Mortgage-Backed Securities |
| GNII ET DG6875 C     | 2064-12-20      | 6.5000%  | 0.0000% | $190195.00         | $194893.70         | Agency Mortgage-Backed Securities |
| GNII SF DG7264 C     | 2055-02-20      | 6.0000%  | 0.0000% | $6131952.00        | $6264296.70        | Agency Mortgage-Backed Securities |
| GNPL PN DG8450       | 2060-01-15      | 5.3600%  | 0.0000% | $2665412.00        | $2720612.55        | Agency Mortgage-Backed Securities |
| GNII ET DG9073 C     | 2062-05-20      | 2.5000%  | 0.0000% | $237612.00         | $190867.46         | Agency Mortgage-Backed Securities |
| GNPL PN DH1760       | 2060-03-15      | 5.6000%  | 0.0000% | $2791148.00        | $2905326.33        | Agency Mortgage-Backed Securities |
| GNII ET DH1818 C     | 2065-01-20      | 3.5000%  | 0.0000% | $779120.00         | $688375.27         | Agency Mortgage-Backed Securities |
| GNII ET DH3943 C     | 2065-01-20      | 4.0000%  | 0.0000% | $1255712.00        | $1157841.88        | Agency Mortgage-Backed Securities |
| GNII SF DH4717 C     | 2055-05-20      | 5.5000%  | 0.0000% | $3143744.00        | $3159580.78        | Agency Mortgage-Backed Securities |
| GNII SF DH4813 C     | 2055-06-20      | 5.0000%  | 0.0000% | $1113374.00        | $1104991.16        | Agency Mortgage-Backed Securities |
| GNII ET DH4812 C     | 2065-03-20      | 5.0000%  | 0.0000% | $478760.00         | $467551.16         | Agency Mortgage-Backed Securities |
| GNII ET DH5131 C     | 2065-02-20      | 4.0000%  | 0.0000% | $649734.00         | $310861.06         | Agency Mortgage-Backed Securities |
| GNII SF DH5580 C     | 2055-01-20      | 5.0000%  | 0.0000% | $2241216.00        | $2199381.90        | Agency Mortgage-Backed Securities |
| GNII SF DH6930 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1031736.00        | $1095794.40        | Agency Mortgage-Backed Securities |
| GNII SF DH6973 C     | 2052-03-20      | 7.0000%  | 0.0000% | $1089976.00        | $1149779.58        | Agency Mortgage-Backed Securities |
| GNII ET DH7439 C     | 2065-02-20      | 6.5000%  | 0.0000% | $74254.00          | $76114.53          | Agency Mortgage-Backed Securities |
| GNII ET DH7642 C     | 2065-01-20      | 5.0000%  | 0.0000% | $663362.00         | $646300.35         | Agency Mortgage-Backed Securities |
| GNII ET DH7629 C     | 2065-01-20      | 3.5000%  | 0.0000% | $1644280.00        | $1450109.14        | Agency Mortgage-Backed Securities |
| GNII ET DH7634 C     | 2065-02-20      | 6.5000%  | 0.0000% | $1759992.00        | $1803960.61        | Agency Mortgage-Backed Securities |
| GNII ET DH7706 C     | 2063-12-20      | 7.5000%  | 0.0000% | $551252.00         | $570667.82         | Agency Mortgage-Backed Securities |
| GNII ET DH7795 C     | 2065-01-20      | 5.0000%  | 0.0000% | $172961.00         | $168492.14         | Agency Mortgage-Backed Securities |
| GNII ET DH7811 C     | 2065-01-20      | 4.0000%  | 0.0000% | $205483.00         | $187903.98         | Agency Mortgage-Backed Securities |
| GNII ET DH7812 C     | 2065-01-20      | 4.5000%  | 0.0000% | $84442.00          | $79919.31          | Agency Mortgage-Backed Securities |
| GNII SF DH8925 C     | 2055-02-20      | 6.5000%  | 0.0000% | $1118082.00        | $1181803.05        | Agency Mortgage-Backed Securities |
| GNII SF DH8138 C     | 2054-12-20      | 6.5000%  | 0.0000% | $1544156.00        | $1615898.66        | Agency Mortgage-Backed Securities |
| GNII SF DH9423 C     | 2055-06-20      | 5.5000%  | 0.0000% | $1187034.00        | $1198447.99        | Agency Mortgage-Backed Securities |
| GNII SF DH9424 C     | 2055-06-20      | 6.0000%  | 0.0000% | $1139564.00        | $1178107.85        | Agency Mortgage-Backed Securities |
| GNII SF DH9572 C     | 2055-01-20      | 5.0000%  | 0.0000% | $866284.00         | $843190.05         | Agency Mortgage-Backed Securities |
| GNII ET DH9686 C     | 2065-01-20      | 6.0000%  | 0.0000% | $932787.00         | $943965.29         | Agency Mortgage-Backed Securities |
| GNII SF DJ0311 C     | 2055-06-20      | 6.0000%  | 0.0000% | $1845546.00        | $1896079.51        | Agency Mortgage-Backed Securities |
| GNII SF DJ1696 C     | 2055-04-20      | 7.0000%  | 0.0000% | $3211688.00        | $3328077.56        | Agency Mortgage-Backed Securities |
| GNII SF DJ1773 C     | 2055-03-20      | 7.0000%  | 0.0000% | $8754784.00        | $9073179.51        | Agency Mortgage-Backed Securities |
| GNII BD DJ0965 C     | 2055-03-20      | 4.5000%  | 0.0000% | $37526016.00       | $34782344.52       | Agency Mortgage-Backed Securities |
| GNII SF DJ1441 C     | 2055-06-20      | 6.0000%  | 0.0000% | $1128534.00        | $1166709.30        | Agency Mortgage-Backed Securities |
| GNII SF DJ1448 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1213990.00        | $1271557.54        | Agency Mortgage-Backed Securities |
| GNII SF DJ1851 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1020560.00        | $1068066.50        | Agency Mortgage-Backed Securities |
| GNII SF DJ2276 C     | 2055-06-20      | 6.0000%  | 0.0000% | $8160000.00        | $8393452.16        | Agency Mortgage-Backed Securities |
| GNII SF DJ2252 C     | 2055-06-20      | 6.0000%  | 0.0000% | $9787728.00        | $10067748.37       | Agency Mortgage-Backed Securities |
| GNII ET DJ4637 C     | 2065-04-20      | 5.0000%  | 0.0000% | $624550.00         | $609185.98         | Agency Mortgage-Backed Securities |
| GNII SF DJ4850 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1609590.00        | $1707754.75        | Agency Mortgage-Backed Securities |
| GNII SF DJ4836 C     | 2055-05-20      | 7.5000%  | 0.0000% | $17322880.00       | $18576743.42       | Agency Mortgage-Backed Securities |
| GNII SF DJ5250 C     | 2055-05-20      | 6.0000%  | 0.0000% | $1292158.00        | $1339833.89        | Agency Mortgage-Backed Securities |
| GNII ET DJ6159 C     | 2055-04-20      | 5.0000%  | 0.0000% | $545435.00         | $531529.89         | Agency Mortgage-Backed Securities |
| GNII ET DJ7148 C     | 2065-04-20      | 3.0000%  | 0.0000% | $593292.00         | $512070.02         | Agency Mortgage-Backed Securities |
| GNII ET DI6696 C     | 2065-02-20      | 4.5000%  | 0.0000% | $622054.00         | $415650.68         | Agency Mortgage-Backed Securities |
| GNII SF DI8079 C     | 2055-05-20      | 6.0000%  | 0.0000% | $1002282.00        | $1029810.51        | Agency Mortgage-Backed Securities |
| GNII SF DI7727 C     | 2055-03-20      | 6.0000%  | 0.0000% | $2294152.00        | $2365056.19        | Agency Mortgage-Backed Securities |
| GNII SF DI8361 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1574236.00        | $1664952.49        | Agency Mortgage-Backed Securities |
| GNII SF DI8699 C     | 2055-03-20      | 5.0000%  | 0.0000% | $1004022.00        | $960227.02         | Agency Mortgage-Backed Securities |
| GNII SF DI9239 C     | 2055-06-20      | 6.0000%  | 0.0000% | $4543120.00        | $4673091.09        | Agency Mortgage-Backed Securities |
| GNII SF DI9447 C     | 2055-04-20      | 5.0000%  | 0.0000% | $1176098.00        | $1170446.25        | Agency Mortgage-Backed Securities |
| GNMI SF 586602 X     | 2032-07-15      | 6.5000%  | 0.0000% | $999900.00         | $11066.77          | Agency Mortgage-Backed Securities |
| GNII SF 002729 M     | 2029-03-20      | 6.5000%  | 0.0000% | $10474393.00       | $11345.07          | Agency Mortgage-Backed Securities |
| GNII SF 003053 M     | 2031-03-20      | 6.5000%  | 0.0000% | $24549440.00       | $26115.06          | Agency Mortgage-Backed Securities |
| GNII SF 003106 M     | 2031-07-20      | 6.0000%  | 0.0000% | $4690000.00        | $9407.44           | Agency Mortgage-Backed Securities |
| GNII SF 003377 M     | 2033-04-20      | 6.5000%  | 0.0000% | $992353.00         | $5322.52           | Agency Mortgage-Backed Securities |
| GNII SF 005334 M     | 2042-02-20      | 5.0000%  | 0.0000% | $533000.00         | $25300.46          | Agency Mortgage-Backed Securities |
| GNII SF 004696 M     | 2040-05-20      | 4.5000%  | 0.0000% | $200000.00         | $7231.66           | Agency Mortgage-Backed Securities |
| GNII SF 004853 M     | 2040-11-20      | 4.0000%  | 0.0000% | $2900000.00        | $146177.84         | Agency Mortgage-Backed Securities |
| GNII SF 005115 M     | 2041-07-20      | 4.5000%  | 0.0000% | $45000000.00       | $2009543.14        | Agency Mortgage-Backed Securities |
| GNAR AR 008947 M     | 2026-08-20      | 4.6250%  | 0.0000% | $23855103.00       | $5589.26           | Agency Mortgage-Backed Securities |
| GNMI SF 738603 X     | 2026-08-15      | 4.0000%  | 0.0000% | $3490000.00        | $21323.94          | Agency Mortgage-Backed Securities |
| GNII SP 784481 C     | 2048-04-20      | 3.5000%  | 0.0000% | $1641000.00        | $429646.20         | Agency Mortgage-Backed Securities |
| GNII SP 785448 C     | 2051-01-20      | 2.5000%  | 0.0000% | $15000000.00       | $7755454.79        | Agency Mortgage-Backed Securities |
| GNMI SP 784699 X     | 2048-04-15      | 5.0000%  | 0.0000% | $2218672.00        | $351773.75         | Agency Mortgage-Backed Securities |
| GNII SP 785066 C     | 2048-12-20      | 4.5000%  | 0.0000% | $11349456.00       | $1512219.05        | Agency Mortgage-Backed Securities |
| GNMI SP 786111 X     | 2048-06-15      | 3.5000%  | 0.0000% | $28280240.00       | $17913243.04       | Agency Mortgage-Backed Securities |
| GNII AP 786236 M     | 2052-01-20      | 2.5000%  | 0.0000% | $90000.00          | $58170.38          | Agency Mortgage-Backed Securities |
| GNII SP 787702 C     | 2054-06-20      | 6.0000%  | 0.0000% | $74532608.00       | $61568532.54       | Agency Mortgage-Backed Securities |
| GNMI SP 787779 X     | 2050-03-15      | 3.5000%  | 0.0000% | $31868544.00       | $28780427.37       | Agency Mortgage-Backed Securities |
| GNII JP 787756 M     | 2039-11-20      | 6.0000%  | 0.0000% | $45528640.00       | $39705174.61       | Agency Mortgage-Backed Securities |
| GNII SP 788036 C     | 2055-06-20      | 5.5000%  | 0.0000% | $50000000.00       | $50148177.78       | Agency Mortgage-Backed Securities |
| GNII SP 788038 C     | 2055-06-20      | 5.5000%  | 0.0000% | $50000000.00       | $50148177.78       | Agency Mortgage-Backed Securities |
| GNII SP 788039 C     | 2055-06-20      | 5.5000%  | 0.0000% | $45775100.00       | $45910757.05       | Agency Mortgage-Backed Securities |
| GNMI SP 781976 X     | 2035-02-15      | 6.5000%  | 0.0000% | $55947769.00       | $666656.42         | Agency Mortgage-Backed Securities |
| GNMI SP 782723 X     | 2039-08-15      | 5.5000%  | 0.0000% | $100000000.00      | $2396888.24        | Agency Mortgage-Backed Securities |
| GNII SF DK4789 C     | 2055-05-20      | 6.0000%  | 0.0000% | $2438700.00        | $2521194.72        | Agency Mortgage-Backed Securities |
| GNII SF DK5112 C     | 2055-06-20      | 6.0000%  | 0.0000% | $2636636.00        | $2712229.23        | Agency Mortgage-Backed Securities |
| GNII SF DK5113 C     | 2055-06-20      | 6.0000%  | 0.0000% | $5541064.00        | $5699590.15        | Agency Mortgage-Backed Securities |
| GNII ET DK5125 C     | 2055-10-20      | 5.5000%  | 0.0000% | $1088724.00        | $1084882.07        | Agency Mortgage-Backed Securities |
| GNII SF DK5864 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1115946.00        | $1174889.43        | Agency Mortgage-Backed Securities |
| GNII SF DK6356 C     | 2055-06-20      | 5.5000%  | 0.0000% | $6891888.00        | $6958157.34        | Agency Mortgage-Backed Securities |
| GNII SF DK6394 C     | 2055-06-20      | 6.0000%  | 0.0000% | $7849992.00        | $8074575.04        | Agency Mortgage-Backed Securities |
| GNII SF DK6647 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1646918.00        | $1727034.16        | Agency Mortgage-Backed Securities |
| GNII SF DK7027 C     | 2055-06-20      | 7.0000%  | 0.0000% | $1075074.00        | $1138004.41        | Agency Mortgage-Backed Securities |
| GNII SF DK7252 C     | 2055-06-20      | 6.0000%  | 0.0000% | $3188044.00        | $3279251.81        | Agency Mortgage-Backed Securities |
| GNII SF DL0029 C     | 2055-06-20      | 5.5000%  | 0.0000% | $22186432.00       | $22399766.88       | Agency Mortgage-Backed Securities |
| GNII JM MB0010 M     | 2054-11-20      | 4.0000%  | 0.0000% | $12602416.00       | $11342433.74       | Agency Mortgage-Backed Securities |
| GNII SF MB0088 M     | 2054-12-20      | 3.5000%  | 0.0000% | $3711360.00        | $3315509.00        | Agency Mortgage-Backed Securities |
| GNII SF MB0178 M     | 2040-02-20      | 4.5000%  | 0.0000% | $221582.00         | $213681.74         | Agency Mortgage-Backed Securities |
| GNII SF MB0182 M     | 2040-02-20      | 6.5000%  | 0.0000% | $164321.00         | $168572.82         | Agency Mortgage-Backed Securities |
| GNAR AF MB0267 M     | 2055-03-20      | 4.0000%  | 0.0000% | $1650892.00        | $1610022.22        | Agency Mortgage-Backed Securities |
| GNII SF MB0358 M     | 2052-01-20      | 1.5000%  | 0.0000% | $5555400.00        | $4309568.99        | Agency Mortgage-Backed Securities |
| GNII SF MB0425 M     | 2055-06-20      | 6.0000%  | 0.0000% | $245210112.00      | $249999882.77      | Agency Mortgage-Backed Securities |
| GNII SF DI0823 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1334232.00        | $1385514.47        | Agency Mortgage-Backed Securities |
| GNII SF DI0830 C     | 2055-04-20      | 6.0000%  | 0.0000% | $7431944.00        | $7462166.96        | Agency Mortgage-Backed Securities |
| GNII SF DI0837 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1093746.00        | $1150717.65        | Agency Mortgage-Backed Securities |
| GNII SF DI1700 C     | 2055-03-20      | 7.0000%  | 0.0000% | $4236480.00        | $4388995.58        | Agency Mortgage-Backed Securities |
| GNII SF DI1917 C     | 2055-05-20      | 6.5000%  | 0.0000% | $10263936.00       | $10716385.49       | Agency Mortgage-Backed Securities |
| GNII SF DI1997 C     | 2055-06-20      | 6.0000%  | 0.0000% | $14882768.00       | $15246879.88       | Agency Mortgage-Backed Securities |
| GNII SF DI2042 C     | 2055-06-20      | 6.0000%  | 0.0000% | $4946360.00        | $5087867.11        | Agency Mortgage-Backed Securities |
| GNII ET DI4378 C     | 2065-04-20      | 3.5000%  | 0.0000% | $403664.00         | $356604.62         | Agency Mortgage-Backed Securities |
| GNII ET DI3609 C     | 2065-04-20      | 4.0000%  | 0.0000% | $1297638.00        | $1189529.00        | Agency Mortgage-Backed Securities |
| GNII ET DI3611 C     | 2065-04-20      | 5.0000%  | 0.0000% | $130295.00         | $127168.07         | Agency Mortgage-Backed Securities |
| GNII ET DI3613 C     | 2065-04-20      | 6.0000%  | 0.0000% | $2043392.00        | $2071473.26        | Agency Mortgage-Backed Securities |
| GNII SF DI5724 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1914012.00        | $2019729.13        | Agency Mortgage-Backed Securities |
| GNII ET DI7108 C     | 2065-04-20      | 2.0000%  | 0.0000% | $273265.00         | $210295.53         | Agency Mortgage-Backed Securities |
| GNII SF DI6414 C     | 2055-05-20      | 6.5000%  | 0.0000% | $8319744.00        | $8378953.74        | Agency Mortgage-Backed Securities |
| GNII ET DI6473 C     | 2065-05-20      | 6.0000%  | 0.0000% | $104377600.00      | $105704311.42      | Agency Mortgage-Backed Securities |
| GNII SF DI6502 C     | 2055-05-20      | 6.0000%  | 0.0000% | $9715552.00        | $9983870.12        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN1699 | 2048-12-01      | 4.5000%  | 0.0000% | $2307504.00        | $280913.07         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS0902 | 2035-06-01      | 5.5000%  | 0.0000% | $6550000.00        | $68134.07          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CTSC0312 | 2042-06-01      | 2.5000%  | 0.0000% | $50000.00          | $35295.55          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD2321 | 2052-02-01      | 3.0000%  | 0.0000% | $498416.00         | $374530.15         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD5089 | 2053-08-01      | 4.5000%  | 0.0000% | $480000.00         | $444865.59         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8336 | 2053-04-01      | 3.5000%  | 0.0000% | $110000.00         | $88306.36          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQA1214 | 2049-07-01      | 4.0000%  | 0.0000% | $5668672.00        | $1351493.91        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQD2260 | 2051-12-01      | 3.0000%  | 0.0000% | $100000.00         | $62320.45          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQD6836 | 2052-02-01      | 2.0000%  | 0.0000% | $2825000.00        | $1898542.20        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF4765 | 2052-12-01      | 5.0000%  | 0.0000% | $46121.00          | $43859.04          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG1605 | 2053-05-01      | 6.5000%  | 0.0000% | $87297.00          | $57655.96          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG8651 | 2053-08-01      | 5.0000%  | 0.0000% | $1148114.00        | $1101004.86        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ0232 | 2054-07-01      | 6.0000%  | 0.0000% | $7384928.00        | $6826435.25        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQI4932 | 2054-04-01      | 6.0000%  | 0.0000% | $573304.00         | $581156.99         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI5656 | 2054-05-01      | 5.5000%  | 0.0000% | $1146038.00        | $1144348.25        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI9007 | 2054-07-01      | 5.5000%  | 0.0000% | $1374182.00        | $1085101.10        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIQO1607 | 2038-09-01      | 3.0000%  | 0.0000% | $341471.00         | $288644.26         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDD5591 | 2055-03-01      | 7.0000%  | 0.0000% | $2064852.00        | $2183093.32        | Agency Mortgage-Backed Securities |
| FNMS 03.500 I4BF0145 | 2057-03-01      | 3.5000%  | 0.0000% | $2550000.00        | $804539.70         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBP0361 | 2050-02-01      | 3.0000%  | 0.0000% | $7206040.00        | $2203086.44        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBV0242 | 2052-04-01      | 3.5000%  | 0.0000% | $862888.00         | $567749.18         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS1267 | 2052-04-01      | 4.0000%  | 0.0000% | $32017.00          | $21625.66          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5296 | 2054-03-01      | 5.5000%  | 0.0000% | $28000.00          | $24386.77          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CKMA4680 | 2052-05-01      | 4.0000%  | 0.0000% | $750000.00         | $570478.65         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4737 | 2052-08-01      | 5.0000%  | 0.0000% | $159000.00         | $119473.11         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX5350 | 2055-01-01      | 6.0000%  | 0.0000% | $1091978.00        | $1123280.16        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX8815 | 2055-03-01      | 6.0000%  | 0.0000% | $1084686.00        | $1103796.83        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY1581 | 2055-04-01      | 6.5000%  | 0.0000% | $5118736.00        | $5301519.29        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY5344 | 2055-05-01      | 6.0000%  | 0.0000% | $3198228.00        | $3283768.87        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY4581 | 2055-05-01      | 5.5000%  | 0.0000% | $2194324.00        | $2204655.38        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY4948 | 2055-05-01      | 6.0000%  | 0.0000% | $3588212.00        | $3688763.22        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY5115 | 2055-06-01      | 6.0000%  | 0.0000% | $1107798.00        | $1146791.70        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY5229 | 2055-06-01      | 5.5000%  | 0.0000% | $1322274.00        | $1335506.73        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY7827 | 2055-07-01      | 6.5000%  | 0.0000% | $50529280.00       | $52650656.38       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRQ0023 | 2055-05-01      | 6.0000%  | 0.0000% | $506453.00         | $510376.00         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIRR0010 | 2040-06-01      | 5.5000%  | 0.0000% | $14470.00          | $14796.58          | Agency Mortgage-Backed Securities |
| GNII SF 766706 C     | 2042-05-20      | 3.5000%  | 0.0000% | $654000.00         | $103701.12         | Agency Mortgage-Backed Securities |
| GNMI SF 774060 X     | 2048-03-15      | 3.0000%  | 0.0000% | $2553212.00        | $1434584.04        | Agency Mortgage-Backed Securities |
| GNMI SF AB9207 X     | 2042-11-15      | 3.0000%  | 0.0000% | $200000.00         | $18875.95          | Agency Mortgage-Backed Securities |
| GNAR AF MA1536 M     | 2043-12-20      | 4.7500%  | 0.0000% | $43964992.00       | $701305.30         | Agency Mortgage-Backed Securities |
| GNAR AF MA1611 M     | 2044-01-20      | 5.6250%  | 0.0000% | $1957984.00        | $104691.86         | Agency Mortgage-Backed Securities |
| GNAR AF MA1615 M     | 2044-01-20      | 5.6250%  | 0.0000% | $157260032.00      | $2471416.77        | Agency Mortgage-Backed Securities |
| GNII SF MA2963 M     | 2045-07-20      | 4.5000%  | 0.0000% | $3040000.00        | $215862.24         | Agency Mortgage-Backed Securities |
| GNII JM MA3001 M     | 2030-06-20      | 3.0000%  | 0.0000% | $2380680.00        | $73344.70          | Agency Mortgage-Backed Securities |
| GNII SF MA3246 M     | 2045-11-20      | 4.5000%  | 0.0000% | $525000.00         | $41922.57          | Agency Mortgage-Backed Securities |
| GNII SF MA3375 M     | 2046-01-20      | 3.0000%  | 0.0000% | $129000.00         | $14948.66          | Agency Mortgage-Backed Securities |
| GNII SF MA4425 M     | 2032-05-20      | 3.0000%  | 0.0000% | $900000.00         | $100871.10         | Agency Mortgage-Backed Securities |
| GNII SF MA4102 M     | 2031-11-20      | 3.0000%  | 0.0000% | $265000.00         | $33248.38          | Agency Mortgage-Backed Securities |
| GNII SF MA4125 M     | 2046-12-20      | 2.5000%  | 0.0000% | $147650048.00      | $25791268.21       | Agency Mortgage-Backed Securities |
| GNII SF MA5714 M     | 2049-01-20      | 6.0000%  | 0.0000% | $1725000.00        | $159480.56         | Agency Mortgage-Backed Securities |
| GNII SF MA6071 M     | 2027-12-20      | 6.5000%  | 0.0000% | $153047.00         | $31562.73          | Agency Mortgage-Backed Securities |
| GNII JM MA7083 M     | 2050-11-20      | 1.5000%  | 0.0000% | $730448.00         | $499107.13         | Agency Mortgage-Backed Securities |
| GNII SF MA6473 M     | 2050-02-20      | 2.5000%  | 0.0000% | $4093600.00        | $848515.31         | Agency Mortgage-Backed Securities |
| GNII SF MA6657 M     | 2050-05-20      | 3.5000%  | 0.0000% | $4250000.00        | $933000.92         | Agency Mortgage-Backed Securities |
| GNII SF MA6710 M     | 2050-06-20      | 3.0000%  | 0.0000% | $69557120.00       | $17932068.16       | Agency Mortgage-Backed Securities |
| GNII JM MA6885 M     | 2050-09-20      | 2.0000%  | 0.0000% | $205000.00         | $97080.69          | Agency Mortgage-Backed Securities |
| GNII SF MA6909 M     | 2025-07-20      | 4.0000%  | 0.0000% | $70872.00          | $14298.86          | Agency Mortgage-Backed Securities |
| GNII JM MA7043 M     | 2050-12-20      | 2.5000%  | 0.0000% | $365000.00         | $140337.89         | Agency Mortgage-Backed Securities |
| GNII SF MA7988 M     | 2052-04-20      | 3.0000%  | 0.0000% | $4483408.00        | $3066268.60        | Agency Mortgage-Backed Securities |
| GNII SF MA8099 M     | 2052-06-20      | 3.5000%  | 0.0000% | $87450624.00       | $62687795.36       | Agency Mortgage-Backed Securities |
| GNII JM MA7303 M     | 2051-04-20      | 2.0000%  | 0.0000% | $900000.00         | $506733.63         | Agency Mortgage-Backed Securities |
| GNII JM MA7304 M     | 2051-04-20      | 2.5000%  | 0.0000% | $115000.00         | $57378.27          | Agency Mortgage-Backed Securities |
| GNII SF MA7455 M     | 2031-12-20      | 6.5000%  | 0.0000% | $43047.00          | $17673.14          | Agency Mortgage-Backed Securities |
| GNII SF MA7650 M     | 2051-10-20      | 3.0000%  | 0.0000% | $142555136.00      | $85558500.42       | Agency Mortgage-Backed Securities |
| GNII SF MA7705 M     | 2051-11-20      | 2.5000%  | 0.0000% | $30871904.00       | $19286594.21       | Agency Mortgage-Backed Securities |
| GNII JM MA7697 M     | 2051-11-20      | 3.5000%  | 0.0000% | $2391060.00        | $1663314.68        | Agency Mortgage-Backed Securities |
| GNII SF MA7884 M     | 2052-02-20      | 4.0000%  | 0.0000% | $634008.00         | $443282.58         | Agency Mortgage-Backed Securities |
| GNII SF MA8941 M     | 2051-04-20      | 2.0000%  | 0.0000% | $1977862.00        | $1273846.16        | Agency Mortgage-Backed Securities |
| GNII SF MA8979 M     | 2030-01-20      | 1.5000%  | 0.0000% | $28344.00          | $16456.56          | Agency Mortgage-Backed Securities |
| GNII SF MA8178 M     | 2037-08-20      | 5.0000%  | 0.0000% | $630351.00         | $482022.01         | Agency Mortgage-Backed Securities |
| GNII SF MA8464 M     | 2030-10-20      | 7.0000%  | 0.0000% | $97571.00          | $71902.71          | Agency Mortgage-Backed Securities |
| GNII SF MA8610 M     | 2028-02-20      | 2.0000%  | 0.0000% | $88242.00          | $18079.45          | Agency Mortgage-Backed Securities |
| GNII SF MA8727 M     | 2053-03-20      | 6.0000%  | 0.0000% | $1700000.00        | $1045558.65        | Agency Mortgage-Backed Securities |
| GNII SF MA8764 M     | 2037-09-20      | 2.0000%  | 0.0000% | $96073.00          | $68831.32          | Agency Mortgage-Backed Securities |
| GNII JM MA8784 M     | 2053-04-20      | 3.0000%  | 0.0000% | $825000.00         | $675932.40         | Agency Mortgage-Backed Securities |
| GNII SF MA8793 M     | 2045-02-20      | 1.5000%  | 0.0000% | $211698.00         | $44402.46          | Agency Mortgage-Backed Securities |
| GNII JM MA8866 M     | 2053-05-20      | 5.0000%  | 0.0000% | $992031.00         | $760344.74         | Agency Mortgage-Backed Securities |
| GNII SF MA9852 M     | 2054-08-20      | 6.0000%  | 0.0000% | $62252480.00       | $54313288.13       | Agency Mortgage-Backed Securities |
| GNII SF MA9883 M     | 2039-11-20      | 7.5000%  | 0.0000% | $76312.00          | $21382.34          | Agency Mortgage-Backed Securities |
| GNII SF MA9308 M     | 2053-10-20      | 7.0000%  | 0.0000% | $28669184.00       | $13068030.49       | Agency Mortgage-Backed Securities |
| GNII SF MA9423 M     | 2054-01-20      | 5.5000%  | 0.0000% | $100600000.00      | $85361345.23       | Agency Mortgage-Backed Securities |
| GNMI SF AO8679 X     | 2045-09-15      | 4.0000%  | 0.0000% | $2584612.00        | $154516.39         | Agency Mortgage-Backed Securities |
| GNII SF BD0384 C     | 2047-10-20      | 3.5000%  | 0.0000% | $200000.00         | $38970.95          | Agency Mortgage-Backed Securities |
| GNMI SF BE2167 X     | 2048-02-15      | 5.0000%  | 0.0000% | $1211586.00        | $60561.68          | Agency Mortgage-Backed Securities |
| GNII RG CN5904 C     | 2050-10-20      | 4.0000%  | 0.0000% | $1515000.00        | $1093148.03        | Agency Mortgage-Backed Securities |
| GNII SF CN9824 C     | 2041-03-20      | 4.0000%  | 0.0000% | $2225852.00        | $1644445.65        | Agency Mortgage-Backed Securities |
| GNII SF CP8538 C     | 2052-05-20      | 2.5000%  | 0.0000% | $1125656.00        | $886714.01         | Agency Mortgage-Backed Securities |
| GNII SF BF9534 C     | 2048-04-20      | 4.0000%  | 0.0000% | $13330128.00       | $2150349.35        | Agency Mortgage-Backed Securities |
| GNII SF BH0223 C     | 2048-06-20      | 4.0000%  | 0.0000% | $1500000.00        | $463309.34         | Agency Mortgage-Backed Securities |
| GNCL CL BI4568       | 2062-12-15      | 3.0000%  | 0.0000% | $150578.00         | $132615.95         | Agency Mortgage-Backed Securities |
| GNII SF BJ5365 C     | 2049-02-20      | 4.5000%  | 0.0000% | $2519000.00        | $207463.24         | Agency Mortgage-Backed Securities |
| GNII SF BL1422 C     | 2048-11-20      | 4.0000%  | 0.0000% | $1824130.00        | $641805.33         | Agency Mortgage-Backed Securities |
| GNPL PN BQ4198       | 2061-08-15      | 3.2300%  | 0.0000% | $49051.00          | $43098.86          | Agency Mortgage-Backed Securities |
| GNPL PN BW3037       | 2062-11-15      | 3.0000%  | 0.0000% | $51282.00          | $44329.27          | Agency Mortgage-Backed Securities |
| GNII SF BY6449 C     | 2045-11-20      | 3.0000%  | 0.0000% | $323465.00         | $247226.55         | Agency Mortgage-Backed Securities |
| GNPL PN CC1884       | 2063-05-15      | 2.5800%  | 0.0000% | $1519996.00        | $1250791.41        | Agency Mortgage-Backed Securities |
| GNII RG CF4589 C     | 2043-06-20      | 3.0000%  | 0.0000% | $3000000.00        | $1448023.87        | Agency Mortgage-Backed Securities |
| GNII RG CH2012 C     | 2039-12-20      | 5.0000%  | 0.0000% | $1118724.00        | $753271.54         | Agency Mortgage-Backed Securities |
| GNII RG CI4391 C     | 2050-06-20      | 3.0000%  | 0.0000% | $125000.00         | $85390.55          | Agency Mortgage-Backed Securities |
| GNII RG CI4556 C     | 2050-07-20      | 3.0000%  | 0.0000% | $175000.00         | $115862.50         | Agency Mortgage-Backed Securities |
| GNII RG CJ4231 C     | 2047-11-20      | 3.0000%  | 0.0000% | $125000.00         | $44019.75          | Agency Mortgage-Backed Securities |
| GNII SF DJ6661 C     | 2055-04-20      | 6.5000%  | 0.0000% | $11631072.00       | $12388997.87       | Agency Mortgage-Backed Securities |
| GNII ET DJ7205 C     | 2065-04-20      | 4.0000%  | 0.0000% | $218390.00         | $200202.85         | Agency Mortgage-Backed Securities |
| GNII SF DJ7839 C     | 2055-05-20      | 5.5000%  | 0.0000% | $1689446.00        | $1703989.18        | Agency Mortgage-Backed Securities |
| GNII SF DJ8565 C     | 2055-06-20      | 5.5000%  | 0.0000% | $2385780.00        | $2408720.60        | Agency Mortgage-Backed Securities |
| GNII SF DJ8638 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1293642.00        | $1351812.05        | Agency Mortgage-Backed Securities |
| GNII SF DJ8727 C     | 2055-06-20      | 5.5000%  | 0.0000% | $3432100.00        | $3473956.37        | Agency Mortgage-Backed Securities |
| GNII ET DJ9043 C     | 2065-06-20      | 6.5000%  | 0.0000% | $23614720.00       | $24242401.88       | Agency Mortgage-Backed Securities |
| GNII SF DJ9120 C     | 2055-05-20      | 6.5000%  | 0.0000% | $2020224.00        | $2142527.46        | Agency Mortgage-Backed Securities |
| GNII SF DJ9410 C     | 2055-06-20      | 6.5000%  | 0.0000% | $3068064.00        | $3168393.10        | Agency Mortgage-Backed Securities |
| GNII SF DJ9730 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2197052.00        | $2295849.28        | Agency Mortgage-Backed Securities |
| GNII SF DJ9731 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2426004.00        | $2535096.82        | Agency Mortgage-Backed Securities |
| GNII SF DK0142 C     | 2055-06-20      | 5.5000%  | 0.0000% | $1158590.00        | $1169730.49        | Agency Mortgage-Backed Securities |
| GNII SF DK0421 C     | 2055-06-20      | 5.5000%  | 0.0000% | $2086560.00        | $2123923.10        | Agency Mortgage-Backed Securities |
| GNII ET DK0958 C     | 2065-05-20      | 6.5000%  | 0.0000% | $45518720.00       | $46705670.28       | Agency Mortgage-Backed Securities |
| GNII SF DK1326 C     | 2055-06-20      | 5.5000%  | 0.0000% | $1561920.00        | $1576938.73        | Agency Mortgage-Backed Securities |
| GNII SF DK1474 C     | 2055-06-20      | 5.0000%  | 0.0000% | $10515300.00       | $10286411.13       | Agency Mortgage-Backed Securities |
| GNII SF DK1524 C     | 2055-06-20      | 6.0000%  | 0.0000% | $5006448.00        | $5125863.46        | Agency Mortgage-Backed Securities |
| GNII SF DK2600 C     | 2055-05-20      | 5.5000%  | 0.0000% | $7221768.00        | $7233023.21        | Agency Mortgage-Backed Securities |
| GNII SF DK2644 C     | 2055-06-20      | 6.0000%  | 0.0000% | $4012088.00        | $4127111.89        | Agency Mortgage-Backed Securities |
| GNII SF DK1865 C     | 2055-03-20      | 5.5000%  | 0.0000% | $1245278.00        | $1255675.52        | Agency Mortgage-Backed Securities |
| GNII SF DK1913 C     | 2055-06-20      | 5.5000%  | 0.0000% | $12897152.00       | $13021165.29       | Agency Mortgage-Backed Securities |
| GNII SF DK1977 C     | 2055-06-20      | 7.0000%  | 0.0000% | $1231654.00        | $1297159.38        | Agency Mortgage-Backed Securities |
| GNII SF DK2764 C     | 2055-06-20      | 6.0000%  | 0.0000% | $1482074.00        | $1531753.61        | Agency Mortgage-Backed Securities |
| GNII SF DK2770 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1842782.00        | $1932429.86        | Agency Mortgage-Backed Securities |
| GNII ET DK2851 C     | 2065-02-20      | 4.5000%  | 0.0000% | $263704.00         | $250103.26         | Agency Mortgage-Backed Securities |
| GNII SF DK2909 C     | 2055-06-20      | 6.0000%  | 0.0000% | $1023310.00        | $1094106.00        | Agency Mortgage-Backed Securities |
| GNII ET DK3912 C     | 2065-06-20      | 4.5000%  | 0.0000% | $902875.00         | $856862.68         | Agency Mortgage-Backed Securities |
| GNII SF DK4098 C     | 2055-06-20      | 5.5000%  | 0.0000% | $1549660.00        | $1564560.84        | Agency Mortgage-Backed Securities |
| GNII SF DK5349 C     | 2055-06-20      | 5.0000%  | 0.0000% | $1702866.00        | $1685847.18        | Agency Mortgage-Backed Securities |
| GNII RG CJ7834 C     | 2050-03-20      | 3.0000%  | 0.0000% | $875608.00         | $423663.34         | Agency Mortgage-Backed Securities |
| GNII RG CK2396 C     | 2050-06-20      | 3.0000%  | 0.0000% | $325000.00         | $181880.75         | Agency Mortgage-Backed Securities |
| GNII RG CL6405 C     | 2047-05-20      | 3.0000%  | 0.0000% | $325000.00         | $227516.23         | Agency Mortgage-Backed Securities |
| GNII SF CM0894 C     | 2052-02-20      | 2.5000%  | 0.0000% | $1032748.00        | $451226.89         | Agency Mortgage-Backed Securities |
| GNII RG CM0997 C     | 2047-10-20      | 3.0000%  | 0.0000% | $775000.00         | $380572.17         | Agency Mortgage-Backed Securities |
| GNII RG CM2592 C     | 2043-08-20      | 3.0000%  | 0.0000% | $925000.00         | $606868.26         | Agency Mortgage-Backed Securities |
| GNII SF CM2070 C     | 2052-05-20      | 4.0000%  | 0.0000% | $2330228.00        | $1684019.52        | Agency Mortgage-Backed Securities |
| GNII RG CN0964 C     | 2045-07-20      | 3.0000%  | 0.0000% | $500000.00         | $319052.54         | Agency Mortgage-Backed Securities |
| GNII SF MA9901 M     | 2046-09-20      | 3.0000%  | 0.0000% | $1527392.00        | $1242542.91        | Agency Mortgage-Backed Securities |
| GNCL CL CQ7052       | 2065-07-15      | 5.3500%  | 0.0000% | $6689870.00        | $6747374.26        | Agency Mortgage-Backed Securities |
| GNII SF CS3876 C     | 2042-11-20      | 4.0000%  | 0.0000% | $1518274.00        | $964147.06         | Agency Mortgage-Backed Securities |
| GNII SF CT8354 C     | 2053-04-20      | 5.0000%  | 0.0000% | $2154252.00        | $1870069.35        | Agency Mortgage-Backed Securities |
| GNPL PN CU4625       | 2058-11-15      | 5.9900%  | 0.0000% | $23100.00          | $24236.08          | Agency Mortgage-Backed Securities |
| GNII SF CX3731 C     | 2053-10-20      | 7.0000%  | 0.0000% | $1091936.00        | $882429.93         | Agency Mortgage-Backed Securities |
| GNPL PN CY1383       | 2059-04-15      | 5.5000%  | 0.0000% | $22211.00          | $22729.70          | Agency Mortgage-Backed Securities |
| GNII ET CY2535 C     | 2063-11-20      | 5.0000%  | 0.0000% | $604073.00         | $223593.87         | Agency Mortgage-Backed Securities |

### Security 268: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19B7B7, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP19B7B7
- **C.18 - Value (incl. sponsor support):** $1790000000.00
- **C.18.a - Value (excl. sponsor support):** $1790000000.00
- **C.19 - Percentage of Net Assets:** 2.2000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $192412800.00      | $186128226.98      | U.S. Treasuries (including strips) |
| FEPC 03.000 CLZM1454   | 2046-07-01      | 3.0000%  | 0.0000% | $10000000.00       | $2631025.07        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZM7863   | 2048-08-01      | 4.0000%  | 0.0000% | $791888.00         | $187515.62         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZA6952   | 2049-05-01      | 4.5000%  | 0.0000% | $300000.00         | $53414.76          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS9775   | 2046-07-01      | 3.5000%  | 0.0000% | $40710000.00       | $9559992.17        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZS9935   | 2047-02-01      | 3.0000%  | 0.0000% | $250000.00         | $69239.48          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CISB0845   | 2036-06-01      | 3.0000%  | 0.0000% | $2160552.00        | $1628524.65        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CISB0856   | 2035-06-01      | 3.5000%  | 0.0000% | $9000.00           | $5879.31           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB8062   | 2035-09-01      | 2.5000%  | 0.0000% | $2500000.00        | $822306.72         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD5512   | 2052-09-01      | 4.0000%  | 0.0000% | $20003616.00       | $16321886.99       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5824   | 2039-01-01      | 6.0000%  | 0.0000% | $1928384.00        | $1849459.55        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8134   | 2051-03-01      | 2.0000%  | 0.0000% | $34920320.00       | $19770099.72       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8314   | 2053-04-01      | 4.5000%  | 0.0000% | $2713636.00        | $2296340.72        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8369   | 2053-10-01      | 6.5000%  | 0.0000% | $29635040.00       | $21408911.90       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8440   | 2054-06-01      | 6.5000%  | 0.0000% | $20888.00          | $16142.30          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8469   | 2054-10-01      | 5.5000%  | 0.0000% | $21873.00          | $20343.81          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA2688   | 2049-09-01      | 3.0000%  | 0.0000% | $250000.00         | $53824.77          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA7144   | 2050-02-01      | 3.0000%  | 0.0000% | $326000.00         | $73087.73          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE9013   | 2052-08-01      | 5.0000%  | 0.0000% | $20920640.00       | $17328602.83       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG2450   | 2053-05-01      | 6.5000%  | 0.0000% | $1221480.00        | $1039348.45        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG3666   | 2053-05-01      | 6.0000%  | 0.0000% | $1021802.00        | $917933.97         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG4267   | 2053-06-01      | 5.5000%  | 0.0000% | $3040272.00        | $2579793.00        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQH1361   | 2053-09-01      | 5.0000%  | 0.0000% | $2970816.00        | $2681024.11        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH9687   | 2054-02-01      | 6.0000%  | 0.0000% | $1260162.00        | $1169379.04        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 3LQU5003   | 2049-11-01      | 2.5000%  | 0.0000% | $350000.00         | $89193.57          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 3PQU7236   | 2049-05-01      | 4.0000%  | 0.0000% | $9060096.00        | $442419.91         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA5517   | 2051-06-01      | 2.5000%  | 0.0000% | $20416864.00       | $13365118.70       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7098   | 2052-03-01      | 3.5000%  | 0.0000% | $528800.00         | $372338.02         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7772   | 2052-08-01      | 4.0000%  | 0.0000% | $173000.00         | $131933.06         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CIRC2190   | 2036-08-01      | 2.0000%  | 0.0000% | $84317696.00       | $48117814.33       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CNRD5134   | 2033-03-01      | 5.0000%  | 0.0000% | $604000.00         | $365886.02         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI6019   | 2054-05-01      | 5.5000%  | 0.0000% | $2536850.00        | $2352298.83        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI7904   | 2054-06-01      | 5.5000%  | 0.0000% | $872436.00         | $373585.22         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQI9722   | 2054-06-01      | 6.5000%  | 0.0000% | $1423826.00        | $1247805.97        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CIQO3055   | 2040-01-01      | 6.0000%  | 0.0000% | $14853.00          | $15165.81          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CIQO3664   | 2040-05-01      | 5.5000%  | 0.0000% | $1008328.00        | $1028332.09        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5722   | 2045-09-01      | 3.5000%  | 0.0000% | $220000.00         | $21660.53          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CNAS5737   | 2025-09-01      | 3.0000%  | 0.0000% | $34378496.00       | $84428.39          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTAS6709   | 2036-02-01      | 3.5000%  | 0.0000% | $314000.00         | $33207.74          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLAY7608   | 2045-04-01      | 2.5000%  | 0.0000% | $40000.00          | $8217.44           | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLDA5308   | 2053-12-01      | 7.5000%  | 0.0000% | $1220806.00        | $1314917.30        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CNBC6670   | 2026-04-01      | 2.0000%  | 0.0000% | $16500000.00       | $293407.13         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 I4BF0136   | 2056-08-01      | 5.0000%  | 0.0000% | $250000.00         | $65687.67          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CKBO2856   | 2049-09-01      | 2.5000%  | 0.0000% | $2157016.00        | $1542630.46        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBV1669   | 2055-05-01      | 5.5000%  | 0.0000% | $2815300.00        | $2821621.44        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIBW1175   | 2037-09-01      | 3.0000%  | 0.0000% | $2323840.00        | $1662823.79        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8941   | 2052-09-01      | 5.0000%  | 0.0000% | $2506588.00        | $1809686.50        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX9477   | 2053-04-01      | 5.5000%  | 0.0000% | $2910712.00        | $1888778.35        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTCA8304   | 2040-12-01      | 2.0000%  | 0.0000% | $2000000.00        | $1136297.11        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1868   | 2051-10-01      | 2.5000%  | 0.0000% | $296301.00         | $209032.15         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB4120   | 2052-07-01      | 4.0000%  | 0.0000% | $4750000.00        | $3664764.99        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM7114   | 2036-05-01      | 2.0000%  | 0.0000% | $596000.00         | $311050.55         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3519   | 2052-11-01      | 4.5000%  | 0.0000% | $1837928.00        | $1481976.73        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS4648   | 2050-07-01      | 3.5000%  | 0.0000% | $25000000.00       | $19114064.08       | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCC0611   | 2055-06-01      | 7.0000%  | 0.0000% | $17717376.00       | $18848688.85       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL889233   | 2038-03-01      | 5.5000%  | 0.0000% | $137786112.00      | $1865598.82        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4325   | 2051-05-01      | 2.0000%  | 0.0000% | $282917376.00      | $168283269.11      | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX3510   | 2055-01-01      | 5.5000%  | 0.0000% | $1482842.00        | $1480356.00        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX3224   | 2054-12-01      | 6.5000%  | 0.0000% | $1315738.00        | $1383787.63        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQX4056   | 2054-12-01      | 4.5000%  | 0.0000% | $1340176.00        | $1278131.12        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY0120   | 2055-03-01      | 5.5000%  | 0.0000% | $1228018.00        | $1226004.79        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQY3806   | 2055-05-01      | 7.0000%  | 0.0000% | $9217904.00        | $9757984.03        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY3924   | 2055-06-01      | 6.0000%  | 0.0000% | $1243044.00        | $1279713.45        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY3987   | 2055-05-01      | 5.5000%  | 0.0000% | $5252640.00        | $5282517.11        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY4949   | 2055-05-01      | 5.5000%  | 0.0000% | $5000480.00        | $5051884.75        | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQY4989   | 2055-05-01      | 7.0000%  | 0.0000% | $14336.00          | $15196.98          | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQY5223   | 2055-05-01      | 7.0000%  | 0.0000% | $1807658.00        | $1915200.80        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY5528   | 2055-06-01      | 5.0000%  | 0.0000% | $2425400.00        | $2385399.76        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY5666   | 2055-06-01      | 6.0000%  | 0.0000% | $3634660.00        | $3736806.06        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY6005   | 2055-06-01      | 6.5000%  | 0.0000% | $14091.00          | $14947.83          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL0357   | 2055-01-01      | 5.0000%  | 0.0000% | $24981600.00       | $24056470.49       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1535   | 2055-06-01      | 6.0000%  | 0.0000% | $22566624.00       | $23242524.47       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1586   | 2053-05-01      | 6.0000%  | 0.0000% | $14822.00          | $15165.77          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ4374   | 2055-06-01      | 5.5000%  | 0.0000% | $45055488.00       | $45310031.50       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRQ0028   | 2055-06-01      | 6.0000%  | 0.0000% | $16203.00          | $16537.65          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRQ0029   | 2055-06-01      | 6.5000%  | 0.0000% | $102435328.00      | $106294385.48      | Agency Mortgage-Backed Securities  |
| GNII SF MA0781 M       | 2043-02-20      | 2.5000%  | 0.0000% | $3399000.00        | $468753.52         | Agency Mortgage-Backed Securities  |
| GNAR AS MA0338 M       | 2042-08-20      | 5.8750%  | 0.0000% | $2963240.00        | $71207.88          | Agency Mortgage-Backed Securities  |
| GNAR AT MA0483 M       | 2042-10-20      | 4.7500%  | 0.0000% | $309999.00         | $10438.33          | Agency Mortgage-Backed Securities  |
| GNII SF MA3216 M       | 2030-11-20      | 2.5000%  | 0.0000% | $79400.00          | $7543.79           | Agency Mortgage-Backed Securities  |
| GNII SF MA5194 M       | 2048-04-20      | 5.0000%  | 0.0000% | $3023060.00        | $234586.82         | Agency Mortgage-Backed Securities  |
| GNII SF MA5506 M       | 2030-10-20      | 8.5000%  | 0.0000% | $86295.00          | $39094.18          | Agency Mortgage-Backed Securities  |
| GNII JM MA5584 M       | 2048-10-20      | 3.5000%  | 0.0000% | $474147.00         | $18097.28          | Agency Mortgage-Backed Securities  |
| GNII SF MA5763 M       | 2049-02-20      | 4.0000%  | 0.0000% | $1310170000.00     | $105675614.28      | Agency Mortgage-Backed Securities  |
| GNII SF MA6475 M       | 2050-02-20      | 3.5000%  | 0.0000% | $99732352.00       | $13919489.13       | Agency Mortgage-Backed Securities  |
| GNII SF MA8267 M       | 2052-09-20      | 4.0000%  | 0.0000% | $109922176.00      | $84563032.44       | Agency Mortgage-Backed Securities  |
| GNII SF MA8568 M       | 2052-06-20      | 4.5000%  | 0.0000% | $746597.00         | $607518.18         | Agency Mortgage-Backed Securities  |
| GNII SF MA8648 M       | 2053-02-20      | 5.5000%  | 0.0000% | $102631000.00      | $76225653.70       | Agency Mortgage-Backed Securities  |
| GNII SF MA8800 M       | 2053-04-20      | 5.0000%  | 0.0000% | $5770424.00        | $4781176.84        | Agency Mortgage-Backed Securities  |
| GNII RG CO7654 C       | 2043-09-20      | 3.5000%  | 0.0000% | $200000.00         | $145756.50         | Agency Mortgage-Backed Securities  |
| GNII RG CP0028 C       | 2044-07-20      | 3.5000%  | 0.0000% | $975000.00         | $542089.59         | Agency Mortgage-Backed Securities  |
| GNII SF BR8843 C       | 2050-02-20      | 4.0000%  | 0.0000% | $1513376.00        | $1276524.37        | Agency Mortgage-Backed Securities  |
| GNII SF BV8721 C       | 2050-07-20      | 2.5000%  | 0.0000% | $827055.00         | $459373.30         | Agency Mortgage-Backed Securities  |
| GNII RG CJ5833 C       | 2050-06-20      | 3.0000%  | 0.0000% | $850000.00         | $417123.64         | Agency Mortgage-Backed Securities  |
| GNII RG CM2413 C       | 2038-11-20      | 6.5000%  | 0.0000% | $1129238.00        | $933259.68         | Agency Mortgage-Backed Securities  |
| GNII RG CN0962 C       | 2051-07-20      | 3.0000%  | 0.0000% | $700000.00         | $478292.07         | Agency Mortgage-Backed Securities  |
| GNII SF AL1908 C       | 2035-01-20      | 4.5000%  | 0.0000% | $1012998.00        | $297107.67         | Agency Mortgage-Backed Securities  |
| GNCL CL CS8951         | 2065-05-15      | 6.1300%  | 0.0000% | $732104.00         | $760123.13         | Agency Mortgage-Backed Securities  |
| GNII SF CT4984 C       | 2053-05-20      | 6.5000%  | 0.0000% | $1153218.00        | $872635.27         | Agency Mortgage-Backed Securities  |
| GNCL CL CX6399         | 2066-11-15      | 5.6000%  | 0.0000% | $12470816.00       | $13088247.48       | Agency Mortgage-Backed Securities  |
| GNII SF CX6864 C       | 2053-09-20      | 6.5000%  | 0.0000% | $4964976.00        | $4477176.20        | Agency Mortgage-Backed Securities  |
| GNII SF DE1587 C       | 2054-09-20      | 6.5000%  | 0.0000% | $768280.00         | $796537.18         | Agency Mortgage-Backed Securities  |
| GNII SF DE9639 C       | 2054-10-20      | 7.0000%  | 0.0000% | $1998826.00        | $2108126.73        | Agency Mortgage-Backed Securities  |
| GNII SF DF8307 C       | 2054-12-20      | 5.0000%  | 0.0000% | $13132256.00       | $12764533.16       | Agency Mortgage-Backed Securities  |
| GNII SF DH3439 C       | 2055-02-20      | 5.0000%  | 0.0000% | $2803732.00        | $2726388.66        | Agency Mortgage-Backed Securities  |
| GNII ET DH4036 C       | 2065-03-20      | 3.5000%  | 0.0000% | $1262808.00        | $1114495.57        | Agency Mortgage-Backed Securities  |
| GNII SF DH4873 C       | 2055-06-20      | 6.5000%  | 0.0000% | $1121446.00        | $1174626.22        | Agency Mortgage-Backed Securities  |
| GNII ET DH6135 C       | 2065-03-20      | 6.5000%  | 0.0000% | $141135.00         | $144719.35         | Agency Mortgage-Backed Securities  |
| GNII SF DJ4822 C       | 2055-04-20      | 6.5000%  | 0.0000% | $13550176.00       | $14379311.04       | Agency Mortgage-Backed Securities  |
| GNII ET DJ5522 C       | 2065-04-20      | 2.0000%  | 0.0000% | $1204612.00        | $925902.95         | Agency Mortgage-Backed Securities  |
| GNII ET DK1596 C       | 2065-06-20      | 3.0000%  | 0.0000% | $321637.00         | $277869.17         | Agency Mortgage-Backed Securities  |
| GNII SF DK4067 C       | 2055-06-20      | 6.5000%  | 0.0000% | $1239158.00        | $1303998.32        | Agency Mortgage-Backed Securities  |
| GNII SF DK5106 C       | 2055-06-20      | 5.0000%  | 0.0000% | $3711416.00        | $3676843.34        | Agency Mortgage-Backed Securities  |
| GNII JM MB0012 M       | 2054-11-20      | 5.0000%  | 0.0000% | $14186640.00       | $13510416.20       | Agency Mortgage-Backed Securities  |
| GNII SF DI5180 C       | 2055-05-20      | 6.0000%  | 0.0000% | $4239976.00        | $4398957.16        | Agency Mortgage-Backed Securities  |
| GNII SF DI5722 C       | 2055-03-20      | 7.0000%  | 0.0000% | $1991832.00        | $2112472.62        | Agency Mortgage-Backed Securities  |
| GNII SF 005016 M       | 2041-04-20      | 4.0000%  | 0.0000% | $5200000.00        | $274942.34         | Agency Mortgage-Backed Securities  |
| GNAR AR 008815 M       | 2026-02-20      | 5.6250%  | 0.0000% | $50134921.00       | $6089.04           | Agency Mortgage-Backed Securities  |
| GNMI SF 720161 X       | 2039-07-15      | 4.5000%  | 0.0000% | $3033000.00        | $70176.73          | Agency Mortgage-Backed Securities  |
| GNAR AS 082860 M       | 2041-06-20      | 6.6250%  | 0.0000% | $2562100.00        | $24576.31          | Agency Mortgage-Backed Securities  |
| GNMI SP 785782 X       | 2050-02-15      | 3.0000%  | 0.0000% | $1495792.00        | $1061322.73        | Agency Mortgage-Backed Securities  |
| GNII AP 786793 M       | 2052-12-20      | 2.0000%  | 0.0000% | $277284864.00      | $193761324.04      | Agency Mortgage-Backed Securities  |
| GNII SP 788024 C       | 2055-06-20      | 5.5000%  | 0.0000% | $206998528.00      | $208173152.65      | Agency Mortgage-Backed Securities  |
| GNII SP 788040 C       | 2055-06-20      | 6.0000%  | 0.0000% | $245425152.00      | $249999467.79      | Agency Mortgage-Backed Securities  |

### Security 269: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19B7C5, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP19B7C5
- **C.18 - Value (incl. sponsor support):** $1923000000.00
- **C.18.a - Value (excl. sponsor support):** $1923000000.00
- **C.19 - Percentage of Net Assets:** 2.3600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | 0.0000% | $209264000.00      | $202269926.28      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | 0.0000% | $86915200.00       | $65903406.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $243814800.00      | $193306858.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | 0.0000% | $295780000.00      | $249999563.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $250707200.00      | $249999077.51      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $265047200.00      | $249999358.32      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $292425600.00      | $249998666.29      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | 0.0000% | $247776000.00      | $249999355.99      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $249416900.00      | $249983869.26      | U.S. Treasuries (including strips) |

### Security 270: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19B7D3, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP19B7D3
- **C.18 - Value (incl. sponsor support):** $1923000000.00
- **C.18.a - Value (excl. sponsor support):** $1923000000.00
- **C.19 - Percentage of Net Assets:** 2.3600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | 0.0000% | $255712000.00      | $160808552.93      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $266360000.00      | $249999881.93      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.8750%  | 0.0000% | $257916400.00      | $249999914.02      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.8750%  | 0.0000% | $256388000.00      | $249999332.28      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 3.8750%  | 0.0000% | $249327900.00      | $249991112.21      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $249694000.00      | $249999316.33      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 4.6250%  | 0.0000% | $241140000.00      | $244823473.78      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 4.3750%  | 0.0000% | $243347200.00      | $249999355.12      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $54416000.00       | $55839116.67       | U.S. Treasuries (including strips) |

### Security 271: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19B7E1, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP19B7E1
- **C.18 - Value (incl. sponsor support):** $846000000.00
- **C.18.a - Value (excl. sponsor support):** $846000000.00
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2025-10-15      | 0.1250%  | 0.0000% | $202980800.00      | $249997531.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $42719200.00       | $39855928.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | 0.0000% | $259820800.00      | $249996975.55      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | 0.0000% | $43099200.00       | $41264253.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 2.7500%  | 0.0000% | $949100.00         | $940858.04         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $17489000.00       | $18158117.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $241356800.00      | $249999906.96      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $12704000.00       | $12706489.98       | U.S. Treasuries (including strips) |

### Security 272: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19B7G6, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP19B7G6
- **C.18 - Value (incl. sponsor support):** $1923000000.00
- **C.18.a - Value (excl. sponsor support):** $1923000000.00
- **C.19 - Percentage of Net Assets:** 2.3600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $46667000.00       | $29835181.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 2.0000%  | 0.0000% | $255855600.00      | $249999832.88      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 1.3750%  | 0.0000% | $256392000.00      | $249999743.37      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-15      | 1.7500%  | 0.0000% | $191505600.00      | $176462356.36      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | 0.0000% | $257590400.00      | $249999975.18      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 4.6250%  | 0.0000% | $5098000.00        | $5175873.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $247918000.00      | $249991488.72      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $247993600.00      | $249999705.54      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $248591200.00      | $249999725.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $247841600.00      | $249996145.02      | U.S. Treasuries (including strips) |

### Security 273: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19B7H4, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: ARP19B7H4
- **C.18 - Value (incl. sponsor support):** $9000000.00
- **C.18.a - Value (excl. sponsor support):** $9000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII JM MA0843 M | 2043-03-20      | 2.5000%  | 0.0000% | $1100000.00        | $103171.11         | Agency Mortgage-Backed Securities |
| GNII SF MA2967 M | 2038-12-20      | 6.5000%  | 0.0000% | $90000.00          | $9146.52           | Agency Mortgage-Backed Securities |
| GNII SF MA4587 M | 2047-07-20      | 4.0000%  | 0.0000% | $209000.00         | $20759.33          | Agency Mortgage-Backed Securities |
| GNII JM MA5048 M | 2033-03-20      | 3.5000%  | 0.0000% | $472085.00         | $85883.05          | Agency Mortgage-Backed Securities |
| GNII SF MA5141 M | 2048-04-20      | 6.0000%  | 0.0000% | $25000.00          | $2474.12           | Agency Mortgage-Backed Securities |
| GNII JM MA6273 M | 2049-11-20      | 2.5000%  | 0.0000% | $2712768.00        | $196106.00         | Agency Mortgage-Backed Securities |
| GNII SF MA6095 M | 2049-08-20      | 6.0000%  | 0.0000% | $468000.00         | $71750.41          | Agency Mortgage-Backed Securities |
| GNII JM MA6328 M | 2049-12-20      | 2.5000%  | 0.0000% | $5030000.00        | $480429.05         | Agency Mortgage-Backed Securities |
| GNII JM MA6530 M | 2050-03-20      | 2.5000%  | 0.0000% | $3319052.00        | $296146.22         | Agency Mortgage-Backed Securities |
| GNII SF MA6574 M | 2035-03-20      | 4.0000%  | 0.0000% | $577462.00         | $152419.75         | Agency Mortgage-Backed Securities |
| GNII SF MA6772 M | 2050-07-20      | 6.0000%  | 0.0000% | $171999.00         | $34905.99          | Agency Mortgage-Backed Securities |
| GNII SF MA6930 M | 2050-10-20      | 2.0000%  | 0.0000% | $15105000.00       | $7148558.32        | Agency Mortgage-Backed Securities |
| GNII JM MA7247 M | 2051-03-20      | 2.5000%  | 0.0000% | $563052.00         | $263943.12         | Agency Mortgage-Backed Securities |
| GNII SF MA8268 M | 2052-09-20      | 4.5000%  | 0.0000% | $199999.00         | $155854.50         | Agency Mortgage-Backed Securities |
| GNII SF MA9102 M | 2053-04-20      | 3.5000%  | 0.0000% | $105000.00         | $77215.95          | Agency Mortgage-Backed Securities |
| GNII SF 003545 M | 2034-04-20      | 6.0000%  | 0.0000% | $100000.00         | $1219.16           | Agency Mortgage-Backed Securities |
| GNII SF 002701 M | 2029-01-20      | 6.5000%  | 0.0000% | $378000.00         | $491.00            | Agency Mortgage-Backed Securities |
| GNII SF 002741 M | 2029-04-20      | 6.5000%  | 0.0000% | $492000.00         | $534.96            | Agency Mortgage-Backed Securities |
| GNII SF 002781 M | 2029-07-20      | 6.5000%  | 0.0000% | $93000.00          | $99.06             | Agency Mortgage-Backed Securities |
| GNII SF 002808 M | 2029-09-20      | 6.5000%  | 0.0000% | $749999.00         | $857.59            | Agency Mortgage-Backed Securities |
| GNII SF 003080 M | 2031-05-20      | 6.5000%  | 0.0000% | $328000.00         | $616.16            | Agency Mortgage-Backed Securities |
| GNII SF 003149 M | 2031-10-20      | 6.0000%  | 0.0000% | $130000.00         | $368.90            | Agency Mortgage-Backed Securities |
| GNII SF 003160 M | 2031-11-20      | 6.0000%  | 0.0000% | $104831.00         | $347.87            | Agency Mortgage-Backed Securities |
| GNII SF 003200 M | 2032-02-20      | 6.0000%  | 0.0000% | $175000.00         | $645.29            | Agency Mortgage-Backed Securities |
| GNII SF 003238 M | 2032-05-20      | 6.0000%  | 0.0000% | $193000.00         | $581.07            | Agency Mortgage-Backed Securities |
| GNII SF 003214 M | 2032-03-20      | 6.0000%  | 0.0000% | $60000.00          | $221.08            | Agency Mortgage-Backed Securities |
| GNII SF 003285 M | 2032-09-20      | 6.0000%  | 0.0000% | $150000.00         | $651.75            | Agency Mortgage-Backed Securities |
| GNII SF 003297 M | 2032-10-20      | 6.5000%  | 0.0000% | $77487.00          | $242.73            | Agency Mortgage-Backed Securities |
| GNII SF 003432 M | 2033-08-20      | 6.5000%  | 0.0000% | $475000.00         | $6304.98           | Agency Mortgage-Backed Securities |
| GNII SF 003788 M | 2035-11-20      | 6.5000%  | 0.0000% | $103000.00         | $1924.38           | Agency Mortgage-Backed Securities |
| GNII SF 003798 M | 2035-12-20      | 6.5000%  | 0.0000% | $50000.00          | $988.13            | Agency Mortgage-Backed Securities |
| GNII SF 003880 M | 2036-07-20      | 6.5000%  | 0.0000% | $274000.00         | $3384.47           | Agency Mortgage-Backed Securities |
| GNII SF 003986 M | 2037-05-20      | 6.0000%  | 0.0000% | $541310.00         | $6534.46           | Agency Mortgage-Backed Securities |
| GNII SF 004006 M | 2037-07-20      | 6.0000%  | 0.0000% | $289999.00         | $3176.33           | Agency Mortgage-Backed Securities |
| GNII SF 004061 M | 2037-12-20      | 6.5000%  | 0.0000% | $78750.00          | $964.51            | Agency Mortgage-Backed Securities |
| GNII SF 004116 M | 2038-04-20      | 6.5000%  | 0.0000% | $153000.00         | $1983.60           | Agency Mortgage-Backed Securities |
| GNII SF 004269 M | 2038-10-20      | 6.5000%  | 0.0000% | $30000.00          | $354.96            | Agency Mortgage-Backed Securities |
| GNII JM 004260 M | 2038-10-20      | 6.0000%  | 0.0000% | $819200.00         | $737.05            | Agency Mortgage-Backed Securities |
| GNII JM 004286 M | 2038-11-20      | 6.5000%  | 0.0000% | $80000.00          | $209.06            | Agency Mortgage-Backed Securities |
| GNII JM 004337 M | 2039-01-20      | 6.0000%  | 0.0000% | $139976.00         | $382.58            | Agency Mortgage-Backed Securities |
| GNII SF 004682 M | 2040-04-20      | 6.5000%  | 0.0000% | $99998.00          | $2345.94           | Agency Mortgage-Backed Securities |
| GNII SF 004837 M | 2040-10-20      | 6.0000%  | 0.0000% | $56559.00          | $1199.90           | Agency Mortgage-Backed Securities |
| GNII SF 738835 C | 2032-09-20      | 6.5000%  | 0.0000% | $75000.00          | $1544.69           | Agency Mortgage-Backed Securities |
| GNII JP 784405 M | 2032-11-20      | 4.0000%  | 0.0000% | $1061078.00        | $108175.26         | Agency Mortgage-Backed Securities |
| GNMI SF 682229 X | 2049-07-15      | 4.0000%  | 0.0000% | $830000.00         | $114149.66         | Agency Mortgage-Backed Securities |

### Security 274: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** GOLDMAN SACHS & CO LLC 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19B7K7, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP19B7K7
- **C.18 - Value (incl. sponsor support):** $569000000.00
- **C.18.a - Value (excl. sponsor support):** $569000000.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $1272400.00        | $923174.35         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 2.1250%  | 0.0000% | $12999900.00       | $12434197.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $104737400.00      | $103018228.17      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | 0.0000% | $20551000.00       | $19945423.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $9251300.00        | $9681879.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.8750%  | 0.0000% | $124944000.00      | $126540604.78      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $96403200.00       | $91989837.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $116011600.00      | $115188497.70      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-06-30      | 4.2500%  | 0.0000% | $99052800.00       | $100646559.55      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $11400.00          | $11601.16          | U.S. Treasuries (including strips) |

### Security 275: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** GOLDMAN SACHS & CO LLC 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19B7M3, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP19B7M3
- **C.18 - Value (incl. sponsor support):** $929000000.00
- **C.18.a - Value (excl. sponsor support):** $929000000.00
- **C.19 - Percentage of Net Assets:** 1.1400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| 03.500 FGPC U90157 G | 2042-09-01      | 3.5000%  | 0.0000% | $33090816.00       | $3384891.92        | Agency Mortgage-Backed Securities         |
| GNRM 2022-123 AN     | 2063-11-16      | 1.5000%  | 0.0000% | $74929664.00       | $53613866.68       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-198 FC     | 2054-12-20      | 5.7319%  | 0.0000% | $100000000.00      | $86449397.15       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-022 HB     | 2055-02-20      | 5.0000%  | 0.0000% | $15075106.00       | $14506560.11       | Agency Collateralized Mortgage Obligation |
| FEPC 04.000 CLZJ0868 | 2040-12-01      | 4.0000%  | 0.0000% | $2013324.00        | $160112.48         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS0729 | 2033-08-01      | 5.0000%  | 0.0000% | $16275000.00       | $91828.50          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD6584 | 2052-09-01      | 3.5000%  | 0.0000% | $3637748.00        | $3163640.79        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC0883 | 2055-03-01      | 6.5000%  | 0.0000% | $10981984.00       | $10898458.54       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD0564 | 2055-03-01      | 6.0000%  | 0.0000% | $14807060.00       | $15339110.20       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDD8636 | 2055-05-01      | 5.0000%  | 0.0000% | $6682368.00        | $6565231.31        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE1706 | 2055-06-01      | 6.0000%  | 0.0000% | $4903352.00        | $5040774.98        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBU8763 | 2052-04-01      | 3.0000%  | 0.0000% | $8351220.00        | $6153996.99        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBV1490 | 2055-04-01      | 6.0000%  | 0.0000% | $3650804.00        | $3742400.82        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBV9999 | 2052-07-01      | 3.5000%  | 0.0000% | $3039352.00        | $2153906.39        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CICA1937 | 2033-06-01      | 4.0000%  | 0.0000% | $729000.00         | $117634.45         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA5763 | 2050-05-01      | 4.5000%  | 0.0000% | $12573744.00       | $3923823.23        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB3126 | 2052-03-01      | 3.5000%  | 0.0000% | $600000.00         | $404833.72         | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLCB6553 | 2053-06-01      | 7.0000%  | 0.0000% | $2460016.00        | $2016353.24        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB7750 | 2054-01-01      | 6.5000%  | 0.0000% | $3449772.00        | $3091843.55        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA0911 | 2053-09-01      | 5.0000%  | 0.0000% | $127828096.00      | $123145432.43      | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFA2085 | 2052-11-01      | 4.5000%  | 0.0000% | $48183872.00       | $46242495.61       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS0439 | 2052-01-01      | 2.5000%  | 0.0000% | $400000.00         | $253564.07         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS9076 | 2054-04-01      | 5.0000%  | 0.0000% | $196205312.00      | $177141665.84      | Agency Mortgage-Backed Securities         |
| GNII SF MA3638 M     | 2031-05-20      | 2.5000%  | 0.0000% | $155694.00         | $15466.82          | Agency Mortgage-Backed Securities         |
| GNII SF MA4319 M     | 2047-02-20      | 2.5000%  | 0.0000% | $25000.00          | $5914.35           | Agency Mortgage-Backed Securities         |
| GNII SF MA7535 M     | 2051-08-20      | 3.0000%  | 0.0000% | $111893246.00      | $64752511.24       | Agency Mortgage-Backed Securities         |
| GNII SF MA8879 M     | 2053-05-20      | 5.5000%  | 0.0000% | $80754688.00       | $65172681.70       | Agency Mortgage-Backed Securities         |
| GNII SF MA9171 M     | 2053-09-20      | 5.5000%  | 0.0000% | $309305856.00      | $249999709.39      | Agency Mortgage-Backed Securities         |
| GNII SF DH8420 C     | 2055-03-20      | 6.0000%  | 0.0000% | $144238.00         | $150107.97         | Agency Mortgage-Backed Securities         |
| GNII SF DH8422 C     | 2055-03-20      | 6.0000%  | 0.0000% | $180807.00         | $188117.88         | Agency Mortgage-Backed Securities         |
| GNII SF DK5266 C     | 2055-06-20      | 6.0000%  | 0.0000% | $1154936.00        | $1187977.95        | Agency Mortgage-Backed Securities         |
| GNMI SF 723324 X     | 2039-09-15      | 4.0000%  | 0.0000% | $80000.00          | $6367.68           | Agency Mortgage-Backed Securities         |

### Security 276: DAIWA CAPITAL MARKETS AMERICA INC

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19B7N1, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: ARP19B7N1
- **C.18 - Value (incl. sponsor support):** $77000000.00
- **C.18.a - Value (excl. sponsor support):** $77000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | 0.0000% | $2390200.00        | $1970289.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | 0.0000% | $55777000.00       | $45289808.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-11-15      | 2.7500%  | 0.0000% | $27008200.00       | $19209865.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | 0.0000% | $1000000.00        | $747472.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | 0.0000% | $45000.00          | $21571.58          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $20312600.00       | $11288641.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $11800.00          | $12355.44          | U.S. Treasuries (including strips) |

### Security 277: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19B7O9, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP19B7O9
- **C.18 - Value (incl. sponsor support):** $179000000.00
- **C.18.a - Value (excl. sponsor support):** $179000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae       | 2033-12-25      | 4.7197%  | 0.0000% | $112353996.00      | $952882.17         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-098 PW | 2055-05-20      | 5.0000%  | 0.0000% | $8339296.00        | $8375103.08        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-060 KF | 2055-04-20      | 5.3519%  | 0.0000% | $176192998.00      | $175042015.78      | Agency Collateralized Mortgage Obligation |

### Security 278: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19B7P6, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP19B7P6
- **C.18 - Value (incl. sponsor support):** $92000000.00
- **C.18.a - Value (excl. sponsor support):** $92000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $79557400.00       | $80997825.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $12882100.00       | $12853656.32       | U.S. Treasuries (including strips) |

### Security 279: DAIWA CAPITAL MARKETS AMERICA INC

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19B7R2, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: ARP19B7R2
- **C.18 - Value (incl. sponsor support):** $465000000.00
- **C.18.a - Value (excl. sponsor support):** $465000000.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| 05.000 FGPC G07806 G | 2041-06-01      | 5.0000%  | 0.0000% | $1001.00           | $84.43             | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD1822 | 2052-11-01      | 5.0000%  | 0.0000% | $12984925.00       | $9752566.59        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3389 | 2053-07-01      | 6.0000%  | 0.0000% | $22407326.00       | $19044348.12       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8453 | 2054-08-01      | 5.5000%  | 0.0000% | $2325599.00        | $2140395.65        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8462 | 2054-09-01      | 5.5000%  | 0.0000% | $13221909.00       | $12293481.96       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8493 | 2054-12-01      | 5.5000%  | 0.0000% | $150136.00         | $142733.87         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8525 | 2055-04-01      | 6.0000%  | 0.0000% | $170618.00         | $168689.27         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQB1050 | 2050-07-01      | 2.0000%  | 0.0000% | $7849408.00        | $3895285.92        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQB1209 | 2050-07-01      | 2.0000%  | 0.0000% | $5396644.00        | $2704046.10        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 3PSE9057 | 2051-05-01      | 2.0000%  | 0.0000% | $80000.00          | $52838.19          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 3PSE9060 | 2052-02-01      | 2.0000%  | 0.0000% | $50000.00          | $33416.09          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE1291 | 2055-05-01      | 6.5000%  | 0.0000% | $23668.00          | $24602.61          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM4796 | 2048-09-01      | 4.5000%  | 0.0000% | $57715847.00       | $19090807.27       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBP4093 | 2050-06-01      | 2.5000%  | 0.0000% | $12993366.00       | $6650558.49        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBP7243 | 2050-07-01      | 2.0000%  | 0.0000% | $5917095.00        | $3502375.02        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBP9656 | 2050-07-01      | 2.0000%  | 0.0000% | $5296740.00        | $2385135.55        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB5024 | 2052-11-01      | 5.0000%  | 0.0000% | $4561389.00        | $3595054.33        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6482 | 2053-06-01      | 5.5000%  | 0.0000% | $24414162.00       | $22971259.19       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8871 | 2054-07-01      | 6.5000%  | 0.0000% | $17270853.00       | $16336251.73       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB8712 | 2054-06-01      | 6.0000%  | 0.0000% | $39068604.00       | $35605208.79       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA1377 | 2055-04-01      | 6.0000%  | 0.0000% | $15917039.00       | $15897339.64       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFA1364 | 2055-04-01      | 4.5000%  | 0.0000% | $16212545.00       | $15391515.95       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS3353 | 2052-11-01      | 4.5000%  | 0.0000% | $38704794.00       | $31333323.49       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS3691 | 2053-01-01      | 6.0000%  | 0.0000% | $12595418.00       | $10092448.56       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS6378 | 2053-10-01      | 5.5000%  | 0.0000% | $3630566.00        | $3079202.59        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5271 | 2054-02-01      | 5.5000%  | 0.0000% | $6143348.00        | $5399942.89        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4783 | 2052-10-01      | 4.0000%  | 0.0000% | $32425000.00       | $25525265.63       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5421 | 2054-07-01      | 6.0000%  | 0.0000% | $2000.00           | $1736.54           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5470 | 2054-09-01      | 5.5000%  | 0.0000% | $436423.00         | $406503.43         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ4299 | 2055-06-01      | 5.0000%  | 0.0000% | $3195414.00        | $3147392.61        | Agency Mortgage-Backed Securities         |
| GNII SF MA7193 M     | 2051-02-20      | 2.5000%  | 0.0000% | $34235125.00       | $15727275.56       | Agency Mortgage-Backed Securities         |
| GNII SF MA9423 M     | 2054-01-20      | 5.5000%  | 0.0000% | $29862352.00       | $25338872.15       | Agency Mortgage-Backed Securities         |
| GNII SF MA9906 M     | 2054-09-20      | 5.5000%  | 0.0000% | $6340670.00        | $6097178.60        | Agency Mortgage-Backed Securities         |
| GNII SF MB0308 M     | 2055-04-20      | 5.5000%  | 0.0000% | $5013851.00        | $5013010.23        | Agency Mortgage-Backed Securities         |
| Fannie Mae           | 2054-02-25      | 5.2052%  | 0.0000% | $462359.00         | $432973.55         | Agency Collateralized Mortgage Obligation |
| FNRM CL001MA R25F001 | 2050-01-25      | 6.0000%  | 0.0000% | $289520.00         | $259891.06         | Agency Collateralized Mortgage Obligation |
| Fannie Mae           | 2055-05-25      | 5.3052%  | 0.0000% | $605143.00         | $595777.47         | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2050-04-25      | 6.0000%  | 0.0000% | $85325.00          | $63023.68          | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2055-01-25      | 5.1552%  | 0.0000% | $50000000.00       | $47134412.62       | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2049-12-25      | 5.5000%  | 0.0000% | $4128.00           | $3731.93           | Agency Collateralized Mortgage Obligation |
| GNRM 2025-044 GV     | 2036-01-20      | 6.0000%  | 0.0000% | $10407000.00       | $10600007.89       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-063 PA     | 2055-03-20      | 5.0000%  | 0.0000% | $52705.00          | $51325.41          | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2026-07-22      | 4.5400%  | 0.0000% | $100340000.00      | $101199439.97      | Agency Debentures and Agency Strips       |

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

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19B7U5, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP19B7U5
- **C.18 - Value (incl. sponsor support):** $36000000.00
- **C.18.a - Value (excl. sponsor support):** $36000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| MNRA CL017A2 R21M017 | 2031-07-25      | 1.7140%  | 0.0000% | $26513553.00       | $22931962.32       | Agency Collateralized Mortgage Obligation |
| MNRA CL010A2 R22M010 | 2032-01-25      | 1.9921%  | 0.0000% | $17201408.00       | $14872658.46       | Agency Collateralized Mortgage Obligation |

### Security 281: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19B7W1, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP19B7W1
- **C.18 - Value (incl. sponsor support):** $269000000.00
- **C.18.a - Value (excl. sponsor support):** $269000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-01-15      | 1.7500%  | 0.0000% | $1732100.00        | $2704050.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 0.8750%  | 0.0000% | $325900.00         | $314036.69         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 2.1250%  | 0.0000% | $47000.00          | $45295.11          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $18246600.00       | $23628320.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $3939200.00        | $5223331.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 0.3750%  | 0.0000% | $448800.00         | $588292.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 0.7500%  | 0.0000% | $22118600.00       | $27989500.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-15      | 0.1250%  | 0.0000% | $90700.00          | $106500.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-07-31      | 0.2500%  | 0.0000% | $95000.00          | $94768.00          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 0.3750%  | 0.0000% | $900.00            | $885.71            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | 0.0000% | $38286900.00       | $33225197.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 0.7500%  | 0.0000% | $591600.00         | $574492.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $500.00            | $463.12            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | 0.0000% | $100.00            | $96.60             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $56600.00          | $48442.79          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | 0.0000% | $124327000.00      | $115613729.69      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $34198200.00       | $35852851.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $205900.00         | $200443.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $2100.00           | $2166.80           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $100.00            | $100.79            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 4.0000%  | 0.0000% | $15200.00          | $15564.52          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 4.1250%  | 0.0000% | $100.00            | $102.67            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $1887100.00        | $1887441.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $1400.00           | $1458.72           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $200.00            | $200.55            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 4.5000%  | 0.0000% | $500.00            | $510.71            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $100.00            | $106.84            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $4195000.00        | $4275576.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $1800.00           | $1854.13           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $163000.00         | $167901.98         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-06-30      | 4.2500%  | 0.0000% | $14412000.00       | $14659136.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $1686500.00        | $1739748.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $5431400.00        | $5371828.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $100.00            | $103.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $42900.00          | $44386.17          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $1100.00           | $1146.29           | U.S. Treasuries (including strips) |

### Security 282: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19B7Y7, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP19B7Y7
- **C.18 - Value (incl. sponsor support):** $1238000000.00
- **C.18.a - Value (excl. sponsor support):** $1238000000.00
- **C.19 - Percentage of Net Assets:** 1.5200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-08-15      | 6.3750%  | 0.0000% | $400.00            | $431.00            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $230848400.00      | $223751543.06      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 0.5000%  | 0.0000% | $1149000.00        | $1074015.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.1250%  | 0.0000% | $21100.00          | $21048.22          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $103766800.00      | $105721574.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 4.1250%  | 0.0000% | $152752300.00      | $155089354.59      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $100.00            | $101.41            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $54637400.00       | $54774658.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | 0.0000% | $247265000.00      | $249999861.67      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $219398200.00      | $222469610.25      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 4.2500%  | 0.0000% | $236566900.00      | $237916750.73      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $11879900.00       | $11941131.74       | U.S. Treasuries (including strips) |

### Security 283: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19B7Z4, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP19B7Z4
- **C.18 - Value (incl. sponsor support):** $44100000.00
- **C.18.a - Value (excl. sponsor support):** $44100000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-04-30      | 2.3750%  | 0.0000% | $17200.00          | $17026.72          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 1.6250%  | 0.0000% | $881400.00         | $864717.96         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $4400.00           | $4328.48           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 4.8750%  | 0.0000% | $100.00            | $101.43            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 4.3900%  | 0.0000% | $300.00            | $302.35            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 4.8750%  | 0.0000% | $43616300.00       | $44095595.25       | U.S. Treasuries (including strips) |

### Security 284: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19B842, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP19B842
- **C.18 - Value (incl. sponsor support):** $465000000.00
- **C.18.a - Value (excl. sponsor support):** $465000000.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY                             | 2042-02-15      | 0.7500%  | 0.0000% | $78171800.00       | $86196898.82       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2042-08-15      | 2.7500%  | 0.0000% | $3000000.00        | $2315446.58        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                             | 2044-11-15      | 3.0000%  | 0.0000% | $1855100.00        | $1429575.31        | U.S. Treasuries (including strips)        |
| FRESB MTG TR 2020-SB78         A-10H  20400625 FLT | 2040-06-25      | 1.1200%  | 0.0000% | $9000000.00        | $5637056.43        | Agency Collateralized Mortgage Obligation |
| FNRM CL004A2 R16M004                               | 2026-03-25      | 2.5760%  | 0.0000% | $90000.00          | $51823.18          | Agency Collateralized Mortgage Obligation |
| FNRM CL103GA R24F103                               | 2051-02-25      | 5.5000%  | 0.0000% | $86887000.00       | $79566484.24       | Agency Collateralized Mortgage Obligation |
| FNRM CL001DP R25F001                               | 2050-11-25      | 2.5000%  | 0.0000% | $17447328.00       | $14116943.51       | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2055-05-25      | 5.7052%  | 0.0000% | $38726700.00       | $37538796.78       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-04-25      | 5.2552%  | 0.0000% | $104747000.00      | $95548693.23       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-05-25      | 0.1250%  | 0.0000% | $49999900.00       | $34270174.76       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2055-04-25      | 5.4552%  | 0.0000% | $30000000.00       | $29233144.62       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2055-06-25      | 5.8052%  | 0.0000% | $38474700.00       | $38488522.96       | Agency Collateralized Mortgage Obligation |
| GNRA 2017-7O FQ                                    | 2067-09-20      | 5.5812%  | 0.0000% | $1246970.00        | $423945.62         | Agency Collateralized Mortgage Obligation |
| GNRM 2009-81 A                                     | 2036-09-20      | 5.7500%  | 0.0000% | $10000000.00       | $234625.63         | Agency Collateralized Mortgage Obligation |
| GNRA 2016-1O FA                                    | 2066-01-20      | 5.3460%  | 0.0000% | $99990.00          | $25478.06          | Agency Collateralized Mortgage Obligation |
| GNRA 2010-H03 FA                                   | 2060-03-20      | 4.9930%  | 0.0000% | $4720000.00        | $188444.58         | Agency Collateralized Mortgage Obligation |
| GNRA 2018-8O FC                                    | 2065-08-20      | 4.7960%  | 0.0000% | $4500000.00        | $262463.82         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-077 C                                    | 2066-03-16      | 4.5000%  | 0.0000% | $8737350.00        | $7477170.75        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-01O FA                                   | 2073-01-20      | 5.1019%  | 0.0000% | $2900000.00        | $2855263.02        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-07O FC                                   | 2074-02-20      | 4.9519%  | 0.0000% | $1500000.00        | $1085914.96        | Agency Collateralized Mortgage Obligation |
| GNRM 2023-154 GJ                                   | 2053-10-20      | 7.5000%  | 0.0000% | $40489344.00       | $41121350.86       | Agency Collateralized Mortgage Obligation |

### Security 285: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19B859, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP19B859
- **C.18 - Value (incl. sponsor support):** $179000000.00
- **C.18.a - Value (excl. sponsor support):** $179000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| 03.000 FGPC G08726 G | 2046-10-01      | 3.0000%  | 0.0000% | $9494420.00        | $1516084.22        | Agency Mortgage-Backed Securities |
| 03.000 FGPC C09022 G | 2042-12-01      | 3.0000%  | 0.0000% | $6236.00           | $955.51            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZN4984 | 2049-04-01      | 3.0000%  | 0.0000% | $7219026.00        | $772160.75         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4706 | 2047-03-01      | 3.0000%  | 0.0000% | $3539673.00        | $754195.11         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZT1595 | 2049-01-01      | 4.5000%  | 0.0000% | $13055551.00       | $817429.76         | Agency Mortgage-Backed Securities |
| 06.500 FGPC G04955 G | 2038-11-01      | 6.5000%  | 0.0000% | $1625363.00        | $9536.16           | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08599 G | 2044-08-01      | 3.5000%  | 0.0000% | $1354.00           | $106.98            | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08659 G | 2045-08-01      | 3.5000%  | 0.0000% | $1151.00           | $114.81            | Agency Mortgage-Backed Securities |
| 06.500 FGPC D97671 G | 2028-03-01      | 6.5000%  | 0.0000% | $11895.00          | $38.35             | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB8187 | 2037-11-01      | 3.0000%  | 0.0000% | $796766.00         | $545414.61         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8056 | 2050-04-01      | 3.0000%  | 0.0000% | $2586065.00        | $518540.53         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q60732 G | 2048-12-01      | 4.0000%  | 0.0000% | $1748541.00        | $789295.65         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q61236 G | 2049-02-01      | 4.0000%  | 0.0000% | $3718992.00        | $806587.02         | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q45219 G | 2045-01-01      | 3.5000%  | 0.0000% | $1250000.00        | $217923.99         | Agency Mortgage-Backed Securities |
| 04.000 FGPC G67711 G | 2048-03-01      | 4.0000%  | 0.0000% | $3461000.00        | $831831.76         | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q54882 G | 2048-03-01      | 4.5000%  | 0.0000% | $28584.00          | $6844.08           | Agency Mortgage-Backed Securities |
| 03.000 FGPC G61985 G | 2047-10-01      | 3.0000%  | 0.0000% | $21281788.00       | $4971684.75        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLQB9274 | 2051-02-01      | 1.5000%  | 0.0000% | $2557720.00        | $1602593.28        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL555880 | 2033-11-01      | 5.5000%  | 0.0000% | $112553131.00      | $672945.41         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAI1203 | 2041-04-01      | 5.5000%  | 0.0000% | $8898544.00        | $707089.22         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAR6885 | 2028-02-01      | 2.5000%  | 0.0000% | $5780.00           | $250.95            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS8282 | 2046-11-01      | 3.5000%  | 0.0000% | $640569.00         | $78612.31          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD1437 | 2046-08-01      | 3.5000%  | 0.0000% | $4000853.00        | $823552.26         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBH1380 | 2047-07-01      | 3.5000%  | 0.0000% | $7052044.00        | $1350313.46        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN2396 | 2049-02-01      | 4.0000%  | 0.0000% | $980690.00         | $160277.08         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN3197 | 2049-01-01      | 4.0000%  | 0.0000% | $6225454.00        | $1175412.35        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBO4944 | 2034-11-01      | 2.5000%  | 0.0000% | $93000.00          | $28293.90          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBV7970 | 2037-08-01      | 3.0000%  | 0.0000% | $488819.00         | $329820.82         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBW5564 | 2037-07-01      | 2.5000%  | 0.0000% | $1740136.00        | $1358598.16        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA1191 | 2047-11-01      | 3.5000%  | 0.0000% | $11678260.00       | $1589127.24        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB0947 | 2036-06-01      | 2.5000%  | 0.0000% | $256218.00         | $160258.28         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICB3224 | 2037-03-01      | 3.0000%  | 0.0000% | $78737.00          | $45818.35          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB3759 | 2037-03-01      | 2.5000%  | 0.0000% | $1301444.00        | $814289.79         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL888813 | 2037-03-01      | 6.5000%  | 0.0000% | $4194655.00        | $44898.53          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL929950 | 2038-09-01      | 5.5000%  | 0.0000% | $3904168.00        | $419073.06         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL955791 | 2037-10-01      | 6.5000%  | 0.0000% | $2813.00           | $72.60             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA2229 | 2045-03-01      | 3.5000%  | 0.0000% | $3240.00           | $402.72            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3210 | 2047-12-01      | 3.5000%  | 0.0000% | $3708906.00        | $486495.12         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3358 | 2048-05-01      | 4.5000%  | 0.0000% | $1539200.00        | $144159.94         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3905 | 2050-01-01      | 3.0000%  | 0.0000% | $3102545.00        | $550887.93         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4601 | 2037-05-01      | 1.5000%  | 0.0000% | $314707.00         | $208660.74         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA4832 | 2037-12-01      | 3.5000%  | 0.0000% | $948692.00         | $637276.46         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA5090 | 2038-06-01      | 3.0000%  | 0.0000% | $547857.00         | $444985.05         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAE0801 | 2039-09-01      | 6.0000%  | 0.0000% | $10608428.00       | $239603.51         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL0874 | 2055-03-01      | 6.0000%  | 0.0000% | $43271.00          | $44040.53          | Agency Mortgage-Backed Securities |
| GNMI SF AB2890 X     | 2042-09-15      | 3.0000%  | 0.0000% | $1000000.00        | $92672.45          | Agency Mortgage-Backed Securities |
| GNII SF MA0852 M     | 2043-01-20      | 3.5000%  | 0.0000% | $3100000.00        | $285210.18         | Agency Mortgage-Backed Securities |
| GNII SF MA0022 M     | 2042-04-20      | 3.5000%  | 0.0000% | $647397.00         | $44833.17          | Agency Mortgage-Backed Securities |
| GNII SF MA0624 M     | 2042-12-20      | 3.0000%  | 0.0000% | $35132683.00       | $3892060.89        | Agency Mortgage-Backed Securities |
| GNII SF MA1678 M     | 2044-02-20      | 4.0000%  | 0.0000% | $1000000.00        | $59264.91          | Agency Mortgage-Backed Securities |
| GNII SF MA0934 M     | 2043-04-20      | 3.5000%  | 0.0000% | $3072824.00        | $283534.22         | Agency Mortgage-Backed Securities |
| GNII SF MA1375 M     | 2043-10-20      | 3.5000%  | 0.0000% | $12784073.00       | $1242098.18        | Agency Mortgage-Backed Securities |
| GNII SF MA2223 M     | 2044-09-20      | 3.5000%  | 0.0000% | $1824000.00        | $142752.77         | Agency Mortgage-Backed Securities |
| GNII SF MA3033 M     | 2045-08-20      | 3.0000%  | 0.0000% | $4467062.00        | $578546.65         | Agency Mortgage-Backed Securities |
| GNII SF MA3735 M     | 2046-06-20      | 3.0000%  | 0.0000% | $52950.00          | $6241.79           | Agency Mortgage-Backed Securities |
| GNII SF MA3873 M     | 2046-08-20      | 3.0000%  | 0.0000% | $3727000.00        | $466651.33         | Agency Mortgage-Backed Securities |
| GNII SF MA4125 M     | 2046-12-20      | 2.5000%  | 0.0000% | $874129.00         | $152691.42         | Agency Mortgage-Backed Securities |
| GNII SF MA4322 M     | 2047-03-20      | 4.0000%  | 0.0000% | $2948073.00        | $264360.01         | Agency Mortgage-Backed Securities |
| GNII SF MA4586 M     | 2047-07-20      | 3.5000%  | 0.0000% | $187737856.00      | $23399738.88       | Agency Mortgage-Backed Securities |
| GNII SF MA4587 M     | 2047-07-20      | 4.0000%  | 0.0000% | $3199988.00        | $317844.99         | Agency Mortgage-Backed Securities |
| GNII SF MA4651 M     | 2047-08-20      | 3.0000%  | 0.0000% | $9876000.00        | $1366682.44        | Agency Mortgage-Backed Securities |
| GNII SF MA4777 M     | 2047-10-20      | 3.0000%  | 0.0000% | $1000.00           | $136.95            | Agency Mortgage-Backed Securities |
| GNII SF MA4901 M     | 2047-12-20      | 4.0000%  | 0.0000% | $5035000.00        | $554533.84         | Agency Mortgage-Backed Securities |
| GNII SF MA4965 M     | 2048-01-20      | 5.0000%  | 0.0000% | $4029356.00        | $405427.65         | Agency Mortgage-Backed Securities |
| GNII SF MA5931 M     | 2049-05-20      | 4.0000%  | 0.0000% | $152461787.00      | $12837508.93       | Agency Mortgage-Backed Securities |
| GNII SF MA7135 M     | 2051-01-20      | 2.0000%  | 0.0000% | $1000.00           | $502.84            | Agency Mortgage-Backed Securities |
| GNII SF MA7138 M     | 2051-01-20      | 3.5000%  | 0.0000% | $1975482.00        | $750372.68         | Agency Mortgage-Backed Securities |
| GNII SF MA9017 M     | 2053-07-20      | 5.5000%  | 0.0000% | $99738000.00       | $81494550.62       | Agency Mortgage-Backed Securities |
| GNII SF MA9362 M     | 2053-12-20      | 5.5000%  | 0.0000% | $1000.00           | $861.71            | Agency Mortgage-Backed Securities |
| GNMI SF BB7223 X     | 2047-08-15      | 5.0000%  | 0.0000% | $2755115.00        | $172509.71         | Agency Mortgage-Backed Securities |
| GNMI SF CK0445 X     | 2052-02-15      | 4.0000%  | 0.0000% | $87912.00          | $60120.67          | Agency Mortgage-Backed Securities |
| GNII SF DD2944 C     | 2054-08-20      | 7.0000%  | 0.0000% | $4637774.00        | $3678799.87        | Agency Mortgage-Backed Securities |
| GNII SF DJ5423 C     | 2055-05-20      | 5.5000%  | 0.0000% | $8696752.00        | $8778043.58        | Agency Mortgage-Backed Securities |
| GNII SF DJ8098 C     | 2055-05-20      | 5.5000%  | 0.0000% | $2828316.00        | $2858561.29        | Agency Mortgage-Backed Securities |
| GNII SF DJ7917 C     | 2055-05-20      | 5.5000%  | 0.0000% | $1000.00           | $1010.39           | Agency Mortgage-Backed Securities |
| GNII SF MB0366 M     | 2055-05-20      | 5.5000%  | 0.0000% | $13488781.00       | $13527856.30       | Agency Mortgage-Backed Securities |

### Security 286: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19B883, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP19B883
- **C.18 - Value (incl. sponsor support):** $483000000.00
- **C.18.a - Value (excl. sponsor support):** $483000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNRM CL101NB R11F101   | 2041-10-25      | 4.0000%  | 0.0000% | $1999990.00        | $620513.22         | Agency Collateralized Mortgage Obligation |
| FNRM CL046BA R21F046   | 2048-12-25      | 1.5000%  | 0.0000% | $63398656.00       | $40094115.33       | Agency Collateralized Mortgage Obligation |
| Fannie Mae             | 2054-12-25      | 5.8052%  | 0.0000% | $7000000.00        | $5931526.42        | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2033-10-15      | 1.5000%  | 0.0000% | $438000.00         | $401447.73         | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2055-02-25      | 5.5000%  | 0.0000% | $16742160.00       | $16234111.70       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2055-07-25      | 5.2500%  | 0.0000% | $12828416.00       | $12570579.80       | Agency Collateralized Mortgage Obligation |
| GNRA 2010-H24 FA       | 2060-10-20      | 4.7960%  | 0.0000% | $409981.00         | $29126.84          | Agency Collateralized Mortgage Obligation |
| GNRA 2016-1O F         | 2066-05-20      | 5.2460%  | 0.0000% | $2800000.00        | $604457.92         | Agency Collateralized Mortgage Obligation |
| GNRA 2015-26O FA       | 2065-10-20      | 4.9660%  | 0.0000% | $5100000.00        | $1272794.29        | Agency Collateralized Mortgage Obligation |
| GNRA 2015-31O FT       | 2065-11-20      | 5.0960%  | 0.0000% | $6140000.00        | $139710.68         | Agency Collateralized Mortgage Obligation |
| GNRA 2016-7O FC        | 2066-08-20      | 5.2760%  | 0.0000% | $4800000.00        | $1111388.75        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-16O MF       | 2070-09-20      | 5.2460%  | 0.0000% | $5000000.00        | $2742143.68        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-096 AB       | 2055-05-16      | 2.7068%  | 0.0000% | $7918580.00        | $7621942.07        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-096 AC       | 2060-06-16      | 2.8570%  | 0.0000% | $27490000.00       | $25755188.57       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-060 FA       | 2053-04-20      | 5.2019%  | 0.0000% | $126292400.00      | $77425198.98       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-064 FM       | 2054-04-20      | 5.3519%  | 0.0000% | $44853000.00       | $36767696.34       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $19223600.00       | $13653200.57       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $500.00            | $377.54            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $11402500.00       | $7976233.52        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $8999900.00        | $5945116.90        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $131274400.00      | $99633967.39       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $138185000.00      | $138355589.38      | U.S. Treasuries (including strips)        |

### Security 287: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19B891, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP19B891
- **C.18 - Value (incl. sponsor support):** $179000000.00
- **C.18.a - Value (excl. sponsor support):** $179000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FMAR 1Q0473 G        | 2037-05-01      | 6.8590%  | 0.0000% | $5111320.00        | $29212.67          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZL1744 | 2041-07-01      | 4.5000%  | 0.0000% | $9609967.00        | $326872.15         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZA5318 | 2048-03-01      | 3.5000%  | 0.0000% | $1146858.00        | $206502.84         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZT0535 | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $295.80            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD4617 | 2054-01-01      | 6.5000%  | 0.0000% | $4133754.00        | $3727542.22        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8055 | 2050-04-01      | 2.5000%  | 0.0000% | $1000.00           | $225.17            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD7562 | 2053-04-01      | 5.5000%  | 0.0000% | $2877209.00        | $2361517.10        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8258 | 2052-10-01      | 5.0000%  | 0.0000% | $258795.00         | $206192.00         | Agency Mortgage-Backed Securities         |
| FKAR 05.740 WVWV0039 | 2029-10-01      | 5.0110%  | 0.0000% | $21783717.00       | $21782576.38       | Agency Mortgage-Backed Securities         |
| FKAR 04.500 WAWA4456 | 2029-12-01      | 4.5000%  | 0.0000% | $7314.00           | $7360.09           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQD6321 | 2052-02-01      | 2.5000%  | 0.0000% | $1004260.00        | $522211.06         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA3404 | 2050-08-01      | 2.0000%  | 0.0000% | $1000.00           | $499.49            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI6052 | 2054-05-01      | 5.5000%  | 0.0000% | $168077.00         | $158947.98         | Agency Mortgage-Backed Securities         |
| FNMS 04.830 ML470541 | 2042-03-01      | 4.8300%  | 0.0000% | $1447700.00        | $1112186.98        | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBAL8484 | 2046-04-01      | 3.0900%  | 0.0000% | $441002.00         | $46164.89          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX HYAN8325 | 2038-02-01      | 3.5600%  | 0.0000% | $77450.00          | $60865.18          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CKAQ3610 | 2042-11-01      | 3.0000%  | 0.0000% | $7555465.00        | $491439.47         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB9718 | 2054-07-01      | 6.5000%  | 0.0000% | $439912.00         | $453387.54         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC8002 | 2054-10-01      | 6.5000%  | 0.0000% | $12994.00          | $13490.09          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD5912 | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1045.72           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD5915 | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.84           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD6339 | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1025.19           | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL3625 | 2034-09-01      | 2.8900%  | 0.0000% | $3778108.00        | $3313468.93        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBM4495 | 2041-07-01      | 6.0000%  | 0.0000% | $1000.00           | $293.62            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBP2187 | 2050-03-01      | 3.0000%  | 0.0000% | $1591991.00        | $544156.96         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS7892 | 2033-03-01      | 4.4700%  | 0.0000% | $41329.00          | $41302.01          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX9419 | 2053-03-01      | 5.0000%  | 0.0000% | $170784.00         | $127159.92         | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLBY4721 | 2053-06-01      | 7.0000%  | 0.0000% | $7303.00           | $7898.85           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBY9886 | 2053-11-01      | 6.5000%  | 0.0000% | $814483.00         | $617034.98         | Agency Mortgage-Backed Securities         |
| GNII SF MA5077 M     | 2048-03-20      | 3.5000%  | 0.0000% | $111477.00         | $13569.45          | Agency Mortgage-Backed Securities         |
| GNII SF MA6656 M     | 2050-05-20      | 3.0000%  | 0.0000% | $50618193.00       | $12542595.30       | Agency Mortgage-Backed Securities         |
| GNII SF MA8726 M     | 2053-03-20      | 5.5000%  | 0.0000% | $10464780.00       | $7950475.64        | Agency Mortgage-Backed Securities         |
| GNII SF MA9015 M     | 2053-04-20      | 4.5000%  | 0.0000% | $5120165.00        | $4440375.10        | Agency Mortgage-Backed Securities         |
| GNII SF MA9423 M     | 2054-01-20      | 5.5000%  | 0.0000% | $488741.00         | $414707.65         | Agency Mortgage-Backed Securities         |
| GNPL PN DC7227       | 2060-02-15      | 5.7900%  | 0.0000% | $7913.00           | $8320.72           | Agency Mortgage-Backed Securities         |
| GNII SF DJ4783 C     | 2055-03-20      | 7.5000%  | 0.0000% | $2383225.00        | $2554880.28        | Agency Mortgage-Backed Securities         |
| GNII SF MB0026 M     | 2054-11-20      | 5.5000%  | 0.0000% | $1784065.00        | $1755509.16        | Agency Mortgage-Backed Securities         |
| GNII SF MB0205 M     | 2055-02-20      | 5.5000%  | 0.0000% | $281268.00         | $279114.18         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ3723 | 2030-05-01      | 4.4400%  | 0.0000% | $2155292.00        | $2180096.54        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB1301 | 2051-08-01      | 2.5000%  | 0.0000% | $1035689.00        | $637485.80         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB3026 | 2052-03-01      | 3.5000%  | 0.0000% | $30723.00          | $21073.11          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFA0859 | 2051-04-01      | 2.0000%  | 0.0000% | $1040.00           | $820.83            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFA0110 | 2048-11-01      | 3.5000%  | 0.0000% | $19889855.00       | $17597375.81       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA0643 | 2055-02-01      | 6.5000%  | 0.0000% | $3538526.00        | $3587164.40        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFA1923 | 2046-02-01      | 4.0000%  | 0.0000% | $4736406.00        | $4598445.02        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM3982 | 2050-05-01      | 3.5000%  | 0.0000% | $347000.00         | $76786.13          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM6251 | 2049-07-01      | 4.0000%  | 0.0000% | $300000.00         | $114061.98         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS1603 | 2052-05-01      | 3.5000%  | 0.0000% | $777029.00         | $553415.10         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS4951 | 2053-06-01      | 5.0000%  | 0.0000% | $1034765.00        | $860353.35         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS6131 | 2052-03-01      | 2.5000%  | 0.0000% | $4394632.00        | $3291512.53        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS8849 | 2052-07-01      | 3.0000%  | 0.0000% | $1022.00           | $830.08            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC0438 | 2055-05-01      | 6.0000%  | 0.0000% | $1008.00           | $1009.23           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CIDA9706 | 2039-02-01      | 6.5000%  | 0.0000% | $1641389.00        | $958563.15         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL889750 | 2038-05-01      | 6.0000%  | 0.0000% | $1083.00           | $5.86              | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CKMA1188 | 2042-08-01      | 3.0000%  | 0.0000% | $1000.00           | $65.24             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5272 | 2054-02-01      | 6.0000%  | 0.0000% | $1004.00           | $795.96            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4700 | 2052-08-01      | 4.0000%  | 0.0000% | $184040.00         | $143571.18         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA4841 | 2052-12-01      | 5.0000%  | 0.0000% | $115000.00         | $93681.08          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5072 | 2053-07-01      | 5.5000%  | 0.0000% | $11082338.00       | $9314451.18        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5135 | 2053-09-01      | 4.0000%  | 0.0000% | $1000.00           | $845.52            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5166 | 2053-10-01      | 6.0000%  | 0.0000% | $1008.00           | $796.52            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX6541 | 2055-01-01      | 6.0000%  | 0.0000% | $1006.00           | $969.75            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY3242 | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1022.68           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY4018 | 2055-05-01      | 5.5000%  | 0.0000% | $3918168.00        | $3922934.02        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY4255 | 2055-05-01      | 6.5000%  | 0.0000% | $1002.00           | $1032.57           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY5272 | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1042.47           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY5854 | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1041.98           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY5855 | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1039.99           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ4030 | 2055-04-01      | 6.0000%  | 0.0000% | $11230354.00       | $11498092.34       | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLRQ0018 | 2055-06-01      | 7.5000%  | 0.0000% | $1000.00           | $997.43            | Agency Mortgage-Backed Securities         |
| GNII SF MA3875 M     | 2046-07-20      | 4.0000%  | 0.0000% | $2133.00           | $215.28            | Agency Mortgage-Backed Securities         |
| GNAR AT MA4091 M     | 2046-11-20      | 4.6250%  | 0.0000% | $1003.00           | $41.31             | Agency Mortgage-Backed Securities         |
| GNAR AF MA4335 M     | 2047-03-20      | 5.5000%  | 0.0000% | $37127.00          | $3164.68           | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2044-03-01      | 3.8300%  | 0.0000% | $28204.00          | $21543.54          | Agency Collateralized Mortgage Obligation |
| GNRA 2019-65 FA      | 2049-05-20      | 4.5000%  | 0.0000% | $19240042.00       | $3834824.75        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-214 FA     | 2051-12-20      | 2.5000%  | 0.0000% | $1000.00           | $632.40            | Agency Collateralized Mortgage Obligation |
| GNRA 2021-213 EF     | 2051-12-20      | 2.5000%  | 0.0000% | $2128005.00        | $1296284.46        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-025 FA     | 2052-02-20      | 3.0000%  | 0.0000% | $16140309.00       | $10356744.38       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-066 FB     | 2054-04-20      | 5.3319%  | 0.0000% | $5731621.00        | $4310542.45        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-081 YF     | 2052-05-20      | 4.5000%  | 0.0000% | $1001.00           | $720.77            | Agency Collateralized Mortgage Obligation |
| GNRA 2022-178 FC     | 2052-10-20      | 5.6019%  | 0.0000% | $5703368.00        | $4432724.49        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-001 DF     | 2053-01-20      | 5.2519%  | 0.0000% | $10692074.00       | $8549417.30        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-021 FB     | 2053-02-20      | 5.1819%  | 0.0000% | $498158.00         | $365969.24         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-048 EF     | 2053-03-20      | 5.3019%  | 0.0000% | $17842816.00       | $8572476.68        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-070 FA     | 2053-05-20      | 5.3019%  | 0.0000% | $1000.00           | $789.96            | Agency Collateralized Mortgage Obligation |
| GNRA 2023-120 FB     | 2053-08-20      | 5.4119%  | 0.0000% | $1000.00           | $544.02            | Agency Collateralized Mortgage Obligation |
| GNRA 2024-132 FD     | 2054-08-20      | 5.4019%  | 0.0000% | $9998160.00        | $8776874.73        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-134 FA     | 2054-08-20      | 5.4119%  | 0.0000% | $45835.00          | $38183.85          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-172 FB     | 2054-10-20      | 5.3019%  | 0.0000% | $9917151.00        | $9389460.68        | Agency Collateralized Mortgage Obligation |

### Security 288: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19B8A8, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: ARP19B8A8
- **C.18 - Value (incl. sponsor support):** $45000000.00
- **C.18.a - Value (excl. sponsor support):** $45000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2025-11-30      | 4.8750%  | 0.0000% | $42683400.00       | $42939880.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 4.8750%  | 0.0000% | $2928000.00        | $2960175.51        | U.S. Treasuries (including strips) |

### Security 289: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19B8B6, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP19B8B6
- **C.18 - Value (incl. sponsor support):** $338000000.00
- **C.18.a - Value (excl. sponsor support):** $338000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2048-02-15      | 1.0000%  | 0.0000% | $100.00            | $95.21             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $7500800.00        | $6398505.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 2.1250%  | 0.0000% | $43901700.00       | $41991278.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-30      | 3.0000%  | 0.0000% | $1050300.00        | $1054572.64        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.4450%  | 0.0000% | $300.00            | $302.56            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $43790400.00       | $45358555.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $250552000.00      | $249998781.18      | U.S. Treasuries (including strips) |

### Security 290: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19B8C4, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP19B8C4
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2049-02-15      | 1.0000%  | 0.0000% | $50677100.00       | $46945045.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $80506100.00       | $47643555.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $319196800.00      | $180655303.14      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $175099000.00      | $123304672.03      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $9646000.00        | $9451457.23        | U.S. Treasuries (including strips) |

### Security 291: BANCO BILBAO VIZCAYA ARGENTARIA SA

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19B8D2, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71, C.5 - Other ID: ARP19B8D2
- **C.18 - Value (incl. sponsor support):** $415000000.00
- **C.18.a - Value (excl. sponsor support):** $415000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2040-02-15      | 2.1250%  | 0.0000% | $12976000.00       | $19111372.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | 0.0000% | $39000000.00       | $32148480.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $14098100.00       | $9861849.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | 0.0000% | $4048300.00        | $2914381.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-11-15      | 2.7500%  | 0.0000% | $64393700.00       | $45800695.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $35300.00          | $26511.21          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $347400.00         | $205591.52         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 0.2500%  | 0.0000% | $1100.00           | $795.16            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $269428100.00      | $133488088.02      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $37600.00          | $25158.63          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.1250%  | 0.0000% | $739900.00         | $454008.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 2.1250%  | 0.0000% | $100.00            | $96.37             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $5000000.00        | $4922411.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | 0.0000% | $200.00            | $194.40            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 0.3750%  | 0.0000% | $2180000.00        | $2145375.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $69887800.00       | $64669393.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $200.00            | $171.74            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 0.1250%  | 0.0000% | $500.00            | $579.79            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $255000.00         | $218249.34         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $5000000.00        | $4419037.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $100.00            | $98.64             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $14400000.00       | $13465062.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-30      | 5.0000%  | 0.0000% | $1690200.00        | $1713727.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-31      | 4.4100%  | 0.0000% | $1769200.00        | $1783194.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $113000.00         | $115686.36         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $15221000.00       | $15859447.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $6990000.00        | $6973938.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $836300.00         | $839225.53         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-10-31      | 4.1250%  | 0.0000% | $100.00            | $101.58            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $200.00            | $206.39            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $30207900.00       | $31304854.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $11647400.00       | $12137581.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $687100.00         | $691095.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $16272900.00       | $16424306.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $918000.00         | $922264.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $85800.00          | $86242.23          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $370000.00         | $374353.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $195000.00         | $196215.85         | U.S. Treasuries (including strips) |

### Security 292: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19B8G5, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP19B8G5
- **C.18 - Value (incl. sponsor support):** $154000000.00
- **C.18.a - Value (excl. sponsor support):** $154000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $600.00            | $448.27            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.8750%  | 0.0000% | $125500.00         | $122372.80         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-15      | 4.0000%  | 0.0000% | $951100.00         | $951909.71         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-15      | 4.6250%  | 0.0000% | $18380500.00       | $18688220.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 3.7500%  | 0.0000% | $25000000.00       | $24977344.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-28      | 4.2500%  | 0.0000% | $108938300.00      | $112345854.51      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $12800.00          | $13008.85          | U.S. Treasuries (including strips) |

### Security 293: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19B8H3, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: ARP19B8H3
- **C.18 - Value (incl. sponsor support):** $43000000.00
- **C.18.a - Value (excl. sponsor support):** $43000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNHA RM CK2814 H | 2072-05-20      | 5.7950%  | 0.0000% | $9311823.00        | $10659389.10       | Agency Mortgage-Backed Securities |
| GNHA RM CL8162 H | 2072-05-20      | 6.0390%  | 0.0000% | $10000000.00       | $11623189.80       | Agency Mortgage-Backed Securities |
| GNHA RM CM6396 H | 2072-04-20      | 5.7900%  | 0.0000% | $10856777.00       | $11865463.64       | Agency Mortgage-Backed Securities |
| GNHA RM CN0149 H | 2072-03-20      | 5.9230%  | 0.0000% | $1876479.00        | $1774038.37        | Agency Mortgage-Backed Securities |
| GNHA RM DI7354 H | 2075-02-20      | 6.1540%  | 0.0000% | $7682748.00        | $8373308.38        | Agency Mortgage-Backed Securities |

### Security 294: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19B8K6, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP19B8K6
- **C.18 - Value (incl. sponsor support):** $90000000.00
- **C.18.a - Value (excl. sponsor support):** $90000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $95800.00          | $72709.79          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 1.3750%  | 0.0000% | $100.00            | $63.58             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $100.00            | $61.62             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $10500.00          | $10833.99          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $200.00            | $195.06            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $48700.00          | $50579.40          | U.S. Treasuries (including strips) |
| FEPC 04.500 CLSD1569   | 2052-09-01      | 4.5000%  | 0.0000% | $1300857.00        | $998092.20         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD7254   | 2054-11-01      | 5.0000%  | 0.0000% | $109674.00         | $105654.59         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8288   | 2053-01-01      | 5.0000%  | 0.0000% | $574815.00         | $476287.95         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQB7368   | 2051-01-01      | 2.0000%  | 0.0000% | $2295.00           | $1323.21           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQD3619   | 2051-12-01      | 2.5000%  | 0.0000% | $315180.00         | $217922.81         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG7936   | 2053-08-01      | 5.5000%  | 0.0000% | $649478.00         | $640674.35         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA9995   | 2053-10-01      | 6.0000%  | 0.0000% | $13435.00          | $11702.07          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD7754   | 2055-05-01      | 5.5000%  | 0.0000% | $7056.00           | $6852.39           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE3425   | 2055-07-01      | 7.0000%  | 0.0000% | $68362.00          | $72540.55          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ3524   | 2047-11-01      | 4.0000%  | 0.0000% | $186472.00         | $28086.95          | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HYBS1396   | 2031-03-01      | 1.5400%  | 0.0000% | $1570.00           | $1359.48           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBU8859   | 2052-05-01      | 4.5000%  | 0.0000% | $1000.00           | $788.54            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ2218   | 2029-11-01      | 4.4900%  | 0.0000% | $1000.00           | $1013.84           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1024   | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $614.06            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2282   | 2051-12-01      | 2.0000%  | 0.0000% | $1023.00           | $638.52            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7628   | 2053-12-01      | 6.5000%  | 0.0000% | $91120569.00       | $80162175.75       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB9452   | 2054-11-01      | 4.5000%  | 0.0000% | $10225578.00       | $9484769.50        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1991   | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1033.03           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8243   | 2054-06-01      | 6.0000%  | 0.0000% | $110962.00         | $101953.11         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLAD0938   | 2039-04-01      | 6.0000%  | 0.0000% | $8232834.00        | $118375.81         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ1341   | 2054-04-01      | 6.0000%  | 0.0000% | $90998.00          | $85570.97          | Agency Mortgage-Backed Securities  |
| GNII SF DH6197 C       | 2055-01-20      | 6.0000%  | 0.0000% | $34208.00          | $35375.80          | Agency Mortgage-Backed Securities  |
| GNII SF DJ2451 C       | 2055-06-20      | 6.0000%  | 0.0000% | $11011.00          | $11434.17          | Agency Mortgage-Backed Securities  |

### Security 295: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19B8S9, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP19B8S9
- **C.18 - Value (incl. sponsor support):** $17362149.00
- **C.18.a - Value (excl. sponsor support):** $17362149.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2041-08-15      | 3.7500%  | 0.0000% | $7200.00           | $6497.46           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $5500.00           | $3467.67           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $17897600.00       | $17666917.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $1300.00           | $1350.89           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $32800.00          | $33335.17          | U.S. Treasuries (including strips) |

### Security 296: FEDERAL RESERVE BANK OF NEW YORK

- **C.1 - Title:** FEDERAL RESERVE BANK OF NEW YORK 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19B8T7, C.3 - LEI: 254900Y8NKGV541U8Q32, C.5 - Other ID: ARP19B8T7
- **C.18 - Value (incl. sponsor support):** $4062000000.00
- **C.18.a - Value (excl. sponsor support):** $4062000000.00
- **C.19 - Percentage of Net Assets:** 4.9900%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | 0.0000% | $4743611200.00     | $4062479625.50     | U.S. Treasuries (including strips) |

### Security 297: DEUTSCHE BANK AG (NEW YORK BRANCH)

- **C.1 - Title:** DEUTSCHE BANK AG (NEW YORK BRANCH) 4.400000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19BBO4, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: ARP19BBO4
- **C.18 - Value (incl. sponsor support):** $154000000.00
- **C.18.a - Value (excl. sponsor support):** $154000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $160982300.00      | $157099208.59      | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Charles Schwab Family of Funds

**Date:** 2025-07-08

**By:** Dana Smith

**Name of Signing Officer:** Dana Smith

**Title of Signing Officer:** CFO