# EDGAR Filing Document

**Accession Number:** 0000857156
**File Stem:** 0001410368-26-010475
**Filing Date:** 2026-2
**Character Count:** 1023774
**Document Hash:** a841140579f75791b2e63a5ae83a6abe
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-010475.hdr.sgml**: 20260206

**ACCESSION NUMBER**: 0001410368-26-010475

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260206

**DATE AS OF CHANGE**: 20260206

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05954
- **FILM NUMBER:** 26607026

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2026-01-31

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

**CIK Number of Registrant:** 0000857156

**LEI of Registrant:** 549300I77JNLD629OV19

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

**LEI of Series:** 549300622ITN50PWDE20

**EDGAR Series Identifier:** S000004506

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 42 days

- **WAL:** 98 days

- **Total Value of Portfolio Securities:** $90891002210.52

- **Amortized Cost of Portfolio Securities:** $90880765580.86

- **Cash:** $0.98

- **Total Other Assets:** $256283292.12

- **Total Liabilities:** $255696065.16

- **Net Assets of Series:** $90881352808.80

- **Number of Shares Outstanding (Series):** 90881999858.4400

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2026-01-02 | $41201476877.80           | $61516144194.37            | 45.4600%                  | 67.8800%                   |
| 2026-01-05 | $43239224982.05           | $63134115902.25            | 47.2400%                  | 68.9700%                   |
| 2026-01-06 | $40007428825.00           | $62881440207.00            | 43.6400%                  | 68.5900%                   |
| 2026-01-07 | $34362745462.17           | $62691568492.15            | 37.4400%                  | 68.3100%                   |
| 2026-01-08 | $36573995140.31           | $62292654377.07            | 39.8100%                  | 67.8100%                   |
| 2026-01-09 | $35804364166.20           | $61889105049.79            | 39.0700%                  | 67.5400%                   |
| 2026-01-12 | $42308665751.98           | $62762067286.11            | 46.2800%                  | 68.6500%                   |
| 2026-01-13 | $43412632826.17           | $62557403559.35            | 47.4800%                  | 68.4200%                   |
| 2026-01-14 | $40440677751.77           | $63021843719.01            | 43.8900%                  | 68.4000%                   |
| 2026-01-15 | $43385120494.11           | $63024219925.44            | 47.2000%                  | 68.5600%                   |
| 2026-01-16 | $46145766454.65           | $62587002610.72            | 50.4400%                  | 68.4100%                   |
| 2026-01-20 | $43894380805.46           | $62457578748.95            | 47.8500%                  | 68.0800%                   |
| 2026-01-21 | $35451536698.89           | $62664526698.75            | 38.4800%                  | 68.0200%                   |
| 2026-01-22 | $38209404306.71           | $61562191737.23            | 41.9600%                  | 67.6100%                   |
| 2026-01-23 | $35408075771.63           | $61275181783.06            | 38.8700%                  | 67.2700%                   |
| 2026-01-26 | $43328480277.42           | $61414826780.50            | 47.4700%                  | 67.2900%                   |
| 2026-01-27 | $47158891811.78           | $61226747547.56            | 51.6400%                  | 67.0400%                   |
| 2026-01-28 | $40138357745.35           | $61268188619.69            | 43.9300%                  | 67.0600%                   |
| 2026-01-29 | $43059108761.86           | $60977478737.85            | 47.2100%                  | 66.8500%                   |
| 2026-01-30 | $40739729732.32           | $61241642148.35            | 44.7000%                  | 67.1900%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-01-02 | 3.8500%             |
| 2026-01-05 | 3.8400%             |
| 2026-01-06 | 3.8300%             |
| 2026-01-07 | 3.8200%             |
| 2026-01-08 | 3.8000%             |
| 2026-01-09 | 3.7600%             |
| 2026-01-12 | 3.7600%             |
| 2026-01-13 | 3.7500%             |
| 2026-01-14 | 3.7500%             |
| 2026-01-15 | 3.7500%             |
| 2026-01-16 | 3.7500%             |
| 2026-01-20 | 3.7500%             |
| 2026-01-21 | 3.7500%             |
| 2026-01-22 | 3.7400%             |
| 2026-01-23 | 3.7500%             |
| 2026-01-26 | 3.7500%             |
| 2026-01-27 | 3.7500%             |
| 2026-01-28 | 3.7500%             |
| 2026-01-29 | 3.7500%             |
| 2026-01-30 | 3.7400%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-01-02 | 1.0002                      |
|  |  |
| 2026-01-05 | 1.0002                      |
|  |  |
| 2026-01-06 | 1.0002                      |
|  |  |
| 2026-01-07 | 1.0002                      |
|  |  |
| 2026-01-08 | 1.0002                      |
|  |  |
| 2026-01-09 | 1.0001                      |
|  |  |
| 2026-01-12 | 1.0002                      |
|  |  |
| 2026-01-13 | 1.0002                      |
|  |  |
| 2026-01-14 | 1.0002                      |
|  |  |
| 2026-01-15 | 1.0002                      |
|  |  |
| 2026-01-16 | 1.0001                      |
|  |  |
| 2026-01-20 | 1.0001                      |
|  |  |
| 2026-01-21 | 1.0001                      |
|  |  |
| 2026-01-22 | 1.0001                      |
|  |  |
| 2026-01-23 | 1.0001                      |
|  |  |
| 2026-01-26 | 1.0001                      |
|  |  |
| 2026-01-27 | 1.0001                      |
|  |  |
| 2026-01-28 | 1.0001                      |
|  |  |
| 2026-01-29 | 1.0001                      |
|  |  |
| 2026-01-30 | 1.0001                      |
|  |  |

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

### Class: Sweep Shares

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $23855749363.12

- **Number of Shares Outstanding:** 23855840440.6800

- **Expense Reimbursement/Waiver:** 128843.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0002          |
|  |  |
| 2026-01-05 | 1.0002          |
|  |  |
| 2026-01-06 | 1.0002          |
|  |  |
| 2026-01-07 | 1.0002          |
|  |  |
| 2026-01-08 | 1.0002          |
|  |  |
| 2026-01-09 | 1.0001          |
|  |  |
| 2026-01-12 | 1.0002          |
|  |  |
| 2026-01-13 | 1.0002          |
|  |  |
| 2026-01-14 | 1.0002          |
|  |  |
| 2026-01-15 | 1.0002          |
|  |  |
| 2026-01-16 | 1.0001          |
|  |  |
| 2026-01-20 | 1.0001          |
|  |  |
| 2026-01-21 | 1.0001          |
|  |  |
| 2026-01-22 | 1.0001          |
|  |  |
| 2026-01-23 | 1.0001          |
|  |  |
| 2026-01-26 | 1.0001          |
|  |  |
| 2026-01-27 | 1.0001          |
|  |  |
| 2026-01-28 | 1.0001          |
|  |  |
| 2026-01-29 | 1.0001          |
|  |  |
| 2026-01-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $94547166.05              | $326272114.00           |
| 2026-01-05 | $237028636.61             | $0.00                   |
| 2026-01-06 | $0.00                     | $185982987.00           |
| 2026-01-07 | $49651886.80              | $0.00                   |
| 2026-01-08 | $0.00                     | $72172758.89            |
| 2026-01-09 | $90232142.12              | $0.00                   |
| 2026-01-12 | $0.00                     | $31096537.17            |
| 2026-01-13 | $50242730.56              | $0.00                   |
| 2026-01-14 | $571906889.29             | $0.00                   |
| 2026-01-15 | $0.00                     | $198763499.56           |
| 2026-01-16 | $134841114.43             | $0.00                   |
| 2026-01-20 | $0.00                     | $200702951.03           |
| 2026-01-21 | $189139813.94             | $0.00                   |
| 2026-01-22 | $0.00                     | $133687138.35           |
| 2026-01-23 | $0.00                     | $4904827.03             |
| 2026-01-26 | $73600518.69              | $0.00                   |
| 2026-01-27 | $31243582.75              | $0.00                   |
| 2026-01-28 | $208014886.75             | $0.00                   |
| 2026-01-29 | $0.00                     | $78563326.34            |
| 2026-01-30 | $47205393.34              | $0.00                   |

**Total Gross Subscriptions (Month):** $1777654761.33

**Total Gross Redemptions (Month):** $1232146139.37

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.4100%           |
| 2026-01-05 | 3.4000%           |
| 2026-01-06 | 3.3900%           |
| 2026-01-07 | 3.3800%           |
| 2026-01-08 | 3.3600%           |
| 2026-01-09 | 3.3200%           |
| 2026-01-12 | 3.3200%           |
| 2026-01-13 | 3.3100%           |
| 2026-01-14 | 3.3100%           |
| 2026-01-15 | 3.3100%           |
| 2026-01-16 | 3.3100%           |
| 2026-01-20 | 3.3100%           |
| 2026-01-21 | 3.3100%           |
| 2026-01-22 | 3.3000%           |
| 2026-01-23 | 3.3100%           |
| 2026-01-26 | 3.3100%           |
| 2026-01-27 | 3.3100%           |
| 2026-01-28 | 3.3100%           |
| 2026-01-29 | 3.3100%           |
| 2026-01-30 | 3.3000%           |

**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:** $32490556401.87

- **Number of Shares Outstanding:** 32490754925.9100

- **Expense Reimbursement/Waiver:** 179595.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0002          |
|  |  |
| 2026-01-05 | 1.0002          |
|  |  |
| 2026-01-06 | 1.0002          |
|  |  |
| 2026-01-07 | 1.0002          |
|  |  |
| 2026-01-08 | 1.0002          |
|  |  |
| 2026-01-09 | 1.0001          |
|  |  |
| 2026-01-12 | 1.0002          |
|  |  |
| 2026-01-13 | 1.0002          |
|  |  |
| 2026-01-14 | 1.0002          |
|  |  |
| 2026-01-15 | 1.0002          |
|  |  |
| 2026-01-16 | 1.0001          |
|  |  |
| 2026-01-20 | 1.0001          |
|  |  |
| 2026-01-21 | 1.0001          |
|  |  |
| 2026-01-22 | 1.0001          |
|  |  |
| 2026-01-23 | 1.0001          |
|  |  |
| 2026-01-26 | 1.0001          |
|  |  |
| 2026-01-27 | 1.0001          |
|  |  |
| 2026-01-28 | 1.0001          |
|  |  |
| 2026-01-29 | 1.0001          |
|  |  |
| 2026-01-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $355256940.39             | $169002594.36           |
| 2026-01-05 | $418103777.71             | $205160669.81           |
| 2026-01-06 | $203498217.66             | $284533558.69           |
| 2026-01-07 | $216556657.77             | $281566423.26           |
| 2026-01-08 | $219417007.88             | $240483774.74           |
| 2026-01-09 | $200291173.85             | $372789529.62           |
| 2026-01-12 | $252241619.86             | $171800868.64           |
| 2026-01-13 | $196918140.21             | $230117770.14           |
| 2026-01-14 | $167065622.29             | $257270836.32           |
| 2026-01-15 | $152837476.40             | $225570980.11           |
| 2026-01-16 | $200736967.36             | $193666947.65           |
| 2026-01-20 | $227345271.71             | $180342842.41           |
| 2026-01-21 | $232599445.74             | $307635309.11           |
| 2026-01-22 | $176953680.21             | $196337535.98           |
| 2026-01-23 | $180823954.79             | $212732603.91           |
| 2026-01-26 | $171371127.88             | $168851084.64           |
| 2026-01-27 | $135513027.72             | $205401049.37           |
| 2026-01-28 | $142956447.32             | $159471076.21           |
| 2026-01-29 | $130340971.61             | $172141548.46           |
| 2026-01-30 | $164374674.61             | $175521047.30           |

**Total Gross Subscriptions (Month):** $4145202202.97

**Total Gross Redemptions (Month):** $4410398050.73

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.5100%           |
| 2026-01-05 | 3.5000%           |
| 2026-01-06 | 3.4900%           |
| 2026-01-07 | 3.4800%           |
| 2026-01-08 | 3.4600%           |
| 2026-01-09 | 3.4200%           |
| 2026-01-12 | 3.4200%           |
| 2026-01-13 | 3.4100%           |
| 2026-01-14 | 3.4100%           |
| 2026-01-15 | 3.4100%           |
| 2026-01-16 | 3.4100%           |
| 2026-01-20 | 3.4100%           |
| 2026-01-21 | 3.4100%           |
| 2026-01-22 | 3.4000%           |
| 2026-01-23 | 3.4100%           |
| 2026-01-26 | 3.4100%           |
| 2026-01-27 | 3.4100%           |
| 2026-01-28 | 3.4100%           |
| 2026-01-29 | 3.4100%           |
| 2026-01-30 | 3.4000%           |

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

### Class: Ultra Shares

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $34535047043.81

- **Number of Shares Outstanding:** 34535404491.8500

- **Expense Reimbursement/Waiver:** 190482.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0002          |
|  |  |
| 2026-01-05 | 1.0002          |
|  |  |
| 2026-01-06 | 1.0002          |
|  |  |
| 2026-01-07 | 1.0002          |
|  |  |
| 2026-01-08 | 1.0002          |
|  |  |
| 2026-01-09 | 1.0001          |
|  |  |
| 2026-01-12 | 1.0002          |
|  |  |
| 2026-01-13 | 1.0002          |
|  |  |
| 2026-01-14 | 1.0002          |
|  |  |
| 2026-01-15 | 1.0002          |
|  |  |
| 2026-01-16 | 1.0001          |
|  |  |
| 2026-01-20 | 1.0001          |
|  |  |
| 2026-01-21 | 1.0001          |
|  |  |
| 2026-01-22 | 1.0001          |
|  |  |
| 2026-01-23 | 1.0001          |
|  |  |
| 2026-01-26 | 1.0001          |
|  |  |
| 2026-01-27 | 1.0001          |
|  |  |
| 2026-01-28 | 1.0001          |
|  |  |
| 2026-01-29 | 1.0001          |
|  |  |
| 2026-01-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $531114713.48             | $152482527.89           |
| 2026-01-05 | $282515797.43             | $130044878.59           |
| 2026-01-06 | $293187413.56             | $235691354.92           |
| 2026-01-07 | $251826575.55             | $185575484.18           |
| 2026-01-08 | $330193874.36             | $222748352.66           |
| 2026-01-09 | $242014044.10             | $210226596.47           |
| 2026-01-12 | $249101360.36             | $250596946.64           |
| 2026-01-13 | $224536889.97             | $177640418.23           |
| 2026-01-14 | $233719000.54             | $281600217.00           |
| 2026-01-15 | $160559351.57             | $261385346.84           |
| 2026-01-16 | $266988496.65             | $268037611.24           |
| 2026-01-20 | $194090673.30             | $245660250.84           |
| 2026-01-21 | $232307708.01             | $339459004.84           |
| 2026-01-22 | $222792855.54             | $345045126.45           |
| 2026-01-23 | $189227437.62             | $220788342.13           |
| 2026-01-26 | $245631191.30             | $163201826.38           |
| 2026-01-27 | $285834949.24             | $200864519.19           |
| 2026-01-28 | $117540927.38             | $189501236.00           |
| 2026-01-29 | $188817851.36             | $210616879.64           |
| 2026-01-30 | $103157325.79             | $184166983.06           |

**Total Gross Subscriptions (Month):** $4845158437.11

**Total Gross Redemptions (Month):** $4475333903.19

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.6600%           |
| 2026-01-05 | 3.6500%           |
| 2026-01-06 | 3.6400%           |
| 2026-01-07 | 3.6300%           |
| 2026-01-08 | 3.6100%           |
| 2026-01-09 | 3.5700%           |
| 2026-01-12 | 3.5700%           |
| 2026-01-13 | 3.5600%           |
| 2026-01-14 | 3.5600%           |
| 2026-01-15 | 3.5600%           |
| 2026-01-16 | 3.5600%           |
| 2026-01-20 | 3.5600%           |
| 2026-01-21 | 3.5600%           |
| 2026-01-22 | 3.5500%           |
| 2026-01-23 | 3.5600%           |
| 2026-01-26 | 3.5600%           |
| 2026-01-27 | 3.5600%           |
| 2026-01-28 | 3.5600%           |
| 2026-01-29 | 3.5600%           |
| 2026-01-30 | 3.5500%           |

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

## Part C: Schedule of Portfolio Securities

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

- **C.1 - Title:** TAXABLE M/F HOUSING RB SERIES 2021A 3.810000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 10807BAA7, C.4 - ISIN: US10807BAA70, C.3 - LEI: 2549005XOAOA3RHT9B41
- **C.18 - Value (incl. sponsor support):** $56900000.00
- **C.18.a - Value (excl. sponsor support):** $56900000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2061-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 2: FARR LIFE LLC

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2022 3.810000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 31164GAA9, C.4 - ISIN: US31164GAA94, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **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):** $24255412.66
- **C.18.a - Value (excl. sponsor support):** $24255412.66
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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):** $58604804.66
- **C.18.a - Value (excl. sponsor support):** $58604804.66
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130ALX66, C.4 - ISIN: US3130ALX667, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $12400705.90
- **C.18.a - Value (excl. sponsor support):** $12400705.90
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-29
- **C.12 - Maturity Date (WAL):** 2026-04-29
- **C.13 - Final Legal Maturity Date:** 2026-04-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.875000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AN4T4, C.4 - ISIN: US3130AN4T46, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $8614361.12
- **C.18.a - Value (excl. sponsor support):** $8614361.12
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-12
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 1.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AN5K2, C.4 - ISIN: US3130AN5K28, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $4947460.15
- **C.18.a - Value (excl. sponsor support):** $4947460.15
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-07-20
- **C.12 - Maturity Date (WAL):** 2026-07-20
- **C.13 - Final Legal Maturity Date:** 2026-07-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 1.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130ANQU7, C.4 - ISIN: US3130ANQU79, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $5936740.02
- **C.18.a - Value (excl. sponsor support):** $5936740.02
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-08-26
- **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 9: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AUU36, C.4 - ISIN: US3130AUU367, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $14959445.71
- **C.18.a - Value (excl. sponsor support):** $14959445.71
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-13
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: 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):** $35627783.80
- **C.18.a - Value (excl. sponsor support):** $35627783.80
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 11: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXU63, C.4 - ISIN: US3130AXU635, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2923436.79
- **C.18.a - Value (excl. sponsor support):** $2923436.79
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-11-17
- **C.12 - Maturity Date (WAL):** 2026-11-17
- **C.13 - Final Legal Maturity Date:** 2026-11-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.875000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B0ZP7, C.4 - ISIN: US3130B0ZP72, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $22623969.71
- **C.18.a - Value (excl. sponsor support):** $22623969.71
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-13
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1XA0, C.4 - ISIN: US3130B1XA05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $48910311.05
- **C.18.a - Value (excl. sponsor support):** $48910311.05
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2BP9, C.4 - ISIN: US3130B2BP94, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100002643.00
- **C.18.a - Value (excl. sponsor support):** $100002643.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.790000%
- **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):** $72642598.05
- **C.18.a - Value (excl. sponsor support):** $72642598.05
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-08
- **C.13 - Final Legal Maturity Date:** 2026-10-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3A29, C.4 - ISIN: US3130B3A298, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1819195.52
- **C.18.a - Value (excl. sponsor support):** $1819195.52
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-10-09
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.755000%
- **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):** $245504144.04
- **C.18.a - Value (excl. sponsor support):** $245504144.04
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-03-04
- **C.13 - Final Legal Maturity Date:** 2027-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.755000%
- **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):** $121302440.56
- **C.18.a - Value (excl. sponsor support):** $121302440.56
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-03-10
- **C.13 - Final Legal Maturity Date:** 2027-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.675000%
- **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):** $121301052.88
- **C.18.a - Value (excl. sponsor support):** $121301052.88
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5R26, C.4 - ISIN: US3130B5R263, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145295361.55
- **C.18.a - Value (excl. sponsor support):** $145295361.55
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-03-25
- **C.13 - Final Legal Maturity Date:** 2027-03-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.700000%
- **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):** $96787772.22
- **C.18.a - Value (excl. sponsor support):** $96787772.22
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-12-28
- **C.13 - Final Legal Maturity Date:** 2026-12-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5SA7, C.4 - ISIN: US3130B5SA73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $174402664.84
- **C.18.a - Value (excl. sponsor support):** $174402664.84
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-04-05
- **C.13 - Final Legal Maturity Date:** 2027-04-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.710000%
- **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):** $193514762.12
- **C.18.a - Value (excl. sponsor support):** $193514762.12
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-01-04
- **C.13 - Final Legal Maturity Date:** 2027-01-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5VS4, C.4 - ISIN: US3130B5VS45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145292647.76
- **C.18.a - Value (excl. sponsor support):** $145292647.76
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.750000%
- **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):** $96725081.08
- **C.18.a - Value (excl. sponsor support):** $96725081.08
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.735000%
- **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):** $266551554.43
- **C.18.a - Value (excl. sponsor support):** $266551554.43
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.750000%
- **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):** $241989747.71
- **C.18.a - Value (excl. sponsor support):** $241989747.71
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.765000%
- **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):** $193622212.67
- **C.18.a - Value (excl. sponsor support):** $193622212.67
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-01-25
- **C.13 - Final Legal Maturity Date:** 2027-01-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6SD9, C.4 - ISIN: US3130B6SD95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $121289549.33
- **C.18.a - Value (excl. sponsor support):** $121289549.33
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-06-17
- **C.13 - Final Legal Maturity Date:** 2027-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.780000%
- **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):** $145082565.66
- **C.18.a - Value (excl. sponsor support):** $145082565.66
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-06-17
- **C.13 - Final Legal Maturity Date:** 2027-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.665000%
- **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):** $241698479.71
- **C.18.a - Value (excl. sponsor support):** $241698479.71
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 32: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7FS8, C.4 - ISIN: US3130B7FS84, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $86636415.30
- **C.18.a - Value (excl. sponsor support):** $86636415.30
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.685000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7GH1, C.4 - ISIN: US3130B7GH11, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145000307.40
- **C.18.a - Value (excl. sponsor support):** $145000307.40
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7GT5, C.4 - ISIN: US3130B7GT58, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $183651419.76
- **C.18.a - Value (excl. sponsor support):** $183651419.76
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-09-11
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.685000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7HM9, C.4 - ISIN: US3130B7HM96, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241000033.74
- **C.18.a - Value (excl. sponsor support):** $241000033.74
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7HN7, C.4 - ISIN: US3130B7HN79, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $144316477.64
- **C.18.a - Value (excl. sponsor support):** $144316477.64
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2026-09-15
- **C.12 - Maturity Date (WAL):** 2026-09-15
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7JF2, C.4 - ISIN: US3130B7JF28, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $207605004.32
- **C.18.a - Value (excl. sponsor support):** $207605004.32
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-09-18
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.051000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7NL4, C.4 - ISIN: US3130B7NL40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $217369585.74
- **C.18.a - Value (excl. sponsor support):** $217369585.74
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-10-02
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7Q64, C.4 - ISIN: US3130B7Q642, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241601548.66
- **C.18.a - Value (excl. sponsor support):** $241601548.66
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-10-09
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.810000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7Q72, C.4 - ISIN: US3130B7Q725, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145058929.45
- **C.18.a - Value (excl. sponsor support):** $145058929.45
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-09-15
- **C.13 - Final Legal Maturity Date:** 2027-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.910000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7RZ9, C.4 - ISIN: US3130B7RZ99, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $242231715.01
- **C.18.a - Value (excl. sponsor support):** $242231715.01
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2026-10-09
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7V43, C.4 - ISIN: US3130B7V436, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $169155990.38
- **C.18.a - Value (excl. sponsor support):** $169155990.38
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-09-21
- **C.13 - Final Legal Maturity Date:** 2027-09-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7V76, C.4 - ISIN: US3130B7V766, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241276881.17
- **C.18.a - Value (excl. sponsor support):** $241276881.17
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-10-23
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7W42, C.4 - ISIN: US3130B7W426, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $22200789.43
- **C.18.a - Value (excl. sponsor support):** $22200789.43
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-04-02
- **C.13 - Final Legal Maturity Date:** 2027-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B82Z4, C.4 - ISIN: US3130B82Z48, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $6000085.74
- **C.18.a - Value (excl. sponsor support):** $6000085.74
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B84U3, C.4 - ISIN: US3130B84U33, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $119232654.84
- **C.18.a - Value (excl. sponsor support):** $119232654.84
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-10-20
- **C.13 - Final Legal Maturity Date:** 2027-10-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8B76, C.4 - ISIN: US3130B8B766, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $113201296.14
- **C.18.a - Value (excl. sponsor support):** $113201296.14
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8CS9, C.4 - ISIN: US3130B8CS94, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $232299468.03
- **C.18.a - Value (excl. sponsor support):** $232299468.03
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.675000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8DH2, C.4 - ISIN: US3130B8DH21, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $162601183.73
- **C.18.a - Value (excl. sponsor support):** $162601183.73
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-27
- **C.13 - Final Legal Maturity Date:** 2026-05-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.665000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8EC2, C.4 - ISIN: US3130B8EC25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $236199785.06
- **C.18.a - Value (excl. sponsor support):** $236199785.06
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-30
- **C.13 - Final Legal Maturity Date:** 2026-03-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.380000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8H62, C.4 - ISIN: US3130B8H623, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $240937886.77
- **C.18.a - Value (excl. sponsor support):** $240937886.77
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8HX3, C.4 - ISIN: US3130B8HX35, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $144600655.04
- **C.18.a - Value (excl. sponsor support):** $144600655.04
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-12-04
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8J45, C.4 - ISIN: US3130B8J454, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241191215.36
- **C.18.a - Value (excl. sponsor support):** $241191215.36
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-11-06
- **C.13 - Final Legal Maturity Date:** 2026-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8JF0, C.4 - ISIN: US3130B8JF01, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $244506171.18
- **C.18.a - Value (excl. sponsor support):** $244506171.18
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.795000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8NA6, C.4 - ISIN: US3130B8NA67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $216918688.10
- **C.18.a - Value (excl. sponsor support):** $216918688.10
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-08-26
- **C.13 - Final Legal Maturity Date:** 2027-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8PA4, C.4 - ISIN: US3130B8PA40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $144637490.52
- **C.18.a - Value (excl. sponsor support):** $144637490.52
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-12-17
- **C.12 - Maturity Date (WAL):** 2026-12-17
- **C.13 - Final Legal Maturity Date:** 2026-12-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8Q39, C.4 - ISIN: US3130B8Q392, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $231406310.28
- **C.18.a - Value (excl. sponsor support):** $231406310.28
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-25
- **C.13 - Final Legal Maturity Date:** 2026-08-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8SR4, C.4 - ISIN: US3130B8SR48, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $134901764.49
- **C.18.a - Value (excl. sponsor support):** $134901764.49
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.665000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8SW3, C.4 - ISIN: US3130B8SW33, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $240912444.89
- **C.18.a - Value (excl. sponsor support):** $240912444.89
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-08
- **C.13 - Final Legal Maturity Date:** 2026-06-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8V82, C.4 - ISIN: US3130B8V822, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $120804346.38
- **C.18.a - Value (excl. sponsor support):** $120804346.38
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2027-01-08
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B93C2, C.4 - ISIN: US3130B93C26, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $124410928.54
- **C.18.a - Value (excl. sponsor support):** $124410928.54
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2028-01-13
- **C.13 - Final Legal Maturity Date:** 2028-01-13
- **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 62: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B96H8, C.4 - ISIN: US3130B96H85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $123911433.49
- **C.18.a - Value (excl. sponsor support):** $123911433.49
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2028-01-20
- **C.13 - Final Legal Maturity Date:** 2028-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313H92, C.4 - ISIN: US313313H928, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $184099833.19
- **C.18.a - Value (excl. sponsor support):** $184099833.19
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.4300%
- **C.11 - Maturity Date (WAM):** 2026-10-02
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313TF5, C.4 - ISIN: US313313TF50, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $230776582.63
- **C.18.a - Value (excl. sponsor support):** $230776582.63
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **C.11 - Maturity Date (WAM):** 2026-02-18
- **C.12 - Maturity Date (WAL):** 2026-02-18
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313TV0, C.4 - ISIN: US313313TV01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $48340839.01
- **C.18.a - Value (excl. sponsor support):** $48340839.01
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313TX6, C.4 - ISIN: US313313TX66, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $43248943.70
- **C.18.a - Value (excl. sponsor support):** $43248943.70
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313UC0, C.4 - ISIN: US313313UC01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $48307077.67
- **C.18.a - Value (excl. sponsor support):** $48307077.67
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313UM8, C.4 - ISIN: US313313UM82, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $48164157.45
- **C.18.a - Value (excl. sponsor support):** $48164157.45
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 69: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313V39, C.4 - ISIN: US313313V390, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $42137876.24
- **C.18.a - Value (excl. sponsor support):** $42137876.24
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.3700%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313VU9, C.4 - ISIN: US313313VU99, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $52578944.68
- **C.18.a - Value (excl. sponsor support):** $52578944.68
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-04-20
- **C.12 - Maturity Date (WAL):** 2026-04-20
- **C.13 - Final Legal Maturity Date:** 2026-04-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313VW5, C.4 - ISIN: US313313VW55, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $23903752.25
- **C.18.a - Value (excl. sponsor support):** $23903752.25
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-04-22
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313XN3, C.4 - ISIN: US313313XN39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $218945294.05
- **C.18.a - Value (excl. sponsor support):** $218945294.05
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **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 73: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313XY9, C.4 - ISIN: US313313XY93, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $205698787.97
- **C.18.a - Value (excl. sponsor support):** $205698787.97
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313YN2, C.4 - ISIN: US313313YN20, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $47508986.00
- **C.18.a - Value (excl. sponsor support):** $47508986.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-06-25
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313YS1, C.4 - ISIN: US313313YS17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $85472244.50
- **C.18.a - Value (excl. sponsor support):** $85472244.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-06-29
- **C.12 - Maturity Date (WAL):** 2026-06-29
- **C.13 - Final Legal Maturity Date:** 2026-06-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313ZW1, C.4 - ISIN: US313313ZW10, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $33212565.46
- **C.18.a - Value (excl. sponsor support):** $33212565.46
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-07-27
- **C.12 - Maturity Date (WAL):** 2026-07-27
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C53, C.4 - ISIN: US313385C539, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $26378084.05
- **C.18.a - Value (excl. sponsor support):** $26378084.05
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2026-08-19
- **C.12 - Maturity Date (WAL):** 2026-08-19
- **C.13 - Final Legal Maturity Date:** 2026-08-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385D94, C.4 - ISIN: US313385D941, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $242803071.88
- **C.18.a - Value (excl. sponsor support):** $242803071.88
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.4800%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385H90, C.4 - ISIN: US313385H900, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145424218.37
- **C.18.a - Value (excl. sponsor support):** $145424218.37
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.4300%
- **C.11 - Maturity Date (WAM):** 2026-10-02
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385J80, C.4 - ISIN: US313385J807, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $191684436.00
- **C.18.a - Value (excl. sponsor support):** $191684436.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.4300%
- **C.11 - Maturity Date (WAM):** 2026-10-09
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SP2, C.4 - ISIN: US313385SP29, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $211838724.88
- **C.18.a - Value (excl. sponsor support):** $211838724.88
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 82: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SR8, C.4 - ISIN: US313385SR84, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $193006937.39
- **C.18.a - Value (excl. sponsor support):** $193006937.39
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 83: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ST4, C.4 - ISIN: US313385ST41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $236940023.89
- **C.18.a - Value (excl. sponsor support):** $236940023.89
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 84: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SY3, C.4 - ISIN: US313385SY36, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $338108467.21
- **C.18.a - Value (excl. sponsor support):** $338108467.21
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **C.11 - Maturity Date (WAM):** 2026-02-11
- **C.12 - Maturity Date (WAL):** 2026-02-11
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 85: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SZ0, C.4 - ISIN: US313385SZ01, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $118251637.70
- **C.18.a - Value (excl. sponsor support):** $118251637.70
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 86: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TA4, C.4 - ISIN: US313385TA41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $216407576.35
- **C.18.a - Value (excl. sponsor support):** $216407576.35
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **C.11 - Maturity Date (WAM):** 2026-02-13
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 87: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TH9, C.4 - ISIN: US313385TH93, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $337081306.22
- **C.18.a - Value (excl. sponsor support):** $337081306.22
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **C.11 - Maturity Date (WAM):** 2026-02-20
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 88: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TP1, C.4 - ISIN: US313385TP10, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241270455.25
- **C.18.a - Value (excl. sponsor support):** $241270455.25
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 89: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TT3, C.4 - ISIN: US313385TT32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $546709403.45
- **C.18.a - Value (excl. sponsor support):** $546709403.45
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 90: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TU0, C.4 - ISIN: US313385TU05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $120216224.27
- **C.18.a - Value (excl. sponsor support):** $120216224.27
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 91: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TV8, C.4 - ISIN: US313385TV87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $141783182.44
- **C.18.a - Value (excl. sponsor support):** $141783182.44
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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? Yes, C.23 Categorized at Level 3? No

### Security 92: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TW6, C.4 - ISIN: US313385TW60, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $288820154.32
- **C.18.a - Value (excl. sponsor support):** $288820154.32
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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? 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: 313385TX4, C.4 - ISIN: US313385TX44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $240161185.04
- **C.18.a - Value (excl. sponsor support):** $240161185.04
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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? 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: 313385U46, C.4 - ISIN: US313385U465, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $96934111.00
- **C.18.a - Value (excl. sponsor support):** $96934111.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.3700%
- **C.11 - Maturity Date (WAM):** 2026-12-24
- **C.12 - Maturity Date (WAL):** 2026-12-24
- **C.13 - Final Legal Maturity Date:** 2026-12-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385UE4, C.4 - ISIN: US313385UE44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $316671818.94
- **C.18.a - Value (excl. sponsor support):** $316671818.94
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-03-13
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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: 313385UK0, C.4 - ISIN: US313385UK04, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $576492882.91
- **C.18.a - Value (excl. sponsor support):** $576492882.91
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-03-18
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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: 313385UM6, C.4 - ISIN: US313385UM69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $215644068.58
- **C.18.a - Value (excl. sponsor support):** $215644068.58
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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? 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: 313385UY0, C.4 - ISIN: US313385UY08, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $383199848.71
- **C.18.a - Value (excl. sponsor support):** $383199848.71
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? 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: 313385VG8, C.4 - ISIN: US313385VG82, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $182181405.09
- **C.18.a - Value (excl. sponsor support):** $182181405.09
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-04-08
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385VH6, C.4 - ISIN: US313385VH65, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $239447963.51
- **C.18.a - Value (excl. sponsor support):** $239447963.51
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385VP8, C.4 - ISIN: US313385VP81, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $765853184.93
- **C.18.a - Value (excl. sponsor support):** $765853184.93
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-04-15
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385VU7, C.4 - ISIN: US313385VU76, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $123014889.44
- **C.18.a - Value (excl. sponsor support):** $123014889.44
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-04-20
- **C.12 - Maturity Date (WAL):** 2026-04-20
- **C.13 - Final Legal Maturity Date:** 2026-04-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385WE2, C.4 - ISIN: US313385WE26, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $238945168.75
- **C.18.a - Value (excl. sponsor support):** $238945168.75
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385XN1, C.4 - ISIN: US313385XN16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $294924053.58
- **C.18.a - Value (excl. sponsor support):** $294924053.58
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **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 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: 313385XS0, C.4 - ISIN: US313385XS03, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $214808981.25
- **C.18.a - Value (excl. sponsor support):** $214808981.25
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **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 106: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YD2, C.4 - ISIN: US313385YD25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $15784757.76
- **C.18.a - Value (excl. sponsor support):** $15784757.76
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-06-16
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 107: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YE0, C.4 - ISIN: US313385YE08, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $211001477.46
- **C.18.a - Value (excl. sponsor support):** $211001477.46
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-06-17
- **C.12 - Maturity Date (WAL):** 2026-06-17
- **C.13 - Final Legal Maturity Date:** 2026-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385YK6, C.4 - ISIN: US313385YK67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $19678739.51
- **C.18.a - Value (excl. sponsor support):** $19678739.51
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-06-22
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 313385YN0, C.4 - ISIN: US313385YN07, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $244444575.28
- **C.18.a - Value (excl. sponsor support):** $244444575.28
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-06-25
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 110: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ZB5, C.4 - ISIN: US313385ZB59, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $170904932.91
- **C.18.a - Value (excl. sponsor support):** $170904932.91
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-07-08
- **C.12 - Maturity Date (WAL):** 2026-07-08
- **C.13 - Final Legal Maturity Date:** 2026-07-08
- **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 111: 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: 313385ZC3, C.4 - ISIN: US313385ZC33, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $242452247.21
- **C.18.a - Value (excl. sponsor support):** $242452247.21
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 112: 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: 313385ZD1, C.4 - ISIN: US313385ZD16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $244101474.72
- **C.18.a - Value (excl. sponsor support):** $244101474.72
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **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 113: 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: 313385ZJ8, C.4 - ISIN: US313385ZJ85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $219680740.20
- **C.18.a - Value (excl. sponsor support):** $219680740.20
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 114: 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: 313385ZL3, C.4 - ISIN: US313385ZL32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $146359184.50
- **C.18.a - Value (excl. sponsor support):** $146359184.50
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-07-17
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 115: 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: 313385ZR0, C.4 - ISIN: US313385ZR02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $243810900.56
- **C.18.a - Value (excl. sponsor support):** $243810900.56
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-07-22
- **C.12 - Maturity Date (WAL):** 2026-07-22
- **C.13 - Final Legal Maturity Date:** 2026-07-22
- **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 116: 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):** $25020358.20
- **C.18.a - Value (excl. sponsor support):** $25020358.20
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **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 117: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ENB66, C.4 - ISIN: US3133ENB665, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $18861470.27
- **C.18.a - Value (excl. sponsor support):** $18861470.27
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-07-20
- **C.12 - Maturity Date (WAL):** 2026-07-20
- **C.13 - Final Legal Maturity Date:** 2026-07-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP6Y6, C.4 - ISIN: US3133EP6Y63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $86708727.22
- **C.18.a - Value (excl. sponsor support):** $86708727.22
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.375000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPNG6, C.4 - ISIN: US3133EPNG63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $111702656.62
- **C.18.a - Value (excl. sponsor support):** $111702656.62
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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 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: 3133EPPE9, C.4 - ISIN: US3133EPPE97, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $44475979.28
- **C.18.a - Value (excl. sponsor support):** $44475979.28
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-07-06
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPQC2, C.4 - ISIN: US3133EPQC23, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $38867196.66
- **C.18.a - Value (excl. sponsor support):** $38867196.66
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-07-17
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 5.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPZY4, C.4 - ISIN: US3133EPZY42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $23832139.07
- **C.18.a - Value (excl. sponsor support):** $23832139.07
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-07-30
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.780000%
- **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):** $196250647.94
- **C.18.a - Value (excl. sponsor support):** $196250647.94
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4C2, C.4 - ISIN: US3133ER4C26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $77506978.10
- **C.18.a - Value (excl. sponsor support):** $77506978.10
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-02-18
- **C.13 - Final Legal Maturity Date:** 2027-02-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.745000%
- **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):** $87218928.50
- **C.18.a - Value (excl. sponsor support):** $87218928.50
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.725000%
- **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):** $100001153.00
- **C.18.a - Value (excl. sponsor support):** $100001153.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-24
- **C.13 - Final Legal Maturity Date:** 2026-08-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4W8, C.4 - ISIN: US3133ER4W89, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $169631603.26
- **C.18.a - Value (excl. sponsor support):** $169631603.26
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-01-25
- **C.13 - Final Legal Maturity Date:** 2027-01-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 128: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 3.690000%
- **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):** $121234721.38
- **C.18.a - Value (excl. sponsor support):** $121234721.38
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.740000%
- **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):** $43700882.30
- **C.18.a - Value (excl. sponsor support):** $43700882.30
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6W6, C.4 - ISIN: US3133ER6W61, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $174369612.17
- **C.18.a - Value (excl. sponsor support):** $174369612.17
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-03-10
- **C.13 - Final Legal Maturity Date:** 2027-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.705000%
- **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):** $124992573.75
- **C.18.a - Value (excl. sponsor support):** $124992573.75
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.785000%
- **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):** $72664020.86
- **C.18.a - Value (excl. sponsor support):** $72664020.86
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-11-18
- **C.13 - Final Legal Maturity Date:** 2026-11-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.745000%
- **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):** $96411641.26
- **C.18.a - Value (excl. sponsor support):** $96411641.26
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.735000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EREA5, C.4 - ISIN: US3133EREA50, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $144620486.93
- **C.18.a - Value (excl. sponsor support):** $144620486.93
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERGK1, C.4 - ISIN: US3133ERGK15, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96316139.88
- **C.18.a - Value (excl. sponsor support):** $96316139.88
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHZ7, C.4 - ISIN: US3133ERHZ74, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $145051466.86
- **C.18.a - Value (excl. sponsor support):** $145051466.86
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.5000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.745000%
- **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):** $96622945.40
- **C.18.a - Value (excl. sponsor support):** $96622945.40
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERKS9, C.4 - ISIN: US3133ERKS94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $48925813.33
- **C.18.a - Value (excl. sponsor support):** $48925813.33
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 139: 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: 3133ERML2, C.4 - ISIN: US3133ERML24, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $39961121.15
- **C.18.a - Value (excl. sponsor support):** $39961121.15
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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 140: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.785000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERP21, C.4 - ISIN: US3133ERP211, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $19033901.51
- **C.18.a - Value (excl. sponsor support):** $19033901.51
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-12-23
- **C.13 - Final Legal Maturity Date:** 2026-12-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ95, C.4 - ISIN: US3133ERQ953, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $144162722.41
- **C.18.a - Value (excl. sponsor support):** $144162722.41
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR86, C.4 - ISIN: US3133ERR860, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $40014743.20
- **C.18.a - Value (excl. sponsor support):** $40014743.20
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-06
- **C.13 - Final Legal Maturity Date:** 2026-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.785000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR94, C.4 - ISIN: US3133ERR944, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $40063476.80
- **C.18.a - Value (excl. sponsor support):** $40063476.80
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRM5, C.4 - ISIN: US3133ERRM51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $17408173.13
- **C.18.a - Value (excl. sponsor support):** $17408173.13
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSF9, C.4 - ISIN: US3133ERSF91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $38803878.45
- **C.18.a - Value (excl. sponsor support):** $38803878.45
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERUA7, C.4 - ISIN: US3133ERUA76, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $145217669.39
- **C.18.a - Value (excl. sponsor support):** $145217669.39
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.795000%
- **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):** $58208544.34
- **C.18.a - Value (excl. sponsor support):** $58208544.34
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERVE8, C.4 - ISIN: US3133ERVE89, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $200098192.00
- **C.18.a - Value (excl. sponsor support):** $200098192.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERVU2, C.4 - ISIN: US3133ERVU22, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3297659.18
- **C.18.a - Value (excl. sponsor support):** $3297659.18
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-10-02
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERW98, C.4 - ISIN: US3133ERW985, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $48403558.37
- **C.18.a - Value (excl. sponsor support):** $48403558.37
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-23
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZB0, C.4 - ISIN: US3133ERZB05, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $121029622.01
- **C.18.a - Value (excl. sponsor support):** $121029622.01
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-30
- **C.13 - Final Legal Maturity Date:** 2026-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5B9, C.4 - ISIN: US3133ET5B97, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $48282909.53
- **C.18.a - Value (excl. sponsor support):** $48282909.53
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-12-22
- **C.12 - Maturity Date (WAL):** 2026-12-22
- **C.13 - Final Legal Maturity Date:** 2026-12-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6W2, C.4 - ISIN: US3133ET6W26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $84611973.44
- **C.18.a - Value (excl. sponsor support):** $84611973.44
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-07-12
- **C.13 - Final Legal Maturity Date:** 2027-07-12
- **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 154: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETA23, C.4 - ISIN: US3133ETA235, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $63008813.07
- **C.18.a - Value (excl. sponsor support):** $63008813.07
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-09-29
- **C.13 - Final Legal Maturity Date:** 2027-09-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETBC0, C.4 - ISIN: US3133ETBC00, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $145202237.54
- **C.18.a - Value (excl. sponsor support):** $145202237.54
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-04-01
- **C.13 - Final Legal Maturity Date:** 2027-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.695000%
- **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):** $116105034.10
- **C.18.a - Value (excl. sponsor support):** $116105034.10
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.720000%
- **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):** $280760226.99
- **C.18.a - Value (excl. sponsor support):** $280760226.99
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-04-01
- **C.13 - Final Legal Maturity Date:** 2027-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETD20, C.4 - ISIN: US3133ETD205, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $241305224.15
- **C.18.a - Value (excl. sponsor support):** $241305224.15
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-06
- **C.13 - Final Legal Maturity Date:** 2026-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.775000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDD6, C.4 - ISIN: US3133ETDD64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96802159.61
- **C.18.a - Value (excl. sponsor support):** $96802159.61
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-04-16
- **C.13 - Final Legal Maturity Date:** 2027-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDW4, C.4 - ISIN: US3133ETDW46, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $48346323.56
- **C.18.a - Value (excl. sponsor support):** $48346323.56
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.780000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETEG8, C.4 - ISIN: US3133ETEG86, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $242045298.85
- **C.18.a - Value (excl. sponsor support):** $242045298.85
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETEL7, C.4 - ISIN: US3133ETEL71, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $209522540.11
- **C.18.a - Value (excl. sponsor support):** $209522540.11
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETG92, C.4 - ISIN: US3133ETG927, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $69713590.80
- **C.18.a - Value (excl. sponsor support):** $69713590.80
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.772700%
- **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):** $62907128.46
- **C.18.a - Value (excl. sponsor support):** $62907128.46
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 165: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.690000%
- **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):** $38838080.65
- **C.18.a - Value (excl. sponsor support):** $38838080.65
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.4000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETMS3, C.4 - ISIN: US3133ETMS33, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $115038132.85
- **C.18.a - Value (excl. sponsor support):** $115038132.85
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETN60, C.4 - ISIN: US3133ETN600, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $14501140.14
- **C.18.a - Value (excl. sponsor support):** $14501140.14
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-28
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETPK7, C.4 - ISIN: US3133ETPK79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96762044.41
- **C.18.a - Value (excl. sponsor support):** $96762044.41
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-07-09
- **C.13 - Final Legal Maturity Date:** 2027-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETSR9, C.4 - ISIN: US3133ETSR95, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $231710275.90
- **C.18.a - Value (excl. sponsor support):** $231710275.90
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-11
- **C.13 - Final Legal Maturity Date:** 2026-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETT56, C.4 - ISIN: US3133ETT565, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96774987.95
- **C.18.a - Value (excl. sponsor support):** $96774987.95
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-11-12
- **C.13 - Final Legal Maturity Date:** 2027-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETU96, C.4 - ISIN: US3133ETU969, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $63519081.12
- **C.18.a - Value (excl. sponsor support):** $63519081.12
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-11-12
- **C.13 - Final Legal Maturity Date:** 2026-11-12
- **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 172: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETUK1, C.4 - ISIN: US3133ETUK15, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $48358674.47
- **C.18.a - Value (excl. sponsor support):** $48358674.47
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-08-25
- **C.13 - Final Legal Maturity Date:** 2027-08-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETWY9, C.4 - ISIN: US3133ETWY90, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $433867297.60
- **C.18.a - Value (excl. sponsor support):** $433867297.60
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.760000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETX69, C.4 - ISIN: US3133ETX690, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24115020.81
- **C.18.a - Value (excl. sponsor support):** $24115020.81
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-11-19
- **C.13 - Final Legal Maturity Date:** 2027-11-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETY27, C.4 - ISIN: US3133ETY276, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $120520723.59
- **C.18.a - Value (excl. sponsor support):** $120520723.59
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-05-24
- **C.13 - Final Legal Maturity Date:** 2027-05-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETYK7, C.4 - ISIN: US3133ETYK78, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $144118946.27
- **C.18.a - Value (excl. sponsor support):** $144118946.27
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-07-19
- **C.13 - Final Legal Maturity Date:** 2027-07-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.820000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETZD2, C.4 - ISIN: US3133ETZD27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $144959019.36
- **C.18.a - Value (excl. sponsor support):** $144959019.36
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-09-23
- **C.13 - Final Legal Maturity Date:** 2027-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 3.770000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAN0, C.4 - ISIN: US3133EWAN03, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20903781.23
- **C.18.a - Value (excl. sponsor support):** $20903781.23
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2028-01-21
- **C.13 - Final Legal Maturity Date:** 2028-01-21
- **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 179: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.760000%
- **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):** $153812719.26
- **C.18.a - Value (excl. sponsor support):** $153812719.26
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 180: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJN4, C.4 - ISIN: US3134HAJN48, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $61030637.86
- **C.18.a - Value (excl. sponsor support):** $61030637.86
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 181: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAMW0, C.4 - ISIN: US3134HAMW00, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $130671332.41
- **C.18.a - Value (excl. sponsor support):** $130671332.41
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 182: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.765000%
- **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):** $60010422.60
- **C.18.a - Value (excl. sponsor support):** $60010422.60
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **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 183: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $68633548.83
- **C.18.a - Value (excl. sponsor support):** $68633548.83
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 184: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.760000%
- **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):** $65818549.02
- **C.18.a - Value (excl. sponsor support):** $65818549.02
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 185: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.315000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HB2D2, C.4 - ISIN: US3134HB2D22, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $240305115.64
- **C.18.a - Value (excl. sponsor support):** $240305115.64
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 186: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HB2E0, C.4 - ISIN: US3134HB2E05, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $168740030.42
- **C.18.a - Value (excl. sponsor support):** $168740030.42
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-11-20
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 187: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HB3N9, C.4 - ISIN: US3134HB3N94, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $240155107.05
- **C.18.a - Value (excl. sponsor support):** $240155107.05
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-11-27
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 188: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.745000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HB3V1, C.4 - ISIN: US3134HB3V11, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $100372917.10
- **C.18.a - Value (excl. sponsor support):** $100372917.10
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 189: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HB4C2, C.4 - ISIN: US3134HB4C21, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $240891622.09
- **C.18.a - Value (excl. sponsor support):** $240891622.09
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 190: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HB6V8, C.4 - ISIN: US3134HB6V83, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $240724838.76
- **C.18.a - Value (excl. sponsor support):** $240724838.76
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-12-16
- **C.12 - Maturity Date (WAL):** 2026-12-16
- **C.13 - Final Legal Maturity Date:** 2026-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 191: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HB6W6, C.4 - ISIN: US3134HB6W66, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $241038926.96
- **C.18.a - Value (excl. sponsor support):** $241038926.96
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 192: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.775000%
- **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):** $169452022.94
- **C.18.a - Value (excl. sponsor support):** $169452022.94
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 193: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBP54, C.4 - ISIN: US3134HBP547, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $240103116.50
- **C.18.a - Value (excl. sponsor support):** $240103116.50
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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 194: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.765000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBPD7, C.4 - ISIN: US3134HBPD74, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $120612084.12
- **C.18.a - Value (excl. sponsor support):** $120612084.12
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 195: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $145098539.95
- **C.18.a - Value (excl. sponsor support):** $145098539.95
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 196: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBR52, C.4 - ISIN: US3134HBR527, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $241336012.10
- **C.18.a - Value (excl. sponsor support):** $241336012.10
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-10-19
- **C.12 - Maturity Date (WAL):** 2026-10-19
- **C.13 - Final Legal Maturity Date:** 2026-10-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 197: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.675000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBR86, C.4 - ISIN: US3134HBR865, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $338052319.02
- **C.18.a - Value (excl. sponsor support):** $338052319.02
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-23
- **C.12 - Maturity Date (WAL):** 2026-03-23
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 198: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBU66, C.4 - ISIN: US3134HBU661, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $143939838.31
- **C.18.a - Value (excl. sponsor support):** $143939838.31
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 199: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBU90, C.4 - ISIN: US3134HBU901, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $144797971.35
- **C.18.a - Value (excl. sponsor support):** $144797971.35
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-11-03
- **C.12 - Maturity Date (WAL):** 2026-11-03
- **C.13 - Final Legal Maturity Date:** 2026-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 200: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBV24, C.4 - ISIN: US3134HBV248, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $241298728.35
- **C.18.a - Value (excl. sponsor support):** $241298728.35
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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 201: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBXW6, C.4 - ISIN: US3134HBXW63, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $72561615.26
- **C.18.a - Value (excl. sponsor support):** $72561615.26
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 202: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCAD1, C.4 - ISIN: US3134HCAD13, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $241032899.46
- **C.18.a - Value (excl. sponsor support):** $241032899.46
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-20
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 203: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCAE9, C.4 - ISIN: US3134HCAE95, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $241047232.85
- **C.18.a - Value (excl. sponsor support):** $241047232.85
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-12-18
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 204: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCAN9, C.4 - ISIN: US3134HCAN94, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $240978017.87
- **C.18.a - Value (excl. sponsor support):** $240978017.87
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-12-18
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 205: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.220000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCEC9, C.4 - ISIN: US3134HCEC93, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $120229684.57
- **C.18.a - Value (excl. sponsor support):** $120229684.57
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-27
- **C.12 - Maturity Date (WAL):** 2026-05-27
- **C.13 - Final Legal Maturity Date:** 2026-05-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 206: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.550000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCLY3, C.4 - ISIN: US3134HCLY31, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $124532135.36
- **C.18.a - Value (excl. sponsor support):** $124532135.36
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2027-01-22
- **C.12 - Maturity Date (WAL):** 2027-01-22
- **C.13 - Final Legal Maturity Date:** 2027-01-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 207: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCQB8, C.4 - ISIN: US3134HCQB82, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $123802197.06
- **C.18.a - Value (excl. sponsor support):** $123802197.06
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2027-02-16
- **C.12 - Maturity Date (WAL):** 2027-02-16
- **C.13 - Final Legal Maturity Date:** 2027-02-16
- **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 208: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCQY8, C.4 - ISIN: US3134HCQY85, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $246669065.20
- **C.18.a - Value (excl. sponsor support):** $246669065.20
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2027-02-19
- **C.12 - Maturity Date (WAL):** 2027-02-19
- **C.13 - Final Legal Maturity Date:** 2027-02-19
- **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 209: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HCRH4, C.4 - ISIN: US3134HCRH44, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $148810160.06
- **C.18.a - Value (excl. sponsor support):** $148810160.06
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2027-02-22
- **C.12 - Maturity Date (WAL):** 2027-02-22
- **C.13 - Final Legal Maturity Date:** 2027-02-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 210: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.750000%
- **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):** $96636601.74
- **C.18.a - Value (excl. sponsor support):** $96636601.74
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 211: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.770000%
- **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):** $42539114.45
- **C.18.a - Value (excl. sponsor support):** $42539114.45
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 212: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.785000%
- **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):** $239279439.75
- **C.18.a - Value (excl. sponsor support):** $239279439.75
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 213: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.790000%
- **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):** $113058536.26
- **C.18.a - Value (excl. sponsor support):** $113058536.26
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 214: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.790000%
- **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):** $100654334.06
- **C.18.a - Value (excl. sponsor support):** $100654334.06
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 215: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.790000%
- **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):** $140730400.86
- **C.18.a - Value (excl. sponsor support):** $140730400.86
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 216: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.790000%
- **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):** $52998771.71
- **C.18.a - Value (excl. sponsor support):** $52998771.71
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 217: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.730000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AD3, C.4 - ISIN: US3135G1AD31, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $59410688.43
- **C.18.a - Value (excl. sponsor support):** $59410688.43
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2028-01-07
- **C.13 - Final Legal Maturity Date:** 2028-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 218: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AE1, C.4 - ISIN: US3135G1AE14, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $92017840.63
- **C.18.a - Value (excl. sponsor support):** $92017840.63
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 219: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.633000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3136GCDP7, C.4 - ISIN: US3136GCDP72, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $149158795.05
- **C.18.a - Value (excl. sponsor support):** $149158795.05
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2027-02-05
- **C.12 - Maturity Date (WAL):** 2027-02-05
- **C.13 - Final Legal Maturity Date:** 2027-02-05
- **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 220: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3136GCFZ3, C.4 - ISIN: US3136GCFZ37, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $148725661.01
- **C.18.a - Value (excl. sponsor support):** $148725661.01
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2027-02-12
- **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 221: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3136GCJM8, C.4 - ISIN: US3136GCJM87, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $148808063.47
- **C.18.a - Value (excl. sponsor support):** $148808063.47
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2027-02-23
- **C.12 - Maturity Date (WAL):** 2027-02-23
- **C.13 - Final Legal Maturity Date:** 2027-02-23
- **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 222: RIVERSIDE HOME LENDING

- **C.1 - Title:** TAXABLE S/F RENTAL HOUSING RB SERIES 2021A 3.810000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 769141AA0, C.4 - ISIN: US769141AA08, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $77300000.00
- **C.18.a - Value (excl. sponsor support):** $77300000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **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 223: AVENTURA BORROWERS

- **C.1 - Title:** TAXABLE M/F HOUSING RB (AVENTURA SR LIVING) SERIES 2025A 3.810000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 78437YAA2, C.4 - ISIN: US78437YAA29, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $48300000.00
- **C.18.a - Value (excl. sponsor support):** $48300000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2065-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 224: 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):** $80400000.00
- **C.18.a - Value (excl. sponsor support):** $80400000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 2.6300%
- **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 225: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 2.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286F2, C.4 - ISIN: US9128286F22, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $29273379.49
- **C.18.a - Value (excl. sponsor support):** $29273379.49
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 226: 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):** $145641606.87
- **C.18.a - Value (excl. sponsor support):** $145641606.87
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 227: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 2.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286X3, C.4 - ISIN: US9128286X38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $73327173.81
- **C.18.a - Value (excl. sponsor support):** $73327173.81
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 228: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 1.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128287B0, C.4 - ISIN: US9128287B09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $148062618.85
- **C.18.a - Value (excl. sponsor support):** $148062618.85
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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 229: 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):** $143592587.12
- **C.18.a - Value (excl. sponsor support):** $143592587.12
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-15
- **C.12 - Maturity Date (WAL):** 2026-02-15
- **C.13 - Final Legal Maturity Date:** 2026-02-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 230: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 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):** $35401140.54
- **C.18.a - Value (excl. sponsor support):** $35401140.54
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **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 231: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 1.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Y95, C.4 - ISIN: US912828Y958, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $32524531.17
- **C.18.a - Value (excl. sponsor support):** $32524531.17
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 232: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 1.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YD6, C.4 - ISIN: US912828YD60, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $42854109.59
- **C.18.a - Value (excl. sponsor support):** $42854109.59
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.5500%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 233: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 1.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YU8, C.4 - ISIN: US912828YU85, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $67523397.77
- **C.18.a - Value (excl. sponsor support):** $67523397.77
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 234: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 1.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Z78, C.4 - ISIN: US912828Z781, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $83997716.90
- **C.18.a - Value (excl. sponsor support):** $83997716.90
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **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 235: 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):** $131500000.00
- **C.18.a - Value (excl. sponsor support):** $131500000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 0.3800%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 236: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 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):** $180081545.05
- **C.18.a - Value (excl. sponsor support):** $180081545.05
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 237: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBT7, C.4 - ISIN: US91282CBT71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $64704820.05
- **C.18.a - Value (excl. sponsor support):** $64704820.05
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 238: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 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):** $223841721.89
- **C.18.a - Value (excl. sponsor support):** $223841721.89
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 239: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 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):** $491823156.53
- **C.18.a - Value (excl. sponsor support):** $491823156.53
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-05-31
- **C.12 - Maturity Date (WAL):** 2026-05-31
- **C.13 - Final Legal Maturity Date:** 2026-05-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 240: 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):** $429456538.73
- **C.18.a - Value (excl. sponsor support):** $429456538.73
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **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 241: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 0.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCP4, C.4 - ISIN: US91282CCP41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $139547905.90
- **C.18.a - Value (excl. sponsor support):** $139547905.90
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 242: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCW9, C.4 - ISIN: US91282CCW91, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $408194922.38
- **C.18.a - Value (excl. sponsor support):** $408194922.38
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 243: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 0.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCZ2, C.4 - ISIN: US91282CCZ23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $174186862.00
- **C.18.a - Value (excl. sponsor support):** $174186862.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 244: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 1.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDQ1, C.4 - ISIN: US91282CDQ15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $51425390.63
- **C.18.a - Value (excl. sponsor support):** $51425390.63
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.5200%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 245: 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):** $48003645.60
- **C.18.a - Value (excl. sponsor support):** $48003645.60
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 246: 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):** $142122781.72
- **C.18.a - Value (excl. sponsor support):** $142122781.72
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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 247: 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):** $308269891.43
- **C.18.a - Value (excl. sponsor support):** $308269891.43
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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 248: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHM6, C.4 - ISIN: US91282CHM64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $55316747.42
- **C.18.a - Value (excl. sponsor support):** $55316747.42
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 249: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHY0, C.4 - ISIN: US91282CHY03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $58045974.39
- **C.18.a - Value (excl. sponsor support):** $58045974.39
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-09-15
- **C.12 - Maturity Date (WAL):** 2026-09-15
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 250: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJK8, C.4 - ISIN: US91282CJK80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $51899471.08
- **C.18.a - Value (excl. sponsor support):** $51899471.08
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-11-15
- **C.12 - Maturity Date (WAL):** 2026-11-15
- **C.13 - Final Legal Maturity Date:** 2026-11-15
- **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 251: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 3.857700%
- **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):** $728700000.01
- **C.18.a - Value (excl. sponsor support):** $728700000.01
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 252: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.250000%
- **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):** $149600000.01
- **C.18.a - Value (excl. sponsor support):** $149600000.01
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **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 253: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKB6, C.4 - ISIN: US91282CKB62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $354108556.82
- **C.18.a - Value (excl. sponsor support):** $354108556.82
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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 254: 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):** $257095047.80
- **C.18.a - Value (excl. sponsor support):** $257095047.80
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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 255: 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):** $456966490.56
- **C.18.a - Value (excl. sponsor support):** $456966490.56
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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 256: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 3.762700%
- **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):** $165840367.33
- **C.18.a - Value (excl. sponsor support):** $165840367.33
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 257: 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):** $573577402.30
- **C.18.a - Value (excl. sponsor support):** $573577402.30
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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 258: 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):** $181707031.26
- **C.18.a - Value (excl. sponsor support):** $181707031.26
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 259: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 3.794700%
- **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):** $117468751.78
- **C.18.a - Value (excl. sponsor support):** $117468751.78
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 260: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLB5, C.4 - ISIN: US91282CLB53, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $183066186.81
- **C.18.a - Value (excl. sponsor support):** $183066186.81
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 261: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLP4, C.4 - ISIN: US91282CLP40, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $63760125.00
- **C.18.a - Value (excl. sponsor support):** $63760125.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 262: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 3.817700%
- **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):** $250868347.49
- **C.18.a - Value (excl. sponsor support):** $250868347.49
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 263: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLY5, C.4 - ISIN: US91282CLY56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $245827559.20
- **C.18.a - Value (excl. sponsor support):** $245827559.20
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 264: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CME8, C.4 - ISIN: US91282CME83, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $137638968.41
- **C.18.a - Value (excl. sponsor support):** $137638968.41
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 265: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMH1, C.4 - ISIN: US91282CMH15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $474124562.31
- **C.18.a - Value (excl. sponsor support):** $474124562.31
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2027-01-31
- **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 266: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 3.710700%
- **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):** $175573583.63
- **C.18.a - Value (excl. sponsor support):** $175573583.63
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 267: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 3.772700%
- **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):** $560210122.19
- **C.18.a - Value (excl. sponsor support):** $560210122.19
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 268: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 3.771700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $499729639.62
- **C.18.a - Value (excl. sponsor support):** $499729639.62
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 269: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1C2DQ3, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1C2DQ3
- **C.18 - Value (incl. sponsor support):** $435000000.00
- **C.18.a - Value (excl. sponsor support):** $435000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? 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 MTG TR 2020-KS14         B-FL   20300425 FLT | 2030-04-25      | 13.4011% | 0.0000% | $40374500.00       | $23827178.34       | Agency Collateralized Mortgage Obligation |
| FREMF MORTGAGE TR 2021-K-F127  CS     20281226 FLT | 2028-12-26      | 10.1866% | 0.0000% | $61175296.00       | $29760585.46       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2043-01-15      | 4.8218%  | 0.0000% | $3395790.00        | $40468.48          | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2047-03-15      | 3.5000%  | 0.0000% | $2300000.00        | $218666.72         | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2047-07-15      | 3.5000%  | 0.0000% | $2300000.00        | $233815.20         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-J29       A-2    20271125 1.4 | 2027-11-25      | 1.4090%  | 0.0000% | $50000000.00       | $25122490.74       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-517       A-2    20290125 FLT | 2029-01-25      | 5.3550%  | 0.0000% | $23514000.00       | $24508542.27       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2052-06-25      | 4.0000%  | 0.0000% | $64366592.00       | $62719003.20       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2019-KF64         C      20260625 FLT | 2026-06-25      | 9.9011%  | 0.0000% | $57814976.00       | $27433168.87       | Agency Collateralized Mortgage Obligation |
| GNRM 2017-56 GK                                    | 2045-07-20      | 3.0000%  | 0.0000% | $15000000.00       | $1742975.79        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-098 BF                                   | 2055-06-20      | 5.3830%  | 0.0000% | $95755900.00       | $94043499.43       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-082 EF                                   | 2053-06-20      | 4.7030%  | 0.0000% | $100000000.00      | $37835975.58       | Agency Collateralized Mortgage Obligation |
| GNRM 2023-196 E                                    | 2048-09-20      | 3.0000%  | 0.0000% | $24020999.00       | $14028270.34       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-002 BF                                   | 2055-01-20      | 4.9530%  | 0.0000% | $30000000.00       | $15877786.88       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-083 KF                                   | 2055-05-20      | 4.9030%  | 0.0000% | $100000000.00      | $95372428.19       | Agency Collateralized Mortgage Obligation |

### Security 270: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.800000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1CQ8W3, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1CQ8W3
- **C.18 - Value (incl. sponsor support):** $1214000000.00
- **C.18.a - Value (excl. sponsor support):** $1214000000.00
- **C.19 - Percentage of Net Assets:** 1.3400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FREMF MTG TR 2018-KS10         C      20281025 FLT | 2028-10-25      | 10.5011% | 0.0000% | $98768000.00       | $30841373.39       | Agency Collateralized Mortgage Obligation |
| FNRM RC016EA R15F016                               | 2045-04-25      | 2.0000%  | 0.0000% | $28679996.00       | $1207311.23        | Agency Collateralized Mortgage Obligation |
| FNRM RC002JA R16F002                               | 2046-02-25      | 2.5000%  | 0.0000% | $39289000.00       | $2416614.33        | Agency Collateralized Mortgage Obligation |
| FNRM CL106PY R17F106                               | 2048-01-25      | 3.0000%  | 0.0000% | $4824000.00        | $4147644.65        | Agency Collateralized Mortgage Obligation |
| MNRA CL006A2 R23M006                               | 2028-07-25      | 4.1814%  | 0.0000% | $180000.00         | $173156.40         | Agency Collateralized Mortgage Obligation |
| FNRM CL090G R24F090                                | 2051-04-25      | 5.0000%  | 0.0000% | $20888384.00       | $16804269.76       | Agency Collateralized Mortgage Obligation |
| FNRM CL023EM R25F023                               | 2047-11-25      | 3.0000%  | 0.0000% | $49672320.00       | $42765853.86       | Agency Collateralized Mortgage Obligation |
| FNRM CL040BV R25F040                               | 2036-06-25      | 5.0000%  | 0.0000% | $20078880.00       | $19477409.19       | Agency Collateralized Mortgage Obligation |
| FNRM RC040EA R25F040                               | 2053-02-25      | 5.0000%  | 0.0000% | $62303296.00       | $59244472.23       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2050-10-25      | 1.5000%  | 0.0000% | $20000000.00       | $11573533.48       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2050-10-25      | 1.5000%  | 0.0000% | $7900000.00        | $4390052.69        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2045-12-25      | 1.5000%  | 0.0000% | $64476416.00       | $30113526.00       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2041-07-25      | 1.5000%  | 0.0000% | $3000000.00        | $1756341.66        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2051-08-25      | 2.0000%  | 0.0000% | $1960000.00        | $1105250.10        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2047-11-25      | 2.0000%  | 0.0000% | $99991.00          | $57334.51          | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2052-10-25      | 4.5173%  | 0.0000% | $121592704.00      | $77867930.50       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-01-25      | 4.9473%  | 0.0000% | $75000000.00       | $45001995.19       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2046-04-25      | 5.5000%  | 0.0000% | $10000000.00       | $7525810.20        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-05-25      | 0.1250%  | 0.0000% | $75000000.00       | $41207479.78       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-06-25      | 5.0473%  | 0.0000% | $6557470.00        | $4984522.65        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-07-25      | 0.1250%  | 0.0000% | $11847800.00       | $6171610.10        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-08-25      | 5.0773%  | 0.0000% | $40000000.00       | $31396475.79       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-02-25      | 5.0473%  | 0.0000% | $50000000.00       | $31052625.93       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2052-08-25      | 5.0000%  | 0.0000% | $40734208.00       | $30665341.16       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2052-04-25      | 4.5000%  | 0.0000% | $53197632.00       | $46283269.83       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2052-08-25      | 5.0000%  | 0.0000% | $4069360.00        | $4116295.09        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2036-06-25      | 4.5000%  | 0.0000% | $7841872.00        | $7514566.61        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2055-09-25      | 4.8473%  | 0.0000% | $70000000.00       | $67318248.29       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2053-12-25      | 4.0000%  | 0.0000% | $47965440.00       | $46683753.79       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2036-12-25      | 4.5000%  | 0.0000% | $15354192.00       | $15253005.10       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2055-09-25      | 4.4074%  | 0.0000% | $21697984.00       | $21456575.09       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2056-01-25      | 4.0000%  | 0.0000% | $5077208.00        | $4991389.08        | Agency Collateralized Mortgage Obligation |
| GNRM 2003-99 KD                                    | 2033-11-16      | 5.5000%  | 0.0000% | $25373992.00       | $3123304.43        | Agency Collateralized Mortgage Obligation |
| GNRM 2023-009 A                                    | 2063-06-16      | 2.3500%  | 0.0000% | $91300000.00       | $80650473.53       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-098 NF                                   | 2055-06-20      | 5.4030%  | 0.0000% | $100000000.00      | $98240431.45       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-114 YF                                   | 2055-07-20      | 5.2230%  | 0.0000% | $100000000.00      | $98204156.40       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-131 MA                                   | 2044-11-20      | 4.5000%  | 0.0000% | $27377632.00       | $25115193.20       | Agency Collateralized Mortgage Obligation |
| GNRA 2019-35 EF                                    | 2049-03-20      | 4.4998%  | 0.0000% | $86443300.00       | $18811265.50       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-208 EF                                   | 2052-12-20      | 4.7030%  | 0.0000% | $100000000.00      | $34205250.31       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-053 FA                                   | 2053-04-20      | 4.5530%  | 0.0000% | $100000000.00      | $53261738.34       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-063 YF                                   | 2053-05-20      | 4.6530%  | 0.0000% | $100000000.00      | $54422269.70       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-095 YF                                   | 2054-06-20      | 5.0030%  | 0.0000% | $100000000.00      | $32513378.36       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-095 KF                                   | 2054-06-20      | 4.8830%  | 0.0000% | $100000000.00      | $46403253.29       | Agency Collateralized Mortgage Obligation |

### Security 271: RBC DOMINION SECURITIES INC

- **C.1 - Title:** RBC DOMINION SECURITIES INC 3.660000%
- **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: ARP1EAWB5, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP1EAWB5
- **C.18 - Value (incl. sponsor support):** $375000000.00
- **C.18.a - Value (excl. sponsor support):** $375000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-02-19      | 0.0000%  | 0.0000% | $1400.00           | $1397.17           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-03-12      | 0.0000%  | 0.0000% | $1000.00           | $995.82            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-03-26      | 0.0000%  | 0.0000% | $100.00            | $99.45             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-04-23      | 0.0000%  | 0.0000% | $400.00            | $396.70            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-02-10      | 0.0000%  | 0.0000% | $274800.00         | $274494.15         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $100.00            | $80.68             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $100.00            | $72.01             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $300.00            | $227.40            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $100.00            | $67.90             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $1434600.00        | $837415.38         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $100.00            | $68.26             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $2154100.00        | $1809670.62        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $1300.00           | $950.54            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $2742900.00        | $2369145.82        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $100.00            | $91.73             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $12400.00          | $12248.39          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $100.00            | $97.30             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $900.00            | $891.97            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $400.00            | $369.73            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $100.00            | $93.67             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $100.00            | $95.32             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $200.00            | $196.93            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $122500.00         | $121673.42         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $200.00            | $199.33            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2026-10-31      | 1.6250%  | 0.0000% | $72600.00          | $71817.51          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-01-15      | 0.1250%  | 0.0000% | $1000.00           | $1208.24           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $13100.00          | $11429.27          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-01-15      | 0.1250%  | 0.0000% | $146500.00         | $172073.22         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $1000.00           | $956.14            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $100.00            | $87.55             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | 0.0000% | $100.00            | $94.53             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $400.00            | $398.84            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $12200.00          | $11541.15          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $752600.00         | $746708.68         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-10-31      | 4.1250%  | 0.0000% | $5800.00           | $5914.72           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $30000.00          | $28950.47          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $20000.00          | $20895.43          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $400.00            | $408.01            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $100.00            | $99.87             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $4428100.00        | $4469599.52        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $1000.00           | $1009.92           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $1600.00           | $1623.38           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | 0.0000% | $18180900.00       | $19011878.29       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | 0.0000% | $960900.00         | $987450.09         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $1000.00           | $1011.85           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $700.00            | $709.03            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $1000.00           | $1011.62           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $300.00            | $304.88            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $200.00            | $201.18            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | 0.0000% | $3573700.00        | $3650217.58        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2035-11-15      | 4.0000%  | 0.0000% | $100.00            | $99.03             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2032-12-31      | 3.8750%  | 0.0000% | $113100.00         | $112561.79         | U.S. Treasuries (including strips)        |
| GNRA 2022-025 FA       | 2052-02-20      | 3.0000%  | 0.0000% | $100207104.00      | $61307838.62       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-084 FA       | 2054-05-20      | 4.8330%  | 0.0000% | $1019.00           | $882.66            | Agency Collateralized Mortgage Obligation |
| GNRA 2025-060 YF       | 2055-03-20      | 4.9030%  | 0.0000% | $1900.00           | $1344.85           | Agency Collateralized Mortgage Obligation |
| GNRA 2025-062 FE       | 2055-04-20      | 4.7530%  | 0.0000% | $16885711.00       | $12900809.93       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-100 FJ       | 2055-06-20      | 4.9030%  | 0.0000% | $297800.00         | $283051.89         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-193 FE       | 2055-11-20      | 5.1530%  | 0.0000% | $5654445.00        | $5298160.89        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-115 FC       | 2055-07-20      | 4.8030%  | 0.0000% | $1000.00           | $982.88            | Agency Collateralized Mortgage Obligation |
| GNRA 2025-131 AF       | 2055-08-20      | 4.9530%  | 0.0000% | $1000.00           | $984.22            | Agency Collateralized Mortgage Obligation |
| FEPC 02.000 CLRA5247   | 2051-05-01      | 2.0000%  | 0.0000% | $1017.00           | $560.78            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8269   | 2046-11-01      | 3.0000%  | 0.0000% | $1089.00           | $187.47            | Agency Mortgage-Backed Securities         |
| GNII SF MA4261 M       | 2047-02-20      | 3.0000%  | 0.0000% | $1023.00           | $154.62            | Agency Mortgage-Backed Securities         |
| GNII SF MA4510 M       | 2047-03-20      | 3.5000%  | 0.0000% | $1449.00           | $168.55            | Agency Mortgage-Backed Securities         |
| GNII SF MA4652 M       | 2047-08-20      | 3.5000%  | 0.0000% | $1000.00           | $123.67            | Agency Mortgage-Backed Securities         |
| GNII SF MA5529 M       | 2048-10-20      | 4.5000%  | 0.0000% | $1164.00           | $88.45             | Agency Mortgage-Backed Securities         |
| GNII SF MA6039 M       | 2049-07-20      | 3.5000%  | 0.0000% | $1002.00           | $106.32            | Agency Mortgage-Backed Securities         |
| GNII SF MA7989 M       | 2052-04-20      | 3.5000%  | 0.0000% | $2325080.00        | $1598091.48        | Agency Mortgage-Backed Securities         |
| GNII SF MA8045 M       | 2052-05-20      | 4.0000%  | 0.0000% | $1024.00           | $729.47            | Agency Mortgage-Backed Securities         |
| GNII SF MA8100 M       | 2052-06-20      | 4.0000%  | 0.0000% | $28813557.00       | $20586290.89       | Agency Mortgage-Backed Securities         |
| GNII SF MA7650 M       | 2051-10-20      | 3.0000%  | 0.0000% | $554360.00         | $321304.69         | Agency Mortgage-Backed Securities         |
| GNII SF MA7828 M       | 2052-01-20      | 3.0000%  | 0.0000% | $1024.00           | $638.68            | Agency Mortgage-Backed Securities         |
| GNII SF MA8202 M       | 2052-08-20      | 5.0000%  | 0.0000% | $1191.00           | $870.56            | Agency Mortgage-Backed Securities         |
| GNII SF MA8268 M       | 2052-09-20      | 4.5000%  | 0.0000% | $335535493.00      | $249999999.56      | Agency Mortgage-Backed Securities         |
| GNII SF MA8567 M       | 2053-01-20      | 4.0000%  | 0.0000% | $1001.00           | $764.99            | Agency Mortgage-Backed Securities         |
| GNII SF MA8647 M       | 2053-02-20      | 5.0000%  | 0.0000% | $1000.00           | $753.70            | Agency Mortgage-Backed Securities         |
| GNII SF MA9782 M       | 2054-05-20      | 7.0000%  | 0.0000% | $3584.00           | $1490.05           | Agency Mortgage-Backed Securities         |
| GNII SF MA9018 M       | 2053-07-20      | 6.0000%  | 0.0000% | $1024.00           | $594.61            | Agency Mortgage-Backed Securities         |
| GNII SF MA9173 M       | 2053-09-20      | 6.5000%  | 0.0000% | $1008.00           | $440.94            | Agency Mortgage-Backed Securities         |
| GNII SF MA9422 M       | 2054-01-20      | 5.0000%  | 0.0000% | $1023.00           | $908.42            | Agency Mortgage-Backed Securities         |
| GNII SF MA9487 M       | 2054-02-20      | 5.0000%  | 0.0000% | $1024.00           | $870.29            | Agency Mortgage-Backed Securities         |
| GNII SF MA9727 M       | 2054-06-20      | 6.5000%  | 0.0000% | $488200.00         | $231322.43         | Agency Mortgage-Backed Securities         |
| GNII SF DB6851 C       | 2054-06-20      | 6.5000%  | 0.0000% | $1060.00           | $967.27            | Agency Mortgage-Backed Securities         |
| GNII SF MB0686 M       | 2055-09-20      | 5.5000%  | 0.0000% | $1018.00           | $1028.85           | Agency Mortgage-Backed Securities         |

### Security 272: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 3.700000%
- **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: ARP1EEEV3, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1EEEV3
- **C.18 - Value (incl. sponsor support):** $728000000.00
- **C.18.a - Value (excl. sponsor support):** $728000000.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **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? 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                            |
|:---|:---|:---|:---|:---|:---|:---|
| Farm Federal Credit Bank | 2026-04-22      | 0.0000%  | 0.0000% | $700000.00         | $694459.50         | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2026-06-29      | 0.0000%  | 0.0000% | $2588000.00        | $2550127.21        | Agency Debentures and Agency Strips |
| FHDN 07/31/26            | 2026-07-31      | 0.0000%  | 0.0000% | $41547000.00       | $40811576.55       | Agency Debentures and Agency Strips |
| FHDN 04/02/26            | 2026-04-02      | 0.0000%  | 0.0000% | $283000.00         | $281323.22         | Agency Debentures and Agency Strips |
| FHDN 05/21/26            | 2026-05-21      | 0.0000%  | 0.0000% | $30657000.00       | $30325996.37       | Agency Debentures and Agency Strips |
| FHDN 06/17/26            | 2026-06-17      | 0.0000%  | 0.0000% | $6400000.00        | $6313856.00        | Agency Debentures and Agency Strips |
| FHDN 07/17/26            | 2026-07-17      | 0.0000%  | 0.0000% | $174700000.00      | $171839287.50      | Agency Debentures and Agency Strips |
| Fannie Mae               | 2026-02-02      | 0.0000%  | 0.0000% | $100000.00         | $100000.00         | Agency Debentures and Agency Strips |
| FKAR 01.250 WNWN2052     | 2027-03-01      | 1.2500%  | 0.0000% | $4000000.00        | $3623121.17        | Agency Mortgage-Backed Securities   |
| FKAR 03.750 WNWN2203     | 2032-08-01      | 3.7500%  | 0.0000% | $300000.00         | $291245.95         | Agency Mortgage-Backed Securities   |
| FKAR 04.250 WNWN2523     | 2028-12-01      | 4.2500%  | 0.0000% | $15000.00          | $15135.58          | Agency Mortgage-Backed Securities   |
| FKAR 04.450 WNWN4129     | 2035-05-01      | 4.4500%  | 0.0000% | $1000000.00        | $992944.72         | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HXBL3537     | 2026-08-01      | 2.6050%  | 0.0000% | $1400000.00        | $1391310.86        | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HYBL4960     | 2032-01-01      | 2.7100%  | 0.0000% | $20273400.00       | $18812763.49       | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX H2BL6319     | 2028-05-01      | 2.2900%  | 0.0000% | $200000.00         | $174871.26         | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HXBS1688     | 2028-04-01      | 1.4900%  | 0.0000% | $4000000.00        | $3688376.67        | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HYBS3801     | 2031-12-01      | 1.9000%  | 0.0000% | $100000.00         | $88677.86          | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HYBS6767     | 2032-10-01      | 4.2700%  | 0.0000% | $400000.00         | $381663.60         | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HYBS8639     | 2033-06-01      | 4.5500%  | 0.0000% | $1000000.00        | $1015315.28        | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HXBS9377     | 2028-09-01      | 4.6400%  | 0.0000% | $229304.00         | $234285.35         | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HXBS9403     | 2028-09-01      | 4.8800%  | 0.0000% | $1101186.00        | $1131784.78        | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HXBS9584     | 2028-09-01      | 4.8150%  | 0.0000% | $30000.00          | $30821.24          | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX H2BZ2664     | 2031-10-01      | 5.4400%  | 0.0000% | $500000.00         | $523714.70         | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HYBZ1883     | 2034-09-01      | 4.2900%  | 0.0000% | $579000.00         | $574157.73         | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HXBZ4153     | 2030-06-01      | 4.8000%  | 0.0000% | $7425000.00        | $7663384.58        | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HXBZ4198     | 2032-06-01      | 4.6900%  | 0.0000% | $20000000.00       | $20536161.12       | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HXBZ4305     | 2032-07-01      | 4.4800%  | 0.0000% | $9200000.00        | $9265342.90        | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HXBZ6230     | 2033-01-01      | 4.0300%  | 0.0000% | $23929000.00       | $23597496.94       | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HXBZ5489     | 2030-12-01      | 3.8500%  | 0.0000% | $55650000.00       | $55217175.95       | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HXBZ5520     | 2030-12-01      | 4.0550%  | 0.0000% | $235620284.00      | $235659521.37      | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HXBZ5550     | 2032-12-01      | 4.3000%  | 0.0000% | $2500000.00        | $2504957.22        | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HXBZ5761     | 2030-12-01      | 3.9300%  | 0.0000% | $18622000.00       | $18544417.64       | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HXBZ5820     | 2030-12-01      | 3.8900%  | 0.0000% | $63777000.00       | $63396098.95       | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HXBZ6034     | 2031-01-01      | 3.8400%  | 0.0000% | $5926000.00        | $5866795.31        | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HXBZ6133     | 2031-01-01      | 4.3100%  | 0.0000% | $15405000.00       | $15574746.83       | Agency Mortgage-Backed Securities   |
| MNAR XX.XXX HXBZ6323     | 2031-01-01      | 4.4100%  | 0.0000% | $9379000.00        | $9522128.23        | Agency Mortgage-Backed Securities   |
| FKAR 05.030 WSWS3002     | 2038-05-01      | 5.0300%  | 0.0000% | $520000.00         | $529306.63         | Agency Mortgage-Backed Securities   |
| FKAR 04.650 WSWS4019     | 2040-07-01      | 4.6500%  | 0.0000% | $918225.00         | $897580.73         | Agency Mortgage-Backed Securities   |
| GNMI SF 594850 X         | 2032-08-15      | 7.0000%  | 0.0000% | $65000.00          | $1204.26           | Agency Mortgage-Backed Securities   |
| GNMI SF 613825 X         | 2033-07-15      | 6.0000%  | 0.0000% | $37979.00          | $1363.55           | Agency Mortgage-Backed Securities   |

### Security 273: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1EIXK7, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1EIXK7
- **C.18 - Value (incl. sponsor support):** $483000000.00
- **C.18.a - Value (excl. sponsor support):** $483000000.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-23
- **C.12 - Maturity Date (WAL):** 2026-02-23
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac   | 2026-03-26      | 3.6350%  | 0.0000% | $152035000.00      | $152577574.91      | Agency Debentures and Agency Strips |
| Freddie Mac   | 2027-07-09      | 3.6950%  | 0.0000% | $1000000.00        | $1002149.50        | Agency Debentures and Agency Strips |
| FHDN 02/19/26 | 2026-02-19      | 0.0000%  | 0.0000% | $5500000.00        | $5490622.50        | Agency Debentures and Agency Strips |
| FHDN 02/25/26 | 2026-02-25      | 0.0000%  | 0.0000% | $13150000.00       | $13119584.05       | Agency Debentures and Agency Strips |
| FHDN 02/27/26 | 2026-02-27      | 0.0000%  | 0.0000% | $20500000.00       | $20448463.00       | Agency Debentures and Agency Strips |
| FHDN 03/04/26 | 2026-03-04      | 0.0000%  | 0.0000% | $8300000.00        | $8275241.10        | Agency Debentures and Agency Strips |
| FHDN 03/09/26 | 2026-03-09      | 0.0000%  | 0.0000% | $1390000.00        | $1385153.07        | Agency Debentures and Agency Strips |
| FHDN 03/18/26 | 2026-03-18      | 0.0000%  | 0.0000% | $10000000.00       | $9955990.00        | Agency Debentures and Agency Strips |
| FHDN 04/15/26 | 2026-04-15      | 0.0000%  | 0.0000% | $8600000.00        | $8537890.80        | Agency Debentures and Agency Strips |
| FHDN 04/16/26 | 2026-04-16      | 0.0000%  | 0.0000% | $5000000.00        | $4963410.00        | Agency Debentures and Agency Strips |
| FHDN 04/27/26 | 2026-04-27      | 0.0000%  | 0.0000% | $6055000.00        | $6004065.34        | Agency Debentures and Agency Strips |
| FHDN 04/29/26 | 2026-04-29      | 0.0000%  | 0.0000% | $250000000.00      | $247847000.00      | Agency Debentures and Agency Strips |
| FHDN 05/21/26 | 2026-05-21      | 0.0000%  | 0.0000% | $12285000.00       | $12152358.86       | Agency Debentures and Agency Strips |
| FHDN 05/29/26 | 2026-05-29      | 0.0000%  | 0.0000% | $222000.00         | $219427.69         | Agency Debentures and Agency Strips |
| FHDN 06/22/26 | 2026-06-22      | 0.0000%  | 0.0000% | $591000.00         | $582756.73         | Agency Debentures and Agency Strips |
| FHDN 06/26/26 | 2026-06-26      | 0.0000%  | 0.0000% | $5000000.00        | $4928320.00        | Agency Debentures and Agency Strips |

### Security 274: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 3.670000%
- **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: ARP1EL653, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1EL653
- **C.18 - Value (incl. sponsor support):** $1443000000.00
- **C.18.a - Value (excl. sponsor support):** $1443000000.00
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 03.000 CLFS5450 | 2051-11-01      | 3.0000%  | 0.0000% | $200000.00         | $141202.17         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5813 | 2053-05-01      | 6.0000%  | 0.0000% | $17205063.00       | $10256771.37       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS6085 | 2053-10-01      | 6.5000%  | 0.0000% | $33415215.00       | $24877199.47       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS7239 | 2051-12-01      | 2.0000%  | 0.0000% | $685000.00         | $486252.84         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFS8680 | 2037-09-01      | 3.0000%  | 0.0000% | $4982436.00        | $3842242.69        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS8852 | 2052-04-01      | 2.5000%  | 0.0000% | $7000.00           | $5445.15           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS9194 | 2052-02-01      | 3.5000%  | 0.0000% | $18907295.00       | $15741003.45       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS9649 | 2054-11-01      | 5.0000%  | 0.0000% | $820000.00         | $768194.99         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0887 | 2055-08-01      | 6.5000%  | 0.0000% | $198448.00         | $199225.57         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICC0027 | 2040-02-01      | 6.0000%  | 0.0000% | $1643865.00        | $1487201.25        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC0059 | 2054-12-01      | 5.0000%  | 0.0000% | $1444675.00        | $1354101.33        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CICC0647 | 2040-04-01      | 5.5000%  | 0.0000% | $13760860.00       | $11197242.66       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC1690 | 2055-12-01      | 5.5000%  | 0.0000% | $33692792.00       | $34397962.34       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC1731 | 2055-12-01      | 4.5000%  | 0.0000% | $21056745.00       | $20740678.02       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC1009 | 2055-09-01      | 5.5000%  | 0.0000% | $6251847.00        | $6339596.07        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCC1222 | 2055-10-01      | 5.5000%  | 0.0000% | $52757001.00       | $53077066.44       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDA9949 | 2054-02-01      | 5.0000%  | 0.0000% | $2652278.00        | $2599050.10        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL888673 | 2035-04-01      | 6.0000%  | 0.0000% | $185000.00         | $2431.57           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL889650 | 2038-02-01      | 6.5000%  | 0.0000% | $1551965.00        | $11218.40          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL890556 | 2043-10-01      | 4.5000%  | 0.0000% | $6500000.00        | $1037149.17        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL930871 | 2039-04-01      | 5.0000%  | 0.0000% | $323782.00         | $2647.29           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL945997 | 2037-09-01      | 6.0000%  | 0.0000% | $147342.00         | $1264.79           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL952768 | 2037-09-01      | 7.0000%  | 0.0000% | $150000.00         | $888.08            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL959614 | 2037-11-01      | 6.0000%  | 0.0000% | $514608.00         | $4849.01           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL994004 | 2039-08-01      | 5.0000%  | 0.0000% | $12188873.00       | $1780122.12        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL995051 | 2037-03-01      | 6.0000%  | 0.0000% | $1600000.00        | $17898.87          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL995069 | 2038-10-01      | 6.0000%  | 0.0000% | $156000.00         | $1885.13           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL995244 | 2038-11-01      | 4.5000%  | 0.0000% | $65000.00          | $525.84            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL995876 | 2038-11-01      | 6.0000%  | 0.0000% | $1018000.00        | $10125.62          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAB3505 | 2041-09-01      | 4.0000%  | 0.0000% | $510000.00         | $37442.79          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTAB2795 | 2031-04-01      | 4.5000%  | 0.0000% | $2164000.00        | $72977.15          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB4937 | 2042-04-01      | 3.5000%  | 0.0000% | $845000.00         | $104100.18         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB5468 | 2042-06-01      | 3.5000%  | 0.0000% | $13000.00          | $864.52            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAB7766 | 2043-02-01      | 3.0000%  | 0.0000% | $783479.00         | $120291.73         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CZAB9638 | 2053-06-01      | 3.5000%  | 0.0000% | $500000.00         | $107328.73         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAB9683 | 2043-06-01      | 4.0000%  | 0.0000% | $300000.00         | $36444.05          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA0073 | 2029-05-01      | 4.5000%  | 0.0000% | $3309190.00        | $13573.41          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA0641 | 2031-02-01      | 4.0000%  | 0.0000% | $205000.00         | $5772.98           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA2608 | 2046-05-01      | 3.0000%  | 0.0000% | $23000.00          | $2907.91           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA2087 | 2034-11-01      | 3.0000%  | 0.0000% | $25000000.00       | $1929564.97        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA3501 | 2048-10-01      | 5.0000%  | 0.0000% | $4135206.00        | $273774.60         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3416 | 2048-07-01      | 4.5000%  | 0.0000% | $25000.00          | $1928.71           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CKMA4370 | 2051-06-01      | 2.0000%  | 0.0000% | $84500000.00       | $51498759.82       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4494 | 2051-12-01      | 3.0000%  | 0.0000% | $4000.00           | $2394.77           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA3657 | 2034-05-01      | 3.0000%  | 0.0000% | $5499000.00        | $451176.26         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3747 | 2049-08-01      | 4.5000%  | 0.0000% | $163138.00         | $15496.62          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4100 | 2050-08-01      | 2.0000%  | 0.0000% | $156440000.00      | $70944858.27       | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLMA4157 | 2050-10-01      | 1.5000%  | 0.0000% | $130000.00         | $68904.39          | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4228 | 2036-01-01      | 1.5000%  | 0.0000% | $1488000.00        | $679954.09         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CNMA4331 | 2031-05-01      | 1.5000%  | 0.0000% | $5000000.00        | $1826192.44        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5360 | 2039-05-01      | 5.5000%  | 0.0000% | $25000000.00       | $14235064.78       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5393 | 2039-06-01      | 5.5000%  | 0.0000% | $576739.00         | $334541.35         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4627 | 2037-06-01      | 2.0000%  | 0.0000% | $24000.00          | $15256.18          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA4640 | 2037-06-01      | 3.5000%  | 0.0000% | $47000.00          | $26139.33          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4803 | 2052-11-01      | 3.5000%  | 0.0000% | $2751000.00        | $2163198.76        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA4842 | 2052-12-01      | 5.5000%  | 0.0000% | $250112500.00      | $188263060.38      | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4867 | 2053-01-01      | 4.5000%  | 0.0000% | $18572205.00       | $15219693.07       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA4899 | 2038-01-01      | 5.0000%  | 0.0000% | $55000.00          | $31243.42          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5073 | 2053-07-01      | 6.0000%  | 0.0000% | $95705644.00       | $66620772.28       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5188 | 2053-11-01      | 4.5000%  | 0.0000% | $374000.00         | $325963.51         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIMA5220 | 2038-12-01      | 6.0000%  | 0.0000% | $15000.00          | $6941.23           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5262 | 2053-12-01      | 3.5000%  | 0.0000% | $3000.00           | $2533.28           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5246 | 2054-01-01      | 5.5000%  | 0.0000% | $6953000.00        | $5759994.93        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5259 | 2054-01-01      | 4.5000%  | 0.0000% | $1910000.00        | $1692439.90        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5420 | 2054-07-01      | 5.5000%  | 0.0000% | $260781.00         | $213209.72         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5494 | 2054-10-01      | 4.0000%  | 0.0000% | $5000.00           | $4562.98           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5670 | 2055-04-01      | 4.0000%  | 0.0000% | $40374103.00       | $37197261.66       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5712 | 2040-05-01      | 5.5000%  | 0.0000% | $44727833.00       | $38068953.00       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5722 | 2040-04-01      | 3.5000%  | 0.0000% | $2403748.00        | $2221274.52        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTMA5741 | 2045-06-01      | 5.5000%  | 0.0000% | $20000000.00       | $17517317.95       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5822 | 2055-09-01      | 5.5000%  | 0.0000% | $521047.00         | $507917.30         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA5828 | 2040-09-01      | 4.5000%  | 0.0000% | $1617126.00        | $1532318.90        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CNMA5837 | 2035-09-01      | 5.0000%  | 0.0000% | $460079.00         | $426977.64         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5860 | 2040-10-01      | 5.0000%  | 0.0000% | $2990367.00        | $2803945.63        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5970 | 2056-01-01      | 4.5000%  | 0.0000% | $1860084.00        | $1833728.47        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CNMA5985 | 2036-01-01      | 4.5000%  | 0.0000% | $429900.00         | $433242.47         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM2309 | 2049-03-01      | 3.5000%  | 0.0000% | $3613275.00        | $597878.33         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM2373 | 2049-12-01      | 5.0000%  | 0.0000% | $760000.00         | $110669.83         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM3090 | 2035-04-01      | 3.5000%  | 0.0000% | $3800000.00        | $720932.79         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM4386 | 2047-07-01      | 5.0000%  | 0.0000% | $416000.00         | $147118.38         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM3770 | 2035-07-01      | 3.0000%  | 0.0000% | $965000.00         | $291971.92         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM4129 | 2050-09-01      | 4.0000%  | 0.0000% | $523193.00         | $92218.19          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM4817 | 2049-06-01      | 5.0000%  | 0.0000% | $5613000.00        | $1285262.52        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM5036 | 2050-03-01      | 4.0000%  | 0.0000% | $38055.00          | $7375.60           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFM5905 | 2049-07-01      | 5.5000%  | 0.0000% | $2007622.00        | $724549.21         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM5902 | 2050-05-01      | 5.0000%  | 0.0000% | $3477118.00        | $533666.72         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTFM6015 | 2039-08-01      | 3.5000%  | 0.0000% | $200000.00         | $68334.79          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM7171 | 2036-05-01      | 2.0000%  | 0.0000% | $115000.00         | $54224.20          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTFM6990 | 2040-08-01      | 3.0000%  | 0.0000% | $81026.00          | $27476.14          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM7411 | 2051-05-01      | 2.0000%  | 0.0000% | $19000.00          | $11968.85          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTFM8410 | 2041-08-01      | 2.0000%  | 0.0000% | $3699856.00        | $2220765.24        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM9681 | 2051-08-01      | 4.0000%  | 0.0000% | $91000.00          | $40159.24          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTFS0833 | 2038-06-01      | 3.0000%  | 0.0000% | $8000.00           | $3791.74           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0896 | 2051-12-01      | 3.0000%  | 0.0000% | $8254841.00        | $4884880.29        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS0902 | 2043-07-01      | 3.5000%  | 0.0000% | $409829.00         | $248860.86         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1030 | 2052-03-01      | 3.0000%  | 0.0000% | $4847960.00        | $3462010.44        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS2616 | 2052-08-01      | 5.0000%  | 0.0000% | $1057000.00        | $794187.50         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS2420 | 2052-07-01      | 3.5000%  | 0.0000% | $3125000.00        | $2198461.75        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS3575 | 2052-09-01      | 4.5000%  | 0.0000% | $188000.00         | $142721.93         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS5349 | 2052-10-01      | 4.0000%  | 0.0000% | $13310000.00       | $9860647.60        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTFS4542 | 2042-09-01      | 3.5000%  | 0.0000% | $27000.00          | $19240.57          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFS4568 | 2037-09-01      | 3.0000%  | 0.0000% | $75000.00          | $48798.49          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS4975 | 2037-06-01      | 2.0000%  | 0.0000% | $14000.00          | $9166.92           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS4959 | 2053-05-01      | 6.5000%  | 0.0000% | $25207453.00       | $15126899.21       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5648 | 2053-02-01      | 6.0000%  | 0.0000% | $62814331.00       | $41769540.13       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9768 | 2054-12-01      | 4.5000%  | 0.0000% | $281000.00         | $261741.11         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CICB9556 | 2039-11-01      | 5.0000%  | 0.0000% | $3563460.00        | $2941632.46        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF9827 | 2056-01-01      | 4.5000%  | 0.0000% | $1723491.00        | $1700183.88        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF9012 | 2056-01-01      | 4.5000%  | 0.0000% | $1327410.00        | $1307642.63        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG0886 | 2056-01-01      | 4.5000%  | 0.0000% | $2495219.00        | $2460360.79        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG0558 | 2056-01-01      | 5.5000%  | 0.0000% | $2000000.00        | $2038957.11        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG1457 | 2056-02-01      | 5.0000%  | 0.0000% | $4720000.00        | $4750745.03        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0095 | 2054-12-01      | 6.0000%  | 0.0000% | $40000.00          | $36343.56          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA0682 | 2050-03-01      | 5.0000%  | 0.0000% | $10455330.00       | $9445650.10        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA2057 | 2055-07-01      | 6.0000%  | 0.0000% | $26436197.00       | $26559444.18       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA2297 | 2055-04-01      | 6.5000%  | 0.0000% | $69200000.00       | $60100925.05       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA3473 | 2052-08-01      | 4.0000%  | 0.0000% | $20812208.00       | $19894476.47       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFA2735 | 2037-04-01      | 2.5000%  | 0.0000% | $23671936.00       | $21168757.24       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CNFA3059 | 2034-07-01      | 6.5000%  | 0.0000% | $5081028.00        | $4479685.14        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA3466 | 2048-11-01      | 3.5000%  | 0.0000% | $22229968.00       | $20746606.94       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA3449 | 2053-07-01      | 2.5000%  | 0.0000% | $16399773.00       | $13882632.07       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA3627 | 2051-10-01      | 3.0000%  | 0.0000% | $18896623.00       | $16665973.99       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3634 | 2052-11-01      | 6.0000%  | 0.0000% | $24199305.00       | $25161873.07       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3806 | 2055-07-01      | 6.0000%  | 0.0000% | $83646927.00       | $84694572.26       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLFA3948 | 2055-10-01      | 7.0000%  | 0.0000% | $34859452.00       | $36546189.22       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA3932 | 2055-06-01      | 6.5000%  | 0.0000% | $50016047.00       | $52479313.25       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3958 | 2054-09-01      | 6.0000%  | 0.0000% | $40042925.00       | $40188777.81       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM0047 | 2034-12-01      | 3.0000%  | 0.0000% | $140000.00         | $38543.04          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM0076 | 2050-03-01      | 3.0000%  | 0.0000% | $18172342.00       | $5724860.03        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM1090 | 2049-05-01      | 4.0000%  | 0.0000% | $60000.00          | $9846.62           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM1153 | 2034-06-01      | 3.0000%  | 0.0000% | $5500000.00        | $1303459.30        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM1155 | 2032-06-01      | 2.5000%  | 0.0000% | $155000.00         | $27033.21          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM1577 | 2034-09-01      | 3.5000%  | 0.0000% | $5860565.00        | $1211789.42        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIFM1824 | 2026-08-01      | 5.0000%  | 0.0000% | $12894563.00       | $2317.14           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM1886 | 2049-06-01      | 3.5000%  | 0.0000% | $30000.00          | $3337.47           | Agency Mortgage-Backed Securities |
| FNMS 05.500 NP256576 | 2037-01-01      | 5.5000%  | 0.0000% | $375000.00         | $909.32            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CT256396 | 2026-08-01      | 6.5000%  | 0.0000% | $1653426.00        | $590.45            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL535131 | 2029-03-01      | 6.0000%  | 0.0000% | $1000000.00        | $517.09            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL545759 | 2032-07-01      | 6.5000%  | 0.0000% | $36521996.00       | $49593.37          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAL2617 | 2040-10-01      | 6.0000%  | 0.0000% | $1696621.00        | $52722.67          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIAL3757 | 2027-03-01      | 5.0000%  | 0.0000% | $7575613.00        | $1222.46           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAL9521 | 2046-10-01      | 3.0000%  | 0.0000% | $1393000.00        | $526896.73         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL9578 | 2045-06-01      | 4.0000%  | 0.0000% | $56000.00          | $8294.03           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIAL8127 | 2031-01-01      | 2.0000%  | 0.0000% | $105000.00         | $9943.25           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAO2114 | 2042-05-01      | 4.0000%  | 0.0000% | $705505.00         | $43331.67          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAP4325 | 2042-11-01      | 3.0000%  | 0.0000% | $57462.00          | $7376.37           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAP9315 | 2042-10-01      | 3.5000%  | 0.0000% | $1387917.00        | $109610.64         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAQ5772 | 2043-01-01      | 3.0000%  | 0.0000% | $55723.00          | $7012.60           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAR8592 | 2043-06-01      | 3.5000%  | 0.0000% | $199093.00         | $40595.13          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICA7475 | 2035-10-01      | 3.5000%  | 0.0000% | $2000000.00        | $722544.66         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLCA7588 | 2050-11-01      | 1.5000%  | 0.0000% | $14227.00          | $6808.84           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB0200 | 2051-04-01      | 3.0000%  | 0.0000% | $3266285.00        | $2002463.84        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB0396 | 2051-05-01      | 2.5000%  | 0.0000% | $1076951.00        | $695669.49         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB0736 | 2051-06-01      | 3.0000%  | 0.0000% | $762000.00         | $434153.55         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1382 | 2051-08-01      | 2.5000%  | 0.0000% | $1010018.00        | $604876.71         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3914 | 2052-06-01      | 4.0000%  | 0.0000% | $252000.00         | $183068.64         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4036 | 2052-07-01      | 5.0000%  | 0.0000% | $5000.00           | $3691.63           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4306 | 2052-08-01      | 5.0000%  | 0.0000% | $725000.00         | $557363.92         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB4809 | 2052-10-01      | 4.0000%  | 0.0000% | $138000.00         | $106792.83         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB5545 | 2053-01-01      | 6.5000%  | 0.0000% | $25000.00          | $14914.85          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC9216 | 2054-12-01      | 5.0000%  | 0.0000% | $3487385.00        | $3448294.79        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDC9248 | 2039-12-01      | 4.5000%  | 0.0000% | $1082041.00        | $765436.12         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDC9255 | 2039-12-01      | 5.0000%  | 0.0000% | $1532637.00        | $1477508.58        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDC9247 | 2039-12-01      | 4.5000%  | 0.0000% | $1856051.00        | $1673315.67        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD2626 | 2055-03-01      | 6.0000%  | 0.0000% | $2784931.00        | $2881136.05        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDD2305 | 2040-02-01      | 5.5000%  | 0.0000% | $1009792.00        | $982416.51         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDD2301 | 2040-02-01      | 5.0000%  | 0.0000% | $1000001.00        | $906309.22         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4213 | 2055-02-01      | 6.0000%  | 0.0000% | $3189357.00        | $2955763.98        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD4363 | 2055-04-01      | 5.5000%  | 0.0000% | $75000.00          | $68883.06          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4557 | 2055-05-01      | 6.0000%  | 0.0000% | $4388710.00        | $4531854.57        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4788 | 2055-02-01      | 6.0000%  | 0.0000% | $1325983.00        | $1210690.07        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDD4970 | 2040-04-01      | 5.0000%  | 0.0000% | $3400384.00        | $1807586.93        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD8053 | 2055-05-01      | 6.0000%  | 0.0000% | $6371694.00        | $5886451.27        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDD7414 | 2040-04-01      | 5.0000%  | 0.0000% | $1798665.00        | $1581134.16        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD8291 | 2055-04-01      | 6.5000%  | 0.0000% | $1966300.00        | $1725169.46        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDD8696 | 2055-09-01      | 7.5000%  | 0.0000% | $811414.00         | $610672.96         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDD8766 | 2055-11-01      | 4.0000%  | 0.0000% | $1214876.00        | $963176.84         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD8840 | 2055-07-01      | 6.0000%  | 0.0000% | $1263998.00        | $982371.82         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE0762 | 2055-06-01      | 6.0000%  | 0.0000% | $1665403.00        | $1740003.25        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE1626 | 2055-06-01      | 6.0000%  | 0.0000% | $10229129.00       | $9561333.19        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE3174 | 2055-07-01      | 5.5000%  | 0.0000% | $3762654.00        | $3843597.10        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDE3830 | 2055-11-01      | 4.5000%  | 0.0000% | $1212905.00        | $1192959.34        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDE3838 | 2055-11-01      | 4.0000%  | 0.0000% | $999793.00         | $957194.74         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDE3894 | 2055-12-01      | 4.0000%  | 0.0000% | $4524451.00        | $4342179.97        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDE3996 | 2040-09-01      | 5.5000%  | 0.0000% | $1017966.00        | $940635.44         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE6082 | 2055-07-01      | 6.5000%  | 0.0000% | $5323360.00        | $4634993.31        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE6088 | 2055-07-01      | 7.0000%  | 0.0000% | $1295800.00        | $1008038.41        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDE6904 | 2055-12-01      | 4.5000%  | 0.0000% | $8024731.00        | $7901155.78        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE7043 | 2055-08-01      | 7.0000%  | 0.0000% | $6404805.00        | $6498863.78        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE7533 | 2040-09-01      | 5.0000%  | 0.0000% | $1565443.00        | $1563256.69        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE8933 | 2055-09-01      | 5.5000%  | 0.0000% | $3436595.00        | $3456750.91        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE9808 | 2055-09-01      | 5.5000%  | 0.0000% | $1014994.00        | $862707.63         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE9017 | 2055-10-01      | 6.0000%  | 0.0000% | $5516978.00        | $5735729.53        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDE9419 | 2040-09-01      | 5.5000%  | 0.0000% | $1868423.00        | $1862318.72        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF0374 | 2055-09-01      | 5.5000%  | 0.0000% | $1102329.00        | $1019376.62        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDF0487 | 2040-10-01      | 5.0000%  | 0.0000% | $1156528.00        | $1156499.80        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF1170 | 2055-09-01      | 6.0000%  | 0.0000% | $1184737.00        | $1234596.60        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF2667 | 2055-11-01      | 6.0000%  | 0.0000% | $4130625.00        | $4257440.87        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF2189 | 2055-11-01      | 4.5000%  | 0.0000% | $5981185.00        | $5470031.46        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF2355 | 2055-10-01      | 4.5000%  | 0.0000% | $1334540.00        | $1312681.71        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDF2931 | 2040-11-01      | 5.0000%  | 0.0000% | $1309251.00        | $1326183.48        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF3938 | 2055-11-01      | 4.5000%  | 0.0000% | $1141423.00        | $1124005.59        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF5032 | 2055-11-01      | 6.5000%  | 0.0000% | $1000000.00        | $1047543.43        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF6527 | 2055-12-01      | 5.5000%  | 0.0000% | $4048021.00        | $4135839.11        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF7502 | 2055-12-01      | 4.5000%  | 0.0000% | $1172875.00        | $1155027.31        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF7541 | 2056-01-01      | 6.0000%  | 0.0000% | $2546497.00        | $2652684.23        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF7608 | 2055-12-01      | 4.5000%  | 0.0000% | $1352864.00        | $1332142.29        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBA3277 | 2045-10-01      | 4.0000%  | 0.0000% | $538604.00         | $49119.20          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBC1493 | 2046-08-01      | 3.0000%  | 0.0000% | $4225000.00        | $789753.54         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBE3698 | 2047-06-01      | 4.5000%  | 0.0000% | $26807652.00       | $7132286.33        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBE8036 | 2047-04-01      | 4.0000%  | 0.0000% | $402601.00         | $43115.34          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ6926 | 2048-07-01      | 4.0000%  | 0.0000% | $2011170.00        | $284998.64         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBK0709 | 2035-02-01      | 2.5000%  | 0.0000% | $4000.00           | $716.52            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBK4769 | 2048-08-01      | 5.0000%  | 0.0000% | $500000.00         | $63445.94          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK7939 | 2048-11-01      | 4.5000%  | 0.0000% | $2070000.00        | $352040.47         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM1775 | 2047-07-01      | 4.5000%  | 0.0000% | $62000.00          | $11709.37          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM2006 | 2048-01-01      | 4.0000%  | 0.0000% | $3000000.00        | $334223.39         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM3477 | 2048-01-01      | 4.0000%  | 0.0000% | $10073819.00       | $2586432.34        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM4659 | 2047-07-01      | 4.0000%  | 0.0000% | $250000.00         | $60356.20          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM5176 | 2048-12-01      | 4.0000%  | 0.0000% | $102993006.00      | $21946654.32       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM5603 | 2048-11-01      | 4.0000%  | 0.0000% | $24000.00          | $4681.54           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CJBM7104 | 2033-03-01      | 2.5000%  | 0.0000% | $1912108.00        | $971201.57         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN5324 | 2049-03-01      | 4.0000%  | 0.0000% | $1700000.00        | $311746.69         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN5341 | 2049-03-01      | 4.5000%  | 0.0000% | $1195000.00        | $121976.26         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBP3026 | 2050-02-01      | 4.5000%  | 0.0000% | $867889.00         | $74225.34          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBP6370 | 2050-05-01      | 3.0000%  | 0.0000% | $100000.00         | $42875.82          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBQ0188 | 2050-08-01      | 3.0000%  | 0.0000% | $475000.00         | $132820.96         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ2600 | 2050-10-01      | 2.0000%  | 0.0000% | $185000.00         | $98108.55          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ4496 | 2051-02-01      | 2.0000%  | 0.0000% | $16600000.00       | $9581520.93        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ6799 | 2051-11-01      | 2.0000%  | 0.0000% | $1000000.00        | $611791.50         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR1035 | 2051-05-01      | 2.0000%  | 0.0000% | $650259.00         | $396565.07         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR3060 | 2051-03-01      | 2.5000%  | 0.0000% | $25000.00          | $14619.94          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR5566 | 2051-03-01      | 2.0000%  | 0.0000% | $100000.00         | $56870.98          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBT8277 | 2052-08-01      | 5.0000%  | 0.0000% | $6009448.00        | $4176126.27        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBU4641 | 2054-05-01      | 5.0000%  | 0.0000% | $2598107.00        | $2575839.87        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIBU5643 | 2040-02-01      | 5.5000%  | 0.0000% | $1255817.00        | $1239248.90        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBU7573 | 2052-01-01      | 3.0000%  | 0.0000% | $395000.00         | $272495.14         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CTBV1785 | 2045-06-01      | 6.5000%  | 0.0000% | $1078231.00        | $700522.77         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBV1464 | 2055-04-01      | 6.0000%  | 0.0000% | $2539063.00        | $2418794.59        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9917 | 2052-10-01      | 5.0000%  | 0.0000% | $7063684.00        | $4506734.90        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBX3198 | 2052-12-01      | 4.0000%  | 0.0000% | $1000.00           | $721.63            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX4207 | 2053-01-01      | 5.0000%  | 0.0000% | $286000.00         | $219605.25         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX6155 | 2053-02-01      | 5.0000%  | 0.0000% | $69449.00          | $44318.21          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0244 | 2047-08-01      | 3.5000%  | 0.0000% | $45001604.00       | $12158370.57       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0996 | 2048-01-01      | 3.5000%  | 0.0000% | $766000.00         | $180474.03         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA1053 | 2048-01-01      | 3.5000%  | 0.0000% | $94000.00          | $13581.15          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2641 | 2048-11-01      | 4.5000%  | 0.0000% | $9125162.00        | $773693.58         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2199 | 2048-08-01      | 4.5000%  | 0.0000% | $140000.00         | $24883.85          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCA2219 | 2048-08-01      | 5.0000%  | 0.0000% | $230000.00         | $24430.01          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CICA3294 | 2034-03-01      | 4.5000%  | 0.0000% | $250000.00         | $61807.19          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA3872 | 2049-07-01      | 3.5000%  | 0.0000% | $19000.00          | $1834.53           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA3943 | 2049-08-01      | 4.0000%  | 0.0000% | $4687287.00        | $1276606.58        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA6422 | 2050-07-01      | 3.0000%  | 0.0000% | $404000.00         | $121579.03         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAD0220 | 2038-10-01      | 6.0000%  | 0.0000% | $1180000.00        | $12794.88          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAD0332 | 2038-07-01      | 5.5000%  | 0.0000% | $2134956.00        | $25142.27          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAD0391 | 2039-10-01      | 4.5000%  | 0.0000% | $231059.00         | $12722.14          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAD3343 | 2040-04-01      | 6.0000%  | 0.0000% | $1100000.00        | $41186.12          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAD5525 | 2040-06-01      | 5.0000%  | 0.0000% | $680000.00         | $34169.22          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAE0678 | 2034-10-01      | 5.0000%  | 0.0000% | $229990.00         | $3889.06           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5441 | 2053-08-01      | 6.0000%  | 0.0000% | $200000.00         | $157642.77         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS0206 | 2043-08-01      | 3.0000%  | 0.0000% | $20939709.00       | $4319219.72        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS3877 | 2044-11-01      | 4.5000%  | 0.0000% | $10000000.00       | $1082648.70        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAS5358 | 2030-07-01      | 3.0000%  | 0.0000% | $105000.00         | $6864.65           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6185 | 2045-11-01      | 3.5000%  | 0.0000% | $21500000.00       | $4313143.14        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS8121 | 2046-10-01      | 3.5000%  | 0.0000% | $64051023.00       | $15654625.53       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTAS9775 | 2037-06-01      | 3.5000%  | 0.0000% | $3239437.00        | $888748.20         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAX5430 | 2044-11-01      | 4.0000%  | 0.0000% | $1382410.00        | $358388.16         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAX7571 | 2045-01-01      | 3.5000%  | 0.0000% | $7000.00           | $644.27            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAY1306 | 2045-03-01      | 3.5000%  | 0.0000% | $30000.00          | $3645.56           | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL708403 | 2033-03-01      | 7.5000%  | 0.0000% | $71487.00          | $1618.22           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL745092 | 2035-07-01      | 6.5000%  | 0.0000% | $1728425.00        | $20469.03          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL745405 | 2035-12-01      | 5.5000%  | 0.0000% | $100000.00         | $957.72            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDB1075 | 2054-04-01      | 5.0000%  | 0.0000% | $476250.00         | $438450.13         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB1390 | 2054-04-01      | 6.0000%  | 0.0000% | $4550000.00        | $3243165.57        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB2491 | 2054-05-01      | 6.0000%  | 0.0000% | $170000.00         | $99383.95          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDB2944 | 2054-04-01      | 5.0000%  | 0.0000% | $2707366.00        | $2668182.73        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB5118 | 2054-07-01      | 6.5000%  | 0.0000% | $279838.00         | $199424.70         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDB6736 | 2054-06-01      | 5.0000%  | 0.0000% | $1744269.00        | $1563865.75        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIDB8312 | 2039-12-01      | 3.5000%  | 0.0000% | $2576547.00        | $2284797.94        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC0374 | 2054-08-01      | 6.0000%  | 0.0000% | $962210.00         | $776218.27         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC3154 | 2054-10-01      | 6.5000%  | 0.0000% | $1734130.00        | $1639464.56        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDC4862 | 2054-10-01      | 4.0000%  | 0.0000% | $514187.00         | $469359.07         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC5000 | 2054-10-01      | 5.0000%  | 0.0000% | $1251551.00        | $1093322.62        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDC6766 | 2040-01-01      | 4.5000%  | 0.0000% | $1282086.00        | $1094261.70        | Agency Mortgage-Backed Securities |

### Security 275: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 3.670000%
- **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: ARP1EL836, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: ARP1EL836
- **C.18 - Value (incl. sponsor support):** $1445000000.00
- **C.18.a - Value (excl. sponsor support):** $1445000000.00
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF MA7255 M | 2051-03-20      | 2.5000%  | 0.0000% | $440000000.00      | $210015274.45      | Agency Mortgage-Backed Securities |
| GNII SF MA7650 M | 2051-10-20      | 3.0000%  | 0.0000% | $25000000.00       | $14489893.42       | Agency Mortgage-Backed Securities |
| GNII SF MA7768 M | 2051-12-20      | 3.0000%  | 0.0000% | $50000000.00       | $30692549.37       | Agency Mortgage-Backed Securities |
| GNII SF MA9541 M | 2054-03-20      | 5.5000%  | 0.0000% | $12739013.00       | $9693247.64        | Agency Mortgage-Backed Securities |
| GNII SF MA9542 M | 2054-03-20      | 6.0000%  | 0.0000% | $25000000.00       | $14266529.21       | Agency Mortgage-Backed Securities |
| GNII SF DE4879 C | 2055-07-20      | 6.0000%  | 0.0000% | $482926.00         | $502291.88         | Agency Mortgage-Backed Securities |
| GNII SF DF0570 C | 2054-10-20      | 6.0000%  | 0.0000% | $2258285.00        | $1961301.72        | Agency Mortgage-Backed Securities |
| GNII SF DH6251 C | 2055-02-20      | 6.5000%  | 0.0000% | $2001166.00        | $852247.66         | Agency Mortgage-Backed Securities |
| GNII SF DH6252 C | 2055-02-20      | 6.5000%  | 0.0000% | $2366370.00        | $1723214.24        | Agency Mortgage-Backed Securities |
| GNII SF DJ1865 C | 2055-04-20      | 5.0000%  | 0.0000% | $1630320.00        | $1151997.21        | Agency Mortgage-Backed Securities |
| GNII SF DJ1915 C | 2055-04-20      | 6.5000%  | 0.0000% | $2055002.00        | $705430.80         | Agency Mortgage-Backed Securities |
| GNII SF DJ4644 C | 2055-04-20      | 6.5000%  | 0.0000% | $9927481.00        | $8490576.95        | Agency Mortgage-Backed Securities |
| GNII SF DJ9559 C | 2055-08-20      | 6.0000%  | 0.0000% | $1117191.00        | $1161731.56        | Agency Mortgage-Backed Securities |
| GNII SF DJ9560 C | 2055-08-20      | 6.0000%  | 0.0000% | $459830.00         | $478787.56         | Agency Mortgage-Backed Securities |
| GNII SF DK1726 C | 2055-08-20      | 6.0000%  | 0.0000% | $896010.00         | $926806.02         | Agency Mortgage-Backed Securities |
| GNII SF DK3582 C | 2055-12-20      | 5.5000%  | 0.0000% | $1499172.00        | $1539025.32        | Agency Mortgage-Backed Securities |
| GNII SF DK6210 C | 2055-08-20      | 6.5000%  | 0.0000% | $1326212.00        | $1384434.42        | Agency Mortgage-Backed Securities |
| GNII SF DK6220 C | 2055-08-20      | 6.0000%  | 0.0000% | $578098.00         | $601693.09         | Agency Mortgage-Backed Securities |
| GNII SF DK9275 C | 2055-07-20      | 6.0000%  | 0.0000% | $3060884.00        | $3143202.96        | Agency Mortgage-Backed Securities |
| GNII SF DK9358 C | 2055-07-20      | 6.0000%  | 0.0000% | $7953130.00        | $8158287.73        | Agency Mortgage-Backed Securities |
| GNII SF DK9446 C | 2055-07-20      | 6.0000%  | 0.0000% | $5602987.00        | $5771068.10        | Agency Mortgage-Backed Securities |
| GNII SF DK9448 C | 2055-07-20      | 6.0000%  | 0.0000% | $4994578.00        | $5156239.15        | Agency Mortgage-Backed Securities |
| GNII SF DK9605 C | 2055-08-20      | 6.0000%  | 0.0000% | $1177526.00        | $1215365.74        | Agency Mortgage-Backed Securities |
| GNII SF DL2135 C | 2055-08-20      | 6.0000%  | 0.0000% | $448540.00         | $463512.12         | Agency Mortgage-Backed Securities |
| GNII SF DL2137 C | 2055-08-20      | 6.0000%  | 0.0000% | $478741.00         | $495349.36         | Agency Mortgage-Backed Securities |
| GNII SF DL3470 C | 2055-08-20      | 6.0000%  | 0.0000% | $991321.00         | $1031484.33        | Agency Mortgage-Backed Securities |
| GNII SF DL3421 C | 2055-08-20      | 6.0000%  | 0.0000% | $612679.00         | $637250.42         | Agency Mortgage-Backed Securities |
| GNII SF DL7973 C | 2055-08-20      | 6.5000%  | 0.0000% | $1624051.00        | $1697392.71        | Agency Mortgage-Backed Securities |
| GNII SF DL8057 C | 2055-09-20      | 6.0000%  | 0.0000% | $818188.00         | $843023.68         | Agency Mortgage-Backed Securities |
| GNII SF DL7844 C | 2055-08-20      | 6.5000%  | 0.0000% | $2966930.00        | $3096538.82        | Agency Mortgage-Backed Securities |
| GNII SF DL7966 C | 2055-08-20      | 6.5000%  | 0.0000% | $1438842.00        | $1503155.36        | Agency Mortgage-Backed Securities |
| GNII SF DP3167 C | 2056-01-20      | 6.0000%  | 0.0000% | $4388187.00        | $4531967.41        | Agency Mortgage-Backed Securities |
| GNII SF DP4575 C | 2056-01-20      | 6.0000%  | 0.0000% | $1106049.00        | $1157342.39        | Agency Mortgage-Backed Securities |
| GNII SF DP4576 C | 2056-01-20      | 6.0000%  | 0.0000% | $1720977.00        | $1789338.22        | Agency Mortgage-Backed Securities |
| GNII SF DP4849 C | 2056-01-20      | 5.5000%  | 0.0000% | $1498020.00        | $1547638.25        | Agency Mortgage-Backed Securities |
| GNII SF DP4839 C | 2056-01-20      | 5.0000%  | 0.0000% | $1002929.00        | $1011409.54        | Agency Mortgage-Backed Securities |
| GNII SF DP7102 C | 2056-01-20      | 5.5000%  | 0.0000% | $2926417.00        | $3004211.57        | Agency Mortgage-Backed Securities |
| GNII SF DP7104 C | 2056-01-20      | 5.5000%  | 0.0000% | $7160772.00        | $7351130.78        | Agency Mortgage-Backed Securities |
| GNII SF DP7105 C | 2056-01-20      | 5.5000%  | 0.0000% | $2656045.00        | $2726652.12        | Agency Mortgage-Backed Securities |
| GNII SF DP7106 C | 2056-01-20      | 5.5000%  | 0.0000% | $1704886.00        | $1750207.93        | Agency Mortgage-Backed Securities |
| GNII SF DP6440 C | 2056-01-20      | 5.5000%  | 0.0000% | $1842089.00        | $1896376.39        | Agency Mortgage-Backed Securities |
| GNII SF DP8898 C | 2056-01-20      | 5.5000%  | 0.0000% | $15794177.00       | $16214026.59       | Agency Mortgage-Backed Securities |
| GNII SF DP8900 C | 2056-01-20      | 6.0000%  | 0.0000% | $3333951.00        | $3467383.50        | Agency Mortgage-Backed Securities |
| GNII SF DP8901 C | 2056-01-20      | 6.0000%  | 0.0000% | $4341121.00        | $4505668.30        | Agency Mortgage-Backed Securities |
| GNII SF DL8372 C | 2055-07-20      | 6.0000%  | 0.0000% | $658366.00         | $684373.36         | Agency Mortgage-Backed Securities |
| GNII SF DL9277 C | 2055-09-20      | 6.0000%  | 0.0000% | $4959376.00        | $5023782.85        | Agency Mortgage-Backed Securities |
| GNII SF DL9280 C | 2055-09-20      | 6.0000%  | 0.0000% | $7722272.00        | $7978483.76        | Agency Mortgage-Backed Securities |
| GNII SF DM1080 C | 2055-08-20      | 6.5000%  | 0.0000% | $2719711.00        | $2841500.93        | Agency Mortgage-Backed Securities |
| GNII SF DM4058 C | 2055-09-20      | 6.5000%  | 0.0000% | $4619419.00        | $4824363.05        | Agency Mortgage-Backed Securities |
| GNII SF DM5685 C | 2055-11-20      | 6.0000%  | 0.0000% | $1055955.00        | $1102842.31        | Agency Mortgage-Backed Securities |
| GNII SF DN0353 C | 2056-01-20      | 5.0000%  | 0.0000% | $1803590.00        | $1820501.86        | Agency Mortgage-Backed Securities |
| GNII SF DN0357 C | 2056-01-20      | 5.0000%  | 0.0000% | $3820171.00        | $3846609.56        | Agency Mortgage-Backed Securities |
| GNII SF DN0359 C | 2056-01-20      | 5.5000%  | 0.0000% | $1934809.00        | $1986241.17        | Agency Mortgage-Backed Securities |
| GNII SF DN0363 C | 2056-01-20      | 5.5000%  | 0.0000% | $2821385.00        | $2896387.45        | Agency Mortgage-Backed Securities |
| GNII SF DN0367 C | 2056-01-20      | 6.0000%  | 0.0000% | $1787029.00        | $1860174.48        | Agency Mortgage-Backed Securities |
| GNII SF DN2012 C | 2056-01-20      | 5.5000%  | 0.0000% | $1035822.00        | $1063356.80        | Agency Mortgage-Backed Securities |
| GNII SF DN2032 C | 2055-11-20      | 6.0000%  | 0.0000% | $1223864.00        | $1278265.55        | Agency Mortgage-Backed Securities |
| GNII SF DN3048 C | 2055-10-20      | 6.0000%  | 0.0000% | $10195787.00       | $10568402.84       | Agency Mortgage-Backed Securities |
| GNII SF DN6189 C | 2055-12-20      | 6.0000%  | 0.0000% | $2349134.00        | $2436008.81        | Agency Mortgage-Backed Securities |
| GNII SF DN8699 C | 2056-01-20      | 5.5000%  | 0.0000% | $2885767.00        | $2970924.70        | Agency Mortgage-Backed Securities |
| GNII SF DN8727 C | 2056-01-20      | 5.5000%  | 0.0000% | $1035673.00        | $1066512.81        | Agency Mortgage-Backed Securities |
| GNII SF DN8773 C | 2056-01-20      | 5.5000%  | 0.0000% | $1032049.00        | $1063054.39        | Agency Mortgage-Backed Securities |
| GNII SF DN9149 C | 2055-12-20      | 6.0000%  | 0.0000% | $1452985.00        | $1517948.44        | Agency Mortgage-Backed Securities |
| GNII SF DP0187 C | 2056-01-20      | 6.0000%  | 0.0000% | $5190405.00        | $5406763.57        | Agency Mortgage-Backed Securities |
| GNII SF DP0171 C | 2056-01-20      | 5.5000%  | 0.0000% | $17787800.00       | $18301219.16       | Agency Mortgage-Backed Securities |
| GNII SF DP0928 C | 2056-01-20      | 5.5000%  | 0.0000% | $1274836.00        | $1308725.67        | Agency Mortgage-Backed Securities |
| GNII SF DP0957 C | 2056-01-20      | 5.5000%  | 0.0000% | $1891538.00        | $1941821.81        | Agency Mortgage-Backed Securities |
| GNII SF DP0955 C | 2056-01-20      | 5.5000%  | 0.0000% | $2382915.00        | $2446258.97        | Agency Mortgage-Backed Securities |
| GNII SF DP1219 C | 2056-01-20      | 5.5000%  | 0.0000% | $1251706.00        | $1284979.54        | Agency Mortgage-Backed Securities |
| GNII SF DP2941 C | 2056-01-20      | 6.5000%  | 0.0000% | $3113649.00        | $3266672.74        | Agency Mortgage-Backed Securities |
| GNII SF DP3051 C | 2056-01-20      | 5.5000%  | 0.0000% | $3165030.00        | $3249161.42        | Agency Mortgage-Backed Securities |
| GNII SF DP3032 C | 2056-01-20      | 5.0000%  | 0.0000% | $12046398.00       | $12022507.32       | Agency Mortgage-Backed Securities |
| GNII SF DP3040 C | 2056-01-20      | 6.0000%  | 0.0000% | $5254138.00        | $5440593.34        | Agency Mortgage-Backed Securities |
| GNII SF DP3079 C | 2056-01-20      | 5.5000%  | 0.0000% | $13099118.00       | $13447339.14       | Agency Mortgage-Backed Securities |
| GNII SF DP3166 C | 2056-01-20      | 6.0000%  | 0.0000% | $3870688.00        | $3997512.38        | Agency Mortgage-Backed Securities |
| GNII SF DP8902 C | 2056-01-20      | 6.0000%  | 0.0000% | $4585088.00        | $4758882.70        | Agency Mortgage-Backed Securities |
| GNII SF DP8975 C | 2056-01-20      | 5.0000%  | 0.0000% | $1873312.00        | $1890877.63        | Agency Mortgage-Backed Securities |
| GNII SF DP8469 C | 2056-01-20      | 5.5000%  | 0.0000% | $1956870.00        | $2008888.61        | Agency Mortgage-Backed Securities |
| GNII SF DP8471 C | 2056-01-20      | 6.0000%  | 0.0000% | $2295183.00        | $2386346.14        | Agency Mortgage-Backed Securities |
| GNII SF DP8474 C | 2056-01-20      | 6.0000%  | 0.0000% | $3002501.00        | $3110138.66        | Agency Mortgage-Backed Securities |
| GNII SF DP8779 C | 2056-01-20      | 6.0000%  | 0.0000% | $5795462.00        | $6015140.92        | Agency Mortgage-Backed Securities |
| GNII SF DP9433 C | 2056-01-20      | 5.5000%  | 0.0000% | $4257645.00        | $4370819.83        | Agency Mortgage-Backed Securities |
| GNII SF DP9434 C | 2056-01-20      | 5.5000%  | 0.0000% | $4616843.00        | $4739565.87        | Agency Mortgage-Backed Securities |
| GNII SF MB0814 M | 2055-10-20      | 5.5000%  | 0.0000% | $51811568.00       | $52692555.54       | Agency Mortgage-Backed Securities |
| GNII SF MB0872 M | 2056-01-20      | 5.5000%  | 0.0000% | $172138920.00      | $175457854.09      | Agency Mortgage-Backed Securities |
| GNII SF MB0425 M | 2055-06-20      | 6.0000%  | 0.0000% | $200000000.00      | $199337263.61      | Agency Mortgage-Backed Securities |
| GNII SF MB0684 M | 2055-10-20      | 4.5000%  | 0.0000% | $100000000.00      | $97680275.43       | Agency Mortgage-Backed Securities |
| GNII SF MB0686 M | 2055-09-20      | 5.5000%  | 0.0000% | $199626219.00      | $201754194.71      | Agency Mortgage-Backed Securities |
| GNII SF MB0745 M | 2055-11-20      | 5.0000%  | 0.0000% | $200000000.00      | $200220912.51      | Agency Mortgage-Backed Securities |
| GNII SF DI6213 C | 2055-04-20      | 6.0000%  | 0.0000% | $166515.00         | $167057.15         | Agency Mortgage-Backed Securities |
| GNII SF DI8961 C | 2055-09-20      | 6.5000%  | 0.0000% | $1121369.00        | $1179108.77        | Agency Mortgage-Backed Securities |
| GNII SF DI9402 C | 2055-04-20      | 6.5000%  | 0.0000% | $9240224.00        | $9028499.28        | Agency Mortgage-Backed Securities |
| GNII SF DO0059 C | 2055-11-20      | 6.0000%  | 0.0000% | $1407294.00        | $1458076.45        | Agency Mortgage-Backed Securities |
| GNII SF DO3357 C | 2055-11-20      | 6.0000%  | 0.0000% | $3609794.00        | $3739438.87        | Agency Mortgage-Backed Securities |
| GNII SF DO4817 C | 2055-11-20      | 5.0000%  | 0.0000% | $1318359.00        | $1326899.29        | Agency Mortgage-Backed Securities |
| GNII SF DO4988 C | 2056-01-20      | 6.0000%  | 0.0000% | $3673726.00        | $3820764.43        | Agency Mortgage-Backed Securities |
| GNII SF DO7680 C | 2056-01-20      | 6.0000%  | 0.0000% | $4610743.00        | $4826651.80        | Agency Mortgage-Backed Securities |
| GNII SF DO9814 C | 2055-12-20      | 5.5000%  | 0.0000% | $4308889.00        | $4409214.50        | Agency Mortgage-Backed Securities |
| GNII SF DO9827 C | 2055-12-20      | 6.0000%  | 0.0000% | $1320733.00        | $1367147.70        | Agency Mortgage-Backed Securities |
| GNII SF DO9828 C | 2055-12-20      | 6.0000%  | 0.0000% | $1065103.00        | $1099804.93        | Agency Mortgage-Backed Securities |
| GNII SF 005280 M | 2042-01-20      | 4.0000%  | 0.0000% | $3999000.00        | $208075.00         | Agency Mortgage-Backed Securities |

### Security 276: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** GOLDMAN SACHS & CO LLC 3.670000%
- **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: ARP1ELA33, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP1ELA33
- **C.18 - Value (incl. sponsor support):** $1445000000.00
- **C.18.a - Value (excl. sponsor support):** $1445000000.00
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **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? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 G16644 G | 2033-09-01      | 3.5000%  | 0.0000% | $5000000.00        | $1027080.49        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI2144 | 2034-06-01      | 5.0000%  | 0.0000% | $14980160.00       | $254616.58         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI4404 | 2035-05-01      | 4.5000%  | 0.0000% | $1675950.00        | $7577.90           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI4709 | 2035-11-01      | 5.0000%  | 0.0000% | $1409000.00        | $13492.27          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL2958 | 2042-04-01      | 3.5000%  | 0.0000% | $132000.00         | $21146.72          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZL4718 | 2043-01-01      | 3.0000%  | 0.0000% | $2571428.00        | $437423.54         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZL7216 | 2043-10-01      | 4.5000%  | 0.0000% | $749539.00         | $135453.01         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZM2285 | 2046-12-01      | 3.0000%  | 0.0000% | $325000.00         | $63729.72          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM5945 | 2048-03-01      | 4.0000%  | 0.0000% | $94000.00          | $16914.44          | Agency Mortgage-Backed Securities         |
| 03.500 FGPC T65368 G | 2046-05-01      | 3.5000%  | 0.0000% | $1000000.00        | $80062.62          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZA4196 | 2043-04-01      | 3.0000%  | 0.0000% | $2690784.00        | $484727.13         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZS2688 | 2035-05-01      | 6.5000%  | 0.0000% | $29610944.00       | $641756.32         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4735 | 2047-09-01      | 3.5000%  | 0.0000% | $1850000.00        | $214007.71         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS4746 | 2047-12-01      | 3.0000%  | 0.0000% | $252792.00         | $37044.67          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZS8602 | 2031-03-01      | 3.0000%  | 0.0000% | $4000000.00        | $361596.36         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTZS9058 | 2031-11-01      | 5.0000%  | 0.0000% | $143826.00         | $7354.69           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CTZT2437 | 2035-02-01      | 3.5000%  | 0.0000% | $216000.00         | $152926.85         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD1549 | 2052-04-01      | 3.5000%  | 0.0000% | $444000.00         | $304515.42         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD3222 | 2053-04-01      | 5.0000%  | 0.0000% | $6123816.00        | $4439884.63        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8164 | 2051-07-01      | 3.5000%  | 0.0000% | $20000.00          | $7347.40           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8196 | 2052-02-01      | 3.5000%  | 0.0000% | $75000.00          | $45625.30          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8202 | 2052-03-01      | 3.5000%  | 0.0000% | $175000.00         | $116682.59         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD3858 | 2053-09-01      | 6.5000%  | 0.0000% | $2610000.00        | $1760010.01        | Agency Mortgage-Backed Securities         |
| 03.500 FGPC U90940 G | 2043-02-01      | 3.5000%  | 0.0000% | $100000.00         | $6940.08           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC U51216 G | 2035-08-01      | 3.5000%  | 0.0000% | $1220826.00        | $309171.20         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC U69907 G | 2043-03-01      | 3.5000%  | 0.0000% | $275000.00         | $195273.44         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQD3023 | 2051-10-01      | 4.0000%  | 0.0000% | $912221.00         | $518267.27         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQE0959 | 2052-03-01      | 3.0000%  | 0.0000% | $259913.00         | $169626.11         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQE2363 | 2052-05-01      | 3.5000%  | 0.0000% | $194433.00         | $141668.30         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE3633 | 2052-06-01      | 5.0000%  | 0.0000% | $6800000.00        | $5526168.79        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA3484 | 2050-09-01      | 3.0000%  | 0.0000% | $793740.00         | $290461.31         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA7091 | 2052-03-01      | 2.5000%  | 0.0000% | $50000.00          | $34023.94          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CIQO3887 | 2040-07-01      | 5.5000%  | 0.0000% | $421036.00         | $423049.57         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 NQ256495 | 2036-11-01      | 6.0000%  | 0.0000% | $5300000.00        | $51229.19          | Agency Mortgage-Backed Securities         |
| FNMS 07.000 ZL310035 | 2035-01-01      | 7.0000%  | 0.0000% | $47700608.00       | $1187917.36        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS4373 | 2045-02-01      | 3.5000%  | 0.0000% | $900000.00         | $139206.69         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAS8193 | 2031-10-01      | 2.5000%  | 0.0000% | $134390.00         | $19220.21          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAT9657 | 2043-07-01      | 4.0000%  | 0.0000% | $600000.00         | $83229.15          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAX2187 | 2029-11-01      | 3.5000%  | 0.0000% | $75000.00          | $5994.96           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD2201 | 2055-02-01      | 6.5000%  | 0.0000% | $21800960.00       | $18769260.87       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBH5365 | 2047-08-01      | 4.0000%  | 0.0000% | $3226544.00        | $413284.51         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBV5395 | 2052-04-01      | 3.5000%  | 0.0000% | $100000.00         | $54534.70          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBX4262 | 2052-12-01      | 6.0000%  | 0.0000% | $1111000.00        | $1104320.30        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA7369 | 2050-10-01      | 2.5000%  | 0.0000% | $50055.00          | $20035.82          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB2427 | 2051-12-01      | 3.0000%  | 0.0000% | $65445120.00       | $40122300.20       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB2836 | 2052-02-01      | 2.0000%  | 0.0000% | $799715.00         | $493833.67         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM1280 | 2049-05-01      | 4.0000%  | 0.0000% | $1400000.00        | $219733.56         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM6241 | 2051-01-01      | 2.0000%  | 0.0000% | $449000.00         | $225934.62         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM8175 | 2051-08-01      | 2.5000%  | 0.0000% | $650000.00         | $412296.82         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM9768 | 2051-12-01      | 2.5000%  | 0.0000% | $1933000.00        | $1217666.43        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS1268 | 2052-04-01      | 4.0000%  | 0.0000% | $383000.00         | $248482.77         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS6483 | 2047-02-01      | 3.0000%  | 0.0000% | $2225728.00        | $1674677.94        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL918697 | 2037-06-01      | 6.0000%  | 0.0000% | $22878112.00       | $443811.28         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL987155 | 2038-07-01      | 6.0000%  | 0.0000% | $4557880.00        | $292904.74         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CKAC4550 | 2037-01-01      | 5.5000%  | 0.0000% | $13219540.00       | $281265.41         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA4699 | 2052-08-01      | 3.5000%  | 0.0000% | $33000.00          | $25029.86          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTMA5741 | 2045-06-01      | 5.5000%  | 0.0000% | $127709312.00      | $111856231.17      | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ0320 | 2053-11-01      | 6.5000%  | 0.0000% | $543398.00         | $390771.53         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA2868 | 2056-01-01      | 5.0000%  | 0.0000% | $7335336.00        | $7491892.84        | Agency Mortgage-Backed Securities         |
| GNRA 2010-147 PF     | 2040-05-20      | 4.1398%  | 0.0000% | $109951488.00      | $1017481.13        | Agency Collateralized Mortgage Obligation |
| GNRA 2011-017 F      | 2041-02-20      | 4.2398%  | 0.0000% | $195000000.00      | $6849000.99        | Agency Collateralized Mortgage Obligation |
| GNRM 2012-126 BC     | 2041-02-20      | 1.7500%  | 0.0000% | $1306000.00        | $73282.53          | Agency Collateralized Mortgage Obligation |
| GNRM 2013-86 V       | 2042-12-20      | 2.5000%  | 0.0000% | $29927520.00       | $2596716.92        | Agency Collateralized Mortgage Obligation |
| GNRA 2014-107 WX     | 2039-07-20      | 6.4891%  | 0.0000% | $13406832.00       | $1020189.55        | Agency Collateralized Mortgage Obligation |
| GNRM 2017-141 LT     | 2047-09-20      | 2.7500%  | 0.0000% | $46475000.00       | $9127598.10        | Agency Collateralized Mortgage Obligation |
| GNRM 2020-145 AC     | 2063-03-16      | 1.1500%  | 0.0000% | $25000000.00       | $16373264.57       | Agency Collateralized Mortgage Obligation |
| GNRM 2021-047 KH     | 2060-04-16      | 1.2500%  | 0.0000% | $50000000.00       | $33272190.92       | Agency Collateralized Mortgage Obligation |
| GNRM 2021-040 AJ     | 2062-03-16      | 1.2500%  | 0.0000% | $20000000.00       | $12760199.71       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-007 FA     | 2064-02-16      | 4.0000%  | 0.0000% | $21600000.00       | $16801543.59       | Agency Collateralized Mortgage Obligation |
| GNRM 2022-008 AB     | 2062-07-16      | 1.7500%  | 0.0000% | $15000000.00       | $10497303.73       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-096 B      | 2057-05-16      | 2.2500%  | 0.0000% | $97129472.00       | $71234900.46       | Agency Collateralized Mortgage Obligation |
| GNRM 2022-115 AE     | 2048-09-16      | 2.0000%  | 0.0000% | $71812480.00       | $57344757.48       | Agency Collateralized Mortgage Obligation |
| GNRM 2022-123 AN     | 2063-11-16      | 1.5000%  | 0.0000% | $71149696.00       | $50715231.44       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-156 KA     | 2064-09-16      | 2.9717%  | 0.0000% | $54488768.00       | $47173075.24       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-205 PT     | 2065-03-16      | 3.0000%  | 0.0000% | $102208256.00      | $86213812.36       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-099 FM     | 2055-06-20      | 7.5530%  | 0.0000% | $12500000.00       | $11427111.41       | Agency Collateralized Mortgage Obligation |
| GNRM 2019-20 LA      | 2049-02-20      | 3.0000%  | 0.0000% | $8000000.00        | $4819614.75        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-134 AG     | 2051-10-20      | 5.2500%  | 0.0000% | $49000000.00       | $48438809.57       | Agency Collateralized Mortgage Obligation |
| GNRM 2021-142 CD     | 2051-08-20      | 1.5000%  | 0.0000% | $82000000.00       | $43328354.95       | Agency Collateralized Mortgage Obligation |
| GNRM 2022-139 AL     | 2051-07-20      | 4.0000%  | 0.0000% | $700000.00         | $638332.26         | Agency Collateralized Mortgage Obligation |
| GNRM 2022-063 LM     | 2050-10-20      | 3.5000%  | 0.0000% | $800000.00         | $675749.16         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-149 FB     | 2053-07-20      | 5.0030%  | 0.0000% | $71201536.00       | $57172849.83       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-051 FV     | 2054-03-20      | 4.7030%  | 0.0000% | $96075000.00       | $62404418.70       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-143 FA     | 2054-09-20      | 4.8530%  | 0.0000% | $100000000.00      | $73306317.67       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-183 FD     | 2054-11-20      | 5.3530%  | 0.0000% | $30000000.00       | $20957864.13       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-183 FA     | 2054-11-20      | 5.2030%  | 0.0000% | $200000.00         | $139365.17         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-001 FV     | 2055-01-20      | 4.8030%  | 0.0000% | $1329000.00        | $1184881.56        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-022 AF     | 2055-02-20      | 4.7530%  | 0.0000% | $27500000.00       | $22729019.37       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-079 HB     | 2055-05-20      | 5.0000%  | 0.0000% | $4482152.00        | $4435048.07        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-169 N      | 2051-06-20      | 4.7500%  | 0.0000% | $5000000.00        | $4964656.95        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-188 EM     | 2052-05-20      | 5.0000%  | 0.0000% | $9918320.00        | $9954777.53        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-188 HB     | 2055-11-20      | 5.0000%  | 0.0000% | $21428544.00       | $21043532.59       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-188 JC     | 2055-11-20      | 5.0000%  | 0.0000% | $32500000.00       | $32116037.79       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-192 FN     | 2055-11-20      | 4.7530%  | 0.0000% | $31429088.00       | $31516551.79       | Agency Collateralized Mortgage Obligation |
| GNII SF MA1135 M     | 2028-07-20      | 3.5000%  | 0.0000% | $1203710.00        | $36078.84          | Agency Mortgage-Backed Securities         |
| GNII SF MA7139 M     | 2051-01-20      | 4.0000%  | 0.0000% | $100251648.00      | $32761978.20       | Agency Mortgage-Backed Securities         |
| GNII SF MA8271 M     | 2052-09-20      | 6.0000%  | 0.0000% | $72203.00          | $36738.18          | Agency Mortgage-Backed Securities         |
| GNMI SF CL5027 X     | 2052-03-15      | 4.0000%  | 0.0000% | $191068.00         | $170390.32         | Agency Mortgage-Backed Securities         |
| GNII SF DG6786 C     | 2055-02-20      | 6.5000%  | 0.0000% | $1670282.00        | $1364500.90        | Agency Mortgage-Backed Securities         |
| GNII SF DK5916 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1117814.00        | $1164805.44        | Agency Mortgage-Backed Securities         |
| GNII SF DM1739 C     | 2055-09-20      | 6.5000%  | 0.0000% | $892744.00         | $933386.35         | Agency Mortgage-Backed Securities         |
| GNII SF DP0313 C     | 2056-01-20      | 5.0000%  | 0.0000% | $1308674.00        | $1322552.20        | Agency Mortgage-Backed Securities         |
| GNII SF DP3836 C     | 2056-01-20      | 5.5000%  | 0.0000% | $3915012.00        | $4029802.33        | Agency Mortgage-Backed Securities         |
| GNII SF MB0847 M     | 2041-01-20      | 5.5000%  | 0.0000% | $67205.00          | $68744.03          | Agency Mortgage-Backed Securities         |
| GNII SF DO7715 C     | 2056-01-20      | 5.5000%  | 0.0000% | $2205712.00        | $2299317.03        | Agency Mortgage-Backed Securities         |
| GNII SF DO9055 C     | 2055-12-20      | 5.0000%  | 0.0000% | $1269360.00        | $1281262.51        | Agency Mortgage-Backed Securities         |
| GNMI SP 781588 X     | 2033-04-15      | 5.5000%  | 0.0000% | $21000000.00       | $130959.14         | Agency Mortgage-Backed Securities         |
| GNMI SF 651861 X     | 2036-06-15      | 6.0000%  | 0.0000% | $7500000.00        | $47139.23          | Agency Mortgage-Backed Securities         |
| GNII SF BA4022 C     | 2047-06-20      | 4.0000%  | 0.0000% | $1318132.00        | $255343.69         | Agency Mortgage-Backed Securities         |
| GNII SF MA6996 M     | 2050-11-20      | 3.0000%  | 0.0000% | $351878534.00      | $115312747.49      | Agency Mortgage-Backed Securities         |
| GNII SF MA7135 M     | 2051-01-20      | 2.0000%  | 0.0000% | $413176.00         | $201608.75         | Agency Mortgage-Backed Securities         |
| GNII SF MA5018 M     | 2048-02-20      | 3.0000%  | 0.0000% | $5597736.00        | $770331.40         | Agency Mortgage-Backed Securities         |
| GNII SF MA5331 M     | 2048-06-20      | 4.5000%  | 0.0000% | $2036724.00        | $145482.12         | Agency Mortgage-Backed Securities         |
| GNRA 2024-142 FH     | 2054-09-20      | 4.7230%  | 0.0000% | $100000000.00      | $70721107.09       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-064 YX     | 2054-04-20      | 5.0177%  | 0.0000% | $4065000.00        | $3315925.13        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-202 AG     | 2063-10-16      | 4.0236%  | 0.0000% | $7500000.00        | $7137509.57        | Agency Collateralized Mortgage Obligation |
| GNII SF AC0096 C     | 2042-11-20      | 4.0000%  | 0.0000% | $39892416.00       | $3561484.14        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTCB9042 | 2044-08-01      | 5.5000%  | 0.0000% | $11416928.00       | $9837658.28        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBM4495 | 2041-07-01      | 6.0000%  | 0.0000% | $21000.00          | $5650.99           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB5228 | 2054-05-01      | 5.5000%  | 0.0000% | $1028006.00        | $977061.61         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL725705 | 2034-08-01      | 5.0000%  | 0.0000% | $9140000.00        | $82313.25          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAQ4576 | 2042-12-01      | 3.5000%  | 0.0000% | $210000.00         | $38579.39          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIQO2635 | 2039-11-01      | 4.5000%  | 0.0000% | $1633300.00        | $1378464.18        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQE5230 | 2052-07-01      | 4.0000%  | 0.0000% | $1148000.00        | $703069.24         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8343 | 2053-07-01      | 6.0000%  | 0.0000% | $154332672.00      | $111217171.00      | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD0849 | 2052-01-01      | 2.5000%  | 0.0000% | $100000.00         | $61968.15          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZT0192 | 2047-12-01      | 3.5000%  | 0.0000% | $979000.00         | $282416.38         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZS8535 | 2029-08-01      | 3.5000%  | 0.0000% | $715221.00         | $32688.01          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS3887 | 2043-11-01      | 4.5000%  | 0.0000% | $68000.00          | $10532.04          | Agency Mortgage-Backed Securities         |
| GNMI SF 703625 X     | 2040-09-15      | 5.0000%  | 0.0000% | $500000.00         | $97469.92          | Agency Mortgage-Backed Securities         |
| GNMI SP 782565 X     | 2039-02-15      | 5.0000%  | 0.0000% | $1675000.00        | $31407.32          | Agency Mortgage-Backed Securities         |
| GNMI SF 748479 X     | 2040-08-15      | 4.0000%  | 0.0000% | $2737000.00        | $108707.49         | Agency Mortgage-Backed Securities         |
| GNMI SF 607154 X     | 2033-09-15      | 5.0000%  | 0.0000% | $100000.00         | $6916.26           | Agency Mortgage-Backed Securities         |
| GNII SF MA4511 M     | 2047-06-20      | 4.0000%  | 0.0000% | $327322240.00      | $31420880.90       | Agency Mortgage-Backed Securities         |

### Security 277: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC - BANK OF NEW YORK 3.710000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EMK22, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1EMK22
- **C.18 - Value (incl. sponsor support):** $155142000.00
- **C.18.a - Value (excl. sponsor support):** $155142000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **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? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $161215400.00      | $159035795.40      | U.S. Treasuries (including strips) |

### Security 278: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 3.640000%
- **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: ARP1EMVH7, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: ARP1EMVH7
- **C.18 - Value (incl. sponsor support):** $1445000000.00
- **C.18.a - Value (excl. sponsor support):** $1445000000.00
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 MA8150 M | 2052-07-20      | 4.0000%  | 0.0000% | $30716785.00       | $22336748.04       | Agency Mortgage-Backed Securities         |
| GNII SF DP8478 C | 2056-01-20      | 6.0000%  | 0.0000% | $2610619.00        | $2704213.17        | Agency Mortgage-Backed Securities         |
| GNII SF DO9815 C | 2055-12-20      | 5.5000%  | 0.0000% | $3065186.00        | $3130539.42        | Agency Mortgage-Backed Securities         |
| GNRM 2004-018 WD | 2034-02-20      | 5.5000%  | 0.0000% | $6000.00           | $951.03            | Agency Collateralized Mortgage Obligation |
| GNRM 2013-071 GA | 2041-07-20      | 2.5000%  | 0.0000% | $1375000.00        | $68599.39          | Agency Collateralized Mortgage Obligation |
| GNRM 2015-168 NP | 2045-11-20      | 1.6500%  | 0.0000% | $295800000.00      | $19486239.01       | Agency Collateralized Mortgage Obligation |
| GNRM 2015-095 KA | 2043-02-20      | 2.5000%  | 0.0000% | $3820000.00        | $479141.63         | Agency Collateralized Mortgage Obligation |
| GNRM 2015-106 DY | 2045-07-20      | 3.5000%  | 0.0000% | $3511000.00        | $3018432.84        | Agency Collateralized Mortgage Obligation |
| GNRM 2016-147 PL | 2046-10-20      | 2.5000%  | 0.0000% | $5674460.00        | $4369736.46        | Agency Collateralized Mortgage Obligation |
| GNRM 2017-148 AK | 2059-07-16      | 2.7500%  | 0.0000% | $12000000.00       | $3806512.91        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-119 BP | 2052-12-20      | 5.0000%  | 0.0000% | $26770000.00       | $26315187.66       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-132 DP | 2054-10-20      | 5.0000%  | 0.0000% | $27721000.00       | $26555186.29       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-132 KW | 2055-08-20      | 4.5000%  | 0.0000% | $887755.00         | $822717.18         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-151 HC | 2055-02-20      | 4.0000%  | 0.0000% | $7479146.00        | $7161732.60        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-152 HA | 2055-04-20      | 4.5000%  | 0.0000% | $28504295.00       | $28276690.24       | Agency Collateralized Mortgage Obligation |
| GNRM 2020-115 YA | 2050-08-20      | 1.0000%  | 0.0000% | $4070959.00        | $1890721.73        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-180 EC | 2055-05-20      | 4.5000%  | 0.0000% | $1387829.00        | $1323490.64        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-180 EB | 2055-05-20      | 4.5000%  | 0.0000% | $2318171.00        | $2291062.95        | Agency Collateralized Mortgage Obligation |
| GNRM 2022-034 PA | 2052-02-20      | 3.5000%  | 0.0000% | $16070000.00       | $8688028.15        | Agency Collateralized Mortgage Obligation |
| GNRM 2022-177 PL | 2051-06-20      | 6.0000%  | 0.0000% | $1000000.00        | $115026.85         | Agency Collateralized Mortgage Obligation |
| GNRM 2024-003 DY | 2054-01-20      | 5.5000%  | 0.0000% | $50000000.00       | $50810977.80       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-014 DB | 2054-01-20      | 5.5000%  | 0.0000% | $50000000.00       | $50674627.80       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-023 HB | 2054-01-20      | 5.5000%  | 0.0000% | $75000000.00       | $75995366.70       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-025 CL | 2054-02-20      | 5.5000%  | 0.0000% | $75000000.00       | $63209692.19       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-043 CB | 2054-03-20      | 5.5000%  | 0.0000% | $50000000.00       | $51226527.75       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-041 BL | 2054-03-20      | 5.5000%  | 0.0000% | $60000000.00       | $61057113.30       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-051 KB | 2054-03-20      | 5.5000%  | 0.0000% | $50000000.00       | $51265477.80       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-062 GA | 2048-05-20      | 5.5000%  | 0.0000% | $8825000.00        | $2785111.17        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-062 GM | 2054-04-20      | 5.5000%  | 0.0000% | $20000000.00       | $20481531.12       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-064 BD | 2054-04-20      | 5.7500%  | 0.0000% | $45000000.00       | $46131207.52       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-058 HL | 2054-04-20      | 5.5000%  | 0.0000% | $50000000.00       | $51291377.80       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-083 AY | 2054-05-20      | 5.7500%  | 0.0000% | $50000000.00       | $51315047.25       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-076 KB | 2054-05-20      | 6.0000%  | 0.0000% | $50000000.00       | $51943266.65       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-084 BL | 2054-05-20      | 5.7500%  | 0.0000% | $82000000.00       | $84744125.49       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-089 AL | 2054-05-20      | 5.5000%  | 0.0000% | $50000000.00       | $51383027.75       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-079 PB | 2053-07-20      | 4.5000%  | 0.0000% | $10000000.00       | $6759746.77        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-097 D  | 2050-12-20      | 4.5000%  | 0.0000% | $19704752.00       | $13101787.93       | Agency Collateralized Mortgage Obligation |
| GNRM 2014-091 CB | 2040-01-16      | 2.2500%  | 0.0000% | $325000.00         | $12292.26          | Agency Collateralized Mortgage Obligation |
| GNRM 2024-177 DL | 2054-09-20      | 5.2500%  | 0.0000% | $25000000.00       | $24912304.15       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-154 DW | 2054-09-20      | 5.0000%  | 0.0000% | $50000000.00       | $50055688.90       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-171 MB | 2051-04-20      | 5.0000%  | 0.0000% | $50000000.00       | $36548323.83       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-171 MW | 2054-10-20      | 5.0000%  | 0.0000% | $25000000.00       | $24695844.45       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-171 HD | 2054-10-20      | 5.0000%  | 0.0000% | $50000000.00       | $49339738.90       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-159 DB | 2054-10-20      | 5.0000%  | 0.0000% | $20000000.00       | $19845075.54       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-159 ML | 2054-10-20      | 5.0000%  | 0.0000% | $25000000.00       | $24548694.45       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-159 GL | 2054-10-20      | 5.0000%  | 0.0000% | $25000000.00       | $24663469.45       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-168 BL | 2054-10-20      | 5.0000%  | 0.0000% | $25000000.00       | $24587244.45       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-180 FJ | 2054-11-20      | 4.9530%  | 0.0000% | $21181643.00       | $13719441.58       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-207 PK | 2054-07-20      | 4.5000%  | 0.0000% | $10604000.00       | $10053731.93       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-047 BA | 2052-08-20      | 5.0000%  | 0.0000% | $9923000.00        | $8101929.15        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-060 CE | 2050-05-20      | 4.5000%  | 0.0000% | $7000000.00        | $6311731.35        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-199 PM | 2041-01-20      | 4.5000%  | 0.0000% | $4708853.00        | $4560706.16        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-199 LA | 2055-08-20      | 4.5000%  | 0.0000% | $29793000.00       | $29524857.05       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-199 HA | 2055-05-20      | 4.0000%  | 0.0000% | $6460000.00        | $6150868.60        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-199 HW | 2055-05-20      | 4.0000%  | 0.0000% | $650040.00         | $530490.64         | Agency Collateralized Mortgage Obligation |
| GNRM 2026-001 BW | 2056-01-20      | 4.5000%  | 0.0000% | $11847702.00       | $11060659.16       | Agency Collateralized Mortgage Obligation |
| GNRM 2026-001 DC | 2052-07-20      | 5.0000%  | 0.0000% | $7104137.00        | $7128175.82        | Agency Collateralized Mortgage Obligation |
| GNRM 2026-001 PH | 2055-11-20      | 4.5000%  | 0.0000% | $40422000.00       | $40197536.63       | Agency Collateralized Mortgage Obligation |
| GNRM 2026-001 PJ | 2056-01-20      | 4.5000%  | 0.0000% | $888275.00         | $809815.45         | Agency Collateralized Mortgage Obligation |
| GNRM 2026-001 CH | 2056-01-20      | 5.0000%  | 0.0000% | $5370021.00        | $5210589.25        | Agency Collateralized Mortgage Obligation |
| GNRM 2026-001 BA | 2053-10-20      | 4.5000%  | 0.0000% | $81144000.00       | $81369904.90       | Agency Collateralized Mortgage Obligation |
| GNRM 2026-001 PQ | 2056-01-20      | 4.5000%  | 0.0000% | $12455000.00       | $12404631.98       | Agency Collateralized Mortgage Obligation |
| GNRM 2026-001 CE | 2053-10-20      | 4.7500%  | 0.0000% | $53349979.00       | $53618403.50       | Agency Collateralized Mortgage Obligation |

### Security 279: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 3.640000%
- **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: ARP1EMVJ3, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1EMVJ3
- **C.18 - Value (incl. sponsor support):** $2408000000.00
- **C.18.a - Value (excl. sponsor support):** $2408000000.00
- **C.19 - Percentage of Net Assets:** 2.6500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 04.000 CLAV8754 | 2044-02-01      | 4.0000%  | 0.0000% | $2550000.00        | $420820.87         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL745275 | 2036-02-01      | 5.0000%  | 0.0000% | $1576000.00        | $14661.56          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL772646 | 2034-03-01      | 5.5000%  | 0.0000% | $147093.00         | $1289.74           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL787556 | 2035-02-01      | 7.0000%  | 0.0000% | $360000.00         | $9557.30           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA0820 | 2053-10-01      | 6.0000%  | 0.0000% | $7500000.00        | $6077915.10        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA3853 | 2053-12-01      | 6.5000%  | 0.0000% | $326949.00         | $104140.06         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDB7820 | 2054-08-01      | 5.0000%  | 0.0000% | $2337835.00        | $2127009.52        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB9499 | 2054-08-01      | 6.0000%  | 0.0000% | $7160000.00        | $6845688.35        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC0192 | 2054-08-01      | 6.5000%  | 0.0000% | $14000.00          | $9547.54           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC1011 | 2054-09-01      | 6.0000%  | 0.0000% | $3146579.00        | $2866022.55        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC1846 | 2054-09-01      | 5.0000%  | 0.0000% | $1804825.00        | $1794267.65        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC1853 | 2054-09-01      | 5.5000%  | 0.0000% | $14886000.00       | $13313018.69       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC1878 | 2054-09-01      | 5.5000%  | 0.0000% | $27983000.00       | $26100307.77       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC4235 | 2054-10-01      | 5.0000%  | 0.0000% | $1666977.00        | $1649892.30        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD3293 | 2055-02-01      | 6.0000%  | 0.0000% | $7037691.00        | $6164556.50        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD4397 | 2055-05-01      | 6.5000%  | 0.0000% | $1608503.00        | $1658313.21        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4421 | 2055-03-01      | 6.0000%  | 0.0000% | $100000.00         | $95326.46          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIDD4224 | 2040-02-01      | 6.5000%  | 0.0000% | $978725.00         | $594450.93         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD5882 | 2055-03-01      | 5.5000%  | 0.0000% | $1581848.00        | $1618066.34        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD8781 | 2055-11-01      | 6.0000%  | 0.0000% | $19550166.00       | $19130477.77       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDD9126 | 2055-05-01      | 4.0000%  | 0.0000% | $964574.00         | $915446.07         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE1382 | 2055-06-01      | 6.0000%  | 0.0000% | $2716224.00        | $2778193.73        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE2156 | 2055-06-01      | 6.0000%  | 0.0000% | $1053200.00        | $1088900.94        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDE2866 | 2040-06-01      | 4.5000%  | 0.0000% | $12332.00          | $11817.91          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDE3890 | 2056-01-01      | 4.0000%  | 0.0000% | $2275660.00        | $2183983.27        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE3896 | 2056-01-01      | 5.5000%  | 0.0000% | $4403495.00        | $4489268.72        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE4734 | 2040-07-01      | 5.0000%  | 0.0000% | $6206129.00        | $5998559.54        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE5039 | 2055-08-01      | 6.0000%  | 0.0000% | $1237260.00        | $1283856.91        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE6104 | 2055-08-01      | 5.0000%  | 0.0000% | $1069400.00        | $900496.57         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE6814 | 2055-09-01      | 6.0000%  | 0.0000% | $4268549.00        | $3774277.53        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CNMA5894 | 2035-11-01      | 5.0000%  | 0.0000% | $3240851.00        | $3064234.02        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA5920 | 2045-12-01      | 5.0000%  | 0.0000% | $4540322.00        | $4532239.44        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAD0098 | 2038-03-01      | 6.0000%  | 0.0000% | $4850000.00        | $47932.32          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLAD0130 | 2039-08-01      | 6.5000%  | 0.0000% | $396000.00         | $4205.85           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAE0828 | 2041-02-01      | 3.5000%  | 0.0000% | $37000.00          | $2186.90           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAE2873 | 2040-08-01      | 4.5000%  | 0.0000% | $27754.00          | $998.83            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0103 | 2047-08-01      | 3.5000%  | 0.0000% | $1852407.00        | $380236.53         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA1191 | 2047-11-01      | 3.5000%  | 0.0000% | $204564.00         | $26813.49          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2208 | 2048-08-01      | 4.5000%  | 0.0000% | $50000.00          | $5203.71           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CICA3155 | 2034-02-01      | 4.0000%  | 0.0000% | $10000.00          | $1414.30           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTCA4598 | 2039-11-01      | 3.5000%  | 0.0000% | $100000.00         | $29772.77          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA6014 | 2050-06-01      | 3.0000%  | 0.0000% | $6000.00           | $2155.07           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7023 | 2050-09-01      | 2.0000%  | 0.0000% | $100000.00         | $51682.06          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA8045 | 2050-12-01      | 2.5000%  | 0.0000% | $340000.00         | $165306.77         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA8970 | 2051-02-01      | 3.0000%  | 0.0000% | $19000000.00       | $10428006.56       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTCA9344 | 2041-02-01      | 3.0000%  | 0.0000% | $94000.00          | $53854.49          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICA9448 | 2036-03-01      | 2.5000%  | 0.0000% | $55379.00          | $30662.95          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB0043 | 2051-04-01      | 3.0000%  | 0.0000% | $31000.00          | $16782.66          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB0494 | 2051-05-01      | 2.0000%  | 0.0000% | $246000.00         | $145203.58         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB0646 | 2036-05-01      | 2.5000%  | 0.0000% | $500000.00         | $301526.24         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB0734 | 2051-06-01      | 3.0000%  | 0.0000% | $1319606.00        | $806789.66         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB0947 | 2036-06-01      | 2.5000%  | 0.0000% | $243782.00         | $143766.44         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1394 | 2051-08-01      | 2.5000%  | 0.0000% | $600000.00         | $422459.13         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CICB1464 | 2036-08-01      | 1.5000%  | 0.0000% | $10000000.00       | $5624190.56        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICB1489 | 2036-08-01      | 3.5000%  | 0.0000% | $242902.00         | $146635.29         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2629 | 2052-01-01      | 2.5000%  | 0.0000% | $900000.00         | $567067.25         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2644 | 2052-01-01      | 2.5000%  | 0.0000% | $1055613.00        | $737993.25         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CICB2221 | 2036-12-01      | 1.5000%  | 0.0000% | $195000.00         | $102565.09         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB2248 | 2036-11-01      | 2.5000%  | 0.0000% | $1520779.00        | $942542.98         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB2281 | 2051-12-01      | 2.0000%  | 0.0000% | $15000.00          | $9182.98           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2424 | 2051-12-01      | 3.0000%  | 0.0000% | $280000.00         | $178152.19         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3523 | 2052-05-01      | 3.0000%  | 0.0000% | $728319.00         | $515925.45         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2794 | 2052-02-01      | 2.5000%  | 0.0000% | $700000.00         | $493224.74         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB2838 | 2052-02-01      | 2.0000%  | 0.0000% | $34972.00          | $22062.68          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA1010 | 2032-03-01      | 3.5000%  | 0.0000% | $950000.00         | $50312.67          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRMA1463 | 2043-06-01      | 3.5000%  | 0.0000% | $225000.00         | $35058.51          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA2896 | 2047-02-01      | 3.5000%  | 0.0000% | $854470.00         | $118777.80         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3210 | 2047-12-01      | 3.5000%  | 0.0000% | $37137223.00       | $4726275.55        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3356 | 2048-05-01      | 3.5000%  | 0.0000% | $274000000.00      | $31212581.55       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3357 | 2048-05-01      | 4.0000%  | 0.0000% | $166815.00         | $14604.84          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3444 | 2048-08-01      | 4.5000%  | 0.0000% | $40000.00          | $3192.35           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4468 | 2051-11-01      | 3.5000%  | 0.0000% | $7000.00           | $3560.09           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA3612 | 2039-03-01      | 4.0000%  | 0.0000% | $5000000.00        | $471542.69         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3692 | 2049-07-01      | 3.5000%  | 0.0000% | $30914000.00       | $2757875.59        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4122 | 2035-09-01      | 1.5000%  | 0.0000% | $100000.00         | $38622.92          | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4154 | 2035-10-01      | 1.5000%  | 0.0000% | $490000.00         | $206751.98         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIMA5302 | 2039-03-01      | 6.5000%  | 0.0000% | $26806163.00       | $14093597.46       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5326 | 2054-04-01      | 4.5000%  | 0.0000% | $2258669.00        | $2028660.52        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA5344 | 2039-04-01      | 4.5000%  | 0.0000% | $329730.00         | $227618.32         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5389 | 2054-06-01      | 6.0000%  | 0.0000% | $10000.00          | $7097.73           | Agency Mortgage-Backed Securities |
| FNMS 07.500 CTMA5398 | 2044-04-01      | 7.5000%  | 0.0000% | $1072012.00        | $740524.56         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4549 | 2052-02-01      | 3.0000%  | 0.0000% | $75000.00          | $47621.19          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4623 | 2052-06-01      | 2.5000%  | 0.0000% | $17000.00          | $11883.22          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4598 | 2052-05-01      | 2.5000%  | 0.0000% | $108000.00         | $74662.30          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CNMA4619 | 2032-04-01      | 2.5000%  | 0.0000% | $4000000.00        | $1721378.67        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4684 | 2052-06-01      | 4.5000%  | 0.0000% | $5781841.00        | $4177181.72        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4700 | 2052-08-01      | 4.0000%  | 0.0000% | $132000.00         | $100855.74         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA4713 | 2037-07-01      | 4.0000%  | 0.0000% | $415332.00         | $225366.39         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5008 | 2053-05-01      | 4.5000%  | 0.0000% | $19510856.00       | $15977625.77       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA5021 | 2043-05-01      | 4.5000%  | 0.0000% | $100000.00         | $72350.89          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5027 | 2053-05-01      | 4.0000%  | 0.0000% | $9433103.00        | $7790143.75        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTMA5098 | 2043-07-01      | 5.5000%  | 0.0000% | $1350000.00        | $821220.74         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIMA5448 | 2039-08-01      | 5.0000%  | 0.0000% | $1000.00           | $644.36            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIMA5537 | 2039-11-01      | 6.0000%  | 0.0000% | $16000.00          | $10649.59          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5551 | 2054-12-01      | 4.5000%  | 0.0000% | $6852373.00        | $6371868.82        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA5585 | 2055-01-01      | 5.0000%  | 0.0000% | $8411517.00        | $7854342.97        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5605 | 2055-01-01      | 3.5000%  | 0.0000% | $4000.00           | $3576.59           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5612 | 2055-02-01      | 4.5000%  | 0.0000% | $271226.00         | $254974.88         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTMA5707 | 2045-05-01      | 6.0000%  | 0.0000% | $1045408.00        | $918463.15         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CNMA5811 | 2035-07-01      | 5.5000%  | 0.0000% | $385704.00         | $271845.37         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5824 | 2055-09-01      | 6.5000%  | 0.0000% | $3826909.00        | $3643818.88        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA5833 | 2045-09-01      | 5.0000%  | 0.0000% | $3982855.00        | $3761479.60        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5850 | 2055-10-01      | 4.0000%  | 0.0000% | $156214072.00      | $148283953.91      | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5907 | 2055-12-01      | 4.0000%  | 0.0000% | $168227283.00      | $160481410.25      | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW2258 | 2052-07-01      | 4.5000%  | 0.0000% | $1650000.00        | $1232767.92        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9799 | 2053-06-01      | 5.0000%  | 0.0000% | $23109017.00       | $19449790.06       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9720 | 2053-05-01      | 5.0000%  | 0.0000% | $400000.00         | $343588.36         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIBX1898 | 2037-12-01      | 5.0000%  | 0.0000% | $2072413.00        | $1135245.51        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY4094 | 2053-06-01      | 6.0000%  | 0.0000% | $246486.00         | $150874.90         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY4993 | 2053-06-01      | 6.0000%  | 0.0000% | $100000.00         | $75849.61          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY6785 | 2053-08-01      | 5.5000%  | 0.0000% | $586278.00         | $447064.10         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL256774 | 2037-05-01      | 7.0000%  | 0.0000% | $2661162.00        | $7668.89           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CT257057 | 2027-12-01      | 5.0000%  | 0.0000% | $666740.00         | $1998.29           | Agency Mortgage-Backed Securities |
| FNMS 03.500 ZC310209 | 2043-08-25      | 3.5000%  | 0.0000% | $20000000.00       | $13665175.99       | Agency Mortgage-Backed Securities |
| FNMS 08.000 CL535916 | 2031-05-01      | 8.0000%  | 0.0000% | $6182000.00        | $1948.38           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL545556 | 2032-04-01      | 7.0000%  | 0.0000% | $3477988.00        | $3586.77           | Agency Mortgage-Backed Securities |
| FNMS 08.000 CL546522 | 2030-07-01      | 8.0000%  | 0.0000% | $154241.00         | $709.32            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL609142 | 2031-03-01      | 7.0000%  | 0.0000% | $3051400.00        | $22255.72          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL615089 | 2032-01-01      | 7.0000%  | 0.0000% | $700000.00         | $1107.32           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAJ1413 | 2041-09-01      | 4.5000%  | 0.0000% | $30000.00          | $1943.78           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CJAJ7718 | 2026-12-01      | 3.5000%  | 0.0000% | $3101279.00        | $19174.95          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAK2837 | 2042-01-01      | 3.5000%  | 0.0000% | $125000.00         | $11006.59          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAK3768 | 2042-03-01      | 4.0000%  | 0.0000% | $25125744.00       | $2223387.05        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAK7464 | 2042-03-01      | 3.5000%  | 0.0000% | $12221821.00       | $2155657.61        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL2417 | 2042-08-01      | 3.5000%  | 0.0000% | $80000.00          | $7057.63           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL3435 | 2042-03-01      | 4.5000%  | 0.0000% | $394000.00         | $28069.55          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CJAL3956 | 2028-08-01      | 2.0000%  | 0.0000% | $700000.00         | $46530.17          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAL4302 | 2038-07-01      | 6.0000%  | 0.0000% | $426000.00         | $28759.32          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLAL4324 | 2040-05-01      | 6.5000%  | 0.0000% | $400000.00         | $24860.73          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL7093 | 2045-05-01      | 4.0000%  | 0.0000% | $570000.00         | $94482.89          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIAL7256 | 2030-06-01      | 2.0000%  | 0.0000% | $793073.00         | $42556.55          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLAL7346 | 2038-12-01      | 6.5000%  | 0.0000% | $23000.00          | $2787.73           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAL9547 | 2046-11-01      | 3.0000%  | 0.0000% | $769752.00         | $221861.88         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAO2881 | 2042-05-01      | 3.5000%  | 0.0000% | $218601.00         | $31908.72          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAO8664 | 2042-07-01      | 3.0000%  | 0.0000% | $2500000.00        | $261690.35         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAP3322 | 2042-09-01      | 4.0000%  | 0.0000% | $131411.00         | $8427.25           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAS1746 | 2029-02-01      | 3.0000%  | 0.0000% | $15000.00          | $654.78            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAS2046 | 2044-03-01      | 5.0000%  | 0.0000% | $32418.00          | $1506.99           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS3253 | 2044-09-01      | 4.0000%  | 0.0000% | $1100000.00        | $89680.87          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS4371 | 2045-02-01      | 3.5000%  | 0.0000% | $452000.00         | $69409.96          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS4271 | 2045-01-01      | 4.5000%  | 0.0000% | $30000.00          | $4641.74           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6541 | 2046-01-01      | 3.5000%  | 0.0000% | $200000.00         | $42637.03          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS8583 | 2047-01-01      | 3.5000%  | 0.0000% | $58685000.00       | $8320684.78        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTAS8740 | 2037-02-01      | 3.5000%  | 0.0000% | $600000.00         | $87246.56          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS9786 | 2047-06-01      | 4.0000%  | 0.0000% | $57000.00          | $9292.02           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTBM4645 | 2038-10-01      | 3.0000%  | 0.0000% | $465000.00         | $72204.36          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBM5091 | 2048-12-01      | 5.5000%  | 0.0000% | $16000.00          | $1279.43           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM5165 | 2047-07-01      | 4.0000%  | 0.0000% | $50000.00          | $8335.45           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBM5508 | 2049-02-01      | 5.0000%  | 0.0000% | $305000.00         | $65755.01          | Agency Mortgage-Backed Securities |
| FNMS 03.000 RIBM5530 | 2034-01-01      | 3.0000%  | 0.0000% | $1000000.00        | $79901.49          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBM5538 | 2048-11-01      | 5.0000%  | 0.0000% | $4460000.00        | $912123.32         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM5560 | 2046-01-01      | 4.0000%  | 0.0000% | $16000000.00       | $4846141.26        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBM5984 | 2049-05-01      | 5.0000%  | 0.0000% | $115000.00         | $16042.46          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CKBM7898 | 2037-05-01      | 6.0000%  | 0.0000% | $1078075.00        | $1080157.12        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CKBM7887 | 2050-12-01      | 4.0000%  | 0.0000% | $1528148.00        | $1446778.72        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN0874 | 2048-11-01      | 4.0000%  | 0.0000% | $300000.00         | $21987.61          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN0993 | 2049-02-01      | 4.0000%  | 0.0000% | $3033023.00        | $687275.90         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN7795 | 2049-07-01      | 4.0000%  | 0.0000% | $570828.00         | $186274.57         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBN9019 | 2051-02-01      | 2.0000%  | 0.0000% | $67559787.00       | $38333330.86       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBO1767 | 2049-07-01      | 4.5000%  | 0.0000% | $5260926.00        | $991348.42         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO5196 | 2049-11-01      | 3.0000%  | 0.0000% | $7197715.00        | $3386754.75        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBP2312 | 2050-02-01      | 3.5000%  | 0.0000% | $4460161.00        | $1592214.94        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE6890 | 2040-11-01      | 5.0000%  | 0.0000% | $1623240.00        | $1648034.69        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDE6932 | 2040-12-01      | 4.5000%  | 0.0000% | $2095175.00        | $2098737.87        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDE8893 | 2040-10-01      | 5.5000%  | 0.0000% | $1668229.00        | $1671331.63        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE8759 | 2055-09-01      | 5.0000%  | 0.0000% | $2629920.00        | $2636273.31        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE9408 | 2055-09-01      | 6.5000%  | 0.0000% | $8393400.00        | $8215137.30        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF0194 | 2055-10-01      | 5.5000%  | 0.0000% | $1321260.00        | $1352963.85        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDF0483 | 2040-10-01      | 5.0000%  | 0.0000% | $1084484.00        | $1096583.73        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF1642 | 2055-09-01      | 6.0000%  | 0.0000% | $2065450.00        | $2146741.35        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF2661 | 2055-11-01      | 5.5000%  | 0.0000% | $2207893.00        | $2253773.11        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF1847 | 2055-10-01      | 5.5000%  | 0.0000% | $3862313.00        | $3973303.97        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF1864 | 2055-10-01      | 6.0000%  | 0.0000% | $1713971.00        | $1755132.11        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF2374 | 2055-11-01      | 4.5000%  | 0.0000% | $3190658.00        | $3138650.39        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF3553 | 2055-11-01      | 5.5000%  | 0.0000% | $8517601.00        | $8597378.95        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF3239 | 2055-11-01      | 5.5000%  | 0.0000% | $10099445.00       | $10235795.62       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF3241 | 2055-11-01      | 6.0000%  | 0.0000% | $4912666.00        | $5094664.62        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF3440 | 2055-10-01      | 5.0000%  | 0.0000% | $2488269.00        | $2529977.79        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF3924 | 2055-11-01      | 6.0000%  | 0.0000% | $1187459.00        | $1240545.07        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF4116 | 2055-11-01      | 6.0000%  | 0.0000% | $2063961.00        | $2143893.12        | Agency Mortgage-Backed Securities |
| FNMS 06.000 DIDF4118 | 2040-10-01      | 6.0000%  | 0.0000% | $5038536.00        | $5112552.10        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF4127 | 2055-11-01      | 5.5000%  | 0.0000% | $4763511.00        | $4868761.71        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF5272 | 2055-11-01      | 5.5000%  | 0.0000% | $2648700.00        | $2724381.33        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF5276 | 2055-11-01      | 5.5000%  | 0.0000% | $1710800.00        | $1756123.02        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF4663 | 2055-11-01      | 6.0000%  | 0.0000% | $7041998.00        | $7311932.38        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF4767 | 2055-11-01      | 4.5000%  | 0.0000% | $2007035.00        | $1976390.10        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF4849 | 2055-11-01      | 5.0000%  | 0.0000% | $11215000.00       | $11249390.20       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF4953 | 2055-11-01      | 5.5000%  | 0.0000% | $2178632.00        | $2027271.49        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF5119 | 2055-12-01      | 5.0000%  | 0.0000% | $1067660.00        | $1071182.18        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF6271 | 2055-10-01      | 5.5000%  | 0.0000% | $1520168.00        | $1565127.62        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF6285 | 2055-10-01      | 6.0000%  | 0.0000% | $1132554.00        | $1179173.24        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF5521 | 2055-11-01      | 4.5000%  | 0.0000% | $8017784.00        | $7887482.84        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF5677 | 2055-12-01      | 5.5000%  | 0.0000% | $946032.00         | $886438.37         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDF5695 | 2040-12-01      | 5.0000%  | 0.0000% | $1159685.00        | $1174667.07        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF5702 | 2055-12-01      | 5.0000%  | 0.0000% | $7325855.00        | $7208084.29        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF5845 | 2055-11-01      | 4.5000%  | 0.0000% | $1063811.00        | $1046864.05        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF6349 | 2055-12-01      | 6.0000%  | 0.0000% | $1171600.00        | $1214076.86        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF6404 | 2055-12-01      | 6.5000%  | 0.0000% | $1718220.00        | $1803057.46        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF6414 | 2055-12-01      | 5.0000%  | 0.0000% | $7950000.00        | $7981680.44        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF6586 | 2055-12-01      | 4.5000%  | 0.0000% | $1584834.00        | $1560568.03        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIDF6562 | 2040-12-01      | 6.5000%  | 0.0000% | $1001466.00        | $1048899.38        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF6766 | 2056-01-01      | 4.5000%  | 0.0000% | $1158150.00        | $1140932.19        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF6837 | 2055-12-01      | 6.0000%  | 0.0000% | $1990250.00        | $2067881.23        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF6859 | 2056-01-01      | 5.5000%  | 0.0000% | $2894066.00        | $2958281.15        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF6880 | 2056-01-01      | 5.5000%  | 0.0000% | $3432470.00        | $3527321.35        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF7695 | 2055-12-01      | 6.0000%  | 0.0000% | $3373488.00        | $3509322.82        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF7720 | 2055-12-01      | 4.5000%  | 0.0000% | $4691787.00        | $4621142.63        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBC0301 | 2046-03-01      | 4.0000%  | 0.0000% | $20000000.00       | $3004174.33        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBC1489 | 2046-08-01      | 3.0000%  | 0.0000% | $210000.00         | $55645.36          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBC4714 | 2046-10-01      | 3.0000%  | 0.0000% | $69000.00          | $15741.28          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBC5694 | 2046-09-01      | 3.0000%  | 0.0000% | $44500.00          | $6464.67           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBC9209 | 2046-08-01      | 3.5000%  | 0.0000% | $1137591.00        | $215911.39         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBD6350 | 2046-09-01      | 4.0000%  | 0.0000% | $5279791.00        | $814779.94         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD7056 | 2047-03-01      | 3.5000%  | 0.0000% | $4310000.00        | $792129.86         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBE1767 | 2031-12-01      | 2.0000%  | 0.0000% | $3527956.00        | $777892.86         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBE2941 | 2046-12-01      | 4.0000%  | 0.0000% | $3709071.00        | $952996.25         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBE5041 | 2046-11-01      | 3.5000%  | 0.0000% | $925000.00         | $190276.14         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBE5651 | 2047-02-01      | 3.0000%  | 0.0000% | $75000.00          | $16885.59          | Agency Mortgage-Backed Securities |
| FNMS 04.000 U3BF0172 | 2041-01-01      | 4.0000%  | 0.0000% | $45000.00          | $7705.18           | Agency Mortgage-Backed Securities |
| FNMS 05.500 I4BF0271 | 2058-05-01      | 5.5000%  | 0.0000% | $5600000.00        | $2247120.64        | Agency Mortgage-Backed Securities |
| FNMS 03.000 I4BF0377 | 2059-04-01      | 3.0000%  | 0.0000% | $13545455.00       | $5184152.98        | Agency Mortgage-Backed Securities |
| FNMS 03.000 U6BF0499 | 2054-12-01      | 3.0000%  | 0.0000% | $3000000.00        | $1658938.61        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBH4101 | 2047-10-01      | 3.5000%  | 0.0000% | $6000.00           | $888.47            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH4672 | 2047-06-01      | 4.5000%  | 0.0000% | $10000.00          | $1410.42           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBJ0664 | 2033-03-01      | 3.0000%  | 0.0000% | $80000.00          | $12710.90          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ1679 | 2047-12-01      | 4.0000%  | 0.0000% | $33195454.00       | $3998118.82        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBJ3218 | 2047-12-01      | 4.5000%  | 0.0000% | $93000.00          | $47547.18          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ4640 | 2048-03-01      | 4.0000%  | 0.0000% | $11014157.00       | $2359168.18        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBJ9437 | 2048-03-01      | 4.5000%  | 0.0000% | $141000.00         | $42270.35          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBK0705 | 2035-01-01      | 3.0000%  | 0.0000% | $1490140.00        | $594981.37         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBK0720 | 2049-12-01      | 2.5000%  | 0.0000% | $1248808.00        | $381858.37         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBK2931 | 2035-08-01      | 2.0000%  | 0.0000% | $2750000.00        | $1097576.15        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM1020 | 2046-11-01      | 4.5000%  | 0.0000% | $80077.00          | $11482.91          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM1909 | 2045-02-01      | 4.0000%  | 0.0000% | $880000.00         | $178868.70         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM3788 | 2048-03-01      | 3.5000%  | 0.0000% | $4000.00           | $1031.99           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBP6626 | 2050-08-01      | 2.0000%  | 0.0000% | $850000.00         | $440877.24         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBP7345 | 2050-06-01      | 3.0000%  | 0.0000% | $10500000.00       | $4952589.77        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBQ0310 | 2035-07-01      | 2.0000%  | 0.0000% | $10000000.00       | $3447855.26        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBQ1226 | 2050-09-01      | 2.0000%  | 0.0000% | $19000.00          | $9715.34           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBT3930 | 2051-06-01      | 3.0000%  | 0.0000% | $1033387.00        | $345594.59         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLBU0631 | 2051-09-01      | 1.5000%  | 0.0000% | $41490.00          | $25578.21          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBU1030 | 2051-11-01      | 2.0000%  | 0.0000% | $70000.00          | $41097.92          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBU1450 | 2052-01-01      | 2.0000%  | 0.0000% | $39000.00          | $25793.05          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBU4130 | 2053-09-01      | 6.5000%  | 0.0000% | $3066276.00        | $2332495.06        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBU5328 | 2054-12-01      | 6.0000%  | 0.0000% | $2505157.00        | $2371456.81        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBU4707 | 2054-07-01      | 6.0000%  | 0.0000% | $29697532.00       | $18526657.07       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBU4909 | 2054-09-01      | 5.5000%  | 0.0000% | $25466376.00       | $24488493.83       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBU5108 | 2054-11-01      | 6.0000%  | 0.0000% | $1230000.00        | $1251216.93        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBU7223 | 2053-02-01      | 6.0000%  | 0.0000% | $200000.00         | $159221.53         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTBV1733 | 2045-05-01      | 5.5000%  | 0.0000% | $2821967.00        | $2394108.32        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBV6189 | 2040-09-01      | 3.5000%  | 0.0000% | $2288826.00        | $2199819.40        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBV6252 | 2055-10-01      | 4.0000%  | 0.0000% | $4009420.00        | $3833658.10        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV6112 | 2055-07-01      | 4.5000%  | 0.0000% | $2419951.00        | $2370726.37        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIBV7978 | 2037-08-01      | 4.5000%  | 0.0000% | $108000.00         | $66805.10          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV7833 | 2052-06-01      | 3.0000%  | 0.0000% | $376511.00         | $312836.57         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC1879 | 2056-01-01      | 6.0000%  | 0.0000% | $54100000.00       | $55600244.65       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL883234 | 2036-07-01      | 6.0000%  | 0.0000% | $500327.00         | $1728.14           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL886967 | 2036-07-01      | 6.0000%  | 0.0000% | $328220.00         | $1976.67           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL888544 | 2036-08-01      | 6.5000%  | 0.0000% | $9655424.00        | $149316.46         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL889575 | 2038-06-01      | 6.0000%  | 0.0000% | $2250000.00        | $20572.70          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL889983 | 2038-10-01      | 6.0000%  | 0.0000% | $5865000.00        | $40583.67          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL914467 | 2037-04-01      | 5.0000%  | 0.0000% | $500000.00         | $2203.59           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL928030 | 2037-01-01      | 6.0000%  | 0.0000% | $362448.00         | $4982.90           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL929838 | 2038-08-01      | 6.0000%  | 0.0000% | $142000.00         | $1624.11           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CT930498 | 2029-02-01      | 5.0000%  | 0.0000% | $2327690.00        | $12793.72          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL932473 | 2040-02-01      | 4.5000%  | 0.0000% | $25585000.00       | $551321.19         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL970665 | 2038-10-01      | 5.5000%  | 0.0000% | $8013758.00        | $207477.50         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL979501 | 2038-04-01      | 4.5000%  | 0.0000% | $506612.00         | $633.65            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAB4119 | 2041-12-01      | 4.0000%  | 0.0000% | $19000.00          | $605.08            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB4297 | 2042-01-01      | 3.5000%  | 0.0000% | $10000.00          | $581.69            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB4684 | 2042-03-01      | 3.5000%  | 0.0000% | $630000.00         | $71252.54          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAB7280 | 2042-12-01      | 3.0000%  | 0.0000% | $329752.00         | $54225.52          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAB8610 | 2043-03-01      | 3.0000%  | 0.0000% | $146876.00         | $27521.76          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CZAB8780 | 2053-03-01      | 3.0000%  | 0.0000% | $1000000.00        | $192577.70         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIAB8787 | 2028-03-01      | 2.0000%  | 0.0000% | $215000.00         | $7759.75           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB9148 | 2043-04-01      | 3.5000%  | 0.0000% | $12706568.00       | $1171600.29        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAB9239 | 2043-05-01      | 3.0000%  | 0.0000% | $114821.00         | $20390.22          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA0268 | 2029-12-01      | 5.0000%  | 0.0000% | $61927.00          | $1072.19           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB2848 | 2052-02-01      | 2.0000%  | 0.0000% | $83554.00          | $51293.04          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB2979 | 2037-02-01      | 2.5000%  | 0.0000% | $315000.00         | $180587.62         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CICB3244 | 2037-01-01      | 1.5000%  | 0.0000% | $999900.00         | $612683.08         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB4371 | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $773.68            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3760 | 2052-05-01      | 3.5000%  | 0.0000% | $5000.00           | $3448.00           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3874 | 2047-06-01      | 3.0000%  | 0.0000% | $13000.00          | $9037.12           | Agency Mortgage-Backed Securities |
| FNMS 01.500 CICB4005 | 2037-04-01      | 1.5000%  | 0.0000% | $542319.00         | $346976.38         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4035 | 2052-07-01      | 5.0000%  | 0.0000% | $550000.00         | $380295.64         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4103 | 2052-07-01      | 5.0000%  | 0.0000% | $2000000.00        | $1453534.50        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4128 | 2052-07-01      | 4.5000%  | 0.0000% | $35000.00          | $24682.40          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4167 | 2052-07-01      | 5.0000%  | 0.0000% | $1800000.00        | $1336574.56        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB4598 | 2052-09-01      | 3.5000%  | 0.0000% | $180000.00         | $129412.04         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4613 | 2052-09-01      | 4.5000%  | 0.0000% | $1536000.00        | $1205870.23        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4820 | 2052-10-01      | 4.5000%  | 0.0000% | $64410667.00       | $51637947.92       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CICB5005 | 2037-10-01      | 5.0000%  | 0.0000% | $8000.00           | $4820.22           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB5497 | 2053-01-01      | 6.5000%  | 0.0000% | $200000.00         | $128685.57         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB5894 | 2053-03-01      | 5.0000%  | 0.0000% | $86491010.00       | $68665422.80       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6132 | 2053-04-01      | 4.5000%  | 0.0000% | $17538400.00       | $14199082.91       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB7100 | 2053-09-01      | 5.0000%  | 0.0000% | $900000.00         | $798604.52         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8162 | 2054-03-01      | 6.0000%  | 0.0000% | $320000.00         | $263835.45         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8223 | 2054-03-01      | 6.0000%  | 0.0000% | $100000.00         | $80697.41          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8483 | 2054-05-01      | 5.5000%  | 0.0000% | $16000.00          | $13834.92          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8505 | 2054-05-01      | 6.5000%  | 0.0000% | $405000.00         | $311098.33         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8829 | 2054-07-01      | 5.0000%  | 0.0000% | $36939018.00       | $33839668.16       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9810 | 2055-01-01      | 6.0000%  | 0.0000% | $12288774.00       | $11460574.04       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9154 | 2054-09-01      | 6.0000%  | 0.0000% | $208762108.00      | $188376394.20      | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9427 | 2054-11-01      | 4.5000%  | 0.0000% | $5037203.00        | $4766366.05        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9648 | 2054-12-01      | 5.0000%  | 0.0000% | $2600000.00        | $2471105.48        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF8574 | 2056-01-01      | 6.0000%  | 0.0000% | $2887324.00        | $2998618.89        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF9884 | 2056-01-01      | 4.5000%  | 0.0000% | $1020463.00        | $1008443.99        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF9470 | 2056-01-01      | 5.0000%  | 0.0000% | $5030970.00        | $5058398.75        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF9984 | 2056-01-01      | 4.5000%  | 0.0000% | $3459375.00        | $3410359.12        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG0789 | 2056-02-01      | 5.0000%  | 0.0000% | $1483029.00        | $1504399.12        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG0882 | 2056-01-01      | 4.5000%  | 0.0000% | $4856797.00        | $4787981.04        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG0153 | 2056-01-01      | 5.5000%  | 0.0000% | $1308820.00        | $1349413.78        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG0282 | 2056-01-01      | 5.5000%  | 0.0000% | $1621899.00        | $1686978.60        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG1056 | 2056-01-01      | 5.0000%  | 0.0000% | $2419683.00        | $2435519.29        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG1629 | 2056-02-01      | 6.0000%  | 0.0000% | $1593937.00        | $1662849.80        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0011 | 2054-12-01      | 6.0000%  | 0.0000% | $47905000.00       | $36164987.50       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0177 | 2054-12-01      | 5.5000%  | 0.0000% | $85000.00          | $74282.73          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIFA0192 | 2039-04-01      | 6.5000%  | 0.0000% | $68328209.00       | $42857105.05       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0287 | 2054-12-01      | 6.0000%  | 0.0000% | $173717686.00      | $136773467.96      | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0364 | 2055-01-01      | 6.0000%  | 0.0000% | $326902.00         | $296804.55         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA0515 | 2054-10-01      | 4.5000%  | 0.0000% | $2301534.00        | $2130356.07        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLFA0547 | 2052-04-01      | 1.5000%  | 0.0000% | $1094273.00        | $793366.21         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA0679 | 2055-02-01      | 5.0000%  | 0.0000% | $405000.00         | $376532.32         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA1019 | 2055-03-01      | 5.5000%  | 0.0000% | $150000.00         | $143932.06         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFA1532 | 2052-04-01      | 2.0000%  | 0.0000% | $38024000.00       | $29940214.05       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA1578 | 2055-04-01      | 5.5000%  | 0.0000% | $552962.00         | $493475.16         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIFA2117 | 2040-03-01      | 5.0000%  | 0.0000% | $2361986.00        | $2033096.23        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA2364 | 2053-07-01      | 5.5000%  | 0.0000% | $146070651.00      | $141918814.34      | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA3469 | 2046-10-01      | 4.0000%  | 0.0000% | $2558182.00        | $2470011.69        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFA2740 | 2035-10-01      | 2.5000%  | 0.0000% | $9584569.00        | $8605730.79        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLFA3029 | 2054-04-01      | 7.5000%  | 0.0000% | $41604767.00       | $39389380.27       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA3077 | 2054-03-01      | 4.0000%  | 0.0000% | $55000.00          | $52204.87          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CNFA3055 | 2035-05-01      | 6.0000%  | 0.0000% | $53933437.00       | $47960403.69       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFA3061 | 2039-09-01      | 6.0000%  | 0.0000% | $15584541.00       | $14647289.33       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA3452 | 2052-04-01      | 2.5000%  | 0.0000% | $13096416.00       | $11198202.73       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA3630 | 2051-05-01      | 4.0000%  | 0.0000% | $63538808.00       | $60982524.19       | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIFA3733 | 2037-08-01      | 1.5000%  | 0.0000% | $21166985.00       | $18778932.81       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA3928 | 2055-12-01      | 6.5000%  | 0.0000% | $68139115.00       | $71608835.91       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA3954 | 2055-12-01      | 5.0000%  | 0.0000% | $447591.00         | $442729.90         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA3960 | 2047-02-01      | 2.5000%  | 0.0000% | $4813334.00        | $4287123.15        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTFM0071 | 2040-02-01      | 3.5000%  | 0.0000% | $300000.00         | $89758.65          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM1727 | 2049-09-01      | 5.0000%  | 0.0000% | $2230000.00        | $410663.19         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM1534 | 2049-09-01      | 4.5000%  | 0.0000% | $11000.00          | $2148.83           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM2202 | 2048-12-01      | 4.0000%  | 0.0000% | $17147630.00       | $2062260.66        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM2841 | 2050-03-01      | 3.5000%  | 0.0000% | $5982563.00        | $1280398.01        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM3297 | 2035-05-01      | 3.5000%  | 0.0000% | $1200000.00        | $315619.26         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM3329 | 2050-03-01      | 4.0000%  | 0.0000% | $10070000.00       | $1930812.65        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM3442 | 2050-06-01      | 3.0000%  | 0.0000% | $34660000.00       | $11289532.14       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIFM5377 | 2034-03-01      | 4.0000%  | 0.0000% | $935668.00         | $64572.54          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTFM5754 | 2037-03-01      | 3.5000%  | 0.0000% | $100000.00         | $31436.87          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM5798 | 2036-01-01      | 2.0000%  | 0.0000% | $51000.00          | $21928.89          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM5898 | 2049-03-01      | 5.0000%  | 0.0000% | $1430727.00        | $513967.06         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM6113 | 2051-01-01      | 2.5000%  | 0.0000% | $3000000.00        | $1136948.87        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM6839 | 2047-05-01      | 4.0000%  | 0.0000% | $8000.00           | $2888.73           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM8033 | 2048-11-01      | 3.5000%  | 0.0000% | $203000.00         | $97169.64          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7276 | 2050-01-01      | 3.5000%  | 0.0000% | $4809392.00        | $2063021.19        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM8480 | 2050-11-01      | 3.0000%  | 0.0000% | $1000000.00        | $440113.60         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM8576 | 2050-02-01      | 3.0000%  | 0.0000% | $320000.00         | $159663.78         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM8595 | 2051-08-01      | 2.5000%  | 0.0000% | $90000.00          | $55085.81          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM8691 | 2051-09-01      | 2.5000%  | 0.0000% | $1000000.00        | $616681.48         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM9873 | 2051-12-01      | 2.5000%  | 0.0000% | $350000.00         | $224639.44         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM9033 | 2051-10-01      | 2.5000%  | 0.0000% | $79000000.00       | $46665541.90       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM9411 | 2051-11-01      | 2.0000%  | 0.0000% | $305000.00         | $182358.43         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS0252 | 2052-01-01      | 3.5000%  | 0.0000% | $115000.00         | $70209.87          | Agency Mortgage-Backed Securities |
| FNMS 01.500 CTFS0316 | 2041-11-01      | 1.5000%  | 0.0000% | $208741.00         | $129367.19         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0563 | 2051-06-01      | 3.0000%  | 0.0000% | $180000.00         | $106258.50         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0605 | 2052-02-01      | 2.5000%  | 0.0000% | $691279.00         | $441946.13         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1077 | 2051-11-01      | 3.0000%  | 0.0000% | $95000.00          | $57674.22          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1575 | 2052-04-01      | 3.5000%  | 0.0000% | $8436000.00        | $5292893.75        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFS1861 | 2037-05-01      | 3.0000%  | 0.0000% | $9031545.00        | $5195695.85        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS2040 | 2052-02-01      | 2.0000%  | 0.0000% | $1250000.00        | $823223.38         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTFS2101 | 2038-10-01      | 5.5000%  | 0.0000% | $3704532.00        | $157175.94         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS2525 | 2052-08-01      | 4.5000%  | 0.0000% | $37542808.00       | $26982803.00       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS3000 | 2035-02-01      | 2.5000%  | 0.0000% | $2500000.00        | $1125079.71        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS3347 | 2052-12-01      | 5.0000%  | 0.0000% | $389000.00         | $315197.25         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS4679 | 2053-05-01      | 6.0000%  | 0.0000% | $585000.00         | $437384.22         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFS4885 | 2037-05-01      | 3.5000%  | 0.0000% | $228000.00         | $129097.09         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS5125 | 2051-10-01      | 2.5000%  | 0.0000% | $30000.00          | $21615.34          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFS6191 | 2038-11-01      | 3.5000%  | 0.0000% | $62583.00          | $43688.85          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS6260 | 2053-03-01      | 4.5000%  | 0.0000% | $14500000.00       | $11997723.85       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5784 | 2053-09-01      | 6.0000%  | 0.0000% | $94000.00          | $72813.69          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS6037 | 2053-07-01      | 2.5000%  | 0.0000% | $847684.00         | $634317.27         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS6456 | 2053-11-01      | 6.0000%  | 0.0000% | $3644.00           | $2981.20           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS6471 | 2052-05-01      | 3.0000%  | 0.0000% | $100000.00         | $76540.28          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS6617 | 2049-07-01      | 6.0000%  | 0.0000% | $2749491.00        | $2127216.22        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS6943 | 2052-06-01      | 3.0000%  | 0.0000% | $184000.00         | $142662.68         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFS7326 | 2038-11-01      | 3.0000%  | 0.0000% | $1000.00           | $731.60            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS7514 | 2037-06-01      | 2.0000%  | 0.0000% | $24000.00          | $17236.12          | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLFS7667 | 2051-05-01      | 1.5000%  | 0.0000% | $1245134.00        | $866984.76         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS7802 | 2037-03-01      | 2.5000%  | 0.0000% | $20887932.00       | $16316865.49       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS7956 | 2054-05-01      | 5.5000%  | 0.0000% | $37840000.00       | $32853068.26       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS8874 | 2052-06-01      | 3.0000%  | 0.0000% | $60000.00          | $48678.83          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS8914 | 2052-07-01      | 3.0000%  | 0.0000% | $2000000.00        | $1595653.71        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9357 | 2054-10-01      | 5.5000%  | 0.0000% | $534868.00         | $501777.70         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS9366 | 2052-04-01      | 2.5000%  | 0.0000% | $5000.00           | $3852.69           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS9443 | 2054-02-01      | 4.5000%  | 0.0000% | $938000.00         | $844253.05         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9504 | 2054-10-01      | 5.5000%  | 0.0000% | $715000.00         | $665423.28         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS9508 | 2054-03-01      | 4.5000%  | 0.0000% | $21000.00          | $18920.23          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CICC0039 | 2040-02-01      | 5.0000%  | 0.0000% | $3009674.00        | $2657325.56        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0270 | 2055-04-01      | 6.0000%  | 0.0000% | $37100000.00       | $29901014.79       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCC0302 | 2055-04-01      | 7.0000%  | 0.0000% | $38226052.00       | $29604977.20       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTCC0334 | 2045-04-01      | 5.5000%  | 0.0000% | $3610871.00        | $3513689.65        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTCC0336 | 2045-04-01      | 6.0000%  | 0.0000% | $2527337.00        | $2566335.67        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTCC0338 | 2045-04-01      | 6.0000%  | 0.0000% | $3833014.00        | $3494241.05        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CICC0472 | 2040-05-01      | 5.5000%  | 0.0000% | $3407949.00        | $3205049.02        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0576 | 2055-06-01      | 6.0000%  | 0.0000% | $49334444.00       | $49713985.17       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC1710 | 2055-12-01      | 6.0000%  | 0.0000% | $15702612.00       | $16336129.82       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC1730 | 2055-12-01      | 4.5000%  | 0.0000% | $5639461.00        | $5595890.26        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CICC1118 | 2040-09-01      | 5.0000%  | 0.0000% | $2140524.00        | $2033271.03        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC1415 | 2055-11-01      | 4.5000%  | 0.0000% | $11286851.00       | $11167564.85       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC1667 | 2055-12-01      | 4.5000%  | 0.0000% | $8777152.00        | $8637302.52        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC1653 | 2055-12-01      | 4.5000%  | 0.0000% | $11671514.00       | $11403187.67       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC1826 | 2056-01-01      | 5.0000%  | 0.0000% | $30316260.00       | $30793907.06       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC1820 | 2056-01-01      | 5.0000%  | 0.0000% | $57372953.00       | $58389022.78       | Agency Mortgage-Backed Securities |

### Security 280: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 3.640000%
- **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: ARP1EMWC7, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1EMWC7
- **C.18 - Value (incl. sponsor support):** $241000000.00
- **C.18.a - Value (excl. sponsor support):** $241000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRA 2025-152 F  | 2055-09-20      | 4.5030%  | 0.0000% | $52490.00          | $52271.16          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-156 MF | 2055-09-20      | 4.7030%  | 0.0000% | $2518.00           | $2488.76           | Agency Collateralized Mortgage Obligation |
| GNRM 2025-172 PL | 2055-10-20      | 4.5000%  | 0.0000% | $181552.00         | $159017.77         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-172 BT | 2055-10-20      | 3.5000%  | 0.0000% | $23491753.00       | $21431467.07       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-175 F  | 2055-10-20      | 4.6030%  | 0.0000% | $23011150.00       | $23051442.89       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-175 EF | 2055-10-20      | 4.7030%  | 0.0000% | $1096041.00        | $1097687.89        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-169 KF | 2055-10-20      | 4.7030%  | 0.0000% | $99730845.00       | $94099055.00       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-190 FW | 2055-11-20      | 4.5030%  | 0.0000% | $115952085.00      | $113155588.47      | Agency Collateralized Mortgage Obligation |
| GNRA 2025-115 FE | 2055-07-20      | 5.2030%  | 0.0000% | $1000.00           | $981.74            | Agency Collateralized Mortgage Obligation |

### Security 281: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** GOLDMAN SACHS & CO LLC 3.640000%
- **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: ARP1EMWP8, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP1EMWP8
- **C.18 - Value (incl. sponsor support):** $4012000000.00
- **C.18.a - Value (excl. sponsor support):** $4012000000.00
- **C.19 - Percentage of Net Assets:** 4.4100%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| 04.500 FGPC A97184 G     | 2041-02-01      | 4.5000%  | 0.0000% | $1332946.00        | $59430.91          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI0632     | 2033-09-01      | 6.0000%  | 0.0000% | $10275120.00       | $88975.66          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI1702     | 2034-04-01      | 5.0000%  | 0.0000% | $1417994.00        | $26797.45          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI3943     | 2035-12-01      | 6.0000%  | 0.0000% | $5000000.00        | $24980.88          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI4973     | 2036-06-01      | 6.0000%  | 0.0000% | $2450000.00        | $15659.17          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZJ0660     | 2040-11-01      | 4.0000%  | 0.0000% | $403212.00         | $32631.76          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZJ1163     | 2041-02-01      | 4.5000%  | 0.0000% | $3723488.00        | $459139.94         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZJ5554     | 2031-12-01      | 6.0000%  | 0.0000% | $8106672.00        | $12473.34          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZJ5678     | 2032-01-01      | 6.0000%  | 0.0000% | $28465216.00       | $64664.57          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZJ6635     | 2032-11-01      | 6.0000%  | 0.0000% | $3311432.00        | $13085.34          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZJ6636     | 2032-11-01      | 6.5000%  | 0.0000% | $749923.00         | $24527.79          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZJ8821     | 2033-11-01      | 5.0000%  | 0.0000% | $5579000.00        | $126341.08         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZJ9272     | 2027-11-01      | 5.5000%  | 0.0000% | $26230784.00       | $14373.14          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL9968     | 2045-05-01      | 4.0000%  | 0.0000% | $120154.00         | $14858.52          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM4426     | 2047-10-01      | 3.5000%  | 0.0000% | $11046240.00       | $2718085.31        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM4307     | 2047-09-01      | 3.5000%  | 0.0000% | $10573840.00       | $2416649.48        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM4786     | 2047-11-01      | 3.5000%  | 0.0000% | $98000.00          | $13375.69          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZA0922     | 2033-10-01      | 6.0000%  | 0.0000% | $4754032.00        | $22957.03          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZA2080     | 2028-06-01      | 6.0000%  | 0.0000% | $14107056.00       | $68810.31          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTZA2145     | 2029-12-01      | 5.0000%  | 0.0000% | $22596032.00       | $283307.88         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CTZA2123     | 2029-06-01      | 4.5000%  | 0.0000% | $5240840.00        | $36295.24          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CTZA2235     | 2031-12-01      | 4.0000%  | 0.0000% | $24799296.00       | $1060437.09        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS0599     | 2032-01-01      | 6.0000%  | 0.0000% | $58589184.00       | $52547.85          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS2369     | 2038-01-01      | 4.5000%  | 0.0000% | $873264.00         | $9306.49           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS4351     | 2038-09-01      | 5.5000%  | 0.0000% | $385791.00         | $5152.79           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4643     | 2045-12-01      | 4.0000%  | 0.0000% | $88000.00          | $8804.64           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZS6617     | 2027-09-01      | 3.0000%  | 0.0000% | $5284832.00        | $95449.39          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIZS6773     | 2026-06-01      | 4.0000%  | 0.0000% | $22020075.00       | $5270.89           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZS8069     | 2033-05-01      | 3.0000%  | 0.0000% | $388000.00         | $45791.15          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZT0168     | 2047-10-01      | 3.5000%  | 0.0000% | $305000.00         | $92927.30          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD0789     | 2051-12-01      | 2.0000%  | 0.0000% | $295000.00         | $180627.92         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD0502     | 2050-08-01      | 3.0000%  | 0.0000% | $1200000.00        | $555165.27         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD2256     | 2053-01-01      | 6.0000%  | 0.0000% | $7192752.00        | $4056844.94        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD2742     | 2052-05-01      | 3.5000%  | 0.0000% | $21233472.00       | $16145981.39       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD6706     | 2054-01-01      | 4.5000%  | 0.0000% | $27000.00          | $24437.98          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD7512     | 2050-02-01      | 3.0000%  | 0.0000% | $7776672.00        | $2864453.26        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8276     | 2052-12-01      | 5.0000%  | 0.0000% | $28000.00          | $22241.50          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8314     | 2053-04-01      | 4.5000%  | 0.0000% | $840490.00         | $693705.93         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8469     | 2054-10-01      | 5.5000%  | 0.0000% | $5506984.00        | $4681715.62        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8491     | 2054-12-01      | 5.0000%  | 0.0000% | $31864416.00       | $29242926.31       | Agency Mortgage-Backed Securities         |
| GNII SF DN2796 C         | 2055-12-20      | 6.0000%  | 0.0000% | $1445090.00        | $1498481.43        | Agency Mortgage-Backed Securities         |
| GNII SF DN2798 C         | 2055-12-20      | 6.0000%  | 0.0000% | $1011258.00        | $1057365.11        | Agency Mortgage-Backed Securities         |
| GNII SF DN4479 C         | 2055-12-20      | 5.5000%  | 0.0000% | $1748234.00        | $1792939.68        | Agency Mortgage-Backed Securities         |
| GNII SF DN4274 C         | 2055-11-20      | 6.5000%  | 0.0000% | $1444282.00        | $1521382.72        | Agency Mortgage-Backed Securities         |
| GNII SF DN5014 C         | 2055-10-20      | 6.5000%  | 0.0000% | $1297400.00        | $1364235.09        | Agency Mortgage-Backed Securities         |
| GNII SF DN5582 C         | 2055-12-20      | 6.5000%  | 0.0000% | $1873718.00        | $1964066.34        | Agency Mortgage-Backed Securities         |
| GNII SF DN7167 C         | 2055-11-20      | 5.5000%  | 0.0000% | $3702224.00        | $3801832.06        | Agency Mortgage-Backed Securities         |
| GNII SF DN8059 C         | 2055-11-20      | 6.0000%  | 0.0000% | $1106042.00        | $1154404.38        | Agency Mortgage-Backed Securities         |
| GNII SF DN8081 C         | 2055-12-20      | 6.0000%  | 0.0000% | $2081652.00        | $2157279.01        | Agency Mortgage-Backed Securities         |
| GNII SF DN8094 C         | 2056-01-20      | 5.5000%  | 0.0000% | $2500560.00        | $2567026.28        | Agency Mortgage-Backed Securities         |
| GNII SF DN8095 C         | 2056-01-20      | 6.5000%  | 0.0000% | $1991962.00        | $2089859.19        | Agency Mortgage-Backed Securities         |
| GNII SF DN7803 C         | 2055-10-20      | 6.5000%  | 0.0000% | $1445034.00        | $1544826.84        | Agency Mortgage-Backed Securities         |
| GNII SF DN7923 C         | 2055-11-20      | 6.0000%  | 0.0000% | $2896900.00        | $3039389.81        | Agency Mortgage-Backed Securities         |
| GNII SF DN7926 C         | 2055-11-20      | 6.0000%  | 0.0000% | $3005184.00        | $3132381.23        | Agency Mortgage-Backed Securities         |
| GNII SF DN7927 C         | 2055-11-20      | 6.0000%  | 0.0000% | $3623012.00        | $3774747.19        | Agency Mortgage-Backed Securities         |
| GNII SF DN7963 C         | 2055-12-20      | 6.5000%  | 0.0000% | $1918422.00        | $2010909.63        | Agency Mortgage-Backed Securities         |
| GNII SF DN7964 C         | 2055-12-20      | 6.5000%  | 0.0000% | $1723446.00        | $1806471.03        | Agency Mortgage-Backed Securities         |
| GNII SF DN8272 C         | 2055-12-20      | 6.0000%  | 0.0000% | $4224656.00        | $4380413.20        | Agency Mortgage-Backed Securities         |
| GNII SF DN8339 C         | 2055-11-20      | 6.0000%  | 0.0000% | $1172912.00        | $1222727.49        | Agency Mortgage-Backed Securities         |
| GNII SF DN8496 C         | 2055-12-20      | 6.0000%  | 0.0000% | $1131028.00        | $1175841.69        | Agency Mortgage-Backed Securities         |
| GNII SF DN8587 C         | 2055-12-20      | 6.0000%  | 0.0000% | $1029984.00        | $1075714.99        | Agency Mortgage-Backed Securities         |
| GNII SF DP0199 C         | 2055-12-20      | 6.0000%  | 0.0000% | $1067160.00        | $1116647.77        | Agency Mortgage-Backed Securities         |
| GNII SF DP0203 C         | 2055-12-20      | 6.0000%  | 0.0000% | $1267330.00        | $1315366.03        | Agency Mortgage-Backed Securities         |
| GNII SF DP1427 C         | 2056-01-20      | 6.0000%  | 0.0000% | $1779958.00        | $1866879.28        | Agency Mortgage-Backed Securities         |
| GNII SF DP2974 C         | 2056-01-20      | 5.5000%  | 0.0000% | $487653.00         | $500616.55         | Agency Mortgage-Backed Securities         |
| GNII SF DP4425 C         | 2055-12-20      | 6.0000%  | 0.0000% | $1323020.00        | $1375557.38        | Agency Mortgage-Backed Securities         |
| GNII SF DP6918 C         | 2055-12-20      | 6.5000%  | 0.0000% | $1735648.00        | $1819486.09        | Agency Mortgage-Backed Securities         |
| GNII SF DP6941 C         | 2056-01-20      | 5.0000%  | 0.0000% | $2138620.00        | $2162450.17        | Agency Mortgage-Backed Securities         |
| GNII SF DQ0578 C         | 2056-01-20      | 6.0000%  | 0.0000% | $1823484.00        | $1892603.77        | Agency Mortgage-Backed Securities         |
| GNII SF MB0117 M         | 2028-01-20      | 3.0000%  | 0.0000% | $124868.00         | $87503.05          | Agency Mortgage-Backed Securities         |
| GNII SF MB0555 M         | 2055-08-20      | 5.0000%  | 0.0000% | $12000000.00       | $11933587.24       | Agency Mortgage-Backed Securities         |
| GNII SF DI3595 C         | 2055-05-20      | 5.5000%  | 0.0000% | $784769.00         | $798118.03         | Agency Mortgage-Backed Securities         |
| GNII SF DI2857 C         | 2055-03-20      | 5.5000%  | 0.0000% | $282884.00         | $287445.81         | Agency Mortgage-Backed Securities         |
| GNII SF DI3265 C         | 2055-03-20      | 6.5000%  | 0.0000% | $2981772.00        | $2901637.14        | Agency Mortgage-Backed Securities         |
| GNII SF DI3434 C         | 2055-04-20      | 6.5000%  | 0.0000% | $1703606.00        | $1672419.06        | Agency Mortgage-Backed Securities         |
| GNII SF DI4438 C         | 2055-09-20      | 6.5000%  | 0.0000% | $710870.00         | $747966.76         | Agency Mortgage-Backed Securities         |
| GNII SF DI3648 C         | 2055-06-20      | 6.5000%  | 0.0000% | $1224762.00        | $1276955.64        | Agency Mortgage-Backed Securities         |
| GNII SF DI5292 C         | 2055-03-20      | 6.5000%  | 0.0000% | $1116720.00        | $1101511.26        | Agency Mortgage-Backed Securities         |
| GNII SF DI4806 C         | 2055-07-20      | 6.5000%  | 0.0000% | $682647.00         | $712172.40         | Agency Mortgage-Backed Securities         |
| GNII SF DI6925 C         | 2055-03-20      | 6.5000%  | 0.0000% | $2725680.00        | $2668754.49        | Agency Mortgage-Backed Securities         |
| GNII SF DI8730 C         | 2055-07-20      | 6.5000%  | 0.0000% | $1552214.00        | $1621567.23        | Agency Mortgage-Backed Securities         |
| GNII SF DI9790 C         | 2055-05-20      | 5.0000%  | 0.0000% | $1038110.00        | $1037012.20        | Agency Mortgage-Backed Securities         |
| GNII SF DO1810 C         | 2055-11-20      | 6.0000%  | 0.0000% | $1850220.00        | $1920855.24        | Agency Mortgage-Backed Securities         |
| GNII SF DO2393 C         | 2055-12-20      | 6.0000%  | 0.0000% | $1066506.00        | $1112709.97        | Agency Mortgage-Backed Securities         |
| GNII SF DO3491 C         | 2055-11-20      | 5.5000%  | 0.0000% | $1065934.00        | $1097265.85        | Agency Mortgage-Backed Securities         |
| GNII SF DO3408 C         | 2055-10-20      | 6.0000%  | 0.0000% | $16140800.00       | $16815777.13       | Agency Mortgage-Backed Securities         |
| GNII SF DO3815 C         | 2055-12-20      | 5.5000%  | 0.0000% | $915329.00         | $938688.72         | Agency Mortgage-Backed Securities         |
| GNII SF DO3827 C         | 2055-12-20      | 6.0000%  | 0.0000% | $5899576.00        | $6117356.25        | Agency Mortgage-Backed Securities         |
| GNII SF DO5925 C         | 2055-11-20      | 6.5000%  | 0.0000% | $1314302.00        | $1377577.95        | Agency Mortgage-Backed Securities         |
| GNII SF DO7251 C         | 2055-12-20      | 6.0000%  | 0.0000% | $1521666.00        | $1577848.79        | Agency Mortgage-Backed Securities         |
| GNII SF DO7648 C         | 2056-01-20      | 6.0000%  | 0.0000% | $5308690.00        | $5551267.05        | Agency Mortgage-Backed Securities         |
| GNII SF DO7630 C         | 2056-01-20      | 5.5000%  | 0.0000% | $10694336.00       | $10976191.17       | Agency Mortgage-Backed Securities         |
| GNMI SF 604389 X         | 2033-06-15      | 5.0000%  | 0.0000% | $11131616.00       | $239684.06         | Agency Mortgage-Backed Securities         |
| GNII JM 004489 M         | 2039-07-20      | 5.0000%  | 0.0000% | $34706432.00       | $90296.12          | Agency Mortgage-Backed Securities         |
| GNII JM 004285 M         | 2038-11-20      | 6.0000%  | 0.0000% | $4000000.00        | $5687.35           | Agency Mortgage-Backed Securities         |
| GNII SF 738175 C         | 2041-02-20      | 4.0000%  | 0.0000% | $15000000.00       | $280382.50         | Agency Mortgage-Backed Securities         |
| GNMI SP 784370 X         | 2045-07-15      | 4.0000%  | 0.0000% | $17587808.00       | $3924651.10        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA1754     | 2047-12-01      | 3.0000%  | 0.0000% | $1010172.00        | $260141.16         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA5318     | 2050-03-01      | 3.5000%  | 0.0000% | $16269740.00       | $6597721.75        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA5561     | 2050-04-01      | 3.5000%  | 0.0000% | $1245016.00        | $352819.58         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA8450     | 2051-01-01      | 2.0000%  | 0.0000% | $99000.00          | $56462.26          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CICB3393     | 2037-04-01      | 3.5000%  | 0.0000% | $37000.00          | $20483.46          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4067     | 2052-07-01      | 4.5000%  | 0.0000% | $3748244.00        | $2966730.32        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9669     | 2054-12-01      | 5.5000%  | 0.0000% | $267028480.00      | $240901319.87      | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF9533     | 2056-01-01      | 5.0000%  | 0.0000% | $1917982.00        | $1938711.12        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFA1591     | 2051-10-01      | 2.0000%  | 0.0000% | $230611200.00      | $180423766.01      | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CTFA2793     | 2045-08-01      | 6.0000%  | 0.0000% | $239283968.00      | $211264422.07      | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFA4480     | 2052-03-01      | 2.0000%  | 0.0000% | $122297760.00      | $101454688.64      | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFA3956     | 2053-03-01      | 3.0000%  | 0.0000% | $965074.00         | $853514.63         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA4191     | 2056-01-01      | 5.0000%  | 0.0000% | $5120.00           | $5154.29           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM4745     | 2050-10-01      | 3.5000%  | 0.0000% | $2156624.00        | $660101.99         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM9195     | 2051-10-01      | 2.5000%  | 0.0000% | $400000.00         | $246981.19         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS2676     | 2052-06-01      | 3.0000%  | 0.0000% | $25000.00          | $17870.88          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS5984     | 2050-12-01      | 3.0000%  | 0.0000% | $3095444.00        | $2339892.71        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS6047     | 2053-10-01      | 5.0000%  | 0.0000% | $16677056.00       | $13453691.49       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS7112     | 2052-03-01      | 3.5000%  | 0.0000% | $8180.00           | $6347.65           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS6722     | 2053-12-01      | 6.5000%  | 0.0000% | $109179.00         | $66721.27          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFS8288     | 2052-03-01      | 2.0000%  | 0.0000% | $114000.00         | $83711.38          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS9722     | 2054-09-01      | 6.0000%  | 0.0000% | $25717120.00       | $23156778.53       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC1040     | 2055-09-01      | 6.0000%  | 0.0000% | $232944640.00      | $213816204.11      | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL906649     | 2036-12-01      | 6.0000%  | 0.0000% | $21490944.00       | $295149.77         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CT932715     | 2030-04-01      | 5.0000%  | 0.0000% | $8341504.00        | $96615.48          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL955722     | 2037-11-01      | 6.5000%  | 0.0000% | $7353120.00        | $56420.94          | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A45241 G     | 2035-02-01      | 6.0000%  | 0.0000% | $9395328.00        | $348630.93         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL991436     | 2038-12-01      | 6.0000%  | 0.0000% | $1275254.00        | $15223.95          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA3016     | 2047-04-01      | 5.0000%  | 0.0000% | $1418350.00        | $26261.18          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIMA3029     | 2032-06-01      | 3.0000%  | 0.0000% | $126540000.00      | $12937114.62       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA3986     | 2035-04-01      | 3.5000%  | 0.0000% | $125000.00         | $17088.39          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4048     | 2050-06-01      | 3.0000%  | 0.0000% | $79000.00          | $20723.83          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4599     | 2052-05-01      | 3.0000%  | 0.0000% | $111000.00         | $78845.49          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5071     | 2053-07-01      | 5.0000%  | 0.0000% | $45378304.00       | $37607553.31       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5417     | 2054-07-01      | 4.0000%  | 0.0000% | $11000.00          | $10106.92          | Agency Mortgage-Backed Securities         |
| 04.500 FGPC A97047 G     | 2041-02-01      | 4.5000%  | 0.0000% | $4510000.00        | $154347.27         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ7830     | 2055-09-01      | 6.0000%  | 0.0000% | $5437888.00        | $5681083.31        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSL2540     | 2052-06-01      | 3.0000%  | 0.0000% | $135180288.00      | $117191960.53      | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL3794     | 2056-01-01      | 5.0000%  | 0.0000% | $49092032.00       | $49181624.45       | Agency Mortgage-Backed Securities         |
| FMAR 8D0222 G            | 2052-05-01      | 3.4980%  | 0.0000% | $6664780.00        | $5690391.48        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ1877     | 2054-03-01      | 5.5000%  | 0.0000% | $18238496.00       | $15864264.15       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ1987     | 2054-07-01      | 6.5000%  | 0.0000% | $2976736.00        | $2472644.28        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ4380     | 2055-06-01      | 6.0000%  | 0.0000% | $103105440.00      | $103085423.82      | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ4543     | 2055-08-01      | 5.5000%  | 0.0000% | $11131216.00       | $11213007.84       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRQ0065     | 2055-11-01      | 6.0000%  | 0.0000% | $26503424.00       | $26083662.31       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA4201     | 2056-01-01      | 5.0000%  | 0.0000% | $2496644.00        | $2523627.17        | Agency Mortgage-Backed Securities         |
| 03.500 FGPC J32030 G     | 2030-06-01      | 3.5000%  | 0.0000% | $121064.00         | $8935.53           | Agency Mortgage-Backed Securities         |
| GNII BD 769101 C         | 2041-07-20      | 4.0000%  | 0.0000% | $530000.00         | $25087.26          | Agency Mortgage-Backed Securities         |
| GNII BD 769101 C         | 2041-07-20      | 4.0000%  | 0.0000% | $2609720.00        | $123529.66         | Agency Mortgage-Backed Securities         |
| GNMI SF 778781 X         | 2042-01-15      | 4.0000%  | 0.0000% | $5009712.00        | $372683.81         | Agency Mortgage-Backed Securities         |
| GNMI SF 778855 X         | 2027-02-15      | 3.0000%  | 0.0000% | $6835230.00        | $41683.62          | Agency Mortgage-Backed Securities         |
| GNMI SF 796014 X         | 2042-01-15      | 4.0000%  | 0.0000% | $1000000.00        | $61110.43          | Agency Mortgage-Backed Securities         |
| GNII SF MA0022 M         | 2042-04-20      | 3.5000%  | 0.0000% | $3595016.00        | $236901.41         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM5585     | 2048-02-01      | 3.5000%  | 0.0000% | $666363.00         | $216071.35         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS2493     | 2039-01-01      | 5.5000%  | 0.0000% | $9112256.00        | $57021.28          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS4056     | 2044-08-01      | 4.5000%  | 0.0000% | $500000.00         | $46017.84          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZS7534     | 2031-09-01      | 2.5000%  | 0.0000% | $14000000.00       | $1776137.51        | Agency Mortgage-Backed Securities         |
| GNII SF BT4119 C         | 2050-06-20      | 4.0000%  | 0.0000% | $9312288.00        | $1528495.21        | Agency Mortgage-Backed Securities         |
| GNII SF BY0805 C         | 2050-09-20      | 2.5000%  | 0.0000% | $222000.00         | $93137.30          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8204     | 2052-04-01      | 2.0000%  | 0.0000% | $18000.00          | $11908.14          | Agency Mortgage-Backed Securities         |
| GNII RG CF2629 C         | 2050-05-20      | 2.5000%  | 0.0000% | $1822292.00        | $516066.63         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8206     | 2052-04-01      | 3.0000%  | 0.0000% | $6600408.00        | $4571277.67        | Agency Mortgage-Backed Securities         |
| GNPL LM CG6116           | 2061-02-15      | 3.3800%  | 0.0000% | $2665290.00        | $2381954.91        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8484     | 2054-11-01      | 4.0000%  | 0.0000% | $37000.00          | $33516.83          | Agency Mortgage-Backed Securities         |
| GNII SF MB0024 M         | 2054-11-20      | 4.5000%  | 0.0000% | $270141440.00      | $249980249.68      | Agency Mortgage-Backed Securities         |
| GNPL PN CH2684           | 2057-04-15      | 2.7700%  | 0.0000% | $3327684.00        | $2821390.45        | Agency Mortgage-Backed Securities         |
| GNII SF MB0365 M         | 2055-05-20      | 5.0000%  | 0.0000% | $5000000.00        | $4907749.07        | Agency Mortgage-Backed Securities         |
| GNII SF MB0367 M         | 2055-05-20      | 6.0000%  | 0.0000% | $15146896.00       | $14175637.59       | Agency Mortgage-Backed Securities         |
| GNPL PN CI3582           | 2057-05-15      | 2.5300%  | 0.0000% | $3350660.00        | $2933897.57        | Agency Mortgage-Backed Securities         |
| GNII SF AR4868 C         | 2046-03-20      | 4.0000%  | 0.0000% | $2734440.00        | $382113.52         | Agency Mortgage-Backed Securities         |
| GNPL PN CI9400           | 2057-06-15      | 3.2000%  | 0.0000% | $5754200.00        | $5025028.61        | Agency Mortgage-Backed Securities         |
| GNII SF 004039 M         | 2037-10-20      | 6.0000%  | 0.0000% | $8215376.00        | $71952.18          | Agency Mortgage-Backed Securities         |
| GNPL PN CJ1401           | 2057-09-15      | 3.9800%  | 0.0000% | $6875040.00        | $6348284.03        | Agency Mortgage-Backed Securities         |
| GNPL PN CJ8131           | 2064-03-15      | 2.7200%  | 0.0000% | $21604960.00       | $18280692.92       | Agency Mortgage-Backed Securities         |
| GNII JM 004259 M         | 2038-10-20      | 5.5000%  | 0.0000% | $21650000.00       | $27654.20          | Agency Mortgage-Backed Securities         |
| GNPL PN CJ8165           | 2064-01-15      | 2.8600%  | 0.0000% | $17530600.00       | $15018304.80       | Agency Mortgage-Backed Securities         |
| GNPL PN CJ9074           | 2064-01-15      | 2.6300%  | 0.0000% | $7772128.00        | $6553712.69        | Agency Mortgage-Backed Securities         |
| GNPL PN CJ9633           | 2057-05-15      | 2.4800%  | 0.0000% | $7397896.00        | $6146247.86        | Agency Mortgage-Backed Securities         |
| GNPL PN CK0463           | 2062-06-15      | 4.9500%  | 0.0000% | $14275248.00       | $14388849.68       | Agency Mortgage-Backed Securities         |
| GNPL PN CK5793           | 2057-10-15      | 4.2100%  | 0.0000% | $1750000.00        | $1636255.48        | Agency Mortgage-Backed Securities         |
| GNPL PN CL2695           | 2064-11-15      | 3.3000%  | 0.0000% | $26641088.00       | $23610922.90       | Agency Mortgage-Backed Securities         |
| GNII JM 004768 M         | 2040-08-20      | 5.0000%  | 0.0000% | $5792024.00        | $30206.02          | Agency Mortgage-Backed Securities         |
| GNMI SF 367088 X         | 2041-07-15      | 4.0000%  | 0.0000% | $9789400.00        | $345821.15         | Agency Mortgage-Backed Securities         |
| GNPL PN CL2730           | 2057-06-15      | 2.6600%  | 0.0000% | $3460316.00        | $2928842.94        | Agency Mortgage-Backed Securities         |
| GNII SF 736314 C         | 2035-11-20      | 3.7500%  | 0.0000% | $280000.00         | $36006.09          | Agency Mortgage-Backed Securities         |
| GNMI SP 781319 X         | 2031-07-15      | 7.0000%  | 0.0000% | $64995328.00       | $63600.57          | Agency Mortgage-Backed Securities         |
| GNPL PN CL5345           | 2057-07-15      | 4.2300%  | 0.0000% | $2379200.00        | $2222514.35        | Agency Mortgage-Backed Securities         |
| GNPL PN CL6608           | 2057-05-15      | 2.5700%  | 0.0000% | $244551.00         | $205688.50         | Agency Mortgage-Backed Securities         |
| GNPL PN CM1438           | 2064-09-15      | 3.7400%  | 0.0000% | $13744720.00       | $12580531.45       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CJMA3172     | 2032-10-01      | 3.0000%  | 0.0000% | $2705720.00        | $418127.70         | Agency Mortgage-Backed Securities         |
| GNPL PN CM3781           | 2057-07-15      | 3.7100%  | 0.0000% | $12602192.00       | $11391822.95       | Agency Mortgage-Backed Securities         |
| GNPL PN CM3807           | 2059-09-15      | 5.3300%  | 0.0000% | $3690050.00        | $3754592.88        | Agency Mortgage-Backed Securities         |
| GNPL PN CM8605           | 2064-08-15      | 2.7100%  | 0.0000% | $21611120.00       | $18305539.55       | Agency Mortgage-Backed Securities         |
| GNPL PN CM8623           | 2057-06-15      | 2.9200%  | 0.0000% | $5825272.00        | $4990273.50        | Agency Mortgage-Backed Securities         |
| GNPL PN CN0093           | 2064-07-15      | 5.7200%  | 0.0000% | $4191472.00        | $4390582.95        | Agency Mortgage-Backed Securities         |
| GNMI SF AD1378 X         | 2033-04-15      | 3.5000%  | 0.0000% | $1014472.00        | $379677.77         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3210     | 2047-12-01      | 3.5000%  | 0.0000% | $617552896.00      | $78592983.54       | Agency Mortgage-Backed Securities         |
| GNII SF AE8583 C         | 2044-08-20      | 4.5000%  | 0.0000% | $2022216.00        | $105292.10         | Agency Mortgage-Backed Securities         |
| GNII SF AF5097 C         | 2043-08-20      | 4.0000%  | 0.0000% | $1185000.00        | $132321.19         | Agency Mortgage-Backed Securities         |
| GNPL PN AG8330           | 2057-05-15      | 2.9900%  | 0.0000% | $5926056.00        | $5101046.54        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CNMA3656     | 2029-05-01      | 3.5000%  | 0.0000% | $342000.00         | $19363.87          | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CNMA4331     | 2031-05-01      | 1.5000%  | 0.0000% | $1497000.00        | $546762.02         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAE0349     | 2040-04-01      | 6.0000%  | 0.0000% | $16066944.00       | $234191.73         | Agency Mortgage-Backed Securities         |
| GNPL PN CQ9718           | 2060-01-15      | 5.5300%  | 0.0000% | $310091.00         | $318030.72         | Agency Mortgage-Backed Securities         |
| GNPL PN CU4681           | 2059-07-15      | 5.8200%  | 0.0000% | $2270000.00        | $2374166.21        | Agency Mortgage-Backed Securities         |
| GNPL PN DA4279           | 2059-05-15      | 5.5200%  | 0.0000% | $9366300.00        | $9594098.54        | Agency Mortgage-Backed Securities         |
| GNPL PN DA4287           | 2059-09-15      | 4.8200%  | 0.0000% | $1199998.00        | $1181848.83        | Agency Mortgage-Backed Securities         |
| GNII ET DC2647 C         | 2063-05-20      | 3.0000%  | 0.0000% | $527874.00         | $461867.78         | Agency Mortgage-Backed Securities         |
| GNPL PN DC4409           | 2059-08-15      | 5.6900%  | 0.0000% | $2708560.00        | $2812018.09        | Agency Mortgage-Backed Securities         |
| GNII SF DC6665 C         | 2054-07-20      | 6.5000%  | 0.0000% | $3356400.00        | $2439736.07        | Agency Mortgage-Backed Securities         |
| GNPL PN DC7220           | 2060-05-15      | 5.5300%  | 0.0000% | $458271.00         | $472583.30         | Agency Mortgage-Backed Securities         |
| GNPL PN DD2253           | 2059-10-15      | 5.3400%  | 0.0000% | $3731800.00        | $3798635.67        | Agency Mortgage-Backed Securities         |
| GNII SF DD8679 C         | 2054-09-20      | 5.0000%  | 0.0000% | $1906748.00        | $1886775.73        | Agency Mortgage-Backed Securities         |
| GNPL PN DE5565           | 2060-01-15      | 6.2000%  | 0.0000% | $4950000.00        | $5308877.99        | Agency Mortgage-Backed Securities         |
| GNII SF DE5924 C         | 2054-11-20      | 5.0000%  | 0.0000% | $1096276.00        | $1087876.29        | Agency Mortgage-Backed Securities         |
| GNII ET DE7592 C         | 2064-09-20      | 4.5000%  | 0.0000% | $264653.00         | $256203.58         | Agency Mortgage-Backed Securities         |
| GNII SF DE8505 C         | 2054-10-20      | 5.0000%  | 0.0000% | $1850982.00        | $1832007.34        | Agency Mortgage-Backed Securities         |
| GNII SF DF0906 C         | 2054-11-20      | 5.0000%  | 0.0000% | $1384640.00        | $1377803.53        | Agency Mortgage-Backed Securities         |
| GNCL CL DF1285           | 2066-05-15      | 5.4800%  | 0.0000% | $1079996.00        | $1128525.02        | Agency Mortgage-Backed Securities         |
| GNII SF DF2434 C         | 2054-10-20      | 5.0000%  | 0.0000% | $1327112.00        | $1319959.38        | Agency Mortgage-Backed Securities         |
| GNPL PN DF4295           | 2041-04-15      | 5.4500%  | 0.0000% | $2836400.00        | $2853240.52        | Agency Mortgage-Backed Securities         |
| GNCL CL DF8955           | 2067-09-15      | 5.5500%  | 0.0000% | $6588856.00        | $6847902.36        | Agency Mortgage-Backed Securities         |
| GNII SF DG1742 C         | 2055-03-20      | 6.5000%  | 0.0000% | $3280904.00        | $3199865.17        | Agency Mortgage-Backed Securities         |
| GNII SF DG6812 C         | 2055-02-20      | 6.5000%  | 0.0000% | $647788.00         | $574813.05         | Agency Mortgage-Backed Securities         |
| GNPL PN DH1756           | 2060-03-15      | 5.7700%  | 0.0000% | $4412288.00        | $4620383.02        | Agency Mortgage-Backed Securities         |
| GNPL PN DH1765           | 2060-04-15      | 5.9900%  | 0.0000% | $410446.00         | $432165.32         | Agency Mortgage-Backed Securities         |
| GNII SF DH6473 C         | 2055-04-20      | 6.5000%  | 0.0000% | $2022612.00        | $1687512.82        | Agency Mortgage-Backed Securities         |
| GNII SF DH7691 C         | 2055-02-20      | 6.5000%  | 0.0000% | $5087520.00        | $4711624.42        | Agency Mortgage-Backed Securities         |
| GNII SF DJ2232 C         | 2055-06-20      | 6.0000%  | 0.0000% | $1294498.00        | $1335024.83        | Agency Mortgage-Backed Securities         |
| GNII SF DJ3107 C         | 2055-08-20      | 6.0000%  | 0.0000% | $19512480.00       | $20245933.79       | Agency Mortgage-Backed Securities         |
| GNII SF DJ3732 C         | 2055-03-20      | 6.5000%  | 0.0000% | $1400214.00        | $1041395.24        | Agency Mortgage-Backed Securities         |
| GNII SF DJ4279 C         | 2055-08-20      | 5.5000%  | 0.0000% | $274459.00         | $289962.31         | Agency Mortgage-Backed Securities         |
| GNII SF DJ4350 C         | 2055-09-20      | 6.5000%  | 0.0000% | $779659.00         | $815033.33         | Agency Mortgage-Backed Securities         |
| GNII SF DJ6568 C         | 2055-05-20      | 6.5000%  | 0.0000% | $1413690.00        | $1472373.61        | Agency Mortgage-Backed Securities         |
| GNII SF DJ7764 C         | 2055-04-20      | 6.5000%  | 0.0000% | $2945152.00        | $2843709.97        | Agency Mortgage-Backed Securities         |
| GNII SF 765273 C         | 2031-04-20      | 4.5000%  | 0.0000% | $1517736.00        | $41225.05          | Agency Mortgage-Backed Securities         |
| GNII SF MA0375 M         | 2027-09-20      | 3.0000%  | 0.0000% | $2596012.00        | $35427.23          | Agency Mortgage-Backed Securities         |
| GNII SF MA0539 M         | 2039-01-20      | 6.0000%  | 0.0000% | $5161864.00        | $170776.99         | Agency Mortgage-Backed Securities         |
| GNII SF MA0624 M         | 2042-12-20      | 3.0000%  | 0.0000% | $997000.00         | $105695.20         | Agency Mortgage-Backed Securities         |
| GNII SF MA1425 M         | 2028-10-20      | 3.5000%  | 0.0000% | $1997982.00        | $46579.89          | Agency Mortgage-Backed Securities         |
| GNII SF BL7755 C         | 2049-05-20      | 4.0000%  | 0.0000% | $64000.00          | $15720.53          | Agency Mortgage-Backed Securities         |
| GNPL PN CF1035           | 2057-05-15      | 2.6400%  | 0.0000% | $7065696.00        | $5838253.20        | Agency Mortgage-Backed Securities         |
| GNPL LM CF7691           | 2061-06-15      | 3.4400%  | 0.0000% | $15007840.00       | $13448314.96       | Agency Mortgage-Backed Securities         |
| GNPL LM CG6120           | 2050-10-15      | 3.4000%  | 0.0000% | $5950144.00        | $5485175.73        | Agency Mortgage-Backed Securities         |
| GNPL PN CH0470           | 2057-09-15      | 3.8200%  | 0.0000% | $2907140.00        | $2651949.34        | Agency Mortgage-Backed Securities         |
| GNPL PN CI1777           | 2062-06-15      | 3.1800%  | 0.0000% | $11277700.00       | $9961334.19        | Agency Mortgage-Backed Securities         |
| GNPL PN CJ1396           | 2057-05-15      | 2.6900%  | 0.0000% | $9679440.00        | $8024467.78        | Agency Mortgage-Backed Securities         |
| GNPL PN CJ8159           | 2057-05-15      | 2.6900%  | 0.0000% | $1892086.00        | $1595260.95        | Agency Mortgage-Backed Securities         |
| GNPL PN CL1963           | 2057-06-15      | 2.8800%  | 0.0000% | $2393764.00        | $2047834.45        | Agency Mortgage-Backed Securities         |
| GNPL PN CL1967           | 2057-08-15      | 3.7000%  | 0.0000% | $4525670.00        | $4093166.93        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL888635     | 2036-09-01      | 5.5000%  | 0.0000% | $3200000.00        | $41121.60          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL963734     | 2038-06-01      | 6.0000%  | 0.0000% | $1007262.00        | $11196.50          | Agency Mortgage-Backed Securities         |
| GNMI SF AE7779 X         | 2043-09-15      | 3.5000%  | 0.0000% | $1075000.00        | $207672.24         | Agency Mortgage-Backed Securities         |
| GNMI SF AL1752 X         | 2045-01-15      | 4.0000%  | 0.0000% | $723466.00         | $41033.72          | Agency Mortgage-Backed Securities         |
| GNII SF AQ3441 C         | 2046-02-20      | 4.0000%  | 0.0000% | $110000.00         | $24213.82          | Agency Mortgage-Backed Securities         |
| GNII SF AQ5932 C         | 2036-01-20      | 3.5000%  | 0.0000% | $1620352.00        | $111376.97         | Agency Mortgage-Backed Securities         |
| GNII RG CH1873 C         | 2049-07-20      | 5.0000%  | 0.0000% | $1360094.00        | $553338.35         | Agency Mortgage-Backed Securities         |
| GNPL LM CI8937           | 2060-05-15      | 3.0200%  | 0.0000% | $5190760.00        | $4521702.30        | Agency Mortgage-Backed Securities         |
| GNPL PN CL2748           | 2057-07-15      | 2.6900%  | 0.0000% | $9983408.00        | $8428861.93        | Agency Mortgage-Backed Securities         |
| GNPL PN CL4081           | 2057-04-15      | 2.8500%  | 0.0000% | $744493.00         | $634708.11         | Agency Mortgage-Backed Securities         |
| GNII RG CM3399 C         | 2051-12-20      | 2.5000%  | 0.0000% | $1894076.00        | $961852.78         | Agency Mortgage-Backed Securities         |
| GNII SF DK4926 C         | 2051-06-20      | 6.5000%  | 0.0000% | $2995632.00        | $2924177.39        | Agency Mortgage-Backed Securities         |
| GNPL PN DK6754           | 2060-12-15      | 5.2500%  | 0.0000% | $3204000.00        | $3266271.06        | Agency Mortgage-Backed Securities         |
| GNII SF DK7559 C         | 2055-08-20      | 5.5000%  | 0.0000% | $493399.00         | $504338.88         | Agency Mortgage-Backed Securities         |
| GNII SF DK7916 C         | 2055-08-20      | 6.5000%  | 0.0000% | $1522150.00        | $1589381.67        | Agency Mortgage-Backed Securities         |
| GNII SF DL0968 C         | 2056-01-20      | 5.0000%  | 0.0000% | $972584.00         | $979315.04         | Agency Mortgage-Backed Securities         |
| GNII SF DL3584 C         | 2055-08-20      | 6.5000%  | 0.0000% | $17219680.00       | $17989228.01       | Agency Mortgage-Backed Securities         |
| GNII SF DL3044 C         | 2055-12-20      | 6.0000%  | 0.0000% | $1203734.00        | $1250222.62        | Agency Mortgage-Backed Securities         |
| GNII ET DL3402 C         | 2065-06-20      | 4.0000%  | 0.0000% | $368633.00         | $351278.09         | Agency Mortgage-Backed Securities         |
| GNII SF DL5342 C         | 2055-12-20      | 6.0000%  | 0.0000% | $12130544.00       | $12578581.30       | Agency Mortgage-Backed Securities         |
| GNII SF DL4591 C         | 2055-10-20      | 6.5000%  | 0.0000% | $1412756.00        | $1477962.80        | Agency Mortgage-Backed Securities         |
| GNII SF DL5169 C         | 2055-10-20      | 6.0000%  | 0.0000% | $3931908.00        | $4069309.09        | Agency Mortgage-Backed Securities         |
| GNII SF DL5154 C         | 2055-10-20      | 6.0000%  | 0.0000% | $8017568.00        | $8297510.90        | Agency Mortgage-Backed Securities         |
| GNII SF DL5258 C         | 2055-11-20      | 6.0000%  | 0.0000% | $1682022.00        | $1749260.69        | Agency Mortgage-Backed Securities         |
| GNII SF DL7679 C         | 2055-09-20      | 6.5000%  | 0.0000% | $5261632.00        | $5485244.84        | Agency Mortgage-Backed Securities         |
| GNII ET DL8366 C         | 2065-07-20      | 5.0000%  | 0.0000% | $217871.00         | $217382.94         | Agency Mortgage-Backed Securities         |
| GNPL PN DM0334           | 2060-09-15      | 5.5700%  | 0.0000% | $2879984.00        | $2937249.49        | Agency Mortgage-Backed Securities         |
| GNPL PN DM0335           | 2060-09-15      | 5.5700%  | 0.0000% | $90026.00          | $93452.77          | Agency Mortgage-Backed Securities         |
| GNII SF DM0571 C         | 2055-11-20      | 6.0000%  | 0.0000% | $1185914.00        | $1228531.23        | Agency Mortgage-Backed Securities         |
| GNII SF DM0582 C         | 2055-12-20      | 6.0000%  | 0.0000% | $1589828.00        | $1651856.97        | Agency Mortgage-Backed Securities         |
| GNII SF DM0712 C         | 2055-09-20      | 6.0000%  | 0.0000% | $1735180.00        | $1799004.87        | Agency Mortgage-Backed Securities         |
| GNII SF DM1525 C         | 2055-08-20      | 6.5000%  | 0.0000% | $1067710.00        | $1114244.93        | Agency Mortgage-Backed Securities         |
| GNII SF DM2129 C         | 2055-11-20      | 6.0000%  | 0.0000% | $1699930.00        | $1760347.72        | Agency Mortgage-Backed Securities         |
| GNII SF DM3568 C         | 2055-10-20      | 6.0000%  | 0.0000% | $5922144.00        | $6160808.07        | Agency Mortgage-Backed Securities         |
| GNII SF DM3571 C         | 2055-10-20      | 6.0000%  | 0.0000% | $13932816.00       | $14430703.58       | Agency Mortgage-Backed Securities         |
| GNII SF DM2824 C         | 2055-10-20      | 6.5000%  | 0.0000% | $1632952.00        | $1725081.44        | Agency Mortgage-Backed Securities         |
| GNII SF DM3453 C         | 2055-09-20      | 6.0000%  | 0.0000% | $3594680.00        | $3722326.74        | Agency Mortgage-Backed Securities         |
| GNII SF DM3456 C         | 2055-09-20      | 6.0000%  | 0.0000% | $8696288.00        | $8838223.54        | Agency Mortgage-Backed Securities         |
| GNII SF DM3659 C         | 2055-10-20      | 6.5000%  | 0.0000% | $1122432.00        | $1192226.55        | Agency Mortgage-Backed Securities         |
| GNII SF DM3642 C         | 2055-10-20      | 5.5000%  | 0.0000% | $1291928.00        | $1322030.45        | Agency Mortgage-Backed Securities         |
| GNII SF DM4342 C         | 2055-09-20      | 6.0000%  | 0.0000% | $1683078.00        | $1742180.95        | Agency Mortgage-Backed Securities         |
| GNII SF DM7181 C         | 2055-09-20      | 6.5000%  | 0.0000% | $2372720.00        | $2473197.38        | Agency Mortgage-Backed Securities         |
| GNII SF DM7982 C         | 2055-11-20      | 5.5000%  | 0.0000% | $2040916.00        | $2093690.99        | Agency Mortgage-Backed Securities         |
| GNII SF DM7303 C         | 2055-09-20      | 6.5000%  | 0.0000% | $5401424.00        | $5627042.74        | Agency Mortgage-Backed Securities         |
| GNII SF DM8762 C         | 2055-12-20      | 6.0000%  | 0.0000% | $1050748.00        | $1091484.65        | Agency Mortgage-Backed Securities         |
| GNII SF DM8775 C         | 2055-11-20      | 6.5000%  | 0.0000% | $1040824.00        | $1090111.12        | Agency Mortgage-Backed Securities         |
| GNII SF DM9681 C         | 2055-11-20      | 6.0000%  | 0.0000% | $1049402.00        | $1113628.12        | Agency Mortgage-Backed Securities         |
| GNII SF DM9950 C         | 2055-11-20      | 6.0000%  | 0.0000% | $1227324.00        | $1271577.95        | Agency Mortgage-Backed Securities         |
| GNII SF DM9951 C         | 2055-11-20      | 6.0000%  | 0.0000% | $2542308.00        | $2633795.36        | Agency Mortgage-Backed Securities         |
| GNII SF DN0589 C         | 2055-09-20      | 6.5000%  | 0.0000% | $6518790.00        | $6800258.28        | Agency Mortgage-Backed Securities         |
| GNII SF DN0713 C         | 2055-09-20      | 6.0000%  | 0.0000% | $8023424.00        | $8319860.25        | Agency Mortgage-Backed Securities         |
| GNII SF DN0714 C         | 2055-09-20      | 6.5000%  | 0.0000% | $2657016.00        | $2768407.85        | Agency Mortgage-Backed Securities         |
| GNII SF MA2341 M         | 2029-11-20      | 3.5000%  | 0.0000% | $1998000.00        | $68569.18          | Agency Mortgage-Backed Securities         |
| GNII SF MA2798 M         | 2030-05-20      | 3.5000%  | 0.0000% | $248491.00         | $15542.20          | Agency Mortgage-Backed Securities         |
| GNII SF MA3172 M         | 2045-10-20      | 3.0000%  | 0.0000% | $369773.00         | $39687.28          | Agency Mortgage-Backed Securities         |
| GNII JM MA3793 M         | 2046-07-20      | 3.5000%  | 0.0000% | $55105000.00       | $2943426.61        | Agency Mortgage-Backed Securities         |
| GNII SF MA5330 M         | 2048-07-20      | 4.0000%  | 0.0000% | $170439000.00      | $15129636.56       | Agency Mortgage-Backed Securities         |
| GNII SF MA4509 M         | 2046-12-20      | 3.0000%  | 0.0000% | $25976992.00       | $3525024.98        | Agency Mortgage-Backed Securities         |
| GNII SF MA4587 M         | 2047-07-20      | 4.0000%  | 0.0000% | $150002000.00      | $14364301.67       | Agency Mortgage-Backed Securities         |
| GNII SF MA4901 M         | 2047-12-20      | 4.0000%  | 0.0000% | $5784210.00        | $614813.45         | Agency Mortgage-Backed Securities         |
| GNII SF MA6219 M         | 2049-10-20      | 3.5000%  | 0.0000% | $180120000.00      | $21265455.73       | Agency Mortgage-Backed Securities         |
| GNII SF MA6283 M         | 2049-11-20      | 3.0000%  | 0.0000% | $2739012.00        | $446332.26         | Agency Mortgage-Backed Securities         |
| GNII SF MA6287 M         | 2049-10-20      | 5.0000%  | 0.0000% | $1023000.00        | $135618.56         | Agency Mortgage-Backed Securities         |
| GNII SF MA5595 M         | 2048-11-20      | 4.0000%  | 0.0000% | $228486000.00      | $20740773.13       | Agency Mortgage-Backed Securities         |
| GNII SF MA5596 M         | 2048-11-20      | 4.5000%  | 0.0000% | $162996224.00      | $11950129.19       | Agency Mortgage-Backed Securities         |
| GNII SF MA5597 M         | 2048-11-20      | 5.0000%  | 0.0000% | $127140608.00      | $7544179.42        | Agency Mortgage-Backed Securities         |
| GNII SF MA5649 M         | 2048-11-20      | 3.0000%  | 0.0000% | $8055000.00        | $1435111.71        | Agency Mortgage-Backed Securities         |
| GNII SF MA5653 M         | 2048-12-20      | 5.0000%  | 0.0000% | $1299000.00        | $77656.52          | Agency Mortgage-Backed Securities         |
| GNII SF MA5711 M         | 2049-01-20      | 4.5000%  | 0.0000% | $51530816.00       | $3312686.92        | Agency Mortgage-Backed Securities         |
| GNII SF MA5712 M         | 2049-01-20      | 5.0000%  | 0.0000% | $2953364.00        | $171040.58         | Agency Mortgage-Backed Securities         |
| GNII SF MA5818 M         | 2049-03-20      | 4.5000%  | 0.0000% | $19652000.00       | $1447084.24        | Agency Mortgage-Backed Securities         |
| GNII SF MA5932 M         | 2049-05-20      | 4.5000%  | 0.0000% | $174907904.00      | $16548687.11       | Agency Mortgage-Backed Securities         |
| GNII SF MA5988 M         | 2049-06-20      | 5.0000%  | 0.0000% | $1723868.00        | $134750.48         | Agency Mortgage-Backed Securities         |
| GNII JM MA7127 M         | 2051-01-20      | 2.5000%  | 0.0000% | $750000.00         | $305932.60         | Agency Mortgage-Backed Securities         |
| GNII SF MA7136 M         | 2051-01-20      | 2.5000%  | 0.0000% | $349262.00         | $152536.80         | Agency Mortgage-Backed Securities         |
| GNII SF MA7138 M         | 2051-01-20      | 3.5000%  | 0.0000% | $197334272.00      | $72753758.58       | Agency Mortgage-Backed Securities         |
| GNII SF MA7192 M         | 2051-02-20      | 2.0000%  | 0.0000% | $44492000.00       | $22085557.34       | Agency Mortgage-Backed Securities         |
| GNII SF MA7194 M         | 2051-02-20      | 3.0000%  | 0.0000% | $524998656.00      | $191779973.98      | Agency Mortgage-Backed Securities         |
| GNII SF MA7196 M         | 2051-02-20      | 4.0000%  | 0.0000% | $158447872.00      | $55680656.24       | Agency Mortgage-Backed Securities         |
| GNII SF MA6341 M         | 2049-11-20      | 4.5000%  | 0.0000% | $224000.00         | $28780.95          | Agency Mortgage-Backed Securities         |
| GNII SF MA6342 M         | 2049-12-20      | 5.0000%  | 0.0000% | $500000.00         | $62869.38          | Agency Mortgage-Backed Securities         |
| GNII SF MA6413 M         | 2050-01-20      | 5.0000%  | 0.0000% | $1701000.00        | $242742.66         | Agency Mortgage-Backed Securities         |
| GNII SF MA6477 M         | 2050-01-20      | 4.5000%  | 0.0000% | $4767080.00        | $604255.60         | Agency Mortgage-Backed Securities         |
| GNII JM MA6534 M         | 2050-03-20      | 4.5000%  | 0.0000% | $1791200.00        | $246055.05         | Agency Mortgage-Backed Securities         |
| GNII SF MA6544 M         | 2049-07-20      | 4.5000%  | 0.0000% | $1617874.00        | $217861.88         | Agency Mortgage-Backed Securities         |
| GNII JM MA6566 M         | 2035-04-20      | 2.5000%  | 0.0000% | $1296940.00        | $162733.23         | Agency Mortgage-Backed Securities         |
| GNII SF MA6599 M         | 2050-04-20      | 3.0000%  | 0.0000% | $3684480.00        | $778265.14         | Agency Mortgage-Backed Securities         |
| GNII SF MA6793 M         | 2035-08-20      | 2.5000%  | 0.0000% | $197000.00         | $52020.92          | Agency Mortgage-Backed Securities         |
| GNII SF MA6935 M         | 2050-10-20      | 4.5000%  | 0.0000% | $2500000.00        | $619200.40         | Agency Mortgage-Backed Securities         |
| GNII SF MA6998 M         | 2050-11-20      | 4.0000%  | 0.0000% | $250000000.00      | $77585372.27       | Agency Mortgage-Backed Securities         |
| GNII JM MA6985 M         | 2050-11-20      | 2.0000%  | 0.0000% | $1996000.00        | $1007627.90        | Agency Mortgage-Backed Securities         |
| GNII SF MA7054 M         | 2050-12-20      | 3.5000%  | 0.0000% | $328577024.00      | $111604127.67      | Agency Mortgage-Backed Securities         |
| GNII SF MA7988 M         | 2052-04-20      | 3.0000%  | 0.0000% | $34290000.00       | $22657063.41       | Agency Mortgage-Backed Securities         |
| GNII SF MA8045 M         | 2052-05-20      | 4.0000%  | 0.0000% | $200000000.00      | $142474042.39      | Agency Mortgage-Backed Securities         |
| GNII SF MA7257 M         | 2051-03-20      | 3.5000%  | 0.0000% | $51199000.00       | $20091240.11       | Agency Mortgage-Backed Securities         |
| GNII SF MA7474 M         | 2051-07-20      | 3.5000%  | 0.0000% | $10918704.00       | $5633177.12        | Agency Mortgage-Backed Securities         |
| GNII SF MA7937 M         | 2052-03-20      | 3.0000%  | 0.0000% | $116968448.00      | $75133321.93       | Agency Mortgage-Backed Securities         |
| GNII SF MA8945 M         | 2053-06-20      | 4.0000%  | 0.0000% | $2337000.00        | $1890793.56        | Agency Mortgage-Backed Securities         |
| GNII SF MA9012 M         | 2053-05-20      | 3.0000%  | 0.0000% | $60000.00          | $40945.20          | Agency Mortgage-Backed Securities         |
| GNII SF MA9307 M         | 2053-11-20      | 6.5000%  | 0.0000% | $100000.00         | $44972.60          | Agency Mortgage-Backed Securities         |
| GNII SF MA9489 M         | 2054-02-20      | 6.0000%  | 0.0000% | $50000000.00       | $28431352.67       | Agency Mortgage-Backed Securities         |
| GNII SF MA9607 M         | 2054-04-20      | 6.5000%  | 0.0000% | $103245000.00      | $46618944.37       | Agency Mortgage-Backed Securities         |
| GNII SF MA9668 M         | 2054-05-20      | 5.5000%  | 0.0000% | $77000.00          | $63117.97          | Agency Mortgage-Backed Securities         |
| GNII SF MA9669 M         | 2054-05-20      | 6.0000%  | 0.0000% | $11331620.00       | $7897806.40        | Agency Mortgage-Backed Securities         |
| GNII SF MA9726 M         | 2054-06-20      | 6.0000%  | 0.0000% | $184404.00         | $119849.09         | Agency Mortgage-Backed Securities         |
| GNII SF BA1458 C         | 2047-05-20      | 5.0000%  | 0.0000% | $2765364.00        | $305787.38         | Agency Mortgage-Backed Securities         |
| GNII SF BD6172 C         | 2047-10-20      | 4.0000%  | 0.0000% | $3300000.00        | $288709.53         | Agency Mortgage-Backed Securities         |
| GNPL PN CN2441           | 2057-06-15      | 3.4100%  | 0.0000% | $6648600.00        | $5889249.76        | Agency Mortgage-Backed Securities         |
| GNPL PN CN2455           | 2057-08-15      | 4.0000%  | 0.0000% | $10105632.00       | $9333161.63        | Agency Mortgage-Backed Securities         |
| GNPL PN CN2458           | 2058-01-15      | 4.1000%  | 0.0000% | $3932140.00        | $3654936.64        | Agency Mortgage-Backed Securities         |
| GNPL PN CN7017           | 2057-12-15      | 4.2500%  | 0.0000% | $5520100.00        | $5176338.80        | Agency Mortgage-Backed Securities         |
| GNPL PN CN7028           | 2057-12-15      | 4.3600%  | 0.0000% | $724600.00         | $684852.36         | Agency Mortgage-Backed Securities         |
| GNPL PN CN9794           | 2057-08-15      | 3.7400%  | 0.0000% | $15155616.00       | $13731011.14       | Agency Mortgage-Backed Securities         |
| GNPL PN CN9795           | 2057-08-15      | 2.9500%  | 0.0000% | $37060928.00       | $31814164.06       | Agency Mortgage-Backed Securities         |
| GNPL PN CO3177           | 2057-08-15      | 3.8500%  | 0.0000% | $237314.00         | $216587.85         | Agency Mortgage-Backed Securities         |
| GNPL PN CO3158           | 2057-07-15      | 3.2400%  | 0.0000% | $27632896.00       | $24199539.24       | Agency Mortgage-Backed Securities         |
| GNPL PN CO3160           | 2057-09-15      | 4.2000%  | 0.0000% | $3267184.00        | $3049326.70        | Agency Mortgage-Backed Securities         |
| GNPL PN CO4458           | 2064-06-15      | 3.7800%  | 0.0000% | $866940.00         | $795512.04         | Agency Mortgage-Backed Securities         |
| GNPL PN CO7977           | 2057-08-15      | 3.1800%  | 0.0000% | $5935800.00        | $5183829.20        | Agency Mortgage-Backed Securities         |
| GNPL PN CO7702           | 2063-11-15      | 4.1200%  | 0.0000% | $5997792.00        | $5640918.07        | Agency Mortgage-Backed Securities         |
| GNPL PN CP1211           | 2057-11-15      | 3.9000%  | 0.0000% | $12865632.00       | $11818278.02       | Agency Mortgage-Backed Securities         |
| GNPL PN CP2703           | 2060-04-15      | 5.1700%  | 0.0000% | $950000.00         | $958415.61         | Agency Mortgage-Backed Securities         |
| GNII SF BG5047 C         | 2048-09-20      | 5.0000%  | 0.0000% | $26887160.00       | $2691277.14        | Agency Mortgage-Backed Securities         |
| GNII SF BL4662 C         | 2049-05-20      | 5.0000%  | 0.0000% | $18779296.00       | $2648864.86        | Agency Mortgage-Backed Securities         |
| GNRM 2018-041 A          | 2058-09-16      | 2.4000%  | 0.0000% | $7190000.00        | $8620.29           | Agency Collateralized Mortgage Obligation |
| GNRA 2023-053 TF         | 2053-04-20      | 4.5530%  | 0.0000% | $300000000.00      | $164427114.96      | Agency Collateralized Mortgage Obligation |
| GNRA 2023-063 MF         | 2053-05-20      | 4.7030%  | 0.0000% | $5223000.00        | $2966870.54        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-051 FV         | 2054-03-20      | 4.7030%  | 0.0000% | $33924000.00       | $22034946.66       | Agency Collateralized Mortgage Obligation |
| GNRM 2026-010 AT         | 2056-01-20      | 4.7500%  | 0.0000% | $7193000.00        | $7186162.25        | Agency Collateralized Mortgage Obligation |
| 04.500 FGPC Q01443 G     | 2041-06-01      | 4.5000%  | 0.0000% | $2651428.00        | $52115.56          | Agency Mortgage-Backed Securities         |
| 03.000 FGPC Q39743 G     | 2046-04-01      | 3.0000%  | 0.0000% | $300278.00         | $39073.22          | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G61257 G     | 2046-11-01      | 3.0000%  | 0.0000% | $2985784.00        | $551187.66         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQC8499     | 2051-10-01      | 2.0000%  | 0.0000% | $10487392.00       | $6553257.66        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQG4860     | 2053-06-01      | 5.0000%  | 0.0000% | $37030.00          | $27544.15          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL254091     | 2031-11-01      | 6.0000%  | 0.0000% | $5000000.00        | $6811.20           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL254868     | 2033-09-01      | 5.0000%  | 0.0000% | $701000.00         | $5236.80           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT257452     | 2028-11-01      | 6.0000%  | 0.0000% | $1692702.00        | $5647.49           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL545072     | 2031-07-01      | 6.0000%  | 0.0000% | $26583040.00       | $24129.26          | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL545609     | 2032-03-01      | 7.5000%  | 0.0000% | $6610944.00        | $6171.04           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL545993     | 2032-11-01      | 6.0000%  | 0.0000% | $96415360.00       | $198949.32         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL555219     | 2033-02-01      | 6.0000%  | 0.0000% | $130632192.00      | $283170.68         | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL564361     | 2031-01-01      | 7.5000%  | 0.0000% | $1308396.00        | $7540.49           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL573886     | 2031-03-01      | 6.0000%  | 0.0000% | $4000000.00        | $8881.23           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL580063     | 2031-08-01      | 6.0000%  | 0.0000% | $10027008.00       | $5168.47           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL580148     | 2031-07-01      | 6.0000%  | 0.0000% | $17989632.00       | $5227.08           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL630334     | 2032-04-01      | 6.0000%  | 0.0000% | $2000000.00        | $5643.30           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAI5958     | 2026-06-01      | 4.0000%  | 0.0000% | $4926240.00        | $7250.46           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAK6297     | 2042-03-01      | 4.0000%  | 0.0000% | $1527238.00        | $195983.21         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAL1623     | 2041-05-01      | 6.0000%  | 0.0000% | $796292.00         | $18129.49          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAL4142     | 2043-09-01      | 6.0000%  | 0.0000% | $500000.00         | $37121.52          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAO6710     | 2042-06-01      | 4.0000%  | 0.0000% | $8699616.00        | $1492220.02        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS3776     | 2044-11-01      | 4.0000%  | 0.0000% | $20221120.00       | $1616527.08        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAS5786     | 2030-09-01      | 2.5000%  | 0.0000% | $55076.00          | $5990.57           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8359     | 2046-11-01      | 3.0000%  | 0.0000% | $155000000.00      | $25889294.99       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAS9701     | 2032-05-01      | 3.5000%  | 0.0000% | $108000.00         | $12276.09          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAT7698     | 2043-06-01      | 4.0000%  | 0.0000% | $749180.00         | $112921.24         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAX8410     | 2044-11-01      | 5.0000%  | 0.0000% | $220254.00         | $11611.79          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL658548     | 2033-10-01      | 5.5000%  | 0.0000% | $1009096.00        | $6904.00           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL659930     | 2032-09-01      | 6.0000%  | 0.0000% | $16097280.00       | $15071.46          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL676545     | 2032-12-01      | 5.5000%  | 0.0000% | $3528250.00        | $13804.94          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL677377     | 2033-01-01      | 5.5000%  | 0.0000% | $15838672.00       | $37931.30          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL711317     | 2033-05-01      | 5.5000%  | 0.0000% | $8093696.00        | $7276.07           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL783646     | 2034-06-01      | 5.5000%  | 0.0000% | $1600000.00        | $31856.93          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL787578     | 2035-07-01      | 6.0000%  | 0.0000% | $663828.00         | $5750.20           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL803859     | 2034-12-01      | 6.0000%  | 0.0000% | $872386.00         | $22906.69          | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL821630     | 2035-06-01      | 7.0000%  | 0.0000% | $3529852.00        | $43960.45          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL826856     | 2035-08-01      | 5.0000%  | 0.0000% | $20852704.00       | $87237.61          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL872465     | 2036-05-01      | 6.0000%  | 0.0000% | $6038260.00        | $46812.15          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB1041     | 2054-04-01      | 5.5000%  | 0.0000% | $11359680.00       | $9953256.19        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF2345     | 2055-11-01      | 5.0000%  | 0.0000% | $8010784.00        | $8045836.34        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBK5925     | 2048-06-01      | 5.0000%  | 0.0000% | $625000.00         | $70846.16          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBM4703     | 2048-02-01      | 3.5000%  | 0.0000% | $631000.00         | $82825.41          | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS6037     | 2037-07-01      | 4.2700%  | 0.0000% | $2297000.00        | $2151851.59        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBU3117     | 2051-11-01      | 3.0000%  | 0.0000% | $6105736.00        | $3955148.51        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBV2615     | 2052-07-01      | 4.5000%  | 0.0000% | $32000.00          | $20617.69          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBV5379     | 2052-04-01      | 3.0000%  | 0.0000% | $40198.00          | $25901.14          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW5282     | 2053-05-01      | 5.0000%  | 0.0000% | $7297000.00        | $6318502.10        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBX5666     | 2053-01-01      | 6.0000%  | 0.0000% | $6890224.00        | $4486528.51        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBY6137     | 2053-09-01      | 6.0000%  | 0.0000% | $2331052.00        | $1436902.48        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBY9403     | 2053-09-01      | 6.0000%  | 0.0000% | $200000.00         | $190703.82         | Agency Mortgage-Backed Securities         |
| Farm Federal Credit Bank | 2026-08-10      | 0.8300%  | 0.0000% | $622000.00         | $614809.33         | Agency Debentures and Agency Strips       |
| GNII SP 786615 C         | 2048-04-20      | 4.0000%  | 0.0000% | $15780112.00       | $10799627.84       | Agency Mortgage-Backed Securities         |
| GNII SP 788234 M         | 2052-05-20      | 3.0000%  | 0.0000% | $200000000.00      | $176920034.52      | Agency Mortgage-Backed Securities         |
| GNMI SF 755959 X         | 2041-01-15      | 4.0000%  | 0.0000% | $89842.00          | $11242.61          | Agency Mortgage-Backed Securities         |
| GNMI SF 756851 X         | 2041-01-15      | 5.0000%  | 0.0000% | $1803202.00        | $250500.71         | Agency Mortgage-Backed Securities         |
| GNMI SF 759228 X         | 2041-02-15      | 4.0000%  | 0.0000% | $24450000.00       | $834805.74         | Agency Mortgage-Backed Securities         |
| GNMI SF 684721 X         | 2038-03-15      | 5.5000%  | 0.0000% | $1019566.00        | $70326.59          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2039-05-15      | 4.2500%  | 0.0000% | $100.00            | $98.71             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2040-02-15      | 4.6250%  | 0.0000% | $100.00            | $102.97            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2043-02-15      | 3.1250%  | 0.0000% | $100.00            | $82.38             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2045-08-15      | 2.8750%  | 0.0000% | $1300.00           | $993.31            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2046-02-15      | 2.5000%  | 0.0000% | $300.00            | $212.63            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2046-05-15      | 2.5000%  | 0.0000% | $1100.00           | $770.20            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2046-08-15      | 2.2500%  | 0.0000% | $2400.00           | $1606.68           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2047-02-15      | 3.0000%  | 0.0000% | $3000.00           | $2303.29           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2028-07-31      | 1.0000%  | 0.0000% | $2000.00           | $1886.93           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2029-01-31      | 1.7500%  | 0.0000% | $1000.00           | $955.61            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2028-01-31      | 3.5000%  | 0.0000% | $100.00            | $101.64            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2029-07-31      | 4.0000%  | 0.0000% | $2200.00           | $2267.21           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2027-07-31      | 3.8750%  | 0.0000% | $2000.00           | $2047.92           | U.S. Treasuries (including strips)        |
| GNMI SP 784653 X         | 2045-09-15      | 5.5000%  | 0.0000% | $885000.00         | $224917.79         | Agency Mortgage-Backed Securities         |
| GNII JP 784740 C         | 2034-05-20      | 3.0000%  | 0.0000% | $11636640.00       | $1212487.65        | Agency Mortgage-Backed Securities         |
| GNII SP 784982 C         | 2050-02-20      | 4.0000%  | 0.0000% | $25850080.00       | $6037798.32        | Agency Mortgage-Backed Securities         |
| GNMI SP 787257 X         | 2050-06-15      | 3.5000%  | 0.0000% | $25757728.00       | $20125416.87       | Agency Mortgage-Backed Securities         |
| GNMI SP 784208 X         | 2046-07-15      | 4.0000%  | 0.0000% | $379862.00         | $172876.74         | Agency Mortgage-Backed Securities         |
| GNMI SF 697924 X         | 2039-03-15      | 5.0000%  | 0.0000% | $49711552.00       | $1331285.61        | Agency Mortgage-Backed Securities         |
| GNMI SF 692595 X         | 2039-06-15      | 5.0000%  | 0.0000% | $8450000.00        | $448672.95         | Agency Mortgage-Backed Securities         |
| GNMI SF 646686 X         | 2039-01-15      | 6.0000%  | 0.0000% | $11178464.00       | $89132.33          | Agency Mortgage-Backed Securities         |
| GNMI SF 616409 X         | 2034-05-15      | 4.0000%  | 0.0000% | $1185400.00        | $57028.74          | Agency Mortgage-Backed Securities         |
| GNMI SP 783520 X         | 2042-01-15      | 4.0000%  | 0.0000% | $221985000.00      | $11025121.99       | Agency Mortgage-Backed Securities         |
| GNMI SF 752072 X         | 2040-12-15      | 4.0000%  | 0.0000% | $1000000.00        | $67733.36          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBJ3995     | 2048-02-01      | 3.5000%  | 0.0000% | $18534272.00       | $1095036.97        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 I6BF0497     | 2060-07-01      | 3.0000%  | 0.0000% | $48382528.00       | $23151952.33       | Agency Mortgage-Backed Securities         |

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

- **C.1 - Title:** FICC - STATE STREET BANK AND TRUST CO 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQCW6, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1EQCW6
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-09-30      | 3.5000%  | 0.0000% | $1009200.00        | $1020106.30        | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** FICC - STATE STREET BANK AND TRUST CO 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQD21, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1EQD21
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-09-30      | 3.5000%  | 0.0000% | $1009200.00        | $1020106.30        | U.S. Treasuries (including strips) |

### Security 284: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC - BANK OF NEW YORK 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQDA3, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1EQDA3
- **C.18 - Value (incl. sponsor support):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2032-07-15      | 0.6250%  | 0.0000% | $963300.00         | $1020034.46        | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** FICC - BANK OF NEW YORK 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQDF2, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1EQDF2
- **C.18 - Value (incl. sponsor support):** $162000000.00
- **C.18.a - Value (excl. sponsor support):** $162000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2032-07-15      | 0.6250%  | 0.0000% | $156049400.00      | $165240075.91      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** FICC - BANK OF NEW YORK 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQDL9, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1EQDL9
- **C.18 - Value (incl. sponsor support):** $5832000000.00
- **C.18.a - Value (excl. sponsor support):** $5832000000.00
- **C.19 - Percentage of Net Assets:** 6.4200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2031-07-31      | 4.1250%  | 0.0000% | $1675291800.00     | $1731241365.46     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | 0.0000% | $1549800000.00     | $1586622784.74     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $1067583700.00     | $896882622.52      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $1603400000.00     | $1733893246.42     | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** FICC - BANK OF NEW YORK 3.670000%
- **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: ARP1EQEG9, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1EQEG9
- **C.18 - Value (incl. sponsor support):** $1396000000.00
- **C.18.a - Value (excl. sponsor support):** $1396000000.00
- **C.19 - Percentage of Net Assets:** 1.5400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 06.500 CLCB7141 | 2053-09-01      | 6.5000%  | 0.0000% | $2016.00           | $1309.38           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7145 | 2053-09-01      | 6.5000%  | 0.0000% | $6002.00           | $4702.77           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6327 | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $761.34            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6331 | 2053-05-01      | 6.0000%  | 0.0000% | $3087.00           | $2590.33           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6311 | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $831.18            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6322 | 2053-05-01      | 5.5000%  | 0.0000% | $127089.00         | $102577.20         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6323 | 2053-05-01      | 5.5000%  | 0.0000% | $2024.00           | $1670.42           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6348 | 2053-05-01      | 4.5000%  | 0.0000% | $55000.00          | $46078.50          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6350 | 2053-04-01      | 5.5000%  | 0.0000% | $2177.00           | $1852.37           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CICB6366 | 2038-05-01      | 4.5000%  | 0.0000% | $1000.00           | $591.84            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CICB6379 | 2038-05-01      | 5.5000%  | 0.0000% | $72000.00          | $47453.51          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6429 | 2053-05-01      | 5.0000%  | 0.0000% | $2106.00           | $1867.90           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6509 | 2053-06-01      | 4.5000%  | 0.0000% | $316336.00         | $275803.14         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6526 | 2053-06-01      | 5.5000%  | 0.0000% | $1040.00           | $827.96            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6560 | 2053-06-01      | 5.5000%  | 0.0000% | $96908.00          | $81114.21          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6618 | 2053-06-01      | 5.5000%  | 0.0000% | $1097.00           | $968.73            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6745 | 2053-07-01      | 5.5000%  | 0.0000% | $73899724.00       | $60372737.64       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6717 | 2053-07-01      | 4.5000%  | 0.0000% | $2000.00           | $1725.42           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6759 | 2053-07-01      | 6.0000%  | 0.0000% | $1024.00           | $828.92            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6849 | 2053-08-01      | 5.5000%  | 0.0000% | $94112471.00       | $81113230.24       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6892 | 2053-08-01      | 4.5000%  | 0.0000% | $3000.00           | $2613.52           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6913 | 2053-08-01      | 5.5000%  | 0.0000% | $86349120.00       | $69216939.19       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7021 | 2053-09-01      | 5.5000%  | 0.0000% | $1289098.00        | $1288778.05        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7241 | 2053-10-01      | 6.5000%  | 0.0000% | $2049.00           | $1393.71           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7301 | 2053-10-01      | 5.5000%  | 0.0000% | $28486933.00       | $24941517.07       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7302 | 2053-10-01      | 5.5000%  | 0.0000% | $83783459.00       | $72273428.48       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7338 | 2053-10-01      | 6.0000%  | 0.0000% | $8168.00           | $6700.44           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7346 | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $742.81            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7481 | 2053-11-01      | 6.0000%  | 0.0000% | $717799.00         | $606129.26         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7474 | 2053-11-01      | 5.5000%  | 0.0000% | $1008.00           | $967.52            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7495 | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $786.38            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7498 | 2053-11-01      | 6.0000%  | 0.0000% | $1067.00           | $863.85            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7502 | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $801.98            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB7534 | 2053-11-01      | 7.0000%  | 0.0000% | $1000.00           | $718.75            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7604 | 2053-12-01      | 6.5000%  | 0.0000% | $4440.00           | $2905.55           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7620 | 2053-12-01      | 6.0000%  | 0.0000% | $3072.00           | $2638.31           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7785 | 2054-01-01      | 6.0000%  | 0.0000% | $39425503.00       | $32795336.54       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTCB7842 | 2044-01-01      | 6.0000%  | 0.0000% | $1000.00           | $624.18            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7907 | 2053-11-01      | 6.5000%  | 0.0000% | $10183.00          | $5188.96           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8869 | 2054-07-01      | 6.5000%  | 0.0000% | $1432847.00        | $1212626.20        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8977 | 2054-08-01      | 5.0000%  | 0.0000% | $1048.00           | $987.43            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8118 | 2054-02-01      | 5.0000%  | 0.0000% | $2000.00           | $1695.77           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8119 | 2054-03-01      | 5.0000%  | 0.0000% | $1003.00           | $839.66            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8223 | 2054-03-01      | 6.0000%  | 0.0000% | $3000.00           | $2420.92           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8387 | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $714.25            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8357 | 2054-04-01      | 6.5000%  | 0.0000% | $3086.00           | $2216.47           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB8374 | 2054-04-01      | 7.0000%  | 0.0000% | $197219.00         | $120757.76         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB8465 | 2054-05-01      | 4.5000%  | 0.0000% | $1008.00           | $904.38            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8484 | 2054-05-01      | 5.5000%  | 0.0000% | $2032.00           | $1846.95           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8540 | 2054-05-01      | 6.0000%  | 0.0000% | $1032.00           | $897.84            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8541 | 2054-05-01      | 6.0000%  | 0.0000% | $1024.00           | $900.04            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8542 | 2054-05-01      | 6.0000%  | 0.0000% | $24080755.00       | $20645827.35       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8525 | 2054-05-01      | 5.0000%  | 0.0000% | $1194.00           | $1106.68           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8535 | 2054-05-01      | 5.5000%  | 0.0000% | $75928751.00       | $68185663.66       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB8561 | 2054-05-01      | 7.0000%  | 0.0000% | $1480.00           | $1019.16           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB8656 | 2054-06-01      | 4.5000%  | 0.0000% | $11052.00          | $9952.51           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8696 | 2054-06-01      | 6.0000%  | 0.0000% | $1024.00           | $915.65            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8864 | 2054-07-01      | 6.5000%  | 0.0000% | $6001.00           | $5085.86           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8865 | 2054-07-01      | 6.5000%  | 0.0000% | $6000.00           | $5168.55           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8842 | 2054-07-01      | 5.5000%  | 0.0000% | $6000.00           | $5551.11           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9775 | 2055-01-01      | 5.0000%  | 0.0000% | $5000.00           | $4766.70           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9777 | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $940.97            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9838 | 2055-01-01      | 6.5000%  | 0.0000% | $23273.00          | $15568.05          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9011 | 2054-08-01      | 6.0000%  | 0.0000% | $63261.00          | $55870.57          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9022 | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $832.62            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9119 | 2054-09-01      | 5.5000%  | 0.0000% | $28000.00          | $26452.56          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB9230 | 2054-08-01      | 7.0000%  | 0.0000% | $4780329.00        | $2625698.01        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9373 | 2054-10-01      | 5.0000%  | 0.0000% | $7168.00           | $6878.32           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9374 | 2054-10-01      | 5.5000%  | 0.0000% | $6144.00           | $5843.61           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9447 | 2054-11-01      | 4.5000%  | 0.0000% | $6000.00           | $5150.31           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9427 | 2054-11-01      | 4.5000%  | 0.0000% | $6005.00           | $5682.13           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9511 | 2054-11-01      | 6.0000%  | 0.0000% | $1008.00           | $948.94            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9486 | 2054-11-01      | 5.5000%  | 0.0000% | $11091.00          | $10437.20          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9614 | 2054-12-01      | 6.0000%  | 0.0000% | $6000.00           | $5588.59           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9970 | 2055-02-01      | 5.5000%  | 0.0000% | $1024.00           | $983.50            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF8892 | 2055-12-01      | 6.0000%  | 0.0000% | $9001.00           | $9393.24           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8340 | 2054-04-01      | 6.0000%  | 0.0000% | $1008.00           | $852.04            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB7821 | 2054-01-01      | 7.0000%  | 0.0000% | $3069.00           | $2392.47           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7423 | 2053-11-01      | 5.5000%  | 0.0000% | $82517826.00       | $71449845.43       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7420 | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $693.88            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7308 | 2053-10-01      | 6.5000%  | 0.0000% | $3200.00           | $2432.01           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7304 | 2053-10-01      | 6.0000%  | 0.0000% | $1019.00           | $773.24            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7279 | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $733.25            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7237 | 2053-10-01      | 5.5000%  | 0.0000% | $1859000.00        | $1665627.66        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB8030 | 2054-02-01      | 7.0000%  | 0.0000% | $3072.00           | $2240.23           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7059 | 2053-09-01      | 6.5000%  | 0.0000% | $1008.00           | $813.05            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7054 | 2053-09-01      | 6.0000%  | 0.0000% | $2305.00           | $1864.26           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7049 | 2053-09-01      | 5.5000%  | 0.0000% | $1020.00           | $809.45            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6732 | 2053-06-01      | 5.0000%  | 0.0000% | $3970769.00        | $3511313.52        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6634 | 2053-06-01      | 5.5000%  | 0.0000% | $7032.00           | $6101.44           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6561 | 2053-06-01      | 5.0000%  | 0.0000% | $2056.00           | $1598.63           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB6549 | 2053-06-01      | 6.5000%  | 0.0000% | $3072.00           | $2279.94           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8226 | 2054-03-01      | 6.5000%  | 0.0000% | $1000.00           | $641.20            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8180 | 2054-03-01      | 6.5000%  | 0.0000% | $2064.00           | $1360.42           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8137 | 2054-03-01      | 5.5000%  | 0.0000% | $2080.00           | $1854.84           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF8540 | 2055-12-01      | 5.0000%  | 0.0000% | $6001.00           | $6056.01           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF8569 | 2056-01-01      | 5.0000%  | 0.0000% | $1024.00           | $1029.54           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF8571 | 2056-01-01      | 5.5000%  | 0.0000% | $5000.00           | $5134.42           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF8596 | 2056-01-01      | 5.5000%  | 0.0000% | $7000.00           | $7171.21           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF8672 | 2056-01-01      | 5.5000%  | 0.0000% | $6000.00           | $6151.37           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF8662 | 2056-01-01      | 5.5000%  | 0.0000% | $5000.00           | $5148.95           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF8677 | 2056-01-01      | 5.0000%  | 0.0000% | $2000.00           | $2014.52           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF8834 | 2056-01-01      | 5.5000%  | 0.0000% | $6000.00           | $6170.37           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF8807 | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.65           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF8821 | 2056-01-01      | 6.0000%  | 0.0000% | $7003.00           | $7272.09           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF8825 | 2055-12-01      | 6.5000%  | 0.0000% | $7007.00           | $7334.75           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF8857 | 2056-01-01      | 4.5000%  | 0.0000% | $17272.00          | $17075.86          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF9855 | 2056-01-01      | 5.5000%  | 0.0000% | $6003.00           | $6133.61           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF9859 | 2056-01-01      | 5.5000%  | 0.0000% | $6000.00           | $6169.46           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF9896 | 2056-01-01      | 5.5000%  | 0.0000% | $6003.00           | $6166.50           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF9053 | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.05           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF9094 | 2056-01-01      | 6.0000%  | 0.0000% | $6003.00           | $6224.20           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF9445 | 2056-01-01      | 5.5000%  | 0.0000% | $17005.00          | $17431.00          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF9454 | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $1009.19           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG0758 | 2056-01-01      | 5.0000%  | 0.0000% | $6147.00           | $6230.04           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0020 | 2054-10-01      | 6.0000%  | 0.0000% | $41000.00          | $35995.52          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0199 | 2053-03-01      | 5.5000%  | 0.0000% | $4480.00           | $4024.15           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA0289 | 2055-01-01      | 5.0000%  | 0.0000% | $6048.00           | $5625.39           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0340 | 2055-01-01      | 5.5000%  | 0.0000% | $3026.00           | $2797.40           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0362 | 2055-01-01      | 6.0000%  | 0.0000% | $4096.00           | $3594.11           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0501 | 2055-01-01      | 5.5000%  | 0.0000% | $15001.00          | $14535.29          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0545 | 2054-12-01      | 5.5000%  | 0.0000% | $6008.00           | $5021.55           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0546 | 2054-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1725.79           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA0549 | 2055-01-01      | 5.0000%  | 0.0000% | $6056.00           | $5747.38           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0633 | 2055-02-01      | 5.5000%  | 0.0000% | $4032.00           | $3863.45           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA0624 | 2054-11-01      | 5.0000%  | 0.0000% | $18080.00          | $17530.76          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA0666 | 2052-05-01      | 3.0000%  | 0.0000% | $1008.00           | $834.00            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA0655 | 2055-02-01      | 4.5000%  | 0.0000% | $1024.00           | $965.48            | Agency Mortgage-Backed Securities |
| 05.500 FGPC G20032 G | 2037-12-01      | 5.5000%  | 0.0000% | $4565.00           | $183.29            | Agency Mortgage-Backed Securities |
| 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  | 0.0000% | $1251.00           | $16.13             | Agency Mortgage-Backed Securities |
| 06.000 FGPC T30440 G | 2038-02-01      | 6.0000%  | 0.0000% | $3654.00           | $228.21            | Agency Mortgage-Backed Securities |
| 05.500 FGPC O20139 G | 2031-09-01      | 5.5000%  | 0.0000% | $1783.00           | $4.97              | Agency Mortgage-Backed Securities |
| 05.000 FGPC D97721 G | 2028-04-01      | 5.0000%  | 0.0000% | $1268.00           | $63.70             | Agency Mortgage-Backed Securities |
| 05.500 FGPC G03134 G | 2036-08-01      | 5.5000%  | 0.0000% | $1000.00           | $11.27             | Agency Mortgage-Backed Securities |
| 04.000 FGPC G07786 G | 2044-08-01      | 4.0000%  | 0.0000% | $3608.00           | $560.36            | Agency Mortgage-Backed Securities |
| 05.500 FGPC G07655 G | 2035-12-01      | 5.5000%  | 0.0000% | $12415.00          | $931.49            | Agency Mortgage-Backed Securities |
| 03.000 FGPC G08680 G | 2045-12-01      | 3.0000%  | 0.0000% | $1000.00           | $140.17            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS3544 | 2042-04-01      | 3.5000%  | 0.0000% | $10555070.00       | $1614580.08        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4656 | 2046-03-01      | 4.0000%  | 0.0000% | $2510.00           | $263.48            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CISB1180 | 2039-05-01      | 6.0000%  | 0.0000% | $3000.00           | $1990.35           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CISB1215 | 2039-07-01      | 6.0000%  | 0.0000% | $3000.00           | $1690.57           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB8177 | 2037-09-01      | 3.5000%  | 0.0000% | $2000.00           | $1181.97           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CISB8373 | 2040-03-01      | 6.0000%  | 0.0000% | $4000.00           | $2739.02           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD1581 | 2052-09-01      | 2.5000%  | 0.0000% | $1000.00           | $690.10            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD2352 | 2052-11-01      | 4.5000%  | 0.0000% | $203352.00         | $162963.27         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD5012 | 2054-03-01      | 5.0000%  | 0.0000% | $10712216.00       | $8979979.62        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD7136 | 2054-12-01      | 5.0000%  | 0.0000% | $2272049.00        | $2172398.14        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8151 | 2051-06-01      | 2.5000%  | 0.0000% | $56000.00          | $32190.18          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8323 | 2053-05-01      | 5.0000%  | 0.0000% | $4000.00           | $3295.99           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG7696 | 2053-08-01      | 5.5000%  | 0.0000% | $1273202.00        | $673243.76         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA7779 | 2052-08-01      | 4.5000%  | 0.0000% | $17000.00          | $12223.22          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA8546 | 2053-02-01      | 5.5000%  | 0.0000% | $39094528.00       | $30369586.20       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CTRB5378 | 2045-12-01      | 5.0000%  | 0.0000% | $40694720.00       | $40789495.61       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CTRB5384 | 2046-01-01      | 5.0000%  | 0.0000% | $1024.00           | $1027.94           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CNRD5271 | 2035-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1003.05           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CNRD5281 | 2035-12-01      | 5.0000%  | 0.0000% | $1000.00           | $967.63            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAJ5458 | 2041-11-01      | 4.5000%  | 0.0000% | $1000.00           | $114.07            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3412 | 2052-04-01      | 3.5000%  | 0.0000% | $40744.00          | $28200.29          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB3696 | 2037-05-01      | 2.5000%  | 0.0000% | $60000.00          | $37786.32          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3760 | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $689.60            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB3863 | 2052-06-01      | 4.5000%  | 0.0000% | $2048.00           | $1488.71           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3909 | 2052-06-01      | 4.0000%  | 0.0000% | $15000.00          | $11504.90          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4036 | 2052-07-01      | 5.0000%  | 0.0000% | $22634.00          | $16711.25          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICB4243 | 2037-07-01      | 3.5000%  | 0.0000% | $18000.00          | $10945.12          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5287 | 2052-12-01      | 5.5000%  | 0.0000% | $3985654.00        | $2985562.27        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5289 | 2052-12-01      | 5.5000%  | 0.0000% | $10003.00          | $7585.05           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5303 | 2052-12-01      | 6.0000%  | 0.0000% | $1135.00           | $767.67            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5304 | 2052-12-01      | 6.0000%  | 0.0000% | $2024.00           | $1423.92           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5310 | 2052-12-01      | 6.0000%  | 0.0000% | $5000.00           | $3619.97           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CICB4514 | 2037-09-01      | 4.5000%  | 0.0000% | $1000.00           | $541.26            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4538 | 2052-08-01      | 5.0000%  | 0.0000% | $1040.00           | $716.02            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4552 | 2052-09-01      | 4.5000%  | 0.0000% | $174900.00         | $128582.13         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4553 | 2052-09-01      | 4.5000%  | 0.0000% | $78684313.00       | $60660971.69       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4629 | 2052-09-01      | 5.5000%  | 0.0000% | $11322.00          | $8341.09           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4634 | 2052-09-01      | 5.5000%  | 0.0000% | $3413.00           | $3377.14           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4686 | 2052-09-01      | 5.0000%  | 0.0000% | $1008.00           | $715.01            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4688 | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $693.03            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB4666 | 2052-09-01      | 4.0000%  | 0.0000% | $5000.00           | $3690.98           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4678 | 2052-09-01      | 5.0000%  | 0.0000% | $54000.00          | $38903.90          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4679 | 2052-09-01      | 5.0000%  | 0.0000% | $6870.00           | $5004.33           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CICB4752 | 2037-09-01      | 4.5000%  | 0.0000% | $1000.00           | $544.78            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4782 | 2052-10-01      | 5.0000%  | 0.0000% | $6249.00           | $4848.45           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB4809 | 2052-10-01      | 4.0000%  | 0.0000% | $1052.00           | $814.10            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4845 | 2052-10-01      | 5.5000%  | 0.0000% | $95739200.00       | $83062986.13       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA7681 | 2052-07-01      | 5.0000%  | 0.0000% | $45139248.00       | $29386003.41       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQH0429 | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $936.51            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF7714 | 2053-02-01      | 5.5000%  | 0.0000% | $5339081.00        | $4668754.72        | Agency Mortgage-Backed Securities |
| 04.500 FGPC G30932 G | 2034-03-01      | 4.5000%  | 0.0000% | $1000.00           | $94.81             | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8341 | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $833.71            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD7509 | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $336.94            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CISB8232 | 2038-06-01      | 4.0000%  | 0.0000% | $7000.00           | $4729.80           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA9171 | 2053-06-01      | 6.0000%  | 0.0000% | $20532426.00       | $16177470.67       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA8299 | 2052-12-01      | 5.5000%  | 0.0000% | $101621439.00      | $76453299.28       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG7311 | 2053-07-01      | 5.5000%  | 0.0000% | $100000.00         | $76822.85          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4847 | 2052-10-01      | 5.5000%  | 0.0000% | $64000.00          | $47014.85          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4912 | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $776.54            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4914 | 2052-10-01      | 5.5000%  | 0.0000% | $4179690.00        | $3515470.42        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4889 | 2052-10-01      | 4.5000%  | 0.0000% | $2000.00           | $1477.17           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5049 | 2052-11-01      | 6.0000%  | 0.0000% | $8092103.00        | $6417520.86        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5133 | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $800.03            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB5118 | 2052-11-01      | 4.0000%  | 0.0000% | $54000.00          | $40020.88          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6244 | 2053-05-01      | 5.0000%  | 0.0000% | $2029.00           | $1598.85           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6246 | 2053-05-01      | 5.0000%  | 0.0000% | $2044.00           | $1569.81           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5462 | 2053-01-01      | 5.5000%  | 0.0000% | $11000.00          | $7467.44           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB5598 | 2053-02-01      | 4.5000%  | 0.0000% | $1052.00           | $809.16            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5602 | 2053-02-01      | 6.0000%  | 0.0000% | $3088.00           | $2241.36           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5653 | 2053-02-01      | 6.0000%  | 0.0000% | $2299557.00        | $1880000.76        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB5631 | 2053-02-01      | 4.5000%  | 0.0000% | $6079.00           | $4966.75           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5647 | 2053-02-01      | 5.5000%  | 0.0000% | $1024.00           | $858.37            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB5711 | 2053-02-01      | 6.5000%  | 0.0000% | $1000.00           | $721.92            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5728 | 2053-02-01      | 5.5000%  | 0.0000% | $35000.00          | $31798.82          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5762 | 2053-02-01      | 5.5000%  | 0.0000% | $54000.00          | $40787.82          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5766 | 2053-02-01      | 5.5000%  | 0.0000% | $4096.00           | $3468.39           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5773 | 2053-02-01      | 5.5000%  | 0.0000% | $9229.00           | $7721.48           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB5793 | 2053-02-01      | 4.5000%  | 0.0000% | $986392.00         | $794287.63         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5846 | 2053-03-01      | 5.5000%  | 0.0000% | $4032.00           | $3192.52           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5854 | 2053-03-01      | 6.0000%  | 0.0000% | $1024.00           | $725.89            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5859 | 2053-03-01      | 6.0000%  | 0.0000% | $6069.00           | $4361.49           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB5864 | 2053-03-01      | 6.5000%  | 0.0000% | $6322.00           | $4192.49           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5904 | 2053-03-01      | 5.5000%  | 0.0000% | $50000.00          | $36253.66          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5905 | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $747.88            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB5886 | 2053-03-01      | 4.5000%  | 0.0000% | $4000.00           | $2997.79           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB5897 | 2053-03-01      | 5.0000%  | 0.0000% | $45000.00          | $37627.62          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5992 | 2053-03-01      | 6.0000%  | 0.0000% | $7187.00           | $5279.76           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6055 | 2053-04-01      | 5.0000%  | 0.0000% | $1214507.00        | $905348.78         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7102 | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $830.24            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7103 | 2053-09-01      | 5.5000%  | 0.0000% | $1024.00           | $852.36            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7107 | 2053-09-01      | 5.5000%  | 0.0000% | $45002.00          | $34193.14          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7114 | 2053-09-01      | 5.5000%  | 0.0000% | $10040.00          | $8079.19           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7116 | 2053-09-01      | 6.0000%  | 0.0000% | $12000.00          | $9943.00           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7129 | 2053-09-01      | 6.0000%  | 0.0000% | $2024.00           | $1541.01           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL6954 | 2045-06-01      | 3.5000%  | 0.0000% | $1000.00           | $163.47            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL8816 | 2045-09-01      | 4.5000%  | 0.0000% | $1000.00           | $91.91             | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAR1463 | 2043-01-01      | 3.0000%  | 0.0000% | $1000.00           | $171.30            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS4813 | 2045-04-01      | 4.0000%  | 0.0000% | $1023.00           | $226.97            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS7248 | 2046-05-01      | 4.0000%  | 0.0000% | $1000.00           | $110.88            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAU7307 | 2043-08-01      | 4.0000%  | 0.0000% | $1002.00           | $106.94            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL745140 | 2035-11-01      | 5.0000%  | 0.0000% | $1000.00           | $11.49             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL831395 | 2036-04-01      | 6.0000%  | 0.0000% | $4893.00           | $58.39             | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA0464 | 2053-10-01      | 6.5000%  | 0.0000% | $933271.00         | $737233.48         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC5602 | 2054-10-01      | 5.0000%  | 0.0000% | $21264.00          | $20636.15          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC6924 | 2054-11-01      | 5.5000%  | 0.0000% | $183380.00         | $173778.86         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD0827 | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $747.14            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4209 | 2055-02-01      | 6.0000%  | 0.0000% | $3415360.00        | $3066828.86        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD6012 | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1033.99           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE8611 | 2055-10-01      | 5.5000%  | 0.0000% | $1001.00           | $1030.34           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF0825 | 2055-10-01      | 6.5000%  | 0.0000% | $6280688.00        | $6523725.04        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF2340 | 2055-10-01      | 6.0000%  | 0.0000% | $1669318.00        | $1734813.15        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF5727 | 2055-11-01      | 5.5000%  | 0.0000% | $1390283.00        | $1414076.46        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF6072 | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $970.43            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBD9278 | 2046-11-01      | 4.5000%  | 0.0000% | $159000.00         | $41674.61          | Agency Mortgage-Backed Securities |
| FNMS 04.000 I4BF0110 | 2056-03-01      | 4.0000%  | 0.0000% | $10163.00          | $3825.37           | Agency Mortgage-Backed Securities |
| FNMS 03.500 I4BF0179 | 2057-01-01      | 3.5000%  | 0.0000% | $5185220.00        | $1764022.79        | Agency Mortgage-Backed Securities |
| FNMS 03.500 I4BF0735 | 2063-06-01      | 3.5000%  | 0.0000% | $3702392.00        | $2808081.69        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH9288 | 2048-02-01      | 4.0000%  | 0.0000% | $8000.00           | $2251.34           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM5328 | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $192.42            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBP5624 | 2050-06-01      | 3.0000%  | 0.0000% | $1000.00           | $427.16            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV5382 | 2052-04-01      | 3.0000%  | 0.0000% | $1008.00           | $670.33            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBW9888 | 2052-10-01      | 4.0000%  | 0.0000% | $28000.00          | $21990.90          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX5182 | 2053-03-01      | 5.5000%  | 0.0000% | $6002.00           | $4264.11           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY1373 | 2053-10-01      | 5.0000%  | 0.0000% | $567711.00         | $492595.27         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA4318 | 2049-10-01      | 3.0000%  | 0.0000% | $1901.00           | $796.65            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA5963 | 2050-06-01      | 2.5000%  | 0.0000% | $67204322.00       | $28523220.51       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6344 | 2050-07-01      | 2.5000%  | 0.0000% | $17145997.00       | $6136472.47        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA6810 | 2050-08-01      | 2.0000%  | 0.0000% | $3481730.00        | $1682740.75        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICA6862 | 2035-09-01      | 2.0000%  | 0.0000% | $15941.00          | $6071.91           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6992 | 2050-09-01      | 2.5000%  | 0.0000% | $14611382.00       | $7304744.29        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7016 | 2045-09-01      | 2.0000%  | 0.0000% | $62612652.00       | $31104228.41       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7036 | 2050-09-01      | 2.5000%  | 0.0000% | $172050200.00      | $76450121.13       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7979 | 2050-12-01      | 2.0000%  | 0.0000% | $152034053.00      | $80736657.78       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7312 | 2050-10-01      | 2.5000%  | 0.0000% | $21374671.00       | $10900005.83       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7346 | 2050-10-01      | 2.0000%  | 0.0000% | $100552095.00      | $56688638.51       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7450 | 2050-10-01      | 2.0000%  | 0.0000% | $111598336.00      | $59783306.25       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7559 | 2050-11-01      | 2.0000%  | 0.0000% | $137476338.00      | $71985598.48       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA9189 | 2051-02-01      | 2.0000%  | 0.0000% | $1120.00           | $633.80            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA9266 | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $560.63            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA9297 | 2051-02-01      | 3.0000%  | 0.0000% | $6240.00           | $3427.39           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB0791 | 2051-06-01      | 2.0000%  | 0.0000% | $6967488.00        | $3947761.29        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB0026 | 2051-04-01      | 2.5000%  | 0.0000% | $1918382.00        | $1105764.59        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB0502 | 2051-05-01      | 2.0000%  | 0.0000% | $2000.00           | $1178.99           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1674 | 2051-09-01      | 2.5000%  | 0.0000% | $25815289.00       | $15521182.38       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1383 | 2051-08-01      | 2.5000%  | 0.0000% | $13547022.00       | $8059321.33        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB1656 | 2051-09-01      | 2.0000%  | 0.0000% | $6144.00           | $3835.63           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2050 | 2051-11-01      | 2.5000%  | 0.0000% | $1519356.00        | $935183.04         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB2043 | 2051-11-01      | 2.0000%  | 0.0000% | $6235.00           | $3827.95           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2545 | 2052-01-01      | 3.0000%  | 0.0000% | $13008.00          | $8868.17           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2548 | 2052-01-01      | 2.5000%  | 0.0000% | $77000.00          | $50026.92          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3499 | 2052-05-01      | 3.5000%  | 0.0000% | $10000.00          | $7089.12           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB2767 | 2052-01-01      | 2.0000%  | 0.0000% | $1301258.00        | $866764.54         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB2848 | 2052-02-01      | 2.0000%  | 0.0000% | $67049.00          | $41160.77          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB3035 | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $659.37            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3169 | 2052-03-01      | 3.0000%  | 0.0000% | $40250.00          | $28030.83          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3352 | 2052-04-01      | 2.5000%  | 0.0000% | $54446.00          | $37430.81          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICB3393 | 2037-04-01      | 3.5000%  | 0.0000% | $41000.00          | $22697.88          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA0672 | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $799.69            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA0706 | 2053-06-01      | 5.0000%  | 0.0000% | $6000.00           | $5287.87           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA1722 | 2051-11-01      | 3.0000%  | 0.0000% | $6049.00           | $5122.17           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA1739 | 2054-10-01      | 5.0000%  | 0.0000% | $1024.00           | $1009.27           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA1743 | 2054-09-01      | 6.5000%  | 0.0000% | $2008.00           | $1834.96           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0994 | 2054-08-01      | 6.0000%  | 0.0000% | $3316329.00        | $2747733.45        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA1031 | 2055-02-01      | 5.0000%  | 0.0000% | $1008.00           | $949.67            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA1152 | 2054-04-01      | 5.5000%  | 0.0000% | $1024.00           | $855.26            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA1131 | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $859.02            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLFA1135 | 2054-06-01      | 7.0000%  | 0.0000% | $1000.00           | $840.67            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA1219 | 2049-08-01      | 3.5000%  | 0.0000% | $1008.00           | $885.80            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA1280 | 2055-02-01      | 5.0000%  | 0.0000% | $1001.00           | $965.46            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA1404 | 2052-09-01      | 3.0000%  | 0.0000% | $89000.00          | $74933.50          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA1857 | 2055-06-01      | 6.5000%  | 0.0000% | $2000.00           | $1976.87           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA1897 | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $952.34            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA1978 | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $955.91            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA2012 | 2055-05-01      | 6.0000%  | 0.0000% | $1008.00           | $689.48            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA2131 | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $988.04            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA2294 | 2055-07-01      | 5.5000%  | 0.0000% | $10679.00          | $10481.45          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3507 | 2055-11-01      | 5.5000%  | 0.0000% | $1024.00           | $1051.99           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA2700 | 2055-08-01      | 5.5000%  | 0.0000% | $2190749.00        | $2236251.96        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA2896 | 2050-03-01      | 3.0000%  | 0.0000% | $2000.00           | $1777.11           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA3262 | 2054-01-01      | 2.5000%  | 0.0000% | $7000.00           | $5950.56           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA3408 | 2055-06-01      | 5.0000%  | 0.0000% | $1024.00           | $1007.99           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA3411 | 2055-11-01      | 5.5000%  | 0.0000% | $211146.00         | $213489.16         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA3664 | 2054-04-01      | 4.0000%  | 0.0000% | $1000.00           | $952.32            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA3743 | 2055-12-01      | 5.0000%  | 0.0000% | $1000.00           | $1002.66           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA3848 | 2050-08-01      | 5.0000%  | 0.0000% | $1000.00           | $1019.62           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3050 | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $701.08            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1669 | 2051-09-01      | 2.5000%  | 0.0000% | $6240.00           | $3790.95           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA9220 | 2051-02-01      | 2.0000%  | 0.0000% | $2000.00           | $1146.42           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA9090 | 2051-02-01      | 2.5000%  | 0.0000% | $687779.00         | $395355.09         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8716 | 2051-01-01      | 2.0000%  | 0.0000% | $97419107.00       | $54660102.86       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA0848 | 2047-12-01      | 3.0000%  | 0.0000% | $1539000.00        | $526476.15         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBW9690 | 2038-07-01      | 3.0000%  | 0.0000% | $99378.00          | $75069.54          | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLBT0248 | 2051-09-01      | 1.5000%  | 0.0000% | $1000.00           | $554.56            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA4128 | 2055-12-01      | 4.5000%  | 0.0000% | $1024.00           | $1012.75           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA4134 | 2047-12-01      | 3.5000%  | 0.0000% | $1020.00           | $938.03            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA4144 | 2055-01-01      | 5.5000%  | 0.0000% | $1024.00           | $1027.91           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA4161 | 2056-01-01      | 5.0000%  | 0.0000% | $1024.00           | $1023.89           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA4291 | 2056-01-01      | 5.5000%  | 0.0000% | $1151.00           | $1184.54           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA4292 | 2056-01-01      | 5.0000%  | 0.0000% | $1024.00           | $1034.33           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA4294 | 2056-01-01      | 5.0000%  | 0.0000% | $1024.00           | $1033.70           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM1715 | 2045-12-01      | 3.0000%  | 0.0000% | $2000.00           | $456.92            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM2333 | 2050-02-01      | 3.5000%  | 0.0000% | $4113440.00        | $900940.20         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM3279 | 2045-10-01      | 3.5000%  | 0.0000% | $1024.00           | $351.88            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM3445 | 2048-09-01      | 4.0000%  | 0.0000% | $2839580.00        | $682325.61         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM4389 | 2050-09-01      | 3.5000%  | 0.0000% | $1000.00           | $389.96            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM3751 | 2043-08-01      | 3.0000%  | 0.0000% | $1000.00           | $412.90            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIFM4537 | 2034-06-01      | 4.0000%  | 0.0000% | $369120.00         | $41953.93          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM5530 | 2050-11-01      | 4.0000%  | 0.0000% | $59359.00          | $18050.81          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM5537 | 2036-01-01      | 2.0000%  | 0.0000% | $1000.00           | $470.43            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM7152 | 2051-05-01      | 2.0000%  | 0.0000% | $1386.00           | $629.89            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM6555 | 2051-04-01      | 2.0000%  | 0.0000% | $2000.00           | $1108.96           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM7411 | 2051-05-01      | 2.0000%  | 0.0000% | $289517.00         | $182378.20         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM9461 | 2051-11-01      | 3.5000%  | 0.0000% | $127999.00         | $75248.71          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS4922 | 2051-06-01      | 3.0000%  | 0.0000% | $941661.00         | $679832.15         | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP885032 | 2036-05-01      | 6.5000%  | 0.0000% | $58047871.00       | $25613.54          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL928224 | 2037-04-01      | 6.5000%  | 0.0000% | $1013.00           | $12.16             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL979900 | 2038-05-01      | 6.0000%  | 0.0000% | $1000.00           | $9.78              | Agency Mortgage-Backed Securities |
| FNMS 05.500 CZ994095 | 2048-11-01      | 5.5000%  | 0.0000% | $1022.00           | $6.32              | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP995218 | 2038-10-01      | 6.5000%  | 0.0000% | $2452.00           | $0.64              | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL995378 | 2039-01-01      | 6.5000%  | 0.0000% | $1000.00           | $9.54              | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAB2479 | 2041-03-01      | 4.5000%  | 0.0000% | $8558180.00        | $464023.56         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4414 | 2051-09-01      | 2.5000%  | 0.0000% | $311947.00         | $187162.64         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3992 | 2050-04-01      | 3.5000%  | 0.0000% | $158532.00         | $25336.63          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4055 | 2050-06-01      | 2.5000%  | 0.0000% | $1079182.00        | $360668.31         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA4617 | 2042-04-01      | 3.0000%  | 0.0000% | $122000.00         | $79639.78          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4782 | 2052-10-01      | 3.5000%  | 0.0000% | $1000.00           | $769.69            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5631 | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $728.89            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTMA5892 | 2045-11-01      | 6.0000%  | 0.0000% | $268000.00         | $274439.53         | Agency Mortgage-Backed Securities |
| FNMS 08.500 CLAD0273 | 2032-10-01      | 8.5000%  | 0.0000% | $1003.00           | $36.67             | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX1512 | 2054-12-01      | 5.5000%  | 0.0000% | $3943824.00        | $3420220.08        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX1530 | 2054-12-01      | 6.0000%  | 0.0000% | $1189160.00        | $965233.96         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX2548 | 2055-01-01      | 5.5000%  | 0.0000% | $8153.00           | $8027.33           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX3989 | 2055-01-01      | 5.5000%  | 0.0000% | $1008.00           | $964.90            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX6665 | 2055-02-01      | 5.5000%  | 0.0000% | $2137484.00        | $2171546.61        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQY7012 | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1062.20           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ0475 | 2053-12-01      | 6.0000%  | 0.0000% | $2049.00           | $1613.42           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRJ1232 | 2054-04-01      | 6.0000%  | 0.0000% | $1008.00           | $635.40            | Agency Mortgage-Backed Securities |

### Security 288: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 3.670000%
- **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: ARP1EQJ90, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP1EQJ90
- **C.18 - Value (incl. sponsor support):** $45000000.00
- **C.18.a - Value (excl. sponsor support):** $45000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $200.00            | $211.63            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $17100.00          | $16100.41          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $132200.00         | $135043.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $29800.00          | $31409.07          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $41600.00          | $41923.33          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-15      | 1.1250%  | 0.0000% | $200.00            | $200.09            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-15      | 1.1250%  | 0.0000% | $9500.00           | $9504.16           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-15      | 3.5000%  | 0.0000% | $600.00            | $600.99            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 1.3750%  | 0.0000% | $7621900.00        | $4949919.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | 0.0000% | $12500.00          | $12335.69          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $100.00            | $87.21             | U.S. Treasuries (including strips) |
| FEPC 02.500 CLSD0704   | 2051-10-01      | 2.5000%  | 0.0000% | $1063.00           | $623.89            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ1473   | 2054-08-01      | 6.0000%  | 0.0000% | $2777422.00        | $2540064.79        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQJ8387   | 2054-11-01      | 4.5000%  | 0.0000% | $1001.00           | $962.63            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 3JRE0027   | 2051-05-01      | 2.0000%  | 0.0000% | $135735.00         | $75533.69          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS9587   | 2047-05-01      | 4.0000%  | 0.0000% | $2550555.00        | $399165.59         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC2908   | 2054-08-01      | 6.5000%  | 0.0000% | $6967.00           | $5416.14           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 I4BF0566   | 2061-09-01      | 5.0000%  | 0.0000% | $75499.00          | $46643.94          | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ5613   | 2030-12-01      | 4.4300%  | 0.0000% | $1793.00           | $1811.85           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB6543   | 2053-06-01      | 6.5000%  | 0.0000% | $1024.00           | $745.29            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB8028   | 2054-02-01      | 7.0000%  | 0.0000% | $1008.00           | $720.12            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB7658   | 2053-12-01      | 7.0000%  | 0.0000% | $2961.00           | $2060.64           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB7659   | 2053-12-01      | 7.0000%  | 0.0000% | $48956492.00       | $36508330.61       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB9452   | 2054-11-01      | 4.5000%  | 0.0000% | $1454.00           | $1336.08           | Agency Mortgage-Backed Securities  |
| GNII RG CF1391 C       | 2049-01-20      | 4.5000%  | 0.0000% | $3396994.00        | $1006269.24        | Agency Mortgage-Backed Securities  |
| GNII RG CI4407 C       | 2043-10-20      | 3.5000%  | 0.0000% | $688906.00         | $467437.78         | Agency Mortgage-Backed Securities  |
| GNII SF DO3859 C       | 2056-01-20      | 6.0000%  | 0.0000% | $41626.00          | $43606.70          | Agency Mortgage-Backed Securities  |
| GNII SF CZ1474 C       | 2054-07-20      | 7.5000%  | 0.0000% | $1000.00           | $1043.77           | Agency Mortgage-Backed Securities  |

### Security 289: NOMURA SECURITIES INTERNATIONAL INC

- **C.1 - Title:** NOMURA SECURITIES INTERNATIONAL INC 3.670000%
- **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: ARP1EQJA7, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: ARP1EQJA7
- **C.18 - Value (incl. sponsor support):** $91000000.00
- **C.18.a - Value (excl. sponsor support):** $91000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                            |
|:---|:---|:---|:---|:---|:---|:---|
| FHDN 05/29/26          | 2026-05-29      | 0.0000%  | 0.0000% | $100000.00         | $98841.30          | Agency Debentures and Agency Strips |
| 4.250 TVBD 65 A        | 2065-09-15      | 4.2500%  | 0.0000% | $2000.00           | $1669.60           | Agency Debentures and Agency Strips |
| UNITED STATES TREASURY | 2026-04-16      | 0.0000%  | 0.0000% | $1981000.00        | $1966613.98        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY | 2026-02-26      | 0.0000%  | 0.0000% | $3799800.00        | $3790615.88        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY | 2026-05-21      | 0.0000%  | 0.0000% | $1128000.00        | $1115945.06        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY | 2026-06-25      | 0.0000%  | 0.0000% | $835500.00         | $823747.86         | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY | 2026-05-05      | 0.0000%  | 0.0000% | $25000.00          | $24772.38          | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | 0.0000% | $10819800.00       | $8756035.05        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY | 2044-11-15      | 3.0000%  | 0.0000% | $17400.00          | $13538.34          | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY | 2046-02-15      | 1.0000%  | 0.0000% | $174800.00         | $181693.37         | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $17400.00          | $11611.03          | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $225100.00         | $170188.35         | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY | 2048-02-15      | 1.0000%  | 0.0000% | $441300.00         | $426999.18         | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $31900.00          | $18075.90          | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $42700.00          | $29061.16          | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $8140600.00        | $6060956.67        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $6971900.00        | $5742607.01        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY | 2054-02-15      | 2.1250%  | 0.0000% | $940100.00         | $902375.43         | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $1238400.00        | $1227146.55        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $312000.00         | $301291.59         | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY | 2026-06-30      | 1.8750%  | 0.0000% | $2588000.00        | $2573625.90        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY | 2029-11-15      | 1.7500%  | 0.0000% | $1345300.00        | $1259268.11        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY | 2026-12-31      | 1.7500%  | 0.0000% | $2703900.00        | $2663755.94        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY | 2027-02-28      | 1.1250%  | 0.0000% | $5405200.00        | $5293035.38        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $526000.00         | $507401.12         | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | 0.0000% | $818600.00         | $780691.67         | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $2581000.00        | $2574039.00        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $2199000.00        | $2249952.04        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY | 2029-10-31      | 4.0000%  | 0.0000% | $4680900.00        | $4775366.41        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | 0.0000% | $528000.00         | $534407.18         | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $179000.00         | $181429.16         | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $5757700.00        | $5551572.24        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY | 2026-02-28      | 4.6250%  | 0.0000% | $11000000.00       | $11217578.78       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY | 2026-05-31      | 4.8750%  | 0.0000% | $25900.00          | $26202.76          | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY | 2028-04-15      | 3.7500%  | 0.0000% | $2800000.00        | $2841841.38        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $11100800.00       | $11524666.44       | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | 0.0000% | $839200.00         | $859163.48         | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY | 2030-08-31      | 3.6250%  | 0.0000% | $2544700.00        | $2566770.17        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY | 2027-09-30      | 3.5000%  | 0.0000% | $2401000.00        | $2427734.58        | U.S. Treasuries (including strips)  |
| UNITED STATES TREASURY | 2028-11-15      | 3.5000%  | 0.0000% | $745300.00         | $748741.10         | U.S. Treasuries (including strips)  |

### Security 290: DAIWA CAPITAL MARKETS AMERICA INC

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQJG4, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: ARP1EQJG4
- **C.18 - Value (incl. sponsor support):** $78000000.00
- **C.18.a - Value (excl. sponsor support):** $78000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2026-04-02      | 0.0000%  | 0.0000% | $3000000.00        | $2982252.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $900.00            | $655.30            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $1900.00           | $1712.47           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $3266300.00        | $3287888.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $1300.00           | $1280.47           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $3903600.00        | $4033223.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.1250%  | 0.0000% | $5509600.00        | $5395268.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $5300.00           | $5365.80           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $2133300.00        | $2182985.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $778800.00         | $787221.02         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 3.8750%  | 0.0000% | $5741000.00        | $5790049.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.8750%  | 0.0000% | $40600.00          | $41581.05          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.6250%  | 0.0000% | $54156900.00       | $55050542.71       | U.S. Treasuries (including strips) |

### Security 291: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 3.670000%
- **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: ARP1EQJH2, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP1EQJH2
- **C.18 - Value (incl. sponsor support):** $487000000.00
- **C.18.a - Value (excl. sponsor support):** $487000000.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                                         | 2054-05-25      | 4.6973%  | 0.0000% | $100000000.00      | $63084366.84       | Agency Collateralized Mortgage Obligation |
| FNRM CL108J R25F108                                | 2051-09-25      | 5.5000%  | 0.0000% | $8386112.00        | $7990797.05        | Agency Collateralized Mortgage Obligation |
| FNRM CL004V R26F004                                | 2036-08-25      | 5.5000%  | 0.0000% | $29597791.00       | $30497787.47       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2042-06-15      | 3.0000%  | 0.0000% | $11449838.00       | $290421.72         | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-04-25      | 4.6473%  | 0.0000% | $99785856.00       | $87785019.77       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2036-01-25      | 5.5000%  | 0.0000% | $17635264.00       | $17502508.41       | Agency Collateralized Mortgage Obligation |
| GNRA 2017-4O FD                                    | 2067-06-20      | 4.4192%  | 0.0000% | $999997.00         | $127983.10         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-117 AG                                   | 2050-01-20      | 5.2500%  | 0.0000% | $32238656.00       | $14847044.06       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-137 AD                                   | 2052-04-20      | 4.7500%  | 0.0000% | $150000000.00      | $147001145.21      | Agency Collateralized Mortgage Obligation |
| GNRA 2023-05O GF                                   | 2073-02-20      | 4.5830%  | 0.0000% | $299992.00         | $286620.23         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-178 FA                                   | 2055-10-20      | 4.8030%  | 0.0000% | $50000000.00       | $49454518.83       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-056 FA                                   | 2052-03-20      | 3.5000%  | 0.0000% | $20000000.00       | $12838242.26       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-149 FA                                   | 2054-09-20      | 4.8130%  | 0.0000% | $61793400.00       | $50472865.24       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2019-SB62         A-10H  20390225 FLT | 2039-02-25      | 3.2000%  | 0.0000% | $5000000.00        | $2939701.21        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-022 BF                                   | 2052-02-20      | 3.0000%  | 0.0000% | $27500000.00       | $16490978.63       | Agency Collateralized Mortgage Obligation |

### Security 292: DEUTSCHE BANK AG (NEW YORK BRANCH)

- **C.1 - Title:** DEUTSCHE BANK AG (NEW YORK BRANCH) 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQK72, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: ARP1EQK72
- **C.18 - Value (incl. sponsor support):** $163000000.00
- **C.18.a - Value (excl. sponsor support):** $163000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2026-12-15      | 4.3750%  | 0.0000% | $24730300.00       | $25032178.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $140176600.00      | $141278573.95      | U.S. Treasuries (including strips) |

### Security 293: FICC - BANK OF AMERICA

- **C.1 - Title:** FICC - BANK OF AMERICA 3.680000%
- **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: ARP1EQK98, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1EQK98
- **C.18 - Value (incl. sponsor support):** $504000000.00
- **C.18.a - Value (excl. sponsor support):** $504000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 03.500 CLMA4600 | 2052-05-01      | 3.5000%  | 0.0000% | $491557784.00      | $349214194.15      | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4731 | 2052-09-01      | 3.5000%  | 0.0000% | $222119844.00      | $169905805.95      | Agency Mortgage-Backed Securities |

### Security 294: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQKA5, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP1EQKA5
- **C.18 - Value (incl. sponsor support):** $770000000.00
- **C.18.a - Value (excl. sponsor support):** $770000000.00
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $4346900.00        | $4397426.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $994000.00         | $1005800.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $7560000.00        | $7618758.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $58000.00          | $58354.48          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 3.6250%  | 0.0000% | $330000.00         | $332862.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-09-30      | 3.8750%  | 0.0000% | $6004700.00        | $6038474.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 3.6250%  | 0.0000% | $582500.00         | $585620.87         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 3.5000%  | 0.0000% | $8832500.00        | $8900955.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-10-31      | 3.7500%  | 0.0000% | $100.00            | $99.41             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.8027%  | 0.0000% | $22300.00          | $22557.87          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-15      | 1.1250%  | 0.0000% | $2781000.00        | $2782218.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.5000%  | 0.0000% | $2005400.00        | $2014659.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.6250%  | 0.0000% | $50000000.00       | $49751057.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 3.5000%  | 0.0000% | $2137000.00        | $2133600.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-25      | 0.0000%  | 0.0000% | $100.00            | $98.59             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 6.0000%  | 0.0000% | $6000.00           | $6170.41           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 5.2500%  | 0.0000% | $825800.00         | $870503.94         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-02-15      | 3.5000%  | 0.0000% | $200.00            | $184.44            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $9750800.00        | $9602925.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $3640800.00        | $3740460.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $200300.00         | $156296.28         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 3.6250%  | 0.0000% | $536600.00         | $468511.32         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 1.3750%  | 0.0000% | $7698800.00        | $9053936.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $627000.00         | $450058.12         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $100.00            | $76.15             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $100.00            | $66.73             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 1.0000%  | 0.0000% | $173400.00         | $167780.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $100.00            | $76.43             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 1.0000%  | 0.0000% | $100.00            | $93.41             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-05-15      | 2.8750%  | 0.0000% | $100.00            | $72.16             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 0.2500%  | 0.0000% | $999900.00         | $727980.55         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $606400.00         | $384998.44         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $500000.00         | $336963.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $99100.00          | $62833.09          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $224000.00         | $124478.47         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $204200.00         | $125751.41         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $35823200.00       | $35327942.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $4543500.00        | $4455579.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | 0.0000% | $10768800.00       | $10910838.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $54367100.00       | $53777291.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $12253900.00       | $12660805.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 4.8750%  | 0.0000% | $1604900.00        | $1651166.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 2.5000%  | 0.0000% | $9300.00           | $9388.21           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $21200.00          | $20930.19          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | 0.0000% | $463600.00         | $407302.81         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-15      | 0.1250%  | 0.0000% | $9811600.00        | $11844312.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | 0.0000% | $139700.00         | $132306.93         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-15      | 0.1250%  | 0.0000% | $488500.00         | $573678.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 0.7500%  | 0.0000% | $100.00            | $99.16             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $884400.00         | $1002904.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 0.8750%  | 0.0000% | $600.00            | $591.10            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | 0.0000% | $1856800.00        | $1827820.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $2110500.00        | $2280817.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 0.1250%  | 0.0000% | $3186500.00        | $3622840.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $13900.00          | $13608.80          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.8750%  | 0.0000% | $12000000.00       | $12229903.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.0000%  | 0.0000% | $926000.00         | $944687.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | 0.0000% | $322000.00         | $326979.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $35109300.00       | $35692988.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-01-15      | 1.1250%  | 0.0000% | $429300.00         | $452941.22         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $143000.00         | $146840.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $459000.00         | $500339.33         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $50000000.00       | $50363143.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $2121000.00        | $2149223.97        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 2.3750%  | 0.0000% | $27565100.00       | $30514619.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $7000.00           | $7255.02           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $22272800.00       | $22427411.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $35899700.00       | $37998487.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 4.6250%  | 0.0000% | $695000.00         | $708747.02         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-15      | 4.2500%  | 0.0000% | $8013800.00        | $8203336.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $29287100.00       | $30708121.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $12565500.00       | $13084836.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $30512500.00       | $31290784.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $49400.00          | $51036.42          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $7551300.00        | $7531184.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $7148100.00        | $7220737.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | 0.0000% | $5559400.00        | $5550625.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $66800.00          | $67536.92          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.1250%  | 0.0000% | $35232000.00       | $35719204.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $35258700.00       | $35754284.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 4.2500%  | 0.0000% | $2100000.00        | $2120107.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $983600.00         | $998238.97         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $101904400.00      | $106033006.92      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $11864200.00       | $12504815.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $34418200.00       | $35224809.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7727%  | 0.0000% | $1532000.00        | $1548568.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-14      | 0.0000%  | 0.0000% | $951000.00         | $941498.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-03      | 0.0000%  | 0.0000% | $19000.00          | $18998.12          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-09      | 0.0000%  | 0.0000% | $3255900.00        | $3234538.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-28      | 0.0000%  | 0.0000% | $695000.00         | $687096.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-04      | 0.0000%  | 0.0000% | $100.00            | $98.80             | U.S. Treasuries (including strips) |

### Security 295: FICC - BANK OF AMERICA

- **C.1 - Title:** FICC - BANK OF AMERICA 3.670000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQKJ6, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1EQKJ6
- **C.18 - Value (incl. sponsor support):** $1401000000.00
- **C.18.a - Value (excl. sponsor support):** $1401000000.00
- **C.19 - Percentage of Net Assets:** 1.5400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-04-16      | 0.0000%  | 0.0000% | $5411900.00        | $5372598.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-21      | 0.0000%  | 0.0000% | $100.00            | $98.93             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-28      | 0.0000%  | 0.0000% | $6265400.00        | $6194149.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 5.2500%  | 0.0000% | $4200.00           | $4427.36           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-02-15      | 3.5000%  | 0.0000% | $85900.00          | $79218.46          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $16549000.00       | $16850679.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | 0.0000% | $38273600.00       | $37947550.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | 0.0000% | $270627000.00      | $267392759.15      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 3.7500%  | 0.0000% | $3699700.00        | $3386966.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | 0.0000% | $1191000.00        | $963829.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 2.7500%  | 0.0000% | $800.00            | $626.19            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $100.00            | $87.75             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $31617800.00       | $27886233.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | 0.0000% | $75646000.00       | $54874012.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | 0.0000% | $100.00            | $79.61             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $61372100.00       | $39641662.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $1280500.00        | $637296.11         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $100.00            | $52.78             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 1.3750%  | 0.0000% | $127499000.00      | $82802152.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $133373800.00      | $75575301.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $3225500.00        | $2045086.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $100.00            | $55.57             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | 0.0000% | $267295100.00      | $229350050.31      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $569600.00         | $573364.70         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $800.00            | $736.45            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $100.00            | $98.50             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $181200.00         | $169251.77         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-11-15      | 4.6250%  | 0.0000% | $2100.00           | $2036.40           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 4.6250%  | 0.0000% | $5600.00           | $5505.98           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $1000.00           | $996.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $200.00            | $198.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | 0.0000% | $25082000.00       | $23190361.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $1491800.00        | $1439051.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | 0.0000% | $100.00            | $96.18             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | 0.0000% | $100.00            | $95.62             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 0.3750%  | 0.0000% | $200.00            | $190.17            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | 0.0000% | $100.00            | $94.71             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $600.00            | $566.77            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | 0.0000% | $100.00            | $95.60             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $84430700.00       | $75829388.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $9490400.00        | $9336629.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | 0.0000% | $703800.00         | $687305.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $100.00            | $99.24             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | 0.0000% | $806400.00         | $797870.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.2500%  | 0.0000% | $11799900.00       | $11785720.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 2.7500%  | 0.0000% | $72077300.00       | $72239493.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.1250%  | 0.0000% | $100.00            | $100.68            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | 0.0000% | $5462300.00        | $5431850.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.8750%  | 0.0000% | $10522700.00       | $10724300.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $10420400.00       | $10700235.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 3.6250%  | 0.0000% | $86700.00          | $87337.29          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.7500%  | 0.0000% | $200.00            | $200.54            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | 0.0000% | $9921000.00        | $10425436.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 4.6250%  | 0.0000% | $800.00            | $815.82            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $4055200.00        | $4200397.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 4.5000%  | 0.0000% | $100.00            | $101.62            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $1800.00           | $1838.12           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 4.8750%  | 0.0000% | $115700.00         | $117052.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 3.7947%  | 0.0000% | $200.00            | $202.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | 0.0000% | $39900.00          | $40914.10          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 3.7500%  | 0.0000% | $4900.00           | $4981.20           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | 0.0000% | $5222100.00        | $5310268.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-10-31      | 4.1250%  | 0.0000% | $200.00            | $204.33            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $2689200.00        | $2739219.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $1334800.00        | $1358579.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $73141700.00       | $74700426.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $1000.00           | $1012.01           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.7717%  | 0.0000% | $2594300.00        | $2622436.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-09-30      | 3.8750%  | 0.0000% | $1000.00           | $1005.62           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 3.6250%  | 0.0000% | $251086000.00      | $252431249.81      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 3.5000%  | 0.0000% | $1063100.00        | $1055515.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-12-31      | 3.8750%  | 0.0000% | $100.00            | $99.45             | U.S. Treasuries (including strips) |

### Security 296: DAIWA CAPITAL MARKETS AMERICA INC

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC 3.670000%
- **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: ARP1EQKK3, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: ARP1EQKK3
- **C.18 - Value (incl. sponsor support):** $624000000.00
- **C.18.a - Value (excl. sponsor support):** $624000000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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               | 2054-08-25      | 4.9473%  | 0.0000% | $5206329.00        | $2540224.88        | Agency Collateralized Mortgage Obligation |
| Fannie Mae               | 2054-02-25      | 4.5973%  | 0.0000% | $462014.00         | $368322.23         | Agency Collateralized Mortgage Obligation |
| FNRM CL001MA R25F001     | 2050-01-25      | 6.0000%  | 0.0000% | $289518.00         | $172239.07         | Agency Collateralized Mortgage Obligation |
| Fannie Mae               | 2055-05-25      | 4.6973%  | 0.0000% | $57283318.00       | $49865693.31       | Agency Collateralized Mortgage Obligation |
| Fannie Mae               | 2055-10-25      | 4.6473%  | 0.0000% | $581871.00         | $545153.19         | Agency Collateralized Mortgage Obligation |
| FNRM CL070GH R25F070     | 2055-07-25      | 8.0000%  | 0.0000% | $32400.00          | $34092.73          | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2053-09-25      | 4.9973%  | 0.0000% | $5754117.00        | $4049155.09        | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2053-11-25      | 5.2473%  | 0.0000% | $8164970.00        | $3901341.43        | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2054-01-25      | 4.7473%  | 0.0000% | $15000000.00       | $6024930.59        | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2054-03-25      | 4.8973%  | 0.0000% | $22608481.00       | $17038414.72       | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2055-01-25      | 4.5473%  | 0.0000% | $50000000.00       | $40310908.66       | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2055-06-25      | 5.6273%  | 0.0000% | $14496714.00       | $12641700.08       | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2055-08-25      | 4.6473%  | 0.0000% | $64979893.00       | $61608214.79       | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2055-08-25      | 4.6473%  | 0.0000% | $2377521.00        | $2081666.74        | Agency Collateralized Mortgage Obligation |
| Freddie Mac              | 2055-06-25      | 4.6973%  | 0.0000% | $20356966.00       | $17845428.38       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-120 MJ         | 2050-10-20      | 5.0000%  | 0.0000% | $10626745.00       | $10524641.86       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-105 F          | 2065-06-20      | 4.6030%  | 0.0000% | $2562032.00        | $2137326.98        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-185 FA         | 2053-12-20      | 4.8030%  | 0.0000% | $8379662.00        | $2650380.46        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-030 FN         | 2054-02-20      | 4.7530%  | 0.0000% | $4799297.00        | $3994871.65        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-080 FA         | 2054-05-20      | 4.8030%  | 0.0000% | $13519254.00       | $11197967.62       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-001 FP         | 2055-01-20      | 4.6030%  | 0.0000% | $5602182.00        | $3063759.10        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-044 GV         | 2036-01-20      | 6.0000%  | 0.0000% | $10407000.00       | $10156355.43       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-041 MF         | 2065-03-20      | 4.5030%  | 0.0000% | $1507118.00        | $945166.04         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-190 FA         | 2055-11-20      | 4.6030%  | 0.0000% | $8565711.00        | $8555495.63        | Agency Collateralized Mortgage Obligation |
| Farm Federal Credit Bank | 2028-07-13      | 3.7400%  | 0.0000% | $4198000.00        | $4197710.80        | Agency Debentures and Agency Strips       |
| FEPC 03.500 CLZS4739     | 2047-10-01      | 3.5000%  | 0.0000% | $2423878.00        | $295595.77         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3389     | 2053-07-01      | 6.0000%  | 0.0000% | $22406984.00       | $17732503.21       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8469     | 2054-10-01      | 5.5000%  | 0.0000% | $531583.00         | $451920.77         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8521     | 2055-04-01      | 4.0000%  | 0.0000% | $745355.00         | $688687.84         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQB1050     | 2050-07-01      | 2.0000%  | 0.0000% | $7849408.00        | $3863151.72        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQB1209     | 2050-07-01      | 2.0000%  | 0.0000% | $5396644.00        | $2560025.00        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD0086     | 2051-10-01      | 2.0000%  | 0.0000% | $55237.00          | $39784.40          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQE0393     | 2052-04-01      | 3.0000%  | 0.0000% | $1278929.00        | $821143.92         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQJ9748     | 2054-11-01      | 5.0000%  | 0.0000% | $798747.00         | $789285.72         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA5155     | 2051-05-01      | 2.0000%  | 0.0000% | $47321.00          | $30337.99          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI0847     | 2054-03-01      | 6.0000%  | 0.0000% | $1266688.00        | $1014121.22        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI6928     | 2054-06-01      | 5.5000%  | 0.0000% | $15274245.00       | $10775076.99       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC0390     | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $819.38            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE6165     | 2055-09-01      | 5.5000%  | 0.0000% | $2083618.00        | $2038754.33        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF3218     | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1008.31           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBM2007     | 2048-09-01      | 4.0000%  | 0.0000% | $13923.00          | $1207.51           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM4796     | 2048-09-01      | 4.5000%  | 0.0000% | $70000000.00       | $22575422.61       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CKBM6911     | 2052-03-01      | 2.5000%  | 0.0000% | $3969.00           | $2734.20           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBP4093     | 2050-06-01      | 2.5000%  | 0.0000% | $12993366.00       | $6257287.27        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBP7243     | 2050-07-01      | 2.0000%  | 0.0000% | $5917095.00        | $3561907.39        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBP9656     | 2050-07-01      | 2.0000%  | 0.0000% | $5296740.00        | $2417979.05        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA7752     | 2050-11-01      | 3.0000%  | 0.0000% | $10000000.00       | $5199848.88        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB5024     | 2052-11-01      | 5.0000%  | 0.0000% | $4561387.00        | $3541935.25        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8871     | 2054-07-01      | 6.5000%  | 0.0000% | $17270853.00       | $14391645.34       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA1555     | 2055-05-01      | 6.0000%  | 0.0000% | $10012201.00       | $9962389.66        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS3691     | 2053-01-01      | 6.0000%  | 0.0000% | $22197816.00       | $16689353.16       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS3885     | 2051-11-01      | 3.0000%  | 0.0000% | $1021439.00        | $744347.98         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS6378     | 2053-10-01      | 5.5000%  | 0.0000% | $3630566.00        | $3001990.79        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS8011     | 2054-05-01      | 6.0000%  | 0.0000% | $17352883.00       | $13040692.01       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0971     | 2055-06-01      | 5.5000%  | 0.0000% | $2167124.00        | $2038754.75        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5271     | 2054-02-01      | 5.5000%  | 0.0000% | $6052348.00        | $4796471.19        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5389     | 2054-06-01      | 6.0000%  | 0.0000% | $74468.00          | $52855.40          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5700     | 2055-05-01      | 5.5000%  | 0.0000% | $3418758.00        | $3058132.38        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5793     | 2055-08-01      | 6.0000%  | 0.0000% | $4561113.00        | $4259646.02        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTMA5981     | 2046-02-01      | 4.5000%  | 0.0000% | $539678.00         | $537094.02         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY1386     | 2055-04-01      | 5.5000%  | 0.0000% | $231107.00         | $218367.28         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY2247     | 2055-05-01      | 6.0000%  | 0.0000% | $1012727.00        | $1030853.96        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ7810     | 2055-10-01      | 5.0000%  | 0.0000% | $2610303.00        | $2536633.19        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL3616     | 2056-01-01      | 5.0000%  | 0.0000% | $1676750.00        | $1672197.41        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ1961     | 2054-07-01      | 5.5000%  | 0.0000% | $898760.00         | $833922.12         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0027     | 2055-07-01      | 5.5000%  | 0.0000% | $66602822.00       | $62983480.01       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRQ0028     | 2055-07-01      | 6.0000%  | 0.0000% | $39189046.00       | $35460136.55       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA0877     | 2055-12-01      | 5.5000%  | 0.0000% | $4345916.00        | $4426346.99        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA2686     | 2056-01-01      | 5.0000%  | 0.0000% | $965846.00         | $976537.09         | Agency Mortgage-Backed Securities         |
| GNMI SF 760393 X         | 2041-10-15      | 5.0000%  | 0.0000% | $2290.00           | $36.52             | Agency Mortgage-Backed Securities         |
| GNII SF MA7193 M         | 2051-02-20      | 2.5000%  | 0.0000% | $28856332.00       | $12866425.22       | Agency Mortgage-Backed Securities         |
| GNII SF MA7988 M         | 2052-04-20      | 3.0000%  | 0.0000% | $405066.00         | $267646.72         | Agency Mortgage-Backed Securities         |
| GNII SF MA7989 M         | 2052-04-20      | 3.5000%  | 0.0000% | $31549153.00       | $21684601.23       | Agency Mortgage-Backed Securities         |
| GNII SF MA7648 M         | 2051-10-20      | 2.0000%  | 0.0000% | $2812616.00        | $1645531.78        | Agency Mortgage-Backed Securities         |
| GNII SF MA7649 M         | 2051-10-20      | 2.5000%  | 0.0000% | $48706926.00       | $29123226.67       | Agency Mortgage-Backed Securities         |
| GNII SF MB0205 M         | 2055-02-20      | 5.5000%  | 0.0000% | $4910947.00        | $4115745.61        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2045-11-15      | 4.6250%  | 0.0000% | $1505000.00        | $1479732.47        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2028-11-30      | 4.3750%  | 0.0000% | $9158400.00        | $9412387.44        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2026-11-30      | 4.2500%  | 0.0000% | $26038700.00       | $26361977.04       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2035-11-15      | 4.0000%  | 0.0000% | $800.00            | $790.84            | U.S. Treasuries (including strips)        |

### Security 297: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQL30, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: ARP1EQL30
- **C.18 - Value (incl. sponsor support):** $148000000.00
- **C.18.a - Value (excl. sponsor support):** $148000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2038-02-15      | 4.3750%  | 0.0000% | $1391300.00        | $1422764.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | 0.0000% | $32596600.00       | $25050759.04       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | 0.0000% | $61663000.00       | $39149337.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $25312200.00       | $17714158.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $96173300.00       | $67622997.14       | U.S. Treasuries (including strips) |

### Security 298: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 3.670000%
- **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: ARP1EQL55, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP1EQL55
- **C.18 - Value (incl. sponsor support):** $328000000.00
- **C.18.a - Value (excl. sponsor support):** $328000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $4733000.00        | $4811685.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $900.00            | $924.63            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-15      | 3.3750%  | 0.0000% | $27400.00          | $27604.70          | U.S. Treasuries (including strips) |
| FNMS 02.000 CLCA9273   | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $587.79            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIBM4905   | 2033-11-01      | 3.5000%  | 0.0000% | $1000.00           | $196.45            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM5012   | 2048-03-01      | 3.5000%  | 0.0000% | $2037.00           | $587.76            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CKBM5598   | 2043-02-01      | 3.0000%  | 0.0000% | $1000.00           | $146.13            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBO2994   | 2049-09-01      | 4.0000%  | 0.0000% | $2000.00           | $319.89            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO4645   | 2049-11-01      | 3.0000%  | 0.0000% | $4278.00           | $1503.21           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBQ1092   | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $410.86            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBQ8482   | 2050-12-01      | 2.5000%  | 0.0000% | $1000.00           | $380.60            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR1967   | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $606.29            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU1030   | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $587.11            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBU5315   | 2054-12-01      | 5.0000%  | 0.0000% | $1008.00           | $904.68            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBV1633   | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1027.20           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBV6444   | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1032.46           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBW0922   | 2052-06-01      | 4.0000%  | 0.0000% | $2620556.00        | $2013796.01        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBW1241   | 2052-10-01      | 4.0000%  | 0.0000% | $2000.00           | $1601.76           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW1505   | 2052-07-01      | 4.5000%  | 0.0000% | $1028.00           | $797.51            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9343   | 2052-10-01      | 5.0000%  | 0.0000% | $1008.00           | $816.18            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX8367   | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $757.34            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY1338   | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $961.73            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY2375   | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $507.89            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY4409   | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $880.66            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY4063   | 2053-06-01      | 5.0000%  | 0.0000% | $1008.00           | $840.54            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA0483   | 2047-10-01      | 3.5000%  | 0.0000% | $1000.00           | $220.92            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA3666   | 2049-06-01      | 4.0000%  | 0.0000% | $1000.00           | $252.10            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICA4701   | 2034-11-01      | 2.5000%  | 0.0000% | $1000.00           | $296.90            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA4819   | 2049-12-01      | 4.0000%  | 0.0000% | $1000.00           | $282.82            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CICA5065   | 2035-01-01      | 3.0000%  | 0.0000% | $1000.00           | $299.52            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6141   | 2050-06-01      | 2.0000%  | 0.0000% | $1045.00           | $490.62            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICA6522   | 2035-07-01      | 2.5000%  | 0.0000% | $1000.00           | $405.57            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6635   | 2050-08-01      | 2.5000%  | 0.0000% | $1907.00           | $958.77            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6638   | 2050-08-01      | 2.5000%  | 0.0000% | $2000.00           | $801.69            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6717   | 2050-08-01      | 2.5000%  | 0.0000% | $1024.00           | $485.87            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6799   | 2050-08-01      | 2.0000%  | 0.0000% | $1000.00           | $456.17            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6919   | 2050-09-01      | 2.5000%  | 0.0000% | $1279.00           | $605.97            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7257   | 2050-10-01      | 2.5000%  | 0.0000% | $1000.00           | $527.50            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2026-04-09      | 0.0000%  | 0.0000% | $100.00            | $99.34             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-16      | 0.0000%  | 0.0000% | $56100.00          | $55197.86          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 0.7500%  | 0.0000% | $100.00            | $112.57            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 2.1250%  | 0.0000% | $932700.00         | $895272.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | 0.0000% | $2500.00           | $2451.62           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 2.3750%  | 0.0000% | $2900.00           | $2863.31           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $100.00            | $103.32            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $550100.00         | $623810.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 0.1250%  | 0.0000% | $3300300.00        | $3913830.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 0.1250%  | 0.0000% | $936000.00         | $1064170.35        | U.S. Treasuries (including strips) |
| FNMS 06.500 CLCB8869   | 2054-07-01      | 6.5000%  | 0.0000% | $1024.00           | $866.62            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8364   | 2054-04-01      | 6.5000%  | 0.0000% | $69000000.00       | $51483001.81       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8491   | 2054-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1624.35           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9816   | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $880.62            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9058   | 2054-08-01      | 5.0000%  | 0.0000% | $1008.00           | $948.24            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CICB9261   | 2039-09-01      | 6.0000%  | 0.0000% | $1000.00           | $834.92            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9324   | 2054-10-01      | 5.5000%  | 0.0000% | $3000.00           | $2828.00           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9365   | 2054-10-01      | 5.5000%  | 0.0000% | $1024.00           | $973.78            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9373   | 2054-10-01      | 5.0000%  | 0.0000% | $2076.00           | $1992.10           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9666   | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $961.53            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9672   | 2054-12-01      | 5.5000%  | 0.0000% | $1002.00           | $973.71            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF8892   | 2055-12-01      | 6.0000%  | 0.0000% | $1000.00           | $1043.58           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA0501   | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $968.95            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0905   | 2055-01-01      | 5.0000%  | 0.0000% | $34000000.00       | $33092958.35       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1123   | 2055-01-01      | 5.5000%  | 0.0000% | $4986073.00        | $4852828.30        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1407   | 2054-12-01      | 5.0000%  | 0.0000% | $1051.00           | $1037.35           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA1410   | 2052-06-01      | 3.0000%  | 0.0000% | $37948212.00       | $31894363.36       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA1417   | 2047-12-01      | 3.0000%  | 0.0000% | $2008.00           | $1690.16           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1451   | 2054-10-01      | 6.0000%  | 0.0000% | $36488875.00       | $32781266.64       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1452   | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $901.15            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA2583   | 2054-09-01      | 6.5000%  | 0.0000% | $2040.00           | $1825.61           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1827   | 2055-05-01      | 5.0000%  | 0.0000% | $2339.00           | $2281.89           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA1809   | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $871.47            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA1857   | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $988.44            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2007   | 2055-04-01      | 5.5000%  | 0.0000% | $1024.00           | $948.57            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA2135   | 2055-06-01      | 5.0000%  | 0.0000% | $1032.00           | $1012.36           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2161   | 2055-06-01      | 6.0000%  | 0.0000% | $1132.00           | $1090.55           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA3507   | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1027.34           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTFA2703   | 2045-04-01      | 5.5000%  | 0.0000% | $1000.00           | $884.26            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA3744   | 2055-03-01      | 5.0000%  | 0.0000% | $1000.00           | $1002.15           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA3751   | 2055-12-01      | 5.0000%  | 0.0000% | $1024.00           | $1029.89           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA4130   | 2049-09-01      | 3.5000%  | 0.0000% | $1008.00           | $954.06            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA4132   | 2050-01-01      | 3.5000%  | 0.0000% | $1008.00           | $944.75            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA4133   | 2051-04-01      | 3.5000%  | 0.0000% | $1000.00           | $939.23            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA4146   | 2056-01-01      | 5.0000%  | 0.0000% | $1024.00           | $1034.91           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA4149   | 2054-09-01      | 6.0000%  | 0.0000% | $1024.00           | $1036.45           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFM1736   | 2039-10-01      | 6.5000%  | 0.0000% | $3066.00           | $998.08            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM1445   | 2049-08-01      | 3.0000%  | 0.0000% | $1000.00           | $389.88            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIFM1577   | 2034-09-01      | 3.5000%  | 0.0000% | $1000.00           | $206.77            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM2439   | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $404.34            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM3505   | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $446.05            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM2984   | 2045-08-01      | 4.0000%  | 0.0000% | $1023.00           | $292.13            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM3118   | 2050-05-01      | 3.0000%  | 0.0000% | $1000.00           | $399.53            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM3249   | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $205.30            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM4595   | 2050-09-01      | 3.0000%  | 0.0000% | $1000.00           | $393.90            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTFM4605   | 2037-08-01      | 3.0000%  | 0.0000% | $1000.00           | $287.17            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM4934   | 2035-11-01      | 2.0000%  | 0.0000% | $1000.00           | $450.52            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFM5082   | 2035-12-01      | 2.5000%  | 0.0000% | $2000.00           | $769.65            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM6184   | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $503.39            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM6293   | 2051-01-01      | 3.0000%  | 0.0000% | $1999.00           | $965.72            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM6811   | 2036-04-01      | 2.0000%  | 0.0000% | $1000.00           | $444.50            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFM7391   | 2036-05-01      | 2.5000%  | 0.0000% | $1000.00           | $374.98            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM7786   | 2049-01-01      | 4.0000%  | 0.0000% | $2190.00           | $888.77            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM7869   | 2051-01-01      | 2.5000%  | 0.0000% | $1000.00           | $558.50            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM8966   | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $610.35            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM8577   | 2051-08-01      | 3.0000%  | 0.0000% | $1000.00           | $546.97            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM9416   | 2045-07-01      | 3.5000%  | 0.0000% | $1024.00           | $541.30            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0847   | 2052-02-01      | 3.0000%  | 0.0000% | $1024.00           | $635.45            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0024   | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $533.65            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0034   | 2051-12-01      | 3.0000%  | 0.0000% | $1004.00           | $609.56            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS0067   | 2051-09-01      | 4.5000%  | 0.0000% | $6000.00           | $3361.30           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0331   | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $639.43            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS0584   | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $592.82            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0735   | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $536.81            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS1080   | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $703.73            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS2637   | 2052-05-01      | 2.5000%  | 0.0000% | $2000.00           | $1351.08           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS2141   | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $676.41            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS2317   | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $665.66            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS3508   | 2048-02-01      | 3.5000%  | 0.0000% | $1151.00           | $786.92            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3068   | 2052-10-01      | 5.0000%  | 0.0000% | $1050.00           | $837.02            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS3361   | 2052-12-01      | 5.5000%  | 0.0000% | $48443361.00       | $37237138.67       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS4377   | 2052-04-01      | 3.0000%  | 0.0000% | $2000.00           | $1501.21           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS3821   | 2053-02-01      | 6.0000%  | 0.0000% | $1024.00           | $738.09            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS3853   | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $647.61            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS3880   | 2053-02-01      | 6.0000%  | 0.0000% | $2253.00           | $1611.39           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3941   | 2053-02-01      | 5.0000%  | 0.0000% | $1000.00           | $731.00            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4041   | 2053-03-01      | 5.5000%  | 0.0000% | $2458.00           | $1952.79           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS4095   | 2053-02-01      | 5.0000%  | 0.0000% | $1024.00           | $794.05            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS5133   | 2051-09-01      | 3.0000%  | 0.0000% | $1952.00           | $1490.33           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS6257   | 2053-06-01      | 4.0000%  | 0.0000% | $1000.00           | $798.72            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS5626   | 2053-08-01      | 5.0000%  | 0.0000% | $1323.00           | $1143.58           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS5632   | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $851.24            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5716   | 2049-04-01      | 3.5000%  | 0.0000% | $1000.00           | $751.29            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS5708   | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $746.19            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS6333   | 2052-10-01      | 4.0000%  | 0.0000% | $2000.00           | $1596.37           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS6631   | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $758.63            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS6722   | 2053-12-01      | 6.5000%  | 0.0000% | $1026.00           | $627.01            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS6832   | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $877.65            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS6925   | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $750.18            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS7684   | 2054-04-01      | 5.5000%  | 0.0000% | $1186.00           | $968.18            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC0233   | 2055-04-01      | 5.0000%  | 0.0000% | $1024.00           | $995.52            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0432   | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $1032.03           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC0597   | 2055-06-01      | 6.5000%  | 0.0000% | $20117611.00       | $18004182.31       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC0737   | 2055-07-01      | 6.5000%  | 0.0000% | $1024.00           | $1039.02           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC1693   | 2055-12-01      | 5.5000%  | 0.0000% | $1008.00           | $1033.98           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC1726   | 2055-12-01      | 6.0000%  | 0.0000% | $1021.00           | $1034.53           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0982   | 2055-09-01      | 5.5000%  | 0.0000% | $1024.00           | $1031.45           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCC1182   | 2055-10-01      | 4.5000%  | 0.0000% | $1000.00           | $973.57            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC1238   | 2055-10-01      | 6.0000%  | 0.0000% | $1024.00           | $1049.08           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC1504   | 2055-11-01      | 5.0000%  | 0.0000% | $1024.00           | $982.30            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CICC1595   | 2040-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1000.72           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC1645   | 2055-12-01      | 5.0000%  | 0.0000% | $1024.00           | $1029.28           | Agency Mortgage-Backed Securities  |
| FNMS 05.900 CA906944   | 2036-12-01      | 5.9000%  | 0.0000% | $979451.00         | $27754.75          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA1561   | 2033-09-01      | 3.0000%  | 0.0000% | $1000.00           | $118.22            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CVMA2008   | 2029-07-01      | 3.5000%  | 0.0000% | $1000.00           | $55.38             | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CJMA2308   | 2030-06-01      | 2.5000%  | 0.0000% | $1000.00           | $59.97             | Agency Mortgage-Backed Securities  |
| GNII SF MA7935 M       | 2052-02-20      | 2.0000%  | 0.0000% | $56223277.00       | $35245326.53       | Agency Mortgage-Backed Securities  |
| GNII SF MA8492 M       | 2052-12-20      | 6.0000%  | 0.0000% | $79016211.00       | $40330396.83       | Agency Mortgage-Backed Securities  |
| GNII SF MA9240 M       | 2053-10-20      | 5.0000%  | 0.0000% | $142845.00         | $125590.37         | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G08800 G   | 2048-02-01      | 3.5000%  | 0.0000% | $1000.00           | $116.29            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZA6531   | 2049-03-01      | 4.5000%  | 0.0000% | $6431.00           | $852.67            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 3SZT0936   | 2043-09-01      | 3.0000%  | 0.0000% | $1000.00           | $110.51            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0578   | 2051-03-01      | 2.5000%  | 0.0000% | $1000.00           | $553.00            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD0958   | 2052-04-01      | 3.5000%  | 0.0000% | $1952.00           | $1283.00           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD1524   | 2052-08-01      | 4.0000%  | 0.0000% | $1000.00           | $723.05            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1586   | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $659.14            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD1872   | 2052-11-01      | 5.5000%  | 0.0000% | $1001.00           | $767.94            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD2081   | 2052-12-01      | 5.0000%  | 0.0000% | $1000.00           | $758.08            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2990   | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $871.38            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5359   | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $952.65            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD4507   | 2053-12-01      | 5.5000%  | 0.0000% | $1076.00           | $885.32            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5457   | 2054-05-01      | 5.5000%  | 0.0000% | $1024.00           | $903.58            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5633   | 2054-02-01      | 6.0000%  | 0.0000% | $1000.00           | $853.42            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5882   | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $879.28            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD7032   | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $876.72            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8016   | 2049-10-01      | 3.0000%  | 0.0000% | $1129.00           | $166.42            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD7391   | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $896.29            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD7504   | 2049-08-01      | 3.5000%  | 0.0000% | $1001.00           | $182.01            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7567   | 2054-02-01      | 5.5000%  | 0.0000% | $1077.00           | $902.07            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7576   | 2055-01-01      | 5.5000%  | 0.0000% | $1003.00           | $946.54            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8226   | 2052-07-01      | 3.5000%  | 0.0000% | $1893.00           | $1405.31           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8322   | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $821.38            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8342   | 2053-07-01      | 5.5000%  | 0.0000% | $3887.00           | $3094.50           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8394   | 2054-01-01      | 5.0000%  | 0.0000% | $1000.00           | $884.98            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8532   | 2055-05-01      | 5.0000%  | 0.0000% | $1024.00           | $985.43            | Agency Mortgage-Backed Securities  |
| 06.000 FGPC Z40125 G   | 2035-03-01      | 6.0000%  | 0.0000% | $1000.00           | $256.39            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA1386   | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $561.51            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G61431 G   | 2044-02-01      | 3.5000%  | 0.0000% | $1000.00           | $323.82            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G61595 G   | 2048-07-01      | 3.5000%  | 0.0000% | $1002.00           | $203.65            | Agency Mortgage-Backed Securities  |
| 05.875 FRPC G80376 G   | 2038-12-20      | 5.8750%  | 0.0000% | $1001.00           | $99.34             | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQE2057   | 2052-05-01      | 3.5000%  | 0.0000% | $1001.00           | $754.71            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE5080   | 2052-07-01      | 5.0000%  | 0.0000% | $3000.00           | $1997.58           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE6087   | 2052-07-01      | 4.5000%  | 0.0000% | $1002.00           | $780.83            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE6088   | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $769.94            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF6564   | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $803.29            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ2087   | 2054-08-01      | 5.5000%  | 0.0000% | $1001.00           | $851.77            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ2157   | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $862.40            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7195   | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $717.15            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7378   | 2052-05-01      | 3.5000%  | 0.0000% | $1001.00           | $749.16            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7774   | 2052-08-01      | 4.5000%  | 0.0000% | $1024.00           | $775.94            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7923   | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $743.20            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CTRB5374   | 2045-11-01      | 5.0000%  | 0.0000% | $1000.00           | $997.08            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CTRB5145   | 2042-02-01      | 2.0000%  | 0.0000% | $1000.00           | $637.14            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI0286   | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $926.24            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI6376   | 2054-06-01      | 6.0000%  | 0.0000% | $2000.00           | $1733.75           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI8055   | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $916.16            | Agency Mortgage-Backed Securities  |
| FNMS 02.775 CAAO0385   | 2042-02-01      | 2.7750%  | 0.0000% | $1000.00           | $259.64            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAR3391   | 2043-01-01      | 3.0000%  | 0.0000% | $2998.00           | $529.76            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAS4354   | 2045-01-01      | 4.5000%  | 0.0000% | $1000.00           | $158.17            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIAS8251   | 2031-11-01      | 2.0000%  | 0.0000% | $1001.00           | $156.21            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8360   | 2046-11-01      | 3.5000%  | 0.0000% | $1024.00           | $301.45            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8650   | 2047-01-01      | 3.0000%  | 0.0000% | $1000.00           | $205.08            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIAS9321   | 2032-03-01      | 2.5000%  | 0.0000% | $1000.00           | $193.84            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA7461   | 2054-01-01      | 6.0000%  | 0.0000% | $2000.00           | $1938.28           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB4475   | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $875.94            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB4843   | 2054-10-01      | 6.5000%  | 0.0000% | $3000.00           | $3113.44           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB6970   | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $872.60            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC3824   | 2054-11-01      | 5.0000%  | 0.0000% | $1001.00           | $960.27            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC5282   | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $897.89            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC4595   | 2054-10-01      | 6.0000%  | 0.0000% | $3000.00           | $3045.19           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC4701   | 2054-10-01      | 6.5000%  | 0.0000% | $3000.00           | $3089.28           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD4903   | 2055-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1954.70           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD7227   | 2055-05-01      | 5.5000%  | 0.0000% | $1008.00           | $796.01            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD7673   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $605.73            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE5780   | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1052.08           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF6768   | 2056-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1043.72           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF7473   | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1020.74           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBE0084   | 2046-12-01      | 3.0000%  | 0.0000% | $2000.00           | $559.08            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 I4BF0822   | 2062-10-01      | 2.5000%  | 0.0000% | $1120.00           | $877.44            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 R3BF0138   | 2041-07-01      | 6.0000%  | 0.0000% | $1999.00           | $372.75            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 U4BF0247   | 2051-06-01      | 4.5000%  | 0.0000% | $1000.00           | $286.41            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH4014   | 2047-09-01      | 4.0000%  | 0.0000% | $1000.00           | $295.03            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBH5337   | 2047-07-01      | 3.5000%  | 0.0000% | $2989.00           | $977.83            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBH9284   | 2048-02-01      | 4.5000%  | 0.0000% | $1000.00           | $256.61            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBJ0633   | 2048-03-01      | 4.5000%  | 0.0000% | $1000.00           | $263.30            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLBJ1391   | 2053-09-01      | 7.0000%  | 0.0000% | $1000.00           | $826.51            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ8093   | 2048-03-01      | 4.0000%  | 0.0000% | $1000.00           | $198.26            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM2000   | 2047-05-01      | 3.5000%  | 0.0000% | $1000.00           | $135.36            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM3211   | 2047-12-01      | 4.0000%  | 0.0000% | $1000.00           | $228.96            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM4484   | 2047-05-01      | 4.0000%  | 0.0000% | $1023.00           | $197.98            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM4857   | 2048-03-01      | 4.0000%  | 0.0000% | $1000.00           | $333.42            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTCB0470   | 2041-05-01      | 2.5000%  | 0.0000% | $1000.00           | $602.61            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB1020   | 2051-07-01      | 2.0000%  | 0.0000% | $2000.00           | $1176.01           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1024   | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $607.25            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB1409   | 2051-08-01      | 3.0000%  | 0.0000% | $1000.00           | $715.87            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2638   | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $667.12            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB1943   | 2051-07-01      | 3.0000%  | 0.0000% | $1000.00           | $495.34            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2079   | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $605.22            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3496   | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $719.15            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB3049   | 2052-03-01      | 2.5000%  | 0.0000% | $2000.00           | $1384.56           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3121   | 2052-02-01      | 3.0000%  | 0.0000% | $1008.00           | $654.47            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3234   | 2052-04-01      | 3.0000%  | 0.0000% | $2945.00           | $1972.83           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3255   | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $686.21            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3317   | 2052-04-01      | 4.0000%  | 0.0000% | $1023.00           | $708.04            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4386   | 2052-08-01      | 4.5000%  | 0.0000% | $4003.00           | $2858.69           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4843   | 2052-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1603.55           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5122   | 2052-11-01      | 4.5000%  | 0.0000% | $2981.00           | $2328.69           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6187   | 2053-05-01      | 5.5000%  | 0.0000% | $5000.00           | $4022.88           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6202   | 2053-05-01      | 5.0000%  | 0.0000% | $1006.00           | $853.57            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5462   | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $678.86            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5450   | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $829.70            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I3BF0154   | 2046-11-01      | 3.5000%  | 0.0000% | $1000.00           | $160.13            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS7687   | 2046-08-01      | 3.5000%  | 0.0000% | $1120.00           | $274.19            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS7160   | 2046-05-01      | 3.5000%  | 0.0000% | $1024.00           | $244.21            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAL9445   | 2031-07-01      | 3.0000%  | 0.0000% | $1000.00           | $109.68            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQD5262   | 2052-01-01      | 2.0000%  | 0.0000% | $1001.00           | $662.69            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5479   | 2053-01-01      | 6.0000%  | 0.0000% | $1024.00           | $745.98            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5631   | 2053-02-01      | 4.5000%  | 0.0000% | $1024.00           | $836.64            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5892   | 2053-03-01      | 4.5000%  | 0.0000% | $1000.00           | $844.42            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7116   | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $828.58            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6320   | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $801.61            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB6509   | 2053-06-01      | 4.5000%  | 0.0000% | $1000.00           | $871.87            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6619   | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $786.30            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6634   | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $867.67            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6702   | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $724.79            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6923   | 2053-08-01      | 6.0000%  | 0.0000% | $1024.00           | $814.09            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7062   | 2053-09-01      | 6.5000%  | 0.0000% | $50366018.00       | $39021803.98       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB7316   | 2053-10-01      | 4.0000%  | 0.0000% | $1000.00           | $869.67            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7338   | 2053-10-01      | 6.0000%  | 0.0000% | $1024.00           | $840.02            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7620   | 2053-12-01      | 6.0000%  | 0.0000% | $5459.00           | $4688.33           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLCB7816   | 2054-01-01      | 7.0000%  | 0.0000% | $1024.00           | $627.28            | Agency Mortgage-Backed Securities  |

### Security 299: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 3.670000%
- **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: ARP1EQL63, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: ARP1EQL63
- **C.18 - Value (incl. sponsor support):** $47000000.00
- **C.18.a - Value (excl. sponsor support):** $47000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 05.500 CLZS2593 | 2039-01-01      | 5.5000%  | 0.0000% | $853172.00         | $5661.42           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS4636 | 2045-10-01      | 4.5000%  | 0.0000% | $2611.00           | $357.33            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4688 | 2046-11-01      | 3.0000%  | 0.0000% | $771000.00         | $125597.08         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4755 | 2048-02-01      | 3.5000%  | 0.0000% | $25000.00          | $2903.75           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4739 | 2047-10-01      | 3.5000%  | 0.0000% | $2099316.00        | $256014.92         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIZS6481 | 2026-07-01      | 4.5000%  | 0.0000% | $999369.00         | $56.43             | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS7351 | 2029-01-01      | 4.0000%  | 0.0000% | $30000.00          | $95.08             | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZS8549 | 2030-01-01      | 2.5000%  | 0.0000% | $180000.00         | $11042.50          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS9382 | 2043-09-01      | 3.0000%  | 0.0000% | $110000.00         | $23249.50          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZT0029 | 2047-05-01      | 3.0000%  | 0.0000% | $2400000.00        | $658226.03         | Agency Mortgage-Backed Securities |
| FEPC 04.000 ZLZT1234 | 2041-10-01      | 4.0000%  | 0.0000% | $869693.00         | $50755.57          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB8260 | 2038-10-01      | 5.0000%  | 0.0000% | $219000.00         | $128253.64         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CTSC0524 | 2040-07-01      | 4.5000%  | 0.0000% | $54000.00          | $42282.64          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1618 | 2052-09-01      | 5.0000%  | 0.0000% | $424770.00         | $326816.62         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1807 | 2052-07-01      | 4.5000%  | 0.0000% | $600000.00         | $433129.25         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD3518 | 2053-07-01      | 5.5000%  | 0.0000% | $240000.00         | $195741.43         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD3000 | 2053-06-01      | 5.5000%  | 0.0000% | $60000.00          | $46630.89          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD5384 | 2053-07-01      | 5.5000%  | 0.0000% | $640000.00         | $551150.69         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8277 | 2052-12-01      | 5.5000%  | 0.0000% | $3682008.00        | $2807862.51        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8506 | 2055-02-01      | 5.5000%  | 0.0000% | $2720250.00        | $2373259.21        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQC3244 | 2051-06-01      | 3.0000%  | 0.0000% | $3300000.00        | $2000158.22        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQD1258 | 2051-11-01      | 2.0000%  | 0.0000% | $12434112.00       | $7599789.55        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF7094 | 2053-02-01      | 5.0000%  | 0.0000% | $1000000.00        | $785837.92         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG3914 | 2053-06-01      | 6.0000%  | 0.0000% | $6450000.00        | $4928070.30        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG6306 | 2053-07-01      | 5.0000%  | 0.0000% | $2960000.00        | $2367325.49        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQJ5275 | 2054-10-01      | 5.0000%  | 0.0000% | $2633000.00        | $2499834.26        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ3310 | 2055-09-01      | 5.5000%  | 0.0000% | $5262700.00        | $5278245.43        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSL0835 | 2054-04-01      | 4.0000%  | 0.0000% | $9000.00           | $7716.61           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSL2666 | 2052-06-01      | 3.5000%  | 0.0000% | $2294840.00        | $2070952.73        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL3828 | 2049-09-01      | 5.0000%  | 0.0000% | $5864999.00        | $5957655.71        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLRJ0728 | 2054-01-01      | 7.0000%  | 0.0000% | $12804608.00       | $7299884.35        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZL2027 | 2041-09-01      | 4.5000%  | 0.0000% | $698000.00         | $33212.13          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZL5667 | 2043-04-01      | 3.0000%  | 0.0000% | $25000.00          | $4657.98           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS1272 | 2037-02-01      | 5.5000%  | 0.0000% | $1956549.00        | $7572.81           | Agency Mortgage-Backed Securities |

### Security 300: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 3.670000%
- **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: ARP1EQL71, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP1EQL71
- **C.18 - Value (incl. sponsor support):** $372000000.00
- **C.18.a - Value (excl. sponsor support):** $372000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                                         | 2027-11-25      | 2.8099%  | 0.0000% | $1340.00           | $888.47            | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2054-11-25      | 4.9473%  | 0.0000% | $268994.00         | $215401.66         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-058       A-1    20260725 2.3 | 2026-07-25      | 2.3400%  | 0.0000% | $1206.00           | $162.92            | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2053-03-25      | 4.7500%  | 0.0000% | $1267491.00        | $1239663.06        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-170 FA                                   | 2052-09-20      | 4.7030%  | 0.0000% | $1406.00           | $887.72            | Agency Collateralized Mortgage Obligation |
| GNRA 2021-077 FA                                   | 2051-05-20      | 3.0000%  | 0.0000% | $1001.00           | $532.82            | Agency Collateralized Mortgage Obligation |
| GNRA 2021-193 YF                                   | 2051-11-20      | 3.0000%  | 0.0000% | $66042.00          | $39330.62          | Agency Collateralized Mortgage Obligation |
| GNRA 2023-070 FA                                   | 2053-05-20      | 4.7030%  | 0.0000% | $757116.00         | $546747.03         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-096 FB                                   | 2053-07-20      | 4.7030%  | 0.0000% | $352236.00         | $179479.55         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-021 FA                                   | 2054-02-20      | 4.9030%  | 0.0000% | $1935.00           | $774.44            | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLFA0725                               | 2054-01-01      | 6.0000%  | 0.0000% | $47382.00          | $38555.98          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA1449                               | 2055-04-01      | 5.5000%  | 0.0000% | $44804880.00       | $42267474.13       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA3675                               | 2055-11-01      | 6.0000%  | 0.0000% | $14307584.00       | $13814092.99       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTFM1042                               | 2039-06-01      | 4.0000%  | 0.0000% | $294749.00         | $63323.19          | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM3783                               | 2050-03-01      | 4.0000%  | 0.0000% | $35000.00          | $10543.09          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIFM5802                               | 2036-01-01      | 2.5000%  | 0.0000% | $1000.00           | $412.28            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM8007                               | 2051-07-01      | 2.5000%  | 0.0000% | $312907.00         | $177856.60         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFM7756                               | 2036-06-01      | 2.0000%  | 0.0000% | $1000.00           | $506.19            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS3575                               | 2052-09-01      | 4.5000%  | 0.0000% | $7200.00           | $5465.95           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS8552                               | 2052-05-01      | 3.0000%  | 0.0000% | $5260120.00        | $4257752.14        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS9439                               | 2054-11-01      | 3.5000%  | 0.0000% | $54000.00          | $46323.49          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL888090                               | 2037-01-01      | 5.5000%  | 0.0000% | $1023.00           | $5.17              | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL942595                               | 2037-08-01      | 6.0000%  | 0.0000% | $1000.00           | $11.72             | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB970844                               | 2038-11-01      | 6.3300%  | 0.0000% | $1504.00           | $20.31             | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4378                               | 2051-07-01      | 2.0000%  | 0.0000% | $253000.00         | $153361.86         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA3665                               | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $112.55            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA3905                               | 2050-01-01      | 3.0000%  | 0.0000% | $42643.00          | $7414.61           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4047                               | 2050-06-01      | 2.0000%  | 0.0000% | $1737490.00        | $741378.12         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5295                               | 2054-03-01      | 6.0000%  | 0.0000% | $4058392.00        | $2796956.69        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLMA5297                               | 2054-03-01      | 6.5000%  | 0.0000% | $688606.00         | $357869.65         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4598                               | 2052-05-01      | 2.5000%  | 0.0000% | $1094492.00        | $756641.56         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA4600                               | 2052-05-01      | 3.5000%  | 0.0000% | $39274.00          | $27901.17          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA4963                               | 2053-03-01      | 3.5000%  | 0.0000% | $108955.00         | $84557.46          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLMA5472                               | 2054-09-01      | 6.5000%  | 0.0000% | $888000.00         | $592419.19         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5611                               | 2055-02-01      | 4.0000%  | 0.0000% | $2374000.00        | $2171269.12        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX4510                               | 2055-01-01      | 6.0000%  | 0.0000% | $7600742.00        | $6541034.04        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY0053                               | 2055-04-01      | 6.5000%  | 0.0000% | $1005.00           | $1061.04           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY0714                               | 2055-04-01      | 6.5000%  | 0.0000% | $14307.00          | $14936.36          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY3972                               | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.97           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY5140                               | 2055-05-01      | 6.5000%  | 0.0000% | $2074760.00        | $1810658.23        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY7373                               | 2055-07-01      | 6.5000%  | 0.0000% | $3156016.00        | $2695800.38        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY9831                               | 2055-08-01      | 6.5000%  | 0.0000% | $22203319.00       | $20817755.14       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY9675                               | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1031.77           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ0796                               | 2055-08-01      | 6.0000%  | 0.0000% | $2084769.00        | $2000140.85        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ1813                               | 2055-09-01      | 6.0000%  | 0.0000% | $3880139.00        | $3916922.08        | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQZ2289                               | 2055-08-01      | 7.0000%  | 0.0000% | $1282690.00        | $1217957.13        | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQZ2373                               | 2055-09-01      | 7.0000%  | 0.0000% | $3616656.00        | $3801884.02        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ5795                               | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.73           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ6952                               | 2055-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1877.85           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ8037                               | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1011.71           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ8335                               | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.76           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ9968                               | 2055-11-01      | 6.5000%  | 0.0000% | $294114.00         | $311162.68         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSL1248                               | 2054-01-01      | 2.5000%  | 0.0000% | $18376072.00       | $14884686.72       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSL1388                               | 2052-06-01      | 3.0000%  | 0.0000% | $845647.00         | $712882.12         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL1572                               | 2055-05-01      | 6.0000%  | 0.0000% | $23501834.00       | $23349491.95       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL1879                               | 2054-03-01      | 6.5000%  | 0.0000% | $905521.00         | $696608.29         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL2025                               | 2055-06-01      | 6.0000%  | 0.0000% | $1096.00           | $917.86            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL2032                               | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $919.16            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL3243                               | 2055-10-01      | 5.5000%  | 0.0000% | $15635104.00       | $15519345.32       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ0954                               | 2054-02-01      | 6.5000%  | 0.0000% | $9000.00           | $6037.73           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ4374                               | 2055-06-01      | 5.5000%  | 0.0000% | $39073.00          | $38331.77          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ3982                               | 2055-04-01      | 6.0000%  | 0.0000% | $33247345.00       | $32090995.65       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ5755                               | 2056-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1056.79           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRQ0028                               | 2055-07-01      | 6.0000%  | 0.0000% | $13850000.00       | $12532147.15       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRQ0057                               | 2055-10-01      | 6.0000%  | 0.0000% | $6750000.00        | $6553329.34        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRQ0063                               | 2055-11-01      | 5.0000%  | 0.0000% | $31084780.00       | $30905432.25       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRQ0084                               | 2056-01-01      | 5.0000%  | 0.0000% | $2001.00           | $2004.67           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIRR0031                               | 2040-10-01      | 4.5000%  | 0.0000% | $20334.00          | $19398.63          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA1290                               | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.26           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLTA4038                               | 2056-01-01      | 5.5000%  | 0.0000% | $2004.00           | $2052.13           | Agency Mortgage-Backed Securities         |
| GNMI SF AF5077 X                                   | 2043-08-15      | 3.5000%  | 0.0000% | $1000.00           | $60.68             | Agency Mortgage-Backed Securities         |
| GNII SF DH3669 C                                   | 2055-05-20      | 5.5000%  | 0.0000% | $3303440.00        | $3363171.83        | Agency Mortgage-Backed Securities         |
| GNII SF MB0091 M                                   | 2054-12-20      | 5.0000%  | 0.0000% | $120223.00         | $112808.85         | Agency Mortgage-Backed Securities         |
| GNII ET DI8541 C                                   | 2065-03-20      | 7.0000%  | 0.0000% | $1000.00           | $958.69            | Agency Mortgage-Backed Securities         |
| GNAR FT 082566 M                                   | 2040-06-20      | 5.6250%  | 0.0000% | $543915.00         | $6465.01           | Agency Mortgage-Backed Securities         |
| 06.500 FGPC C69107 G                               | 2032-07-01      | 6.5000%  | 0.0000% | $18072426.00       | $238812.74         | Agency Mortgage-Backed Securities         |
| FMAR 842017 G                                      | 2043-10-01      | 6.4960%  | 0.0000% | $15438000.00       | $14709351.83       | Agency Mortgage-Backed Securities         |
| FMAR 842050 G                                      | 2055-11-01      | 5.0390%  | 0.0000% | $5188747.00        | $5279356.41        | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G06964 G                               | 2038-11-01      | 5.5000%  | 0.0000% | $1002.00           | $60.78             | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G08779 G                               | 2047-09-01      | 3.5000%  | 0.0000% | $49469.00          | $5729.44           | Agency Mortgage-Backed Securities         |
| FMAR 1Q1317 G                                      | 2038-02-01      | 6.5030%  | 0.0000% | $35682707.00       | $1723785.69        | Agency Mortgage-Backed Securities         |
| FMAR 849119 G                                      | 2037-01-01      | 6.1880%  | 0.0000% | $5135469.00        | $317878.00         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC J26033 G                               | 2028-10-01      | 3.5000%  | 0.0000% | $1008.00           | $65.88             | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZI5486                               | 2036-09-01      | 6.5000%  | 0.0000% | $284048.00         | $15369.78          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZJ0764                               | 2040-12-01      | 4.0000%  | 0.0000% | $1000.00           | $60.00             | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8467                               | 2054-10-01      | 4.5000%  | 0.0000% | $13795.00          | $12833.89          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8468                               | 2054-10-01      | 5.0000%  | 0.0000% | $1043904.00        | $949111.87         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8506                               | 2055-02-01      | 5.5000%  | 0.0000% | $66000.00          | $57581.14          | Agency Mortgage-Backed Securities         |
| 03.500 FGPC U99124 G                               | 2045-03-01      | 3.5000%  | 0.0000% | $1000.00           | $154.40            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD2424                               | 2051-12-01      | 2.0000%  | 0.0000% | $1056.00           | $639.85            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD3162                               | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $641.92            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD7365                               | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $648.49            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQE4358                               | 2052-06-01      | 3.5000%  | 0.0000% | $1056.00           | $749.57            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQF2532                               | 2052-10-01      | 4.5000%  | 0.0000% | $1039018.00        | $724710.01         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQF3340                               | 2052-11-01      | 3.0000%  | 0.0000% | $382271.00         | $274765.04         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF8451                               | 2053-01-01      | 5.5000%  | 0.0000% | $7931.00           | $6170.79           | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQG3846                               | 2053-05-01      | 7.0000%  | 0.0000% | $1113.00           | $1025.79           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG6225                               | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $808.72            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ0225                               | 2054-07-01      | 6.0000%  | 0.0000% | $998000.00         | $897516.27         | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQJ4695                               | 2054-09-01      | 7.0000%  | 0.0000% | $5006256.00        | $4563398.51        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQJ4764                               | 2054-09-01      | 5.0000%  | 0.0000% | $1224963.00        | $1218001.09        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ6856                               | 2054-09-01      | 5.5000%  | 0.0000% | $3832900.00        | $3842471.35        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA2389                               | 2050-04-01      | 4.5000%  | 0.0000% | $1000.00           | $219.21            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA3513                               | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $460.26            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA3524                               | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $530.30            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA4197                               | 2050-12-01      | 2.5000%  | 0.0000% | $605000.00         | $291322.59         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA7189                               | 2052-04-01      | 3.5000%  | 0.0000% | $3000.00           | $2083.61           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA7677                               | 2052-07-01      | 5.0000%  | 0.0000% | $454000.00         | $337830.29         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRA8432                               | 2053-01-01      | 6.5000%  | 0.0000% | $1001.00           | $595.53            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CIRC2323                               | 2036-11-01      | 2.0000%  | 0.0000% | $1255456.00        | $688631.06         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQI3007                               | 2054-04-01      | 5.0000%  | 0.0000% | $1000.00           | $867.27            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI5064                               | 2054-05-01      | 5.5000%  | 0.0000% | $135255.00         | $128564.10         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS303744                               | 2031-02-01      | 5.0180%  | 0.0000% | $8650029.00        | $6182.15           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS545974                               | 2032-10-01      | 6.4280%  | 0.0000% | $22529833.00       | $31484.60          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX HYAN8891                               | 2028-04-01      | 3.4600%  | 0.0000% | $86940.00          | $84048.99          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAU5891                               | 2043-09-01      | 4.5000%  | 0.0000% | $1000.00           | $216.31            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB754671                               | 2033-10-01      | 6.1200%  | 0.0000% | $5000000.00        | $78881.78          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LA780840                               | 2034-06-01      | 6.5000%  | 0.0000% | $954000.00         | $6757.98           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WD781570                               | 2034-11-01      | 5.7760%  | 0.0000% | $5000000.00        | $30817.51          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX WS783251                               | 2044-04-01      | 5.2280%  | 0.0000% | $3998830.00        | $34449.08          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD5380                               | 2055-04-01      | 5.5000%  | 0.0000% | $2877304.00        | $2619409.60        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD6306                               | 2055-04-01      | 5.5000%  | 0.0000% | $10000.00          | $10135.58          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE7741                               | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1048.85           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAL7590                               | 2045-10-01      | 3.5000%  | 0.0000% | $295000.00         | $53877.20          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRA7186                               | 2052-04-01      | 4.0000%  | 0.0000% | $1292000.00        | $901823.00         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBM4193                               | 2045-10-01      | 3.5000%  | 0.0000% | $3366.00           | $882.49            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBO4109                               | 2049-08-01      | 3.0000%  | 0.0000% | $1000.00           | $277.41            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIBP3507                               | 2036-06-01      | 2.0000%  | 0.0000% | $281000.00         | $146649.92         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBP4277                               | 2050-05-01      | 3.0000%  | 0.0000% | $68989.00          | $26655.39          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBP5487                               | 2050-06-01      | 3.0000%  | 0.0000% | $1000.00           | $246.98            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA5077                               | 2051-05-01      | 2.5000%  | 0.0000% | $49961.00          | $28967.12          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA2387                               | 2050-04-01      | 3.0000%  | 0.0000% | $25000.00          | $8196.47           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA2650                               | 2050-05-01      | 3.0000%  | 0.0000% | $1192.00           | $490.62            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBU5628                               | 2055-02-01      | 4.5000%  | 0.0000% | $1000.00           | $976.01            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQG8165                               | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $841.84            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBY7533                               | 2054-05-01      | 5.0000%  | 0.0000% | $1000.00           | $882.51            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA6943                               | 2050-09-01      | 2.0000%  | 0.0000% | $50000.00          | $25786.30          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZL3929                               | 2042-10-01      | 3.0000%  | 0.0000% | $1000.00           | $301.26            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL6204                               | 2043-06-01      | 4.0000%  | 0.0000% | $69692.00          | $11386.21          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZL7954                               | 2044-04-01      | 4.5000%  | 0.0000% | $400000.00         | $45111.50          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG2510                               | 2053-04-01      | 6.0000%  | 0.0000% | $1063330.00        | $858124.98         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM6225                               | 2048-04-01      | 4.0000%  | 0.0000% | $6062592.00        | $2023890.91        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM7221                               | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $182.65            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM8775                               | 2048-10-01      | 4.0000%  | 0.0000% | $1999.00           | $328.08            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZN1381                               | 2048-11-01      | 5.0000%  | 0.0000% | $2998000.00        | $478457.84         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF6256                               | 2053-01-01      | 5.0000%  | 0.0000% | $6587580.00        | $5308246.60        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZA4576                               | 2045-10-01      | 3.5000%  | 0.0000% | $48290.00          | $6700.22           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQF1157                               | 2052-09-01      | 6.5000%  | 0.0000% | $1000.00           | $660.99            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZS1780                               | 2037-12-01      | 6.5000%  | 0.0000% | $13479211.00       | $78665.36          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS1026                               | 2036-03-01      | 5.5000%  | 0.0000% | $561444.00         | $5245.13           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS2678                               | 2035-12-01      | 5.0000%  | 0.0000% | $167016.00         | $5818.96           | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLZS2367                               | 2038-08-01      | 7.0000%  | 0.0000% | $1715000.00        | $10998.09          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQD6543                               | 2052-02-01      | 2.5000%  | 0.0000% | $642372.00         | $420180.64         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS4010                               | 2041-06-01      | 5.0000%  | 0.0000% | $71002.00          | $5721.58           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD2437                               | 2051-12-01      | 2.0000%  | 0.0000% | $76197.00          | $49695.39          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS4339                               | 2038-05-01      | 5.5000%  | 0.0000% | $1000.00           | $8.56              | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQC9556                               | 2051-10-01      | 2.5000%  | 0.0000% | $237000.00         | $123453.97         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQB2616                               | 2050-08-01      | 2.0000%  | 0.0000% | $1000.00           | $475.20            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZT0142                               | 2047-09-01      | 3.5000%  | 0.0000% | $33211771.00       | $6468151.18        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZT0534                               | 2047-12-01      | 3.5000%  | 0.0000% | $181000.00         | $43563.93          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQB1479                               | 2050-07-01      | 3.0000%  | 0.0000% | $250341.00         | $114123.62         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQA2237                               | 2046-07-01      | 3.0000%  | 0.0000% | $1000.00           | $186.98            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD4139                               | 2053-03-01      | 3.5000%  | 0.0000% | $14000.00          | $10954.38          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8516                               | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $797.95            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8454                               | 2054-08-01      | 6.0000%  | 0.0000% | $1550000.00        | $1120053.96        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD0809                               | 2052-01-01      | 3.0000%  | 0.0000% | $596000.00         | $378665.89         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD0291                               | 2050-03-01      | 5.0000%  | 0.0000% | $46400.00          | $6537.73           | Agency Mortgage-Backed Securities         |
| FMAR 849505 G                                      | 2044-10-01      | 6.2900%  | 0.0000% | $927000.00         | $37133.54          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD0619                               | 2050-07-01      | 4.0000%  | 0.0000% | $454000.00         | $192079.24         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD1011                               | 2052-04-01      | 2.5000%  | 0.0000% | $3238526.00        | $2168296.79        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1015                               | 2048-05-01      | 4.5000%  | 0.0000% | $73000.00          | $45000.91          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1143                               | 2050-09-01      | 4.5000%  | 0.0000% | $913645.00         | $583650.31         | Agency Mortgage-Backed Securities         |
| 04.500 FGPC C03504 G                               | 2040-06-01      | 4.5000%  | 0.0000% | $1426162.00        | $82416.79          | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G08842 G                               | 2048-10-01      | 4.0000%  | 0.0000% | $520806.00         | $36722.08          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD1507                               | 2051-05-01      | 2.0000%  | 0.0000% | $2399321.00        | $1571204.06        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBD7081                               | 2047-03-01      | 4.0000%  | 0.0000% | $1000.00           | $110.40            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1807                               | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $721.88            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD1882                               | 2052-11-01      | 5.0000%  | 0.0000% | $16000.00          | $12037.31          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD2168                               | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $780.97            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL725424                               | 2034-04-01      | 5.5000%  | 0.0000% | $1000.00           | $6.00              | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD2359                               | 2053-02-01      | 5.5000%  | 0.0000% | $946907.00         | $692026.84         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD4837                               | 2053-05-01      | 4.5000%  | 0.0000% | $5090062.00        | $4312182.90        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD6156                               | 2053-05-01      | 4.5000%  | 0.0000% | $5772016.00        | $4851934.48        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAV0663                               | 2043-12-01      | 4.5000%  | 0.0000% | $1383984.00        | $70765.72          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8056                               | 2050-04-01      | 3.0000%  | 0.0000% | $1000.00           | $195.53            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8089                               | 2050-07-01      | 2.5000%  | 0.0000% | $5788216.00        | $2039969.86        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD7504                               | 2049-08-01      | 3.5000%  | 0.0000% | $1000.00           | $181.83            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD7508                               | 2049-10-01      | 3.5000%  | 0.0000% | $84000.00          | $24785.86          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD7521                               | 2050-07-01      | 2.5000%  | 0.0000% | $192986.00         | $89253.61          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD7523                               | 2050-08-01      | 2.5000%  | 0.0000% | $2023.00           | $948.52            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS9746                               | 2047-06-01      | 4.0000%  | 0.0000% | $185019.00         | $40203.63          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAS3220                               | 2029-09-01      | 3.0000%  | 0.0000% | $1000.00           | $59.32             | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8157                               | 2051-07-01      | 3.0000%  | 0.0000% | $47000.00          | $24023.74          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8135                               | 2051-03-01      | 2.5000%  | 0.0000% | $49716827.00       | $24217914.18       | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8151                               | 2051-06-01      | 2.5000%  | 0.0000% | $1002.00           | $575.97            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8182                               | 2051-12-01      | 2.0000%  | 0.0000% | $126000.00         | $80143.66          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8183                               | 2051-12-01      | 2.5000%  | 0.0000% | $1023.00           | $647.63            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBK4284                               | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $174.67            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8205                               | 2052-04-01      | 2.5000%  | 0.0000% | $25000.00          | $16818.36          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA7587                               | 2052-06-01      | 3.5000%  | 0.0000% | $28447.00          | $19629.99          | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS4783                               | 2032-02-01      | 2.2400%  | 0.0000% | $75815.00          | $68448.77          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8258                               | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $767.89            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8259                               | 2052-10-01      | 5.5000%  | 0.0000% | $726046.00         | $534409.80         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8234                               | 2052-08-01      | 2.5000%  | 0.0000% | $1031588.00        | $733044.91         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8285                               | 2053-01-01      | 3.5000%  | 0.0000% | $1000.00           | $767.66            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS6985                               | 2032-11-01      | 4.9200%  | 0.0000% | $48146.00          | $50060.73          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8266                               | 2052-11-01      | 4.5000%  | 0.0000% | $359000.00         | $285124.70         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8304                               | 2053-03-01      | 3.5000%  | 0.0000% | $6998.00           | $5654.33           | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS7892                               | 2033-03-01      | 4.4700%  | 0.0000% | $200470.00         | $203456.57         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8452                               | 2054-08-01      | 5.0000%  | 0.0000% | $2318680.00        | $2091922.13        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBU5836                               | 2051-11-01      | 2.0000%  | 0.0000% | $146000.00         | $88580.44          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM4908                               | 2047-11-01      | 3.5000%  | 0.0000% | $1000.00           | $150.23            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZN3190                               | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $92.07             | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZA5929                               | 2048-11-01      | 4.5000%  | 0.0000% | $1877445.00        | $193491.03         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS3149                               | 2040-08-01      | 5.5000%  | 0.0000% | $101941.00         | $1712.15           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4078                               | 2045-01-01      | 3.5000%  | 0.0000% | $910000.00         | $128090.33         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS4602                               | 2045-02-01      | 3.0000%  | 0.0000% | $5017000.00        | $579361.19         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZT1596                               | 2049-01-01      | 5.0000%  | 0.0000% | $1360000.00        | $116130.66         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CISB8061                               | 2035-09-01      | 2.0000%  | 0.0000% | $15000000.00       | $5197786.68        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD2254                               | 2052-07-01      | 3.5000%  | 0.0000% | $182778.00         | $139472.55         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8002                               | 2049-07-01      | 4.5000%  | 0.0000% | $223412.00         | $23601.22          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD7554                               | 2052-04-01      | 2.5000%  | 0.0000% | $217565.00         | $139181.23         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8113                               | 2050-12-01      | 2.0000%  | 0.0000% | $33000.00          | $17640.24          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8188                               | 2052-01-01      | 2.0000%  | 0.0000% | $8748280.00        | $5592104.34        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8213                               | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $709.04            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8214                               | 2052-05-01      | 3.5000%  | 0.0000% | $51000.00          | $36545.60          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8288                               | 2053-01-01      | 5.0000%  | 0.0000% | $15590654.00       | $12452913.47       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8349                               | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $788.89            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT0076                               | 2047-07-01      | 4.5000%  | 0.0000% | $1000.00           | $191.12            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZT1955                               | 2049-05-01      | 3.0000%  | 0.0000% | $215802.00         | $19404.10          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB8500                               | 2035-07-01      | 2.5000%  | 0.0000% | $31000.00          | $10866.78          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD0778                               | 2051-12-01      | 2.5000%  | 0.0000% | $2001.00           | $1287.00           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD0507                               | 2045-09-01      | 4.0000%  | 0.0000% | $116249.00         | $49652.75          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD1189                               | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $707.95            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1505                               | 2052-08-01      | 4.5000%  | 0.0000% | $1148000.00        | $840021.31         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1518                               | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $797.11            | Agency Mortgage-Backed Securities         |

### Security 301: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 3.670000%
- **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: ARP1EQL89, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1EQL89
- **C.18 - Value (incl. sponsor support):** $92000000.00
- **C.18.a - Value (excl. sponsor support):** $92000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $100.00            | $113.44            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2033-01-15      | 1.1250%  | 0.0000% | $82152200.00       | $86758533.44       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $7011900.00        | $7090930.21        | U.S. Treasuries (including strips)        |
| GNRA 2024-113 FG       | 2054-07-20      | 5.0030%  | 0.0000% | $41408.00          | $19685.03          | Agency Collateralized Mortgage Obligation |

### Security 302: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQLE6, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1EQLE6
- **C.18 - Value (incl. sponsor support):** $16581913.00
- **C.18.a - Value (excl. sponsor support):** $16581913.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | 0.0000% | $552900.00         | $547674.59         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $1243800.00        | $942788.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | 0.0000% | $2135200.00        | $1837661.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $2700000.00        | $2207116.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $12154600.00       | $11236224.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 4.6250%  | 0.0000% | $149300.00         | $147248.01         | U.S. Treasuries (including strips) |

### Security 303: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQLF3, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP1EQLF3
- **C.18 - Value (incl. sponsor support):** $81000000.00
- **C.18.a - Value (excl. sponsor support):** $81000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | 0.0000% | $1850000.00        | $1832515.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | 0.0000% | $15000000.00       | $11381019.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $20013400.00       | $14147528.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $52467000.00       | $38363012.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | 0.0000% | $20679300.00       | $16904304.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 4.6250%  | 0.0000% | $17100.00          | $16864.98          | U.S. Treasuries (including strips) |

### Security 304: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQLG1, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1EQLG1
- **C.18 - Value (incl. sponsor support):** $193000000.00
- **C.18.a - Value (excl. sponsor support):** $193000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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% | $55400.00          | $42033.90          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $18100.00          | $17878.70          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | 0.0000% | $18806400.00       | $18359945.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $100.00            | $102.68            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | 0.0000% | $171925400.00      | $178500081.26      | U.S. Treasuries (including strips) |

### Security 305: DEUTSCHE BANK AG (NEW YORK BRANCH)

- **C.1 - Title:** DEUTSCHE BANK AG (NEW YORK BRANCH) 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQLQ9, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: ARP1EQLQ9
- **C.18 - Value (incl. sponsor support):** $81000000.00
- **C.18.a - Value (excl. sponsor support):** $81000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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      | 2.2500%  | 0.0000% | $20000000.00       | $14809055.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 4.7500%  | 0.0000% | $4486400.00        | $4656155.43        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | 0.0000% | $31832200.00       | $26631051.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-05-15      | 2.5000%  | 0.0000% | $27100000.00       | $18974948.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | 0.0000% | $22000000.00       | $17573921.98       | U.S. Treasuries (including strips) |

### Security 306: BANCO SANTANDER SA

- **C.1 - Title:** BANCO SANTANDER SA 3.670000%
- **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: ARP1EQME5, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: ARP1EQME5
- **C.18 - Value (incl. sponsor support):** $466000000.00
- **C.18.a - Value (excl. sponsor support):** $466000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 04.500 CLBY0044 | 2053-05-01      | 4.5000%  | 0.0000% | $119793.00         | $109604.27         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY7579 | 2054-08-01      | 5.5000%  | 0.0000% | $5135496.00        | $5122798.28        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA6528 | 2050-07-01      | 2.5000%  | 0.0000% | $38674944.00       | $14985287.51       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA7234 | 2050-10-01      | 2.5000%  | 0.0000% | $65533693.00       | $27248006.63       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB1528 | 2051-09-01      | 2.5000%  | 0.0000% | $58630945.00       | $36167029.41       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB1878 | 2051-10-01      | 3.0000%  | 0.0000% | $2620012.00        | $1549622.96        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB4091 | 2052-07-01      | 4.0000%  | 0.0000% | $1085.00           | $831.67            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB5268 | 2052-12-01      | 4.5000%  | 0.0000% | $192000.00         | $159440.63         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 GLCB5339 | 2052-11-01      | 5.0000%  | 0.0000% | $495000.00         | $392463.19         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6482 | 2053-06-01      | 5.5000%  | 0.0000% | $30947936.00       | $28564232.34       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB8083 | 2053-12-01      | 5.5000%  | 0.0000% | $6048.00           | $5245.01           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB7302 | 2053-10-01      | 5.5000%  | 0.0000% | $15195.00          | $13107.54          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB8344 | 2054-04-01      | 6.0000%  | 0.0000% | $698471.00         | $579569.05         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB9022 | 2054-08-01      | 6.5000%  | 0.0000% | $639816.00         | $532723.35         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9610 | 2054-12-01      | 5.0000%  | 0.0000% | $64016.00          | $62165.35          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9666 | 2054-12-01      | 5.5000%  | 0.0000% | $10709280.00       | $10297317.24       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB9964 | 2055-02-01      | 5.0000%  | 0.0000% | $1276187.00        | $1196395.52        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLDF8515 | 2055-12-01      | 4.5000%  | 0.0000% | $1111596.00        | $1099740.88        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF8624 | 2056-01-01      | 5.0000%  | 0.0000% | $1007.00           | $1012.87           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF8807 | 2056-01-01      | 5.5000%  | 0.0000% | $14695560.00       | $15013688.32       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFA1024 | 2051-05-01      | 2.5000%  | 0.0000% | $39755.00          | $32012.34          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBV9645 | 2052-05-01      | 3.0000%  | 0.0000% | $3070376.00        | $2199472.11        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBW1505 | 2052-07-01      | 4.5000%  | 0.0000% | $2048.00           | $1588.82           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX1865 | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $955.16            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBX4945 | 2053-01-01      | 6.5000%  | 0.0000% | $1008.00           | $715.21            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBX9436 | 2053-03-01      | 6.0000%  | 0.0000% | $4041152.00        | $2063778.82        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA2295 | 2055-07-01      | 5.5000%  | 0.0000% | $10872395.00       | $10834940.10       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFA3007 | 2052-06-01      | 4.0000%  | 0.0000% | $1024.00           | $960.33            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA3186 | 2055-11-01      | 5.5000%  | 0.0000% | $1040.00           | $1020.74           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA3602 | 2055-11-01      | 5.5000%  | 0.0000% | $1088.00           | $1108.26           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFA3857 | 2053-07-01      | 4.0000%  | 0.0000% | $1000.00           | $944.20            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA4146 | 2056-01-01      | 5.0000%  | 0.0000% | $1040.00           | $1051.08           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM2870 | 2050-03-01      | 3.0000%  | 0.0000% | $1020.00           | $373.60            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM2984 | 2045-08-01      | 4.0000%  | 0.0000% | $2048.00           | $584.83            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFM4044 | 2035-08-01      | 2.0000%  | 0.0000% | $162000.00         | $55108.88          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM7788 | 2047-02-01      | 3.5000%  | 0.0000% | $2521428.00        | $1262776.14        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS4632 | 2053-05-01      | 5.5000%  | 0.0000% | $205696.00         | $155475.10         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS4732 | 2053-02-01      | 6.5000%  | 0.0000% | $66422181.00       | $47208746.23       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS5843 | 2052-10-01      | 4.0000%  | 0.0000% | $185000.00         | $146848.22         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS7010 | 2053-06-01      | 5.0000%  | 0.0000% | $160000.00         | $143127.92         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS7252 | 2053-11-01      | 5.0000%  | 0.0000% | $9166416.00        | $7894329.00        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA4841 | 2052-12-01      | 5.0000%  | 0.0000% | $1024.00           | $800.42            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ4582 | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1000.64           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ4583 | 2055-10-01      | 5.5000%  | 0.0000% | $43029568.00       | $42823449.42       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ5017 | 2055-09-01      | 6.0000%  | 0.0000% | $16155680.00       | $15670689.05       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ7535 | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1001.87           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL0303 | 2055-02-01      | 5.5000%  | 0.0000% | $1040.00           | $992.99            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ5502 | 2055-12-01      | 6.0000%  | 0.0000% | $29836512.00       | $30893224.53       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ5741 | 2056-01-01      | 5.5000%  | 0.0000% | $9350400.00        | $9607213.93        | Agency Mortgage-Backed Securities         |
| GNII SF MA7368 M     | 2051-05-20      | 3.0000%  | 0.0000% | $45686694.00       | $21976423.82       | Agency Mortgage-Backed Securities         |
| GNII SF MA7369 M     | 2051-05-20      | 3.5000%  | 0.0000% | $4118020.00        | $1895872.81        | Agency Mortgage-Backed Securities         |
| GNII SF MA7473 M     | 2051-07-20      | 3.0000%  | 0.0000% | $59730.00          | $31531.36          | Agency Mortgage-Backed Securities         |
| GNII SF MA9665 M     | 2054-04-20      | 4.0000%  | 0.0000% | $114073.00         | $101705.16         | Agency Mortgage-Backed Securities         |
| GNII SF MB0872 M     | 2056-01-20      | 5.5000%  | 0.0000% | $1951902.00        | $1989535.76        | Agency Mortgage-Backed Securities         |
| 04.500 FGPC G07195 G | 2042-03-01      | 4.5000%  | 0.0000% | $24701.00          | $953.74            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G15268 G | 2029-11-01      | 3.5000%  | 0.0000% | $16020.00          | $914.61            | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G08791 G | 2047-12-01      | 3.0000%  | 0.0000% | $1000.00           | $146.72            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G08681 G | 2045-12-01      | 3.5000%  | 0.0000% | $3000000.00        | $318632.89         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZN3306 | 2049-02-01      | 4.5000%  | 0.0000% | $5874.00           | $1652.90           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS4609 | 2045-04-01      | 3.0000%  | 0.0000% | $15453289.00       | $2041606.84        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 3SZT0959 | 2048-01-01      | 4.0000%  | 0.0000% | $1024.00           | $253.20            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1684 | 2052-09-01      | 4.5000%  | 0.0000% | $2114000.00        | $1556520.94        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD3225 | 2052-03-01      | 2.5000%  | 0.0000% | $202339.00         | $144744.34         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD6442 | 2054-08-01      | 6.0000%  | 0.0000% | $763788.00         | $717421.44         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD6812 | 2054-10-01      | 5.5000%  | 0.0000% | $15679558.00       | $13757960.66       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD7391 | 2055-01-01      | 6.0000%  | 0.0000% | $1480944.00        | $1327355.65        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD7482 | 2055-01-01      | 6.0000%  | 0.0000% | $1504669.00        | $1372143.86        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD7504 | 2049-08-01      | 3.5000%  | 0.0000% | $1100000.00        | $200012.69         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD7576 | 2055-01-01      | 5.5000%  | 0.0000% | $1044073.00        | $985297.18         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8257 | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $775.13            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8267 | 2052-11-01      | 5.0000%  | 0.0000% | $7249408.00        | $5717669.60        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD4213 | 2053-11-01      | 6.5000%  | 0.0000% | $2398990.00        | $1812819.62        | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q62189 G | 2049-03-01      | 4.0000%  | 0.0000% | $1024.00           | $171.54            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD4218 | 2052-01-01      | 2.0000%  | 0.0000% | $7168.00           | $5090.08           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD4227 | 2052-01-01      | 2.0000%  | 0.0000% | $2795.00           | $1918.87           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD4228 | 2052-01-01      | 2.0000%  | 0.0000% | $2578.00           | $1742.99           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ2272 | 2054-08-01      | 6.0000%  | 0.0000% | $1075112.00        | $989043.30         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ4592 | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $898.04            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA7786 | 2052-08-01      | 5.0000%  | 0.0000% | $2048.00           | $1531.88           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAW9162 | 2029-08-01      | 3.5000%  | 0.0000% | $4414000.00        | $214530.91         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAZ5650 | 2045-07-01      | 4.0000%  | 0.0000% | $1993124.00        | $204323.89         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL735676 | 2035-07-01      | 5.0000%  | 0.0000% | $2993006.00        | $28056.77          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB9392 | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $975.96            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC2586 | 2055-03-01      | 6.0000%  | 0.0000% | $1483368.00        | $1524556.65        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC3317 | 2054-09-01      | 5.0000%  | 0.0000% | $7443368.00        | $6375679.96        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC7823 | 2054-12-01      | 6.0000%  | 0.0000% | $1544910.00        | $1161503.54        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD8945 | 2055-09-01      | 6.5000%  | 0.0000% | $1115264.00        | $1159102.14        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD8279 | 2055-04-01      | 6.0000%  | 0.0000% | $224521.00         | $211721.05         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE8501 | 2055-08-01      | 6.0000%  | 0.0000% | $2016667.00        | $2085296.16        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF1973 | 2055-10-01      | 6.5000%  | 0.0000% | $2011150.00        | $2152273.83        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF2839 | 2055-10-01      | 5.5000%  | 0.0000% | $247000.00         | $248768.25         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDF3876 | 2055-11-01      | 5.5000%  | 0.0000% | $2813771.00        | $2911833.75        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDF6385 | 2055-12-01      | 6.0000%  | 0.0000% | $2862240.00        | $2690435.47        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDF7468 | 2055-12-01      | 5.0000%  | 0.0000% | $8881856.00        | $8938877.65        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 I4BF0182 | 2057-01-01      | 4.0000%  | 0.0000% | $19456783.00       | $6724830.53        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 U4BF0286 | 2052-07-01      | 3.5000%  | 0.0000% | $62819679.00       | $22230724.28       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 R3BF0444 | 2049-09-01      | 3.0000%  | 0.0000% | $2990000.00        | $1069651.43        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 I3BF0436 | 2049-02-01      | 3.5000%  | 0.0000% | $8462054.00        | $3521790.38        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 I4BF0697 | 2062-12-01      | 2.5000%  | 0.0000% | $41671040.00       | $28273126.30       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBH7620 | 2047-08-01      | 3.5000%  | 0.0000% | $48510976.00       | $9889528.35        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBJ4625 | 2048-02-01      | 4.5000%  | 0.0000% | $7632336.00        | $1084722.67        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBK7914 | 2048-11-01      | 4.0000%  | 0.0000% | $4175852.00        | $1196414.89        | Agency Mortgage-Backed Securities         |
| MNMS 02.940 MTBL5079 | 2040-02-01      | 2.9400%  | 0.0000% | $2743000.00        | $1932957.99        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBM1100 | 2047-04-01      | 3.5000%  | 0.0000% | $1000.00           | $204.28            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CWBM3440 | 2032-12-01      | 3.0000%  | 0.0000% | $559999.00         | $55297.68          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM5332 | 2048-11-01      | 4.5000%  | 0.0000% | $1120.00           | $295.61            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 I4BM7237 | 2059-01-01      | 4.5000%  | 0.0000% | $1000.00           | $788.80            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBN6633 | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $316.96            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBU4746 | 2054-07-01      | 6.0000%  | 0.0000% | $806973.00         | $689589.41         | Agency Mortgage-Backed Securities         |
| Fannie Mae           | 2055-08-25      | 4.8473%  | 0.0000% | $2412928.00        | $2390437.18        | Agency Collateralized Mortgage Obligation |

### Security 307: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.670000%
- **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: ARP1EQMF2, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1EQMF2
- **C.18 - Value (incl. sponsor support):** $1676000000.00
- **C.18.a - Value (excl. sponsor support):** $1676000000.00
- **C.19 - Percentage of Net Assets:** 1.8400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 SP 785218 C     | 2050-12-20      | 2.0000%  | 0.0000% | $380000.00         | $191721.68         | Agency Mortgage-Backed Securities |
| GNII SP 786701 C     | 2052-03-20      | 2.5000%  | 0.0000% | $140235.00         | $88117.69          | Agency Mortgage-Backed Securities |
| GNII SP 787353 C     | 2054-02-20      | 6.5000%  | 0.0000% | $966069.00         | $712802.26         | Agency Mortgage-Backed Securities |
| GNMI SP 783280 X     | 2039-07-15      | 6.0000%  | 0.0000% | $28828373.00       | $2673385.37        | Agency Mortgage-Backed Securities |
| GNMI SF 666025 X     | 2038-03-15      | 5.0000%  | 0.0000% | $353661.00         | $11997.62          | Agency Mortgage-Backed Securities |
| GNMI SF 705951 X     | 2027-08-15      | 2.5000%  | 0.0000% | $1329354.00        | $121639.62         | Agency Mortgage-Backed Securities |
| GNMI SF 705997 X     | 2039-01-15      | 5.0000%  | 0.0000% | $3779000.00        | $31785.20          | Agency Mortgage-Backed Securities |
| FMAR 841468 G        | 2052-07-01      | 3.3390%  | 0.0000% | $310000.00         | $215771.87         | Agency Mortgage-Backed Securities |
| 05.500 FGPC G04216 G | 2037-12-01      | 5.5000%  | 0.0000% | $51871424.00       | $466427.31         | Agency Mortgage-Backed Securities |
| FMAR 1G1969 G        | 2037-05-01      | 6.5020%  | 0.0000% | $1264000.00        | $7386.29           | Agency Mortgage-Backed Securities |
| FMAR 848896 G        | 2042-05-01      | 6.5100%  | 0.0000% | $3000000.00        | $56991.02          | Agency Mortgage-Backed Securities |
| FMAR 849407 G        | 2037-09-01      | 6.2790%  | 0.0000% | $800000.00         | $49327.98          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM8383 | 2048-09-01      | 4.0000%  | 0.0000% | $652018.00         | $164436.46         | Agency Mortgage-Backed Securities |
| FEPC 04.000 3SZN0108 | 2041-10-01      | 4.0000%  | 0.0000% | $686000.00         | $50687.59          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZS3227 | 2038-06-01      | 5.0000%  | 0.0000% | $34302592.00       | $549251.56         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTZS9316 | 2038-01-01      | 3.5000%  | 0.0000% | $1200000.00        | $258005.61         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL944506 | 2037-07-01      | 6.0000%  | 0.0000% | $11313888.00       | $201025.02         | Agency Mortgage-Backed Securities |
| FNMS 03.980 ML957502 | 2029-07-01      | 3.9800%  | 0.0000% | $2200000.00        | $62236.20          | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL995665 | 2038-04-01      | 7.5000%  | 0.0000% | $600000.00         | $14774.21          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CQAB7130 | 2042-12-01      | 3.5000%  | 0.0000% | $200000.00         | $19308.60          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA2354 | 2035-08-01      | 3.5000%  | 0.0000% | $80000.00          | $10823.92          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTMA2749 | 2036-09-01      | 2.5000%  | 0.0000% | $1000000.00        | $137019.51         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CWMA3112 | 2032-07-01      | 3.5000%  | 0.0000% | $528797.00         | $112799.32         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA4472 | 2036-10-01      | 3.0000%  | 0.0000% | $447537.00         | $226563.32         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA4538 | 2037-02-01      | 3.0000%  | 0.0000% | $314181.00         | $171252.41         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4583 | 2037-04-01      | 2.5000%  | 0.0000% | $76920960.00       | $45796025.57       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4628 | 2037-06-01      | 2.5000%  | 0.0000% | $14220000.00       | $8774012.22        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA4975 | 2038-02-01      | 3.0000%  | 0.0000% | $240885.00         | $138688.70         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4978 | 2053-04-01      | 5.0000%  | 0.0000% | $4925000.00        | $3937166.50        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA4952 | 2038-01-01      | 3.0000%  | 0.0000% | $459935.00         | $295361.70         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA5225 | 2038-11-01      | 3.0000%  | 0.0000% | $646640.00         | $502927.85         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CKMA5548 | 2054-11-01      | 6.5000%  | 0.0000% | $623335.00         | $340732.36         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5591 | 2040-01-01      | 5.5000%  | 0.0000% | $388000.00         | $278317.84         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5647 | 2055-03-01      | 6.0000%  | 0.0000% | $2500000.00        | $1993772.31        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5756 | 2055-07-01      | 3.5000%  | 0.0000% | $19000.00          | $17022.52          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLMA5762 | 2055-07-01      | 6.5000%  | 0.0000% | $75000.00          | $64337.96          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAD0306 | 2039-03-01      | 5.5000%  | 0.0000% | $527832064.00      | $4784421.49        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQY8882 | 2055-07-01      | 5.0000%  | 0.0000% | $246996.00         | $246574.19         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ4403 | 2055-09-01      | 6.0000%  | 0.0000% | $3880012.00        | $3888576.90        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ5707 | 2055-10-01      | 7.0000%  | 0.0000% | $1562990.00        | $1654993.42        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQZ6793 | 2055-10-01      | 6.5000%  | 0.0000% | $11070768.00       | $11519952.46       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSL1600 | 2052-05-01      | 3.0000%  | 0.0000% | $40745440.00       | $35007127.94       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL4125 | 2055-11-01      | 5.5000%  | 0.0000% | $68534144.00       | $70064755.14       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ1963 | 2054-07-01      | 5.5000%  | 0.0000% | $105000.00         | $100598.93         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRQ0057 | 2055-10-01      | 6.0000%  | 0.0000% | $59031552.00       | $57311585.48       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA0048 | 2055-11-01      | 6.0000%  | 0.0000% | $14266448.00       | $14864180.41       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA1154 | 2055-11-01      | 6.5000%  | 0.0000% | $1203198.00        | $1252525.29        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA1299 | 2055-11-01      | 5.5000%  | 0.0000% | $2281316.00        | $2319244.19        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA2856 | 2055-12-01      | 5.5000%  | 0.0000% | $1786950.00        | $1822658.35        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA3994 | 2056-01-01      | 6.5000%  | 0.0000% | $225611.00         | $236674.76         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA5475 | 2056-01-01      | 6.0000%  | 0.0000% | $1914090.00        | $1997774.65        | Agency Mortgage-Backed Securities |
| GNII SF MA0783 M     | 2043-02-20      | 3.5000%  | 0.0000% | $2969820.00        | $271348.26         | Agency Mortgage-Backed Securities |
| GNII SF MA1094 M     | 2038-08-20      | 5.5000%  | 0.0000% | $2288452.00        | $94603.45          | Agency Mortgage-Backed Securities |
| GNII SF MA5566 M     | 2033-11-20      | 4.5000%  | 0.0000% | $1527446.00        | $33065.52          | Agency Mortgage-Backed Securities |
| GNII SF MA6071 M     | 2027-12-20      | 6.5000%  | 0.0000% | $153047.00         | $27384.97          | Agency Mortgage-Backed Securities |
| GNII SF MA7195 M     | 2051-02-20      | 3.5000%  | 0.0000% | $405863.00         | $153383.04         | Agency Mortgage-Backed Securities |
| GNII SF MA6320 M     | 2029-11-20      | 8.0000%  | 0.0000% | $101727.00         | $6801.27           | Agency Mortgage-Backed Securities |
| GNAR AF MA6421 M     | 2050-01-20      | 4.0000%  | 0.0000% | $766090.00         | $113023.63         | Agency Mortgage-Backed Securities |
| GNII SF MA6871 M     | 2050-09-20      | 5.5000%  | 0.0000% | $45000.00          | $15975.48          | Agency Mortgage-Backed Securities |
| GNII SF MA7513 M     | 2036-10-20      | 5.0000%  | 0.0000% | $81594.00          | $34270.86          | Agency Mortgage-Backed Securities |
| GNII SF MA7629 M     | 2036-08-20      | 6.5000%  | 0.0000% | $65642.00          | $14591.72          | Agency Mortgage-Backed Securities |
| GNII SF MA8182 M     | 2037-11-20      | 7.0000%  | 0.0000% | $90303.00          | $35834.53          | Agency Mortgage-Backed Securities |
| GNII SF MA8463 M     | 2036-10-20      | 6.5000%  | 0.0000% | $36495.00          | $23993.03          | Agency Mortgage-Backed Securities |
| GNII SF MA9105 M     | 2053-07-20      | 5.0000%  | 0.0000% | $289085952.00      | $241562752.56      | Agency Mortgage-Backed Securities |
| GNII SF MA9300 M     | 2046-09-20      | 3.0000%  | 0.0000% | $5000000.00        | $3314150.74        | Agency Mortgage-Backed Securities |
| GNMI SF BC1102 X     | 2047-07-15      | 4.0000%  | 0.0000% | $85198.00          | $18613.35          | Agency Mortgage-Backed Securities |
| GNMI SF BC5919 X     | 2047-09-15      | 4.0000%  | 0.0000% | $42000.00          | $15589.45          | Agency Mortgage-Backed Securities |
| GNMI SF BE1031 X     | 2047-10-15      | 4.0000%  | 0.0000% | $83000.00          | $37086.77          | Agency Mortgage-Backed Securities |
| GNII RG CO2849 C     | 2042-10-20      | 3.5000%  | 0.0000% | $299986.00         | $200264.28         | Agency Mortgage-Backed Securities |
| GNII SF BE9832 C     | 2048-06-20      | 4.5000%  | 0.0000% | $93222.00          | $9359.57           | Agency Mortgage-Backed Securities |
| GNPL PN BK3082       | 2061-12-15      | 3.2400%  | 0.0000% | $69601.00          | $61568.27          | Agency Mortgage-Backed Securities |
| GNMI SF AD9004 X     | 2043-04-15      | 3.5000%  | 0.0000% | $475000.00         | $49067.55          | Agency Mortgage-Backed Securities |
| GNII SF AM3628 C     | 2045-05-20      | 3.0000%  | 0.0000% | $4960000.00        | $440892.38         | Agency Mortgage-Backed Securities |
| GNMI SF AN7282 X     | 2045-08-15      | 5.0000%  | 0.0000% | $962144.00         | $20754.73          | Agency Mortgage-Backed Securities |
| GNII RG CT5309 C     | 2035-06-20      | 5.5000%  | 0.0000% | $1578368.00        | $1075177.74        | Agency Mortgage-Backed Securities |
| GNII SF CV0623 C     | 2053-09-20      | 7.0000%  | 0.0000% | $1173248.00        | $948916.59         | Agency Mortgage-Backed Securities |
| GNCL CL CX6399       | 2066-11-15      | 5.6000%  | 0.0000% | $15301904.00       | $16071392.54       | Agency Mortgage-Backed Securities |
| GNII SF DF2110 C     | 2055-08-20      | 5.5000%  | 0.0000% | $1866208.00        | $1880051.17        | Agency Mortgage-Backed Securities |
| GNII SF DH4975 C     | 2055-07-20      | 6.5000%  | 0.0000% | $841909.00         | $876496.42         | Agency Mortgage-Backed Securities |
| GNII ET DL4814 C     | 2062-05-20      | 3.0000%  | 0.0000% | $248075.00         | $220995.63         | Agency Mortgage-Backed Securities |
| GNII ET DM1664 C     | 2065-09-20      | 3.5000%  | 0.0000% | $181349.00         | $165498.46         | Agency Mortgage-Backed Securities |
| GNII SF DM2321 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1022968.00        | $1063818.30        | Agency Mortgage-Backed Securities |
| GNII ET DM3106 C     | 2065-09-20      | 6.0000%  | 0.0000% | $903573.00         | $929539.03         | Agency Mortgage-Backed Securities |
| GNII ET DM5787 C     | 2065-10-20      | 6.5000%  | 0.0000% | $7000000.00        | $7303417.68        | Agency Mortgage-Backed Securities |
| GNII ET DN4317 C     | 2065-08-20      | 2.0000%  | 0.0000% | $83529.00          | $65103.19          | Agency Mortgage-Backed Securities |
| GNII SF DN5551 C     | 2055-12-20      | 5.0000%  | 0.0000% | $8110960.00        | $8158012.46        | Agency Mortgage-Backed Securities |
| GNII SF DP1202 C     | 2056-01-20      | 6.5000%  | 0.0000% | $3586964.00        | $3838722.64        | Agency Mortgage-Backed Securities |
| GNII SF MB0873 M     | 2055-12-20      | 6.0000%  | 0.0000% | $131705344.00      | $135662079.80      | Agency Mortgage-Backed Securities |
| GNII ET DI7721 C     | 2065-03-20      | 6.5000%  | 0.0000% | $2869732.00        | $2387646.57        | Agency Mortgage-Backed Securities |
| GNII ET DO0093 C     | 2065-10-20      | 4.0000%  | 0.0000% | $646400.00         | $611952.08         | Agency Mortgage-Backed Securities |
| GNMI SF AW2784 X     | 2046-10-15      | 2.5000%  | 0.0000% | $476604.00         | $246707.01         | Agency Mortgage-Backed Securities |
| GNMI SF AY8218 X     | 2047-01-15      | 4.0000%  | 0.0000% | $94571.00          | $11351.47          | Agency Mortgage-Backed Securities |
| GNMI SF 589569 X     | 2032-08-15      | 6.5000%  | 0.0000% | $766839.00         | $8502.29           | Agency Mortgage-Backed Securities |
| GNMI SF 590440 X     | 2032-09-15      | 6.5000%  | 0.0000% | $4000000.00        | $23040.96          | Agency Mortgage-Backed Securities |
| GNMI SF 590213 X     | 2032-07-15      | 6.5000%  | 0.0000% | $999900.00         | $6065.28           | Agency Mortgage-Backed Securities |
| GNII SF 002728 M     | 2029-03-20      | 6.0000%  | 0.0000% | $99996500.00       | $105906.61         | Agency Mortgage-Backed Securities |
| GNMI SF 726376 X     | 2039-10-15      | 5.0000%  | 0.0000% | $525000.00         | $6837.25           | Agency Mortgage-Backed Securities |
| GNMI SF 487693 X     | 2039-02-15      | 4.5000%  | 0.0000% | $1376932.00        | $79122.85          | Agency Mortgage-Backed Securities |
| GNAR AS 082775 M     | 2041-03-20      | 5.7500%  | 0.0000% | $1969426.00        | $101675.86         | Agency Mortgage-Backed Securities |
| GNMI SP 783972 X     | 2039-12-15      | 5.0000%  | 0.0000% | $57827.00          | $5983.24           | Agency Mortgage-Backed Securities |
| GNMI SP 784718 X     | 2046-12-15      | 2.5000%  | 0.0000% | $200050.00         | $68085.06          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF6552 | 2055-12-01      | 6.0000%  | 0.0000% | $20961152.00       | $21511842.02       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF6814 | 2055-12-01      | 5.0000%  | 0.0000% | $6464144.00        | $6522429.08        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD3667 | 2046-07-01      | 3.5000%  | 0.0000% | $180000.00         | $31680.33          | Agency Mortgage-Backed Securities |
| FNMS 04.000 I4BF0184 | 2057-02-01      | 4.0000%  | 0.0000% | $2457812.00        | $654712.74         | Agency Mortgage-Backed Securities |
| FNMS 03.500 I4BF0581 | 2061-12-01      | 3.5000%  | 0.0000% | $113113344.00      | $77609089.14       | Agency Mortgage-Backed Securities |
| FNMS 02.500 RIBJ6796 | 2033-04-01      | 2.5000%  | 0.0000% | $1021308.00        | $151476.42         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBM3346 | 2041-06-01      | 6.5480%  | 0.0000% | $6000000.00        | $276982.90         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBM5111 | 2033-11-01      | 3.0000%  | 0.0000% | $339000.00         | $64502.65          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBM5680 | 2049-03-01      | 5.0000%  | 0.0000% | $275000.00         | $42888.84          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CKBM6354 | 2050-06-01      | 4.0000%  | 0.0000% | $480000.00         | $56739.36          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CKBM7734 | 2051-10-01      | 2.0000%  | 0.0000% | $179545856.00      | $138417820.66      | Agency Mortgage-Backed Securities |
| FNMS 03.000 REBO5573 | 2049-09-01      | 3.0000%  | 0.0000% | $250000.00         | $67758.25          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBO7838 | 2050-04-01      | 2.5000%  | 0.0000% | $3575000.00        | $1519232.09        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBP6518 | 2050-07-01      | 2.2820%  | 0.0000% | $2000000.00        | $818483.62         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR0999 | 2051-05-01      | 2.5000%  | 0.0000% | $623876.00         | $406801.37         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS3369 | 2041-10-01      | 2.3100%  | 0.0000% | $4854000.00        | $3545948.12        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBS7211 | 2029-12-01      | 4.9700%  | 0.0000% | $4364376.00        | $4442164.94        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBT3875 | 2037-05-01      | 2.5000%  | 0.0000% | $3844428.00        | $2029972.35        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS4215 | 2052-09-01      | 4.0000%  | 0.0000% | $1500000.00        | $1126033.65        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS6605 | 2052-06-01      | 2.0000%  | 0.0000% | $54387.00          | $39773.12          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS9102 | 2054-02-01      | 5.0000%  | 0.0000% | $43453.00          | $37861.06          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICC1331 | 2040-10-01      | 6.0000%  | 0.0000% | $9381328.00        | $9488792.89        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICC1587 | 2040-12-01      | 6.0000%  | 0.0000% | $6574088.00        | $6765420.25        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDA8719 | 2054-02-01      | 5.5000%  | 0.0000% | $1324438.00        | $914579.62         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA8827 | 2054-04-01      | 6.0000%  | 0.0000% | $1004368.00        | $637104.29         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL909383 | 2037-02-01      | 5.5000%  | 0.0000% | $4000000.00        | $92411.56          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL914052 | 2037-02-01      | 6.5000%  | 0.0000% | $2226712.00        | $56262.22          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB920971 | 2037-01-01      | 5.9500%  | 0.0000% | $12800000.00       | $76173.39          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CTSC0087 | 2040-10-01      | 2.5000%  | 0.0000% | $1093000.00        | $506745.84         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD7519 | 2050-05-01      | 3.5000%  | 0.0000% | $495000.00         | $203724.09         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD7563 | 2053-05-01      | 4.5000%  | 0.0000% | $1029702.00        | $783554.90         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8185 | 2051-12-01      | 3.5000%  | 0.0000% | $255000.00         | $154139.22         | Agency Mortgage-Backed Securities |
| 02.500 FGPC U41592 G | 2031-10-01      | 2.5000%  | 0.0000% | $1405816.00        | $296688.94         | Agency Mortgage-Backed Securities |
| 03.000 FGPC U41604 G | 2031-12-01      | 3.0000%  | 0.0000% | $1080192.00        | $97365.45          | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q48867 G | 2047-06-01      | 3.5000%  | 0.0000% | $4926256.00        | $1037418.02        | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q54698 G | 2048-03-01      | 3.5000%  | 0.0000% | $45000.00          | $8203.17           | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q56590 G | 2048-06-01      | 3.5000%  | 0.0000% | $45000.00          | $11420.52          | Agency Mortgage-Backed Securities |
| FMAR 972164 G        | 2035-01-01      | 6.2340%  | 0.0000% | $780000.00         | $6056.41           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQD7078 | 2052-02-01      | 4.0000%  | 0.0000% | $1600000.00        | $1012706.20        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8145 | 2052-08-01      | 5.0000%  | 0.0000% | $3621480.00        | $2714202.03        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG3666 | 2053-05-01      | 6.0000%  | 0.0000% | $1021802.00        | $705409.86         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS2824 | 2051-12-01      | 2.5000%  | 0.0000% | $244545.00         | $176656.49         | Agency Mortgage-Backed Securities |
| FEPC 02.500 3PQU7468 | 2050-07-01      | 2.5000%  | 0.0000% | $3505000.00        | $1218505.56        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLRA6406 | 2051-11-01      | 2.0000%  | 0.0000% | $58465000.00       | $36532041.00       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CTRB1177 | 2045-06-01      | 6.5000%  | 0.0000% | $3339492.00        | $3204209.05        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBS9585 | 2028-09-01      | 4.8150%  | 0.0000% | $700000.00         | $716700.43         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4415 | 2040-11-01      | 5.5000%  | 0.0000% | $1410318.00        | $1428332.35        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4502 | 2040-11-01      | 5.0000%  | 0.0000% | $2656204.00        | $2684218.45        | Agency Mortgage-Backed Securities |
| FMAR 840286 G        | 2046-05-01      | 6.3480%  | 0.0000% | $184000.00         | $5688.98           | Agency Mortgage-Backed Securities |
| FMAR 840423 G        | 2046-10-01      | 6.3460%  | 0.0000% | $287000.00         | $8920.14           | Agency Mortgage-Backed Securities |
| FMAR 865689 G        | 2028-08-01      | 4.5580%  | 0.0000% | $23322624.00       | $10090.57          | Agency Mortgage-Backed Securities |
| FMAR 783246 G        | 2038-04-01      | 6.8050%  | 0.0000% | $500000.00         | $6974.00           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBM3845 | 2037-09-01      | 6.3980%  | 0.0000% | $797000.00         | $141453.53         | Agency Mortgage-Backed Securities |
| FNMS 05.500 NQ256370 | 2036-07-01      | 5.5000%  | 0.0000% | $1600000.00        | $12147.18          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX AM462396 | 2033-06-01      | 6.5880%  | 0.0000% | $1085936.00        | $146755.61         | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL545082 | 2031-06-01      | 7.5000%  | 0.0000% | $35889144.00       | $14558.30          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL547095 | 2030-06-01      | 6.5000%  | 0.0000% | $2055216.00        | $14044.72          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBJ2765 | 2047-11-01      | 3.5000%  | 0.0000% | $493030.00         | $145800.05         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS620060 | 2034-05-01      | 4.2120%  | 0.0000% | $35723648.00       | $95806.05          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAK4778 | 2042-03-01      | 3.5000%  | 0.0000% | $9541140.00        | $931255.52         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL3424 | 2043-01-01      | 4.0000%  | 0.0000% | $30000000.00       | $3058531.98        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CRAL7381 | 2045-06-01      | 4.5000%  | 0.0000% | $253225.00         | $44674.36          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL9546 | 2046-11-01      | 3.5000%  | 0.0000% | $400000.00         | $58653.24          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CTAL8223 | 2029-02-01      | 6.5000%  | 0.0000% | $1423500.00        | $44663.44          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HIAM2023 | 2028-01-01      | 2.3800%  | 0.0000% | $1000000.00        | $171094.42         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN8580 | 2038-04-01      | 3.5100%  | 0.0000% | $11930272.00       | $10915417.45       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTAS1611 | 2034-01-01      | 3.5000%  | 0.0000% | $91485.00          | $8865.01           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8745 | 2047-02-01      | 3.0000%  | 0.0000% | $300000.00         | $85201.14          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAU5611 | 2043-08-01      | 4.0000%  | 0.0000% | $21899680.00       | $2426983.42        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIAY5185 | 2030-04-01      | 3.0000%  | 0.0000% | $1191888.00        | $117203.96         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS677861 | 2032-09-01      | 6.7240%  | 0.0000% | $9868816.00        | $136202.99         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS729063 | 2033-07-01      | 6.2150%  | 0.0000% | $10000000.00       | $55028.42          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB739757 | 2033-08-01      | 6.2000%  | 0.0000% | $749993.00         | $5785.40           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS806506 | 2044-10-01      | 5.2280%  | 0.0000% | $7600000.00        | $74825.57          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB809867 | 2035-03-01      | 6.6250%  | 0.0000% | $5000000.00        | $5201.33           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL827709 | 2036-01-01      | 6.0000%  | 0.0000% | $3601200.00        | $215704.27         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL827932 | 2033-12-01      | 5.5000%  | 0.0000% | $9875296.00        | $164879.66         | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL831713 | 2036-08-01      | 7.5000%  | 0.0000% | $2000000.00        | $86087.78          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA0022 | 2053-09-01      | 6.0000%  | 0.0000% | $425000.00         | $274645.26         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA7296 | 2054-01-01      | 6.0000%  | 0.0000% | $1095750.00        | $769671.13         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA7553 | 2054-01-01      | 6.0000%  | 0.0000% | $66402.00          | $38342.55          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB3317 | 2054-05-01      | 6.0000%  | 0.0000% | $1004536.00        | $950671.90         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDC4153 | 2054-09-01      | 7.0000%  | 0.0000% | $1199778.00        | $1032408.19        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC6317 | 2054-12-01      | 6.0000%  | 0.0000% | $1953430.00        | $1973789.65        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC6843 | 2054-11-01      | 5.5000%  | 0.0000% | $1605442.00        | $1540801.68        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD2239 | 2055-02-01      | 5.0000%  | 0.0000% | $49769.00          | $49468.51          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD3817 | 2055-03-01      | 6.5000%  | 0.0000% | $8748928.00        | $7435275.41        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD4363 | 2055-04-01      | 5.5000%  | 0.0000% | $2955108.00        | $2714091.74        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD7007 | 2055-04-01      | 6.0000%  | 0.0000% | $6008400.00        | $5123227.86        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD8134 | 2055-05-01      | 5.5000%  | 0.0000% | $4273264.00        | $4376037.08        | Agency Mortgage-Backed Securities |
| GNMI SP 784571 X     | 2048-06-15      | 3.5000%  | 0.0000% | $100000.00         | $23532.21          | Agency Mortgage-Backed Securities |
| GNII SF 005055 M     | 2041-05-20      | 4.5000%  | 0.0000% | $2075000.00        | $79169.66          | Agency Mortgage-Backed Securities |
| GNII SF 004772 M     | 2040-08-20      | 5.0000%  | 0.0000% | $1739000.00        | $66905.36          | Agency Mortgage-Backed Securities |
| GNMI SF 578323 X     | 2032-07-15      | 6.5000%  | 0.0000% | $902745.00         | $14143.18          | Agency Mortgage-Backed Securities |
| GNII SF AZ1974 C     | 2047-04-20      | 3.5000%  | 0.0000% | $162352.00         | $36029.88          | Agency Mortgage-Backed Securities |
| GNII ET DK3339 C     | 2065-04-20      | 7.0000%  | 0.0000% | $536878.00         | $558844.27         | Agency Mortgage-Backed Securities |
| GNMI SF AK6853 X     | 2045-01-15      | 3.0000%  | 0.0000% | $264000.00         | $27194.67          | Agency Mortgage-Backed Securities |
| GNII SF MA9965 M     | 2054-10-20      | 5.5000%  | 0.0000% | $169066240.00      | $141366950.41      | Agency Mortgage-Backed Securities |
| GNII RG CH5857 C     | 2049-07-20      | 5.5000%  | 0.0000% | $2779924.00        | $813227.48         | Agency Mortgage-Backed Securities |
| GNMI SF BS5065 X     | 2050-02-15      | 3.5000%  | 0.0000% | $1635346.00        | $275742.48         | Agency Mortgage-Backed Securities |
| GNII SF MA9697 M     | 2039-06-20      | 6.5000%  | 0.0000% | $1253506.00        | $945266.27         | Agency Mortgage-Backed Securities |
| GNII SF MA6655 M     | 2050-05-20      | 2.5000%  | 0.0000% | $830000.00         | $225189.13         | Agency Mortgage-Backed Securities |
| GNII SF MA5798 M     | 2031-05-20      | 7.0000%  | 0.0000% | $90448.00          | $20730.41          | Agency Mortgage-Backed Securities |
| GNII SF MA2962 M     | 2045-07-20      | 4.0000%  | 0.0000% | $2500928.00        | $200018.05         | Agency Mortgage-Backed Securities |
| GNII SF MA2935 M     | 2030-07-20      | 3.0000%  | 0.0000% | $925000.00         | $48459.06          | Agency Mortgage-Backed Securities |
| GNII SF MA1157 M     | 2043-07-20      | 3.5000%  | 0.0000% | $1243664.00        | $122049.58         | Agency Mortgage-Backed Securities |
| GNII SF MA1090 M     | 2043-03-20      | 3.5000%  | 0.0000% | $1530584.00        | $153176.74         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4325 | 2051-05-01      | 2.0000%  | 0.0000% | $38368576.00       | $22607289.75       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CJMA2913 | 2032-02-01      | 2.5000%  | 0.0000% | $1000000.00        | $137230.08         | Agency Mortgage-Backed Securities |
| FMAR 1B8988 G        | 2041-11-01      | 6.2650%  | 0.0000% | $200000.00         | $6206.08           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ4481 | 2054-09-01      | 6.0000%  | 0.0000% | $20101952.00       | $17434737.01       | Agency Mortgage-Backed Securities |
| 03.500 FGPC G60440 G | 2046-03-01      | 3.5000%  | 0.0000% | $145000.00         | $27405.80          | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q19733 G | 2043-06-01      | 4.0000%  | 0.0000% | $9488080.00        | $1727686.18        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CNRD5071 | 2031-10-01      | 2.0000%  | 0.0000% | $49000.00          | $19099.45          | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP256327 | 2036-06-01      | 6.0000%  | 0.0000% | $346228480.00      | $498742.69         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS573676 | 2027-12-01      | 3.1500%  | 0.0000% | $11198464.00       | $6059.14           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD8730 | 2055-10-01      | 6.0000%  | 0.0000% | $2663796.00        | $2805220.09        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDD9090 | 2055-05-01      | 4.0000%  | 0.0000% | $448613.00         | $419273.63         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE3078 | 2055-07-01      | 5.0000%  | 0.0000% | $337732.00         | $337222.22         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE6664 | 2055-08-01      | 7.0000%  | 0.0000% | $1800500.00        | $1895659.62        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE7527 | 2055-09-01      | 7.0000%  | 0.0000% | $1007192.00        | $473468.10         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE7710 | 2055-08-01      | 5.0000%  | 0.0000% | $993538.00         | $993536.91         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE8303 | 2055-09-01      | 5.5000%  | 0.0000% | $1823048.00        | $1863036.59        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDE9694 | 2055-09-01      | 4.5000%  | 0.0000% | $1361502.00        | $1335749.04        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDF0893 | 2055-11-01      | 7.0000%  | 0.0000% | $1201930.00        | $1269859.97        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF1891 | 2055-10-01      | 5.0000%  | 0.0000% | $2194708.00        | $2210892.24        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF1896 | 2055-10-01      | 6.0000%  | 0.0000% | $5363248.00        | $5512060.62        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF5531 | 2055-12-01      | 5.5000%  | 0.0000% | $1184600.00        | $1217070.49        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDF5650 | 2040-11-01      | 6.0000%  | 0.0000% | $1780262.00        | $1841693.72        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF5681 | 2055-11-01      | 6.5000%  | 0.0000% | $1170806.00        | $1216000.88        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDF5910 | 2055-12-01      | 7.0000%  | 0.0000% | $1627900.00        | $1732776.84        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1386 | 2051-10-01      | 3.0000%  | 0.0000% | $214486.00         | $131590.31         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1539 | 2048-11-01      | 3.0000%  | 0.0000% | $75000.00          | $47338.52          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFS1861 | 2037-05-01      | 3.0000%  | 0.0000% | $181132.00         | $104202.19         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1911 | 2051-08-01      | 3.0000%  | 0.0000% | $71847.00          | $44147.21          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBU1416 | 2052-01-01      | 3.0000%  | 0.0000% | $26000.00          | $16584.33          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV6557 | 2056-01-01      | 5.0000%  | 0.0000% | $6562792.00        | $6664330.06        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBV8545 | 2052-05-01      | 3.5000%  | 0.0000% | $723000.00         | $435395.35         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBW1051 | 2052-06-01      | 4.0000%  | 0.0000% | $65462.00          | $57460.33          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW2407 | 2056-01-01      | 5.0000%  | 0.0000% | $16149536.00       | $16287530.20       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIBW2433 | 2041-01-01      | 5.0000%  | 0.0000% | $4213984.00        | $4282118.97        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIBW2436 | 2041-02-01      | 5.5000%  | 0.0000% | $1720670.00        | $1768209.63        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBW4976 | 2038-02-01      | 3.0000%  | 0.0000% | $391708.00         | $247753.55         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7131 | 2052-08-01      | 5.0000%  | 0.0000% | $2669208.00        | $1747442.73        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY4733 | 2053-06-01      | 5.0000%  | 0.0000% | $469305.00         | $450463.79         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY4993 | 2053-06-01      | 6.0000%  | 0.0000% | $300000.00         | $227548.84         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY6242 | 2053-08-01      | 5.5000%  | 0.0000% | $125370.00         | $103942.34         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ3846 | 2035-06-01      | 4.8700%  | 0.0000% | $9058000.00        | $9367575.77        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4531 | 2030-12-01      | 4.2000%  | 0.0000% | $9419100.00        | $9494653.74        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCA3986 | 2049-08-01      | 5.0000%  | 0.0000% | $728000.00         | $147245.66         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA4792 | 2049-12-01      | 3.0000%  | 0.0000% | $55000.00          | $12773.52          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7224 | 2050-10-01      | 2.0000%  | 0.0000% | $100000.00         | $50487.00          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA8131 | 2050-12-01      | 2.5000%  | 0.0000% | $55000.00          | $26586.55          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA9390 | 2051-03-01      | 2.5000%  | 0.0000% | $430361.00         | $284050.19         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2411 | 2051-12-01      | 2.5000%  | 0.0000% | $200000.00         | $128534.70         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB5632 | 2053-01-01      | 4.5000%  | 0.0000% | $133818.00         | $109361.55         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB5720 | 2053-02-01      | 7.0000%  | 0.0000% | $2236148.00        | $1703142.10        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9672 | 2054-12-01      | 5.5000%  | 0.0000% | $5020000.00        | $4878289.76        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB9686 | 2054-12-01      | 7.0000%  | 0.0000% | $9607900.00        | $6652878.14        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF8626 | 2056-01-01      | 5.5000%  | 0.0000% | $5192920.00        | $5333355.62        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF9872 | 2056-01-01      | 5.5000%  | 0.0000% | $27309248.00       | $27827716.47       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF9145 | 2056-01-01      | 5.0000%  | 0.0000% | $13875712.00       | $13967052.73       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF9372 | 2056-01-01      | 6.5000%  | 0.0000% | $3450196.00        | $3587942.01        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG0771 | 2056-01-01      | 4.5000%  | 0.0000% | $1097192.00        | $1086508.64        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG0774 | 2056-01-01      | 5.0000%  | 0.0000% | $250000.00         | $251303.94         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG0176 | 2056-01-01      | 5.5000%  | 0.0000% | $1089200.00        | $1115958.98        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG1724 | 2056-02-01      | 5.0000%  | 0.0000% | $5023192.00        | $5082816.17        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG1731 | 2056-02-01      | 4.5000%  | 0.0000% | $1240164.00        | $1224333.31        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDG1013 | 2041-02-01      | 6.0000%  | 0.0000% | $2727892.00        | $2840895.83        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG1074 | 2056-02-01      | 5.5000%  | 0.0000% | $10198200.00       | $10442523.95       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDG1092 | 2056-01-01      | 6.0000%  | 0.0000% | $11747968.00       | $12173718.27       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG1159 | 2056-01-01      | 5.0000%  | 0.0000% | $1415700.00        | $1433125.54        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG1858 | 2056-02-01      | 5.5000%  | 0.0000% | $5651216.00        | $5829356.77        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA1646 | 2049-12-01      | 3.5000%  | 0.0000% | $11000000.00       | $9709502.78        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIFA2110 | 2040-05-01      | 4.0000%  | 0.0000% | $11880000.00       | $10950343.15       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA4369 | 2056-01-01      | 5.5000%  | 0.0000% | $225068032.00      | $233183885.30      | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTFM0071 | 2040-02-01      | 3.5000%  | 0.0000% | $700000.00         | $209436.84         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM3136 | 2050-04-01      | 3.0000%  | 0.0000% | $3500000.00        | $1110239.66        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM5258 | 2050-08-01      | 3.5000%  | 0.0000% | $200000.00         | $104646.10         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM6560 | 2051-03-01      | 2.0000%  | 0.0000% | $600000.00         | $332490.65         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM8422 | 2051-08-01      | 2.5000%  | 0.0000% | $486664.00         | $308185.69         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM9221 | 2051-10-01      | 4.0000%  | 0.0000% | $23257216.00       | $11345797.96       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS1153 | 2037-04-01      | 2.5000%  | 0.0000% | $13322288.00       | $8110436.01        | Agency Mortgage-Backed Securities |

### Security 308: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.660000%
- **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: ARP1EQMH8, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1EQMH8
- **C.18 - Value (incl. sponsor support):** $45000000.00
- **C.18.a - Value (excl. sponsor support):** $45000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 MA6576 M | 2033-07-20      | 5.0000%  | 0.0000% | $33409.00          | $5013.55           | Agency Mortgage-Backed Securities |
| GNII SF MA8487 M | 2052-11-20      | 3.5000%  | 0.0000% | $7000.00           | $5184.13           | Agency Mortgage-Backed Securities |
| GNII SF BY6449 C | 2045-11-20      | 3.0000%  | 0.0000% | $323465.00         | $211097.72         | Agency Mortgage-Backed Securities |
| GNMI SF AD7472 X | 2043-04-15      | 3.5000%  | 0.0000% | $35117.00          | $4999.92           | Agency Mortgage-Backed Securities |
| GNII SF CX3287 C | 2053-11-20      | 7.0000%  | 0.0000% | $800000.00         | $66420.88          | Agency Mortgage-Backed Securities |
| GNII ET DN3615 C | 2065-10-20      | 3.5000%  | 0.0000% | $1269420.00        | $1161057.49        | Agency Mortgage-Backed Securities |
| GNII ET DQ0864 C | 2066-01-20      | 3.5000%  | 0.0000% | $261760.00         | $239840.86         | Agency Mortgage-Backed Securities |
| GNII SF MB0685 M | 2055-09-20      | 5.0000%  | 0.0000% | $38956000.00       | $38921716.45       | Agency Mortgage-Backed Securities |
| GNII SF DI1930 C | 2055-05-20      | 6.5000%  | 0.0000% | $1496714.00        | $1310217.61        | Agency Mortgage-Backed Securities |
| GNMI SP 783673 X | 2042-09-15      | 3.0000%  | 0.0000% | $49999988.00       | $4424451.41        | Agency Mortgage-Backed Securities |

### Security 309: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQMJ4, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1EQMJ4
- **C.18 - Value (incl. sponsor support):** $1808000000.00
- **C.18.a - Value (excl. sponsor support):** $1808000000.00
- **C.19 - Percentage of Net Assets:** 1.9900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2036-02-15      | 4.5000%  | 0.0000% | $46797100.00       | $48956200.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $253255200.00      | $249999516.25      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 3.1250%  | 0.0000% | $154791000.00      | $128947523.95      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $263838400.00      | $202565533.57      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 1.1250%  | 0.0000% | $395283200.00      | $249999575.26      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $175765200.00      | $162463671.76      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.0000%  | 0.0000% | $50216100.00       | $51230327.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $249868000.00      | $249999864.04      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-10-31      | 4.1250%  | 0.0000% | $244616000.00      | $249999869.77      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | 0.0000% | $248048000.00      | $249997986.18      | U.S. Treasuries (including strips) |

### Security 310: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.670000%
- **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: ARP1EQML9, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1EQML9
- **C.18 - Value (incl. sponsor support):** $1874000000.00
- **C.18.a - Value (excl. sponsor support):** $1874000000.00
- **C.19 - Percentage of Net Assets:** 2.0600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 BT4758 C     | 2050-03-20      | 3.0000%  | 0.0000% | $15330976.00       | $2068622.20        | Agency Mortgage-Backed Securities |
| GNMI SF BT9206 X     | 2050-04-15      | 3.5000%  | 0.0000% | $507851.00         | $143401.76         | Agency Mortgage-Backed Securities |
| GNII SF BV8695 C     | 2050-07-20      | 3.0000%  | 0.0000% | $847523.00         | $524726.48         | Agency Mortgage-Backed Securities |
| GNII SF BW4890 C     | 2050-09-20      | 3.0000%  | 0.0000% | $1600606.00        | $464809.07         | Agency Mortgage-Backed Securities |
| GNII SF BX4960 C     | 2050-09-20      | 3.0000%  | 0.0000% | $61018.00          | $48084.10          | Agency Mortgage-Backed Securities |
| GNII SF BY1271 C     | 2050-10-20      | 3.0000%  | 0.0000% | $694854.00         | $400948.70         | Agency Mortgage-Backed Securities |
| GNII SF CC9815 C     | 2051-05-20      | 3.0000%  | 0.0000% | $117298.00         | $57632.70          | Agency Mortgage-Backed Securities |
| GNMI SF CE4252 X     | 2051-10-15      | 4.0000%  | 0.0000% | $5960392.00        | $4477309.82        | Agency Mortgage-Backed Securities |
| GNII SF CI1248 C     | 2051-12-20      | 2.5000%  | 0.0000% | $7555304.00        | $4968689.93        | Agency Mortgage-Backed Securities |
| GNII SF CM9967 C     | 2052-05-20      | 4.0000%  | 0.0000% | $1448712.00        | $1185116.39        | Agency Mortgage-Backed Securities |
| GNMI SF AF1058 X     | 2028-07-15      | 2.5000%  | 0.0000% | $25002500.00       | $810399.90         | Agency Mortgage-Backed Securities |
| GNII SF AJ2596 C     | 2045-03-20      | 2.5000%  | 0.0000% | $2661324.00        | $352998.56         | Agency Mortgage-Backed Securities |
| GNMI SF CR2376 X     | 2053-02-15      | 6.0000%  | 0.0000% | $2538820.00        | $2472073.41        | Agency Mortgage-Backed Securities |
| GNMI SF CR2379 X     | 2053-03-15      | 5.5000%  | 0.0000% | $3091452.00        | $2977725.72        | Agency Mortgage-Backed Securities |
| GNII SF CT9598 C     | 2053-04-20      | 5.0000%  | 0.0000% | $1057058.00        | $857149.85         | Agency Mortgage-Backed Securities |
| GNII SF CU0858 C     | 2053-05-20      | 5.0000%  | 0.0000% | $1173938.00        | $967468.56         | Agency Mortgage-Backed Securities |
| GNII SF CV0624 C     | 2053-09-20      | 7.0000%  | 0.0000% | $1079666.00        | $1102207.68        | Agency Mortgage-Backed Securities |
| GNII SF CV9810 C     | 2053-06-20      | 5.0000%  | 0.0000% | $1415068.00        | $887178.97         | Agency Mortgage-Backed Securities |
| GNII SF CX0274 C     | 2053-09-20      | 6.5000%  | 0.0000% | $1069988.00        | $853028.06         | Agency Mortgage-Backed Securities |
| GNII SF CX6597 C     | 2053-10-20      | 7.0000%  | 0.0000% | $6823584.00        | $5782065.13        | Agency Mortgage-Backed Securities |
| GNII SF CY8311 C     | 2054-01-20      | 7.0000%  | 0.0000% | $1269572.00        | $226427.88         | Agency Mortgage-Backed Securities |
| GNII SF DD6095 C     | 2054-09-20      | 7.0000%  | 0.0000% | $1042324.00        | $623425.36         | Agency Mortgage-Backed Securities |
| GNII SF DE9915 C     | 2054-11-20      | 6.5000%  | 0.0000% | $4467950.00        | $2291737.25        | Agency Mortgage-Backed Securities |
| GNII SF DG2227 C     | 2054-11-20      | 7.0000%  | 0.0000% | $1248076.00        | $1315375.13        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQC6833 | 2051-09-01      | 2.0000%  | 0.0000% | $11662016.00       | $6961639.77        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQE6776 | 2052-08-01      | 4.5000%  | 0.0000% | $41738304.00       | $31487192.49       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF1742 | 2052-09-01      | 4.5000%  | 0.0000% | $499538.00         | $391559.43         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQH5712 | 2053-12-01      | 7.0000%  | 0.0000% | $1268920.00        | $757977.46         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CTQK1815 | 2045-12-01      | 3.5000%  | 0.0000% | $2642448.00        | $2497428.54        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA2132 | 2050-02-01      | 3.0000%  | 0.0000% | $4500000.00        | $1459636.42        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA2797 | 2050-06-01      | 3.0000%  | 0.0000% | $300000.00         | $127519.24         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA9475 | 2053-07-01      | 5.0000%  | 0.0000% | $500000.00         | $448404.26         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIRC1999 | 2036-05-01      | 2.0000%  | 0.0000% | $2102000.00        | $980334.13         | Agency Mortgage-Backed Securities |
| FEPC 03.000 3VSF5001 | 2043-11-01      | 3.0000%  | 0.0000% | $300000.00         | $123658.19         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQI8711 | 2054-07-01      | 7.0000%  | 0.0000% | $1475710.00        | $952897.29         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIQO1006 | 2037-10-01      | 3.0000%  | 0.0000% | $128131.00         | $98909.87          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO2116 | 2039-06-01      | 6.0000%  | 0.0000% | $614477.00         | $429236.90         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4405 | 2040-11-01      | 6.0000%  | 0.0000% | $1119626.00        | $949249.28         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO4495 | 2040-11-01      | 5.5000%  | 0.0000% | $1394172.00        | $1422584.83        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO3950 | 2040-08-01      | 6.0000%  | 0.0000% | $1269208.00        | $1248812.11        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4149 | 2040-09-01      | 6.0000%  | 0.0000% | $1743522.00        | $1764169.92        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CIQO4722 | 2041-01-01      | 6.0000%  | 0.0000% | $1512588.00        | $1571752.08        | Agency Mortgage-Backed Securities |
| FMAR 780605 G        | 2033-06-01      | 6.1520%  | 0.0000% | $24500000.00       | $185244.17         | Agency Mortgage-Backed Securities |
| FMAR 781209 G        | 2034-02-01      | 6.4490%  | 0.0000% | $15871888.00       | $150520.78         | Agency Mortgage-Backed Securities |
| FMAR 783134 G        | 2035-05-01      | 6.4190%  | 0.0000% | $5000000.00        | $16672.72          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HT469389 | 2031-10-01      | 3.8100%  | 0.0000% | $2993032.00        | $1213722.25        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAJ1300 | 2041-10-01      | 6.3280%  | 0.0000% | $8400000.00        | $34153.34          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLAL1704 | 2040-05-01      | 6.5000%  | 0.0000% | $2381020.00        | $55992.82          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL7731 | 2045-12-01      | 6.0940%  | 0.0000% | $340000.00         | $8101.69           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HIAM3625 | 2028-06-01      | 2.6500%  | 0.0000% | $1000000.00        | $205144.32         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN7659 | 2032-12-01      | 3.1350%  | 0.0000% | $400000.00         | $325329.20         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAR2633 | 2043-02-01      | 3.0000%  | 0.0000% | $25000000.00       | $3725833.13        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTAS6709 | 2036-02-01      | 3.5000%  | 0.0000% | $326000.00         | $32150.01          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAT2009 | 2043-04-01      | 3.0000%  | 0.0000% | $113457.00         | $20609.60          | Agency Mortgage-Backed Securities |
| FNMS 07.500 KL648645 | 2032-06-01      | 7.5000%  | 0.0000% | $2600000.00        | $18794.37          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB698946 | 2028-03-01      | 5.5150%  | 0.0000% | $18317312.00       | $9416.36           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB735200 | 2035-01-01      | 6.1710%  | 0.0000% | $76463488.00       | $484529.68         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS745673 | 2036-05-01      | 5.8330%  | 0.0000% | $29305440.00       | $237623.15         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB795096 | 2034-10-01      | 6.1370%  | 0.0000% | $10000000.00       | $30608.58          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB819649 | 2035-03-01      | 6.5150%  | 0.0000% | $15522256.00       | $36181.12          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA7882 | 2054-03-01      | 6.0000%  | 0.0000% | $93853.00          | $69254.66          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB4404 | 2054-06-01      | 6.0000%  | 0.0000% | $447546.00         | $357945.83         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODC1284 | 2054-09-01      | 5.9420%  | 0.0000% | $832640.00         | $696187.01         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC2017 | 2054-09-01      | 5.5000%  | 0.0000% | $369140.00         | $332708.66         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC8823 | 2054-12-01      | 5.5000%  | 0.0000% | $29890.00          | $29889.17          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD7290 | 2055-05-01      | 5.0000%  | 0.0000% | $1080902.00        | $1081995.17        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE2695 | 2055-07-01      | 6.0000%  | 0.0000% | $2333480.00        | $2246349.69        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE8419 | 2055-08-01      | 7.0000%  | 0.0000% | $1337800.00        | $1410264.35        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDE9433 | 2040-09-01      | 6.0000%  | 0.0000% | $1322352.00        | $1150892.93        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF1361 | 2055-11-01      | 5.5000%  | 0.0000% | $2307770.00        | $2358243.96        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF8044 | 2056-02-01      | 5.0000%  | 0.0000% | $1030942.00        | $1048130.67        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBD2455 | 2047-01-01      | 3.0000%  | 0.0000% | $200000.00         | $52257.02          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK2016 | 2048-04-01      | 4.5000%  | 0.0000% | $108097.00         | $6493.51           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBK5641 | 2035-10-01      | 2.0000%  | 0.0000% | $330000.00         | $134636.53         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBL2542 | 2039-05-01      | 3.8300%  | 0.0000% | $500000.00         | $417851.72         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN5323 | 2049-03-01      | 3.5000%  | 0.0000% | $400000.00         | $55023.22          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBR0751 | 2051-01-01      | 2.5000%  | 0.0000% | $500000.00         | $284067.66         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBU2688 | 2051-10-01      | 3.5000%  | 0.0000% | $128694.00         | $57995.70          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CNBV1839 | 2035-06-01      | 6.0000%  | 0.0000% | $1143306.00        | $880379.94         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOBV6297 | 2055-08-01      | 5.5800%  | 0.0000% | $2333096.00        | $2389911.02        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOBV7994 | 2052-08-01      | 4.5280%  | 0.0000% | $60000.00          | $41048.00          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIBW2425 | 2041-01-01      | 6.0000%  | 0.0000% | $1327926.00        | $1388102.74        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOBW5040 | 2052-07-01      | 3.8460%  | 0.0000% | $165000.00         | $109305.09         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4099 | 2030-07-01      | 4.6200%  | 0.0000% | $600900.00         | $616530.41         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ5073 | 2035-10-01      | 4.7450%  | 0.0000% | $13330000.00       | $13586900.57       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ5264 | 2035-10-01      | 4.6800%  | 0.0000% | $4480000.00        | $4553870.72        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ5575 | 2030-12-01      | 3.9100%  | 0.0000% | $21925000.00       | $21813834.15       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ6081 | 2031-01-01      | 3.9350%  | 0.0000% | $91500000.00       | $90947510.29       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ6110 | 2033-01-01      | 4.1150%  | 0.0000% | $8450000.00        | $8378773.78        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCA4041 | 2049-05-01      | 6.0000%  | 0.0000% | $332008.00         | $39084.13          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA7688 | 2050-11-01      | 4.5000%  | 0.0000% | $3122972.00        | $1103728.88        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4212 | 2052-07-01      | 4.5000%  | 0.0000% | $145195.00         | $113945.23         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7372 | 2053-10-01      | 6.0000%  | 0.0000% | $1145652.00        | $1004236.40        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9153 | 2054-09-01      | 6.0000%  | 0.0000% | $39000.00          | $35466.75          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF9768 | 2056-01-01      | 5.5000%  | 0.0000% | $1043558.00        | $1073748.71        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDG0858 | 2041-01-01      | 6.0000%  | 0.0000% | $1047016.00        | $1090822.45        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDG1007 | 2041-02-01      | 5.5000%  | 0.0000% | $1896924.00        | $1953170.75        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG1860 | 2056-02-01      | 5.0000%  | 0.0000% | $10969540.00       | $11068680.27       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CNFA1205 | 2035-03-01      | 5.5000%  | 0.0000% | $120672000.00      | $92297640.72       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA1962 | 2055-02-01      | 5.5000%  | 0.0000% | $15762288.00       | $15800526.33       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA4497 | 2052-06-01      | 3.0000%  | 0.0000% | $3698856.00        | $3298346.34        | Agency Mortgage-Backed Securities |
| 05.000 FGPC P50483 G | 2035-05-01      | 5.0000%  | 0.0000% | $2600000.00        | $29117.62          | Agency Mortgage-Backed Securities |
| FMAR 1B2106 G        | 2035-02-01      | 6.7820%  | 0.0000% | $5500000.00        | $40046.54          | Agency Mortgage-Backed Securities |
| FMAR 1B4021 G        | 2038-04-01      | 6.3600%  | 0.0000% | $25062304.00       | $260374.97         | Agency Mortgage-Backed Securities |
| FMAR 847549 G        | 2035-03-01      | 6.3970%  | 0.0000% | $1335000.00        | $15516.79          | Agency Mortgage-Backed Securities |
| 04.500 FGPC G05624 G | 2039-09-01      | 4.5000%  | 0.0000% | $22000000.00       | $1054516.49        | Agency Mortgage-Backed Securities |
| 03.000 FGPC G18684 G | 2033-04-01      | 3.0000%  | 0.0000% | $167000.00         | $17910.99          | Agency Mortgage-Backed Securities |
| FMAR 1J0938 G        | 2038-03-01      | 6.9440%  | 0.0000% | $75009792.00       | $111469.72         | Agency Mortgage-Backed Securities |
| FMAR 1H2524 G        | 2035-08-01      | 6.3310%  | 0.0000% | $7000000.00        | $51168.86          | Agency Mortgage-Backed Securities |
| FMAR 1H2526 G        | 2035-09-01      | 6.3750%  | 0.0000% | $110055424.00      | $486849.81         | Agency Mortgage-Backed Securities |
| FMAR 1Q0481 G        | 2038-02-01      | 6.1980%  | 0.0000% | $898000.00         | $6130.06           | Agency Mortgage-Backed Securities |
| 09.000 FGPC C44395 G | 2030-11-01      | 9.0000%  | 0.0000% | $58982355.00       | $7289.95           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL2840 | 2042-03-01      | 3.5000%  | 0.0000% | $200336.00         | $19491.91          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZL4107 | 2042-11-01      | 3.0000%  | 0.0000% | $1646056.00        | $462545.33         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZM8655 | 2048-10-01      | 5.0000%  | 0.0000% | $144631.00         | $13065.05          | Agency Mortgage-Backed Securities |
| FMAR 2B1504 G        | 2043-06-01      | 6.3160%  | 0.0000% | $20000000.00       | $298816.76         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZA5779 | 2048-10-01      | 5.0000%  | 0.0000% | $1642832.00        | $182581.34         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4100 | 2045-03-01      | 3.5000%  | 0.0000% | $54000.00          | $6764.70           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4522 | 2043-07-01      | 3.0000%  | 0.0000% | $146387.00         | $22921.97          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD2008 | 2052-12-01      | 5.0000%  | 0.0000% | $3704000.00        | $2852317.75        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD3121 | 2053-06-01      | 6.0000%  | 0.0000% | $419000.00         | $321671.79         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD5352 | 2050-07-01      | 4.0000%  | 0.0000% | $100000.00         | $81274.70          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8516 | 2055-03-01      | 6.0000%  | 0.0000% | $5000000.00        | $3989740.95        | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q07149 G | 2042-04-01      | 4.0000%  | 0.0000% | $1285642.00        | $161754.34         | Agency Mortgage-Backed Securities |
| 03.500 FGPC U71074 G | 2032-04-01      | 3.5000%  | 0.0000% | $1760448.00        | $283864.35         | Agency Mortgage-Backed Securities |
| FKAR 05.951 WVWV0047 | 2029-01-01      | 4.6350%  | 0.0000% | $36810000.00       | $36913021.99       | Agency Mortgage-Backed Securities |
| 03.000 FGPC U20033 G | 2047-01-01      | 3.0000%  | 0.0000% | $1074676.00        | $289527.89         | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q54701 G | 2048-03-01      | 3.5000%  | 0.0000% | $50000.00          | $14925.11          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQA1173 | 2049-07-01      | 4.0000%  | 0.0000% | $58000.00          | $7473.11           | Agency Mortgage-Backed Securities |
| 06.000 FGPC G61450 G | 2040-04-01      | 6.0000%  | 0.0000% | $1550000.00        | $418307.14         | Agency Mortgage-Backed Securities |
| 06.500 FRPC G80387 G | 2039-07-25      | 6.5000%  | 0.0000% | $5121768.00        | $302178.95         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQA6501 | 2050-01-01      | 4.5000%  | 0.0000% | $7637880.00        | $1050420.20        | Agency Mortgage-Backed Securities |
| GNII SF DG9251 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1750742.00        | $1157276.12        | Agency Mortgage-Backed Securities |
| GNII SF DH6836 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1800094.00        | $611967.52         | Agency Mortgage-Backed Securities |
| GNII SF DH9291 C     | 2055-02-20      | 7.0000%  | 0.0000% | $2866912.00        | $2270933.32        | Agency Mortgage-Backed Securities |
| GNII SF DJ1855 C     | 2055-05-20      | 6.5000%  | 0.0000% | $3023660.00        | $3149544.46        | Agency Mortgage-Backed Securities |
| GNII SF DJ2119 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1753246.00        | $1820240.78        | Agency Mortgage-Backed Securities |
| GNII SF DJ3205 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1396918.00        | $1475201.11        | Agency Mortgage-Backed Securities |
| GNII SF DJ8280 C     | 2055-08-20      | 6.5000%  | 0.0000% | $1236558.00        | $1300293.26        | Agency Mortgage-Backed Securities |
| GNII SF DJ9834 C     | 2055-07-20      | 6.5000%  | 0.0000% | $3353588.00        | $3495461.57        | Agency Mortgage-Backed Securities |
| GNII SF DK0799 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1773452.00        | $1847406.48        | Agency Mortgage-Backed Securities |
| GNII SF DK3961 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1130752.00        | $941671.11         | Agency Mortgage-Backed Securities |
| GNII SF DK3962 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1362898.00        | $1144091.79        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA2272 | 2056-01-01      | 5.5000%  | 0.0000% | $22813.00          | $23231.05          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLTA4154 | 2055-12-01      | 6.5000%  | 0.0000% | $1627228.00        | $1702851.97        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA4873 | 2056-01-01      | 5.5000%  | 0.0000% | $1570592.00        | $1616359.92        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA4905 | 2056-01-01      | 5.0000%  | 0.0000% | $75279360.00       | $76172909.29       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLTA5038 | 2056-01-01      | 5.0000%  | 0.0000% | $1019356.00        | $1034621.65        | Agency Mortgage-Backed Securities |
| GNMI SF 774031 X     | 2047-08-15      | 3.0000%  | 0.0000% | $914222.00         | $578603.63         | Agency Mortgage-Backed Securities |
| GNMI SF AA5735 X     | 2042-10-15      | 3.5000%  | 0.0000% | $41429760.00       | $3951730.58        | Agency Mortgage-Backed Securities |
| GNII SF AA6148 C     | 2043-03-20      | 3.0000%  | 0.0000% | $3185000.00        | $404934.41         | Agency Mortgage-Backed Securities |
| GNII SF MA0699 M     | 2042-12-20      | 3.5000%  | 0.0000% | $2403312.00        | $227121.85         | Agency Mortgage-Backed Securities |
| GNII SF MA1135 M     | 2028-07-20      | 3.5000%  | 0.0000% | $7222270.00        | $216473.36         | Agency Mortgage-Backed Securities |
| GNII SF MA2893 M     | 2045-05-20      | 4.0000%  | 0.0000% | $122406.00         | $11031.95          | Agency Mortgage-Backed Securities |
| GNII SF MA4194 M     | 2047-01-20      | 2.5000%  | 0.0000% | $53650000.00       | $8595725.19        | Agency Mortgage-Backed Securities |
| GNII SF MA4905 M     | 2034-01-20      | 6.0000%  | 0.0000% | $950000.00         | $121377.63         | Agency Mortgage-Backed Securities |
| GNII SF MA5686 M     | 2034-04-20      | 5.0000%  | 0.0000% | $490525.00         | $126368.71         | Agency Mortgage-Backed Securities |
| GNII SF MA5817 M     | 2049-03-20      | 4.0000%  | 0.0000% | $2781864.00        | $224461.53         | Agency Mortgage-Backed Securities |
| GNII SF MA5986 M     | 2049-06-20      | 4.0000%  | 0.0000% | $5127168.00        | $433342.36         | Agency Mortgage-Backed Securities |
| GNII SF MA6038 M     | 2049-07-20      | 3.0000%  | 0.0000% | $3820590.00        | $481680.84         | Agency Mortgage-Backed Securities |
| GNII SF MA6476 M     | 2050-02-20      | 4.0000%  | 0.0000% | $640087.00         | $88900.40          | Agency Mortgage-Backed Securities |
| GNII SF MA6865 M     | 2050-09-20      | 2.5000%  | 0.0000% | $53444800.00       | $20073136.10       | Agency Mortgage-Backed Securities |
| GNII SF MA6932 M     | 2050-08-20      | 3.0000%  | 0.0000% | $4646368.00        | $1516130.07        | Agency Mortgage-Backed Securities |
| GNII SF MA7588 M     | 2051-09-20      | 2.0000%  | 0.0000% | $11623680.00       | $6661774.97        | Agency Mortgage-Backed Securities |
| GNII SF MA7591 M     | 2051-09-20      | 3.5000%  | 0.0000% | $1073554.00        | $626814.36         | Agency Mortgage-Backed Securities |
| GNII SF MA7830 M     | 2052-01-20      | 4.0000%  | 0.0000% | $203710.00         | $127128.78         | Agency Mortgage-Backed Securities |
| GNII SF MA7880 M     | 2052-02-20      | 2.0000%  | 0.0000% | $81711360.00       | $50597903.33       | Agency Mortgage-Backed Securities |
| GNII SF MA7963 M     | 2037-04-20      | 3.0000%  | 0.0000% | $185185.00         | $98989.84          | Agency Mortgage-Backed Securities |
| GNII SF MA8871 M     | 2053-04-20      | 1.5000%  | 0.0000% | $212718.00         | $157061.69         | Agency Mortgage-Backed Securities |
| GNII SF MA8342 M     | 2052-09-20      | 2.0000%  | 0.0000% | $2012356.00        | $1175256.94        | Agency Mortgage-Backed Securities |
| GNII SF MA8429 M     | 2052-10-20      | 5.5000%  | 0.0000% | $665411.00         | $457611.13         | Agency Mortgage-Backed Securities |
| GNII SF MA8649 M     | 2053-01-20      | 6.0000%  | 0.0000% | $1600000.00        | $817102.21         | Agency Mortgage-Backed Securities |
| GNII SF MA8797 M     | 2053-04-20      | 3.5000%  | 0.0000% | $85000.00          | $60908.09          | Agency Mortgage-Backed Securities |
| GNII SF MA9774 M     | 2050-02-20      | 3.0000%  | 0.0000% | $1446578.00        | $1116924.99        | Agency Mortgage-Backed Securities |
| GNII SF MA9014 M     | 2053-07-20      | 4.0000%  | 0.0000% | $13670000.00       | $10850502.17       | Agency Mortgage-Backed Securities |
| GNII SF MA9275 M     | 2029-11-20      | 7.5000%  | 0.0000% | $45884.00          | $14853.39          | Agency Mortgage-Backed Securities |
| GNII SF MA9540 M     | 2054-03-20      | 5.0000%  | 0.0000% | $8719500.00        | $7517086.29        | Agency Mortgage-Backed Securities |
| GNII SF MA9698 M     | 2038-03-20      | 7.0000%  | 0.0000% | $164370.00         | $99216.40          | Agency Mortgage-Backed Securities |
| GNII SF BC7516 C     | 2047-10-20      | 3.5000%  | 0.0000% | $5813370.00        | $761564.10         | Agency Mortgage-Backed Securities |
| GNII SF CP4690 C     | 2038-11-20      | 6.5000%  | 0.0000% | $1333718.00        | $794751.49         | Agency Mortgage-Backed Securities |
| GNII SF BI4219 C     | 2048-10-20      | 5.0000%  | 0.0000% | $1490046.00        | $295074.77         | Agency Mortgage-Backed Securities |
| GNII SF BR8839 C     | 2050-02-20      | 4.0000%  | 0.0000% | $1338380.00        | $812746.21         | Agency Mortgage-Backed Securities |
| GNII SF BS7617 C     | 2050-06-20      | 2.5000%  | 0.0000% | $1133158.00        | $657738.76         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA4511 | 2056-01-01      | 4.5000%  | 0.0000% | $98753920.00       | $97191830.49       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA4514 | 2056-02-01      | 4.5000%  | 0.0000% | $41554944.00       | $40897544.79       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA4516 | 2056-02-01      | 4.5000%  | 0.0000% | $6467328.00        | $6365014.87        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA4517 | 2055-02-01      | 4.5000%  | 0.0000% | $87813504.00       | $86401111.60       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM3242 | 2050-05-01      | 2.5000%  | 0.0000% | $43000000.00       | $19178707.34       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM5085 | 2050-12-01      | 2.0000%  | 0.0000% | $2575000.00        | $1360749.23        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM5563 | 2049-10-01      | 5.0000%  | 0.0000% | $731000.00         | $276128.07         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0174 | 2052-01-01      | 2.5000%  | 0.0000% | $145189.00         | $98724.08          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS3347 | 2052-12-01      | 5.0000%  | 0.0000% | $60000.00          | $48616.54          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA8824 | 2054-04-01      | 6.0000%  | 0.0000% | $873587.00         | $705909.72         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB888553 | 2037-04-01      | 6.3880%  | 0.0000% | $15000000.00       | $187870.62         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL890200 | 2039-10-01      | 6.5000%  | 0.0000% | $445000.00         | $6344.22           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL905142 | 2037-02-01      | 5.5000%  | 0.0000% | $1325000.00        | $6042.68           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB913984 | 2037-02-01      | 6.0550%  | 0.0000% | $8090000.00        | $64718.25          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CZ918649 | 2047-06-01      | 5.5000%  | 0.0000% | $6709656.00        | $97976.31          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA1961 | 2029-07-01      | 3.0000%  | 0.0000% | $873287.00         | $40640.84          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3385 | 2048-06-01      | 4.5000%  | 0.0000% | $165232.00         | $15309.89          | Agency Mortgage-Backed Securities |
| GNII SF MA4719 M     | 2047-09-20      | 3.5000%  | 0.0000% | $2750000.00        | $318790.56         | Agency Mortgage-Backed Securities |
| GNII SF MA2963 M     | 2045-07-20      | 4.5000%  | 0.0000% | $16395000.00       | $1117182.93        | Agency Mortgage-Backed Securities |
| GNII SF MA1155 M     | 2043-07-20      | 2.5000%  | 0.0000% | $3637248.00        | $530940.26         | Agency Mortgage-Backed Securities |
| GNMI SF AB9108 X     | 2042-10-15      | 3.0000%  | 0.0000% | $4400000.00        | $453230.97         | Agency Mortgage-Backed Securities |
| GNMI SF AA6418 X     | 2043-05-15      | 3.5000%  | 0.0000% | $50000.00          | $5049.08           | Agency Mortgage-Backed Securities |
| 04.500 FGPC G61057 G | 2047-07-01      | 4.5000%  | 0.0000% | $45929120.00       | $8399641.06        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8370 | 2053-11-01      | 4.5000%  | 0.0000% | $20435.00          | $17810.83          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD7518 | 2050-06-01      | 3.0000%  | 0.0000% | $285000.00         | $111227.88         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4581 | 2044-09-01      | 3.5000%  | 0.0000% | $25000000.00       | $1870497.76        | Agency Mortgage-Backed Securities |
| 03.000 FGPC T65335 G | 2045-10-01      | 3.0000%  | 0.0000% | $3221336.00        | $378973.45         | Agency Mortgage-Backed Securities |
| FMAR 1L1234 G        | 2036-01-01      | 5.9020%  | 0.0000% | $130329600.00      | $142645.01         | Agency Mortgage-Backed Securities |
| 03.000 FGPC C91619 G | 2033-04-01      | 3.0000%  | 0.0000% | $10000000.00       | $1058396.00        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBS8494 | 2028-08-01      | 4.6300%  | 0.0000% | $3000000.00        | $3064646.17        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM5833 | 2047-05-01      | 3.5000%  | 0.0000% | $25000.00          | $9108.67           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN8775 | 2033-05-01      | 3.5200%  | 0.0000% | $259328.00         | $237261.34         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL8487 | 2046-04-01      | 6.3540%  | 0.0000% | $393000.00         | $8585.21           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL9535 | 2046-11-01      | 6.1470%  | 0.0000% | $882000.00         | $29237.55          | Agency Mortgage-Backed Securities |
| GNII SF DG4217 C     | 2055-02-20      | 5.5000%  | 0.0000% | $9789600.00        | $5771501.06        | Agency Mortgage-Backed Securities |
| GNII SF MA7967 M     | 2037-07-20      | 5.0000%  | 0.0000% | $107625.00         | $72117.61          | Agency Mortgage-Backed Securities |
| GNII SF MA4450 M     | 2047-05-20      | 3.0000%  | 0.0000% | $13294832.00       | $1869724.54        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CKMA4370 | 2051-06-01      | 2.0000%  | 0.0000% | $150000.00         | $91417.92          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4206 | 2035-12-01      | 2.0000%  | 0.0000% | $500000.00         | $207433.72         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4281 | 2051-03-01      | 2.0000%  | 0.0000% | $3675390.00        | $2063390.44        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA4944 | 2038-03-01      | 4.5000%  | 0.0000% | $40000.00          | $23574.20          | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLMA5844 | 2055-09-01      | 7.5000%  | 0.0000% | $81076.00          | $70162.69          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5819 | 2055-09-01      | 4.0000%  | 0.0000% | $202284.00         | $191325.38         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA5977 | 2041-01-01      | 4.5000%  | 0.0000% | $6152190.00        | $6185110.37        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAE0615 | 2038-11-01      | 6.0000%  | 0.0000% | $1012596.00        | $20657.14          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAE0911 | 2041-01-01      | 6.2870%  | 0.0000% | $303464.00         | $6035.92           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAE4166 | 2040-10-01      | 6.5100%  | 0.0000% | $10080560.00       | $84507.35          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX1081 | 2054-11-01      | 5.5000%  | 0.0000% | $1195772.00        | $882482.93         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX1650 | 2054-11-01      | 5.5000%  | 0.0000% | $1803094.00        | $1713188.36        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX9903 | 2055-03-01      | 5.5000%  | 0.0000% | $1041050.00        | $1050922.03        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ2372 | 2055-09-01      | 6.0000%  | 0.0000% | $36370816.00       | $34934532.80       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQZ8319 | 2055-11-01      | 6.0000%  | 0.0000% | $1932428.00        | $2008095.52        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQZ8841 | 2055-11-01      | 7.0000%  | 0.0000% | $21495.00          | $22779.57          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ9382 | 2055-11-01      | 5.5000%  | 0.0000% | $452646.00         | $463419.29         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSL2898 | 2055-08-01      | 4.5000%  | 0.0000% | $6690296.00        | $6593175.36        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL3774 | 2055-02-01      | 6.5000%  | 0.0000% | $24377720.00       | $24958371.38       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSL3934 | 2053-02-01      | 5.0000%  | 0.0000% | $72060288.00       | $72690655.40       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSL3960 | 2052-05-01      | 2.5000%  | 0.0000% | $26571.00          | $22972.65          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSL3994 | 2052-06-01      | 3.5000%  | 0.0000% | $75427328.00       | $70813320.98       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRQ0077 | 2055-12-01      | 6.0000%  | 0.0000% | $29335488.00       | $29192331.61       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRQ0083 | 2056-01-01      | 4.5000%  | 0.0000% | $32833640.00       | $32321481.74       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIRR0054 | 2041-01-01      | 5.0000%  | 0.0000% | $102472064.00      | $103260499.22      | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA1395 | 2055-12-01      | 5.5000%  | 0.0000% | $16321184.00       | $16622710.08       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLTA2671 | 2056-01-01      | 5.5000%  | 0.0000% | $3890608.00        | $4016136.17        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLTA2041 | 2056-01-01      | 6.0000%  | 0.0000% | $25130752.00       | $25812619.14       | Agency Mortgage-Backed Securities |
| GNII SF DK5759 C     | 2055-07-20      | 6.5000%  | 0.0000% | $5824144.00        | $6051970.89        | Agency Mortgage-Backed Securities |
| GNII SF DK6525 C     | 2055-07-20      | 7.0000%  | 0.0000% | $2302556.00        | $2402941.31        | Agency Mortgage-Backed Securities |
| GNII SF DK6526 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1102728.00        | $1148883.62        | Agency Mortgage-Backed Securities |
| GNII SF DK6562 C     | 2055-07-20      | 7.0000%  | 0.0000% | $1296344.00        | $1252483.99        | Agency Mortgage-Backed Securities |
| GNII SF DK7589 C     | 2055-06-20      | 7.0000%  | 0.0000% | $17299392.00       | $18306966.80       | Agency Mortgage-Backed Securities |
| GNII SF DK8327 C     | 2055-06-20      | 7.0000%  | 0.0000% | $4040288.00        | $4273584.09        | Agency Mortgage-Backed Securities |
| GNII SF DK8395 C     | 2055-07-20      | 7.0000%  | 0.0000% | $2325468.00        | $2461188.43        | Agency Mortgage-Backed Securities |
| GNII SF DL0107 C     | 2055-07-20      | 6.5000%  | 0.0000% | $4989024.00        | $5199457.82        | Agency Mortgage-Backed Securities |
| GNII SF DL2635 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1745106.00        | $1457773.95        | Agency Mortgage-Backed Securities |
| GNII SF DL2034 C     | 2055-06-20      | 6.5000%  | 0.0000% | $3136840.00        | $3319972.17        | Agency Mortgage-Backed Securities |
| GNII SF DL2500 C     | 2055-07-20      | 6.5000%  | 0.0000% | $5274040.00        | $5493248.23        | Agency Mortgage-Backed Securities |
| GNII SF DL3168 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1700120.00        | $1776865.15        | Agency Mortgage-Backed Securities |
| GNII SF DL5175 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1077838.00        | $1120816.86        | Agency Mortgage-Backed Securities |
| GNII SF DL5180 C     | 2055-10-20      | 6.5000%  | 0.0000% | $3437628.00        | $3581824.76        | Agency Mortgage-Backed Securities |
| GNII SF DL5821 C     | 2055-10-20      | 7.0000%  | 0.0000% | $1527572.00        | $1599583.95        | Agency Mortgage-Backed Securities |
| GNII SF DM2608 C     | 2055-09-20      | 6.5000%  | 0.0000% | $3877876.00        | $4046689.13        | Agency Mortgage-Backed Securities |
| GNII SF DM3342 C     | 2055-08-20      | 6.5000%  | 0.0000% | $5901712.00        | $6147342.67        | Agency Mortgage-Backed Securities |
| GNII SF DM3898 C     | 2055-09-20      | 6.5000%  | 0.0000% | $753243.00         | $791183.98         | Agency Mortgage-Backed Securities |
| GNII SF DM4289 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1489714.00        | $1554585.42        | Agency Mortgage-Backed Securities |
| GNII SF DM4641 C     | 2055-09-20      | 6.5000%  | 0.0000% | $5936790.00        | $6212411.80        | Agency Mortgage-Backed Securities |
| GNII SF DM4647 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2074856.00        | $2163355.75        | Agency Mortgage-Backed Securities |
| GNII SF DM6679 C     | 2055-09-20      | 6.5000%  | 0.0000% | $3030952.00        | $3165369.67        | Agency Mortgage-Backed Securities |
| GNII SF DM7896 C     | 2055-10-20      | 6.5000%  | 0.0000% | $1283116.00        | $1340593.81        | Agency Mortgage-Backed Securities |
| GNII SF DM7907 C     | 2055-10-20      | 7.0000%  | 0.0000% | $1234548.00        | $1285569.44        | Agency Mortgage-Backed Securities |
| GNII SF DM8167 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1157170.00        | $1222806.17        | Agency Mortgage-Backed Securities |
| GNII SF DN0030 C     | 2055-08-20      | 7.0000%  | 0.0000% | $1630492.00        | $1695014.30        | Agency Mortgage-Backed Securities |
| GNII SF DN0003 C     | 2055-09-20      | 7.0000%  | 0.0000% | $2825468.00        | $2932698.57        | Agency Mortgage-Backed Securities |
| GNII SF DN0463 C     | 2055-11-20      | 5.0000%  | 0.0000% | $1261034.00        | $1266961.17        | Agency Mortgage-Backed Securities |
| GNII SF DN3233 C     | 2055-11-20      | 6.5000%  | 0.0000% | $1313774.00        | $1375856.64        | Agency Mortgage-Backed Securities |
| GNII SF DN4866 C     | 2055-12-20      | 5.5000%  | 0.0000% | $30046208.00       | $30811245.26       | Agency Mortgage-Backed Securities |
| GNII SF DN5534 C     | 2055-11-20      | 6.0000%  | 0.0000% | $1831638.00        | $1902050.51        | Agency Mortgage-Backed Securities |
| GNII SF DP0353 C     | 2056-01-20      | 5.0000%  | 0.0000% | $2151108.00        | $2165995.34        | Agency Mortgage-Backed Securities |
| GNII SF DP0982 C     | 2055-12-20      | 5.0000%  | 0.0000% | $1567622.00        | $1576533.45        | Agency Mortgage-Backed Securities |
| GNII SF DP4503 C     | 2056-01-20      | 5.0000%  | 0.0000% | $1516854.00        | $1527351.81        | Agency Mortgage-Backed Securities |
| GNII SF MB0025 M     | 2054-11-20      | 5.0000%  | 0.0000% | $96858240.00       | $90456765.39       | Agency Mortgage-Backed Securities |
| GNII SF MB0022 M     | 2054-10-20      | 3.5000%  | 0.0000% | $13015152.00       | $11604348.24       | Agency Mortgage-Backed Securities |
| GNII SF MB0173 M     | 2034-01-20      | 1.5000%  | 0.0000% | $47291.00          | $38123.57          | Agency Mortgage-Backed Securities |
| GNII SF MB0179 M     | 2040-12-20      | 5.0000%  | 0.0000% | $638725.00         | $534483.97         | Agency Mortgage-Backed Securities |
| GNII SF MB0205 M     | 2055-02-20      | 5.5000%  | 0.0000% | $95517696.00       | $80051065.01       | Agency Mortgage-Backed Securities |
| GNII SF MB0260 M     | 2055-02-20      | 6.0000%  | 0.0000% | $63378240.00       | $45562391.49       | Agency Mortgage-Backed Securities |
| GNII SF DI1691 C     | 2055-03-20      | 7.0000%  | 0.0000% | $1168400.00        | $1136968.50        | Agency Mortgage-Backed Securities |
| GNII SF DI1001 C     | 2055-05-20      | 6.5000%  | 0.0000% | $378314.00         | $393833.01         | Agency Mortgage-Backed Securities |
| GNII SF DI2714 C     | 2055-10-20      | 6.5000%  | 0.0000% | $4914560.00        | $5143014.43        | Agency Mortgage-Backed Securities |
| GNII SF DI4560 C     | 2055-09-20      | 6.5000%  | 0.0000% | $2640172.00        | $2790808.55        | Agency Mortgage-Backed Securities |
| GNII SF DO2313 C     | 2055-12-20      | 5.5000%  | 0.0000% | $821355.00         | $842359.96         | Agency Mortgage-Backed Securities |
| GNII SF DO2328 C     | 2055-12-20      | 6.5000%  | 0.0000% | $1184634.00        | $1239008.64        | Agency Mortgage-Backed Securities |
| GNII SF DO3495 C     | 2055-11-20      | 6.0000%  | 0.0000% | $5166816.00        | $5491207.26        | Agency Mortgage-Backed Securities |
| GNII SF DO5621 C     | 2055-12-20      | 5.0000%  | 0.0000% | $1341846.00        | $1349198.56        | Agency Mortgage-Backed Securities |
| GNII SF DO5769 C     | 2055-12-20      | 5.0000%  | 0.0000% | $1947616.00        | $1966144.01        | Agency Mortgage-Backed Securities |
| GNII SF DO6126 C     | 2056-01-20      | 5.0000%  | 0.0000% | $2194660.00        | $2209848.75        | Agency Mortgage-Backed Securities |
| GNII SF DO7582 C     | 2055-12-20      | 4.0000%  | 0.0000% | $1603520.00        | $1510449.99        | Agency Mortgage-Backed Securities |
| GNII SF DO8488 C     | 2055-12-20      | 5.5000%  | 0.0000% | $5606240.00        | $5747150.48        | Agency Mortgage-Backed Securities |
| GNII SF DO9169 C     | 2055-12-20      | 5.0000%  | 0.0000% | $10599552.00       | $10713626.62       | Agency Mortgage-Backed Securities |
| GNMI SF AY0520 X     | 2047-08-15      | 4.0000%  | 0.0000% | $678180.00         | $92286.55          | Agency Mortgage-Backed Securities |
| GNMI SF AZ5517 X     | 2047-04-15      | 3.0000%  | 0.0000% | $319683.00         | $201748.10         | Agency Mortgage-Backed Securities |
| GNMI SF 597741 X     | 2032-12-15      | 5.5000%  | 0.0000% | $1392440.00        | $18637.96          | Agency Mortgage-Backed Securities |
| GNII SF 003335 M     | 2033-01-20      | 6.5000%  | 0.0000% | $5065224.00        | $21557.64          | Agency Mortgage-Backed Securities |
| GNII SF 003446 M     | 2033-09-20      | 6.5000%  | 0.0000% | $7722040.00        | $48633.16          | Agency Mortgage-Backed Securities |
| GNII SF 003654 M     | 2034-12-20      | 6.5000%  | 0.0000% | $2059112.00        | $22175.58          | Agency Mortgage-Backed Securities |
| GNII SF 005334 M     | 2042-02-20      | 5.0000%  | 0.0000% | $533000.00         | $24209.44          | Agency Mortgage-Backed Securities |
| GNII SF 004636 M     | 2040-02-20      | 4.5000%  | 0.0000% | $5781368.00        | $215638.31         | Agency Mortgage-Backed Securities |
| GNMI SF 736749 X     | 2042-08-15      | 3.0000%  | 0.0000% | $2000000.00        | $243384.43         | Agency Mortgage-Backed Securities |
| GNII SP 783736 M     | 2042-10-20      | 3.5000%  | 0.0000% | $113703.00         | $10004.73          | Agency Mortgage-Backed Securities |
| GNMI SP 784353 X     | 2046-06-15      | 4.0000%  | 0.0000% | $95465.00          | $9705.87           | Agency Mortgage-Backed Securities |
| GNMI SP 785782 X     | 2050-02-15      | 3.0000%  | 0.0000% | $1495791.00        | $1049444.78        | Agency Mortgage-Backed Securities |
| GNII SP 787276 C     | 2054-02-20      | 6.0000%  | 0.0000% | $800000.00         | $678926.93         | Agency Mortgage-Backed Securities |
| GNII SP 787356 C     | 2052-03-20      | 2.5000%  | 0.0000% | $103177728.00      | $76714909.35       | Agency Mortgage-Backed Securities |
| GNII SP 787699 M     | 2049-03-20      | 3.0000%  | 0.0000% | $97697920.00       | $79752429.36       | Agency Mortgage-Backed Securities |
| GNMI SF 757379 X     | 2046-07-15      | 2.5000%  | 0.0000% | $2403020.00        | $1212263.41        | Agency Mortgage-Backed Securities |
| GNII SF 675725 C     | 2047-06-20      | 3.5000%  | 0.0000% | $16353000.00       | $1771864.31        | Agency Mortgage-Backed Securities |

### Security 311: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQMV7, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP1EQMV7
- **C.18 - Value (incl. sponsor support):** $49000000.00
- **C.18.a - Value (excl. sponsor support):** $49000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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      | 0.0000%  | 0.0000% | $1740700.00        | $1725085.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $213800.00         | $153961.45         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $100.00            | $59.70             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $34889700.00       | $19855825.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $500.00            | $660.24            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $100.00            | $123.48            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $921900.00         | $1249369.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $100.00            | $95.61             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | 0.0000% | $400.00            | $404.84            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $26700.00          | $27414.37          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $15000.00          | $15330.63          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $18771600.00       | $19283232.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 3.8750%  | 0.0000% | $7620800.00        | $7683638.55        | U.S. Treasuries (including strips) |

### Security 312: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQMZ8, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1EQMZ8
- **C.18 - Value (incl. sponsor support):** $515000000.00
- **C.18.a - Value (excl. sponsor support):** $515000000.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2046-08-15      | 2.2500%  | 0.0000% | $373440800.00      | $249999846.14      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $32953200.00       | $25300269.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | 0.0000% | $253094400.00      | $249999935.82      | U.S. Treasuries (including strips) |

### Security 313: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQN12, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP1EQN12
- **C.18 - Value (incl. sponsor support):** $1811000000.00
- **C.18.a - Value (excl. sponsor support):** $1811000000.00
- **C.19 - Percentage of Net Assets:** 1.9900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2031-02-15      | 5.3750%  | 0.0000% | $31548300.00       | $34547850.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | 0.0000% | $254329600.00      | $249999659.64      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | 0.0000% | $35710100.00       | $27947828.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 3.1250%  | 0.0000% | $49258200.00       | $39743353.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | 0.0000% | $45856300.00       | $35364577.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-11-15      | 2.8750%  | 0.0000% | $72566200.00       | $54080679.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $418730400.00      | $249999817.53      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $334780800.00      | $249999702.09      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | 0.0000% | $112879000.00      | $113492472.83      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 4.6250%  | 0.0000% | $51943000.00       | $51229092.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | 0.0000% | $55387900.00       | $52939799.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.2500%  | 0.0000% | $117627200.00      | $117452449.52      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.7500%  | 0.0000% | $144682000.00      | $145075207.31      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 4.3750%  | 0.0000% | $42156000.00       | $43527407.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | 0.0000% | $129466000.00      | $131827819.07      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $240258400.00      | $249992351.56      | U.S. Treasuries (including strips) |

### Security 314: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQNB0, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1EQNB0
- **C.18 - Value (incl. sponsor support):** $646000000.00
- **C.18.a - Value (excl. sponsor support):** $646000000.00
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2031-02-15      | 5.3750%  | 0.0000% | $4365100.00        | $4778767.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-15      | 0.1250%  | 0.0000% | $1600.00           | $1878.99           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $172941600.00      | $155228160.77      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $131503900.00      | $149124709.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | 0.0000% | $91200.00          | $93754.81          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $237265800.00      | $243734507.87      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $63275600.00       | $66345756.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | 0.0000% | $37790900.00       | $39476815.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $134000.00         | $135609.45         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.6250%  | 0.0000% | $100.00            | $99.50             | U.S. Treasuries (including strips) |

### Security 315: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 3.670000%
- **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: ARP1EQNC8, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: ARP1EQNC8
- **C.18 - Value (incl. sponsor support):** $45000000.00
- **C.18.a - Value (excl. sponsor support):** $45000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 03.000 CLAS8086 | 2046-10-01      | 3.0000%  | 0.0000% | $54724168.00       | $14490497.58       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0528 | 2047-10-01      | 3.5000%  | 0.0000% | $118966518.00      | $31859502.46       | Agency Mortgage-Backed Securities |

### Security 316: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 3.670000%
- **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: ARP1EQNM6, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP1EQNM6
- **C.18 - Value (incl. sponsor support):** $139000000.00
- **C.18.a - Value (excl. sponsor support):** $139000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRM 2025-172 PL | 2055-10-20      | 4.5000%  | 0.0000% | $188569.00         | $165163.82         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-172 BT | 2055-10-20      | 3.5000%  | 0.0000% | $3801879.00        | $3468444.63        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-175 F  | 2055-10-20      | 4.6030%  | 0.0000% | $1000.00           | $1001.75           | Agency Collateralized Mortgage Obligation |
| GNRA 2025-169 KF | 2055-10-20      | 4.7030%  | 0.0000% | $8336.00           | $7865.27           | Agency Collateralized Mortgage Obligation |
| GNRM 2025-194 MY | 2055-11-20      | 8.0000%  | 0.0000% | $49342258.00       | $53835542.77       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-190 FW | 2055-11-20      | 4.5030%  | 0.0000% | $74637422.00       | $72837339.73       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-216 GP | 2055-11-20      | 4.5000%  | 0.0000% | $15758282.00       | $15634642.96       | Agency Collateralized Mortgage Obligation |

### Security 317: BANCO BILBAO VIZCAYA ARGENTARIA SA

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQNN4, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71, C.5 - Other ID: ARP1EQNN4
- **C.18 - Value (incl. sponsor support):** $1057000000.00
- **C.18.a - Value (excl. sponsor support):** $1057000000.00
- **C.19 - Percentage of Net Assets:** 1.1600%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2026-09-03      | 0.0000%  | 0.0000% | $6000.00           | $5878.64           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 2.5000%  | 0.0000% | $5999900.00        | $9444482.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 2.1250%  | 0.0000% | $4491700.00        | $6750342.72        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 2.1250%  | 0.0000% | $4700.00           | $6901.21           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 0.8750%  | 0.0000% | $343000.00         | $334451.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 0.2500%  | 0.0000% | $362000.00         | $263555.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | 0.0000% | $100.00            | $70.31             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $100.00            | $87.36             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 1.5000%  | 0.0000% | $5000000.00        | $4977409.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $3610000.00        | $3574676.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $300.00            | $261.78            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | 0.0000% | $3730700.00        | $3296725.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | 0.0000% | $150000000.00      | $143053689.78      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | 0.0000% | $48728400.00       | $42655161.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $894000.00         | $844494.53         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $18421500.00       | $16064501.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | 0.0000% | $1238300.00        | $1217398.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | 0.0000% | $200.00            | $187.98            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $275000.00         | $281371.90         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | 0.0000% | $19000.00          | $19293.82          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $21000000.00       | $21192849.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $276100.00         | $271491.96         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $111461900.00      | $114455162.52      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 3.6250%  | 0.0000% | $500.00            | $503.85            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | 0.0000% | $100.00            | $99.90             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $1883600.00        | $1892468.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | 0.0000% | $5233000.00        | $5499073.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 4.3750%  | 0.0000% | $56200000.00       | $57758579.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-28      | 4.2500%  | 0.0000% | $68649600.00       | $71199678.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $50000000.00       | $51411327.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $32000.00          | $33060.03          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $500000.00         | $506549.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $4152400.00        | $4383844.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $74600.00          | $75648.55          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $1919800.00        | $1945319.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $56747400.00       | $59046493.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $158000.00         | $161367.15         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $68377000.00       | $69979452.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $1055600.00        | $1068278.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | 0.0000% | $500000.00         | $507351.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $741200.00         | $750345.11         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $32792000.00       | $33181304.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $100000000.00      | $101081281.87      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $5000000.00        | $5082161.48        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | 0.0000% | $931000.00         | $935487.34         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.8750%  | 0.0000% | $10788000.00       | $11048678.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-09-30      | 3.8750%  | 0.0000% | $5000000.00        | $5028123.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 3.5000%  | 0.0000% | $1000.00           | $1011.13           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.3750%  | 0.0000% | $167870700.00      | $168334343.19      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-30      | 3.7500%  | 0.0000% | $58798700.00       | $58236839.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 3.5000%  | 0.0000% | $282900.00         | $280881.62         | U.S. Treasuries (including strips) |

### Security 318: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** MIZUHO SECURITIES USA LLC 3.670000%
- **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: ARP1EQNU8, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: ARP1EQNU8
- **C.18 - Value (incl. sponsor support):** $240000000.00
- **C.18.a - Value (excl. sponsor support):** $240000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $20619900.00       | $20348174.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $93471500.00       | $91911485.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $131735300.00      | $132540431.22      | U.S. Treasuries (including strips) |

### Security 319: FICC - JPMORGAN CHASE & CO

- **C.1 - Title:** FICC - JPMORGAN CHASE & CO 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQO78, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1EQO78
- **C.18 - Value (incl. sponsor support):** $1067000000.00
- **C.18.a - Value (excl. sponsor support):** $1067000000.00
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-04-02      | 0.0000%  | 0.0000% | $444356000.00      | $441727189.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.8750%  | 0.0000% | $25448600.00       | $25178593.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 4.6250%  | 0.0000% | $610919200.00      | $621434307.52      | U.S. Treasuries (including strips) |

### Security 320: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQO94, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1EQO94
- **C.18 - Value (incl. sponsor support):** $162000000.00
- **C.18.a - Value (excl. sponsor support):** $162000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2044-11-15      | 4.6250%  | 0.0000% | $167556500.00      | $165240022.13      | U.S. Treasuries (including strips) |

### Security 321: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 3.670000%
- **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: ARP1EQOL7, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1EQOL7
- **C.18 - Value (incl. sponsor support):** $1532000000.00
- **C.18.a - Value (excl. sponsor support):** $1532000000.00
- **C.19 - Percentage of Net Assets:** 1.6900%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRA 2025-098 FD | 2053-01-20      | 5.1030%  | 0.0000% | $171519171.00      | $137665192.85      | Agency Collateralized Mortgage Obligation |
| GNRM 2026-009 AB | 2065-12-16      | 4.7500%  | 0.0000% | $21808000.00       | $22078929.27       | Agency Collateralized Mortgage Obligation |
| GNRM 2026-009 AC | 2066-12-16      | 4.7500%  | 0.0000% | $9171000.00        | $9268647.20        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-154 FB | 2055-09-20      | 5.1030%  | 0.0000% | $30000000.00       | $30047977.23       | Agency Collateralized Mortgage Obligation |
| GNRA 2019-97 FG  | 2049-08-20      | 3.5000%  | 0.0000% | $16950000.00       | $4430061.59        | Agency Collateralized Mortgage Obligation |
| GNRA 2019-97 MF  | 2049-08-20      | 3.7500%  | 0.0000% | $49950000.00       | $15208886.58       | Agency Collateralized Mortgage Obligation |
| GNRA 2019-28 YF  | 2049-10-20      | 3.5000%  | 0.0000% | $19050000.00       | $7067778.19        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-059 F  | 2051-04-20      | 3.0000%  | 0.0000% | $106950000.00      | $53562512.90       | Agency Collateralized Mortgage Obligation |
| GNRM 2021-081 AD | 2051-05-20      | 1.7500%  | 0.0000% | $131810084.00      | $42384380.54       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-096 GF | 2051-06-20      | 3.0000%  | 0.0000% | $102550000.00      | $64626743.03       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-097 FA | 2051-06-20      | 3.0000%  | 0.0000% | $224250000.00      | $122784925.33      | Agency Collateralized Mortgage Obligation |
| GNRA 2022-034 FG | 2052-02-20      | 3.0000%  | 0.0000% | $42650000.00       | $25576715.48       | Agency Collateralized Mortgage Obligation |
| GNRM 2022-167 AB | 2050-10-16      | 2.3000%  | 0.0000% | $6713994.00        | $5644073.48        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-161 F  | 2052-09-20      | 4.3030%  | 0.0000% | $85500000.00       | $45517419.38       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-083 CF | 2053-06-20      | 4.7030%  | 0.0000% | $60000000.00       | $33932172.08       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-123 FB | 2053-08-20      | 4.7530%  | 0.0000% | $50000000.00       | $20234514.21       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-133 FN | 2053-09-20      | 4.7030%  | 0.0000% | $50000000.00       | $28928528.28       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-045 A  | 2054-03-20      | 0.1250%  | 0.0000% | $100000000.00      | $60853666.02       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-045 C  | 2054-03-20      | 0.1250%  | 0.0000% | $99999999.00       | $60616867.33       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-090 FD | 2055-05-20      | 5.4230%  | 0.0000% | $300000000.00      | $225148289.72      | Agency Collateralized Mortgage Obligation |
| GNRA 2025-169 F  | 2055-10-20      | 5.2530%  | 0.0000% | $250000000.00      | $247498247.19      | Agency Collateralized Mortgage Obligation |
| GNRA 2025-169 FH | 2055-10-20      | 5.2430%  | 0.0000% | $250000000.00      | $247454664.04      | Agency Collateralized Mortgage Obligation |
| GNRA 2013-154 ML | 2053-09-16      | 2.9000%  | 0.0000% | $6245000.00        | $5472637.83        | Agency Collateralized Mortgage Obligation |
| GNRA 2013-107 AD | 2047-11-16      | 2.7777%  | 0.0000% | $5433400.00        | $728857.32         | Agency Collateralized Mortgage Obligation |
| GNRM 2017-100 AB | 2052-04-16      | 2.3000%  | 0.0000% | $4200000.00        | $429809.34         | Agency Collateralized Mortgage Obligation |
| GNRM 2016-071 AE | 2057-10-16      | 2.0000%  | 0.0000% | $1065000.00        | $212748.69         | Agency Collateralized Mortgage Obligation |
| GNRM 2017-57 B   | 2059-12-16      | 2.5000%  | 0.0000% | $4000000.00        | $2921334.21        | Agency Collateralized Mortgage Obligation |
| GNRA 2018-108 D  | 2060-08-16      | 3.0000%  | 0.0000% | $22100000.00       | $17546464.24       | Agency Collateralized Mortgage Obligation |
| GNRM 2022-055 AG | 2062-10-16      | 1.5000%  | 0.0000% | $9715000.00        | $6931482.67        | Agency Collateralized Mortgage Obligation |
| GNRM 2023-008 BA | 2064-02-16      | 3.7500%  | 0.0000% | $1000000.00        | $883766.79         | Agency Collateralized Mortgage Obligation |
| GNRM 2023-031 AD | 2057-02-16      | 3.6000%  | 0.0000% | $5243000.00        | $4684045.76        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-034 BA | 2056-03-16      | 2.5000%  | 0.0000% | $7000000.00        | $5637871.25        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-052 AB | 2065-04-16      | 4.0000%  | 0.0000% | $320000.00         | $298610.56         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-033 AC | 2057-12-16      | 3.2500%  | 0.0000% | $25000000.00       | $20402607.67       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-194 BA | 2065-10-16      | 3.8604%  | 0.0000% | $2060000.00        | $1744464.90        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-159 AL | 2064-12-16      | 4.0000%  | 0.0000% | $15000000.00       | $13917229.59       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-172 AJ | 2064-03-16      | 4.0000%  | 0.0000% | $10000000.00       | $9109336.82        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-070 BA | 2054-07-16      | 4.7500%  | 0.0000% | $7600000.00        | $7147540.62        | Agency Collateralized Mortgage Obligation |

### Security 322: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 3.670000%
- **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: ARP1EQOO1, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: ARP1EQOO1
- **C.18 - Value (incl. sponsor support):** $1493000000.00
- **C.18.a - Value (excl. sponsor support):** $1493000000.00
- **C.19 - Percentage of Net Assets:** 1.6400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRA 2010-020 FE | 2040-02-20      | 4.5398%  | 0.0000% | $131000000.00      | $4356378.20        | Agency Collateralized Mortgage Obligation |
| GNRA 2011-070 QF | 2041-05-16      | 4.4019%  | 0.0000% | $100000000.00      | $5882194.34        | Agency Collateralized Mortgage Obligation |
| GNRA 2013-150 FT | 2040-02-20      | 4.2298%  | 0.0000% | $200000000.00      | $6581896.47        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-098 KF | 2055-06-20      | 4.9530%  | 0.0000% | $100000000.00      | $98105676.57       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-119 BF | 2055-07-20      | 4.8030%  | 0.0000% | $100000000.00      | $91108468.10       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-122 CF | 2055-07-20      | 4.8530%  | 0.0000% | $50000000.00       | $48913647.52       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-135 FN | 2055-08-20      | 4.7830%  | 0.0000% | $19754000.00       | $19756036.50       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-156 FD | 2055-09-20      | 4.7730%  | 0.0000% | $100000000.00      | $99913419.99       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-178 FM | 2055-10-20      | 4.9630%  | 0.0000% | $3900000.00        | $3899260.65        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-022 FA | 2053-02-20      | 4.5030%  | 0.0000% | $50000000.00       | $18025422.93       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-076 FG | 2053-05-20      | 4.7530%  | 0.0000% | $100000000.00      | $37701317.57       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-168 FE | 2052-09-20      | 4.1530%  | 0.0000% | $15188000.00       | $10095248.71       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-086 FG | 2050-09-20      | 4.6530%  | 0.0000% | $7735469.00        | $5954533.16        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-093 FA | 2053-06-20      | 4.7030%  | 0.0000% | $20000000.00       | $11224782.60       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-070 CF | 2053-05-20      | 4.6530%  | 0.0000% | $100000000.00      | $37624764.05       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-068 FA | 2053-05-20      | 4.7030%  | 0.0000% | $50000000.00       | $20109908.55       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-075 FA | 2053-05-20      | 4.8030%  | 0.0000% | $100000000.00      | $40301042.00       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-098 BF | 2053-07-20      | 4.7030%  | 0.0000% | $25000000.00       | $14139284.55       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-130 FB | 2053-09-20      | 5.0530%  | 0.0000% | $50000000.00       | $32855715.32       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-005 FA | 2054-01-20      | 4.8030%  | 0.0000% | $30937880.00       | $12334556.09       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-061 FE | 2054-04-20      | 4.9030%  | 0.0000% | $50000000.00       | $29540235.50       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-064 FC | 2054-04-20      | 4.7030%  | 0.0000% | $50000000.00       | $41122057.77       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-058 FB | 2054-04-20      | 4.8030%  | 0.0000% | $50000000.00       | $29482727.91       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-078 QF | 2054-05-20      | 4.8030%  | 0.0000% | $8819000.00        | $6636357.96        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-148 FB | 2054-09-20      | 4.8530%  | 0.0000% | $50000000.00       | $34450167.87       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-028 FE | 2053-11-20      | 5.1030%  | 0.0000% | $51000000.00       | $51719278.50       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-048 FA | 2055-03-20      | 4.7530%  | 0.0000% | $100000000.00      | $88871773.01       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-051 FK | 2055-03-20      | 4.7530%  | 0.0000% | $30597000.00       | $26904373.27       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-063 FL | 2055-04-20      | 4.9530%  | 0.0000% | $7000000.00        | $5116296.35        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-066 FC | 2055-04-20      | 4.8530%  | 0.0000% | $5756376.00        | $5169730.86        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-069 YH | 2055-04-20      | 4.9530%  | 0.0000% | $8200000.00        | $7543474.73        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-100 FJ | 2055-06-20      | 4.9030%  | 0.0000% | $50000000.00       | $47523823.75       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-175 FQ | 2055-10-20      | 4.8030%  | 0.0000% | $50000000.00       | $49415558.50       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-169 NF | 2055-10-20      | 4.7030%  | 0.0000% | $100000000.00      | $100110148.87      | Agency Collateralized Mortgage Obligation |
| GNRA 2025-209 AF | 2055-12-20      | 4.7030%  | 0.0000% | $251244122.00      | $249999999.61      | Agency Collateralized Mortgage Obligation |
| GNRA 2025-205 FA | 2055-11-20      | 4.7530%  | 0.0000% | $36084286.00       | $35990744.32       | Agency Collateralized Mortgage Obligation |
| GNRA 2026-001 FB | 2056-01-20      | 5.1839%  | 0.0000% | $35483403.00       | $35786216.87       | Agency Collateralized Mortgage Obligation |
| GNRA 2026-001 FD | 2056-01-20      | 4.8003%  | 0.0000% | $41078809.00       | $41361284.02       | Agency Collateralized Mortgage Obligation |
| GNRA 2026-001 AF | 2056-01-20      | 4.9003%  | 0.0000% | $61713248.00       | $62022196.49       | Agency Collateralized Mortgage Obligation |

### Security 323: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 3.680000%
- **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: ARP1EQOQ6, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP1EQOQ6
- **C.18 - Value (incl. sponsor support):** $2407000000.00
- **C.18.a - Value (excl. sponsor support):** $2407000000.00
- **C.19 - Percentage of Net Assets:** 2.6500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 07.000 CLDD4559 | 2055-05-01      | 7.0000%  | 0.0000% | $1294291.00        | $1387571.59        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD5573 | 2055-03-01      | 6.5000%  | 0.0000% | $1583041.00        | $440923.28         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD6643 | 2055-07-01      | 6.0000%  | 0.0000% | $4285971.00        | $4218535.61        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD6675 | 2055-07-01      | 6.0000%  | 0.0000% | $1193458.00        | $1117394.54        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDD7442 | 2040-04-01      | 5.0000%  | 0.0000% | $814561.00         | $735933.03         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD8287 | 2055-04-01      | 6.5000%  | 0.0000% | $6736988.00        | $6271423.79        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDD8743 | 2055-10-01      | 7.5000%  | 0.0000% | $3523085.00        | $3153535.89        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD9918 | 2055-08-01      | 5.5000%  | 0.0000% | $1042096.00        | $1067199.22        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE2731 | 2055-08-01      | 5.5000%  | 0.0000% | $24905713.00       | $25381071.29       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE3042 | 2055-06-01      | 6.0000%  | 0.0000% | $6459380.00        | $6693138.64        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDE3109 | 2055-07-01      | 4.0000%  | 0.0000% | $42867.00          | $40888.96          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDE3880 | 2040-12-01      | 4.5000%  | 0.0000% | $981011.00         | $948140.82         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE4946 | 2055-09-01      | 6.0000%  | 0.0000% | $1088367.00        | $1134923.41        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDE6263 | 2055-11-01      | 4.5000%  | 0.0000% | $2737177.00        | $2689215.16        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE5613 | 2055-07-01      | 6.0000%  | 0.0000% | $5512891.00        | $5372182.11        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE6106 | 2055-08-01      | 5.0000%  | 0.0000% | $1100980.00        | $1105258.30        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE7142 | 2055-09-01      | 7.0000%  | 0.0000% | $543185.00         | $578143.13         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDE6362 | 2055-08-01      | 4.0000%  | 0.0000% | $3020522.00        | $2880928.90        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDE6397 | 2055-09-01      | 4.5000%  | 0.0000% | $3147550.00        | $3089096.35        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE6672 | 2055-08-01      | 6.5000%  | 0.0000% | $5738125.00        | $5966831.13        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE6813 | 2055-09-01      | 6.0000%  | 0.0000% | $3251184.00        | $3367332.93        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDE6888 | 2040-11-01      | 5.5000%  | 0.0000% | $2625745.00        | $2622871.17        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDE6921 | 2055-12-01      | 7.5000%  | 0.0000% | $800000.00         | $851743.23         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE8061 | 2040-08-01      | 5.0000%  | 0.0000% | $1397047.00        | $1302410.39        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE7276 | 2055-09-01      | 6.0000%  | 0.0000% | $1441257.00        | $1369502.85        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDE7530 | 2040-09-01      | 4.5000%  | 0.0000% | $1366760.00        | $1344184.20        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE7543 | 2055-08-01      | 6.0000%  | 0.0000% | $9936245.00        | $10276200.79       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDE7885 | 2040-09-01      | 5.5000%  | 0.0000% | $1375286.00        | $1391545.81        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE7889 | 2055-09-01      | 5.5000%  | 0.0000% | $24613052.00       | $24598065.12       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE8936 | 2055-09-01      | 5.5000%  | 0.0000% | $43803688.00       | $43698507.16       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDE8983 | 2055-10-01      | 4.5000%  | 0.0000% | $216570.00         | $212771.65         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE9806 | 2055-08-01      | 7.0000%  | 0.0000% | $642350.00         | $683443.30         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE9084 | 2055-10-01      | 5.5000%  | 0.0000% | $1814257.00        | $1865449.92        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE9105 | 2055-10-01      | 6.0000%  | 0.0000% | $1296500.00        | $1235922.51        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE9108 | 2055-10-01      | 6.0000%  | 0.0000% | $1681150.00        | $1744279.61        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIDE9382 | 2040-09-01      | 6.5000%  | 0.0000% | $1010602.00        | $1002988.81        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE9468 | 2055-09-01      | 6.0000%  | 0.0000% | $2863636.00        | $2973259.02        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE9498 | 2055-09-01      | 5.5000%  | 0.0000% | $2211239.00        | $2259974.10        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE9540 | 2055-10-01      | 5.5000%  | 0.0000% | $5249941.00        | $5375679.46        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF0815 | 2055-10-01      | 5.0000%  | 0.0000% | $2599350.00        | $2610747.55        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF0265 | 2055-09-01      | 6.0000%  | 0.0000% | $4583039.00        | $4606650.61        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF0406 | 2055-10-01      | 4.5000%  | 0.0000% | $4278678.00        | $4203764.00        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDF0647 | 2040-09-01      | 5.0000%  | 0.0000% | $713597.00         | $684455.81         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF1740 | 2055-10-01      | 4.5000%  | 0.0000% | $1174516.00        | $1140541.49        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF1742 | 2055-10-01      | 4.5000%  | 0.0000% | $572854.00         | $563302.39         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF0906 | 2055-11-01      | 5.5000%  | 0.0000% | $1705857.00        | $1737756.11        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF1163 | 2055-09-01      | 5.5000%  | 0.0000% | $3061045.00        | $3010983.68        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF1177 | 2055-09-01      | 6.0000%  | 0.0000% | $2432175.00        | $2260972.71        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF1226 | 2055-10-01      | 6.0000%  | 0.0000% | $5498667.00        | $5601506.55        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF1326 | 2055-10-01      | 6.0000%  | 0.0000% | $1703275.00        | $1767482.74        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF2676 | 2055-11-01      | 6.0000%  | 0.0000% | $5200307.00        | $5351368.62        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF2694 | 2055-10-01      | 5.5000%  | 0.0000% | $1178146.00        | $1212060.22        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDF2936 | 2040-11-01      | 5.5000%  | 0.0000% | $1006779.00        | $1017524.69        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF3745 | 2055-11-01      | 4.5000%  | 0.0000% | $9232797.00        | $9078358.50        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF3851 | 2055-10-01      | 5.5000%  | 0.0000% | $1455186.00        | $1493299.07        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF4664 | 2055-11-01      | 6.0000%  | 0.0000% | $13170763.00       | $13401581.23       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF5906 | 2055-12-01      | 6.0000%  | 0.0000% | $2633739.00        | $2733288.95        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF5989 | 2055-10-01      | 5.5000%  | 0.0000% | $2626938.00        | $2698059.25        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF6330 | 2055-12-01      | 5.5000%  | 0.0000% | $1034360.00        | $1068347.88        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF6530 | 2055-12-01      | 5.5000%  | 0.0000% | $8579177.00        | $8730620.98        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF6545 | 2055-12-01      | 6.0000%  | 0.0000% | $2602165.00        | $2686009.84        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF6915 | 2055-12-01      | 6.0000%  | 0.0000% | $2245510.00        | $2341592.21        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDF7547 | 2056-01-01      | 6.5000%  | 0.0000% | $1115482.00        | $1177657.98        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF7672 | 2055-12-01      | 4.5000%  | 0.0000% | $7676985.00        | $7559973.92        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD7118 | 2047-04-01      | 3.5000%  | 0.0000% | $310000.00         | $55624.58          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBD6405 | 2046-09-01      | 4.0000%  | 0.0000% | $3837784.00        | $767248.90         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBE7191 | 2047-03-01      | 4.0000%  | 0.0000% | $1490000.00        | $187487.27         | Agency Mortgage-Backed Securities |
| FNMS 04.000 U4BF0201 | 2051-08-01      | 4.0000%  | 0.0000% | $425000.00         | $108643.17         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBH5119 | 2047-08-01      | 3.5000%  | 0.0000% | $24000.00          | $3272.15           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ9732 | 2049-10-01      | 4.0000%  | 0.0000% | $4463674.00        | $926499.41         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBK0327 | 2049-11-01      | 3.5000%  | 0.0000% | $4106742.00        | $1615010.48        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBK5720 | 2033-05-01      | 3.5000%  | 0.0000% | $505251.00         | $43744.30          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM1066 | 2047-02-01      | 4.0000%  | 0.0000% | $9000.00           | $1154.22           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM1277 | 2047-05-01      | 4.0000%  | 0.0000% | $450000.00         | $83426.59          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBM1494 | 2032-01-01      | 3.5000%  | 0.0000% | $10000000.00       | $1259884.53        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM2000 | 2047-05-01      | 3.5000%  | 0.0000% | $1420000.00        | $192205.54         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM3065 | 2047-12-01      | 3.5000%  | 0.0000% | $345000.00         | $40756.01          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM3451 | 2048-02-01      | 4.0000%  | 0.0000% | $106334.00         | $18121.60          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBM4202 | 2029-12-01      | 3.5000%  | 0.0000% | $1576000.00        | $168565.72         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM4974 | 2048-01-01      | 3.5000%  | 0.0000% | $1555647.00        | $374329.26         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBM5098 | 2048-12-01      | 5.0000%  | 0.0000% | $4000.00           | $759.95            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBM5490 | 2031-11-01      | 3.5000%  | 0.0000% | $70000.00          | $5820.55           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA6738 | 2050-08-01      | 3.0000%  | 0.0000% | $6000.00           | $2263.03           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICA6849 | 2035-08-01      | 3.0000%  | 0.0000% | $200240.00         | $80477.43          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA7044 | 2050-09-01      | 3.0000%  | 0.0000% | $9415000.00        | $4716813.79        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7224 | 2050-10-01      | 2.0000%  | 0.0000% | $105000.00         | $53011.35          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICA7503 | 2035-10-01      | 3.0000%  | 0.0000% | $1000000.00        | $443981.30         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCA8679 | 2050-10-01      | 5.0000%  | 0.0000% | $29900.00          | $4272.63           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB0745 | 2036-06-01      | 2.5000%  | 0.0000% | $1300000.00        | $657561.24         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICB1202 | 2036-07-01      | 2.0000%  | 0.0000% | $70000.00          | $29373.09          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICB1493 | 2036-06-01      | 3.5000%  | 0.0000% | $635713.00         | $374083.50         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3496 | 2052-05-01      | 3.0000%  | 0.0000% | $200000.00         | $143830.68         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2759 | 2052-02-01      | 3.0000%  | 0.0000% | $1560000.00        | $989638.88         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4418 | 2052-08-01      | 5.5000%  | 0.0000% | $3802770.00        | $2542771.72        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB4113 | 2052-07-01      | 3.5000%  | 0.0000% | $41000.00          | $29736.72          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5291 | 2052-12-01      | 5.5000%  | 0.0000% | $96296085.00       | $72104363.42       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4784 | 2052-10-01      | 5.0000%  | 0.0000% | $41000.00          | $30620.73          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB5259 | 2052-12-01      | 4.5000%  | 0.0000% | $25376351.00       | $19268916.57       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5641 | 2053-02-01      | 5.5000%  | 0.0000% | $40898155.00       | $31045011.13       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB6470 | 2053-06-01      | 4.0000%  | 0.0000% | $1013030.00        | $882677.69         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6540 | 2053-06-01      | 6.0000%  | 0.0000% | $1400000.00        | $1093000.56        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6893 | 2053-08-01      | 4.5000%  | 0.0000% | $2153514.00        | $1832968.09        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB7044 | 2053-09-01      | 5.0000%  | 0.0000% | $771000.00         | $649088.94         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8021 | 2054-02-01      | 6.5000%  | 0.0000% | $1026000.00        | $759794.88         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7346 | 2053-10-01      | 6.5000%  | 0.0000% | $105000.00         | $77994.63          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7866 | 2054-01-01      | 6.5000%  | 0.0000% | $85000.00          | $62087.63          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8752 | 2054-06-01      | 5.0000%  | 0.0000% | $29600000.00       | $27497159.12       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CICB9873 | 2040-01-01      | 5.0000%  | 0.0000% | $2702664.00        | $2423194.35        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9973 | 2055-02-01      | 5.5000%  | 0.0000% | $7399000.00        | $7217069.90        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF8930 | 2056-01-01      | 5.5000%  | 0.0000% | $1314536.00        | $1363132.50        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL190391 | 2038-09-01      | 6.0000%  | 0.0000% | $150000.00         | $835.90            | Agency Mortgage-Backed Securities |
| FNMS 05.800 ML386641 | 2033-12-01      | 5.8000%  | 0.0000% | $120000.00         | $57081.45          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL509503 | 2029-11-01      | 7.0000%  | 0.0000% | $635000.00         | $1197.91           | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL602314 | 2031-09-01      | 7.5000%  | 0.0000% | $2128377.00        | $2067.21           | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL633698 | 2031-02-01      | 7.5000%  | 0.0000% | $82861.00          | $652.76            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAH4793 | 2041-02-01      | 4.0000%  | 0.0000% | $1400000.00        | $178781.34         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAH8174 | 2026-05-01      | 4.0000%  | 0.0000% | $2500000.00        | $1405.11           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAI6553 | 2041-07-01      | 4.5000%  | 0.0000% | $20000.00          | $526.11            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAJ0826 | 2041-09-01      | 5.0000%  | 0.0000% | $700000.00         | $96346.46          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CJAJ4084 | 2026-10-01      | 3.0000%  | 0.0000% | $1100000.00        | $3079.73           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL0065 | 2041-04-01      | 4.5000%  | 0.0000% | $711480.00         | $33222.29          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL2134 | 2027-07-01      | 4.0000%  | 0.0000% | $75000.00          | $662.71            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL2158 | 2042-04-01      | 3.5000%  | 0.0000% | $20000000.00       | $2450300.24        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL9107 | 2046-03-01      | 4.5000%  | 0.0000% | $1941627.00        | $253271.21         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAO3048 | 2042-06-01      | 3.5000%  | 0.0000% | $326033.00         | $31773.61          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAO8044 | 2042-07-01      | 3.5000%  | 0.0000% | $1125000.00        | $146972.11         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAP8879 | 2042-10-01      | 4.5000%  | 0.0000% | $809987.00         | $82793.84          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMB0304 | 2055-03-01      | 4.0000%  | 0.0000% | $3997038.00        | $3610798.48        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS0302 | 2043-08-01      | 3.0000%  | 0.0000% | $2026468.00        | $345286.34         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS4431 | 2045-02-01      | 4.5000%  | 0.0000% | $200000.00         | $44657.09          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS4168 | 2044-12-01      | 4.0000%  | 0.0000% | $10000.00          | $1179.78           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAS5691 | 2030-08-01      | 2.5000%  | 0.0000% | $8225000.00        | $707444.22         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS8157 | 2046-10-01      | 4.5000%  | 0.0000% | $24000.00          | $3335.21           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS9600 | 2047-02-01      | 4.0000%  | 0.0000% | $126570.00         | $11484.70          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS9588 | 2047-05-01      | 4.0000%  | 0.0000% | $400000.00         | $69871.08          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS9671 | 2047-05-01      | 4.0000%  | 0.0000% | $317241.00         | $24998.61          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CVAT2767 | 2028-05-01      | 2.5000%  | 0.0000% | $1000000.00        | $35586.23          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAU1292 | 2043-07-01      | 3.0000%  | 0.0000% | $11054727.00       | $1858100.07        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTAU1319 | 2033-07-01      | 3.5000%  | 0.0000% | $15709428.00       | $1927250.95        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAW1014 | 2044-05-01      | 4.5000%  | 0.0000% | $564000.00         | $40028.31          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL872884 | 2036-06-01      | 6.0000%  | 0.0000% | $2200000.00        | $12740.65          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB0970 | 2054-04-01      | 6.0000%  | 0.0000% | $10168375.00       | $8620999.07        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB3543 | 2054-05-01      | 6.0000%  | 0.0000% | $13331738.00       | $11467509.53       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB2989 | 2054-05-01      | 5.5000%  | 0.0000% | $8509000.00        | $6875214.69        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDB5265 | 2054-06-01      | 5.0000%  | 0.0000% | $539496.00         | $484245.52         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC0237 | 2054-08-01      | 6.0000%  | 0.0000% | $390000.00         | $286787.74         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC1482 | 2054-08-01      | 5.5000%  | 0.0000% | $14431000.00       | $13697354.49       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC7963 | 2054-12-01      | 5.5000%  | 0.0000% | $2510031.00        | $2527620.32        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC8195 | 2055-03-01      | 6.0000%  | 0.0000% | $1692164.00        | $1736898.67        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIDC9062 | 2040-05-01      | 4.5000%  | 0.0000% | $70138.00          | $59284.85          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIDC9113 | 2040-06-01      | 5.5000%  | 0.0000% | $1601826.00        | $1555155.12        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLDD0449 | 2055-01-01      | 4.0000%  | 0.0000% | $1037555.00        | $980428.23         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD0638 | 2055-08-01      | 5.0000%  | 0.0000% | $23558446.00       | $22926436.16       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDD0613 | 2040-07-01      | 5.0000%  | 0.0000% | $18916026.00       | $15738141.42       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD0657 | 2055-08-01      | 6.0000%  | 0.0000% | $92361138.00       | $86041591.19       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDD0683 | 2055-09-01      | 4.5000%  | 0.0000% | $1872348.00        | $1837027.34        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4045 | 2055-03-01      | 6.0000%  | 0.0000% | $1087500.00        | $669588.45         | Agency Mortgage-Backed Securities |
| FNMS 04.500 NPMA0594 | 2040-10-01      | 4.5000%  | 0.0000% | $1170937.00        | $75370.93          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CTMA1348 | 2033-02-01      | 2.5000%  | 0.0000% | $165000.00         | $15917.13          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CRMA1582 | 2043-08-01      | 3.5000%  | 0.0000% | $150000.00         | $24878.54          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA2455 | 2035-11-01      | 4.0000%  | 0.0000% | $2000000.00        | $192484.01         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA3498 | 2033-09-01      | 4.5000%  | 0.0000% | $1141031.00        | $41844.84          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3597 | 2049-02-01      | 3.5000%  | 0.0000% | $25000.00          | $1902.47           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA2806 | 2046-11-01      | 3.0000%  | 0.0000% | $1201000.00        | $206551.16         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3082 | 2047-07-01      | 3.0000%  | 0.0000% | $4000.00           | $665.10            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3121 | 2047-09-01      | 4.0000%  | 0.0000% | $5373276.00        | $606862.27         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3239 | 2048-01-01      | 4.0000%  | 0.0000% | $5045000.00        | $632626.04         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4379 | 2051-07-01      | 2.5000%  | 0.0000% | $771000.00         | $446448.61         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CNMA4409 | 2031-08-01      | 1.5000%  | 0.0000% | $1500000.00        | $585772.77         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4466 | 2051-11-01      | 2.5000%  | 0.0000% | $4914691.00        | $3066426.96        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4496 | 2036-12-01      | 1.5000%  | 0.0000% | $755000.00         | $440407.68         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3775 | 2049-09-01      | 3.5000%  | 0.0000% | $7000.00           | $783.83            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3907 | 2050-01-01      | 4.0000%  | 0.0000% | $57405.00          | $7230.08           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3939 | 2050-02-01      | 3.5000%  | 0.0000% | $2675000.00        | $366555.33         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4020 | 2050-05-01      | 3.0000%  | 0.0000% | $14000.00          | $3445.91           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4026 | 2050-05-01      | 4.0000%  | 0.0000% | $3464849.00        | $677898.05         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4096 | 2050-08-01      | 2.5000%  | 0.0000% | $4000.00           | $1482.99           | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4302 | 2036-04-01      | 1.5000%  | 0.0000% | $5000000.00        | $2545898.75        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5272 | 2054-02-01      | 6.0000%  | 0.0000% | $8000.00           | $5230.38           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5341 | 2054-04-01      | 4.0000%  | 0.0000% | $423890.00         | $370535.84         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4578 | 2052-04-01      | 2.5000%  | 0.0000% | $294000.00         | $198613.67         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA4604 | 2037-05-01      | 3.0000%  | 0.0000% | $5943997.00        | $3451310.68        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4723 | 2037-09-01      | 2.5000%  | 0.0000% | $100000.00         | $64947.04          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA4806 | 2052-11-01      | 5.0000%  | 0.0000% | $8774255.00        | $6767151.22        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA4832 | 2037-12-01      | 3.5000%  | 0.0000% | $109000.00         | $66568.95          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA4963 | 2053-03-01      | 3.5000%  | 0.0000% | $15000.00          | $11641.15          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA4980 | 2053-04-01      | 6.0000%  | 0.0000% | $12000.00          | $7961.78           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA4994 | 2038-04-01      | 4.0000%  | 0.0000% | $1073600.00        | $663698.79         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5037 | 2053-06-01      | 4.5000%  | 0.0000% | $76242343.00       | $63106662.02       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5108 | 2053-08-01      | 6.0000%  | 0.0000% | $212357544.00      | $145889461.56      | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIMA5201 | 2038-11-01      | 5.5000%  | 0.0000% | $183000.00         | $101326.25         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5529 | 2054-11-01      | 4.5000%  | 0.0000% | $1807314.00        | $1660332.25        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5667 | 2040-03-01      | 3.5000%  | 0.0000% | $734272.00         | $605536.44         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIMA5747 | 2040-06-01      | 6.0000%  | 0.0000% | $1000.00           | $845.68            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5731 | 2055-06-01      | 3.5000%  | 0.0000% | $3000.00           | $2719.95           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5818 | 2055-09-01      | 3.5000%  | 0.0000% | $1000.00           | $921.16            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5879 | 2055-11-01      | 5.5000%  | 0.0000% | $225380084.00      | $224622706.65      | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5911 | 2055-12-01      | 6.0000%  | 0.0000% | $23177835.00       | $23246948.42       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CKMA5936 | 2055-12-01      | 6.5000%  | 0.0000% | $6817654.00        | $6933966.08        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA5975 | 2041-01-01      | 3.5000%  | 0.0000% | $643985.00         | $627289.33         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA5950 | 2041-01-01      | 4.5000%  | 0.0000% | $24977407.00       | $24819460.16       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CZAD0470 | 2049-02-01      | 5.0000%  | 0.0000% | $5500000.00        | $267922.43         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLAD0723 | 2035-12-01      | 6.5000%  | 0.0000% | $6332022.00        | $164441.42         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTAD5542 | 2030-05-01      | 5.0000%  | 0.0000% | $263125.00         | $6073.13           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAE0801 | 2039-09-01      | 6.0000%  | 0.0000% | $741000.00         | $15791.59          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAE9759 | 2040-12-01      | 4.0000%  | 0.0000% | $30999998.00       | $1449295.75        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX3520 | 2055-10-01      | 4.5000%  | 0.0000% | $1785838.00        | $1754712.30        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF8548 | 2056-01-01      | 4.5000%  | 0.0000% | $4412068.00        | $4349756.80        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF8593 | 2056-01-01      | 5.5000%  | 0.0000% | $3416022.00        | $3506754.69        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF9024 | 2056-01-01      | 5.0000%  | 0.0000% | $13275618.00       | $13334723.12       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF9682 | 2056-01-01      | 6.0000%  | 0.0000% | $2703587.00        | $2797237.25        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG0852 | 2056-01-01      | 5.5000%  | 0.0000% | $4643558.00        | $4755089.56        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG0132 | 2056-01-01      | 5.5000%  | 0.0000% | $13675258.00       | $13941632.28       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG0138 | 2056-01-01      | 5.5000%  | 0.0000% | $3051452.00        | $3155682.14        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDG0712 | 2056-01-01      | 5.0000%  | 0.0000% | $3749849.00        | $3805874.66        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG1037 | 2056-01-01      | 4.5000%  | 0.0000% | $5823305.00        | $5766248.26        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFA0880 | 2052-05-01      | 2.5000%  | 0.0000% | $8909752.00        | $7088544.95        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIFA0168 | 2039-12-01      | 4.5000%  | 0.0000% | $229093.00         | $191645.69         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0287 | 2054-12-01      | 6.0000%  | 0.0000% | $143810429.00      | $113226531.83      | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIFA1073 | 2039-11-01      | 5.5000%  | 0.0000% | $39037067.00       | $29695721.27       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFA1166 | 2052-07-01      | 4.0000%  | 0.0000% | $2581983.00        | $2450372.56        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA1193 | 2055-03-01      | 6.0000%  | 0.0000% | $16054794.00       | $15413578.39       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA1404 | 2052-09-01      | 3.0000%  | 0.0000% | $106000.00         | $89246.64          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA1475 | 2055-05-01      | 5.0000%  | 0.0000% | $675000.00         | $655976.56         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFA1546 | 2037-03-01      | 2.5000%  | 0.0000% | $11626287.00       | $10043422.43       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA1558 | 2055-05-01      | 5.5000%  | 0.0000% | $7283022.00        | $7039938.81        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFA1584 | 2035-09-01      | 2.5000%  | 0.0000% | $3459656.00        | $2928136.12        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA3481 | 2055-02-01      | 4.5000%  | 0.0000% | $8987048.00        | $8805226.11        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFA2738 | 2037-03-01      | 2.5000%  | 0.0000% | $19943479.00       | $17781130.04       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA2840 | 2053-11-01      | 3.0000%  | 0.0000% | $26000.00          | $22687.31          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA2866 | 2055-09-01      | 6.5000%  | 0.0000% | $3450000.00        | $3597292.70        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA3765 | 2055-09-01      | 6.0000%  | 0.0000% | $57820473.00       | $59729634.00       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA3922 | 2055-09-01      | 6.5000%  | 0.0000% | $136818245.00      | $144070900.02      | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA3934 | 2055-08-01      | 6.5000%  | 0.0000% | $35562579.00       | $37352965.57       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA3966 | 2050-09-01      | 4.5000%  | 0.0000% | $7618518.00        | $7567283.52        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTFM0068 | 2040-02-01      | 3.5000%  | 0.0000% | $700000.00         | $237559.61         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM3422 | 2035-05-01      | 3.0000%  | 0.0000% | $2000.00           | $614.60            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM3664 | 2049-03-01      | 4.0000%  | 0.0000% | $20316568.00       | $3044733.68        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM3936 | 2035-08-01      | 2.5000%  | 0.0000% | $200000.00         | $39724.78          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM5137 | 2050-05-01      | 5.0000%  | 0.0000% | $82000.00          | $25862.23          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM7973 | 2050-05-01      | 4.0000%  | 0.0000% | $9914863.00        | $3915741.83        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM7658 | 2049-02-01      | 3.0000%  | 0.0000% | $100000.00         | $45760.49          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM7777 | 2050-11-01      | 4.0000%  | 0.0000% | $3616000.00        | $1618644.91        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM8289 | 2036-07-01      | 2.0000%  | 0.0000% | $44000000.00       | $22575496.84       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM8384 | 2048-11-01      | 3.0000%  | 0.0000% | $8996000.00        | $4523528.70        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM8448 | 2051-07-01      | 2.0000%  | 0.0000% | $25000.00          | $14418.31          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM8461 | 2036-07-01      | 2.0000%  | 0.0000% | $400000.00         | $194667.78         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIFM8532 | 2036-09-01      | 1.5000%  | 0.0000% | $10000000.00       | $5233109.81        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM8617 | 2051-09-01      | 2.0000%  | 0.0000% | $70000.00          | $40615.84          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTFM8627 | 2041-05-01      | 2.0000%  | 0.0000% | $119127024.00      | $67067619.50       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM8673 | 2051-09-01      | 3.0000%  | 0.0000% | $1728724.00        | $1064206.70        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFM8737 | 2036-04-01      | 2.0000%  | 0.0000% | $1100000.00        | $623053.31         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM9895 | 2050-10-01      | 4.5000%  | 0.0000% | $2000.00           | $1242.78           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM9141 | 2049-06-01      | 4.5000%  | 0.0000% | $32000.00          | $17288.80          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM9645 | 2049-11-01      | 4.5000%  | 0.0000% | $1498780.00        | $716611.92         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM9905 | 2051-12-01      | 2.5000%  | 0.0000% | $1200000.00        | $850284.79         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0893 | 2052-02-01      | 3.0000%  | 0.0000% | $25000.00          | $16486.86          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0898 | 2052-02-01      | 3.0000%  | 0.0000% | $50000.00          | $32210.20          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0024 | 2051-09-01      | 2.5000%  | 0.0000% | $100000.00         | $53364.86          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0139 | 2052-01-01      | 2.5000%  | 0.0000% | $575000.00         | $368487.05         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS0227 | 2047-07-01      | 5.0000%  | 0.0000% | $411978.00         | $221286.57         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0517 | 2048-08-01      | 3.0000%  | 0.0000% | $4693667.00        | $2687749.53        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0644 | 2052-02-01      | 3.0000%  | 0.0000% | $2628000.00        | $1764339.32        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS0969 | 2037-02-01      | 2.0000%  | 0.0000% | $888010.00         | $522116.28         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1206 | 2052-04-01      | 3.5000%  | 0.0000% | $544932.00         | $382618.45         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS1511 | 2050-07-01      | 5.0000%  | 0.0000% | $1871331.00        | $1068035.07        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1559 | 2052-04-01      | 3.5000%  | 0.0000% | $130919925.00      | $87659477.32       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1587 | 2052-04-01      | 3.0000%  | 0.0000% | $1495000.00        | $1019278.08        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CKBM7882 | 2049-11-01      | 3.0000%  | 0.0000% | $1488614.00        | $1322004.88        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN0887 | 2048-11-01      | 4.0000%  | 0.0000% | $1261397.00        | $739563.66         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN4404 | 2048-12-01      | 5.0000%  | 0.0000% | $703767.00         | $44526.00          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBN6630 | 2049-05-01      | 3.5000%  | 0.0000% | $171638706.00      | $41822630.07       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN6710 | 2049-06-01      | 4.5000%  | 0.0000% | $1456000.00        | $420837.65         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBN8620 | 2034-07-01      | 3.0000%  | 0.0000% | $320000.00         | $33537.61          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBO1967 | 2034-10-01      | 2.5000%  | 0.0000% | $50000.00          | $9536.41           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBO7262 | 2035-01-01      | 3.0000%  | 0.0000% | $200000.00         | $51947.82          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO7534 | 2050-02-01      | 3.0000%  | 0.0000% | $19999820.00       | $5486190.59        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBP2129 | 2050-02-01      | 3.0000%  | 0.0000% | $567000.00         | $138761.71         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBQ6658 | 2051-10-01      | 3.0000%  | 0.0000% | $10960263.00       | $6335736.13        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBR6743 | 2051-03-01      | 4.0000%  | 0.0000% | $1427718.00        | $571782.38         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT4709 | 2051-09-01      | 2.5000%  | 0.0000% | $403167.00         | $268435.82         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT6607 | 2052-02-01      | 2.5000%  | 0.0000% | $657077.00         | $437274.98         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBU1350 | 2052-02-01      | 3.0000%  | 0.0000% | $149728.00         | $99049.93          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBU7189 | 2051-12-01      | 3.0000%  | 0.0000% | $3852489.00        | $2666482.93        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBU7233 | 2052-01-01      | 2.0000%  | 0.0000% | $63817.00          | $44355.78          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBU8735 | 2052-06-01      | 4.0000%  | 0.0000% | $25527800.00       | $18652952.73       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBU8750 | 2052-06-01      | 5.0000%  | 0.0000% | $100000.00         | $75008.94          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBV2180 | 2052-02-01      | 2.0000%  | 0.0000% | $1382973.00        | $902136.13         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV3162 | 2052-05-01      | 3.0000%  | 0.0000% | $40000.00          | $26263.74          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIBV5429 | 2039-10-01      | 5.5000%  | 0.0000% | $1033012.00        | $665249.94         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIBV5436 | 2040-09-01      | 5.5000%  | 0.0000% | $1045205.00        | $942978.35         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTBV5859 | 2045-07-01      | 6.0000%  | 0.0000% | $2563548.00        | $2601432.57        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIBV6003 | 2040-08-01      | 5.5000%  | 0.0000% | $1353593.00        | $1359254.94        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBV6421 | 2055-11-01      | 5.5000%  | 0.0000% | $2424736.00        | $2513790.23        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIBW1860 | 2038-03-01      | 4.0000%  | 0.0000% | $3101760.00        | $1693411.14        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW5313 | 2053-08-01      | 5.0000%  | 0.0000% | $10625914.00       | $8993921.20        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBW9762 | 2053-05-01      | 5.5000%  | 0.0000% | $20554607.00       | $14571623.93       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX6672 | 2053-02-01      | 5.0000%  | 0.0000% | $156645.00         | $150306.46         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX9983 | 2053-04-01      | 5.0000%  | 0.0000% | $4150841.00        | $3048166.48        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY4527 | 2053-08-01      | 6.5000%  | 0.0000% | $1904017.00        | $957260.78         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY4782 | 2053-07-01      | 5.0000%  | 0.0000% | $16367568.00       | $14156166.91       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY4760 | 2053-07-01      | 5.5000%  | 0.0000% | $275531.00         | $244902.33         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY4820 | 2053-06-01      | 5.5000%  | 0.0000% | $3132000.00        | $2919725.31        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY7082 | 2053-08-01      | 5.0000%  | 0.0000% | $2276108.00        | $2217770.50        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLBY8004 | 2054-05-01      | 7.5000%  | 0.0000% | $2193912.00        | $1031033.73        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY8525 | 2053-08-01      | 6.5000%  | 0.0000% | $400000.00         | $270968.43         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY8581 | 2053-08-01      | 6.5000%  | 0.0000% | $5599033.00        | $5508859.78        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA1560 | 2048-04-01      | 4.5000%  | 0.0000% | $127000.00         | $18934.85          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2417 | 2048-10-01      | 4.5000%  | 0.0000% | $1857796.00        | $379252.92         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2776 | 2048-12-01      | 4.5000%  | 0.0000% | $9854607.00        | $2356987.28        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA3334 | 2049-04-01      | 4.0000%  | 0.0000% | $536324.00         | $41829.78          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA3391 | 2049-04-01      | 4.5000%  | 0.0000% | $61466024.00       | $11892766.92       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA3641 | 2049-06-01      | 4.0000%  | 0.0000% | $55916.00          | $6313.52           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA3664 | 2049-06-01      | 4.0000%  | 0.0000% | $552000.00         | $160415.18         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA3667 | 2049-06-01      | 4.0000%  | 0.0000% | $233432.00         | $58376.14          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA3686 | 2049-06-01      | 4.5000%  | 0.0000% | $110000.00         | $10846.80          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA3792 | 2049-07-01      | 3.5000%  | 0.0000% | $175000.00         | $35182.25          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA3866 | 2049-07-01      | 3.5000%  | 0.0000% | $215000.00         | $24676.49          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA4166 | 2049-09-01      | 3.5000%  | 0.0000% | $64060000.00       | $20508410.76       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA4341 | 2048-03-01      | 3.0000%  | 0.0000% | $184411.00         | $43503.47          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA5353 | 2050-03-01      | 3.5000%  | 0.0000% | $13244318.00       | $3125100.75        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA5019 | 2050-01-01      | 3.0000%  | 0.0000% | $12000.00          | $2569.93           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICA5083 | 2035-01-01      | 3.5000%  | 0.0000% | $257000.00         | $66358.91          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICA5477 | 2035-03-01      | 3.5000%  | 0.0000% | $750701.00         | $161655.30         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA5496 | 2050-04-01      | 3.0000%  | 0.0000% | $352000.00         | $144115.18         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA5818 | 2049-12-01      | 3.5000%  | 0.0000% | $16523850.00       | $4166247.88        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6635 | 2050-08-01      | 2.5000%  | 0.0000% | $14000.00          | $7038.67           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS2586 | 2052-08-01      | 4.5000%  | 0.0000% | $4500000.00        | $3516683.10        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS2662 | 2052-07-01      | 4.5000%  | 0.0000% | $1390275.00        | $1042910.25        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS1862 | 2052-03-01      | 2.5000%  | 0.0000% | $743687.00         | $468073.89         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS1891 | 2050-01-01      | 4.0000%  | 0.0000% | $562303.00         | $360222.14         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS1938 | 2052-02-01      | 2.5000%  | 0.0000% | $500000.00         | $319821.83         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS1948 | 2052-05-01      | 4.0000%  | 0.0000% | $4000.00           | $3009.02           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS2025 | 2052-06-01      | 4.0000%  | 0.0000% | $900000.00         | $679824.71         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS2120 | 2052-06-01      | 4.0000%  | 0.0000% | $3930000.00        | $2672169.40        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS2253 | 2050-04-01      | 3.5000%  | 0.0000% | $12630000.00       | $8319116.71        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS2317 | 2052-04-01      | 2.5000%  | 0.0000% | $25000.00          | $16641.40          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS2480 | 2052-06-01      | 3.0000%  | 0.0000% | $74000.00          | $49014.96          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS3549 | 2052-01-01      | 2.5000%  | 0.0000% | $5000000.00        | $3589283.30        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIFS2836 | 2027-01-01      | 4.0000%  | 0.0000% | $545205.00         | $6942.05           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS2965 | 2052-10-01      | 5.0000%  | 0.0000% | $1894915.00        | $1414998.70        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS3141 | 2050-04-01      | 4.0000%  | 0.0000% | $31856591.00       | $20950977.74       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS3124 | 2052-10-01      | 4.0000%  | 0.0000% | $17191296.00       | $12835575.33       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS3237 | 2050-02-01      | 4.0000%  | 0.0000% | $154083.00         | $109069.02         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS3327 | 2037-02-01      | 2.5000%  | 0.0000% | $1500000.00        | $926025.36         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS4377 | 2052-04-01      | 3.0000%  | 0.0000% | $277000.00         | $207917.47         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS4480 | 2050-03-01      | 4.5000%  | 0.0000% | $6000.00           | $4316.48           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS3815 | 2051-09-01      | 3.5000%  | 0.0000% | $1898400.00        | $1399077.18        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS3941 | 2053-02-01      | 5.0000%  | 0.0000% | $300000.00         | $219298.54         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4023 | 2053-03-01      | 5.5000%  | 0.0000% | $38911281.00       | $29133244.67       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS4094 | 2052-11-01      | 5.0000%  | 0.0000% | $1300000.00        | $950698.85         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTFS4184 | 2042-02-01      | 2.0000%  | 0.0000% | $49242167.00       | $33766000.42       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS4228 | 2052-08-01      | 3.5000%  | 0.0000% | $24000.00          | $18522.68          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS4263 | 2052-12-01      | 5.0000%  | 0.0000% | $2500000.00        | $1925074.19        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS5275 | 2053-07-01      | 5.0000%  | 0.0000% | $250000.00         | $202997.34         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5306 | 2053-07-01      | 6.0000%  | 0.0000% | $300000.00         | $208245.63         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS5384 | 2051-06-01      | 2.5000%  | 0.0000% | $161000.00         | $116341.03         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS4522 | 2053-05-01      | 5.0000%  | 0.0000% | $115000.00         | $92254.20          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS4598 | 2053-05-01      | 6.0000%  | 0.0000% | $302000.00         | $212630.36         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS4755 | 2037-06-01      | 2.5000%  | 0.0000% | $1434442.00        | $970873.13         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS4777 | 2053-05-01      | 6.0000%  | 0.0000% | $17744000.00       | $10635653.23       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS5020 | 2052-11-01      | 4.5000%  | 0.0000% | $60000.00          | $50027.87          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS5079 | 2050-03-01      | 5.0000%  | 0.0000% | $123149.00         | $89892.66          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS5133 | 2051-09-01      | 3.0000%  | 0.0000% | $32000.00          | $24431.60          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS5171 | 2051-12-01      | 3.0000%  | 0.0000% | $70000.00          | $51800.51          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS5153 | 2053-06-01      | 4.5000%  | 0.0000% | $20952972.00       | $17521658.68       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5209 | 2053-07-01      | 6.0000%  | 0.0000% | $35000.00          | $27735.99          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS5436 | 2053-08-01      | 5.5000%  | 0.0000% | $400000.00         | $371007.48         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS5752 | 2053-09-01      | 6.0000%  | 0.0000% | $12000.00          | $8899.14           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS5891 | 2047-05-01      | 3.5000%  | 0.0000% | $725000.00         | $539606.12         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS6445 | 2053-10-01      | 5.0000%  | 0.0000% | $720000.00         | $599579.29         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS6526 | 2053-12-01      | 6.5000%  | 0.0000% | $68553538.00       | $52152451.99       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS6602 | 2049-09-01      | 5.0000%  | 0.0000% | $6000.00           | $4644.19           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS6879 | 2054-01-01      | 6.0000%  | 0.0000% | $41900965.00       | $31887892.01       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS8003 | 2053-08-01      | 5.0000%  | 0.0000% | $20000.00          | $17392.20          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS8902 | 2052-10-01      | 2.5000%  | 0.0000% | $400000.00         | $306554.49         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8242 | 2054-06-01      | 6.0000%  | 0.0000% | $5973777.00        | $5094657.57        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS8336 | 2052-03-01      | 2.0000%  | 0.0000% | $712919.00         | $517332.25         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS8627 | 2054-07-01      | 6.5000%  | 0.0000% | $185571.00         | $143321.46         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS9792 | 2050-12-01      | 4.5000%  | 0.0000% | $2907974.00        | $2519576.02        | Agency Mortgage-Backed Securities |
| FNMS 03.500 ZLFP0044 | 2050-10-25      | 3.5000%  | 0.0000% | $1000.00           | $804.53            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTCC0319 | 2045-04-01      | 5.5000%  | 0.0000% | $2655730.00        | $2242973.35        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCC0662 | 2055-07-01      | 4.5000%  | 0.0000% | $51506238.00       | $49704561.75       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CICC1314 | 2040-10-01      | 5.0000%  | 0.0000% | $2516706.00        | $2499498.36        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCC1841 | 2056-01-01      | 5.0000%  | 0.0000% | $122446232.00      | $123020012.17      | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL905147 | 2037-02-01      | 6.0000%  | 0.0000% | $1800000.00        | $19784.60          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL929567 | 2038-06-01      | 7.0000%  | 0.0000% | $132000.00         | $2083.42           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL988334 | 2038-08-01      | 6.0000%  | 0.0000% | $537410.00         | $10274.13          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL991549 | 2038-11-01      | 7.0000%  | 0.0000% | $1140000.00        | $23190.46          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAA4461 | 2039-03-01      | 5.0000%  | 0.0000% | $105664.00         | $612.35            | Agency Mortgage-Backed Securities |
| FNMS 05.500 GLAB0460 | 2037-02-01      | 5.5000%  | 0.0000% | $74000.00          | $2398.42           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAB2874 | 2038-11-01      | 6.0000%  | 0.0000% | $1900906.00        | $26412.34          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAB7458 | 2043-01-01      | 3.0000%  | 0.0000% | $40391.00          | $6646.95           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAC2953 | 2039-09-01      | 4.5000%  | 0.0000% | $34401947.00       | $651919.45         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA0156 | 2029-08-01      | 5.0000%  | 0.0000% | $232700.00         | $3606.02           | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** FICC - JPMORGAN CHASE & CO 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQOR4, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1EQOR4
- **C.18 - Value (incl. sponsor support):** $1812000000.00
- **C.18.a - Value (excl. sponsor support):** $1812000000.00
- **C.19 - Percentage of Net Assets:** 1.9900%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-11-27      | 0.0000%  | 0.0000% | $39009600.00       | $37908515.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-21      | 0.0000%  | 0.0000% | $7408000.00        | $7328830.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 1.6250%  | 0.0000% | $50000000.00       | $49631371.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.6250%  | 0.0000% | $753900.00         | $745929.73         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 0.5000%  | 0.0000% | $50000000.00       | $49986022.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $1702300.00        | $1628426.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | 0.0000% | $17293700.00       | $17001795.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 3.8750%  | 0.0000% | $368951000.00      | $372235153.12      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 4.6250%  | 0.0000% | $32000.00          | $32648.46          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $252112000.00      | $253862094.65      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 4.0000%  | 0.0000% | $18098600.00       | $18200014.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | 0.0000% | $49983300.00       | $51518102.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $54693000.00       | $55789527.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-15      | 3.5000%  | 0.0000% | $930842200.00      | $932371645.34      | U.S. Treasuries (including strips) |

### Security 325: FICC - WELLS FARGO BANK N.A

- **C.1 - Title:** FICC - WELLS FARGO BANK N.A 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQOX1, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1EQOX1
- **C.18 - Value (incl. sponsor support):** $8000000.00
- **C.18.a - Value (excl. sponsor support):** $8000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $8676900.00        | $8160029.89        | U.S. Treasuries (including strips) |

### Security 326: FICC - JPMORGAN CHASE & CO

- **C.1 - Title:** FICC - JPMORGAN CHASE & CO 3.670000%
- **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: ARP1EQPT9, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP1EQPT9
- **C.18 - Value (incl. sponsor support):** $469000000.00
- **C.18.a - Value (excl. sponsor support):** $469000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII ET DP0485 C     | 2066-01-20      | 5.5000%  | 0.0000% | $454755.00         | $462074.99         | Agency Mortgage-Backed Securities |
| GNII ET DP7709 C     | 2066-01-20      | 3.0000%  | 0.0000% | $218572.00         | $196951.66         | Agency Mortgage-Backed Securities |
| GNII SF MB0146 M     | 2055-01-20      | 5.0000%  | 0.0000% | $37000000.00       | $34662098.49       | Agency Mortgage-Backed Securities |
| GNII SF MB0308 M     | 2055-04-20      | 5.5000%  | 0.0000% | $18866176.00       | $16709493.47       | Agency Mortgage-Backed Securities |
| GNII SF MB0424 M     | 2055-05-20      | 5.5000%  | 0.0000% | $13758531.00       | $13700904.64       | Agency Mortgage-Backed Securities |
| GNII SF MB0484 M     | 2055-07-20      | 5.0000%  | 0.0000% | $45000000.00       | $44616479.67       | Agency Mortgage-Backed Securities |
| GNII SF DI1641 C     | 2055-03-20      | 7.5000%  | 0.0000% | $1296430.00        | $970086.55         | Agency Mortgage-Backed Securities |
| GNII SF 003227 M     | 2032-04-20      | 6.0000%  | 0.0000% | $2201400.00        | $5853.03           | Agency Mortgage-Backed Securities |
| GNII SF 003297 M     | 2032-10-20      | 6.5000%  | 0.0000% | $3570340.00        | $9645.18           | Agency Mortgage-Backed Securities |
| GNMI SF 736575 X     | 2040-03-15      | 5.0000%  | 0.0000% | $825834.00         | $66288.47          | Agency Mortgage-Backed Securities |
| GNII SF 547245 C     | 2031-02-20      | 3.5000%  | 0.0000% | $709603.00         | $23609.66          | Agency Mortgage-Backed Securities |
| GNAR AR 080968 M     | 2034-07-20      | 5.3750%  | 0.0000% | $660000.00         | $5959.50           | Agency Mortgage-Backed Securities |
| GNAR AT 081156 M     | 2034-11-20      | 4.7500%  | 0.0000% | $2700000.00        | $28899.69          | Agency Mortgage-Backed Securities |
| GNMI SP 784398 X     | 2047-08-15      | 4.5000%  | 0.0000% | $55999.00          | $7106.75           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9914 | 2052-10-01      | 5.0000%  | 0.0000% | $3500000.00        | $2434408.43        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX6163 | 2053-02-01      | 4.5000%  | 0.0000% | $2361531.00        | $1511226.44        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBX7699 | 2053-02-01      | 6.5000%  | 0.0000% | $591609.00         | $434424.97         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBY5121 | 2053-07-01      | 4.5000%  | 0.0000% | $256604.00         | $242288.14         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB0356 | 2051-05-01      | 3.0000%  | 0.0000% | $406782.00         | $239596.29         | Agency Mortgage-Backed Securities |
| FNMS 02.500 GLCB1538 | 2051-09-01      | 2.5000%  | 0.0000% | $600000.00         | $388676.37         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB5401 | 2052-12-01      | 4.5000%  | 0.0000% | $1500000.00        | $1222039.16        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB8031 | 2054-02-01      | 7.0000%  | 0.0000% | $52288000.00       | $34397390.19       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7600 | 2053-11-01      | 6.0000%  | 0.0000% | $1292857.00        | $828300.94         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDF8559 | 2056-01-01      | 4.5000%  | 0.0000% | $2327270.00        | $2295999.90        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF9839 | 2056-01-01      | 5.0000%  | 0.0000% | $14461152.00       | $14574047.00       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDG1449 | 2056-02-01      | 4.5000%  | 0.0000% | $1781602.00        | $1763153.51        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDG1460 | 2056-02-01      | 5.5000%  | 0.0000% | $5224128.00        | $5357090.19        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0445 | 2055-01-01      | 5.5000%  | 0.0000% | $1230920.00        | $1171212.60        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFA0463 | 2039-08-01      | 6.0000%  | 0.0000% | $167057.00         | $108833.30         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTFA0504 | 2042-01-01      | 2.0000%  | 0.0000% | $3600000.00        | $2904188.75        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA1476 | 2055-04-01      | 5.0000%  | 0.0000% | $19785682.00       | $19075541.34       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM6753 | 2050-10-01      | 4.0000%  | 0.0000% | $146000.00         | $42433.85          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM7380 | 2051-06-01      | 2.5000%  | 0.0000% | $2875000.00        | $1583460.96        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM8786 | 2051-10-01      | 2.5000%  | 0.0000% | $200000.00         | $125412.02         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM9019 | 2051-10-01      | 2.0000%  | 0.0000% | $1229879.00        | $752368.94         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM9086 | 2051-10-01      | 2.5000%  | 0.0000% | $114451.00         | $74189.53          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1237 | 2051-12-01      | 3.5000%  | 0.0000% | $600000.00         | $381257.84         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS2354 | 2052-06-01      | 4.0000%  | 0.0000% | $252000.00         | $159329.39         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFS2500 | 2037-03-01      | 3.0000%  | 0.0000% | $171071.00         | $91577.01          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS4875 | 2053-05-01      | 6.0000%  | 0.0000% | $6700000.00        | $4529042.04        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS5628 | 2053-09-01      | 5.5000%  | 0.0000% | $180000.00         | $147210.14         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIFS6406 | 2037-03-01      | 1.5000%  | 0.0000% | $73686.00          | $51782.65          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS7482 | 2054-03-01      | 6.0000%  | 0.0000% | $100000.00         | $79329.06          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0542 | 2055-06-01      | 6.5000%  | 0.0000% | $61385000.00       | $53390651.68       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CTCC1755 | 2045-10-01      | 6.5000%  | 0.0000% | $2225299.00        | $2333928.64        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CICC1121 | 2040-09-01      | 6.0000%  | 0.0000% | $1355942.00        | $1393411.02        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CTMA0214 | 2029-10-01      | 5.0000%  | 0.0000% | $4000000.00        | $45814.79          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CRMA1221 | 2042-09-01      | 4.5000%  | 0.0000% | $300000.00         | $24974.21          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA2909 | 2037-02-01      | 3.5000%  | 0.0000% | $47000.00          | $7113.15           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CNMA3407 | 2028-07-01      | 3.0000%  | 0.0000% | $3247210.00        | $172220.29         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3739 | 2034-08-01      | 3.5000%  | 0.0000% | $429000.00         | $41743.39          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CNMA4226 | 2031-01-01      | 2.0000%  | 0.0000% | $375000.00         | $107686.18         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4330 | 2036-05-01      | 2.5000%  | 0.0000% | $3655486.00        | $1681416.74        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5272 | 2054-02-01      | 6.0000%  | 0.0000% | $17384501.00       | $11365950.63       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5353 | 2054-05-01      | 5.5000%  | 0.0000% | $1034599.00        | $840255.45         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5262 | 2053-12-01      | 3.5000%  | 0.0000% | $10000.00          | $8444.25           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CTMA5412 | 2044-06-01      | 6.5000%  | 0.0000% | $126722.00         | $60625.59          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5583 | 2055-01-01      | 4.0000%  | 0.0000% | $481000.00         | $438990.39         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5644 | 2055-03-01      | 4.5000%  | 0.0000% | $1324000.00        | $1241212.56        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CTMA5696 | 2045-03-01      | 7.0000%  | 0.0000% | $57028.00          | $40078.10          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAE8075 | 2040-12-01      | 4.0000%  | 0.0000% | $19899298.00       | $963544.48         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIRR0038 | 2040-11-01      | 5.0000%  | 0.0000% | $59904.00          | $57902.49          | Agency Mortgage-Backed Securities |
| GNII SF MA0139 M     | 2027-06-20      | 3.0000%  | 0.0000% | $1500000.00        | $15304.23          | Agency Mortgage-Backed Securities |
| GNAR AT MA0243 M     | 2042-07-20      | 5.3750%  | 0.0000% | $6940000.00        | $213489.83         | Agency Mortgage-Backed Securities |
| GNII SF MA2797 M     | 2030-05-20      | 3.0000%  | 0.0000% | $1491781.00        | $68814.51          | Agency Mortgage-Backed Securities |
| GNAR AF MA4664 M     | 2047-08-20      | 5.3750%  | 0.0000% | $25000000.00       | $1782184.97        | Agency Mortgage-Backed Securities |
| GNII SF MA4897 M     | 2041-09-20      | 2.0000%  | 0.0000% | $365611.00         | $139188.32         | Agency Mortgage-Backed Securities |
| GNII SF MA5596 M     | 2048-11-20      | 4.5000%  | 0.0000% | $800000.00         | $58652.30          | Agency Mortgage-Backed Securities |
| GNII SF MA6931 M     | 2050-10-20      | 2.5000%  | 0.0000% | $8575000.00        | $3315272.51        | Agency Mortgage-Backed Securities |
| GNII SF MA7254 M     | 2051-03-20      | 2.0000%  | 0.0000% | $3863862.00        | $1950964.87        | Agency Mortgage-Backed Securities |
| GNII SF MA8564 M     | 2052-03-20      | 2.5000%  | 0.0000% | $909472.00         | $584552.34         | Agency Mortgage-Backed Securities |
| GNII SF MA8699 M     | 2029-06-20      | 7.0000%  | 0.0000% | $83076.00          | $7489.11           | Agency Mortgage-Backed Securities |
| GNII SF MA9105 M     | 2053-07-20      | 5.0000%  | 0.0000% | $33795842.00       | $28240101.47       | Agency Mortgage-Backed Securities |
| GNII SF BZ8527 C     | 2046-01-20      | 2.5000%  | 0.0000% | $84070.00          | $50965.87          | Agency Mortgage-Backed Securities |
| GNII SF BZ8529 C     | 2046-01-20      | 2.5000%  | 0.0000% | $70238.00          | $50007.54          | Agency Mortgage-Backed Securities |
| GNII SF CA9373 C     | 2035-09-20      | 5.0000%  | 0.0000% | $1580307.00        | $298397.35         | Agency Mortgage-Backed Securities |
| GNPL PN CL6600       | 2064-02-15      | 2.7800%  | 0.0000% | $53500.00          | $45634.93          | Agency Mortgage-Backed Securities |
| GNII SF CX3731 C     | 2053-10-20      | 7.0000%  | 0.0000% | $1091937.00        | $805830.56         | Agency Mortgage-Backed Securities |
| GNII ET DG6711 C     | 2064-12-20      | 7.0000%  | 0.0000% | $4293936.00        | $2769307.62        | Agency Mortgage-Backed Securities |
| GNII SF DJ2484 C     | 2055-11-20      | 6.5000%  | 0.0000% | $2407730.00        | $2523847.71        | Agency Mortgage-Backed Securities |
| GNII SF DL2624 C     | 2055-09-20      | 6.5000%  | 0.0000% | $1398396.00        | $1458633.30        | Agency Mortgage-Backed Securities |
| GNII SF DL3557 C     | 2055-08-20      | 6.5000%  | 0.0000% | $2999896.00        | $3130565.53        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZL8067 | 2044-05-01      | 5.0000%  | 0.0000% | $3702.00           | $692.00            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDC8767 | 2055-01-01      | 7.0000%  | 0.0000% | $1056193.00        | $714098.83         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD1830 | 2055-02-01      | 5.5000%  | 0.0000% | $5602991.00        | $5271230.38        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDD4206 | 2040-02-01      | 6.0000%  | 0.0000% | $2002992.00        | $1231271.03        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDE3879 | 2040-11-01      | 5.0000%  | 0.0000% | $2274832.00        | $2302914.31        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE7203 | 2055-08-01      | 6.5000%  | 0.0000% | $1335551.00        | $1396407.79        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIDF1739 | 2040-10-01      | 6.5000%  | 0.0000% | $1019102.00        | $1054569.57        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF1126 | 2055-10-01      | 5.5000%  | 0.0000% | $1682250.00        | $1711030.09        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDF2929 | 2040-11-01      | 5.0000%  | 0.0000% | $1173037.00        | $1170722.35        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF3922 | 2055-11-01      | 6.0000%  | 0.0000% | $312526.00         | $313505.85         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF4120 | 2055-11-01      | 5.0000%  | 0.0000% | $2825249.00        | $2854741.30        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF4941 | 2055-11-01      | 6.0000%  | 0.0000% | $407383.00         | $418113.88         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDF5653 | 2040-11-01      | 6.0000%  | 0.0000% | $934783.00         | $963369.63         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CKDF5939 | 2055-11-01      | 6.5000%  | 0.0000% | $3920479.00        | $4056350.84        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF6875 | 2056-01-01      | 5.0000%  | 0.0000% | $7593981.00        | $7672554.24        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF6905 | 2056-01-01      | 5.0000%  | 0.0000% | $7939509.00        | $7989970.76        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF7407 | 2055-12-01      | 5.5000%  | 0.0000% | $3084461.00        | $3149032.68        | Agency Mortgage-Backed Securities |
| FNMS 04.000 I4BF0064 | 2055-09-01      | 4.0000%  | 0.0000% | $1966776.00        | $615948.58         | Agency Mortgage-Backed Securities |
| FNMS 03.000 I4BF0137 | 2056-08-01      | 3.0000%  | 0.0000% | $205000.00         | $61375.66          | Agency Mortgage-Backed Securities |
| FNMS 03.500 R3BF0485 | 2050-01-01      | 3.5000%  | 0.0000% | $1000000.00        | $363678.87         | Agency Mortgage-Backed Securities |
| FNMS 03.500 I4BF0695 | 2062-12-01      | 3.5000%  | 0.0000% | $579387.00         | $389842.79         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CQBH1424 | 2047-04-01      | 3.0000%  | 0.0000% | $1019255.00        | $427263.66         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBK0614 | 2050-01-01      | 3.0000%  | 0.0000% | $427000.00         | $86250.09          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CNBM5535 | 2029-01-01      | 3.0000%  | 0.0000% | $2500000.00        | $115126.74         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIBR2059 | 2036-06-01      | 1.5000%  | 0.0000% | $30837.00          | $16402.53          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBU7089 | 2051-12-01      | 2.0000%  | 0.0000% | $200000.00         | $125460.17         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBV0318 | 2037-02-01      | 2.5000%  | 0.0000% | $312583.00         | $211079.87         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLBV1427 | 2055-03-01      | 7.0000%  | 0.0000% | $2653837.00        | $1339127.68        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBV5091 | 2052-08-01      | 4.0000%  | 0.0000% | $1197575.00        | $909825.86         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIBV6259 | 2040-10-01      | 6.0000%  | 0.0000% | $1391310.00        | $1427310.94        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIBV6125 | 2040-09-01      | 5.5000%  | 0.0000% | $1112987.00        | $1135048.04        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV6470 | 2055-11-01      | 4.5000%  | 0.0000% | $5356458.00        | $5227678.96        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBV6540 | 2056-01-01      | 5.5000%  | 0.0000% | $14793982.00       | $15220604.28       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBV6544 | 2055-12-01      | 5.5000%  | 0.0000% | $2811941.00        | $2891745.45        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBV6570 | 2056-01-01      | 5.0000%  | 0.0000% | $6890985.00        | $6978505.87        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBW2408 | 2055-12-01      | 5.5000%  | 0.0000% | $14673700.00       | $15025245.99       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIBW2417 | 2041-01-01      | 5.0000%  | 0.0000% | $1347416.00        | $1369576.65        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBW6317 | 2052-08-01      | 5.5000%  | 0.0000% | $190178.00         | $129246.43         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBW8874 | 2052-09-01      | 4.0000%  | 0.0000% | $1203103.00        | $1098948.65        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL444673 | 2027-07-01      | 7.0000%  | 0.0000% | $5000000.00        | $7538.49           | Agency Mortgage-Backed Securities |
| FNMS 04.766 MY468927 | 2026-08-01      | 4.7660%  | 0.0000% | $1000000.00        | $728522.18         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAL0186 | 2039-12-01      | 5.5000%  | 0.0000% | $166625000.00      | $2602821.81        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL6511 | 2029-07-01      | 4.0000%  | 0.0000% | $1322480.00        | $37193.15          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAO4421 | 2042-08-01      | 3.5000%  | 0.0000% | $20853753.00       | $1960847.43        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIAQ9370 | 2028-01-01      | 2.0000%  | 0.0000% | $3000000.00        | $98612.32          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS0086 | 2043-08-01      | 4.0000%  | 0.0000% | $50040865.00       | $5366777.47        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS3902 | 2044-11-01      | 3.5000%  | 0.0000% | $1100000.00        | $211592.52         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAT3173 | 2043-05-01      | 3.0000%  | 0.0000% | $29420.00          | $6051.46           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAT7161 | 2043-06-01      | 3.5000%  | 0.0000% | $135000.00         | $13039.21          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL725424 | 2034-04-01      | 5.5000%  | 0.0000% | $14719700.00       | $88320.00          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL834781 | 2035-07-01      | 5.0000%  | 0.0000% | $6258079.00        | $371617.33         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB4417 | 2054-07-01      | 6.5000%  | 0.0000% | $1634725.00        | $1669433.97        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDC0024 | 2054-08-01      | 7.0000%  | 0.0000% | $1022813.00        | $971455.44         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDC1279 | 2039-08-01      | 6.0000%  | 0.0000% | $1271973.00        | $840106.68         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC7680 | 2054-12-01      | 4.5000%  | 0.0000% | $2615669.00        | $2325689.73        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL725594 | 2034-07-01      | 5.5000%  | 0.0000% | $8782988.00        | $73391.61          | Agency Mortgage-Backed Securities |
| FNMS 07.000 JL674273 | 2028-04-01      | 7.0000%  | 0.0000% | $5013351.00        | $23178.86          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAQ7860 | 2027-12-01      | 2.5000%  | 0.0000% | $12818253.00       | $319261.33         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBU1062 | 2051-10-01      | 2.5000%  | 0.0000% | $996611.00         | $638073.69         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLBM4313 | 2030-03-01      | 7.0000%  | 0.0000% | $437924.00         | $18574.41          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBM3279 | 2044-05-01      | 5.5000%  | 0.0000% | $9783116.00        | $2139324.31        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBD5174 | 2046-08-01      | 2.5000%  | 0.0000% | $25166.00          | $10302.47          | Agency Mortgage-Backed Securities |
| GNII SF DN7310 C     | 2055-11-20      | 5.5000%  | 0.0000% | $1710017.00        | $1730921.71        | Agency Mortgage-Backed Securities |
| GNII SF DK8322 C     | 2055-06-20      | 6.5000%  | 0.0000% | $23915826.00       | $25431965.92       | Agency Mortgage-Backed Securities |
| GNII SF DK5106 C     | 2055-06-20      | 5.0000%  | 0.0000% | $3711418.00        | $3554643.91        | Agency Mortgage-Backed Securities |
| GNII SF DK1608 C     | 2055-05-20      | 6.5000%  | 0.0000% | $3801380.00        | $3956636.96        | Agency Mortgage-Backed Securities |
| GNII RG CE4208 C     | 2049-07-20      | 5.5000%  | 0.0000% | $1084648.00        | $136466.06         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL735997 | 2035-11-01      | 5.5000%  | 0.0000% | $3270000.00        | $26281.35          | Agency Mortgage-Backed Securities |
| FNMS 04.000 I4BF0105 | 2056-06-01      | 4.0000%  | 0.0000% | $458347.00         | $119057.29         | Agency Mortgage-Backed Securities |

### Security 327: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** GOLDMAN SACHS & CO LLC 3.680000%
- **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: ARP1EQPX0, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP1EQPX0
- **C.18 - Value (incl. sponsor support):** $560000000.00
- **C.18.a - Value (excl. sponsor support):** $560000000.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 DN8589 C     | 2055-12-20      | 6.0000%  | 0.0000% | $1078318.00        | $1118180.64        | Agency Mortgage-Backed Securities         |
| GNII SF DQ0592 C     | 2056-01-20      | 6.0000%  | 0.0000% | $1320518.00        | $1373368.21        | Agency Mortgage-Backed Securities         |
| GNII SF MB0688 M     | 2055-09-20      | 6.5000%  | 0.0000% | $7310272.00        | $7540166.14        | Agency Mortgage-Backed Securities         |
| GNII SF DI8729 C     | 2055-08-20      | 6.5000%  | 0.0000% | $723073.00         | $754689.81         | Agency Mortgage-Backed Securities         |
| GNII SF DO2397 C     | 2055-12-20      | 6.0000%  | 0.0000% | $1112676.00        | $1147655.75        | Agency Mortgage-Backed Securities         |
| GNRM 2016-37 JA      | 2044-12-20      | 3.0000%  | 0.0000% | $31000000.00       | $1637601.11        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-105 KF     | 2055-06-20      | 5.1030%  | 0.0000% | $55000000.00       | $51270132.81       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-051 FB     | 2055-03-20      | 4.8530%  | 0.0000% | $3000000.00        | $2680666.90        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-060 D      | 2051-01-20      | 4.0000%  | 0.0000% | $17134048.00       | $16252641.22       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-089 FB     | 2055-05-20      | 5.1530%  | 0.0000% | $10000000.00       | $9233068.73        | Agency Collateralized Mortgage Obligation |
| GNRA 2026-010 FM     | 2056-01-20      | 4.4067%  | 0.0000% | $99585536.00       | $99710125.25       | Agency Collateralized Mortgage Obligation |
| 03.000 FGPC J24740 G | 2028-07-01      | 3.0000%  | 0.0000% | $289783.00         | $10668.83          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI9874 | 2040-04-01      | 5.0000%  | 0.0000% | $360253.00         | $27535.75          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CTZL0254 | 2037-04-01      | 4.0000%  | 0.0000% | $2996308.00        | $794358.03         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL9057 | 2045-02-01      | 4.0000%  | 0.0000% | $57370.00          | $8035.99           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZN2117 | 2048-12-01      | 5.0000%  | 0.0000% | $25000.00          | $6560.37           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS3899 | 2043-12-01      | 4.5000%  | 0.0000% | $161000.00         | $12245.29          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLZS4687 | 2046-11-01      | 2.5000%  | 0.0000% | $3535400.00        | $879160.70         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CIZS7735 | 2032-01-01      | 2.0000%  | 0.0000% | $632000.00         | $96437.72          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8206 | 2052-04-01      | 3.0000%  | 0.0000% | $42647167.00       | $29536362.35       | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q49504 G | 2047-07-01      | 3.5000%  | 0.0000% | $49838000.00       | $9917801.32        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQC8989 | 2051-10-01      | 3.5000%  | 0.0000% | $988751.00         | $640561.05         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQD7058 | 2052-02-01      | 3.0000%  | 0.0000% | $408609.00         | $276099.15         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQD9762 | 2052-03-01      | 3.5000%  | 0.0000% | $244272.00         | $213992.49         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQH5944 | 2053-12-01      | 6.0000%  | 0.0000% | $6100000.00        | $4617546.83        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA5267 | 2051-05-01      | 3.0000%  | 0.0000% | $543785.00         | $281379.71         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA6132 | 2051-10-01      | 2.5000%  | 0.0000% | $210555.00         | $130462.98         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS4347 | 2045-01-01      | 4.0000%  | 0.0000% | $300000.00         | $41418.92          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB0055 | 2054-04-01      | 5.5000%  | 0.0000% | $15164800.00       | $10108062.11       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD0522 | 2055-02-01      | 6.5000%  | 0.0000% | $1933276.00        | $1831031.26        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDF7744 | 2055-10-01      | 6.5000%  | 0.0000% | $919458.00         | $971361.98         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBU8819 | 2052-05-01      | 3.5000%  | 0.0000% | $500000.00         | $358688.18         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA7086 | 2050-09-01      | 4.5000%  | 0.0000% | $1570892.00        | $231591.59         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB1295 | 2051-08-01      | 2.0000%  | 0.0000% | $29005600.00       | $17721532.17       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB6936 | 2053-08-01      | 6.5000%  | 0.0000% | $67757000.00       | $44081689.90       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFA1086 | 2052-03-01      | 2.0000%  | 0.0000% | $16070000.00       | $12337523.16       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA2187 | 2055-07-01      | 5.5000%  | 0.0000% | $55708000.00       | $54110082.94       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFA2772 | 2052-04-01      | 2.0000%  | 0.0000% | $1161000.00        | $936249.96         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA3747 | 2054-11-01      | 5.5000%  | 0.0000% | $34129408.00       | $33592061.96       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFA4167 | 2051-12-01      | 3.0000%  | 0.0000% | $29345760.00       | $26110504.60       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIFM1155 | 2032-06-01      | 2.5000%  | 0.0000% | $2199000.00        | $383522.77         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM2080 | 2047-03-01      | 3.0000%  | 0.0000% | $100000.00         | $38036.28          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS2491 | 2050-04-01      | 5.5000%  | 0.0000% | $270000.00         | $165693.52         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS2559 | 2051-12-01      | 3.0000%  | 0.0000% | $4996000.00        | $3101834.10        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS3159 | 2052-10-01      | 4.5000%  | 0.0000% | $247900.00         | $196794.10         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS9125 | 2052-04-01      | 3.5000%  | 0.0000% | $36783488.00       | $30208642.46       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CICC0765 | 2040-07-01      | 5.0000%  | 0.0000% | $1474558.00        | $1470240.98        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZM2507 | 2047-01-01      | 3.0000%  | 0.0000% | $200000.00         | $63889.60          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLAB8804 | 2043-03-01      | 2.5000%  | 0.0000% | $103656.00         | $19771.30          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA1489 | 2043-07-01      | 3.0000%  | 0.0000% | $550000.00         | $82635.38          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CRMA1629 | 2043-09-01      | 4.5000%  | 0.0000% | $813322.00         | $118003.34         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA2341 | 2045-06-01      | 4.5000%  | 0.0000% | $115000.00         | $13283.67          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIMA2813 | 2031-11-01      | 3.0000%  | 0.0000% | $1000000.00        | $98175.95          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIMA3955 | 2035-03-01      | 2.5000%  | 0.0000% | $83196.00          | $14173.69          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX8540 | 2055-03-01      | 6.5000%  | 0.0000% | $1035618.00        | $1003065.05        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY6303 | 2055-06-01      | 6.0000%  | 0.0000% | $14398096.00       | $12853453.04       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL0570 | 2054-10-01      | 5.0000%  | 0.0000% | $21982280.00       | $21246580.32       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL1952 | 2055-07-01      | 6.5000%  | 0.0000% | $29720000.00       | $28682142.08       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ4805 | 2055-09-01      | 6.5000%  | 0.0000% | $8070400.00        | $7956446.32        | Agency Mortgage-Backed Securities         |
| GNII SF MA5301 M     | 2033-07-20      | 4.0000%  | 0.0000% | $62678.00          | $6040.82           | Agency Mortgage-Backed Securities         |
| GNII SF MA4809 M     | 2032-11-20      | 3.5000%  | 0.0000% | $938700.00         | $104763.12         | Agency Mortgage-Backed Securities         |
| GNII SF MA5934 M     | 2049-05-20      | 5.5000%  | 0.0000% | $288008.00         | $24617.59          | Agency Mortgage-Backed Securities         |
| GNII SF MA5958 M     | 2034-06-20      | 2.5000%  | 0.0000% | $316875.00         | $23532.31          | Agency Mortgage-Backed Securities         |
| GNII SF DH0466 C     | 2055-02-20      | 6.5000%  | 0.0000% | $3181968.00        | $2569232.20        | Agency Mortgage-Backed Securities         |
| GNII SF DK0428 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1240008.00        | $1293500.86        | Agency Mortgage-Backed Securities         |
| GNII SF DK4219 C     | 2055-06-20      | 5.0000%  | 0.0000% | $2886964.00        | $2880816.32        | Agency Mortgage-Backed Securities         |
| GNII SF DK4927 C     | 2055-06-20      | 6.5000%  | 0.0000% | $2469204.00        | $2573149.23        | Agency Mortgage-Backed Securities         |
| GNII SF DM7997 C     | 2055-12-20      | 5.5000%  | 0.0000% | $1225667.00        | $1260317.34        | Agency Mortgage-Backed Securities         |
| GNII SF DM9967 C     | 2056-01-20      | 5.5000%  | 0.0000% | $475587.00         | $488229.32         | Agency Mortgage-Backed Securities         |
| GNII SF DN7168 C     | 2055-11-20      | 5.5000%  | 0.0000% | $2281572.00        | $2344447.92        | Agency Mortgage-Backed Securities         |
| GNII SF DN6331 C     | 2056-01-20      | 6.0000%  | 0.0000% | $7418032.00        | $7699222.39        | Agency Mortgage-Backed Securities         |
| GNII SF DN6818 C     | 2055-11-20      | 6.0000%  | 0.0000% | $1323972.00        | $1371629.61        | Agency Mortgage-Backed Securities         |

### Security 328: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1EQQM3, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP1EQQM3
- **C.18 - Value (incl. sponsor support):** $504000000.00
- **C.18.a - Value (excl. sponsor support):** $504000000.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $6515200.00        | $6442870.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $100.00            | $100.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | 0.0000% | $735600.00         | $712946.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $4890000.00        | $4641385.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 2.3750%  | 0.0000% | $100.00            | $98.73             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $300.00            | $299.05            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 2.3750%  | 0.0000% | $1243300.00        | $1246759.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $210100.00         | $259517.44         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-15      | 0.1250%  | 0.0000% | $49999100.00       | $60408949.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $100.00            | $98.73             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $100.00            | $96.46             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $302300.00         | $287284.95         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $339000.00         | $322162.08         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 1.1250%  | 0.0000% | $100.00            | $95.66             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $928300.00         | $888015.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 0.7500%  | 0.0000% | $200.00            | $199.58            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.7500%  | 0.0000% | $600.00            | $596.89            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $1200.00           | $1140.84           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $2992500.00        | $2836413.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $2147700.00        | $2027340.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $900.00            | $850.16            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | 0.0000% | $1200.00           | $1133.55           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $208300.00         | $181648.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | 0.0000% | $1016000.00        | $954924.69         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | 0.0000% | $1503600.00        | $1474178.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $2000.00           | $1796.25           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | 0.0000% | $6303800.00        | $5661605.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 0.1250%  | 0.0000% | $2782000.00        | $3162950.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $15303200.00       | $15261927.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $255000.00         | $269828.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $9779400.00        | $9207738.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | 0.0000% | $2600.00           | $2585.51           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $58228700.00       | $65020379.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $6224500.00        | $6281661.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $594300.00         | $584381.29         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $844500.00         | $830405.52         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $98400.00          | $101042.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $20635200.00       | $20915234.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | 0.0000% | $100.00            | $100.74            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-07-15      | 1.3750%  | 0.0000% | $100.00            | $105.09            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-07-15      | 1.3750%  | 0.0000% | $145300.00         | $152691.32         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $57900.00          | $58172.61          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $12777100.00       | $13242589.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $314700.00         | $327706.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $500.00            | $512.75            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $50608100.00       | $51736766.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 4.6250%  | 0.0000% | $300.00            | $302.33            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | 0.0000% | $64300.00          | $66269.46          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | 0.0000% | $38500.00          | $38845.84          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | 0.0000% | $16959200.00       | $17181348.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | 0.0000% | $60124200.00       | $61628115.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 3.8177%  | 0.0000% | $48800.00          | $49328.88          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $6428500.00        | $6775611.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | 0.0000% | $39726100.00       | $40807700.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $1500.00           | $1517.44           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 3.6250%  | 0.0000% | $864300.00         | $865888.21         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-15      | 3.5000%  | 0.0000% | $50002200.00       | $50084357.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.3750%  | 0.0000% | $4800.00           | $4799.02           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | 0.0000% | $11462700.00       | $8096541.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | 0.0000% | $6878100.00        | $5256765.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $11863300.00       | $6722253.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $200.00            | $134.79            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $200.00            | $111.14            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $2007100.00        | $1236021.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | 0.0000% | $41147400.00       | $35948005.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $3255300.00        | $2793713.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $700.00            | $630.91            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $1041600.00        | $1012499.60        | U.S. Treasuries (including strips) |

### Security 329: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 3.670000%
- **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: ARP1EQTU2, C.3 - LEI: JJKC32MCHWDI71265Z06, C.5 - Other ID: ARP1EQTU2
- **C.18 - Value (incl. sponsor support):** $168000000.00
- **C.18.a - Value (excl. sponsor support):** $168000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 CL075KA R20F075 | 2050-11-25      | 1.2500%  | 0.0000% | $96692000.00       | $46720390.05       | Agency Collateralized Mortgage Obligation |
| FNRM CL077CA R20F077 | 2050-11-25      | 1.5000%  | 0.0000% | $33927000.00       | $17043136.98       | Agency Collateralized Mortgage Obligation |
| FNRM RC102AB R20F102 | 2051-01-25      | 1.2500%  | 0.0000% | $160344550.00      | $78533201.73       | Agency Collateralized Mortgage Obligation |
| FNRM CL003EA R21F003 | 2051-02-25      | 1.2500%  | 0.0000% | $53994630.00       | $31446244.40       | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2042-10-15      | 4.8218%  | 0.0000% | $10842689.00       | $986421.44         | Agency Collateralized Mortgage Obligation |

## N-MFP: Signatures

**Registrant:** Charles Schwab Family of Funds

**Date:** 2026-02-06

**By:** Dana Smith

**Name of Signing Officer:** Dana Smith

**Title of Signing Officer:** CFO