# EDGAR Filing Document

**Accession Number:** 0000097098
**File Stem:** 0002071691-25-007935
**Filing Date:** 2025-12
**Character Count:** 1352155
**Document Hash:** 411eeb2d4d1768e1b6de8c8f0b870e50
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-25-007935.hdr.sgml**: 20251205

**ACCESSION NUMBER**: 0002071691-25-007935

**CONFORMED SUBMISSION TYPE**: N-MFP3

**CONFIRMING COPY**: 

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20251205

**DATE AS OF CHANGE**: 20251205

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BLACKROCK LIQUIDITY FUNDS
- **CENTRAL INDEX KEY:** 0000097098

**ORGANIZATION NAME:**
- **EIN:** 520983343
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02354

**BUSINESS ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809
- **BUSINESS PHONE:** 800-441-7762

**MAIL ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BLACKROCK PROVIDENT INSTITUTIONAL FUNDS
- **DATE OF NAME CHANGE:** 20010126

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PROVIDENT INSTITUTIONAL FUNDS
- **DATE OF NAME CHANGE:** 19990521

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** TEMPORARY INVESTMENT FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### FEDFUND (Series ID: S000001475)

| Class ID   | Class Name                      | Ticker Symbol   |
|:---|:---|:---|
| C000003923 | ADMINISTRATION                  | BLFXX           |
| C000003924 | CASH MANAGEMENT                 |  |
| C000003926 | PREMIER                         | BUPXX           |
| C000003927 | CAPITAL SHARES                  | BFCXX           |
| C000003928 | INSTITUTIONAL                   | TFDXX           |
| C000003929 | PRIVATE CLIENT                  | BRPXX           |
| C000003930 | DOLLAR                          | TDDXX           |
| C000003931 | CASH RESERVE                    | BFRXX           |
| C000003932 | SELECT                          | BFBXX           |
| C000223514 | Mischler Financial Group Shares |  |
| C000237277 | Stern Brothers Shares           |  |
| C000237291 | WestCap Shares                  |  |
| C000238342 | Tigress Shares                  |  |
| C000252319 | Penserra Shares                 |  |
| C000252320 | Great Pacific Shares            |  |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0000097098

### General Information

**Report for (YYYY-MM-DD):** 2025-11-30

**Registrant Full Name:** BlackRock Liquidity Funds

**CIK Number of Registrant:** 0000097098

**LEI of Registrant:** 5493007YVNX55LTRQ706

**Name of Series:** FEDFUND

**LEI of Series:** 549300T8K043VZEOVK74

**EDGAR Series Identifier:** S000001475

**Total number of share classes in the series:** 15

**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            | BlackRock Advisors, LLC                                      | 801-47710         |
| Independent Public Accountant | Deloitte & Touche LLP<br>City: Boston<br>State: MA           |  |
| Administrator                 | BlackRock Advisors, LLC                                      |  |
| Transfer Agent                | BNY Mellon Investment Servicing (US) Inc.<br>CIK: 0000849542 | 084-01761         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 002-47015

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 39 days

- **WAL:** 103 days

- **Total Value of Portfolio Securities:** $189617500970.52

- **Amortized Cost of Portfolio Securities:** $189592241698.76

- **Cash:** $10303525402.42

- **Total Other Assets:** $383467705.13

- **Total Liabilities:** $2793299999.63

- **Net Assets of Series:** $197485934806.68

- **Number of Shares Outstanding (Series):** 197555568941.2500

- **Does the fund seek to maintain a stable price per share?:** Yes

- **Stable Price Per Share:** $1.00

- **Is cash management vehicle an affiliated fund?:** No

- **Does the fund apply liquidity fees?:** No

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-11-03 | $147348403572.44          | $160853616667.58           | 76.2100%                  | 83.1900%                   |
| 2025-11-04 | $148849954859.20          | $161507505278.43           | 76.7100%                  | 83.2300%                   |
| 2025-11-05 | $151816568393.92          | $162971748592.24           | 77.6500%                  | 83.3600%                   |
| 2025-11-06 | $151626036074.01          | $163359599073.58           | 77.6500%                  | 83.6600%                   |
| 2025-11-07 | $153238645646.93          | $166719692322.30           | 77.8400%                  | 84.6800%                   |
| 2025-11-10 | $153529985467.05          | $165110923930.90           | 78.5800%                  | 84.5100%                   |
| 2025-11-11 | $154836603573.96          | $165643516312.58           | 79.2600%                  | 84.7900%                   |
| 2025-11-12 | $154849769577.98          | $167006747960.81           | 78.4900%                  | 84.6600%                   |
| 2025-11-13 | $152066940779.84          | $165672086693.42           | 77.2300%                  | 84.1400%                   |
| 2025-11-14 | $152216957241.87          | $163626829632.85           | 77.9200%                  | 83.7600%                   |
| 2025-11-17 | $155068177320.35          | $165627405736.51           | 78.3400%                  | 83.6700%                   |
| 2025-11-18 | $156018137213.04          | $167049861724.59           | 77.8300%                  | 83.3300%                   |
| 2025-11-19 | $156576034185.59          | $166159389720.21           | 77.4000%                  | 82.1400%                   |
| 2025-11-20 | $152582715967.10          | $164481721049.81           | 75.8900%                  | 81.8100%                   |
| 2025-11-21 | $146932576399.47          | $158782765833.86           | 75.2100%                  | 81.2700%                   |
| 2025-11-24 | $149589837332.46          | $160863790276.78           | 75.8800%                  | 81.6000%                   |
| 2025-11-25 | $154140543124.09          | $164401073716.34           | 77.0500%                  | 82.1800%                   |
| 2025-11-26 | $153764475090.99          | $165010177955.18           | 76.6300%                  | 82.2400%                   |
| 2025-11-28 | $154444598402.83          | $164890566228.70           | 77.1900%                  | 82.4100%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-11-03 | 4.1400%             |
| 2025-11-04 | 4.1300%             |
| 2025-11-05 | 4.1000%             |
| 2025-11-06 | 4.0900%             |
| 2025-11-07 | 4.0800%             |
| 2025-11-10 | 4.0300%             |
| 2025-11-11 | 4.0200%             |
| 2025-11-12 | 4.0200%             |
| 2025-11-13 | 4.0200%             |
| 2025-11-14 | 4.0200%             |
| 2025-11-17 | 4.0300%             |
| 2025-11-18 | 4.0300%             |
| 2025-11-19 | 4.0300%             |
| 2025-11-20 | 4.0200%             |
| 2025-11-21 | 4.0200%             |
| 2025-11-24 | 4.0100%             |
| 2025-11-25 | 4.0100%             |
| 2025-11-26 | 4.0100%             |
| 2025-11-28 | 4.0300%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-11-03 | 0.9998                      |
|  |  |
| 2025-11-04 | 0.9998                      |
|  |  |
| 2025-11-05 | 0.9998                      |
|  |  |
| 2025-11-06 | 0.9998                      |
|  |  |
| 2025-11-07 | 0.9999                      |
|  |  |
| 2025-11-10 | 0.9998                      |
|  |  |
| 2025-11-11 | 0.9998                      |
|  |  |
| 2025-11-12 | 0.9998                      |
|  |  |
| 2025-11-13 | 0.9997                      |
|  |  |
| 2025-11-14 | 0.9998                      |
|  |  |
| 2025-11-17 | 0.9997                      |
|  |  |
| 2025-11-18 | 0.9998                      |
|  |  |
| 2025-11-19 | 0.9997                      |
|  |  |
| 2025-11-20 | 0.9998                      |
|  |  |
| 2025-11-21 | 0.9999                      |
|  |  |
| 2025-11-24 | 0.9998                      |
|  |  |
| 2025-11-25 | 0.9998                      |
|  |  |
| 2025-11-26 | 0.9998                      |
|  |  |
| 2025-11-28 | 0.9998                      |
|  |  |

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

### Class: Private Client

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $151991.10

- **Number of Shares Outstanding:** 152044.8800

- **Expense Reimbursement/Waiver:** 52.41

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 0.9998          |
|  |  |
| 2025-11-04 | 0.9998          |
|  |  |
| 2025-11-05 | 0.9998          |
|  |  |
| 2025-11-06 | 0.9998          |
|  |  |
| 2025-11-07 | 0.9999          |
|  |  |
| 2025-11-10 | 0.9998          |
|  |  |
| 2025-11-11 | 0.9998          |
|  |  |
| 2025-11-12 | 0.9998          |
|  |  |
| 2025-11-13 | 0.9997          |
|  |  |
| 2025-11-14 | 0.9998          |
|  |  |
| 2025-11-17 | 0.9997          |
|  |  |
| 2025-11-18 | 0.9998          |
|  |  |
| 2025-11-19 | 0.9997          |
|  |  |
| 2025-11-20 | 0.9998          |
|  |  |
| 2025-11-21 | 0.9999          |
|  |  |
| 2025-11-24 | 0.9998          |
|  |  |
| 2025-11-25 | 0.9998          |
|  |  |
| 2025-11-26 | 0.9998          |
|  |  |
| 2025-11-28 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $0.00                     | $0.00                   |
| 2025-11-04 | $0.00                     | $0.00                   |
| 2025-11-05 | $0.00                     | $0.00                   |
| 2025-11-06 | $0.00                     | $0.00                   |
| 2025-11-07 | $0.00                     | $0.00                   |
| 2025-11-10 | $0.00                     | $3377.53                |
| 2025-11-11 | $0.00                     | $0.00                   |
| 2025-11-12 | $0.00                     | $0.00                   |
| 2025-11-13 | $0.00                     | $0.00                   |
| 2025-11-14 | $13.96                    | $0.00                   |
| 2025-11-17 | $4538.73                  | $0.00                   |
| 2025-11-18 | $0.00                     | $0.00                   |
| 2025-11-19 | $0.00                     | $0.00                   |
| 2025-11-20 | $0.00                     | $0.00                   |
| 2025-11-21 | $0.00                     | $0.00                   |
| 2025-11-24 | $0.00                     | $35000.00               |
| 2025-11-25 | $0.00                     | $0.00                   |
| 2025-11-26 | $0.00                     | $0.00                   |
| 2025-11-28 | $486.72                   | $0.00                   |

**Total Gross Subscriptions (Month):** $5039.41

**Total Gross Redemptions (Month):** $38377.53

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.4600%           |
| 2025-11-04 | 3.4500%           |
| 2025-11-05 | 3.4200%           |
| 2025-11-06 | 3.4100%           |
| 2025-11-07 | 3.4000%           |
| 2025-11-10 | 3.3500%           |
| 2025-11-11 | 3.3400%           |
| 2025-11-12 | 3.3400%           |
| 2025-11-13 | 3.3400%           |
| 2025-11-14 | 3.3400%           |
| 2025-11-17 | 3.3500%           |
| 2025-11-18 | 3.3500%           |
| 2025-11-19 | 3.3500%           |
| 2025-11-20 | 3.3400%           |
| 2025-11-21 | 3.3400%           |
| 2025-11-24 | 3.3300%           |
| 2025-11-25 | 3.3300%           |
| 2025-11-26 | 3.3300%           |
| 2025-11-28 | 3.3500%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor |  | 17.7100%         | 0.0000%              |
| Retail investor |  | 52.5500%         | 0.0000%              |

### Class: Dollar

- **Minimum Initial Investment:** $5000.00

- **Net Assets of Class:** $3763511345.98

- **Number of Shares Outstanding:** 3764838562.8500

- **Expense Reimbursement/Waiver:** 48138.24

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 0.9998          |
|  |  |
| 2025-11-04 | 0.9998          |
|  |  |
| 2025-11-05 | 0.9998          |
|  |  |
| 2025-11-06 | 0.9998          |
|  |  |
| 2025-11-07 | 0.9999          |
|  |  |
| 2025-11-10 | 0.9998          |
|  |  |
| 2025-11-11 | 0.9998          |
|  |  |
| 2025-11-12 | 0.9998          |
|  |  |
| 2025-11-13 | 0.9997          |
|  |  |
| 2025-11-14 | 0.9998          |
|  |  |
| 2025-11-17 | 0.9997          |
|  |  |
| 2025-11-18 | 0.9998          |
|  |  |
| 2025-11-19 | 0.9997          |
|  |  |
| 2025-11-20 | 0.9998          |
|  |  |
| 2025-11-21 | 0.9999          |
|  |  |
| 2025-11-24 | 0.9998          |
|  |  |
| 2025-11-25 | 0.9998          |
|  |  |
| 2025-11-26 | 0.9998          |
|  |  |
| 2025-11-28 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $36541017.20              | $63092715.53            |
| 2025-11-04 | $96804029.46              | $1387802.31             |
| 2025-11-05 | $182196804.99             | $22236053.97            |
| 2025-11-06 | $87632312.48              | $21774167.52            |
| 2025-11-07 | $23353188.83              | $167946735.70           |
| 2025-11-10 | $3649381.82               | $72589171.45            |
| 2025-11-11 | $0.00                     | $0.00                   |
| 2025-11-12 | $6774145.13               | $27002026.59            |
| 2025-11-13 | $132129030.71             | $3653628.99             |
| 2025-11-14 | $4271717.16               | $98627096.81            |
| 2025-11-17 | $10953537.25              | $57066146.33            |
| 2025-11-18 | $141673917.66             | $19784942.50            |
| 2025-11-19 | $32536132.23              | $14292821.09            |
| 2025-11-20 | $2909486.06               | $45210119.27            |
| 2025-11-21 | $120958769.59             | $11984165.43            |
| 2025-11-24 | $1159757.37               | $173364920.77           |
| 2025-11-25 | $90132307.51              | $87828828.12            |
| 2025-11-26 | $14077314.40              | $178215450.40           |
| 2025-11-28 | $72285389.91              | $26420769.58            |

**Total Gross Subscriptions (Month):** $1060038239.76

**Total Gross Redemptions (Month):** $1092477562.36

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.7200%           |
| 2025-11-04 | 3.7100%           |
| 2025-11-05 | 3.6800%           |
| 2025-11-06 | 3.6700%           |
| 2025-11-07 | 3.6600%           |
| 2025-11-10 | 3.6100%           |
| 2025-11-11 | 3.6000%           |
| 2025-11-12 | 3.6000%           |
| 2025-11-13 | 3.6000%           |
| 2025-11-14 | 3.6000%           |
| 2025-11-17 | 3.6100%           |
| 2025-11-18 | 3.6100%           |
| 2025-11-19 | 3.6100%           |
| 2025-11-20 | 3.6000%           |
| 2025-11-21 | 3.6000%           |
| 2025-11-24 | 3.5900%           |
| 2025-11-25 | 3.5900%           |
| 2025-11-26 | 3.5900%           |
| 2025-11-28 | 3.6100%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 17.8800%         | 0.0000%              |
| Depository institution or other banking institution |  | 46.1800%         | 0.0000%              |
| Depository institution or other banking institution |  | 5.3300%          | 0.0000%              |
| Depository institution or other banking institution |  | 17.0500%         | 0.0000%              |
| Broker-dealer                                       |  | 5.5900%          | 0.0000%              |

### Class: Capital

- **Minimum Initial Investment:** $50000.00

- **Net Assets of Class:** $377936393.61

- **Number of Shares Outstanding:** 378069871.5200

- **Expense Reimbursement/Waiver:** 4628.01

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 0.9998          |
|  |  |
| 2025-11-04 | 0.9998          |
|  |  |
| 2025-11-05 | 0.9998          |
|  |  |
| 2025-11-06 | 0.9998          |
|  |  |
| 2025-11-07 | 0.9999          |
|  |  |
| 2025-11-10 | 0.9998          |
|  |  |
| 2025-11-11 | 0.9998          |
|  |  |
| 2025-11-12 | 0.9998          |
|  |  |
| 2025-11-13 | 0.9997          |
|  |  |
| 2025-11-14 | 0.9998          |
|  |  |
| 2025-11-17 | 0.9997          |
|  |  |
| 2025-11-18 | 0.9998          |
|  |  |
| 2025-11-19 | 0.9997          |
|  |  |
| 2025-11-20 | 0.9998          |
|  |  |
| 2025-11-21 | 0.9999          |
|  |  |
| 2025-11-24 | 0.9998          |
|  |  |
| 2025-11-25 | 0.9998          |
|  |  |
| 2025-11-26 | 0.9998          |
|  |  |
| 2025-11-28 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $4469359.43               | $4560097.39             |
| 2025-11-04 | $6990852.17               | $4654768.50             |
| 2025-11-05 | $3823009.85               | $6757305.07             |
| 2025-11-06 | $5762367.09               | $5500780.29             |
| 2025-11-07 | $933493.73                | $1483643.81             |
| 2025-11-10 | $3766270.04               | $4283092.13             |
| 2025-11-11 | $0.00                     | $0.00                   |
| 2025-11-12 | $7795191.59               | $5109513.92             |
| 2025-11-13 | $2843317.17               | $2474995.43             |
| 2025-11-14 | $3967790.27               | $2684615.18             |
| 2025-11-17 | $4187280.04               | $2328100.49             |
| 2025-11-18 | $2052202.11               | $3214238.77             |
| 2025-11-19 | $2285718.15               | $2210166.18             |
| 2025-11-20 | $4022479.53               | $3811289.08             |
| 2025-11-21 | $1207546.68               | $1112890.07             |
| 2025-11-24 | $3668138.23               | $3783645.78             |
| 2025-11-25 | $7692502.68               | $2434762.32             |
| 2025-11-26 | $5185931.62               | $3094711.26             |
| 2025-11-28 | $3909577.85               | $8065647.08             |

**Total Gross Subscriptions (Month):** $74563028.23

**Total Gross Redemptions (Month):** $67564262.75

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.9200%           |
| 2025-11-04 | 3.9100%           |
| 2025-11-05 | 3.8800%           |
| 2025-11-06 | 3.8700%           |
| 2025-11-07 | 3.8600%           |
| 2025-11-10 | 3.8100%           |
| 2025-11-11 | 3.8000%           |
| 2025-11-12 | 3.8000%           |
| 2025-11-13 | 3.8000%           |
| 2025-11-14 | 3.8000%           |
| 2025-11-17 | 3.8100%           |
| 2025-11-18 | 3.8100%           |
| 2025-11-19 | 3.8100%           |
| 2025-11-20 | 3.8000%           |
| 2025-11-21 | 3.8000%           |
| 2025-11-24 | 3.7900%           |
| 2025-11-25 | 3.7900%           |
| 2025-11-26 | 3.7900%           |
| 2025-11-28 | 3.8100%           |

### Class: Stern Brothers Shares

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $13960272.26

- **Number of Shares Outstanding:** 13964749.4900

- **Expense Reimbursement/Waiver:** 170.60

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 0.9998          |
|  |  |
| 2025-11-04 | 0.9998          |
|  |  |
| 2025-11-05 | 0.9998          |
|  |  |
| 2025-11-06 | 0.9998          |
|  |  |
| 2025-11-07 | 0.9999          |
|  |  |
| 2025-11-10 | 0.9998          |
|  |  |
| 2025-11-11 | 0.9998          |
|  |  |
| 2025-11-12 | 0.9998          |
|  |  |
| 2025-11-13 | 0.9998          |
|  |  |
| 2025-11-14 | 0.9998          |
|  |  |
| 2025-11-17 | 0.9998          |
|  |  |
| 2025-11-18 | 0.9998          |
|  |  |
| 2025-11-19 | 0.9998          |
|  |  |
| 2025-11-20 | 0.9998          |
|  |  |
| 2025-11-21 | 0.9999          |
|  |  |
| 2025-11-24 | 0.9998          |
|  |  |
| 2025-11-25 | 0.9998          |
|  |  |
| 2025-11-26 | 0.9998          |
|  |  |
| 2025-11-28 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $5000000.03               | $0.00                   |
| 2025-11-04 | $0.00                     | $0.00                   |
| 2025-11-05 | $0.00                     | $0.00                   |
| 2025-11-06 | $0.00                     | $0.00                   |
| 2025-11-07 | $0.00                     | $0.00                   |
| 2025-11-10 | $0.00                     | $0.00                   |
| 2025-11-11 | $0.00                     | $0.00                   |
| 2025-11-12 | $2500000.00               | $0.00                   |
| 2025-11-13 | $0.00                     | $0.00                   |
| 2025-11-14 | $0.00                     | $2000000.00             |
| 2025-11-17 | $0.00                     | $2000000.00             |
| 2025-11-18 | $0.00                     | $0.00                   |
| 2025-11-19 | $0.00                     | $4000000.00             |
| 2025-11-20 | $0.00                     | $0.00                   |
| 2025-11-21 | $4000000.00               | $0.00                   |
| 2025-11-24 | $0.00                     | $1000000.00             |
| 2025-11-25 | $0.00                     | $1500000.00             |
| 2025-11-26 | $3000000.00               | $0.00                   |
| 2025-11-28 | $44017.97                 | $0.00                   |

**Total Gross Subscriptions (Month):** $14544018.00

**Total Gross Redemptions (Month):** $10500000.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.9700%           |
| 2025-11-04 | 3.9600%           |
| 2025-11-05 | 3.9300%           |
| 2025-11-06 | 3.9200%           |
| 2025-11-07 | 3.9100%           |
| 2025-11-10 | 3.8600%           |
| 2025-11-11 | 3.8500%           |
| 2025-11-12 | 3.8500%           |
| 2025-11-13 | 3.8500%           |
| 2025-11-14 | 3.8500%           |
| 2025-11-17 | 3.8600%           |
| 2025-11-18 | 3.8600%           |
| 2025-11-19 | 3.8600%           |
| 2025-11-20 | 3.8500%           |
| 2025-11-21 | 3.8500%           |
| 2025-11-24 | 3.8400%           |
| 2025-11-25 | 3.8400%           |
| 2025-11-26 | 3.8400%           |
| 2025-11-28 | 3.8600%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 99.9200%         | 0.0000%              |

### Class: Penserra Shares

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $105442.00

- **Number of Shares Outstanding:** 105479.2000

- **Expense Reimbursement/Waiver:** 1.30

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 0.9998          |
|  |  |
| 2025-11-04 | 0.9998          |
|  |  |
| 2025-11-05 | 0.9998          |
|  |  |
| 2025-11-06 | 0.9998          |
|  |  |
| 2025-11-07 | 0.9999          |
|  |  |
| 2025-11-10 | 0.9998          |
|  |  |
| 2025-11-11 | 0.9998          |
|  |  |
| 2025-11-12 | 0.9998          |
|  |  |
| 2025-11-13 | 0.9997          |
|  |  |
| 2025-11-14 | 0.9998          |
|  |  |
| 2025-11-17 | 0.9997          |
|  |  |
| 2025-11-18 | 0.9998          |
|  |  |
| 2025-11-19 | 0.9997          |
|  |  |
| 2025-11-20 | 0.9998          |
|  |  |
| 2025-11-21 | 0.9999          |
|  |  |
| 2025-11-24 | 0.9998          |
|  |  |
| 2025-11-25 | 0.9998          |
|  |  |
| 2025-11-26 | 0.9998          |
|  |  |
| 2025-11-28 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $0.00                     | $0.00                   |
| 2025-11-04 | $0.00                     | $0.00                   |
| 2025-11-05 | $0.00                     | $0.00                   |
| 2025-11-06 | $0.00                     | $0.00                   |
| 2025-11-07 | $0.00                     | $0.00                   |
| 2025-11-10 | $0.00                     | $0.00                   |
| 2025-11-11 | $0.00                     | $0.00                   |
| 2025-11-12 | $0.00                     | $0.00                   |
| 2025-11-13 | $0.00                     | $0.00                   |
| 2025-11-14 | $0.00                     | $0.00                   |
| 2025-11-17 | $0.00                     | $0.00                   |
| 2025-11-18 | $0.00                     | $0.00                   |
| 2025-11-19 | $0.00                     | $0.00                   |
| 2025-11-20 | $0.00                     | $0.00                   |
| 2025-11-21 | $0.00                     | $0.00                   |
| 2025-11-24 | $0.00                     | $0.00                   |
| 2025-11-25 | $0.00                     | $0.00                   |
| 2025-11-26 | $0.00                     | $0.00                   |
| 2025-11-28 | $335.34                   | $0.00                   |

**Total Gross Subscriptions (Month):** $335.34

**Total Gross Redemptions (Month):** $0.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.9700%           |
| 2025-11-04 | 3.9600%           |
| 2025-11-05 | 3.9300%           |
| 2025-11-06 | 3.9200%           |
| 2025-11-07 | 3.9100%           |
| 2025-11-10 | 3.8600%           |
| 2025-11-11 | 3.8500%           |
| 2025-11-12 | 3.8500%           |
| 2025-11-13 | 3.8500%           |
| 2025-11-14 | 3.8500%           |
| 2025-11-17 | 3.8600%           |
| 2025-11-18 | 3.8600%           |
| 2025-11-19 | 3.8600%           |
| 2025-11-20 | 3.8500%           |
| 2025-11-21 | 3.8500%           |
| 2025-11-24 | 3.8400%           |
| 2025-11-25 | 3.8400%           |
| 2025-11-26 | 3.8400%           |
| 2025-11-28 | 3.8600%           |

**Beneficial/Record Owner Categories**
| Category   | Other Category       | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Other      | Other - Partnerships | 100.0000%        | 0.0000%              |

### Class: Great Pacific Shares

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $52721.40

- **Number of Shares Outstanding:** 52740.0900

- **Expense Reimbursement/Waiver:** 0.60

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 0.9998          |
|  |  |
| 2025-11-04 | 0.9998          |
|  |  |
| 2025-11-05 | 0.9998          |
|  |  |
| 2025-11-06 | 0.9998          |
|  |  |
| 2025-11-07 | 0.9999          |
|  |  |
| 2025-11-10 | 0.9998          |
|  |  |
| 2025-11-11 | 0.9997          |
|  |  |
| 2025-11-12 | 0.9998          |
|  |  |
| 2025-11-13 | 0.9997          |
|  |  |
| 2025-11-14 | 0.9998          |
|  |  |
| 2025-11-17 | 0.9997          |
|  |  |
| 2025-11-18 | 0.9998          |
|  |  |
| 2025-11-19 | 0.9997          |
|  |  |
| 2025-11-20 | 0.9998          |
|  |  |
| 2025-11-21 | 0.9999          |
|  |  |
| 2025-11-24 | 0.9998          |
|  |  |
| 2025-11-25 | 0.9998          |
|  |  |
| 2025-11-26 | 0.9998          |
|  |  |
| 2025-11-28 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $0.00                     | $0.00                   |
| 2025-11-04 | $0.00                     | $0.00                   |
| 2025-11-05 | $0.00                     | $0.00                   |
| 2025-11-06 | $0.00                     | $0.00                   |
| 2025-11-07 | $0.00                     | $0.00                   |
| 2025-11-10 | $0.00                     | $0.00                   |
| 2025-11-11 | $0.00                     | $0.00                   |
| 2025-11-12 | $0.00                     | $0.00                   |
| 2025-11-13 | $0.00                     | $0.00                   |
| 2025-11-14 | $0.00                     | $0.00                   |
| 2025-11-17 | $0.00                     | $0.00                   |
| 2025-11-18 | $0.00                     | $0.00                   |
| 2025-11-19 | $0.00                     | $0.00                   |
| 2025-11-20 | $0.00                     | $0.00                   |
| 2025-11-21 | $0.00                     | $0.00                   |
| 2025-11-24 | $0.00                     | $0.00                   |
| 2025-11-25 | $0.00                     | $0.00                   |
| 2025-11-26 | $0.00                     | $0.00                   |
| 2025-11-28 | $167.55                   | $0.00                   |

**Total Gross Subscriptions (Month):** $167.55

**Total Gross Redemptions (Month):** $0.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.9700%           |
| 2025-11-04 | 3.9600%           |
| 2025-11-05 | 3.9300%           |
| 2025-11-06 | 3.9200%           |
| 2025-11-07 | 3.9100%           |
| 2025-11-10 | 3.8600%           |
| 2025-11-11 | 3.8500%           |
| 2025-11-12 | 3.8500%           |
| 2025-11-13 | 3.8500%           |
| 2025-11-14 | 3.8500%           |
| 2025-11-17 | 3.8600%           |
| 2025-11-18 | 3.8600%           |
| 2025-11-19 | 3.8600%           |
| 2025-11-20 | 3.8500%           |
| 2025-11-21 | 3.8500%           |
| 2025-11-24 | 3.8300%           |
| 2025-11-25 | 3.8300%           |
| 2025-11-26 | 3.8400%           |
| 2025-11-28 | 3.8500%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 100.0000%        | 0.0000%              |

### Class: Administration

- **Minimum Initial Investment:** $5000.00

- **Net Assets of Class:** $7989810679.21

- **Number of Shares Outstanding:** 7992627565.1000

- **Expense Reimbursement/Waiver:** 98721.16

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 0.9998          |
|  |  |
| 2025-11-04 | 0.9998          |
|  |  |
| 2025-11-05 | 0.9998          |
|  |  |
| 2025-11-06 | 0.9998          |
|  |  |
| 2025-11-07 | 0.9999          |
|  |  |
| 2025-11-10 | 0.9998          |
|  |  |
| 2025-11-11 | 0.9998          |
|  |  |
| 2025-11-12 | 0.9998          |
|  |  |
| 2025-11-13 | 0.9997          |
|  |  |
| 2025-11-14 | 0.9998          |
|  |  |
| 2025-11-17 | 0.9997          |
|  |  |
| 2025-11-18 | 0.9998          |
|  |  |
| 2025-11-19 | 0.9997          |
|  |  |
| 2025-11-20 | 0.9998          |
|  |  |
| 2025-11-21 | 0.9999          |
|  |  |
| 2025-11-24 | 0.9998          |
|  |  |
| 2025-11-25 | 0.9998          |
|  |  |
| 2025-11-26 | 0.9998          |
|  |  |
| 2025-11-28 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $47307849.90              | $33394696.83            |
| 2025-11-04 | $30398401.54              | $225004478.93           |
| 2025-11-05 | $10903167.73              | $3357075.57             |
| 2025-11-06 | $116383867.29             | $73300.51               |
| 2025-11-07 | $92084101.18              | $63083718.96            |
| 2025-11-10 | $10025535.22              | $76405647.34            |
| 2025-11-11 | $0.00                     | $0.00                   |
| 2025-11-12 | $7751119.66               | $13324601.73            |
| 2025-11-13 | $111030530.46             | $17626319.71            |
| 2025-11-14 | $31514498.69              | $11259744.18            |
| 2025-11-17 | $38906952.71              | $54058443.38            |
| 2025-11-18 | $494496.33                | $214617225.00           |
| 2025-11-19 | $82621631.25              | $31621.93               |
| 2025-11-20 | $447118745.05             | $161154.33              |
| 2025-11-21 | $4697673.24               | $121669640.28           |
| 2025-11-24 | $45143247.70              | $438530.92              |
| 2025-11-25 | $224172.12                | $140609512.61           |
| 2025-11-26 | $104298043.82             | $155087146.60           |
| 2025-11-28 | $22103417.29              | $56127687.27            |

**Total Gross Subscriptions (Month):** $1203007451.18

**Total Gross Redemptions (Month):** $1186330546.08

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.8700%           |
| 2025-11-04 | 3.8600%           |
| 2025-11-05 | 3.8300%           |
| 2025-11-06 | 3.8200%           |
| 2025-11-07 | 3.8100%           |
| 2025-11-10 | 3.7600%           |
| 2025-11-11 | 3.7500%           |
| 2025-11-12 | 3.7500%           |
| 2025-11-13 | 3.7500%           |
| 2025-11-14 | 3.7500%           |
| 2025-11-17 | 3.7600%           |
| 2025-11-18 | 3.7600%           |
| 2025-11-19 | 3.7600%           |
| 2025-11-20 | 3.7500%           |
| 2025-11-21 | 3.7500%           |
| 2025-11-24 | 3.7400%           |
| 2025-11-25 | 3.7400%           |
| 2025-11-26 | 3.7400%           |
| 2025-11-28 | 3.7600%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 61.1300%         | 0.0000%              |
| Depository institution or other banking institution |  | 36.4300%         | 0.0000%              |

### Class: Tigress

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $91856344.53

- **Number of Shares Outstanding:** 91888597.1200

- **Expense Reimbursement/Waiver:** 1375.10

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 0.9998          |
|  |  |
| 2025-11-04 | 0.9998          |
|  |  |
| 2025-11-05 | 0.9998          |
|  |  |
| 2025-11-06 | 0.9998          |
|  |  |
| 2025-11-07 | 0.9999          |
|  |  |
| 2025-11-10 | 0.9998          |
|  |  |
| 2025-11-11 | 0.9998          |
|  |  |
| 2025-11-12 | 0.9998          |
|  |  |
| 2025-11-13 | 0.9997          |
|  |  |
| 2025-11-14 | 0.9998          |
|  |  |
| 2025-11-17 | 0.9997          |
|  |  |
| 2025-11-18 | 0.9998          |
|  |  |
| 2025-11-19 | 0.9997          |
|  |  |
| 2025-11-20 | 0.9998          |
|  |  |
| 2025-11-21 | 0.9999          |
|  |  |
| 2025-11-24 | 0.9998          |
|  |  |
| 2025-11-25 | 0.9998          |
|  |  |
| 2025-11-26 | 0.9998          |
|  |  |
| 2025-11-28 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $3118236.00               | $0.00                   |
| 2025-11-04 | $3450542.00               | $0.00                   |
| 2025-11-05 | $9130000.00               | $1752490.00             |
| 2025-11-06 | $1796828.00               | $0.00                   |
| 2025-11-07 | $4038341.00               | $0.00                   |
| 2025-11-10 | $6181587.00               | $0.00                   |
| 2025-11-11 | $0.00                     | $0.00                   |
| 2025-11-12 | $3217200.00               | $0.00                   |
| 2025-11-13 | $1500000.00               | $1423196.00             |
| 2025-11-14 | $2420000.00               | $11601659.00            |
| 2025-11-17 | $7222004.00               | $0.00                   |
| 2025-11-18 | $13303112.00              | $0.00                   |
| 2025-11-19 | $0.00                     | $9165578.00             |
| 2025-11-20 | $0.00                     | $18982284.00            |
| 2025-11-21 | $1563909.00               | $9600000.00             |
| 2025-11-24 | $1110916.00               | $0.00                   |
| 2025-11-25 | $2616311.00               | $0.00                   |
| 2025-11-26 | $0.00                     | $7163483.00             |
| 2025-11-28 | $236082.22                | $7686373.00             |

**Total Gross Subscriptions (Month):** $60905068.22

**Total Gross Redemptions (Month):** $67375063.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.9700%           |
| 2025-11-04 | 3.9600%           |
| 2025-11-05 | 3.9300%           |
| 2025-11-06 | 3.9200%           |
| 2025-11-07 | 3.9100%           |
| 2025-11-10 | 3.8600%           |
| 2025-11-11 | 3.8500%           |
| 2025-11-12 | 3.8500%           |
| 2025-11-13 | 3.8500%           |
| 2025-11-14 | 3.8500%           |
| 2025-11-17 | 3.8600%           |
| 2025-11-18 | 3.8600%           |
| 2025-11-19 | 3.8600%           |
| 2025-11-20 | 3.8500%           |
| 2025-11-21 | 3.8500%           |
| 2025-11-24 | 3.8400%           |
| 2025-11-25 | 3.8400%           |
| 2025-11-26 | 3.8400%           |
| 2025-11-28 | 3.8600%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 72.6500%         | 0.0000%              |
| Depository institution or other banking institution |  | 27.1400%         | 0.0000%              |

### Class: WestCap Shares

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $48621018.22

- **Number of Shares Outstanding:** 48638134.6400

- **Expense Reimbursement/Waiver:** 615.45

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 0.9998          |
|  |  |
| 2025-11-04 | 0.9998          |
|  |  |
| 2025-11-05 | 0.9998          |
|  |  |
| 2025-11-06 | 0.9998          |
|  |  |
| 2025-11-07 | 0.9999          |
|  |  |
| 2025-11-10 | 0.9998          |
|  |  |
| 2025-11-11 | 0.9998          |
|  |  |
| 2025-11-12 | 0.9998          |
|  |  |
| 2025-11-13 | 0.9997          |
|  |  |
| 2025-11-14 | 0.9998          |
|  |  |
| 2025-11-17 | 0.9997          |
|  |  |
| 2025-11-18 | 0.9998          |
|  |  |
| 2025-11-19 | 0.9997          |
|  |  |
| 2025-11-20 | 0.9998          |
|  |  |
| 2025-11-21 | 0.9999          |
|  |  |
| 2025-11-24 | 0.9998          |
|  |  |
| 2025-11-25 | 0.9998          |
|  |  |
| 2025-11-26 | 0.9998          |
|  |  |
| 2025-11-28 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $0.00                     | $0.00                   |
| 2025-11-04 | $0.00                     | $0.00                   |
| 2025-11-05 | $0.00                     | $0.00                   |
| 2025-11-06 | $0.00                     | $0.00                   |
| 2025-11-07 | $0.00                     | $0.00                   |
| 2025-11-10 | $0.00                     | $0.00                   |
| 2025-11-11 | $0.00                     | $0.00                   |
| 2025-11-12 | $0.00                     | $0.00                   |
| 2025-11-13 | $0.00                     | $0.00                   |
| 2025-11-14 | $0.00                     | $500000.00              |
| 2025-11-17 | $0.00                     | $0.00                   |
| 2025-11-18 | $0.00                     | $250000.00              |
| 2025-11-19 | $0.00                     | $150000.00              |
| 2025-11-20 | $0.00                     | $0.00                   |
| 2025-11-21 | $0.00                     | $0.00                   |
| 2025-11-24 | $0.00                     | $0.00                   |
| 2025-11-25 | $0.00                     | $930000.00              |
| 2025-11-26 | $0.00                     | $0.00                   |
| 2025-11-28 | $158395.66                | $0.00                   |

**Total Gross Subscriptions (Month):** $158395.66

**Total Gross Redemptions (Month):** $1830000.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.9700%           |
| 2025-11-04 | 3.9600%           |
| 2025-11-05 | 3.9300%           |
| 2025-11-06 | 3.9200%           |
| 2025-11-07 | 3.9100%           |
| 2025-11-10 | 3.8600%           |
| 2025-11-11 | 3.8500%           |
| 2025-11-12 | 3.8500%           |
| 2025-11-13 | 3.8500%           |
| 2025-11-14 | 3.8500%           |
| 2025-11-17 | 3.8600%           |
| 2025-11-18 | 3.8600%           |
| 2025-11-19 | 3.8600%           |
| 2025-11-20 | 3.8500%           |
| 2025-11-21 | 3.8500%           |
| 2025-11-24 | 3.8400%           |
| 2025-11-25 | 3.8400%           |
| 2025-11-26 | 3.8400%           |
| 2025-11-28 | 3.8600%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 44.9500%         | 0.0000%              |
| Non-financial corporation |  | 53.1700%         | 0.0000%              |

### Class: Cash Management

- **Minimum Initial Investment:** $5000.00

- **Net Assets of Class:** $673198514.09

- **Number of Shares Outstanding:** 673435934.0500

- **Expense Reimbursement/Waiver:** 8415.73

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 0.9998          |
|  |  |
| 2025-11-04 | 0.9998          |
|  |  |
| 2025-11-05 | 0.9998          |
|  |  |
| 2025-11-06 | 0.9998          |
|  |  |
| 2025-11-07 | 0.9999          |
|  |  |
| 2025-11-10 | 0.9998          |
|  |  |
| 2025-11-11 | 0.9998          |
|  |  |
| 2025-11-12 | 0.9998          |
|  |  |
| 2025-11-13 | 0.9997          |
|  |  |
| 2025-11-14 | 0.9998          |
|  |  |
| 2025-11-17 | 0.9997          |
|  |  |
| 2025-11-18 | 0.9998          |
|  |  |
| 2025-11-19 | 0.9997          |
|  |  |
| 2025-11-20 | 0.9998          |
|  |  |
| 2025-11-21 | 0.9999          |
|  |  |
| 2025-11-24 | 0.9998          |
|  |  |
| 2025-11-25 | 0.9998          |
|  |  |
| 2025-11-26 | 0.9998          |
|  |  |
| 2025-11-28 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $820031.99                | $3607425.42             |
| 2025-11-04 | $47057.27                 | $39650.04               |
| 2025-11-05 | $147072.18                | $512356.35              |
| 2025-11-06 | $77964.16                 | $366188.47              |
| 2025-11-07 | $321446.50                | $1044834.47             |
| 2025-11-10 | $479548.24                | $171006.57              |
| 2025-11-11 | $0.00                     | $0.00                   |
| 2025-11-12 | $324693.51                | $866502.77              |
| 2025-11-13 | $103422.54                | $7807407.21             |
| 2025-11-14 | $41871.05                 | $10990262.78            |
| 2025-11-17 | $383440.86                | $254143.81              |
| 2025-11-18 | $905840.46                | $95159.87               |
| 2025-11-19 | $119373.57                | $706491.03              |
| 2025-11-20 | $9330390.18               | $702744.20              |
| 2025-11-21 | $355777.40                | $2224415.71             |
| 2025-11-24 | $115464.57                | $2402593.55             |
| 2025-11-25 | $781341.19                | $1852668.63             |
| 2025-11-26 | $109766.28                | $209827.87              |
| 2025-11-28 | $1918559.87               | $1347594.33             |

**Total Gross Subscriptions (Month):** $16383061.82

**Total Gross Redemptions (Month):** $35201273.08

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.4800%           |
| 2025-11-04 | 3.4600%           |
| 2025-11-05 | 3.4300%           |
| 2025-11-06 | 3.4200%           |
| 2025-11-07 | 3.4100%           |
| 2025-11-10 | 3.3700%           |
| 2025-11-11 | 3.3600%           |
| 2025-11-12 | 3.3600%           |
| 2025-11-13 | 3.3600%           |
| 2025-11-14 | 3.3600%           |
| 2025-11-17 | 3.3600%           |
| 2025-11-18 | 3.3600%           |
| 2025-11-19 | 3.3600%           |
| 2025-11-20 | 3.3500%           |
| 2025-11-21 | 3.3500%           |
| 2025-11-24 | 3.3400%           |
| 2025-11-25 | 3.3400%           |
| 2025-11-26 | 3.3500%           |
| 2025-11-28 | 3.3600%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 77.5300%         | 0.0000%              |
| Broker-dealer             |  | 10.8300%         | 0.0000%              |
| Non-financial corporation |  | 9.6400%          | 0.0000%              |

### Class: Mischler Financial Group Shares

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $2308308123.62

- **Number of Shares Outstanding:** 2309118325.0700

- **Expense Reimbursement/Waiver:** 35031.58

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 0.9998          |
|  |  |
| 2025-11-04 | 0.9998          |
|  |  |
| 2025-11-05 | 0.9998          |
|  |  |
| 2025-11-06 | 0.9998          |
|  |  |
| 2025-11-07 | 0.9999          |
|  |  |
| 2025-11-10 | 0.9998          |
|  |  |
| 2025-11-11 | 0.9998          |
|  |  |
| 2025-11-12 | 0.9998          |
|  |  |
| 2025-11-13 | 0.9997          |
|  |  |
| 2025-11-14 | 0.9998          |
|  |  |
| 2025-11-17 | 0.9997          |
|  |  |
| 2025-11-18 | 0.9998          |
|  |  |
| 2025-11-19 | 0.9997          |
|  |  |
| 2025-11-20 | 0.9998          |
|  |  |
| 2025-11-21 | 0.9999          |
|  |  |
| 2025-11-24 | 0.9998          |
|  |  |
| 2025-11-25 | 0.9998          |
|  |  |
| 2025-11-26 | 0.9998          |
|  |  |
| 2025-11-28 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $0.00                     | $0.00                   |
| 2025-11-04 | $90750000.00              | $0.00                   |
| 2025-11-05 | $0.00                     | $122000000.00           |
| 2025-11-06 | $50000000.00              | $141500000.00           |
| 2025-11-07 | $0.00                     | $310500000.00           |
| 2025-11-10 | $100000000.00             | $42750000.00            |
| 2025-11-11 | $0.00                     | $0.00                   |
| 2025-11-12 | $37500000.00              | $0.00                   |
| 2025-11-13 | $0.00                     | $0.00                   |
| 2025-11-14 | $0.00                     | $293250000.00           |
| 2025-11-17 | $40000000.00              | $210500000.00           |
| 2025-11-18 | $393500000.00             | $0.00                   |
| 2025-11-19 | $67500000.00              | $0.00                   |
| 2025-11-20 | $0.00                     | $70250000.00            |
| 2025-11-21 | $100000000.00             | $125000000.00           |
| 2025-11-24 | $0.00                     | $313000000.00           |
| 2025-11-25 | $0.00                     | $374500000.00           |
| 2025-11-26 | $0.00                     | $393000000.00           |
| 2025-11-28 | $780501681.66             | $300123000.00           |

**Total Gross Subscriptions (Month):** $1659751681.66

**Total Gross Redemptions (Month):** $2696373000.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.9700%           |
| 2025-11-04 | 3.9600%           |
| 2025-11-05 | 3.9300%           |
| 2025-11-06 | 3.9200%           |
| 2025-11-07 | 3.9100%           |
| 2025-11-10 | 3.8600%           |
| 2025-11-11 | 3.8500%           |
| 2025-11-12 | 3.8500%           |
| 2025-11-13 | 3.8500%           |
| 2025-11-14 | 3.8500%           |
| 2025-11-17 | 3.8600%           |
| 2025-11-18 | 3.8600%           |
| 2025-11-19 | 3.8600%           |
| 2025-11-20 | 3.8500%           |
| 2025-11-21 | 3.8500%           |
| 2025-11-24 | 3.8400%           |
| 2025-11-25 | 3.8400%           |
| 2025-11-26 | 3.8400%           |
| 2025-11-28 | 3.8600%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 62.0900%         | 0.0000%              |
| Depository institution or other banking institution |  | 17.2800%         | 0.0000%              |
| Depository institution or other banking institution |  | 17.3200%         | 0.0000%              |

### Class: Select

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $456636869.42

- **Number of Shares Outstanding:** 456797951.3200

- **Expense Reimbursement/Waiver:** 11755.60

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 0.9998          |
|  |  |
| 2025-11-04 | 0.9998          |
|  |  |
| 2025-11-05 | 0.9998          |
|  |  |
| 2025-11-06 | 0.9998          |
|  |  |
| 2025-11-07 | 0.9999          |
|  |  |
| 2025-11-10 | 0.9998          |
|  |  |
| 2025-11-11 | 0.9998          |
|  |  |
| 2025-11-12 | 0.9998          |
|  |  |
| 2025-11-13 | 0.9997          |
|  |  |
| 2025-11-14 | 0.9998          |
|  |  |
| 2025-11-17 | 0.9997          |
|  |  |
| 2025-11-18 | 0.9998          |
|  |  |
| 2025-11-19 | 0.9997          |
|  |  |
| 2025-11-20 | 0.9998          |
|  |  |
| 2025-11-21 | 0.9999          |
|  |  |
| 2025-11-24 | 0.9998          |
|  |  |
| 2025-11-25 | 0.9998          |
|  |  |
| 2025-11-26 | 0.9998          |
|  |  |
| 2025-11-28 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $9957721.73               | $3983564.26             |
| 2025-11-04 | $99.70                    | $6184587.46             |
| 2025-11-05 | $1671623.62               | $34236.00               |
| 2025-11-06 | $665.84                   | $1247094.08             |
| 2025-11-07 | $330.93                   | $976768.37              |
| 2025-11-10 | $2726611.62               | $4684.55                |
| 2025-11-11 | $0.00                     | $0.00                   |
| 2025-11-12 | $17928117.91              | $9002378.69             |
| 2025-11-13 | $55539079.81              | $27770304.73            |
| 2025-11-14 | $5778412.87               | $0.00                   |
| 2025-11-17 | $2542875.71               | $7.43                   |
| 2025-11-18 | $3814970.85               | $0.00                   |
| 2025-11-19 | $7285294.89               | $0.00                   |
| 2025-11-20 | $2000.00                  | $1541399.05             |
| 2025-11-21 | $4383895.34               | $0.00                   |
| 2025-11-24 | $1121166.50               | $221130.00              |
| 2025-11-25 | $2307190.66               | $0.00                   |
| 2025-11-26 | $18984631.68              | $0.00                   |
| 2025-11-28 | $2726892.61               | $20.00                  |

**Total Gross Subscriptions (Month):** $136771582.27

**Total Gross Redemptions (Month):** $50966174.62

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.1400%           |
| 2025-11-04 | 3.1300%           |
| 2025-11-05 | 3.1000%           |
| 2025-11-06 | 3.0900%           |
| 2025-11-07 | 3.0800%           |
| 2025-11-10 | 3.0300%           |
| 2025-11-11 | 3.0200%           |
| 2025-11-12 | 3.0200%           |
| 2025-11-13 | 3.0200%           |
| 2025-11-14 | 3.0200%           |
| 2025-11-17 | 3.0300%           |
| 2025-11-18 | 3.0300%           |
| 2025-11-19 | 3.0300%           |
| 2025-11-20 | 3.0200%           |
| 2025-11-21 | 3.0200%           |
| 2025-11-24 | 3.0100%           |
| 2025-11-25 | 3.0100%           |
| 2025-11-26 | 3.0100%           |
| 2025-11-28 | 3.0300%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 99.6600%         | 0.0000%              |

### Class: Premier

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $3625987103.41

- **Number of Shares Outstanding:** 3627267660.7000

- **Expense Reimbursement/Waiver:** 44651.82

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 0.9998          |
|  |  |
| 2025-11-04 | 0.9998          |
|  |  |
| 2025-11-05 | 0.9998          |
|  |  |
| 2025-11-06 | 0.9998          |
|  |  |
| 2025-11-07 | 0.9999          |
|  |  |
| 2025-11-10 | 0.9998          |
|  |  |
| 2025-11-11 | 0.9998          |
|  |  |
| 2025-11-12 | 0.9998          |
|  |  |
| 2025-11-13 | 0.9997          |
|  |  |
| 2025-11-14 | 0.9998          |
|  |  |
| 2025-11-17 | 0.9997          |
|  |  |
| 2025-11-18 | 0.9998          |
|  |  |
| 2025-11-19 | 0.9997          |
|  |  |
| 2025-11-20 | 0.9998          |
|  |  |
| 2025-11-21 | 0.9999          |
|  |  |
| 2025-11-24 | 0.9998          |
|  |  |
| 2025-11-25 | 0.9998          |
|  |  |
| 2025-11-26 | 0.9998          |
|  |  |
| 2025-11-28 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $9733019.56               | $11973984.25            |
| 2025-11-04 | $10305343.48              | $6246702.43             |
| 2025-11-05 | $13156248.44              | $5355562.29             |
| 2025-11-06 | $5992394.17               | $11943409.35            |
| 2025-11-07 | $10754650.93              | $13854242.25            |
| 2025-11-10 | $5992187.98               | $6550358.97             |
| 2025-11-11 | $0.00                     | $0.00                   |
| 2025-11-12 | $11016604.39              | $8859295.03             |
| 2025-11-13 | $5979463.47               | $11926392.32            |
| 2025-11-14 | $8999114.28               | $8641158.17             |
| 2025-11-17 | $5906436.96               | $5751305.42             |
| 2025-11-18 | $7501492.75               | $21585178.08            |
| 2025-11-19 | $6758643.95               | $10594380.51            |
| 2025-11-20 | $3397634.90               | $10015904.27            |
| 2025-11-21 | $30176847.68              | $8079907.02             |
| 2025-11-24 | $22891335.40              | $6894340.70             |
| 2025-11-25 | $4278906.80               | $8740150.05             |
| 2025-11-26 | $6887444.76               | $4274529.02             |
| 2025-11-28 | $9216026.33               | $4062233.37             |

**Total Gross Subscriptions (Month):** $178943796.23

**Total Gross Redemptions (Month):** $165349033.50

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.9700%           |
| 2025-11-04 | 3.9600%           |
| 2025-11-05 | 3.9300%           |
| 2025-11-06 | 3.9200%           |
| 2025-11-07 | 3.9100%           |
| 2025-11-10 | 3.8600%           |
| 2025-11-11 | 3.8500%           |
| 2025-11-12 | 3.8500%           |
| 2025-11-13 | 3.8500%           |
| 2025-11-14 | 3.8500%           |
| 2025-11-17 | 3.8600%           |
| 2025-11-18 | 3.8600%           |
| 2025-11-19 | 3.8600%           |
| 2025-11-20 | 3.8500%           |
| 2025-11-21 | 3.8500%           |
| 2025-11-24 | 3.8400%           |
| 2025-11-25 | 3.8400%           |
| 2025-11-26 | 3.8400%           |
| 2025-11-28 | 3.8600%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 10.2400%         | 0.0000%              |
| Broker-dealer |  | 89.4000%         | 0.0000%              |

### Class: Cash Reserve

- **Minimum Initial Investment:** $5000.00

- **Net Assets of Class:** $4701842591.28

- **Number of Shares Outstanding:** 4703501096.6500

- **Expense Reimbursement/Waiver:** 56832.73

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 0.9998          |
|  |  |
| 2025-11-04 | 0.9998          |
|  |  |
| 2025-11-05 | 0.9998          |
|  |  |
| 2025-11-06 | 0.9998          |
|  |  |
| 2025-11-07 | 0.9999          |
|  |  |
| 2025-11-10 | 0.9998          |
|  |  |
| 2025-11-11 | 0.9998          |
|  |  |
| 2025-11-12 | 0.9998          |
|  |  |
| 2025-11-13 | 0.9997          |
|  |  |
| 2025-11-14 | 0.9998          |
|  |  |
| 2025-11-17 | 0.9997          |
|  |  |
| 2025-11-18 | 0.9998          |
|  |  |
| 2025-11-19 | 0.9997          |
|  |  |
| 2025-11-20 | 0.9998          |
|  |  |
| 2025-11-21 | 0.9999          |
|  |  |
| 2025-11-24 | 0.9998          |
|  |  |
| 2025-11-25 | 0.9998          |
|  |  |
| 2025-11-26 | 0.9998          |
|  |  |
| 2025-11-28 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $330000478.05             | $260583786.00           |
| 2025-11-04 | $326819250.65             | $392300151.32           |
| 2025-11-05 | $235709724.86             | $305882629.86           |
| 2025-11-06 | $221522924.63             | $283952358.75           |
| 2025-11-07 | $205330750.07             | $306100033.29           |
| 2025-11-10 | $261804399.51             | $204158475.05           |
| 2025-11-11 | $0.00                     | $0.00                   |
| 2025-11-12 | $333210258.93             | $279783284.49           |
| 2025-11-13 | $298138004.36             | $192518955.88           |
| 2025-11-14 | $275586046.66             | $318765647.21           |
| 2025-11-17 | $265324383.82             | $208905164.58           |
| 2025-11-18 | $377346569.86             | $267437592.61           |
| 2025-11-19 | $272462974.74             | $297703798.76           |
| 2025-11-20 | $227014973.95             | $265133011.96           |
| 2025-11-21 | $276993618.18             | $233797128.94           |
| 2025-11-24 | $213893453.26             | $218758913.00           |
| 2025-11-25 | $255177380.62             | $207894351.69           |
| 2025-11-26 | $243766413.73             | $241258404.26           |
| 2025-11-28 | $211950192.85             | $256813903.80           |

**Total Gross Subscriptions (Month):** $4832051798.73

**Total Gross Redemptions (Month):** $4741747591.45

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.5700%           |
| 2025-11-04 | 3.5600%           |
| 2025-11-05 | 3.5300%           |
| 2025-11-06 | 3.5200%           |
| 2025-11-07 | 3.5100%           |
| 2025-11-10 | 3.4600%           |
| 2025-11-11 | 3.4500%           |
| 2025-11-12 | 3.4500%           |
| 2025-11-13 | 3.4500%           |
| 2025-11-14 | 3.4500%           |
| 2025-11-17 | 3.4600%           |
| 2025-11-18 | 3.4600%           |
| 2025-11-19 | 3.4600%           |
| 2025-11-20 | 3.4500%           |
| 2025-11-21 | 3.4500%           |
| 2025-11-24 | 3.4400%           |
| 2025-11-25 | 3.4400%           |
| 2025-11-26 | 3.4400%           |
| 2025-11-28 | 3.4600%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 97.7100%         | 0.0000%              |

### Class: Institutional

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $173433955396.55

- **Number of Shares Outstanding:** 173495110228.5700

- **Expense Reimbursement/Waiver:** 2089398.87

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 0.9998          |
|  |  |
| 2025-11-04 | 0.9998          |
|  |  |
| 2025-11-05 | 0.9998          |
|  |  |
| 2025-11-06 | 0.9998          |
|  |  |
| 2025-11-07 | 0.9999          |
|  |  |
| 2025-11-10 | 0.9998          |
|  |  |
| 2025-11-11 | 0.9998          |
|  |  |
| 2025-11-12 | 0.9998          |
|  |  |
| 2025-11-13 | 0.9997          |
|  |  |
| 2025-11-14 | 0.9998          |
|  |  |
| 2025-11-17 | 0.9997          |
|  |  |
| 2025-11-18 | 0.9998          |
|  |  |
| 2025-11-19 | 0.9997          |
|  |  |
| 2025-11-20 | 0.9998          |
|  |  |
| 2025-11-21 | 0.9999          |
|  |  |
| 2025-11-24 | 0.9998          |
|  |  |
| 2025-11-25 | 0.9998          |
|  |  |
| 2025-11-26 | 0.9998          |
|  |  |
| 2025-11-28 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $5635717054.99            | $3743022481.59          |
| 2025-11-04 | $5366433609.07            | $3977945488.75          |
| 2025-11-05 | $3650910848.28            | $4053959133.10          |
| 2025-11-06 | $2813564944.40            | $3537251059.36          |
| 2025-11-07 | $6909112241.81            | $3579488668.93          |
| 2025-11-10 | $3059944274.45            | $5073295148.17          |
| 2025-11-11 | $0.00                     | $0.00                   |
| 2025-11-12 | $6168196924.81            | $4257241573.85          |
| 2025-11-13 | $4624646078.66            | $4687815180.14          |
| 2025-11-14 | $4172212997.61            | $5480057240.79          |
| 2025-11-17 | $5658611300.29            | $5434979957.69          |
| 2025-11-18 | $4933036218.97            | $3876168474.14          |
| 2025-11-19 | $4433572869.09            | $4044184505.61          |
| 2025-11-20 | $4020121753.63            | $3427975883.24          |
| 2025-11-21 | $3127732004.28            | $6222741313.54          |
| 2025-11-24 | $3967836782.08            | $3814160687.85          |
| 2025-11-25 | $6361455988.40            | $4252006719.93          |
| 2025-11-26 | $5691155760.92            | $6155731264.37          |
| 2025-11-28 | $5917638605.49            | $2192361963.93          |

**Total Gross Subscriptions (Month):** $86511900257.23

**Total Gross Redemptions (Month):** $77810386744.98

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.9700%           |
| 2025-11-04 | 3.9600%           |
| 2025-11-05 | 3.9300%           |
| 2025-11-06 | 3.9200%           |
| 2025-11-07 | 3.9100%           |
| 2025-11-10 | 3.8600%           |
| 2025-11-11 | 3.8500%           |
| 2025-11-12 | 3.8500%           |
| 2025-11-13 | 3.8500%           |
| 2025-11-14 | 3.8500%           |
| 2025-11-17 | 3.8600%           |
| 2025-11-18 | 3.8600%           |
| 2025-11-19 | 3.8600%           |
| 2025-11-20 | 3.8500%           |
| 2025-11-21 | 3.8500%           |
| 2025-11-24 | 3.8400%           |
| 2025-11-25 | 3.8400%           |
| 2025-11-26 | 3.8400%           |
| 2025-11-28 | 3.8600%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 9.7500%          | 0.0000%              |
| Broker-dealer                                       |  | 36.8200%         | 0.0000%              |
| Depository institution or other banking institution |  | 6.0100%          | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7RH9, C.4 - ISIN: US3130B7RH91, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $391493321.01
- **C.18.a - Value (excl. sponsor support):** $391493321.01
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B87K2, C.4 - ISIN: US3130B87K24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $194498603.49
- **C.18.a - Value (excl. sponsor support):** $194498603.49
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETB48, C.4 - ISIN: US3133ETB480, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $169994599.10
- **C.18.a - Value (excl. sponsor support):** $169994599.10
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RU3, C.4 - ISIN: US912797RU32, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1235011906.62
- **C.18.a - Value (excl. sponsor support):** $1235011906.62
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 5: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BYDVC3YK2
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | N/A     | $348363900.00      | $357000052.79      | U.S. Treasuries (including strips) |

### Security 6: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SY4, C.4 - ISIN: US912797SY45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2218283961.94
- **C.18.a - Value (excl. sponsor support):** $2218283961.94
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 7: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLS8, C.4 - ISIN: US91282CLS88, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $83950003.15
- **C.18.a - Value (excl. sponsor support):** $83950003.15
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 8: Federal National Mortgage Association Variable Rate Notes

- **C.1 - Title:** Federal National Mortgage Association Variable Rate Notes
- **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):** $571193192.04
- **C.18.a - Value (excl. sponsor support):** $571193192.04
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1837875984.09
- **C.18.a - Value (excl. sponsor support):** $1837875984.09
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 10: Societe Generale SA

- **C.1 - Title:** Societe Generale SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BYDVC3YV8
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 5/8 BOND 44 | 2044-11-15      | 4.6250%  | N/A     | $10140800.00       | $10200031.52       | U.S. Treasuries (including strips) |

### Security 11: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7ZT4, C.4 - ISIN: US3130B7ZT48, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $437192051.70
- **C.18.a - Value (excl. sponsor support):** $437192051.70
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8QE5, C.4 - ISIN: US3130B8QE52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $223480000.00
- **C.18.a - Value (excl. sponsor support):** $223480000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Deutsche Bank AG

- **C.1 - Title:** Deutsche Bank AG
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: BYDVD6YS7
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 1/8 NOTE P 29  | 2029-08-31      | 3.1250%  | N/A     | $19429600.00       | $19305658.80       | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 28 | 2028-09-15      | 3.3750%  | N/A     | $50000000.00       | $50211958.56       | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32  | 2032-02-15      | 1.8750%  | N/A     | $43628200.00       | $39462486.28       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE E 31  | 2031-08-15      | 1.2500%  | N/A     | $50000000.00       | $44019928.80       | U.S. Treasuries (including strips) |

### Security 14: Deutsche Bank AG

- **C.1 - Title:** Deutsche Bank AG
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: BYDVC3XH0
- **C.18 - Value (incl. sponsor support):** $6000000.00
- **C.18.a - Value (excl. sponsor support):** $6000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 NOTE H 30   | 2030-02-28      | 4.0000%  | N/A     | $5955700.00        | $6120102.66        | U.S. Treasuries (including strips) |

### Security 15: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **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):** $826879271.12
- **C.18.a - Value (excl. sponsor support):** $826879271.12
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 16: Fixed Income Clearing Corporation - GS

- **C.1 - Title:** Fixed Income Clearing Corporation - GS
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDVD71T9
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2026-12-31      | 1.7500%  | N/A     | $125503000.00      | $123924637.44      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | N/A     | $183361600.00      | $180663587.53      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 4.2500%  | N/A     | $350000000.00      | $358411850.54      | U.S. Treasuries (including strips) |

### Security 17: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.4 - ISIN: US912797PD35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $166683164.31
- **C.18.a - Value (excl. sponsor support):** $166683164.31
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 18: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8MR0, C.4 - ISIN: US3130B8MR02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $221879818.06
- **C.18.a - Value (excl. sponsor support):** $221879818.06
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **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):** $263337908.71
- **C.18.a - Value (excl. sponsor support):** $263337908.71
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7XL3, C.4 - ISIN: US3130B7XL30, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $320839647.02
- **C.18.a - Value (excl. sponsor support):** $320839647.02
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-04-02
- **C.13 - Final Legal Maturity Date:** 2027-04-02
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETB97, C.4 - ISIN: US3133ETB977, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $245073541.65
- **C.18.a - Value (excl. sponsor support):** $245073541.65
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-09-24
- **C.13 - Final Legal Maturity Date:** 2027-09-24
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Q84, C.4 - ISIN: US3130B5Q844, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $344162778.48
- **C.18.a - Value (excl. sponsor support):** $344162778.48
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-03-25
- **C.13 - Final Legal Maturity Date:** 2027-03-25
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **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: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYDVC3YB2
- **C.18 - Value (incl. sponsor support):** $15000000.00
- **C.18.a - Value (excl. sponsor support):** $15000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 MA8346 M | 2052-10-20      | 4.0000%  | N/A     | $4468736.00        | $3397437.68        | Agency Mortgage-Backed Securities |
| GNII ET DN9905 C | 2065-08-20      | 4.5000%  | N/A     | $319352.00         | $312732.77         | Agency Mortgage-Backed Securities |
| GNII SF MA7880 M | 2052-02-20      | 2.0000%  | N/A     | $2747224.00        | $1727360.28        | Agency Mortgage-Backed Securities |
| GNMI SF 592626 X | 2033-04-15      | 6.0000%  | N/A     | $1834668.00        | $18835.04          | Agency Mortgage-Backed Securities |
| GNII SF DI7671 C | 2055-06-20      | 6.5000%  | N/A     | $999895.00         | $1032225.23        | Agency Mortgage-Backed Securities |
| GNII SF MA9544 M | 2054-02-20      | 7.0000%  | N/A     | $10218640.00       | $4125344.13        | Agency Mortgage-Backed Securities |
| GNII SF CZ1970 C | 2055-06-20      | 5.5000%  | N/A     | $1170804.00        | $1189425.92        | Agency Mortgage-Backed Securities |
| GNII SF DJ9834 C | 2055-07-20      | 6.5000%  | N/A     | $3353588.00        | $3496639.97        | Agency Mortgage-Backed Securities |

### Security 24: Barclays Capital, Inc.

- **C.1 - Title:** Barclays Capital, Inc.
- **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: N/A, C.3 - LEI: AC28XWWI3WIBK2824319, C.5 - Other ID: BRYAC9P76
- **C.18 - Value (incl. sponsor support):** $799000000.00
- **C.18.a - Value (excl. sponsor support):** $799000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: NR; Fitch: F1
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FGRA 4016SC 03/15/42                                   | 2042-03-15      | 2.2435%  | N/A     | $120553652.00      | $777423.11         | Agency Collateralized Mortgage Obligation |
| FNRA CL009SD R24F009                                   | 2050-03-25      | 1.8137%  | N/A     | $27901889.00       | $2710402.45        | Agency Collateralized Mortgage Obligation |
| FGRA 4631SA 11/15/46                                   | 2046-11-15      | 1.7435%  | N/A     | $107147046.00      | $4323631.65        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-SG1       X3     20300925 FLT     | 2030-09-25      | 3.0339%  | N/A     | $23715480.00       | $2725003.77        | Agency Collateralized Mortgage Obligation |
| FGRA 4885AS 06/15/49                                   | 2049-06-15      | 1.7935%  | N/A     | $44489213.00       | $1511409.16        | Agency Collateralized Mortgage Obligation |
| FNRA RC113SM R12F113                                   | 2042-10-25      | 1.9137%  | N/A     | $36714285.00       | $235308.48         | Agency Collateralized Mortgage Obligation |
| GNRM 2020-047 UI                                       | 2050-01-20      | 3.5000%  | N/A     | $14462032.00       | $219864.35         | Agency Collateralized Mortgage Obligation |
| FERA 5606DS 12/25/55                                   | 2055-12-25      | 0.6000%  | N/A     | $50000000.00       | $1877200.00        | Agency Collateralized Mortgage Obligation |
| FERM 5134IB 08/25/51                                   | 2051-08-25      | 4.0000%  | N/A     | $44062559.00       | $4189643.13        | Agency Collateralized Mortgage Obligation |
| FNRM CL034GI R21F034                                   | 2051-06-25      | 4.0000%  | N/A     | $28110557.00       | $2386822.36        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-102 JI                                       | 2055-06-20      | 1.0000%  | N/A     | $6251985.00        | $155724.05         | Agency Collateralized Mortgage Obligation |
| FNRA CL068SC R19F068                                   | 2049-11-25      | 1.8137%  | N/A     | $32999250.00       | $1280046.28        | Agency Collateralized Mortgage Obligation |
| FGRA 3864NS 03/15/39                                   | 2039-03-15      | 1.7435%  | N/A     | $135757553.00      | $263211.26         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-091       X3     20460425 FLT     | 2046-04-25      | 2.3591%  | N/A     | $40934565.00       | $3055273.41        | Agency Collateralized Mortgage Obligation |
| FNRA CL059MS R25F059                                   | 2055-08-25      | 0.0000%  | N/A     | $92668685.00       | $91.05             | Agency Collateralized Mortgage Obligation |
| FERA 5437SA 08/25/54                                   | 2054-08-25      | 0.9782%  | N/A     | $51662435.00       | $1195410.92        | Agency Collateralized Mortgage Obligation |
| FNRA CL102SB R25F102                                   | 2055-12-25      | 0.6000%  | N/A     | $123916130.00      | $4651315.86        | Agency Collateralized Mortgage Obligation |
| FNRA CL027SD R25F027                                   | 2050-06-25      | 1.8137%  | N/A     | $88819952.00       | $9715804.67        | Agency Collateralized Mortgage Obligation |
| FNRM CL060LI R16F060                                   | 2046-09-25      | 3.0000%  | N/A     | $8825000.00        | $193788.28         | Agency Collateralized Mortgage Obligation |
| FERA 4908PS 08/25/49                                   | 2049-08-25      | 1.8637%  | N/A     | $28287714.00       | $864617.00         | Agency Collateralized Mortgage Obligation |
| FNRA CL128SL R12F128                                   | 2042-11-25      | 1.9637%  | N/A     | $29250000.00       | $510414.90         | Agency Collateralized Mortgage Obligation |
| FNRM CL014DA R19F014                                   | 2048-03-25      | 4.0000%  | N/A     | $10039760.00       | $1946668.16        | Agency Collateralized Mortgage Obligation |
| FERM 5206CA 02/25/47                                   | 2047-02-25      | 3.0000%  | N/A     | $2850000.00        | $1776400.99        | Agency Collateralized Mortgage Obligation |
| FNRA RC005SA R12F005                                   | 2042-02-25      | 1.7637%  | N/A     | $46561688.00       | $290712.77         | Agency Collateralized Mortgage Obligation |
| FGRA 3762SE 11/15/40                                   | 2040-11-15      | 2.3435%  | N/A     | $21863608.00       | $276009.52         | Agency Collateralized Mortgage Obligation |
| FNRA CL059NI R25F059                                   | 2055-08-25      | 1.0000%  | N/A     | $500000.00         | $8294.58           | Agency Collateralized Mortgage Obligation |
| GNRM 2013-029 AB                                       | 2045-10-16      | 1.7670%  | N/A     | $400000.00         | $12414.45          | Agency Collateralized Mortgage Obligation |
| FNRM CL021AI R13F021                                   | 2033-03-25      | 3.5000%  | N/A     | $19285714.00       | $92628.17          | Agency Collateralized Mortgage Obligation |
| FERA 5558BZ 07/25/55                                   | 2055-07-25      | 5.5000%  | N/A     | $15000000.00       | $15380218.31       | Agency Collateralized Mortgage Obligation |
| FNRM CL016AL R16F016                                   | 2046-04-25      | 3.0000%  | N/A     | $7287340.00        | $3831842.48        | Agency Collateralized Mortgage Obligation |
| FNRA CL083QS R19F083                                   | 2050-01-25      | 1.7637%  | N/A     | $6305000.00        | $384973.67         | Agency Collateralized Mortgage Obligation |
| FGRA 4240SA 08/15/43                                   | 2043-08-15      | 1.7435%  | N/A     | $300300000.00      | $4976613.05        | Agency Collateralized Mortgage Obligation |
| FERA 5481TI 12/25/54                                   | 2054-12-25      | 0.0500%  | N/A     | $38010000.00       | $24082.49          | Agency Collateralized Mortgage Obligation |
| FNRA CL060SK R18F060                                   | 2048-08-25      | 1.5137%  | N/A     | $23967000.00       | $511532.49         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-1504      A-2    20320425 3.42400 | 2032-04-25      | 3.4240%  | N/A     | $50000.00          | $49369.75          | Agency Collateralized Mortgage Obligation |
| FNRM CL102EB R25F102                                   | 2055-12-25      | 4.5000%  | N/A     | $260830.00         | $239597.13         | Agency Collateralized Mortgage Obligation |
| FERA 5585SC 10/25/55                                   | 2055-10-25      | 1.3282%  | N/A     | $15000000.00       | $823795.50         | Agency Collateralized Mortgage Obligation |
| FNRA RC032PS R18F032                                   | 2048-05-25      | 2.3493%  | N/A     | $3000000.00        | $687624.11         | Agency Collateralized Mortgage Obligation |
| FNRA CL045AS R16F045                                   | 2046-07-25      | 1.8137%  | N/A     | $20000000.00       | $653762.28         | Agency Collateralized Mortgage Obligation |
| FGRM 4698IO 07/15/47                                   | 2047-07-15      | 6.0000%  | N/A     | $6841485.00        | $191769.69         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SEREIES K-102      X3     20461225 FLT     | 2046-12-25      | 1.9562%  | N/A     | $11000000.00       | $737192.89         | Agency Collateralized Mortgage Obligation |
| FNRM CL011A R22F011                                    | 2047-07-25      | 2.5000%  | N/A     | $3051000.00        | $1738960.05        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-040 EW                                       | 2067-01-16      | 5.0000%  | N/A     | $328571.00         | $337317.89         | Agency Mortgage-Backed Securities         |
| FERA 5596SC 11/25/55                                   | 2055-11-25      | 1.2282%  | N/A     | $196872753.00      | $9607039.22        | Agency Collateralized Mortgage Obligation |
| FNRA CL007WS R25F007                                   | 2054-09-25      | 1.0282%  | N/A     | $101000000.00      | $2410917.74        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-146       X3     20490625 FLT     | 2049-06-25      | 3.6867%  | N/A     | $6549068.00        | $1263861.41        | Agency Collateralized Mortgage Obligation |
| FGRA 3933QS 10/15/41                                   | 2041-10-15      | 1.7935%  | N/A     | $62969777.00       | $112579.91         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-102 GI                                       | 2055-06-20      | 1.0000%  | N/A     | $6424805.00        | $172950.93         | Agency Collateralized Mortgage Obligation |
| FNRA CL034SC R25F034                                   | 2055-05-25      | 1.7282%  | N/A     | $100000000.00      | $3611531.53        | Agency Collateralized Mortgage Obligation |
| FGRA 4897SB 07/15/49                                   | 2049-07-15      | 1.8435%  | N/A     | $65434452.00       | $1942267.66        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-040 CA                                       | 2053-08-16      | 4.5000%  | N/A     | $2911765.00        | $2882032.38        | Agency Mortgage-Backed Securities         |
| FNRA CL047SA R24F047                                   | 2054-07-25      | 1.1282%  | N/A     | $30000000.00       | $521853.08         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-154       A-2    20330125 FLT     | 2033-01-25      | 4.3500%  | N/A     | $50000.00          | $50725.38          | Agency Collateralized Mortgage Obligation |
| FGRA 3801SA 02/15/31                                   | 2031-02-15      | 0.6209%  | N/A     | $6000000.00        | $1144570.01        | Agency Collateralized Mortgage Obligation |
| FERA 5363SD 12/25/53                                   | 2053-12-25      | 2.9782%  | N/A     | $25288459.00       | $1555475.63        | Agency Collateralized Mortgage Obligation |
| FNRM CL028IO R23F028                                   | 2050-05-25      | 3.5000%  | N/A     | $27569821.00       | $3916120.07        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-173 ES                                       | 2055-10-20      | 0.0000%  | N/A     | $60000000.00       | $599.36            | Agency Collateralized Mortgage Obligation |
| FERA 4990AS 07/25/50                                   | 2050-07-25      | 1.9137%  | N/A     | $29142400.00       | $2070209.90        | Agency Collateralized Mortgage Obligation |
| FNRA CL026KL R16F026                                   | 2042-11-25      | 0.0000%  | N/A     | $4820101.00        | $1482767.56        | Agency Collateralized Mortgage Obligation |
| GNRM 2023-175 KB                                       | 2065-05-16      | 4.0000%  | N/A     | $872325.00         | $650436.05         | Agency Collateralized Mortgage Obligation |
| FNRA CL026SA R20F026                                   | 2050-05-25      | 1.7637%  | N/A     | $11870512.00       | $578503.13         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-196 HS                                       | 2055-11-20      | 0.0000%  | N/A     | $250000000.00      | $3446750.00        | Agency Collateralized Mortgage Obligation |
| FNRA CL136SA R10F136                                   | 2040-12-25      | 1.8137%  | N/A     | $50000000.00       | $290434.54         | Agency Collateralized Mortgage Obligation |
| FGRA 4898SA 07/15/49                                   | 2049-07-15      | 1.8435%  | N/A     | $56459014.00       | $1293472.01        | Agency Collateralized Mortgage Obligation |
| FNRA CL076QF R06F076                                   | 2036-08-25      | 4.5863%  | N/A     | $4769000.00        | $98693.50          | Agency Collateralized Mortgage Obligation |
| FNRM RC032PI R20F032                                   | 2050-05-25      | 4.0000%  | N/A     | $141032625.00      | $10166902.63       | Agency Collateralized Mortgage Obligation |
| FERA 5596CI 11/25/55                                   | 2055-11-25      | 0.0500%  | N/A     | $98872753.00       | $116711.72         | Agency Collateralized Mortgage Obligation |
| FERA 4975DS 05/25/50                                   | 2050-05-25      | 1.8137%  | N/A     | $16666666.00       | $812540.48         | Agency Collateralized Mortgage Obligation |
| FERA 5531DS 04/25/55                                   | 2055-04-25      | 1.0282%  | N/A     | $31500000.00       | $1271217.58        | Agency Collateralized Mortgage Obligation |
| FNRM CL016PO R24F016                                   | 2051-03-25      | 0.0000%  | N/A     | $2840000.00        | $1781899.11        | Agency Collateralized Mortgage Obligation |
| FGRA 4886HS 03/15/42                                   | 2042-03-15      | 1.7435%  | N/A     | $49937809.00       | $1405279.06        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-196 SQ                                       | 2055-11-20      | 0.0000%  | N/A     | $120000000.00      | $1505160.00        | Agency Collateralized Mortgage Obligation |
| FERA 4923WS 11/25/49                                   | 2049-11-25      | 1.8137%  | N/A     | $24148291.00       | $1480267.86        | Agency Collateralized Mortgage Obligation |
| FNRA CL044SA R13F044                                   | 2043-05-25      | 2.5637%  | N/A     | $69433333.00       | $974657.41         | Agency Collateralized Mortgage Obligation |
| FNRA RC126SM R11F126                                   | 2041-12-25      | 1.7637%  | N/A     | $107252046.00      | $570983.81         | Agency Collateralized Mortgage Obligation |
| FGRA 5114SI 06/15/47                                   | 2047-06-15      | 1.7435%  | N/A     | $62164503.00       | $3735344.50        | Agency Collateralized Mortgage Obligation |
| FERA 5543BI 06/25/55                                   | 2055-06-25      | 0.1000%  | N/A     | $27000000.00       | $43831.07          | Agency Collateralized Mortgage Obligation |
| FERM 4940PI 07/25/49                                   | 2049-07-25      | 4.0000%  | N/A     | $56566666.00       | $2228126.98        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-173 IN                                       | 2054-10-20      | 6.5000%  | N/A     | $2374474.00        | $303654.64         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-086       X3     20461125 FLT     | 2046-11-25      | 2.3775%  | N/A     | $31623689.00       | $2038971.82        | Agency Collateralized Mortgage Obligation |
| FERM 5507EI 11/25/35                                   | 2035-11-25      | 6.0000%  | N/A     | $5240167.00        | $645802.58         | Agency Collateralized Mortgage Obligation |
| GNRA 2022-042 B                                        | 2063-02-16      | 2.5000%  | N/A     | $1800000.00        | $1182416.40        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-196 DI                                       | 2055-11-20      | 0.0000%  | N/A     | $1000000.00        | $1994.00           | Agency Collateralized Mortgage Obligation |
| FERA 5007SK 08/25/50                                   | 2050-08-25      | 1.9137%  | N/A     | $4500000.00        | $306892.04         | Agency Collateralized Mortgage Obligation |
| FNRM CL001CI R21F001                                   | 2050-11-25      | 3.0000%  | N/A     | $112609464.00      | $11361096.77       | Agency Collateralized Mortgage Obligation |
| FNRA CL077AP R24F077                                   | 2053-10-25      | 6.6000%  | N/A     | $15874000.00       | $14282911.75       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-175 IO                                       | 2065-05-16      | 1.2875%  | N/A     | $37994480.00       | $3311662.02        | Agency Collateralized Mortgage Obligation |
| FNRA CL115SN R10F115                                   | 2040-10-25      | 1.8137%  | N/A     | $33422321.00       | $296149.88         | Agency Collateralized Mortgage Obligation |
| GNRM 2019-153 EI                                       | 2049-12-20      | 4.0000%  | N/A     | $6021688.00        | $449775.58         | Agency Collateralized Mortgage Obligation |
| FGRM 4585DI 06/15/45                                   | 2045-06-15      | 4.0000%  | N/A     | $7651750.00        | $224687.39         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-147 EI                                       | 2057-09-16      | 0.2500%  | N/A     | $2000000.00        | $18260.81          | Agency Collateralized Mortgage Obligation |
| FNRM CL102PB R25F102                                   | 2055-12-25      | 4.5000%  | N/A     | $1691000.00        | $1595446.66        | Agency Collateralized Mortgage Obligation |
| GNRM 2017-33 TP                                        | 2047-03-20      | 3.0000%  | N/A     | $4520610.00        | $1157951.16        | Agency Collateralized Mortgage Obligation |
| FERM 5115IK 12/25/50                                   | 2050-12-25      | 4.5000%  | N/A     | $8869000.00        | $1161946.97        | Agency Collateralized Mortgage Obligation |
| FNRA CL027SD R15F027                                   | 2045-05-25      | 1.4137%  | N/A     | $85000000.00       | $1269700.83        | Agency Collateralized Mortgage Obligation |
| FERA 4906SA 09/25/49                                   | 2049-09-25      | 1.8637%  | N/A     | $75806978.00       | $2689644.39        | Agency Collateralized Mortgage Obligation |
| FNRA CL032KT R16F032                                   | 2042-11-25      | 0.0000%  | N/A     | $2724659.00        | $772714.38         | Agency Collateralized Mortgage Obligation |
| FNRM CL053AB R22F053                                   | 2048-03-25      | 4.0000%  | N/A     | $8380000.00        | $6051448.83        | Agency Collateralized Mortgage Obligation |
| FNRM RC056QZ R24F056                                   | 2045-10-25      | 4.0000%  | N/A     | $4225000.00        | $4044387.03        | Agency Collateralized Mortgage Obligation |
| FNRA RC107SB R13F107                                   | 2043-02-25      | 1.7637%  | N/A     | $123256386.00      | $2601180.51        | Agency Collateralized Mortgage Obligation |
| FNRM CL056QI R21F056                                   | 2051-09-25      | 4.5000%  | N/A     | $8353000.00        | $1192764.05        | Agency Collateralized Mortgage Obligation |
| FERA 4999MS 03/25/49                                   | 2049-03-25      | 1.8637%  | N/A     | $84300662.00       | $2874975.54        | Agency Collateralized Mortgage Obligation |
| FERM 5183IC 01/25/52                                   | 2052-01-25      | 3.0000%  | N/A     | $8075000.00        | $989323.54         | Agency Collateralized Mortgage Obligation |
| FNRA CL082F R06F082                                    | 2036-09-25      | 4.7563%  | N/A     | $18691166.00       | $26444.12          | Agency Collateralized Mortgage Obligation |
| FNRM CL097ZD R25F097                                   | 2055-11-25      | 6.0000%  | N/A     | $10000000.00       | $9210161.22        | Agency Collateralized Mortgage Obligation |
| FERA 5441SB 08/25/54                                   | 2054-08-25      | 0.9582%  | N/A     | $70000000.00       | $1948280.79        | Agency Collateralized Mortgage Obligation |
| FNRA CL027SD R20F027                                   | 2050-05-25      | 1.8637%  | N/A     | $22318291.00       | $1472215.31        | Agency Collateralized Mortgage Obligation |
| FERM 5502DV 12/25/35                                   | 2035-12-25      | 5.5000%  | N/A     | $1200000.00        | $1163761.38        | Agency Collateralized Mortgage Obligation |
| GNRM 2013-099 EH                                       | 2043-07-16      | 3.5000%  | N/A     | $700000.00         | $453513.34         | Agency Collateralized Mortgage Obligation |
| FNRA CL035AS R15F035                                   | 2045-06-25      | 1.2770%  | N/A     | $53140421.00       | $581721.84         | Agency Collateralized Mortgage Obligation |
| GNRA 2004-72 FN                                        | 2034-07-20      | 4.4743%  | N/A     | $17850000.00       | $237043.37         | Agency Collateralized Mortgage Obligation |
| FNRM CL021BD R19F021                                   | 2057-09-25      | 3.0000%  | N/A     | $7857596.00        | $2068055.26        | Agency Collateralized Mortgage Obligation |
| FNRM CL077DI R19F077                                   | 2050-01-25      | 3.5000%  | N/A     | $14319571.00       | $201489.12         | Agency Collateralized Mortgage Obligation |
| GNRA 2022-220 E                                        | 2064-10-16      | 3.0000%  | N/A     | $200000.00         | $146367.80         | Agency Collateralized Mortgage Obligation |
| FNRA CL141SA R12F141                                   | 2042-12-25      | 2.5137%  | N/A     | $45267000.00       | $710207.67         | Agency Collateralized Mortgage Obligation |
| GNRM 2024-031 KB                                       | 2066-02-16      | 4.0000%  | N/A     | $1166809.00        | $865121.20         | Agency Collateralized Mortgage Obligation |
| GNRM 2022-029 PD                                       | 2052-02-20      | 2.2500%  | N/A     | $7775000.00        | $4385474.46        | Agency Collateralized Mortgage Obligation |
| FERM 4941IM 07/25/49                                   | 2049-07-25      | 4.5000%  | N/A     | $32180993.00       | $1365414.38        | Agency Collateralized Mortgage Obligation |
| FNRA CL015S R12F015                                    | 2042-03-25      | 1.7637%  | N/A     | $85000000.00       | $784123.99         | Agency Collateralized Mortgage Obligation |
| FNRM CL028BA R25F028                                   | 2052-04-25      | 5.0000%  | N/A     | $4154148.00        | $3201320.01        | Agency Collateralized Mortgage Obligation |
| GNRA 2018-15 DF                                        | 2048-08-20      | 4.3743%  | N/A     | $100000.00         | $20363.62          | Agency Collateralized Mortgage Obligation |
| FERA 4933SA 12/25/49                                   | 2049-12-25      | 1.8137%  | N/A     | $40777284.00       | $1553619.30        | Agency Collateralized Mortgage Obligation |
| FERA 5481TC 12/25/54                                   | 2054-12-25      | 0.0500%  | N/A     | $38010000.00       | $24082.49          | Agency Collateralized Mortgage Obligation |
| FERM 5086NI 03/25/51                                   | 2051-03-25      | 2.5000%  | N/A     | $15000000.00       | $1618568.93        | Agency Collateralized Mortgage Obligation |
| FERA 4962SP 03/25/50                                   | 2050-03-25      | 1.8637%  | N/A     | $8977500.00        | $328580.86         | Agency Collateralized Mortgage Obligation |
| FNRA CL020SL R12F020                                   | 2042-03-25      | 2.2637%  | N/A     | $91164018.00       | $684801.13         | Agency Collateralized Mortgage Obligation |
| FNRA CL102SA R25F102                                   | 2055-12-25      | 1.2500%  | N/A     | $164996762.00      | $6202750.77        | Agency Collateralized Mortgage Obligation |
| GNRA 2007-069 Z                                        | 2049-03-16      | 4.5000%  | N/A     | $3310000.00        | $1369629.22        | Agency Collateralized Mortgage Obligation |
| FGRA 4701SB 07/15/47                                   | 2047-07-15      | 0.0000%  | N/A     | $100864805.00      | $786382.90         | Agency Collateralized Mortgage Obligation |
| FNRM CL102HL R25F102                                   | 2055-12-25      | 4.5000%  | N/A     | $411891.00         | $379929.08         | Agency Collateralized Mortgage Obligation |
| FERM 5018DI 10/25/50                                   | 2050-10-25      | 4.0000%  | N/A     | $23883521.00       | $1927919.65        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-153       A-1    20311125 4.10300 | 2031-11-25      | 4.1030%  | N/A     | $400000.00         | $400441.75         | Agency Collateralized Mortgage Obligation |
| FGRM 4734IO 12/15/47                                   | 2047-12-15      | 4.0000%  | N/A     | $2048914.00        | $94142.85          | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-084       X3     20461125 FLT     | 2046-11-25      | 2.3114%  | N/A     | $30930260.00       | $1894013.61        | Agency Collateralized Mortgage Obligation |
| FNRM RC046B R24F046                                    | 2054-07-25      | 5.0000%  | N/A     | $9392428.00        | $8663239.88        | Agency Collateralized Mortgage Obligation |
| FERA 5606SD 12/25/55                                   | 2055-12-25      | 0.5500%  | N/A     | $215250018.00      | $7542540.01        | Agency Collateralized Mortgage Obligation |
| FNRM RC069QL R21F069                                   | 2051-10-25      | 2.0000%  | N/A     | $9000000.00        | $5620212.00        | Agency Collateralized Mortgage Obligation |
| GNRM 2013-033 AC                                       | 2046-05-16      | 1.7440%  | N/A     | $500000.00         | $81591.82          | Agency Collateralized Mortgage Obligation |
| FERM 4977IO 05/25/50                                   | 2050-05-25      | 4.5000%  | N/A     | $53072318.00       | $3380846.75        | Agency Collateralized Mortgage Obligation |
| FNRM CL059KI R21F059                                   | 2051-09-25      | 4.0000%  | N/A     | $72771504.00       | $9671671.92        | Agency Collateralized Mortgage Obligation |
| FNRA CL009SG R24F009                                   | 2048-05-25      | 1.9137%  | N/A     | $82712887.00       | $8883243.42        | Agency Collateralized Mortgage Obligation |
| FERA 5505FB 02/25/55                                   | 2055-02-25      | 5.5718%  | N/A     | $8273444.00        | $7170094.71        | Agency Collateralized Mortgage Obligation |
| FGRA 4818SC 04/15/48                                   | 2048-04-15      | 1.9435%  | N/A     | $16498631.00       | $299835.17         | Agency Collateralized Mortgage Obligation |
| FLMC REMIC SERIES K-085        X3     20451225 FLT     | 2045-12-25      | 2.3913%  | N/A     | $28530506.00       | $1804168.06        | Agency Collateralized Mortgage Obligation |
| FERA 4937MS 12/25/49                                   | 2049-12-25      | 1.8637%  | N/A     | $345612857.00      | $11868299.61       | Agency Collateralized Mortgage Obligation |
| FNRA CL001MS R18F001                                   | 2048-02-25      | 1.9637%  | N/A     | $50000000.00       | $775382.72         | Agency Collateralized Mortgage Obligation |
| FGRM 4385IA 09/15/44                                   | 2044-09-15      | 4.5000%  | N/A     | $54151458.00       | $828193.40         | Agency Collateralized Mortgage Obligation |
| FNRA CL053AS R16F053                                   | 2046-08-25      | 1.8137%  | N/A     | $38400349.00       | $1425777.22        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-067       A-1    20270325 2.89500 | 2027-03-25      | 2.8950%  | N/A     | $575000.00         | $129272.80         | Agency Collateralized Mortgage Obligation |
| FGRA 3842PS 04/15/41                                   | 2041-04-15      | 2.3435%  | N/A     | $74504333.00       | $171817.92         | Agency Collateralized Mortgage Obligation |
| FNRM CL016TV R18F016                                   | 2041-05-25      | 3.0000%  | N/A     | $7510000.00        | $7063906.00        | Agency Collateralized Mortgage Obligation |
| FERM 5585EC 09/25/54                                   | 2054-09-25      | 4.5000%  | N/A     | $3690000.00        | $3460395.60        | Agency Collateralized Mortgage Obligation |
| FGRA 3780SM 12/15/40                                   | 2040-12-15      | 2.2435%  | N/A     | $46000000.00       | $267977.55         | Agency Collateralized Mortgage Obligation |
| FNRA CL119CS R06F119                                   | 2036-12-25      | 3.0137%  | N/A     | $125000000.00      | $219101.07         | Agency Collateralized Mortgage Obligation |
| GNRA 2022-158 IO                                       | 2064-08-16      | 0.8850%  | N/A     | $101861842.00      | $7092004.42        | Agency Collateralized Mortgage Obligation |
| FNRA CL082SA R12F082                                   | 2042-08-25      | 1.8837%  | N/A     | $68500000.00       | $322445.31         | Agency Collateralized Mortgage Obligation |
| FNRM RC078BG R25F078                                   | 2052-05-25      | 4.5000%  | N/A     | $3260588.00        | $3023109.38        | Agency Collateralized Mortgage Obligation |
| FERM 5070PI 08/25/50                                   | 2050-08-25      | 3.0000%  | N/A     | $39440000.00       | $4396062.35        | Agency Collateralized Mortgage Obligation |
| FERA 5606IG 02/25/55                                   | 2054-10-25      | 0.0368%  | N/A     | $36159866.00       | $3726.92           | Agency Collateralized Mortgage Obligation |
| FNRM RC051MI R21F051                                   | 2051-08-25      | 3.0000%  | N/A     | $25750500.00       | $2688146.81        | Agency Collateralized Mortgage Obligation |
| FNRM RC068IE R17F068                                   | 2047-09-25      | 4.5000%  | N/A     | $39712487.00       | $1157742.42        | Agency Collateralized Mortgage Obligation |
| FNRA CL025SA R19F025                                   | 2049-06-25      | 1.8637%  | N/A     | $118240000.00      | $4201231.91        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-083 FA                                       | 2039-06-20      | 4.4743%  | N/A     | $10000.00          | $3625.17           | Agency Collateralized Mortgage Obligation |
| GNRA 2025-196 LI                                       | 2055-11-20      | 0.0000%  | N/A     | $50000000.00       | $5000.00           | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-740       X3     20471125 FLT     | 2047-11-25      | 2.5654%  | N/A     | $2992000.00        | $129719.99         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-1513      A-2    20311225 2.72600 | 2031-12-25      | 2.7260%  | N/A     | $2500000.00        | $2350638.75        | Agency Collateralized Mortgage Obligation |
| FGRA 4425SA 01/15/45                                   | 2045-01-15      | 1.7935%  | N/A     | $52600000.00       | $1011331.59        | Agency Collateralized Mortgage Obligation |
| FNRA CL037ST R15F037                                   | 2045-06-25      | 1.4337%  | N/A     | $59885082.00       | $794838.87         | Agency Collateralized Mortgage Obligation |
| GNRA 2019-65 BS                                        | 2049-05-20      | 2.0257%  | N/A     | $8141610.00        | $248609.80         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-120       X3     20481125 FLT     | 2048-11-25      | 2.8351%  | N/A     | $4357000.00        | $501426.80         | Agency Collateralized Mortgage Obligation |
| FNRM CL032IO R20F032                                   | 2050-05-25      | 4.0000%  | N/A     | $47500000.00       | $2960480.22        | Agency Collateralized Mortgage Obligation |
| FGRM 4601IC 12/15/45                                   | 2045-12-15      | 4.0000%  | N/A     | $11966000.00       | $199659.66         | Agency Collateralized Mortgage Obligation |
| FERM 5128IE 07/25/51                                   | 2051-07-25      | 4.5000%  | N/A     | $13509000.00       | $1432682.77        | Agency Collateralized Mortgage Obligation |
| FERA 5606SG 11/25/55                                   | 2055-12-25      | 0.7000%  | N/A     | $50000000.00       | $1877516.67        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-138       X3     20500125 FLT     | 2050-01-25      | 3.0823%  | N/A     | $5775000.00        | $867553.91         | Agency Collateralized Mortgage Obligation |
| FNRM CL052IP R19F052                                   | 2049-09-25      | 4.0000%  | N/A     | $10910000.00       | $178851.45         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-196 QS                                       | 2055-11-20      | 0.7000%  | N/A     | $100000000.00      | $3265555.56        | Agency Collateralized Mortgage Obligation |
| FNRM RC015JI R21F015                                   | 2051-04-25      | 4.5000%  | N/A     | $2794000.00        | $349503.46         | Agency Collateralized Mortgage Obligation |
| FNRA CL038SP R18F038                                   | 2048-06-25      | 2.0137%  | N/A     | $80378666.00       | $1554073.24        | Agency Collateralized Mortgage Obligation |
| FERA 5606SA 12/25/55                                   | 2055-12-25      | 0.6000%  | N/A     | $58962602.00       | $2213515.04        | Agency Collateralized Mortgage Obligation |
| GNRA 2009-094 FA                                       | 2039-10-16      | 4.7734%  | N/A     | $11543539.00       | $261560.06         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-123       A-2    20301225 1.62100 | 2030-12-25      | 1.6210%  | N/A     | $60000.00          | $53860.54          | Agency Collateralized Mortgage Obligation |
| FNRA RC034PS R17F034                                   | 2047-05-25      | 1.9137%  | N/A     | $141990914.00      | $2894432.55        | Agency Collateralized Mortgage Obligation |
| FGRA 4754QS 02/15/48                                   | 2048-02-15      | 1.8935%  | N/A     | $11000000.00       | $310967.96         | Agency Collateralized Mortgage Obligation |
| FNRM RC082AI R21F082                                   | 2051-11-25      | 3.0000%  | N/A     | $21374999.00       | $2264239.29        | Agency Collateralized Mortgage Obligation |
| FERA 4941WZ 11/25/49                                   | 2049-11-25      | 3.0000%  | N/A     | $2000000.00        | $1433906.19        | Agency Collateralized Mortgage Obligation |
| FERM 5087IA 03/25/51                                   | 2051-03-25      | 4.0000%  | N/A     | $32500000.00       | $2673707.55        | Agency Collateralized Mortgage Obligation |
| FERA 5585SM 10/25/55                                   | 2055-10-25      | 1.8782%  | N/A     | $25000000.00       | $1751889.53        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-098       A-1    20290425 2.04600 | 2029-04-25      | 2.0460%  | N/A     | $500000.00         | $307937.88         | Agency Collateralized Mortgage Obligation |
| FNRA CL030SJ R15F030                                   | 2045-05-25      | 1.4137%  | N/A     | $41575000.00       | $408574.27         | Agency Collateralized Mortgage Obligation |
| FNRA CL102SC R25F102                                   | 2055-12-25      | 1.8200%  | N/A     | $79812888.00       | $4996978.50        | Agency Collateralized Mortgage Obligation |
| FNRM RC025HI R21F025                                   | 2050-07-25      | 3.5000%  | N/A     | $26764306.00       | $2126878.37        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-163       X3     20570225 FLT     | 2057-02-25      | 5.8801%  | N/A     | $12979557.00       | $4716269.67        | Agency Collateralized Mortgage Obligation |
| FERA 4903SG 08/25/49                                   | 2049-08-25      | 1.8637%  | N/A     | $44070264.00       | $1608789.37        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-197 IO                                       | 2066-04-16      | 0.0000%  | N/A     | $136473517.00      | $9281135.09        | Agency Collateralized Mortgage Obligation |
| FERM 5326UO 10/25/50                                   | 2050-10-25      | 0.0000%  | N/A     | $1637000.00        | $952483.42         | Agency Collateralized Mortgage Obligation |
| FNRA CL020SY R13F020                                   | 2043-03-25      | 1.9137%  | N/A     | $13066000.00       | $236978.37         | Agency Collateralized Mortgage Obligation |
| FNRA CL045SE R19F045                                   | 2049-08-25      | 1.8637%  | N/A     | $104126044.00      | $3955666.80        | Agency Collateralized Mortgage Obligation |
| FERM 5564CA 02/25/52                                   | 2052-02-25      | 5.0000%  | N/A     | $5000000.00        | $4698252.78        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-173 IJ                                       | 2050-08-20      | 3.5000%  | N/A     | $902285.00         | $132556.62         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-117       X3     20481025 FLT     | 2048-10-25      | 2.9666%  | N/A     | $20439073.00       | $2400177.27        | Agency Collateralized Mortgage Obligation |
| FNRM CL052GI R20F052                                   | 2050-08-25      | 4.5000%  | N/A     | $14950008.00       | $1153952.49        | Agency Collateralized Mortgage Obligation |
| GNRM 2019-65 IE                                        | 2046-05-20      | 3.5000%  | N/A     | $30926454.00       | $746570.58         | Agency Collateralized Mortgage Obligation |
| FNRA CL146SC R11F146                                   | 2042-01-25      | 1.8137%  | N/A     | $128376008.00      | $844870.64         | Agency Collateralized Mortgage Obligation |
| FERM 5585EY 10/25/55                                   | 2055-10-25      | 4.5000%  | N/A     | $368421.00         | $328311.01         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-196 SM                                       | 2055-11-20      | 1.3985%  | N/A     | $30000000.00       | $1809143.67        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-040 DL                                       | 2055-08-16      | 4.0000%  | N/A     | $588235.00         | $548875.61         | Agency Mortgage-Backed Securities         |
| FNRM CL062KI R22F062                                   | 2052-09-25      | 4.5000%  | N/A     | $12871051.00       | $1722268.54        | Agency Collateralized Mortgage Obligation |
| FERA 4998KS 08/25/50                                   | 2050-08-25      | 2.0782%  | N/A     | $25942664.00       | $1694116.71        | Agency Collateralized Mortgage Obligation |
| FNRA CL028HS R21F028                                   | 2051-05-25      | 0.0000%  | N/A     | $25000000.00       | $724488.22         | Agency Collateralized Mortgage Obligation |
| FNRA CL083SE R25F083                                   | 2055-10-25      | 0.6282%  | N/A     | $85083933.00       | $2922122.98        | Agency Collateralized Mortgage Obligation |
| FNRA CL134MS R12F134                                   | 2042-12-25      | 1.9637%  | N/A     | $240214.00         | $3151.34           | Agency Collateralized Mortgage Obligation |
| FERM 5070MI 02/25/51                                   | 2051-02-25      | 3.5000%  | N/A     | $55000000.00       | $4056059.55        | Agency Collateralized Mortgage Obligation |
| FERM 5060IP 11/25/50                                   | 2050-11-25      | 3.0000%  | N/A     | $30000000.00       | $3252175.75        | Agency Collateralized Mortgage Obligation |
| FERA 4929SA 10/25/49                                   | 2049-10-25      | 1.7637%  | N/A     | $50404811.00       | $3459142.42        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-173 MI                                       | 2055-03-20      | 6.5000%  | N/A     | $687777.00         | $97370.15          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-147 AI                                       | 2066-02-16      | 0.9474%  | N/A     | $96176688.00       | $7736347.57        | Agency Collateralized Mortgage Obligation |
| FNRA RC012SK R20F012                                   | 2050-03-25      | 1.8637%  | N/A     | $110398000.00      | $4332135.75        | Agency Collateralized Mortgage Obligation |
| FNRA CL057SG R19F057                                   | 2049-10-25      | 1.8637%  | N/A     | $55888578.00       | $1310000.62        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES 2608        LL     20330415 5.25000 | 2033-04-15      | 5.2500%  | N/A     | $1000.00           | $1021.15           | Agency Collateralized Mortgage Obligation |
| FERM 5071QI 04/25/48                                   | 2048-04-25      | 4.0000%  | N/A     | $35952899.00       | $2788792.15        | Agency Collateralized Mortgage Obligation |
| FNRA CL027SE R25F027                                   | 2049-09-25      | 1.8637%  | N/A     | $70650117.00       | $7645064.64        | Agency Collateralized Mortgage Obligation |
| FGRA 4057LS 06/15/42                                   | 2042-06-15      | 2.2935%  | N/A     | $88571428.00       | $846618.45         | Agency Collateralized Mortgage Obligation |
| FGRA 4077HS 07/15/42                                   | 2042-07-15      | 1.8435%  | N/A     | $110603899.00      | $538658.05         | Agency Collateralized Mortgage Obligation |
| FGRM 4194GI 04/15/43                                   | 2043-04-15      | 4.0000%  | N/A     | $53867746.00       | $1092520.86        | Agency Collateralized Mortgage Obligation |
| FNRA CL079SE R15F079                                   | 2045-11-25      | 2.0637%  | N/A     | $24418550.00       | $363583.52         | Agency Collateralized Mortgage Obligation |
| FNRA CL009SH R24F009                                   | 2049-11-25      | 1.8137%  | N/A     | $69606673.00       | $6602853.88        | Agency Collateralized Mortgage Obligation |
| FERA 4901CS 07/25/49                                   | 2049-07-25      | 1.9137%  | N/A     | $84449463.00       | $2501708.53        | Agency Collateralized Mortgage Obligation |
| FERA 4954SY 02/25/50                                   | 2050-02-25      | 1.8637%  | N/A     | $118078268.00      | $4513313.14        | Agency Collateralized Mortgage Obligation |
| FERM 05568C 08/25/55                                   | 2055-08-25      | 5.0000%  | N/A     | $8978480.00        | $8804712.09        | Agency Collateralized Mortgage Obligation |
| FGRA 4853SA 02/15/49                                   | 2049-02-15      | 2.3435%  | N/A     | $26168899.00       | $771974.78         | Agency Collateralized Mortgage Obligation |
| FNRM CL097DZ R25F097                                   | 2055-11-25      | 4.5000%  | N/A     | $484849.00         | $405271.61         | Agency Collateralized Mortgage Obligation |
| FERA 5483SB 12/25/54                                   | 2054-12-25      | 0.9982%  | N/A     | $98513675.00       | $1395719.78        | Agency Collateralized Mortgage Obligation |
| FERA 5502SG 02/25/55                                   | 2055-02-25      | 1.4650%  | N/A     | $132000000.00      | $3571052.29        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-G03       X3     20330725 FLT     | 2033-07-25      | 3.0675%  | N/A     | $21909170.00       | $2426640.63        | Agency Collateralized Mortgage Obligation |
| FGRM 5305IO 07/15/49                                   | 2049-07-15      | 4.0000%  | N/A     | $26101907.00       | $3974720.95        | Agency Collateralized Mortgage Obligation |
| FNRA CL057SC R23F057                                   | 2049-10-25      | 1.8137%  | N/A     | $54205919.00       | $4495456.60        | Agency Collateralized Mortgage Obligation |
| FGRA 4882SA 05/15/49                                   | 2049-05-15      | 1.7935%  | N/A     | $9396431.00        | $247770.60         | Agency Collateralized Mortgage Obligation |
| FNRA CL045BS R19F045                                   | 2049-08-25      | 1.8637%  | N/A     | $15504710.00       | $479072.45         | Agency Collateralized Mortgage Obligation |
| FGRM 4274KI 02/15/36                                   | 2036-02-15      | 5.0000%  | N/A     | $10368000.00       | $3327.99           | Agency Collateralized Mortgage Obligation |
| FNRA CL006TD R25F006                                   | 2055-02-25      | 0.1782%  | N/A     | $70000000.00       | $235885.75         | Agency Collateralized Mortgage Obligation |
| FERM 5050PI 10/25/50                                   | 2050-10-25      | 3.0000%  | N/A     | $5368180.00        | $456460.86         | Agency Collateralized Mortgage Obligation |
| FNRM CL016MI R15F016                                   | 2045-04-25      | 4.5000%  | N/A     | $50000000.00       | $979724.04         | Agency Collateralized Mortgage Obligation |
| FERM 5606PO 12/25/55                                   | 2055-12-25      | 0.0000%  | N/A     | $1678497.00        | $1174939.51        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-173 IK                                       | 2055-08-20      | 6.0000%  | N/A     | $4606824.00        | $536598.65         | Agency Collateralized Mortgage Obligation |
| FERA 4999PS 03/25/44                                   | 2044-03-25      | 1.7637%  | N/A     | $43898226.00       | $1323676.97        | Agency Collateralized Mortgage Obligation |
| FERM 5036IK 04/25/50                                   | 2050-04-25      | 4.0000%  | N/A     | $3251000.00        | $251646.92         | Agency Collateralized Mortgage Obligation |
| FGRA 5531SE 01/15/50                                   | 2050-01-15      | 1.7435%  | N/A     | $48543875.00       | $5085015.71        | Agency Collateralized Mortgage Obligation |
| FERA 5606SC 12/25/55                                   | 2055-12-25      | 0.6000%  | N/A     | $40426519.00       | $1517651.95        | Agency Collateralized Mortgage Obligation |
| FNRA CL029MI R25F029                                   | 2055-05-25      | 0.3000%  | N/A     | $50000000.00       | $349539.54         | Agency Collateralized Mortgage Obligation |
| FNRM CL005DI R24F005                                   | 2051-10-25      | 3.0000%  | N/A     | $8800000.00        | $1307975.72        | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2019-K735         D      20520525 0.00000 | 2052-05-25      | 0.0000%  | N/A     | $21497542.00       | $19900317.62       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-196 AS                                       | 2055-11-20      | 2.4000%  | N/A     | $50000000.00       | $3776666.67        | Agency Collateralized Mortgage Obligation |
| FERM 5076IL 02/25/51                                   | 2051-02-25      | 3.0000%  | N/A     | $19310978.00       | $1908102.12        | Agency Collateralized Mortgage Obligation |
| FERA 5142SH 09/25/51                                   | 2051-09-25      | 1.7782%  | N/A     | $17311159.00       | $1205031.57        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-196 SC                                       | 2055-11-20      | 1.2784%  | N/A     | $170000000.00      | $8122784.36        | Agency Collateralized Mortgage Obligation |
| FNRA RC059SD R19F059                                   | 2049-10-25      | 1.8637%  | N/A     | $36516371.00       | $1001572.97        | Agency Collateralized Mortgage Obligation |
| FGRA 4030DS 04/15/42                                   | 2042-04-15      | 2.1935%  | N/A     | $62000000.00       | $268618.15         | Agency Collateralized Mortgage Obligation |
| FERM 4958HI 03/25/50                                   | 2050-03-25      | 3.5000%  | N/A     | $24192432.00       | $947234.71         | Agency Collateralized Mortgage Obligation |
| FNRA RC093FA R24F093                                   | 2054-12-25      | 5.5718%  | N/A     | $5500000.00        | $3960018.13        | Agency Collateralized Mortgage Obligation |
| FERM 5121KI 09/25/48                                   | 2051-06-25      | 4.0000%  | N/A     | $3873000.00        | $405706.49         | Agency Collateralized Mortgage Obligation |
| GNRM 2023-175 HB                                       | 2065-05-16      | 4.0000%  | N/A     | $1165197.00        | $932177.41         | Agency Collateralized Mortgage Obligation |
| FERM 5531CI 09/25/51                                   | 2051-09-25      | 3.5000%  | N/A     | $54472151.00       | $9433513.76        | Agency Collateralized Mortgage Obligation |
| FERA 5561CZ 07/25/55                                   | 2055-07-25      | 5.5000%  | N/A     | $5000000.00        | $5128872.66        | Agency Collateralized Mortgage Obligation |
| FGRM 4621QI 10/15/46                                   | 2046-10-15      | 3.5000%  | N/A     | $33242142.00       | $696073.26         | Agency Collateralized Mortgage Obligation |
| FERM 5003KI 08/25/50                                   | 2050-08-25      | 2.5000%  | N/A     | $17226325.00       | $1312753.14        | Agency Collateralized Mortgage Obligation |
| FERM 5155NI 10/25/51                                   | 2051-10-25      | 3.0000%  | N/A     | $86569995.00       | $7285297.55        | Agency Collateralized Mortgage Obligation |
| FGRA 4281CS 12/15/43                                   | 2043-12-15      | 1.7435%  | N/A     | $14600000.00       | $95845.40          | Agency Collateralized Mortgage Obligation |
| FNRA CL035SA R15F035                                   | 2045-06-25      | 1.4137%  | N/A     | $160000000.00      | $1409959.60        | Agency Collateralized Mortgage Obligation |
| FERA 4938SK 12/25/49                                   | 2049-12-25      | 1.8137%  | N/A     | $46553866.00       | $2169593.50        | Agency Collateralized Mortgage Obligation |
| GNRM 2016-53 IO                                        | 2046-11-20      | 3.5000%  | N/A     | $8370000.00        | $324375.36         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-170       X3     20580225 FLT     | 2058-02-25      | 5.7786%  | N/A     | $3531092.00        | $1368685.66        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-102 PZ                                       | 2055-06-20      | 5.0000%  | N/A     | $200000.00         | $183091.99         | Agency Collateralized Mortgage Obligation |
| FERA 5481TG 12/25/54                                   | 2054-12-25      | 0.1000%  | N/A     | $38010000.00       | $49107.71          | Agency Collateralized Mortgage Obligation |
| FNRA CL006TC R25F006                                   | 2055-02-25      | 0.1500%  | N/A     | $70000000.00       | $139636.70         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-062       X3     20450125 FLT     | 2045-01-25      | 2.1492%  | N/A     | $4474000.00        | $107037.54         | Agency Collateralized Mortgage Obligation |
| FGRA 4427SA 01/15/45                                   | 2045-01-15      | 1.3435%  | N/A     | $82000000.00       | $811818.15         | Agency Collateralized Mortgage Obligation |
| FNRA CL034SA R20F034                                   | 2050-06-25      | 1.8637%  | N/A     | $31926820.00       | $1994941.48        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-127 A                                        | 2062-11-16      | 2.0000%  | N/A     | $4300000.00        | $2799602.11        | Agency Collateralized Mortgage Obligation |
| FERA 5481TB 12/25/54                                   | 2054-12-25      | 0.0500%  | N/A     | $38010000.00       | $24082.49          | Agency Collateralized Mortgage Obligation |
| FERA 4906SB 09/25/49                                   | 2049-09-25      | 1.9137%  | N/A     | $61607054.00       | $1852389.55        | Agency Collateralized Mortgage Obligation |
| FNRA CL080FM R12F080                                   | 2042-08-25      | 4.6863%  | N/A     | $150000.00         | $14478.71          | Agency Collateralized Mortgage Obligation |
| FGRM 4617IP 05/15/46                                   | 2046-05-15      | 3.5000%  | N/A     | $33920285.00       | $331041.35         | Agency Collateralized Mortgage Obligation |
| FGRM 4491IP 03/15/40                                   | 2040-03-15      | 6.0000%  | N/A     | $12467233.00       | $87911.14          | Agency Collateralized Mortgage Obligation |
| FNRA CL071PS R19F071                                   | 2049-11-25      | 1.8637%  | N/A     | $33282680.00       | $1239036.63        | Agency Collateralized Mortgage Obligation |
| FGRA 3838PS 04/15/41                                   | 2041-04-15      | 2.2935%  | N/A     | $21899370.00       | $316791.30         | Agency Collateralized Mortgage Obligation |
| FGRA 4321BZ 03/15/44                                   | 2044-03-15      | 3.0000%  | N/A     | $7711038.00        | $10054135.71       | Agency Collateralized Mortgage Obligation |
| FXRA CL032FM R00F032                                   | 2030-10-18      | 4.7001%  | N/A     | $200000.00         | $89.90             | Agency Collateralized Mortgage Obligation |
| FGRA 4473AS 05/15/45                                   | 2045-05-15      | 1.3435%  | N/A     | $36726000.00       | $359952.54         | Agency Collateralized Mortgage Obligation |
| FNRA CL074CS R14F074                                   | 2044-06-25      | 2.0137%  | N/A     | $32328000.00       | $261578.72         | Agency Collateralized Mortgage Obligation |
| FNRA CL075SL R16F075                                   | 2046-10-25      | 1.8137%  | N/A     | $18582352.00       | $627386.74         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-196 SJ                                       | 2055-11-20      | 2.4500%  | N/A     | $136289332.00      | $10295765.58       | Agency Collateralized Mortgage Obligation |
| FNRA RC031S R19F031                                    | 2049-07-25      | 1.8637%  | N/A     | $14527000.00       | $599360.93         | Agency Collateralized Mortgage Obligation |
| FERM 5084NI 10/25/44                                   | 2044-10-25      | 4.0000%  | N/A     | $39870250.00       | $3579177.47        | Agency Collateralized Mortgage Obligation |
| FNRM RC078BI R25F078                                   | 2052-05-25      | 5.5000%  | N/A     | $10201470.00       | $915949.90         | Agency Collateralized Mortgage Obligation |
| FGRA 4076SG 07/15/42                                   | 2042-07-15      | 2.4435%  | N/A     | $23218083.00       | $176843.44         | Agency Collateralized Mortgage Obligation |
| FNRM CL019EZ R18F019                                   | 2048-04-25      | 4.0000%  | N/A     | $3252448.00        | $3975063.68        | Agency Collateralized Mortgage Obligation |
| FGRA 5386SC 06/15/49                                   | 2049-06-15      | 1.7935%  | N/A     | $23750082.00       | $2340535.30        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-102 MI                                       | 2049-08-20      | 4.0000%  | N/A     | $611990.00         | $103529.62         | Agency Collateralized Mortgage Obligation |
| FNRA CL103NF R12F103                                   | 2042-09-25      | 4.5863%  | N/A     | $226474.00         | $22248.06          | Agency Collateralized Mortgage Obligation |
| FERA 4924DS 10/25/49                                   | 2049-10-25      | 1.8637%  | N/A     | $45076729.00       | $1473155.84        | Agency Collateralized Mortgage Obligation |
| FNRA CL009SK R24F009                                   | 2049-11-25      | 1.8637%  | N/A     | $96587793.00       | $8802966.27        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES Q-014       X      20551025 FLT     | 2055-10-25      | 2.7710%  | N/A     | $4539000.00        | $587610.82         | Agency Collateralized Mortgage Obligation |
| FNRA CL057NS R19F057                                   | 2049-10-25      | 1.8137%  | N/A     | $22607858.00       | $557726.17         | Agency Collateralized Mortgage Obligation |
| FERM 5209JH 05/25/48                                   | 2048-05-25      | 3.0000%  | N/A     | $15000000.00       | $9607433.64        | Agency Collateralized Mortgage Obligation |
| FERM 5050IP 10/25/50                                   | 2050-10-25      | 3.0000%  | N/A     | $1816856.00        | $176021.71         | Agency Collateralized Mortgage Obligation |
| FNRM RC081ZH R14F081                                   | 2039-12-25      | 3.0000%  | N/A     | $3299000.00        | $4299455.52        | Agency Collateralized Mortgage Obligation |
| FNRA RC029SE R15F029                                   | 2045-05-25      | 1.4637%  | N/A     | $61902119.00       | $946962.28         | Agency Collateralized Mortgage Obligation |
| FERM 05256A 09/25/52                                   | 2052-09-25      | 4.0000%  | N/A     | $375000.00         | $247281.57         | Agency Collateralized Mortgage Obligation |
| FERA 5083FK 03/25/51                                   | 2051-03-25      | 3.5000%  | N/A     | $1980418.00        | $1051921.61        | Agency Collateralized Mortgage Obligation |
| FNRA CL102SD R25F102                                   | 2055-12-25      | 1.3500%  | N/A     | $161800049.00      | $8906041.00        | Agency Collateralized Mortgage Obligation |
| FGRM 4877BI 04/15/49                                   | 2049-04-15      | 4.0000%  | N/A     | $5931012.00        | $135292.49         | Agency Collateralized Mortgage Obligation |
| FNRA RC069GS R19F069                                   | 2049-12-25      | 1.8137%  | N/A     | $4500000.00        | $154626.69         | Agency Collateralized Mortgage Obligation |
| FNRM CL031GZ R22F031                                   | 2052-03-25      | 2.0000%  | N/A     | $5876311.00        | $4681534.45        | Agency Collateralized Mortgage Obligation |
| FNRM RC020IO R22F020                                   | 2048-04-25      | 4.5000%  | N/A     | $56886493.00       | $6404016.53        | Agency Collateralized Mortgage Obligation |
| FERA 4979SN 06/25/50                                   | 2050-06-25      | 1.8637%  | N/A     | $65266187.00       | $2441174.49        | Agency Collateralized Mortgage Obligation |
| FERM 5585PY 10/25/55                                   | 2055-10-25      | 4.5000%  | N/A     | $1820132.00        | $1643617.42        | Agency Collateralized Mortgage Obligation |
| FNRA CL053SP R23F053                                   | 2053-11-25      | 1.8782%  | N/A     | $74472971.00       | $2773400.13        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-165       X3     20561025 FLT     | 2056-10-25      | 5.6798%  | N/A     | $10636777.00       | $3921099.21        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-197 DA                                       | 2056-11-16      | 4.0000%  | N/A     | $10387942.00       | $10152675.89       | Agency Collateralized Mortgage Obligation |
| FERA 5481TA 12/25/54                                   | 2054-12-25      | 0.0500%  | N/A     | $38010000.00       | $24082.49          | Agency Collateralized Mortgage Obligation |
| GNRA 2019-98 FL                                        | 2049-08-20      | 4.5243%  | N/A     | $100000.00         | $22753.11          | Agency Collateralized Mortgage Obligation |
| FERM 5103BI 05/25/51                                   | 2051-05-25      | 4.0000%  | N/A     | $18000000.00       | $2107960.57        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-178 LB                                       | 2066-07-16      | 4.0000%  | N/A     | $1514119.00        | $1127500.83        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-135 CI                                       | 2052-04-20      | 6.0000%  | N/A     | $9375000.00        | $476852.17         | Agency Collateralized Mortgage Obligation |
| FERM 5010WI 09/25/50                                   | 2050-09-25      | 4.0000%  | N/A     | $60791340.00       | $4199876.25        | Agency Collateralized Mortgage Obligation |
| FERA 5568SE 08/25/55                                   | 2055-08-25      | 1.7282%  | N/A     | $300000000.00      | $17790096.86       | Agency Collateralized Mortgage Obligation |
| FERM 5138JI 03/25/50                                   | 2050-03-25      | 3.5000%  | N/A     | $18863683.00       | $1521944.81        | Agency Collateralized Mortgage Obligation |
| FERA 04918S 10/25/49                                   | 2049-10-25      | 1.8637%  | N/A     | $37957596.00       | $835128.75         | Agency Collateralized Mortgage Obligation |
| FERA 4983SW 06/25/50                                   | 2050-06-25      | 1.8637%  | N/A     | $23147541.00       | $2130521.56        | Agency Collateralized Mortgage Obligation |
| FGRA 3471SG 08/15/35                                   | 2035-08-15      | 1.7935%  | N/A     | $200000000.00      | $192696.45         | Agency Collateralized Mortgage Obligation |
| FNRA RC074SC R14F074                                   | 2044-11-25      | 1.9137%  | N/A     | $100000000.00      | $856026.61         | Agency Collateralized Mortgage Obligation |
| FGRM 4764IB 01/15/48                                   | 2048-01-15      | 4.0000%  | N/A     | $3118250.00        | $416701.89         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-196 SL                                       | 2055-11-20      | 2.4500%  | N/A     | $43030535.00       | $3680894.12        | Agency Collateralized Mortgage Obligation |
| FNRA CL027SH R25F027                                   | 2049-03-25      | 1.7637%  | N/A     | $50544901.00       | $4632513.55        | Agency Collateralized Mortgage Obligation |
| FNRM CL097CZ R25F097                                   | 2055-11-25      | 6.0000%  | N/A     | $5646000.00        | $4990591.82        | Agency Collateralized Mortgage Obligation |
| FERA 5563SA 08/25/55                                   | 2055-08-25      | 1.0782%  | N/A     | $40625000.00       | $1568874.07        | Agency Collateralized Mortgage Obligation |
| FNRA CL097SL R25F097                                   | 2055-11-25      | 1.3182%  | N/A     | $50000000.00       | $2776826.36        | Agency Collateralized Mortgage Obligation |
| FERM 5104HI 06/25/49                                   | 2049-06-25      | 3.5000%  | N/A     | $98370798.00       | $8280504.78        | Agency Collateralized Mortgage Obligation |
| FNRA CL027SG R25F027                                   | 2049-08-25      | 1.8137%  | N/A     | $52006853.00       | $5276173.80        | Agency Collateralized Mortgage Obligation |
| FNRM CL070AI R21F070                                   | 2051-10-25      | 4.0000%  | N/A     | $90846523.00       | $9479356.87        | Agency Collateralized Mortgage Obligation |
| FGRA 4820ES 03/15/48                                   | 2048-03-15      | 1.9435%  | N/A     | $25941382.00       | $432632.26         | Agency Collateralized Mortgage Obligation |
| FGRA 4753HS 02/15/48                                   | 2048-02-15      | 1.9435%  | N/A     | $20000000.00       | $591967.65         | Agency Collateralized Mortgage Obligation |
| FERA 5416SM 06/25/54                                   | 2054-06-25      | 1.7282%  | N/A     | $50000000.00       | $1443836.00        | Agency Collateralized Mortgage Obligation |
| FNRA CL027TG R25F027                                   | 2049-08-25      | 4.5000%  | N/A     | $535378.00         | $113664.74         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-083       X3     20461125 FLT     | 2046-11-25      | 2.3697%  | N/A     | $28128058.00       | $1803775.12        | Agency Collateralized Mortgage Obligation |
| FERA 5596SH 11/25/55                                   | 2055-11-25      | 0.7282%  | N/A     | $61000000.00       | $2301654.89        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-1509      A-3    20331125 FLT     | 2033-11-25      | 3.9500%  | N/A     | $100000.00         | $98390.65          | Agency Collateralized Mortgage Obligation |
| GNRM 2025-147 EH                                       | 2059-10-16      | 4.7500%  | N/A     | $314465.00         | $291672.42         | Agency Collateralized Mortgage Obligation |
| FGRM 4229MA 05/15/41                                   | 2041-05-15      | 3.5000%  | N/A     | $3000000.00        | $234872.51         | Agency Collateralized Mortgage Obligation |
| FERA 4942NS 01/25/50                                   | 2050-01-25      | 1.8137%  | N/A     | $23332918.00       | $981476.24         | Agency Collateralized Mortgage Obligation |
| FGRA 4094SK 08/15/42                                   | 2042-08-15      | 1.7935%  | N/A     | $15661571.00       | $343021.55         | Agency Collateralized Mortgage Obligation |
| FERA 5410PS 05/25/54                                   | 2054-05-25      | 0.9282%  | N/A     | $50000000.00       | $1566620.97        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-LU3       A2     20310125 1.75800 | 2031-01-25      | 1.7580%  | N/A     | $1440000.00        | $1312877.52        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB78         B      20400725 FLT     | 2040-07-25      | 9.3960%  | N/A     | $37640345.00       | $21132193.34       | Agency Collateralized Mortgage Obligation |
| FNRA CL102SH R25F102                                   | 2055-12-25      | 1.3500%  | N/A     | $141430551.00      | $8134590.29        | Agency Collateralized Mortgage Obligation |
| FERM 5060PI 12/25/50                                   | 2050-12-25      | 3.0000%  | N/A     | $19000000.00       | $2319181.42        | Agency Collateralized Mortgage Obligation |
| FGRM 4384LB 08/15/43                                   | 2043-08-15      | 3.5000%  | N/A     | $9400000.00        | $4654348.86        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-104       X3     20470225 FLT     | 2047-02-25      | 1.9579%  | N/A     | $7599992.00        | $543899.12         | Agency Collateralized Mortgage Obligation |
| GNRA 2011-141 HS                                       | 2041-10-20      | 2.0257%  | N/A     | $72589000.00       | $705182.69         | Agency Collateralized Mortgage Obligation |
| FNRA CL008SB R25F008                                   | 2055-02-25      | 1.0282%  | N/A     | $77000000.00       | $1767019.15        | Agency Collateralized Mortgage Obligation |
| FERA 5579SC 09/25/55                                   | 2055-09-25      | 1.1782%  | N/A     | $20000000.00       | $1004634.89        | Agency Collateralized Mortgage Obligation |
| FERM 5579EA 09/25/45                                   | 2045-09-25      | 4.5000%  | N/A     | $1870167.00        | $1791281.23        | Agency Collateralized Mortgage Obligation |
| FERA 4954SL 02/25/50                                   | 2050-02-25      | 1.8637%  | N/A     | $136016008.00      | $4573747.70        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-070       A-2    20271125 FLT     | 2027-11-25      | 3.3030%  | N/A     | $9250000.00        | $9186408.56        | Agency Collateralized Mortgage Obligation |
| GNRM 2023-110 HA                                       | 2054-04-16      | 4.0000%  | N/A     | $10220881.00       | $9598546.97        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-173 IL                                       | 2055-08-20      | 5.1081%  | N/A     | $8572930.00        | $769579.38         | Agency Collateralized Mortgage Obligation |
| GNRM 2021-017 AE                                       | 2061-01-16      | 1.2000%  | N/A     | $10000000.00       | $6114576.28        | Agency Collateralized Mortgage Obligation |

### Security 25: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B54R6, C.4 - ISIN: US3130B54R67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $399979852.00
- **C.18.a - Value (excl. sponsor support):** $399979852.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Nomura Securities International, Inc.

- **C.1 - Title:** Nomura Securities International, Inc.
- **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: N/A, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: BYDVC3YR7
- **C.18 - Value (incl. sponsor support):** $225000000.00
- **C.18.a - Value (excl. sponsor support):** $225000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's: NR; Standard & Poor's: NR; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 MA6655 M | 2050-05-20      | 2.5000%  | N/A     | $2418600.00        | $667951.50         | Agency Mortgage-Backed Securities |
| GNMI SF 635571 X | 2034-10-15      | 4.6500%  | N/A     | $1260000.00        | $50800.08          | Agency Mortgage-Backed Securities |
| GNII SF MA8101 M | 2052-06-20      | 4.5000%  | N/A     | $4682700.00        | $3481700.71        | Agency Mortgage-Backed Securities |
| GNII SF BK1663 C | 2048-12-20      | 5.0000%  | N/A     | $2935700.00        | $121053.53         | Agency Mortgage-Backed Securities |
| GNII SP 783591 M | 2041-07-20      | 4.5000%  | N/A     | $605000.00         | $30892.63          | Agency Mortgage-Backed Securities |
| GNII JM MA5700 M | 2049-01-20      | 4.0000%  | N/A     | $498900.00         | $20452.73          | Agency Mortgage-Backed Securities |
| GNII SF 004834 M | 2040-10-20      | 4.5000%  | N/A     | $277000.00         | $12593.23          | Agency Mortgage-Backed Securities |
| GNII SF 005174 M | 2041-09-20      | 4.0000%  | N/A     | $1080000.00        | $52652.32          | Agency Mortgage-Backed Securities |
| GNII SF MB0622 M | 2055-09-20      | 5.0000%  | N/A     | $12874700.00       | $12890535.82       | Agency Mortgage-Backed Securities |
| GNII SF MA8098 M | 2052-06-20      | 3.0000%  | N/A     | $14281600.00       | $9686183.79        | Agency Mortgage-Backed Securities |
| GNII SF MA0462 M | 2042-10-20      | 3.5000%  | N/A     | $2197000.00        | $189702.22         | Agency Mortgage-Backed Securities |
| GNII SF 005203 M | 2041-10-20      | 4.0000%  | N/A     | $900000.00         | $43981.56          | Agency Mortgage-Backed Securities |
| GNII SF 005115 M | 2041-07-20      | 4.5000%  | N/A     | $850000.00         | $37006.04          | Agency Mortgage-Backed Securities |
| GNII SF AV7441 C | 2046-08-20      | 3.5000%  | N/A     | $45158600.00       | $4240647.59        | Agency Mortgage-Backed Securities |
| GNII SF AC5625 C | 2043-02-20      | 3.0000%  | N/A     | $513800.00         | $36029.34          | Agency Mortgage-Backed Securities |
| GNII SF 737682 C | 2040-11-20      | 3.5000%  | N/A     | $10460000.00       | $430290.25         | Agency Mortgage-Backed Securities |
| GNII SF MB0020 M | 2051-11-20      | 2.5000%  | N/A     | $1194700.00        | $886102.38         | Agency Mortgage-Backed Securities |
| GNMI SF AS3474 X | 2046-08-15      | 4.5000%  | N/A     | $277600.00         | $14222.78          | Agency Mortgage-Backed Securities |
| GNII SF 004984 M | 2041-03-20      | 5.5000%  | N/A     | $5575900.00        | $230012.00         | Agency Mortgage-Backed Securities |
| GNMI SF 638856 X | 2034-11-15      | 5.8600%  | N/A     | $1357700.00        | $60093.09          | Agency Mortgage-Backed Securities |
| GNII SF BA7589 C | 2048-06-20      | 5.0000%  | N/A     | $174000.00         | $28122.36          | Agency Mortgage-Backed Securities |
| GNII SF MA2201 M | 2029-08-20      | 6.5000%  | N/A     | $1094400.00        | $59621.55          | Agency Mortgage-Backed Securities |
| GNII SF MA1287 M | 2043-09-20      | 4.5000%  | N/A     | $75000000.00       | $3975223.07        | Agency Mortgage-Backed Securities |
| GNII SF 005176 M | 2041-09-20      | 5.0000%  | N/A     | $689700.00         | $28767.94          | Agency Mortgage-Backed Securities |
| GNII SP 783393 M | 2041-02-20      | 6.5000%  | N/A     | $1435100.00        | $61599.83          | Agency Mortgage-Backed Securities |
| GNII JM MA6533 M | 2050-01-20      | 4.0000%  | N/A     | $2283700.00        | $212840.94         | Agency Mortgage-Backed Securities |
| GNMI SF AU6655 X | 2047-01-15      | 4.5000%  | N/A     | $1507000.00        | $82839.20          | Agency Mortgage-Backed Securities |
| GNMI SF BT3504 X | 2050-02-15      | 4.5000%  | N/A     | $1925700.00        | $95636.39          | Agency Mortgage-Backed Securities |
| GNII JM MA5754 M | 2049-02-20      | 4.5000%  | N/A     | $4717200.00        | $211133.86         | Agency Mortgage-Backed Securities |
| GNMI SF BD7167 X | 2047-11-15      | 5.0000%  | N/A     | $1249000.00        | $113931.03         | Agency Mortgage-Backed Securities |
| GNII SF 711629 C | 2041-04-20      | 5.0000%  | N/A     | $213100.00         | $23669.05          | Agency Mortgage-Backed Securities |
| GNII SF 004597 M | 2039-12-20      | 4.0000%  | N/A     | $218000.00         | $11182.29          | Agency Mortgage-Backed Securities |
| GNII SF 004801 M | 2040-09-20      | 4.5000%  | N/A     | $127756000.00      | $5282687.30        | Agency Mortgage-Backed Securities |
| GNII SP 786657 C | 2053-04-20      | 5.0000%  | N/A     | $468600.00         | $368626.70         | Agency Mortgage-Backed Securities |
| GNII JM MA4645 M | 2047-07-20      | 4.5000%  | N/A     | $11662000.00       | $895526.10         | Agency Mortgage-Backed Securities |
| GNII SF MA2753 M | 2045-04-20      | 3.0000%  | N/A     | $131900.00         | $11822.45          | Agency Mortgage-Backed Securities |
| GNII SF MA2445 M | 2044-12-20      | 3.5000%  | N/A     | $695000.00         | $49963.82          | Agency Mortgage-Backed Securities |
| GNMI SF BG7725 X | 2048-04-15      | 4.0000%  | N/A     | $494500.00         | $45006.71          | Agency Mortgage-Backed Securities |
| GNAR AT MA4854 M | 2047-11-20      | 4.6250%  | N/A     | $2000000.00        | $151230.69         | Agency Mortgage-Backed Securities |
| GNII SF MA3078 M | 2030-09-20      | 3.0000%  | N/A     | $1130000.00        | $62246.37          | Agency Mortgage-Backed Securities |
| GNMI SF BB3472 X | 2047-09-15      | 4.0000%  | N/A     | $3093100.00        | $145682.89         | Agency Mortgage-Backed Securities |
| GNMI SF 755380 X | 2040-11-15      | 4.4900%  | N/A     | $1137000.00        | $50230.54          | Agency Mortgage-Backed Securities |
| GNMI SF 751119 X | 2040-09-15      | 4.7000%  | N/A     | $1036400.00        | $115560.30         | Agency Mortgage-Backed Securities |
| GNMI SF 692381 X | 2039-02-15      | 5.0000%  | N/A     | $425000.00         | $33989.96          | Agency Mortgage-Backed Securities |
| GNII SF MA5764 M | 2049-02-20      | 4.5000%  | N/A     | $6174407.00        | $454074.53         | Agency Mortgage-Backed Securities |
| GNII JM MA6146 M | 2049-08-20      | 4.0000%  | N/A     | $14484800.00       | $730099.71         | Agency Mortgage-Backed Securities |
| GNII SF MA5078 M | 2048-03-20      | 4.0000%  | N/A     | $823562.00         | $74873.63          | Agency Mortgage-Backed Securities |
| GNII SF MA2890 M | 2045-06-20      | 2.5000%  | N/A     | $299000.00         | $48992.40          | Agency Mortgage-Backed Securities |
| GNII SF 005334 M | 2042-02-20      | 5.0000%  | N/A     | $466100.00         | $21607.27          | Agency Mortgage-Backed Securities |
| GNII JM MA5924 M | 2049-05-20      | 5.0000%  | N/A     | $3933300.00        | $292456.01         | Agency Mortgage-Backed Securities |
| GNMI SF CE3569 X | 2051-07-15      | 4.0000%  | N/A     | $300400.00         | $191001.48         | Agency Mortgage-Backed Securities |
| GNII SF MA1840 M | 2044-04-20      | 4.5000%  | N/A     | $215000.00         | $15563.29          | Agency Mortgage-Backed Securities |
| GNMI SF BB3349 X | 2047-07-15      | 5.0000%  | N/A     | $700600.00         | $31459.89          | Agency Mortgage-Backed Securities |
| GNII SF MA4654 M | 2047-08-20      | 4.5000%  | N/A     | $7276000.00        | $641992.25         | Agency Mortgage-Backed Securities |
| GNII SF MA6041 M | 2049-06-20      | 4.5000%  | N/A     | $205700.00         | $21908.69          | Agency Mortgage-Backed Securities |
| GNCL CL DH1768   | 2067-03-15      | 5.8100%  | N/A     | $2499700.00        | $2506177.97        | Agency Mortgage-Backed Securities |
| GNII JM 005180 M | 2041-06-20      | 5.0000%  | N/A     | $2687000.00        | $138799.82         | Agency Mortgage-Backed Securities |
| GNII SF 750199 C | 2041-02-20      | 5.0000%  | N/A     | $581600.00         | $30805.25          | Agency Mortgage-Backed Securities |
| GNMI SF AA0069 X | 2042-04-15      | 3.1000%  | N/A     | $814400.00         | $131806.15         | Agency Mortgage-Backed Securities |
| GNII SF DG0375 C | 2055-01-20      | 4.5000%  | N/A     | $652600.00         | $627394.35         | Agency Mortgage-Backed Securities |
| GNII SF MA8873 M | 2052-02-20      | 2.5000%  | N/A     | $498700.00         | $326863.77         | Agency Mortgage-Backed Securities |
| GNII SF MA5330 M | 2048-07-20      | 4.0000%  | N/A     | $50305000.00       | $4544576.84        | Agency Mortgage-Backed Securities |
| GNII SF MA7830 M | 2052-01-20      | 4.0000%  | N/A     | $15900.00          | $10150.85          | Agency Mortgage-Backed Securities |
| GNMI SF 613632 X | 2033-09-15      | 4.7500%  | N/A     | $1677500.00        | $84766.08          | Agency Mortgage-Backed Securities |
| GNII SF MA0789 M | 2038-12-20      | 6.5000%  | N/A     | $1124500.00        | $48148.10          | Agency Mortgage-Backed Securities |
| GNII SF 004883 M | 2040-12-20      | 4.5000%  | N/A     | $250000.00         | $13420.54          | Agency Mortgage-Backed Securities |
| GNII SF MA2570 M | 2030-02-20      | 3.5000%  | N/A     | $935500.00         | $41961.26          | Agency Mortgage-Backed Securities |
| GNII SF 005140 M | 2041-08-20      | 4.5000%  | N/A     | $2933406.00        | $133547.89         | Agency Mortgage-Backed Securities |
| GNII SF MB0090 M | 2054-11-20      | 4.5000%  | N/A     | $456500.00         | $432619.54         | Agency Mortgage-Backed Securities |
| GNII SF MA9606 M | 2054-02-20      | 6.0000%  | N/A     | $24999900.00       | $16664338.04       | Agency Mortgage-Backed Securities |
| GNII SP 783590 M | 2041-06-20      | 4.5000%  | N/A     | $4391400.00        | $214584.24         | Agency Mortgage-Backed Securities |
| GNII SF MA2677 M | 2045-03-20      | 3.0000%  | N/A     | $1159000.00        | $94405.13          | Agency Mortgage-Backed Securities |
| GNII SF MA4900 M | 2047-12-20      | 3.5000%  | N/A     | $1109228.00        | $137489.71         | Agency Mortgage-Backed Securities |
| GNMI SF BO9513 X | 2049-12-15      | 2.5000%  | N/A     | $46600.00          | $30670.68          | Agency Mortgage-Backed Securities |
| GNII JM MA8710 M | 2051-05-20      | 3.0000%  | N/A     | $28800.00          | $23974.26          | Agency Mortgage-Backed Securities |
| GNII SF MA0513 M | 2027-11-20      | 2.5000%  | N/A     | $4100000.00        | $87015.48          | Agency Mortgage-Backed Securities |
| GNMI SF BL3846 X | 2049-02-15      | 4.5000%  | N/A     | $601200.00         | $25013.19          | Agency Mortgage-Backed Securities |
| GNII JM MA6082 M | 2049-08-20      | 4.0000%  | N/A     | $43130600.00       | $1895089.54        | Agency Mortgage-Backed Securities |
| GNMI SF BN3897 X | 2049-06-15      | 4.0000%  | N/A     | $300000.00         | $13782.14          | Agency Mortgage-Backed Securities |
| GNII SF MA0022 M | 2042-04-20      | 3.5000%  | N/A     | $1483600.00        | $100356.44         | Agency Mortgage-Backed Securities |
| GNII SP 787673 C | 2051-06-20      | 3.5000%  | N/A     | $13831000.00       | $11715793.81       | Agency Mortgage-Backed Securities |
| GNMI SF 751026 X | 2040-09-15      | 4.4900%  | N/A     | $1097300.00        | $46081.84          | Agency Mortgage-Backed Securities |
| GNII SF MA7936 M | 2052-03-20      | 2.5000%  | N/A     | $129384627.00      | $82535069.65       | Agency Mortgage-Backed Securities |
| GNII SF AM4381 C | 2045-05-20      | 3.5000%  | N/A     | $474700.00         | $77036.16          | Agency Mortgage-Backed Securities |
| GNII SF MA1603 M | 2044-01-20      | 5.0000%  | N/A     | $275000.00         | $13764.35          | Agency Mortgage-Backed Securities |
| GNII SF BK1672 C | 2048-09-20      | 5.5000%  | N/A     | $1590000.00        | $70752.58          | Agency Mortgage-Backed Securities |
| GNII SF MA5713 M | 2049-01-20      | 5.5000%  | N/A     | $2039800.00        | $157366.20         | Agency Mortgage-Backed Securities |
| GNII SF AA6054 C | 2043-02-20      | 3.0000%  | N/A     | $993700.00         | $163695.14         | Agency Mortgage-Backed Securities |
| GNII SF MB0685 M | 2055-09-20      | 5.0000%  | N/A     | $55611400.00       | $55752887.65       | Agency Mortgage-Backed Securities |
| GNII ET CO2079 C | 2060-12-20      | 3.0000%  | N/A     | $21600.00          | $18664.93          | Agency Mortgage-Backed Securities |
| GNII SF MA5265 M | 2048-05-20      | 4.5000%  | N/A     | $4004800.00        | $291083.32         | Agency Mortgage-Backed Securities |
| GNII SP 786579 C | 2053-03-20      | 5.5000%  | N/A     | $22800.00          | $16793.52          | Agency Mortgage-Backed Securities |
| GNII JM MA9156 M | 2053-06-20      | 4.0000%  | N/A     | $979300.00         | $624318.59         | Agency Mortgage-Backed Securities |
| GNII SF 005081 M | 2041-06-20      | 4.0000%  | N/A     | $1000800.00        | $44314.32          | Agency Mortgage-Backed Securities |
| GNII SF MA7768 M | 2051-12-20      | 3.0000%  | N/A     | $1474329.00        | $916279.72         | Agency Mortgage-Backed Securities |
| GNII SF MA4588 M | 2047-07-20      | 4.5000%  | N/A     | $1528000.00        | $137054.15         | Agency Mortgage-Backed Securities |
| GNII JM MA6757 M | 2050-07-20      | 3.0000%  | N/A     | $3242700.00        | $520535.99         | Agency Mortgage-Backed Securities |
| GNII SF MA4452 M | 2047-05-20      | 4.0000%  | N/A     | $384100.00         | $35523.20          | Agency Mortgage-Backed Securities |
| GNII JM MA4253 M | 2047-02-20      | 4.5000%  | N/A     | $1004700.00        | $45482.94          | Agency Mortgage-Backed Securities |
| GNII SP 783584 M | 2041-07-20      | 4.5000%  | N/A     | $1245600.00        | $63603.10          | Agency Mortgage-Backed Securities |
| GNII SF MA6042 M | 2049-06-20      | 5.0000%  | N/A     | $800000.00         | $72564.91          | Agency Mortgage-Backed Securities |

### Security 27: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1709316788.57
- **C.18.a - Value (excl. sponsor support):** $1709316788.57
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 28: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETR33, C.4 - ISIN: US3133ETR338, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $47999957.76
- **C.18.a - Value (excl. sponsor support):** $47999957.76
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-03-05
- **C.13 - Final Legal Maturity Date:** 2027-03-05
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **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):** $2939170014.26
- **C.18.a - Value (excl. sponsor support):** $2939170014.26
- **C.19 - Percentage of Net Assets:** 1.4900%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 30: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8PH9, C.4 - ISIN: US3130B8PH92, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $671205000.00
- **C.18.a - Value (excl. sponsor support):** $671205000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2593009626.91
- **C.18.a - Value (excl. sponsor support):** $2593009626.91
- **C.19 - Percentage of Net Assets:** 1.3100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 32: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6VB9, C.4 - ISIN: US3130B6VB92, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $627091189.25
- **C.18.a - Value (excl. sponsor support):** $627091189.25
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-30
- **C.13 - Final Legal Maturity Date:** 2025-12-30
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Fixed Income Clearing Corporation - GS

- **C.1 - Title:** Fixed Income Clearing Corporation - GS
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDVC3XR8
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 2 3/4 BOND 47   | 2047-11-15      | 2.7500%  | N/A     | $121130000.00      | $88654268.02       | U.S. Treasuries (including strips) |
| 1 1/2 NOTE G 27 | 2027-01-31      | 1.5000%  | N/A     | $491497600.00      | $482118009.39      | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32 | 2032-02-15      | 1.8750%  | N/A     | $223097600.00      | $201539871.70      | U.S. Treasuries (including strips) |
| 1 3/8 BOND 50   | 2050-08-15      | 1.3750%  | N/A     | $39900.00          | $20434.59          | U.S. Treasuries (including strips) |
| 0 1/2 NOTE R 27 | 2027-10-31      | 0.5000%  | N/A     | $971470000.00      | $918022382.75      | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51   | 2051-11-15      | 1.8750%  | N/A     | $9482400.00        | $5424609.30        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE M 28 | 2028-06-30      | 1.2500%  | N/A     | $34408200.00       | $32693263.52       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE J 27 | 2027-03-31      | 0.6250%  | N/A     | $80038200.00       | $77095039.27       | U.S. Treasuries (including strips) |
| 4  NOTE AA 28   | 2028-06-30      | 4.0000%  | N/A     | $227823200.00      | $234432133.11      | U.S. Treasuries (including strips) |

### Security 34: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6TL0, C.4 - ISIN: US3130B6TL03, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $213648290.80
- **C.18.a - Value (excl. sponsor support):** $213648290.80
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Mortgage Corp. Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Variable Rate Notes
- **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):** $266667865.32
- **C.18.a - Value (excl. sponsor support):** $266667865.32
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Fixed Income Clearing Corporation - BOFA

- **C.1 - Title:** Fixed Income Clearing Corporation - BOFA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDUK8NP5
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-12-08
- **C.12 - Maturity Date (WAL):** 2025-12-08
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: NR
- **Characteristics:** C.9 Eligible 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?:** Yes

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

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 NOTE H 30      | 2030-02-28      | 4.0000%  | N/A     | $3370800.00        | $3460663.01        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BA 27 | 2027-04-30      | 3.7500%  | N/A     | $41000.00          | $41220.93          | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AY 26 | 2026-02-28      | 4.6250%  | N/A     | $9000000.00        | $9117421.71        | U.S. Treasuries (including strips) |
| 4 1/8 BOND 44    | 2044-08-15      | 4.1250%  | N/A     | $6403900.00        | $6079303.61        | U.S. Treasuries (including strips) |
| 2 BOND 50        | 2050-02-15      | 2.0000%  | N/A     | $2711600.00        | $1654231.98        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 31  | 2031-03-31      | 4.1250%  | N/A     | $100.00            | $103.02            | U.S. Treasuries (including strips) |
| 3 5/8 NOTE J 30  | 2030-03-31      | 3.6250%  | N/A     | $4871500.00        | $4909661.81        | U.S. Treasuries (including strips) |
| 1 5/8 NOTE E 29  | 2029-08-15      | 1.6250%  | N/A     | $400.00            | $375.86            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 26 | 2026-09-30      | 3.5000%  | N/A     | $3209900.00        | $3223783.06        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AZ 26 | 2026-03-31      | 4.5000%  | N/A     | $63662600.00       | $64260134.37       | U.S. Treasuries (including strips) |
| BILL 10/01/26    | 2026-10-01      | 0.0000%  | N/A     | $1475000.00        | $1431593.70        | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49    | 2049-05-15      | 2.8750%  | N/A     | $300.00            | $221.33            | U.S. Treasuries (including strips) |
| 3 BOND 48        | 2048-02-15      | 3.0000%  | N/A     | $3849400.00        | $2972332.62        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 30  | 2030-04-30      | 3.8750%  | N/A     | $9951600.00        | $10102150.17       | U.S. Treasuries (including strips) |
| 1 5/8 BOND 50    | 2050-11-15      | 1.6250%  | N/A     | $900.00            | $488.66            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AZ 27 | 2027-03-31      | 3.8750%  | N/A     | $58800.00          | $59388.94          | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Z 28  | 2028-05-31      | 3.6250%  | N/A     | $7360000.00        | $7515567.68        | U.S. Treasuries (including strips) |
| BILL 02/10/26    | 2026-02-10      | 0.0000%  | N/A     | $100.00            | $99.27             | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46    | 2046-02-15      | 2.5000%  | N/A     | $1396800.00        | $1006112.46        | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41    | 2041-08-15      | 1.7500%  | N/A     | $100.00            | $69.28             | U.S. Treasuries (including strips) |
| TRFR BB 04/30/26 | 2026-04-30      | 3.9304%  | N/A     | $2987700.00        | $2996523.49        | U.S. Treasuries (including strips) |
| 6 1/8 BOND 27    | 2027-11-15      | 6.1250%  | N/A     | $1251000.00        | $1315523.56        | U.S. Treasuries (including strips) |
| TRFR BK 10/31/26 | 2026-10-31      | 3.9854%  | N/A     | $723500.00         | $725931.72         | U.S. Treasuries (including strips) |
| 4 5/8 NOTE BD 26 | 2026-06-30      | 4.6250%  | N/A     | $1342300.00        | $1374577.73        | U.S. Treasuries (including strips) |
| TRFR BF 07/31/26 | 2026-07-31      | 3.9624%  | N/A     | $1547400.00        | $1552169.34        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE R 31  | 2031-10-31      | 4.1250%  | N/A     | $36202500.00       | $37139840.93       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AK 27 | 2027-02-15      | 4.1250%  | N/A     | $21347500.00       | $21731321.67       | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53    | 2053-02-15      | 3.6250%  | N/A     | $187693000.00      | $158423228.38      | U.S. Treasuries (including strips) |
| BILL 05/07/26    | 2026-05-07      | 0.0000%  | N/A     | $18000000.00       | $17713296.00       | U.S. Treasuries (including strips) |
| 1 1/8 NOTE P 28  | 2028-08-31      | 1.1250%  | N/A     | $49592000.00       | $46670281.57       | U.S. Treasuries (including strips) |
| 3 1/4 BOND 42    | 2042-05-15      | 3.2500%  | N/A     | $149900000.00      | $127602993.65      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BM 25 | 2025-12-31      | 4.2500%  | N/A     | $249600.00         | $254040.10         | U.S. Treasuries (including strips) |
| 4 1/4 BOND 39    | 2039-05-15      | 4.2500%  | N/A     | $8960000.00        | $8921375.62        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE S 30  | 2030-11-30      | 4.3750%  | N/A     | $49836400.00       | $52628530.61       | U.S. Treasuries (including strips) |
| BILL 12/18/25    | 2025-12-18      | 0.0000%  | N/A     | $7718400.00        | $7704167.27        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AH 29 | 2029-12-31      | 4.3750%  | N/A     | $606900.00         | $636370.32         | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27  | 2027-08-15      | 2.2500%  | N/A     | $8906000.00        | $8774955.66        | U.S. Treasuries (including strips) |

### Security 37: HSBC Securities USA, Inc.

- **C.1 - Title:** HSBC Securities USA, Inc.
- **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: N/A, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: BYDVC3Y71
- **C.18 - Value (incl. sponsor support):** $91000000.00
- **C.18.a - Value (excl. sponsor support):** $91000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: NR; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2052-11-15      | 6.5000%  | N/A     | $4186472.00        | $4202215.10        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2053-02-15      | 7.5000%  | N/A     | $7586317.00        | $7818213.49        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2026-04-30      | 0.0000%  | N/A     | $31180600.00       | $30705438.84       | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2054-01-15      | 7.5000%  | N/A     | $3287036.00        | $3369526.50        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2051-02-15      | 0.0000%  | N/A     | $95443500.00       | $28419447.45       | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2031-04-20      | 3.5000%  | N/A     | $1003784.00        | $97430.23          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-04-20      | 4.0000%  | N/A     | $1000000.00        | $394975.60         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-02-20      | 8.0000%  | N/A     | $1270744.00        | $1377459.31        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2054-01-15      | 8.0000%  | N/A     | $2397500.00        | $2523115.56        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-07-01      | 6.0000%  | N/A     | $15830816.00       | $14048573.54       | Agency Mortgage-Backed Securities  |

### Security 38: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETZZ3, C.4 - ISIN: US3133ETZZ39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $74997539.25
- **C.18.a - Value (excl. sponsor support):** $74997539.25
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-03-25
- **C.13 - Final Legal Maturity Date:** 2027-03-25
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ46, C.4 - ISIN: US3133ERQ466, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $110372192.45
- **C.18.a - Value (excl. sponsor support):** $110372192.45
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-12-30
- **C.13 - Final Legal Maturity Date:** 2026-12-30
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **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):** $99679709.94
- **C.18.a - Value (excl. sponsor support):** $99679709.94
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **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):** $363537923.58
- **C.18.a - Value (excl. sponsor support):** $363537923.58
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 42: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **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: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYD20CSR1
- **C.18 - Value (incl. sponsor support):** $1845000000.00
- **C.18.a - Value (excl. sponsor support):** $1845000000.00
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF MA7936 M | 2052-03-20      | 2.5000%  | N/A     | $1352563607.00     | $862806765.40      | Agency Mortgage-Backed Securities |
| GNII SF MA7766 M | 2051-12-20      | 2.0000%  | N/A     | $1669713920.00     | $1019093235.82     | Agency Mortgage-Backed Securities |

### Security 43: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc.
- **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: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYDHZDTM8
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: NR; Fitch: F1+
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FERA 05449S 07/25/54                                   | 2054-07-25      | 1.8282%  | N/A     | $108000000.00      | $3846155.20        | Agency Collateralized Mortgage Obligation |
| GNRA 2014-021 SA                                       | 2044-02-16      | 1.4766%  | N/A     | $124834176.00      | $1067434.42        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-05O AI                                       | 2070-02-20      | 1.2707%  | N/A     | $6633304.00        | $202693.14         | Agency Collateralized Mortgage Obligation |
| GNRA 2015-3O AI                                        | 2064-12-20      | 1.4977%  | N/A     | $7499776.00        | $7123.02           | Agency Collateralized Mortgage Obligation |
| GNRA 2025-081 ST                                       | 2055-02-20      | 1.8011%  | N/A     | $47178624.00       | $2636027.45        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-12O LI                                       | 2070-07-20      | 1.6927%  | N/A     | $40130048.00       | $1591343.98        | Agency Collateralized Mortgage Obligation |
| GNRA 2017-3O BI                                        | 2067-06-20      | 1.8952%  | N/A     | $42006272.00       | $295290.80         | Agency Collateralized Mortgage Obligation |
| GNRA 2022-019 SC                                       | 2052-01-20      | 0.0000%  | N/A     | $8158720.00        | $87163.21          | Agency Collateralized Mortgage Obligation |
| FNRA CL032EI R25F032                                   | 2055-05-25      | 6.0000%  | N/A     | $5750000.00        | $675593.99         | Agency Collateralized Mortgage Obligation |
| FNRA CL007SW R25F007                                   | 2055-02-25      | 1.0282%  | N/A     | $101000000.00      | $2374291.20        | Agency Collateralized Mortgage Obligation |
| FNRA CL045HS R21F045                                   | 2051-07-25      | 0.0000%  | N/A     | $99860224.00       | $352848.56         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-137 AI                                       | 2052-04-20      | 6.0000%  | N/A     | $12500000.00       | $1392708.81        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-03O JI                                       | 2069-03-20      | 1.2056%  | N/A     | $16358656.00       | $239826.17         | Agency Collateralized Mortgage Obligation |
| FNRA CL001TA R25F001                                   | 2055-02-25      | 1.0000%  | N/A     | $7750000.00        | $114141.13         | Agency Collateralized Mortgage Obligation |
| GNRA 2017-060 SF                                       | 2038-03-20      | 2.3957%  | N/A     | $33619520.00       | $177932.77         | Agency Collateralized Mortgage Obligation |
| FERA 5535SJ 05/25/55                                   | 2055-05-25      | 1.0282%  | N/A     | $110000000.00      | $3461136.77        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-113 GI                                       | 2054-07-20      | 7.0000%  | N/A     | $25071520.00       | $3525500.65        | Agency Collateralized Mortgage Obligation |
| FNRA CL069PS R22F069                                   | 2052-10-25      | 0.4782%  | N/A     | $75000000.00       | $3065315.17        | Agency Collateralized Mortgage Obligation |
| FNRA CL054AS R20F054                                   | 2050-08-25      | 1.9637%  | N/A     | $25000000.00       | $1353515.82        | Agency Collateralized Mortgage Obligation |
| FNRA CL019SE R18F019                                   | 2048-04-25      | 2.0137%  | N/A     | $20327840.00       | $539709.23         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-089 SD                                       | 2055-05-20      | 0.1511%  | N/A     | $722500000.00      | $9839789.79        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-116 NS                                       | 2050-08-20      | 2.1257%  | N/A     | $5750000.00        | $391189.21         | Agency Collateralized Mortgage Obligation |
| GNRM 2009-079 IC                                       | 2039-08-20      | 6.0000%  | N/A     | $67659000.00       | $88303.00          | Agency Collateralized Mortgage Obligation |
| FERA 5473SM 11/25/54                                   | 2054-11-25      | 1.1458%  | N/A     | $113352960.00      | $4454357.38        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-059 S                                        | 2051-04-20      | 0.0000%  | N/A     | $111599232.00      | $480782.77         | Agency Collateralized Mortgage Obligation |
| FERA 05470S 11/25/54                                   | 2054-11-25      | 1.3282%  | N/A     | $251783168.00      | $10270595.72       | Agency Collateralized Mortgage Obligation |
| FNRA CL066ES R24F066                                   | 2054-09-25      | 1.1282%  | N/A     | $159435520.00      | $5239142.92        | Agency Collateralized Mortgage Obligation |
| GNRA 2019-1O CI                                        | 2068-12-20      | 1.8287%  | N/A     | $29583552.00       | $167229.76         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-126 S                                        | 2054-08-20      | 1.1511%  | N/A     | $100000000.00      | $3818318.18        | Agency Collateralized Mortgage Obligation |
| FNRA CL027AS R24F027                                   | 2054-05-25      | 2.3482%  | N/A     | $45000000.00       | $2634810.68        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-091 SA                                       | 2054-05-20      | 1.8511%  | N/A     | $54540032.00       | $2495372.37        | Agency Collateralized Mortgage Obligation |
| GNRA 2015-022 IO                                       | 2055-03-16      | 0.5039%  | N/A     | $261842944.00      | $1273169.33        | Agency Collateralized Mortgage Obligation |
| FGRA 4297VS 07/15/39                                   | 2039-07-15      | 0.0870%  | N/A     | $11078000.00       | $2064348.23        | Agency Collateralized Mortgage Obligation |
| GNRA 2019-5O TI                                        | 2069-04-20      | 0.7612%  | N/A     | $153124864.00      | $82317.02          | Agency Collateralized Mortgage Obligation |
| GNRA 2020-15O HI                                       | 2070-07-20      | 1.0756%  | N/A     | $37930040.00       | $810113.95         | Agency Collateralized Mortgage Obligation |
| FNRA RC088S R24F088                                    | 2054-12-25      | 1.8782%  | N/A     | $46953856.00       | $2162928.98        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-17O AI                                       | 2073-07-20      | 0.5097%  | N/A     | $50327232.00       | $2496898.16        | Agency Collateralized Mortgage Obligation |
| FNRA RC082SL R24F082                                   | 2054-11-25      | 1.1282%  | N/A     | $50000000.00       | $1148460.99        | Agency Collateralized Mortgage Obligation |
| FERA 4915SP 09/25/49                                   | 2049-09-25      | 1.8837%  | N/A     | $7004592.00        | $379933.58         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-061 TD                                       | 2054-02-20      | 1.0000%  | N/A     | $2483668.00        | $16760.70          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-105 AS                                       | 2055-06-20      | 1.0511%  | N/A     | $180000000.00      | $8201325.05        | Agency Collateralized Mortgage Obligation |
| GNRA 2016-003 IO                                       | 2057-12-16      | 0.6253%  | N/A     | $160000000.00      | $933851.35         | Agency Collateralized Mortgage Obligation |
| GNRA 2018-03 IO                                        | 2059-05-16      | 0.6054%  | N/A     | $118544768.00      | $1190763.28        | Agency Collateralized Mortgage Obligation |
| FERA 5325SI 11/25/52                                   | 2052-11-25      | 1.6282%  | N/A     | $21555680.00       | $2811445.46        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-01O WI                                       | 2068-12-20      | 1.0103%  | N/A     | $44410368.00       | $911565.57         | Agency Collateralized Mortgage Obligation |
| FNRA CL009QS R24F009                                   | 2054-03-25      | 2.9282%  | N/A     | $3000000.00        | $156371.29         | Agency Collateralized Mortgage Obligation |
| FERA 5192SE 02/25/52                                   | 2052-02-25      | 0.0000%  | N/A     | $72897408.00       | $164484.01         | Agency Collateralized Mortgage Obligation |
| GNRA 2020-12O IC                                       | 2070-07-20      | 1.0823%  | N/A     | $41936256.00       | $1197579.14        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-050 SA                                       | 2052-03-20      | 0.0000%  | N/A     | $109150000.00      | $2173986.94        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-081 SX                                       | 2054-08-20      | 1.8011%  | N/A     | $125217152.00      | $5819997.86        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-08O CI                                       | 2072-04-20      | 0.9891%  | N/A     | $55252224.00       | $2594943.03        | Agency Collateralized Mortgage Obligation |
| FNRA CL084S R25F084                                    | 2055-10-25      | 3.0782%  | N/A     | $69834624.00       | $7555381.95        | Agency Collateralized Mortgage Obligation |
| FNRA CL054SD R24F054                                   | 2054-08-25      | 1.6782%  | N/A     | $90000000.00       | $2303287.47        | Agency Collateralized Mortgage Obligation |
| GNRA 2015-9O CI                                        | 2065-03-20      | 1.5725%  | N/A     | $12783040.00       | $15127.27          | Agency Collateralized Mortgage Obligation |
| GNRA 2021-205 SD                                       | 2051-11-20      | 0.0000%  | N/A     | $85000000.00       | $558479.51         | Agency Collateralized Mortgage Obligation |
| GNRA 2019-96 SE                                        | 2049-08-20      | 2.0257%  | N/A     | $15387232.00       | $677055.05         | Agency Collateralized Mortgage Obligation |
| FERA 5499SM 02/25/55                                   | 2055-02-25      | 0.8782%  | N/A     | $50000000.00       | $1425988.74        | Agency Collateralized Mortgage Obligation |
| GNRA 2019-8O LI                                        | 2069-05-20      | 0.9636%  | N/A     | $24408544.00       | $604573.25         | Agency Collateralized Mortgage Obligation |
| FNRA RC061SC R24F061                                   | 2054-09-25      | 3.1282%  | N/A     | $34441344.00       | $2473005.82        | Agency Collateralized Mortgage Obligation |
| GNRA 2016-25 IO                                        | 2057-12-16      | 0.8166%  | N/A     | $61574000.00       | $445047.24         | Agency Collateralized Mortgage Obligation |
| GNRM 2020-173 MI                                       | 2050-11-20      | 2.5000%  | N/A     | $90000000.00       | $7637053.21        | Agency Collateralized Mortgage Obligation |
| GNRA 2012-H24 SA                                       | 2060-03-20      | 1.0285%  | N/A     | $52097024.00       | $39888.76          | Agency Collateralized Mortgage Obligation |
| GNRA 2023-018 SC                                       | 2053-02-20      | 1.6011%  | N/A     | $50000000.00       | $976997.98         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-170 TX                                       | 2052-05-20      | 1.0000%  | N/A     | $1348376.00        | $20749.13          | Agency Collateralized Mortgage Obligation |
| FERA 5425SK 06/25/54                                   | 2054-06-25      | 1.7282%  | N/A     | $78348672.00       | $2982658.62        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-201 IO                                       | 2066-03-16      | 0.7422%  | N/A     | $150000000.00      | $10485694.05       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-26O BI                                       | 2072-12-20      | 0.3454%  | N/A     | $80000000.00       | $3006206.41        | Agency Collateralized Mortgage Obligation |
| FGRA 4750SP 01/15/48                                   | 2048-01-15      | 1.9435%  | N/A     | $50000000.00       | $932948.20         | Agency Collateralized Mortgage Obligation |
| FERA 5535SB 05/25/55                                   | 2055-05-25      | 0.2782%  | N/A     | $100000000.00      | $1784598.41        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-117 SA                                       | 2055-07-20      | 1.7717%  | N/A     | $170000000.00      | $10067802.24       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-112 SD                                       | 2053-08-20      | 1.6011%  | N/A     | $80558208.00       | $2981681.18        | Agency Collateralized Mortgage Obligation |
| FNRA RC044HD R07F044                                   | 2037-05-25      | 2.2537%  | N/A     | $49813888.00       | $61399.20          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-108 SA                                       | 2054-07-20      | 2.5011%  | N/A     | $200000000.00      | $5836948.31        | Agency Collateralized Mortgage Obligation |
| GNRA 2017-4O GI                                        | 2067-11-20      | 1.6701%  | N/A     | $60917504.00       | $169409.99         | Agency Collateralized Mortgage Obligation |
| GNRA 2016-4O IO                                        | 2066-06-20      | 1.7303%  | N/A     | $8296000.00        | $29308.56          | Agency Collateralized Mortgage Obligation |
| FNRA CL049SA R22F049                                   | 2052-08-25      | 1.2782%  | N/A     | $50000000.00       | $3528144.05        | Agency Collateralized Mortgage Obligation |
| FNRA CL066AS R15F066                                   | 2045-09-25      | 2.0637%  | N/A     | $110051520.00      | $798535.72         | Agency Collateralized Mortgage Obligation |
| GNRA 2016-33 US                                        | 2046-03-20      | 1.9757%  | N/A     | $45319616.00       | $797549.84         | Agency Collateralized Mortgage Obligation |
| GNRA 2018-7O HI                                        | 2068-09-20      | 1.8304%  | N/A     | $23335500.00       | $476057.60         | Agency Collateralized Mortgage Obligation |
| GNRA 2020-13O EI                                       | 2070-08-20      | 1.7328%  | N/A     | $46659776.00       | $2042408.90        | Agency Collateralized Mortgage Obligation |
| GNRA 2017-26 SA                                        | 2047-02-20      | 2.0257%  | N/A     | $24630080.00       | $527264.83         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-150 SM                                       | 2053-10-20      | 3.0511%  | N/A     | $39375000.00       | $980422.27         | Agency Collateralized Mortgage Obligation |
| FNRA CL021CS R18F021                                   | 2048-04-25      | 2.0137%  | N/A     | $57325888.00       | $1121591.68        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-160 YS                                       | 2054-09-20      | 0.7011%  | N/A     | $200000000.00      | $5432509.21        | Agency Collateralized Mortgage Obligation |
| FNRA CL082SA R24F082                                   | 2054-11-25      | 0.5282%  | N/A     | $179000000.00      | $3703023.24        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-149 SC                                       | 2054-09-20      | 0.6011%  | N/A     | $50000000.00       | $1541214.48        | Agency Collateralized Mortgage Obligation |
| FNRA CL100SA R25F100                                   | 2055-12-25      | 0.6222%  | N/A     | $180000000.00      | $4944753.30        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-030 HX                                       | 2054-02-20      | 1.6311%  | N/A     | $100000000.00      | $2328079.56        | Agency Collateralized Mortgage Obligation |
| GNRA 2016-35 SA                                        | 2046-10-20      | 2.0257%  | N/A     | $21466688.00       | $520168.14         | Agency Collateralized Mortgage Obligation |
| GNRA 2022-07O IE                                       | 2072-02-20      | 1.5609%  | N/A     | $10316416.00       | $413926.20         | Agency Collateralized Mortgage Obligation |
| FERA 5576SA 09/25/55                                   | 2055-09-25      | 1.1782%  | N/A     | $35000000.00       | $1287853.56        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-027 CS                                       | 2054-02-20      | 1.8011%  | N/A     | $64000000.00       | $2367052.59        | Agency Collateralized Mortgage Obligation |
| GNRA 2019-101 IO                                       | 2061-07-16      | 0.6973%  | N/A     | $49000000.00       | $1023286.49        | Agency Collateralized Mortgage Obligation |
| GNRA 2018-5O EI                                        | 2068-08-20      | 1.3803%  | N/A     | $15092608.00       | $343747.83         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-149 SQ                                       | 2053-10-20      | 1.3511%  | N/A     | $80000000.00       | $1780143.01        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-087 JT                                       | 2052-05-20      | 4.3534%  | N/A     | $34601000.00       | $26289932.41       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-154 SB                                       | 2055-09-20      | 0.5011%  | N/A     | $30000000.00       | $987374.36         | Agency Collateralized Mortgage Obligation |
| FNRA CL020S R25F020                                    | 2055-03-25      | 0.3782%  | N/A     | $135000000.00      | $2661235.47        | Agency Collateralized Mortgage Obligation |
| GNRA 2016-5O BI                                        | 2066-11-20      | 1.8489%  | N/A     | $52452352.00       | $231377.15         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-081 SE                                       | 2054-05-20      | 1.2511%  | N/A     | $99900000.00       | $3964097.63        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-153 SB                                       | 2053-10-20      | 1.6011%  | N/A     | $100000000.00      | $2221479.34        | Agency Collateralized Mortgage Obligation |
| FERA 5409AS 05/25/54                                   | 2054-05-25      | 1.8782%  | N/A     | $103500000.00      | $3486823.50        | Agency Collateralized Mortgage Obligation |
| GNRA 2013-059 IO                                       | 2045-07-16      | 1.0073%  | N/A     | $12000000.00       | $17352.50          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-07O DI                                       | 2075-01-20      | 0.7339%  | N/A     | $40295232.00       | $3124952.66        | Agency Collateralized Mortgage Obligation |
| FNRA CL089SA R12F089                                   | 2042-08-25      | 1.3637%  | N/A     | $79393536.00       | $376051.04         | Agency Collateralized Mortgage Obligation |
| FERA 5473SJ 11/25/54                                   | 2054-11-25      | 0.3782%  | N/A     | $293016000.00      | $6596191.39        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-022 YS                                       | 2052-02-20      | 0.0000%  | N/A     | $200000000.00      | $273482.60         | Agency Collateralized Mortgage Obligation |
| FNRA CL064GS R22F064                                   | 2052-10-25      | 1.1282%  | N/A     | $25000000.00       | $1035118.98        | Agency Collateralized Mortgage Obligation |
| FNRA CL040SP R25F040                                   | 2054-10-25      | 2.9282%  | N/A     | $73054976.00       | $7933828.56        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-124 S                                        | 2055-07-20      | 1.0511%  | N/A     | $110812032.00      | $4390985.89        | Agency Collateralized Mortgage Obligation |
| GNRA 2015-094 SA                                       | 2045-07-20      | 2.1757%  | N/A     | $9000000.00        | $242457.68         | Agency Collateralized Mortgage Obligation |
| FERA 5368SC 12/25/53                                   | 2053-12-25      | 1.4282%  | N/A     | $62667776.00       | $2282848.29        | Agency Collateralized Mortgage Obligation |
| GNRA 2018-3O XI                                        | 2068-02-20      | 2.3475%  | N/A     | $204249344.00      | $2828484.33        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-025 SG                                       | 2055-02-20      | 1.3011%  | N/A     | $497300000.00      | $13059942.18       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-001 SB                                       | 2052-01-20      | 0.0000%  | N/A     | $168729600.00      | $851720.91         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-117 NI                                       | 2052-03-20      | 6.0000%  | N/A     | $53125000.00       | $5134580.01        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-001 SH                                       | 2052-01-20      | 0.0000%  | N/A     | $143037952.00      | $714819.43         | Agency Collateralized Mortgage Obligation |
| GNRM 2020-102 IC                                       | 2050-07-20      | 3.0000%  | N/A     | $69902976.00       | $6316503.90        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-18O AI                                       | 2070-09-20      | 1.6813%  | N/A     | $20146000.00       | $818748.76         | Agency Collateralized Mortgage Obligation |
| GNRA 2018-141 IO                                       | 2060-08-16      | 0.6604%  | N/A     | $75000000.00       | $609088.93         | Agency Collateralized Mortgage Obligation |
| FERA 5484SC 12/25/54                                   | 2054-12-25      | 1.1782%  | N/A     | $28500000.00       | $881831.90         | Agency Collateralized Mortgage Obligation |
| GNRA 2017-7O BI                                        | 2067-09-20      | 1.8476%  | N/A     | $45196992.00       | $385559.97         | Agency Collateralized Mortgage Obligation |
| FERA 5357SD 11/25/53                                   | 2053-11-25      | 1.9782%  | N/A     | $100000000.00      | $3050881.26        | Agency Collateralized Mortgage Obligation |
| FERM 5384PI 11/25/53                                   | 2053-11-25      | 6.5000%  | N/A     | $21987872.00       | $2655439.05        | Agency Collateralized Mortgage Obligation |
| GNRA 2016-8O IO                                        | 2066-08-20      | 1.6833%  | N/A     | $14620000.00       | $60225.38          | Agency Collateralized Mortgage Obligation |
| GNRA 2020-116 HS                                       | 2050-08-20      | 2.1257%  | N/A     | $9000000.00        | $532881.31         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-19O AI                                       | 2074-10-20      | 0.8781%  | N/A     | $23808928.00       | $1618837.15        | Agency Collateralized Mortgage Obligation |
| GNRA 2011-083 S                                        | 2041-06-20      | 2.0457%  | N/A     | $20000000.00       | $152743.73         | Agency Collateralized Mortgage Obligation |
| FERA 5408SG 05/25/54                                   | 2054-05-25      | 3.0282%  | N/A     | $150312448.00      | $9075580.94        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-183 MS                                       | 2053-12-20      | 1.7011%  | N/A     | $150000000.00      | $2732056.50        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-137 SL                                       | 2051-03-20      | 2.1511%  | N/A     | $28556864.00       | $3524938.15        | Agency Collateralized Mortgage Obligation |
| FERA 5516SA 03/25/55                                   | 2055-03-25      | 1.0330%  | N/A     | $420000000.00      | $14070387.74       | Agency Collateralized Mortgage Obligation |
| FGRA 4372SH 08/15/44                                   | 2044-08-15      | 1.8435%  | N/A     | $121841120.00      | $1152388.49        | Agency Collateralized Mortgage Obligation |
| GNRA 2019-28 GS                                        | 2049-10-20      | 0.4257%  | N/A     | $30000000.00       | $345260.42         | Agency Collateralized Mortgage Obligation |
| FGRA S13121 10/15/41                                   | 2041-10-15      | 4.0000%  | N/A     | $32397184.00       | $409914.73         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-113 SA                                       | 2054-07-20      | 1.9011%  | N/A     | $60000000.00       | $3154068.90        | Agency Collateralized Mortgage Obligation |
| GNRA 2019-19O GI                                       | 2069-11-20      | 1.3423%  | N/A     | $37495104.00       | $1363057.43        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-050 SB                                       | 2055-03-20      | 1.2511%  | N/A     | $150000000.00      | $6191398.35        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-07O IO                                       | 2070-04-20      | 1.5988%  | N/A     | $25974208.00       | $146152.09         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-001 SG                                       | 2055-01-20      | 2.4511%  | N/A     | $259000000.00      | $9145876.04        | Agency Collateralized Mortgage Obligation |
| GNRA 2017-4O DI                                        | 2067-06-20      | 1.8000%  | N/A     | $35060544.00       | $162843.92         | Agency Collateralized Mortgage Obligation |
| GNRA 2022-124 SB                                       | 2052-07-20      | 0.0000%  | N/A     | $500000000.00      | $10712125.67       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-170 TU                                       | 2054-11-20      | 1.0000%  | N/A     | $973578.00         | $28799.57          | Agency Collateralized Mortgage Obligation |
| GNRA 2012-H06 AI                                       | 2062-01-20      | 1.4006%  | N/A     | $49491200.00       | $63360.77          | Agency Collateralized Mortgage Obligation |
| GNRA 2013-H09 SI                                       | 2063-04-20      | 1.8142%  | N/A     | $13080608.00       | $39351.12          | Agency Collateralized Mortgage Obligation |
| FERA 5499SN 02/25/55                                   | 2055-02-25      | 1.4282%  | N/A     | $72051712.00       | $2281797.64        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-200 ES                                       | 2052-11-20      | 2.0511%  | N/A     | $9248816.00        | $105889.49         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-009 TP                                       | 2055-01-20      | 0.1000%  | N/A     | $86924800.00       | $213122.83         | Agency Collateralized Mortgage Obligation |
| GNRA 2021-155 SA                                       | 2051-09-20      | 0.5000%  | N/A     | $39795008.00       | $736503.53         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-040 KS                                       | 2053-03-20      | 1.4011%  | N/A     | $140000000.00      | $2688388.72        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-207 S                                        | 2052-12-20      | 0.8011%  | N/A     | $150000000.00      | $2757911.43        | Agency Collateralized Mortgage Obligation |
| FNRA CL001SP R20F001                                   | 2050-02-25      | 1.8137%  | N/A     | $100770944.00      | $2127923.67        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-009 CS                                       | 2055-01-20      | 6.8812%  | N/A     | $18181792.00       | $17188162.33       | Agency Collateralized Mortgage Obligation |
| GNRA 2020-16O TI                                       | 2070-09-20      | 1.0797%  | N/A     | $26350400.00       | $1092406.98        | Agency Collateralized Mortgage Obligation |
| FERA 5009ES 06/25/50                                   | 2050-06-25      | 1.9637%  | N/A     | $4356160.00        | $234887.11         | Agency Collateralized Mortgage Obligation |
| FNRA CL115JI R06F115                                   | 2036-12-25      | 2.1937%  | N/A     | $59910000.00       | $147220.06         | Agency Collateralized Mortgage Obligation |
| FNRA CL032SB R16F032                                   | 2046-06-25      | 1.8137%  | N/A     | $21263648.00       | $487632.56         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-019 SA                                       | 2053-02-20      | 0.9011%  | N/A     | $100000000.00      | $3091280.00        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-193 AI                                       | 2055-11-20      | 6.0000%  | N/A     | $2677664.00        | $513865.14         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-15O LI                                       | 2075-07-20      | 1.0456%  | N/A     | $25967320.00       | $2251942.82        | Agency Collateralized Mortgage Obligation |
| FERA 5348SA 10/25/53                                   | 2053-10-25      | 2.4282%  | N/A     | $150000000.00      | $5696980.73        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-126 SW                                       | 2054-08-20      | 1.2511%  | N/A     | $100000000.00      | $2366407.27        | Agency Collateralized Mortgage Obligation |
| FERA 5481SA 12/25/54                                   | 2054-12-25      | 0.9282%  | N/A     | $201000000.00      | $3940873.42        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-032 AI                                       | 2055-02-20      | 7.0000%  | N/A     | $21428544.00       | $1787849.34        | Agency Collateralized Mortgage Obligation |
| FNRA RC097SD R11F097                                   | 2041-10-25      | 2.4137%  | N/A     | $162365440.00      | $136548.58         | Agency Collateralized Mortgage Obligation |
| GNRA 2020-04O IG                                       | 2070-02-20      | 1.3030%  | N/A     | $53984960.00       | $1749570.75        | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2016-K53          D      20490325 0.00000 | 2049-03-25      | 0.0000%  | N/A     | $1324000.00        | $1247932.23        | Agency Collateralized Mortgage Obligation |
| GNRA 2017-141 JS                                       | 2047-09-20      | 2.1257%  | N/A     | $20658816.00       | $593707.49         | Agency Collateralized Mortgage Obligation |
| GNRA 2022-100 SC                                       | 2052-06-20      | 0.0000%  | N/A     | $200000000.00      | $1704371.92        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-14O GI                                       | 2074-08-20      | 0.6959%  | N/A     | $106520640.00      | $7503804.32        | Agency Collateralized Mortgage Obligation |
| FERA 5355SB 11/25/53                                   | 2053-11-25      | 1.9782%  | N/A     | $125000000.00      | $4315653.28        | Agency Collateralized Mortgage Obligation |
| FERA 5452CS 09/25/54                                   | 2054-09-25      | 1.8282%  | N/A     | $100000000.00      | $4487676.41        | Agency Collateralized Mortgage Obligation |
| GNRA 2017-9O DI                                        | 2067-03-20      | 1.9009%  | N/A     | $19964512.00       | $120938.43         | Agency Collateralized Mortgage Obligation |
| GNRA 2022-056 SA                                       | 2052-03-20      | 0.0000%  | N/A     | $234000000.00      | $1293066.01        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-132 SD                                       | 2054-08-20      | 1.8011%  | N/A     | $100000000.00      | $4856740.70        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-164 SB                                       | 2055-09-20      | 1.9811%  | N/A     | $140000000.00      | $13076324.95       | Agency Collateralized Mortgage Obligation |
| GNRA 2019-4O IO                                        | 2069-08-20      | 0.8880%  | N/A     | $75000000.00       | $1894713.97        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-081 TM                                       | 2053-12-20      | 1.0000%  | N/A     | $4613680.00        | $99034.20          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-137 SE                                       | 2055-08-20      | 2.4511%  | N/A     | $55555600.00       | $4436607.64        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-140 SC                                       | 2055-08-20      | 0.5011%  | N/A     | $200000000.00      | $6412527.90        | Agency Collateralized Mortgage Obligation |
| FNRA CL043SA R25F043                                   | 2055-06-25      | 1.0282%  | N/A     | $111457408.00      | $3947268.56        | Agency Collateralized Mortgage Obligation |
| GNRA 2010-116 AS                                       | 2040-09-20      | 2.5357%  | N/A     | $43058496.00       | $715384.02         | Agency Collateralized Mortgage Obligation |
| FNRA CL026SG R19F026                                   | 2049-06-25      | 1.8637%  | N/A     | $31982688.00       | $907549.94         | Agency Collateralized Mortgage Obligation |
| GNRA 2016-2O AI                                        | 2065-01-20      | 1.6323%  | N/A     | $97037760.00       | $299272.29         | Agency Collateralized Mortgage Obligation |
| GNRM 2024-113 IJ                                       | 2053-09-20      | 7.0000%  | N/A     | $6568592.00        | $217215.12         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-193 SD                                       | 2055-11-20      | 0.7000%  | N/A     | $69813800.00       | $2103738.02        | Agency Collateralized Mortgage Obligation |
| GNRA 2011-013 SD                                       | 2041-01-16      | 1.8766%  | N/A     | $75200000.00       | $313195.94         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-137 TB                                       | 2055-08-20      | 0.0000%  | N/A     | $249856.00         | $241.02            | Agency Collateralized Mortgage Obligation |
| FERA 5545TB 06/25/55                                   | 2055-06-25      | 0.0000%  | N/A     | $245760.00         | $123.55            | Agency Collateralized Mortgage Obligation |
| GNRA 2025-008 SN                                       | 2054-08-20      | 1.1511%  | N/A     | $109033600.00      | $2351207.50        | Agency Collateralized Mortgage Obligation |
| GNRA 2018-01 IB                                        | 2058-06-16      | 0.7017%  | N/A     | $94859008.00       | $426151.10         | Agency Collateralized Mortgage Obligation |
| GNRA 2020-03O IK                                       | 2069-03-20      | 1.2056%  | N/A     | $16358656.00       | $239826.17         | Agency Collateralized Mortgage Obligation |
| GNRA 2022-08O AI                                       | 2072-04-20      | 1.1340%  | N/A     | $20316288.00       | $1266355.08        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-138 SA                                       | 2052-08-20      | 0.0000%  | N/A     | $250000000.00      | $5104470.99        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-027 SC                                       | 2055-02-20      | 0.2311%  | N/A     | $250000000.00      | $2664278.84        | Agency Collateralized Mortgage Obligation |
| FNRA CL056SD R23F056                                   | 2053-11-25      | 2.8282%  | N/A     | $50000000.00       | $2222147.35        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-166 IO                                       | 2065-02-16      | 0.7678%  | N/A     | $60000000.00       | $4238546.37        | Agency Collateralized Mortgage Obligation |
| GNRA 2010-064 SY                                       | 2040-05-20      | 2.4257%  | N/A     | $76600000.00       | $324290.06         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-042 SB                                       | 2054-03-20      | 1.1109%  | N/A     | $205000000.00      | $3728268.06        | Agency Collateralized Mortgage Obligation |
| FNRA CL053SA R25F053                                   | 2055-07-25      | 0.0044%  | N/A     | $325000000.00      | $4699745.52        | Agency Collateralized Mortgage Obligation |
| GNRA 2018-7O AI                                        | 2068-10-20      | 1.9998%  | N/A     | $10483000.00       | $90500.70          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-170 TP                                       | 2054-04-20      | 1.0000%  | N/A     | $1303130.00        | $24639.57          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-164 SG                                       | 2054-10-20      | 1.3511%  | N/A     | $333273088.00      | $9222289.55        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-019 SG                                       | 2054-02-20      | 1.3511%  | N/A     | $41132480.00       | $1686607.10        | Agency Collateralized Mortgage Obligation |
| FERA 5499SA 02/25/55                                   | 2055-02-25      | 1.0282%  | N/A     | $137463000.00      | $3467301.72        | Agency Collateralized Mortgage Obligation |
| FERA 5545SB 06/25/55                                   | 2055-06-25      | 0.9786%  | N/A     | $352869376.00      | $10784611.34       | Agency Collateralized Mortgage Obligation |
| FNRA CL054SE R24F054                                   | 2054-08-25      | 1.8282%  | N/A     | $84896640.00       | $1912249.51        | Agency Collateralized Mortgage Obligation |
| GNRA 2016-110 IO                                       | 2058-05-16      | 0.7975%  | N/A     | $62696384.00       | $547458.51         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-043 SB                                       | 2055-03-20      | 1.2511%  | N/A     | $150000000.00      | $8840905.03        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-104 ST                                       | 2051-06-20      | 0.0000%  | N/A     | $32668672.00       | $879954.38         | Agency Collateralized Mortgage Obligation |
| GNRA 2022-152 SC                                       | 2052-09-20      | 1.8811%  | N/A     | $61300416.00       | $4305988.21        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-01O AI                                       | 2072-01-20      | 1.1312%  | N/A     | $74000000.00       | $5209823.73        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-131 TM                                       | 2053-09-20      | 1.0000%  | N/A     | $13007760.00       | $100871.89         | Agency Collateralized Mortgage Obligation |
| GNRA 2019-17O HI                                       | 2069-03-20      | 1.2486%  | N/A     | $79294080.00       | $1749103.26        | Agency Collateralized Mortgage Obligation |
| GNRA 2015-6O AI                                        | 2065-02-20      | 1.8033%  | N/A     | $43487680.00       | $101734.26         | Agency Collateralized Mortgage Obligation |
| GNRA 2021-08O BI                                       | 2071-01-20      | 0.9562%  | N/A     | $15463328.00       | $361435.90         | Agency Collateralized Mortgage Obligation |
| GNRA 2017-6O KI                                        | 2067-08-20      | 1.4890%  | N/A     | $31903264.00       | $167093.98         | Agency Collateralized Mortgage Obligation |
| FNRA CL040PS R12F040                                   | 2042-04-25      | 2.3137%  | N/A     | $36642816.00       | $609916.28         | Agency Collateralized Mortgage Obligation |
| GNRA 2019-023 SK                                       | 2049-02-20      | 1.9757%  | N/A     | $41953984.00       | $865044.63         | Agency Collateralized Mortgage Obligation |
| GNRA 2014-1O CI                                        | 2064-06-20      | 1.6060%  | N/A     | $25000000.00       | $62967.55          | Agency Collateralized Mortgage Obligation |
| FERA 5080ES 03/25/51                                   | 2051-03-25      | 0.2082%  | N/A     | $63745408.00       | $1241135.49        | Agency Collateralized Mortgage Obligation |
| FNRA CL070SA R14F070                                   | 2044-11-25      | 1.9637%  | N/A     | $100000000.00      | $1238439.08        | Agency Collateralized Mortgage Obligation |
| FNRA CL088SA R24F088                                   | 2054-12-25      | 2.4282%  | N/A     | $238951424.00      | $9850508.56        | Agency Collateralized Mortgage Obligation |
| GNRA 2013-035 IO                                       | 2053-01-16      | 0.3475%  | N/A     | $391920000.00      | $774611.22         | Agency Collateralized Mortgage Obligation |
| GNRA 2021-160 SE                                       | 2051-09-20      | 2.2257%  | N/A     | $67568640.00       | $6489751.98        | Agency Collateralized Mortgage Obligation |
| GNRM 2017-39 NI                                        | 2047-09-20      | 4.5000%  | N/A     | $9809648.00        | $445082.69         | Agency Collateralized Mortgage Obligation |
| FERA RP4550 10/25/53                                   | 2053-10-25      | 1.6282%  | N/A     | $125255000.00      | $4191670.85        | Agency Collateralized Mortgage Obligation |
| GNRA 2019-18O LI                                       | 2069-10-20      | 1.2751%  | N/A     | $21884128.00       | $463529.53         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-117 SB                                       | 2054-07-20      | 2.4511%  | N/A     | $63682240.00       | $4629804.16        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-170 EI                                       | 2055-07-20      | 6.0000%  | N/A     | $4458328.00        | $910739.01         | Agency Collateralized Mortgage Obligation |
| GNRA 2018-9O AI                                        | 2068-04-20      | 1.7334%  | N/A     | $108553344.00      | $1942986.47        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-151 SH                                       | 2054-09-20      | 1.8711%  | N/A     | $150000000.00      | $8083083.17        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-176 SB                                       | 2053-11-20      | 1.4011%  | N/A     | $100000000.00      | $1367228.44        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-056 KS                                       | 2053-04-20      | 1.4011%  | N/A     | $100000000.00      | $3612656.92        | Agency Collateralized Mortgage Obligation |
| GNRA 2019-1O DI                                        | 2069-06-20      | 1.2973%  | N/A     | $166058240.00      | $4119751.19        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-189 S                                        | 2052-09-20      | 4.3022%  | N/A     | $2203808.00        | $1591687.84        | Agency Collateralized Mortgage Obligation |
| GNRA 2005-68 SI                                        | 2035-09-20      | 2.2257%  | N/A     | $326802432.00      | $483012.79         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-137 SJ                                       | 2055-08-20      | 1.1959%  | N/A     | $115000000.00      | $5720773.25        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-164 SA                                       | 2054-10-20      | 1.3784%  | N/A     | $512685056.00      | $25116571.72       | Agency Collateralized Mortgage Obligation |
| GNRA 2020-129 SL                                       | 2050-09-16      | 0.0000%  | N/A     | $99636224.00       | $1032354.64        | Agency Collateralized Mortgage Obligation |
| GNRA 2012-087 IO                                       | 2052-08-16      | 0.0817%  | N/A     | $9961460.00        | $562.58            | Agency Collateralized Mortgage Obligation |
| GNRA 2011-H14 BI                                       | 2061-05-20      | 1.5525%  | N/A     | $27450000.00       | $46976.44          | Agency Collateralized Mortgage Obligation |
| GNRA 2022-124 SC                                       | 2052-07-20      | 0.0000%  | N/A     | $350000000.00      | $6777245.42        | Agency Collateralized Mortgage Obligation |
| FERA 5513KS 11/25/54                                   | 2054-11-25      | 3.0782%  | N/A     | $58524800.00       | $4144872.69        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-15O LI                                       | 2074-07-20      | 0.8618%  | N/A     | $79780096.00       | $5421544.14        | Agency Collateralized Mortgage Obligation |
| FERA RP4563 10/25/53                                   | 2053-10-25      | 1.9782%  | N/A     | $100000000.00      | $3895054.00        | Agency Collateralized Mortgage Obligation |
| FERA RP4611 10/25/53                                   | 2053-10-25      | 3.1282%  | N/A     | $50000000.00       | $2735039.09        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-137 SB                                       | 2052-08-20      | 1.9011%  | N/A     | $68200000.00       | $3005285.17        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-140 SG                                       | 2050-09-20      | 2.2757%  | N/A     | $120444928.00      | $9376261.21        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-019 SD                                       | 2052-01-20      | 0.0000%  | N/A     | $166903552.00      | $2099480.12        | Agency Collateralized Mortgage Obligation |
| GNRA 2019-6O IC                                        | 2069-10-20      | 1.2698%  | N/A     | $21360672.00       | $675758.26         | Agency Collateralized Mortgage Obligation |
| GNRA 2018-9O DI                                        | 2068-05-20      | 1.7264%  | N/A     | $33643000.00       | $90649.94          | Agency Collateralized Mortgage Obligation |
| GNRA 2021-205 SE                                       | 2051-11-20      | 0.0000%  | N/A     | $204000000.00      | $2039839.94        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-133 KS                                       | 2053-09-20      | 1.5011%  | N/A     | $100000000.00      | $1371722.10        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-131 SG                                       | 2053-09-20      | 0.6011%  | N/A     | $20000000.00       | $253286.70         | Agency Collateralized Mortgage Obligation |
| GNRA 2018-42 IO                                        | 2058-09-16      | 0.6102%  | N/A     | $94891520.00       | $716002.97         | Agency Collateralized Mortgage Obligation |
| GNRA 2011-013 SA                                       | 2041-01-16      | 1.8766%  | N/A     | $30000000.00       | $267519.30         | Agency Collateralized Mortgage Obligation |
| GNRA 2022-12O CI                                       | 2072-05-20      | 1.8530%  | N/A     | $25000000.00       | $1032864.71        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-141 SA                                       | 2053-09-20      | 2.4011%  | N/A     | $50000000.00       | $1463180.61        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-02O DI                                       | 2070-12-20      | 1.3178%  | N/A     | $33797632.00       | $998655.54         | Agency Collateralized Mortgage Obligation |
| FNRA CL001SQ R25F001                                   | 2055-02-25      | 0.8782%  | N/A     | $150000000.00      | $3297796.58        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-001 S                                        | 2052-01-20      | 0.0000%  | N/A     | $59837376.00       | $1631936.76        | Agency Collateralized Mortgage Obligation |
| FERA 4916SC 09/25/49                                   | 2049-09-25      | 1.9137%  | N/A     | $44937536.00       | $1284427.09        | Agency Collateralized Mortgage Obligation |
| GNRA 2014-183 BS                                       | 2044-12-16      | 1.5015%  | N/A     | $32907456.00       | $311721.74         | Agency Collateralized Mortgage Obligation |
| GNRA 2018-0O AI                                        | 2068-12-20      | 0.9811%  | N/A     | $150000000.00      | $3574501.61        | Agency Collateralized Mortgage Obligation |
| FNRA CL054SD R23F054                                   | 2053-11-25      | 1.9782%  | N/A     | $275000000.00      | $10179944.97       | Agency Collateralized Mortgage Obligation |
| FNRA CL093SA R25F093                                   | 2055-11-25      | 1.3282%  | N/A     | $86206848.00       | $4390517.51        | Agency Collateralized Mortgage Obligation |
| FERA 5491SA 01/25/55                                   | 2055-01-25      | 1.1282%  | N/A     | $177978368.00      | $5505315.52        | Agency Collateralized Mortgage Obligation |
| FERA 5473SB 11/25/54                                   | 2054-11-25      | 0.6282%  | N/A     | $236500000.00      | $6117154.10        | Agency Collateralized Mortgage Obligation |
| GNRA 2019-5O IN                                        | 2069-05-20      | 1.2255%  | N/A     | $41567296.00       | $907831.67         | Agency Collateralized Mortgage Obligation |
| GNRM 2020-031 IH                                       | 2050-03-20      | 6.0000%  | N/A     | $53736832.00       | $2353084.53        | Agency Collateralized Mortgage Obligation |
| GNRA 2009-005 WI                                       | 2051-03-16      | 1.4500%  | N/A     | $295698431.00      | $434.35            | Agency Collateralized Mortgage Obligation |
| GNRA 2025-170 SB                                       | 2055-10-20      | 0.6011%  | N/A     | $25000000.00       | $983128.50         | Agency Collateralized Mortgage Obligation |
| FNRA CL008SD R19F008                                   | 2049-03-25      | 1.6137%  | N/A     | $15739808.00       | $287556.60         | Agency Collateralized Mortgage Obligation |
| GNRA 2018-7O JI                                        | 2068-09-20      | 0.5246%  | N/A     | $48195648.00       | $336536.44         | Agency Collateralized Mortgage Obligation |
| FNRA CL079SA R25F079                                   | 2055-10-25      | 1.1782%  | N/A     | $110000000.00      | $4322350.07        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-06O IQ                                       | 2068-03-20      | 1.9486%  | N/A     | $9068080.00        | $333697.90         | Agency Collateralized Mortgage Obligation |
| FGRA 4096GS 08/15/42                                   | 2042-08-15      | 0.1011%  | N/A     | $3900360.00        | $1558892.26        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-170 SA                                       | 2055-10-20      | 1.3511%  | N/A     | $133333248.00      | $9022922.55        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-193 SB                                       | 2055-11-20      | 1.2612%  | N/A     | $100000000.00      | $5020426.44        | Agency Collateralized Mortgage Obligation |
| FERA 5473GS 11/25/54                                   | 2054-11-25      | 1.7782%  | N/A     | $50000000.00       | $2115451.58        | Agency Collateralized Mortgage Obligation |
| FERA 5449PS 07/25/54                                   | 2054-07-25      | 3.0282%  | N/A     | $100000000.00      | $5323293.35        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-03O HI                                       | 2071-02-20      | 0.4084%  | N/A     | $10900000.00       | $293559.95         | Agency Collateralized Mortgage Obligation |
| FGRA 3631SK 02/15/40                                   | 2040-02-15      | 1.9835%  | N/A     | $76754688.00       | $172875.94         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-172 SP                                       | 2055-10-20      | 3.1011%  | N/A     | $65510656.00       | $8199993.92        | Agency Collateralized Mortgage Obligation |
| GNRA 2016-8O TI                                        | 2066-02-20      | 0.0046%  | N/A     | $67076096.00       | $14015.93          | Agency Collateralized Mortgage Obligation |
| FNRA CL093TM R25F093                                   | 2055-01-25      | 1.0000%  | N/A     | $1906176.00        | $30315.20          | Agency Collateralized Mortgage Obligation |
| GNRA 2018-29 EI                                        | 2045-09-20      | 0.8331%  | N/A     | $70166144.00       | $410957.79         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-147 S                                        | 2053-10-20      | 1.5011%  | N/A     | $185000000.00      | $2470910.24        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-160 SX                                       | 2054-10-20      | 1.9511%  | N/A     | $56238976.00       | $2969074.89        | Agency Collateralized Mortgage Obligation |
| FERA 5479AS 12/25/54                                   | 2054-12-25      | 1.4949%  | N/A     | $150000000.00      | $5147311.73        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-117 SB                                       | 2054-02-20      | 1.9261%  | N/A     | $200000000.00      | $7420193.64        | Agency Collateralized Mortgage Obligation |
| GNRA 2012-H30 SI                                       | 2062-12-20      | 2.0596%  | N/A     | $18252992.00       | $138453.12         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-103 AS                                       | 2054-06-20      | 1.1011%  | N/A     | $150000000.00      | $3981017.07        | Agency Collateralized Mortgage Obligation |
| GNRA 2016-18 SC                                        | 2046-02-20      | 2.0457%  | N/A     | $25989728.00       | $736524.00         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-104 SG                                       | 2055-06-20      | 1.0511%  | N/A     | $168521728.00      | $7507484.45        | Agency Collateralized Mortgage Obligation |
| FNRA RC001BS R25F001                                   | 2055-02-25      | 1.0282%  | N/A     | $171000000.00      | $4081850.96        | Agency Collateralized Mortgage Obligation |
| FNRA CL006SH R25F006                                   | 2055-02-25      | 0.9282%  | N/A     | $40000000.00       | $921525.91         | Agency Collateralized Mortgage Obligation |
| FERA 5535TD 05/25/55                                   | 2055-05-25      | 0.0000%  | N/A     | $249993.00         | $327.84            | Agency Collateralized Mortgage Obligation |
| FNRA CL066CS R22F066                                   | 2052-10-25      | 1.1282%  | N/A     | $75000000.00       | $3002583.43        | Agency Collateralized Mortgage Obligation |
| GNRA 2019-055 IO                                       | 2061-03-16      | 0.7259%  | N/A     | $120000000.00      | $1701924.37        | Agency Collateralized Mortgage Obligation |
| GNRA 2019-7O CI                                        | 2069-04-20      | 1.4448%  | N/A     | $49909312.00       | $1109404.19        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-066 SD                                       | 2055-04-20      | 1.7211%  | N/A     | $175000000.00      | $5620595.86        | Agency Collateralized Mortgage Obligation |
| FERM 5358GO 11/25/53                                   | 2053-11-25      | 0.0000%  | N/A     | $6557672.00        | $3853217.57        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-09O GI                                       | 2072-04-20      | 2.4457%  | N/A     | $6339000.00        | $163725.35         | Agency Collateralized Mortgage Obligation |
| GNRA 2019-1O PI                                        | 2068-12-20      | 0.8889%  | N/A     | $47945040.00       | $1028863.86        | Agency Collateralized Mortgage Obligation |
| GNRA 2013-H22 BI                                       | 2063-08-20      | 1.5726%  | N/A     | $10997760.00       | $7743.94           | Agency Collateralized Mortgage Obligation |
| GNRA 2025-081 SE                                       | 2055-05-20      | 1.0511%  | N/A     | $80000000.00       | $3374036.02        | Agency Collateralized Mortgage Obligation |
| FNRA RC001SW R25F001                                   | 2055-02-25      | 0.9782%  | N/A     | $152000000.00      | $3532759.00        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-059 SN                                       | 2054-04-20      | 1.3511%  | N/A     | $200000000.00      | $7688080.68        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-081 TL                                       | 2054-08-20      | 1.0000%  | N/A     | $2604356.00        | $69619.59          | Agency Collateralized Mortgage Obligation |
| GNRA 2018-008 S                                        | 2048-01-20      | 0.0000%  | N/A     | $130400000.00      | $571293.80         | Agency Collateralized Mortgage Obligation |
| FERA 5484SA 12/25/54                                   | 2054-12-25      | 1.7282%  | N/A     | $85000000.00       | $3454755.68        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-065 SJ                                       | 2052-04-20      | 2.0411%  | N/A     | $19096420.00       | $1292088.77        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-02O HI                                       | 2070-01-20      | 1.0807%  | N/A     | $30723800.00       | $819874.65         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-079 SG                                       | 2053-06-20      | 1.2511%  | N/A     | $25000000.00       | $443695.06         | Agency Collateralized Mortgage Obligation |
| GNRM 2024-027 IG                                       | 2054-02-20      | 6.0000%  | N/A     | $6035540.00        | $921417.23         | Agency Collateralized Mortgage Obligation |
| GNRA 2022-050 SG                                       | 2052-03-20      | 0.0000%  | N/A     | $250000000.00      | $1568391.35        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-066 SB                                       | 2055-04-20      | 1.2011%  | N/A     | $25000000.00       | $1107563.34        | Agency Collateralized Mortgage Obligation |
| FNRA CL075VI R07F075                                   | 2037-08-25      | 2.3637%  | N/A     | $75000000.00       | $97110.65          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-081 TU                                       | 2054-04-20      | 1.0000%  | N/A     | $15548624.00       | $297065.21         | Agency Collateralized Mortgage Obligation |
| FERA 5438TA 08/25/54                                   | 2054-08-25      | 1.0000%  | N/A     | $15000000.00       | $141947.53         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-170 SQ                                       | 2055-10-20      | 1.3011%  | N/A     | $268500000.00      | $18030771.41       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-132 SA                                       | 2053-09-20      | 2.4011%  | N/A     | $125000000.00      | $3658862.41        | Agency Collateralized Mortgage Obligation |
| FGRA 4833SC 04/15/44                                   | 2044-04-15      | 1.7435%  | N/A     | $46303120.00       | $1096886.44        | Agency Collateralized Mortgage Obligation |
| FERA 5499TC 02/25/55                                   | 2055-02-25      | 1.0000%  | N/A     | $9099940.00        | $147554.52         | Agency Collateralized Mortgage Obligation |
| FERA 5567SB 08/25/55                                   | 2055-08-25      | 0.1782%  | N/A     | $135000000.00      | $2197351.66        | Agency Collateralized Mortgage Obligation |
| FERA 05446S 08/25/54                                   | 2054-08-25      | 1.6782%  | N/A     | $86449280.00       | $3280641.97        | Agency Collateralized Mortgage Obligation |
| GNRA 2018-7O FI                                        | 2068-10-20      | 1.7907%  | N/A     | $30909696.00       | $898127.19         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-154 SD                                       | 2055-09-20      | 0.0000%  | N/A     | $100000000.00      | $1560129.94        | Agency Collateralized Mortgage Obligation |
| GNRA 2016-67 IB                                        | 2043-07-20      | 0.6914%  | N/A     | $54969408.00       | $212318.05         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-15O FI                                       | 2073-06-20      | 0.6784%  | N/A     | $73523712.00       | $4271071.95        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-007 SB                                       | 2054-01-20      | 1.3011%  | N/A     | $100000000.00      | $1777697.82        | Agency Collateralized Mortgage Obligation |
| FGRA 03616S 12/15/39                                   | 2039-12-15      | 2.0435%  | N/A     | $33000000.00       | $52965.58          | Agency Collateralized Mortgage Obligation |
| GNRA 2022-02O TI                                       | 2072-01-20      | 0.4116%  | N/A     | $23228128.00       | $47809.63          | Agency Collateralized Mortgage Obligation |
| GNRA 2015-28O BI                                       | 2065-10-20      | 1.9695%  | N/A     | $12000000.00       | $88101.05          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-124 JS                                       | 2055-07-20      | 1.1011%  | N/A     | $14127900.00       | $629607.73         | Agency Collateralized Mortgage Obligation |
| GNRA 2019-36 SB                                        | 2049-03-20      | 1.9757%  | N/A     | $34000000.00       | $723735.72         | Agency Collateralized Mortgage Obligation |
| FERA 05225S 03/25/45                                   | 2045-03-25      | 1.4137%  | N/A     | $34469888.00       | $2617262.21        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-06O IB                                       | 2069-04-20      | 1.3288%  | N/A     | $15731696.00       | $288304.38         | Agency Collateralized Mortgage Obligation |
| FGRA 4494SA 07/15/45                                   | 2045-07-15      | 1.9235%  | N/A     | $8284064.00        | $166549.44         | Agency Collateralized Mortgage Obligation |
| FERA 5499SH 02/25/55                                   | 2055-02-25      | 1.7491%  | N/A     | $438898688.00      | $18015918.16       | Agency Collateralized Mortgage Obligation |
| FNRA CL036SB R24F036                                   | 2054-06-25      | 1.7782%  | N/A     | $62844000.00       | $2216008.29        | Agency Collateralized Mortgage Obligation |
| GNRA 2015-25O EI                                       | 2065-10-20      | 1.9230%  | N/A     | $1670000.00        | $5560.82           | Agency Collateralized Mortgage Obligation |
| GNRA 2020-16O PI                                       | 2070-09-20      | 1.1451%  | N/A     | $142978048.00      | $5864388.26        | Agency Collateralized Mortgage Obligation |
| GNRA 2018-5O IE                                        | 2068-02-20      | 2.3318%  | N/A     | $55542656.00       | $1100153.69        | Agency Collateralized Mortgage Obligation |
| GNRA 2013-H07 GI                                       | 2063-03-20      | 1.8055%  | N/A     | $25224064.00       | $36762.51          | Agency Collateralized Mortgage Obligation |
| GNRM 2016-115 GI                                       | 2046-08-20      | 4.0000%  | N/A     | $37500000.00       | $764578.41         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-081 SP                                       | 2052-05-20      | 0.2011%  | N/A     | $78025216.00       | $3149783.56        | Agency Collateralized Mortgage Obligation |
| GNRA 2017-4O QI                                        | 2067-11-20      | 2.0663%  | N/A     | $3817000.00        | $93644.82          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-137 SH                                       | 2055-08-20      | 0.5311%  | N/A     | $80000000.00       | $2649701.04        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-159 SA                                       | 2054-10-20      | 1.4011%  | N/A     | $31631520.00       | $1942348.01        | Agency Collateralized Mortgage Obligation |
| FERM 5019PI 10/25/50                                   | 2050-10-25      | 3.0000%  | N/A     | $33905000.00       | $3066120.01        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-25O AI                                       | 2072-11-20      | 0.4971%  | N/A     | $125000000.00      | $6627763.04        | Agency Collateralized Mortgage Obligation |
| GNRA 2018-7O EI                                        | 2068-10-20      | 1.7098%  | N/A     | $26515040.00       | $707843.52         | Agency Collateralized Mortgage Obligation |
| GNRA 2019-7O BI                                        | 2069-01-20      | 0.8425%  | N/A     | $22773984.00       | $338514.31         | Agency Collateralized Mortgage Obligation |
| FNRA CL064SJ R24F064                                   | 2054-09-25      | 1.1782%  | N/A     | $92109184.00       | $2273445.08        | Agency Collateralized Mortgage Obligation |
| FNRA CL001TB R25F001                                   | 2055-02-25      | 1.0000%  | N/A     | $1000000.00        | $14734.63          | Agency Collateralized Mortgage Obligation |
| GNRA 2011-141 SA                                       | 2041-10-16      | 2.0266%  | N/A     | $15000000.00       | $216511.35         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-104 SA                                       | 2055-06-20      | 1.1011%  | N/A     | $85000000.00       | $3282592.82        | Agency Collateralized Mortgage Obligation |
| FERA 5526MK 12/25/54                                   | 2054-12-25      | 11.4218% | N/A     | $4384360.00        | $4444042.79        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-179 IO                                       | 2063-09-16      | 0.6109%  | N/A     | $250000000.00      | $10407326.46       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-04O IA                                       | 2067-05-20      | 0.3572%  | N/A     | $47214592.00       | $182509.90         | Agency Collateralized Mortgage Obligation |
| FNRA CL054SC R24F054                                   | 2054-08-25      | 2.9582%  | N/A     | $140208640.00      | $5517703.91        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-06O GI                                       | 2069-01-20      | 1.2457%  | N/A     | $12415616.00       | $320126.29         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-137 CS                                       | 2055-08-20      | 15.8673% | N/A     | $11538448.00       | $14498361.89       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-171 SB                                       | 2054-10-20      | 1.4211%  | N/A     | $40096512.00       | $1948729.90        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-21O IB                                       | 2069-06-20      | 1.3336%  | N/A     | $41752768.00       | $871027.04         | Agency Collateralized Mortgage Obligation |
| FNRA CL088SJ R24F088                                   | 2054-12-25      | 1.8782%  | N/A     | $25000000.00       | $1125777.17        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-197 SY                                       | 2054-12-20      | 2.5511%  | N/A     | $40000000.00       | $3367212.72        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-009 SC                                       | 2055-01-20      | 0.4011%  | N/A     | $50000000.00       | $528158.97         | Agency Collateralized Mortgage Obligation |
| FERA 5483SD 12/25/54                                   | 2054-12-25      | 1.1282%  | N/A     | $100000000.00      | $3167743.61        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-193 SE                                       | 2055-11-20      | 0.0000%  | N/A     | $290000000.00      | $2882310.00        | Agency Collateralized Mortgage Obligation |
| FNRA CL103SB R24F103                                   | 2055-01-25      | 2.4782%  | N/A     | $74500000.00       | $3645573.52        | Agency Collateralized Mortgage Obligation |
| FERA 5529SB 03/25/55                                   | 2055-03-25      | 1.2282%  | N/A     | $50000000.00       | $1473255.72        | Agency Collateralized Mortgage Obligation |
| GNRA 2015-148 SL                                       | 2045-10-20      | 1.6057%  | N/A     | $33333312.00       | $659380.48         | Agency Collateralized Mortgage Obligation |
| GNRA 2018-0O VI                                        | 2068-07-20      | 1.3214%  | N/A     | $41074320.00       | $1124920.53        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-17O BI                                       | 2073-07-20      | 0.8799%  | N/A     | $51711360.00       | $4160233.36        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-083 VS                                       | 2055-05-20      | 1.6511%  | N/A     | $38532096.00       | $2558531.13        | Agency Collateralized Mortgage Obligation |
| FGRA 4758GS 02/15/48                                   | 2048-02-15      | 1.9435%  | N/A     | $53650944.00       | $1124297.77        | Agency Collateralized Mortgage Obligation |
| FERM 5421AO 04/25/51                                   | 2051-04-25      | 0.0000%  | N/A     | $7255120.00        | $4272972.47        | Agency Collateralized Mortgage Obligation |
| FNRA CL082SC R24F082                                   | 2054-11-25      | 1.8657%  | N/A     | $200000000.00      | $6871260.09        | Agency Collateralized Mortgage Obligation |
| GNRA 2019-4O IB                                        | 2069-03-20      | 1.4538%  | N/A     | $37200000.00       | $900717.12         | Agency Collateralized Mortgage Obligation |
| GNRA 2022-103 SM                                       | 2050-07-20      | 3.0418%  | N/A     | $43571392.00       | $26656047.69       | Agency Collateralized Mortgage Obligation |
| GNRA 2013-152 SB                                       | 2043-10-16      | 2.0766%  | N/A     | $72603264.00       | $661193.58         | Agency Collateralized Mortgage Obligation |
| GNRA 2019-3O EI                                        | 2068-07-20      | 1.9571%  | N/A     | $30949888.00       | $197405.88         | Agency Collateralized Mortgage Obligation |
| GNRA 2014-187 IO                                       | 2056-05-16      | 0.6361%  | N/A     | $1517148.00        | $7777.68           | Agency Collateralized Mortgage Obligation |
| GNRA 2024-164 SH                                       | 2054-10-20      | 0.7011%  | N/A     | $400000000.00      | $6361644.96        | Agency Collateralized Mortgage Obligation |

### Security 44: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp.
- **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: N/A, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BYDVC3Y63
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's: NR; Standard & Poor's: A-1; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 1/4 BOND 54 | 2054-08-15      | 4.2500%  | N/A     | $50000100.00       | $47158812.25       | U.S. Treasuries (including strips) |
| 2 BOND 50     | 2050-02-15      | 2.0000%  | N/A     | $20096900.00       | $12260265.01       | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42 | 2042-02-15      | 2.3750%  | N/A     | $49999900.00       | $37871348.99       | U.S. Treasuries (including strips) |
| 2 7/8 BOND 52 | 2052-05-15      | 2.8750%  | N/A     | $26494500.00       | $19114363.20       | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47 | 2047-11-15      | 2.7500%  | N/A     | $50000800.00       | $36595263.97       | U.S. Treasuries (including strips) |

### Security 45: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BYDVC3YS5
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 NOTE B 34     | 2034-02-15      | 4.0000%  | N/A     | $25003000.00       | $25499935.71       | U.S. Treasuries (including strips) |
| 1 3/8 NOTE R 28 | 2028-10-31      | 1.3750%  | N/A     | $100.00            | $94.26             | U.S. Treasuries (including strips) |

### Security 46: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **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: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BRTBNRY29
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **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? 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA_25-81C                      | 2055-05-20      | 2.9511%  | N/A     | $37693943.00       | $4377757.77        | Agency Collateralized Mortgage Obligation |
| GNMA_23-146F                     | 2053-10-20      | 1.6011%  | N/A     | $237020992.00      | $5105191.35        | Agency Collateralized Mortgage Obligation |
| GNMA_22-140G                     | 2051-07-20      | 3.0000%  | N/A     | $49310034.00       | $5702655.27        | Agency Collateralized Mortgage Obligation |
| GNMA_25-152C                     | 2055-09-20      | 1.2015%  | N/A     | $126598032.00      | $4313791.58        | Agency Collateralized Mortgage Obligation |
| GNMA_24-97D                      | 2054-06-20      | 3.2011%  | N/A     | $50000000.00       | $4980791.31        | Agency Collateralized Mortgage Obligation |
| GNMA_24-110D                     | 2054-07-20      | 1.9011%  | N/A     | $137833334.00      | $6071826.64        | Agency Collateralized Mortgage Obligation |
| GNMA_23-144                      | 2065-06-16      | 0.8293%  | N/A     | $75411759.00       | $4782207.27        | Agency Collateralized Mortgage Obligation |
| GNMA_24-32                       | 2063-06-16      | 0.6998%  | N/A     | $100000000.00      | $4959015.09        | Agency Collateralized Mortgage Obligation |
| GNMA_25-152B                     | 2055-09-20      | 1.1311%  | N/A     | $100000000.00      | $4205681.32        | Agency Collateralized Mortgage Obligation |
| GNMA_20-158                      | 2060-08-16      | 0.8262%  | N/A     | $123770784.00      | $4554442.33        | Agency Collateralized Mortgage Obligation |
| GNMA_21-176C                     | 2051-10-20      | 0.0000%  | N/A     | $187482306.00      | $5162539.90        | Agency Collateralized Mortgage Obligation |
| GNMA_23-130L                     | 2053-09-20      | 2.3311%  | N/A     | $100000000.00      | $4147742.05        | Agency Collateralized Mortgage Obligation |
| GNMA_25-148                      | 2064-12-16      | 0.7949%  | N/A     | $75000000.00       | $5387401.92        | Agency Collateralized Mortgage Obligation |
| GNMA_25-H22A                     | 2075-10-20      | 0.2112%  | N/A     | $77333510.00       | $4908609.22        | Agency Collateralized Mortgage Obligation |
| GNMA_25-H22A                     | 2075-10-20      | 0.6260%  | N/A     | $92929269.00       | $4219876.79        | Agency Collateralized Mortgage Obligation |
| GNMA_23-H02A                     | 2073-01-20      | 0.6880%  | N/A     | $36904411.00       | $2065102.51        | Agency Collateralized Mortgage Obligation |
| GNMA_24-125B                     | 2054-08-20      | 2.6011%  | N/A     | $100792169.00      | $5605882.42        | Agency Collateralized Mortgage Obligation |
| GNMA_22-172B                     | 2052-10-20      | 0.0000%  | N/A     | $9090910.00        | $5308741.82        | Agency Collateralized Mortgage Obligation |
| GNMA_24-4U                       | 2054-01-20      | 2.8511%  | N/A     | $110000000.00      | $4577120.60        | Agency Collateralized Mortgage Obligation |
| GNMA_24-95L                      | 2054-06-20      | 1.4011%  | N/A     | $126473828.00      | $5248779.13        | Agency Collateralized Mortgage Obligation |
| GNMA_25-H12B                     | 2075-04-20      | 0.5390%  | N/A     | $102090493.00      | $4656275.58        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H08C                     | 2074-05-20      | 0.7841%  | N/A     | $62700513.00       | $4556997.21        | Agency Collateralized Mortgage Obligation |
| GNMA_25-193A                     | 2055-11-20      | 2.4172%  | N/A     | $75000000.00       | $6408086.83        | Agency Collateralized Mortgage Obligation |
| GNMA_24-130D                     | 2051-02-20      | 2.5000%  | N/A     | $40225643.00       | $5177551.27        | Agency Collateralized Mortgage Obligation |
| GNMA_24-143A                     | 2054-09-20      | 1.7511%  | N/A     | $100000000.00      | $4968670.87        | Agency Collateralized Mortgage Obligation |
| GNMA_20-103                      | 2063-01-16      | 0.7500%  | N/A     | $253250845.00      | $4351469.14        | Agency Collateralized Mortgage Obligation |
| GNMA_23-54D                      | 2053-04-20      | 1.6011%  | N/A     | $100000000.00      | $5633602.17        | Agency Collateralized Mortgage Obligation |
| GNMA_23-H16A                     | 2073-06-20      | 0.4366%  | N/A     | $101269253.00      | $4645289.45        | Agency Collateralized Mortgage Obligation |
| GNMA_25-104H                     | 2055-06-20      | 1.8011%  | N/A     | $100000000.00      | $6446655.69        | Agency Collateralized Mortgage Obligation |
| GNMA_25-62B                      | 2047-11-20      | 2.1257%  | N/A     | $50763141.00       | $6076772.89        | Agency Collateralized Mortgage Obligation |
| GNMA_25-H22A                     | 2075-10-20      | 0.8696%  | N/A     | $57061414.00       | $4193080.25        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H03A                     | 2072-02-20      | 1.4013%  | N/A     | $54701150.00       | $4291691.22        | Agency Collateralized Mortgage Obligation |
| GNMA_25-193A                     | 2055-11-20      | 2.4672%  | N/A     | $72780201.00       | $6221926.17        | Agency Collateralized Mortgage Obligation |
| GNMA_22-153D                     | 2052-09-20      | 0.4511%  | N/A     | $130000000.00      | $4855774.40        | Agency Collateralized Mortgage Obligation |
| GNMA_25-15                       | 2066-11-16      | 0.8441%  | N/A     | $98564000.00       | $5900355.09        | Agency Collateralized Mortgage Obligation |
| GNMA_22-159N                     | 2050-11-20      | 4.0000%  | N/A     | $25764540.00       | $2347470.06        | Agency Collateralized Mortgage Obligation |
| GNMA_25-133F                     | 2051-05-20      | 3.0000%  | N/A     | $29863713.00       | $4879315.31        | Agency Collateralized Mortgage Obligation |
| GNMA_21-30B                      | 2051-02-20      | 2.5000%  | N/A     | $65380000.00       | $5888042.01        | Agency Collateralized Mortgage Obligation |
| GNMA_22-88G                      | 2052-06-20      | 1.4111%  | N/A     | $54862753.00       | $4253439.09        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H26A                     | 2072-12-20      | 0.3453%  | N/A     | $168075681.00      | $6315877.38        | Agency Collateralized Mortgage Obligation |
| GNMA_21-186                      | 2063-05-16      | 0.7633%  | N/A     | $130060000.00      | $6456950.30        | Agency Collateralized Mortgage Obligation |
| GNMA_21-30B                      | 2051-02-20      | 2.5000%  | N/A     | $45988001.00       | $5069338.02        | Agency Collateralized Mortgage Obligation |
| GNMA_24-132C                     | 2054-08-20      | 1.8511%  | N/A     | $81995768.00       | $4193647.59        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H20E                     | 2072-09-20      | 0.8345%  | N/A     | $82279844.00       | $6103094.02        | Agency Collateralized Mortgage Obligation |
| GNMA_21-124                      | 2062-10-16      | 0.9895%  | N/A     | $78300000.00       | $4180775.55        | Agency Collateralized Mortgage Obligation |
| GNMA_21-162M                     | 2051-09-20      | 3.0000%  | N/A     | $38359264.00       | $4572772.40        | Agency Collateralized Mortgage Obligation |
| GNMA_25-136A                     | 2055-08-20      | 2.4261%  | N/A     | $66666666.00       | $5175345.69        | Agency Collateralized Mortgage Obligation |
| GNMA_25-139R                     | 2055-08-20      | 1.8511%  | N/A     | $50000000.00       | $4832335.16        | Agency Collateralized Mortgage Obligation |
| GNMA_21-9B                       | 2051-01-20      | 2.0000%  | N/A     | $75000000.00       | $5580649.03        | Agency Collateralized Mortgage Obligation |
| GNMA_24-1B                       | 2054-01-20      | 1.2511%  | N/A     | $300000000.00      | $5023822.18        | Agency Collateralized Mortgage Obligation |
| GNMA_24-206B                     | 2054-12-20      | 1.3011%  | N/A     | $118297992.00      | $4707113.95        | Agency Collateralized Mortgage Obligation |
| GNMA_25-136G                     | 2055-08-20      | 1.3011%  | N/A     | $100000000.00      | $5486695.00        | Agency Collateralized Mortgage Obligation |
| GNMA_23-131K                     | 2053-09-20      | 1.6511%  | N/A     | $84660210.00       | $5081667.98        | Agency Collateralized Mortgage Obligation |
| GNMA_23-166G                     | 2050-07-20      | 4.0000%  | N/A     | $36677515.00       | $5954931.89        | Agency Collateralized Mortgage Obligation |
| GNMA_23-H05A                     | 2073-02-20      | 0.6164%  | N/A     | $131872148.00      | $6507825.55        | Agency Collateralized Mortgage Obligation |
| GNMA_22-152E                     | 2052-09-20      | 0.4511%  | N/A     | $150000000.00      | $4672598.52        | Agency Collateralized Mortgage Obligation |
| GNMA_25-175K                     | 2055-10-20      | 1.3011%  | N/A     | $98750106.00       | $5430070.66        | Agency Collateralized Mortgage Obligation |
| GNMA_25-166A                     | 2065-02-16      | 0.7678%  | N/A     | $60154175.00       | $4249437.67        | Agency Collateralized Mortgage Obligation |
| GNMA_23-H23A                     | 2073-09-20      | 0.6693%  | N/A     | $71306322.00       | $4245588.56        | Agency Collateralized Mortgage Obligation |
| GNMA_24-110Q                     | 2054-07-20      | 1.8811%  | N/A     | $100000000.00      | $5888652.10        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H02B                     | 2072-01-20      | 0.6383%  | N/A     | $161049657.00      | $5884721.62        | Agency Collateralized Mortgage Obligation |
| GNMA_24-201D                     | 2054-12-20      | 1.9511%  | N/A     | $100000000.00      | $4706390.70        | Agency Collateralized Mortgage Obligation |
| GNMA_25-43G                      | 2050-04-20      | 4.0000%  | N/A     | $24131714.00       | $4697512.23        | Agency Collateralized Mortgage Obligation |
| GNMA_25-132A                     | 2055-08-20      | 0.3011%  | N/A     | $350000000.00      | $5605331.51        | Agency Collateralized Mortgage Obligation |
| GNMA_24-201D                     | 2054-12-20      | 1.9711%  | N/A     | $92307435.00       | $5812897.51        | Agency Collateralized Mortgage Obligation |
| GNMA_24-168D                     | 2054-10-20      | 1.3211%  | N/A     | $150000000.00      | $6162366.27        | Agency Collateralized Mortgage Obligation |
| GNMA_20-59                       | 2050-04-20      | 5.0000%  | N/A     | $94674297.00       | $5628698.39        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H11C                     | 2074-07-20      | 0.7212%  | N/A     | $77419028.00       | $5555666.66        | Agency Collateralized Mortgage Obligation |
| GNMA_24-125E                     | 2054-08-20      | 2.5511%  | N/A     | $70929155.00       | $4206555.48        | Agency Collateralized Mortgage Obligation |
| GNMA_23-112A                     | 2053-08-20      | 1.8511%  | N/A     | $150000000.00      | $4794662.25        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H03A                     | 2074-02-20      | 0.6193%  | N/A     | $90434149.00       | $6120751.19        | Agency Collateralized Mortgage Obligation |
| GNMA_25-146B                     | 2055-08-20      | 1.2511%  | N/A     | $100000000.00      | $4404803.17        | Agency Collateralized Mortgage Obligation |
| GNMA_25-104G                     | 2054-12-20      | 2.4011%  | N/A     | $65227031.00       | $5598442.98        | Agency Collateralized Mortgage Obligation |
| GNMA_25-97J                      | 2055-06-20      | 3.0011%  | N/A     | $44304133.00       | $4197703.38        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS | 2058-06-16      | 0.8821%  | N/A     | $369381445.00      | $4887054.85        | Agency Collateralized Mortgage Obligation |
| GNMA_25-14                       | 2066-03-16      | 0.5553%  | N/A     | $102371893.00      | $5475434.51        | Agency Collateralized Mortgage Obligation |
| GNMA_25-75                       | 2065-05-16      | 0.8418%  | N/A     | $82470287.00       | $5990990.92        | Agency Collateralized Mortgage Obligation |
| GNMA_19-159H                     | 2049-12-20      | 3.5000%  | N/A     | $86999066.00       | $4443468.18        | Agency Collateralized Mortgage Obligation |
| GNMA_24-58E                      | 2054-04-20      | 1.2511%  | N/A     | $179000000.00      | $4901722.98        | Agency Collateralized Mortgage Obligation |
| GNMA_24-102                      | 2066-09-16      | 0.9527%  | N/A     | $70144550.00       | $5651428.58        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H14F                     | 2072-07-20      | 0.5401%  | N/A     | $98628823.00       | $5656437.62        | Agency Collateralized Mortgage Obligation |
| GNMA_25-43C                      | 2055-03-20      | 3.0011%  | N/A     | $45000000.00       | $5590199.80        | Agency Collateralized Mortgage Obligation |
| GNMA_25-113B                     | 2055-07-20      | 1.8011%  | N/A     | $105000000.00      | $6399794.10        | Agency Collateralized Mortgage Obligation |
| GNMA_25-57                       | 2055-03-20      | 3.1511%  | N/A     | $49225156.00       | $5870659.76        | Agency Collateralized Mortgage Obligation |
| GNMA_11-72                       | 2041-05-16      | 1.7172%  | N/A     | $44454909.00       | $6016823.14        | Agency Collateralized Mortgage Obligation |
| GNMA_25-40A                      | 2067-01-16      | 0.6524%  | N/A     | $100375221.00      | $6329089.77        | Agency Mortgage-Backed Securities         |
| GNMA_24-39J                      | 2054-03-20      | 1.2511%  | N/A     | $110000000.00      | $6061285.37        | Agency Collateralized Mortgage Obligation |
| GNMA_22-154J                     | 2052-09-20      | 1.8711%  | N/A     | $100000000.00      | $4747208.21        | Agency Collateralized Mortgage Obligation |
| GNMA_24-65F                      | 2051-06-20      | 3.0011%  | N/A     | $26962927.00       | $4243939.09        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H03A                     | 2072-02-20      | 1.2391%  | N/A     | $66923387.00       | $5089364.69        | Agency Collateralized Mortgage Obligation |
| GNMA_25-29A                      | 2055-01-20      | 2.5511%  | N/A     | $63141690.00       | $5160629.02        | Agency Collateralized Mortgage Obligation |
| GNMA_25-115G                     | 2055-07-20      | 1.2511%  | N/A     | $92951981.00       | $5961683.49        | Agency Collateralized Mortgage Obligation |
| GNMA_21-156R                     | 2051-09-20      | 4.0000%  | N/A     | $42188500.00       | $5273723.15        | Agency Collateralized Mortgage Obligation |
| GNMA_22-88D                      | 2052-06-20      | 3.0000%  | N/A     | $51887506.00       | $4490166.71        | Agency Collateralized Mortgage Obligation |
| GNMA_24-173C                     | 2054-10-20      | 1.4011%  | N/A     | $100000000.00      | $4541072.14        | Agency Collateralized Mortgage Obligation |
| GNMA_25-69A                      | 2055-04-20      | 1.0511%  | N/A     | $298126998.00      | $6458947.66        | Agency Collateralized Mortgage Obligation |
| GNMA_21-177M                     | 2051-10-20      | 3.5000%  | N/A     | $58609000.00       | $4544239.54        | Agency Collateralized Mortgage Obligation |
| GNMA_25-105A                     | 2055-06-20      | 0.1511%  | N/A     | $450000000.00      | $6231018.36        | Agency Collateralized Mortgage Obligation |
| GNMA_24-61H                      | 2054-04-20      | 1.2478%  | N/A     | $150000000.00      | $4922257.31        | Agency Collateralized Mortgage Obligation |
| GNMA_20-162D                     | 2050-10-20      | 2.5000%  | N/A     | $74800000.00       | $6374494.06        | Agency Collateralized Mortgage Obligation |
| GNMA_24-110N                     | 2054-07-20      | 2.5511%  | N/A     | $400000000.00      | $5465530.23        | Agency Collateralized Mortgage Obligation |
| GNMA_25-152J                     | 2055-09-20      | 3.1011%  | N/A     | $54365903.00       | $5620120.24        | Agency Collateralized Mortgage Obligation |
| GNMA_25-H03B                     | 2073-02-20      | 1.0170%  | N/A     | $107475411.00      | $4953709.53        | Agency Collateralized Mortgage Obligation |
| GNMA_22-128C                     | 2052-07-20      | 1.9511%  | N/A     | $70000000.00       | $5360379.44        | Agency Collateralized Mortgage Obligation |
| GNMA_25-39J                      | 2055-03-20      | 0.5511%  | N/A     | $448333333.00      | $6527635.31        | Agency Collateralized Mortgage Obligation |

### Security 47: HSBC Securities USA, Inc.

- **C.1 - Title:** HSBC Securities USA, Inc.
- **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: N/A, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: BRSM2LNW8
- **C.18 - Value (incl. sponsor support):** $286000000.00
- **C.18.a - Value (excl. sponsor support):** $286000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: NR; Moody's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 6.5000%  | N/A     | $675540.00         | $480417.53         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2053-10-15      | 7.5000%  | N/A     | $4172552.00        | $4365840.32        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2033-11-20      | 3.5000%  | N/A     | $999840.00         | $19995.49          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2043-05-15      | 2.8750%  | N/A     | $162896800.00      | $129140259.53      | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-10-20      | 3.5000%  | N/A     | $1250000.00        | $158631.18         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2053-11-15      | 7.0000%  | N/A     | $5770700.00        | $5859081.45        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-05-01      | 5.5000%  | N/A     | $117731072.00      | $110717378.11      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-07-20      | 7.5000%  | N/A     | $4700400.00        | $4973179.20        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-07-20      | 5.0000%  | N/A     | $1000000.00        | $27129.13          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2040-10-20      | 4.5000%  | N/A     | $6675000.00        | $166770.97         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.5000%  | N/A     | $2657752.00        | $2759038.89        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-05-20      | 6.5000%  | N/A     | $2092244.00        | $1915276.76        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $1276954.00        | $1332189.93        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2053-11-15      | 7.5000%  | N/A     | $4534264.00        | $4357598.34        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.0000%  | N/A     | $25032800.00       | $25787027.15       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2031-02-20      | 3.0000%  | N/A     | $1500000.00        | $110352.11         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-08-20      | 4.5000%  | N/A     | $1686548.00        | $624760.92         | Agency Mortgage-Backed Securities  |

### Security 48: Bank of Montreal

- **C.1 - Title:** Bank of Montreal
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: BYDVC3WW8
- **C.18 - Value (incl. sponsor support):** $135000000.00
- **C.18.a - Value (excl. sponsor support):** $135000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 BOND 49     | 2049-02-15      | 3.0000%  | N/A     | $33984300.00       | $26107003.75       | U.S. Treasuries (including strips) |
| 3 BOND 47     | 2047-02-15      | 3.0000%  | N/A     | $3200800.00        | $2508498.27        | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51 | 2051-02-15      | 1.8750%  | N/A     | $43640900.00       | $25543449.25       | U.S. Treasuries (including strips) |
| 4 3/8 BOND 43 | 2043-08-15      | 4.3750%  | N/A     | $23716100.00       | $23496086.13       | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47 | 2047-08-15      | 2.7500%  | N/A     | $32377800.00       | $24089551.62       | U.S. Treasuries (including strips) |
| 4 1/2 BOND 39 | 2039-08-15      | 4.5000%  | N/A     | $23238900.00       | $23996620.00       | U.S. Treasuries (including strips) |
| 2 BOND 41     | 2041-11-15      | 2.0000%  | N/A     | $16723800.00       | $11958858.78       | U.S. Treasuries (including strips) |

### Security 49: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4XY2, C.4 - ISIN: US3130B4XY20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99756158.57
- **C.18.a - Value (excl. sponsor support):** $99756158.57
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-02-10
- **C.13 - Final Legal Maturity Date:** 2027-02-10
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: MUFG Securities Americas, Inc.

- **C.1 - Title:** MUFG Securities Americas, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: BYDVC3YH9
- **C.18 - Value (incl. sponsor support):** $380000000.00
- **C.18.a - Value (excl. sponsor support):** $380000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's: NR; Standard & Poor's: A-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 1/8 TRIN D 30  | 2030-07-15      | 0.1250%  | N/A     | $7800000.00        | $9396497.93        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34  | 2034-08-15      | 3.8750%  | N/A     | $50963900.00       | $51406082.46       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AC 28 | 2028-08-31      | 4.3750%  | N/A     | $199600.00         | $206394.83         | U.S. Treasuries (including strips) |
| 4 1/2 BOND 36    | 2036-02-15      | 4.5000%  | N/A     | $652400.00         | $691055.79         | U.S. Treasuries (including strips) |
| 2 3/4 TPRN 47    | 2047-11-15      | 0.0000%  | N/A     | $92999900.00       | $32618505.93       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 27 | 2027-09-30      | 3.5000%  | N/A     | $4645000.00        | $4670608.24        | U.S. Treasuries (including strips) |
| 4 NOTE F 35      | 2035-11-15      | 4.0000%  | N/A     | $70953200.00       | $71065977.56       | U.S. Treasuries (including strips) |
| 4  NOTE AV 25    | 2025-12-15      | 4.0000%  | N/A     | $4910000.00        | $4998930.30        | U.S. Treasuries (including strips) |
| TRFR BB 04/30/27 | 2027-04-30      | 3.9404%  | N/A     | $36481000.00       | $36590152.98       | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30  | 2030-11-15      | 0.8750%  | N/A     | $847800.00         | $744693.30         | U.S. Treasuries (including strips) |
| 4 1/8 BOND 53    | 2053-08-15      | 4.1250%  | N/A     | $136033200.00      | $126122596.59      | U.S. Treasuries (including strips) |
| 3 BOND 48        | 2048-08-15      | 3.0000%  | N/A     | $38985000.00       | $30079647.98       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AG 26 | 2026-11-30      | 1.2500%  | N/A     | $203800.00         | $200279.50         | U.S. Treasuries (including strips) |
| 3 BOND 47        | 2047-05-15      | 3.0000%  | N/A     | $24286800.00       | $18808604.99       | U.S. Treasuries (including strips) |

### Security 51: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **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):** $201944660.08
- **C.18.a - Value (excl. sponsor support):** $201944660.08
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 52: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC
- **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: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BRWP0DCM0
- **C.18 - Value (incl. sponsor support):** $1114500000.00
- **C.18.a - Value (excl. sponsor support):** $1114500000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch: F1; Standard & Poor's: A-1; Moody's: NR
- **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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-04-20      | 5.0000%  | N/A     | $240053.00         | $41083.20          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-02-20      | 3.5000%  | N/A     | $225000000.00      | $85558737.64       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-08-15      | 5.6900%  | N/A     | $4758560.00        | $4996997.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-03-20      | 4.5000%  | N/A     | $1492496.00        | $203745.98         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-11-20      | 4.0000%  | N/A     | $250000000.00      | $79061811.60       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-10-20      | 4.5000%  | N/A     | $590467072.00      | $549815709.46      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 5.5000%  | N/A     | $10006656.00       | $10235688.35       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 5.5000%  | N/A     | $22389952.00       | $22866634.08       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-09-20      | 5.0000%  | N/A     | $1906748.00        | $1889428.41        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2045-09-15      | 5.5000%  | N/A     | $35000.00          | $10739.95          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 6.5000%  | N/A     | $1107666.00        | $1169075.11        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2036-03-20      | 2.0000%  | N/A     | $1350000.00        | $562871.33         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-09-20      | 3.5000%  | N/A     | $206171840.00      | $121639446.21      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-06-20      | 3.0000%  | N/A     | $270644736.00      | $136332064.32      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.5000%  | N/A     | $4259744.00        | $3895097.91        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 6.5000%  | N/A     | $1412756.00        | $1477172.76        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 6.5000%  | N/A     | $1221362.00        | $1095274.26        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-11-20      | 3.5000%  | N/A     | $250000000.00      | $31271049.81       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.5000%  | N/A     | $947759.00         | $956762.93         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2057-09-15      | 3.3400%  | N/A     | $10280159.00       | $9160719.06        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 5.5000%  | N/A     | $23483968.00       | $23914856.02       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-12-20      | 5.0000%  | N/A     | $1000000.00        | $134944.29         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 5.5000%  | N/A     | $25675488.00       | $26188307.55       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-11-20      | 2.0000%  | N/A     | $102288.00         | $48957.47          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 6.5000%  | N/A     | $2936352.00        | $2443215.31        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.5000%  | N/A     | $2462504.00        | $2182051.12        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 3.5000%  | N/A     | $21403936.00       | $19637558.48       | Agency Mortgage-Backed Securities |

### Security 53: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **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):** $1353588850.26
- **C.18.a - Value (excl. sponsor support):** $1353588850.26
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 54: TD Securities USA LLC

- **C.1 - Title:** TD Securities USA LLC
- **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: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BYDVC3YY2
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's: NR; Standard & Poor's: A-1; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 DN4802 C | 2055-10-20      | 6.0000%  | N/A     | $2405333.00        | $2516637.38        | Agency Mortgage-Backed Securities |
| GNII SF MB0145 M | 2055-01-20      | 4.5000%  | N/A     | $1012787.00        | $969132.77         | Agency Mortgage-Backed Securities |
| GNII SF DN5871 C | 2055-11-20      | 6.0000%  | N/A     | $2476940.00        | $2588142.22        | Agency Mortgage-Backed Securities |
| GNII SF DN7235 C | 2055-10-20      | 6.0000%  | N/A     | $1406065.00        | $1455943.57        | Agency Mortgage-Backed Securities |
| GNII SF DN7236 C | 2055-10-20      | 6.0000%  | N/A     | $2581356.00        | $2670144.95        | Agency Mortgage-Backed Securities |

### Security 55: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6T71, C.4 - ISIN: US3130B6T713, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $214657943.56
- **C.18.a - Value (excl. sponsor support):** $214657943.56
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QS9, C.4 - ISIN: US912797QS94, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $516432.06
- **C.18.a - Value (excl. sponsor support):** $516432.06
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 1.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-04
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 57: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **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):** $99791248.21
- **C.18.a - Value (excl. sponsor support):** $99791248.21
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 58: Natixis SA

- **C.1 - Title:** Natixis SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: BYDVC3YN6
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 BOND 42        | 2042-11-15      | 4.0000%  | N/A     | $3259000.00        | $3060052.60        | U.S. Treasuries (including strips) |
| 1 7/8 NOTE M 26  | 2026-06-30      | 1.8750%  | N/A     | $200.00            | $199.36            | U.S. Treasuries (including strips) |
| 4 1/8 BOND 44    | 2044-08-15      | 4.1250%  | N/A     | $100.00            | $95.28             | U.S. Treasuries (including strips) |
| 1 1/2 NOTE B 30  | 2030-02-15      | 1.5000%  | N/A     | $1100.00           | $1017.73           | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BA 27 | 2027-04-30      | 3.7500%  | N/A     | $2027600.00        | $2038712.37        | U.S. Treasuries (including strips) |

### Security 59: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAU1, C.4 - ISIN: US3133ETAU17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $157319926.97
- **C.18.a - Value (excl. sponsor support):** $157319926.97
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-03-26
- **C.13 - Final Legal Maturity Date:** 2027-03-26
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: TD Securities USA LLC

- **C.1 - Title:** TD Securities USA LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BYDVC3YX4
- **C.18 - Value (incl. sponsor support):** $33000000.00
- **C.18.a - Value (excl. sponsor support):** $33000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's: NR; Standard & Poor's: A-1; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 5/8 NOTE S 27 | 2027-11-30      | 0.6250%  | N/A     | $28426500.00       | $26946811.05       | U.S. Treasuries (including strips) |
| 4  NOTE AA 28   | 2028-06-30      | 4.0000%  | N/A     | $6520900.00        | $6713286.40        | U.S. Treasuries (including strips) |

### Security 61: Citibank NA

- **C.1 - Title:** Citibank NA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: E57ODZWZ7FF32TWEFA76, C.5 - Other ID: BYDVC3XE7
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 1/8 NOTE L 32  | 2032-05-31      | 4.1250%  | N/A     | $829600.00         | $865712.15         | U.S. Treasuries (including strips) |
| 2 1/8 TRIB 41    | 2041-02-15      | 2.1250%  | N/A     | $114600.00         | $170912.73         | U.S. Treasuries (including strips) |
| 1 TRIB 48        | 2048-02-15      | 1.0000%  | N/A     | $3800.00           | $3787.69           | U.S. Treasuries (including strips) |
| 3 BOND 49        | 2049-02-15      | 3.0000%  | N/A     | $100.00            | $76.82             | U.S. Treasuries (including strips) |
| TRFR AX 01/31/26 | 2026-01-31      | 4.0254%  | N/A     | $2000.00           | $2006.36           | U.S. Treasuries (including strips) |
| 4 NOTE N 32      | 2032-07-31      | 4.0000%  | N/A     | $150400.00         | $154676.40         | U.S. Treasuries (including strips) |
| 0 1/8 TRIN AE 26 | 2026-10-15      | 0.1250%  | N/A     | $100.00            | $117.77            | U.S. Treasuries (including strips) |
| 3 5/8 TRIB 28    | 2028-04-15      | 3.6250%  | N/A     | $38400.00          | $81638.63          | U.S. Treasuries (including strips) |
| 1 TRIB 49        | 2049-02-15      | 1.0000%  | N/A     | $44800.00          | $43108.77          | U.S. Treasuries (including strips) |
| 1 1/2 NOTE S 28  | 2028-11-30      | 1.5000%  | N/A     | $200.00            | $190.23            | U.S. Treasuries (including strips) |
| 3 1/8 NOTE F 28  | 2028-11-15      | 3.1250%  | N/A     | $100.00            | $99.11             | U.S. Treasuries (including strips) |
| 4 NOTE W 30      | 2030-03-31      | 4.0000%  | N/A     | $9000.00           | $9219.36           | U.S. Treasuries (including strips) |
| 2 TRIB 26        | 2026-01-15      | 2.0000%  | N/A     | $100.00            | $164.61            | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44    | 2044-11-15      | 4.6250%  | N/A     | $17011800.00       | $17111164.42       | U.S. Treasuries (including strips) |
| 0 3/4 TRIN D 28  | 2028-07-15      | 0.7500%  | N/A     | $5700.00           | $7329.38           | U.S. Treasuries (including strips) |
| 4 1/4 NOTE C 35  | 2035-05-15      | 4.2500%  | N/A     | $15453900.00       | $15825199.16       | U.S. Treasuries (including strips) |
| 0 3/4 TRIB 45    | 2045-02-15      | 0.7500%  | N/A     | $24800.00          | $25731.52          | U.S. Treasuries (including strips) |
| 5 1/4 BOND 28    | 2028-11-15      | 5.2500%  | N/A     | $100.00            | $105.10            | U.S. Treasuries (including strips) |
| 0 1/2 NOTE M 27  | 2027-06-30      | 0.5000%  | N/A     | $2000.00           | $1911.14           | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 29 | 2029-10-31      | 4.1250%  | N/A     | $110300.00         | $113034.40         | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AR 28 | 2028-08-15      | 3.6250%  | N/A     | $53800.00          | $54566.82          | U.S. Treasuries (including strips) |
| 1 3/8 TRIB 44    | 2044-02-15      | 1.3750%  | N/A     | $378000.00         | $454325.11         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AB 30 | 2030-07-31      | 3.8750%  | N/A     | $538700.00         | $552580.07         | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32  | 2032-05-15      | 2.8750%  | N/A     | $62842200.00       | $59861497.59       | U.S. Treasuries (including strips) |
| 1 TRIB 46        | 2046-02-15      | 1.0000%  | N/A     | $21095600.00       | $22521969.53       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28  | 2028-03-31      | 1.2500%  | N/A     | $14000.00          | $13332.78          | U.S. Treasuries (including strips) |
| 5 1/4 BOND 29    | 2029-02-15      | 5.2500%  | N/A     | $2200.00           | $2353.70           | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AB 28 | 2028-07-31      | 4.1250%  | N/A     | $200.00            | $205.99            | U.S. Treasuries (including strips) |
| 2 1/2 NOTE H 26  | 2026-02-28      | 2.5000%  | N/A     | $200.00            | $200.56            | U.S. Treasuries (including strips) |
| 3 3/8 TRIB 32    | 2032-04-15      | 3.3750%  | N/A     | $753200.00         | $1544850.46        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE BG 27 | 2027-08-31      | 3.6250%  | N/A     | $517100.00         | $522618.64         | U.S. Treasuries (including strips) |
| 4 NOTE AB 29     | 2029-07-31      | 4.0000%  | N/A     | $100.00            | $102.95            | U.S. Treasuries (including strips) |
| 2 1/8 TRIB 54    | 2054-02-15      | 2.1250%  | N/A     | $32806200.00       | $32485132.82       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE S 29  | 2029-11-30      | 3.8750%  | N/A     | $9000.00           | $9285.57           | U.S. Treasuries (including strips) |
| 1 1/2 NOTE G 27  | 2027-01-31      | 1.5000%  | N/A     | $560500.00         | $549708.86         | U.S. Treasuries (including strips) |
| 4 1/2 BOND 39    | 2039-08-15      | 4.5000%  | N/A     | $10000.00          | $10326.06          | U.S. Treasuries (including strips) |

### Security 62: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B75U4, C.4 - ISIN: US3130B75U42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $426497031.56
- **C.18.a - Value (excl. sponsor support):** $426497031.56
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-23
- **C.13 - Final Legal Maturity Date:** 2025-12-23
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA
- **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: N/A, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BYDVC3XA5
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 6.0000%  | N/A     | $1000.00           | $1019.91           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-02-01      | 4.5000%  | N/A     | $403295.00         | $381546.41         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2030-09-01      | 4.2500%  | N/A     | $33110000.00       | $33615606.26       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $1374896.00        | $1435413.31        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2044-06-20      | 4.0000%  | N/A     | $772367.00         | $153610.25         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2030-09-01      | 4.2500%  | N/A     | $24150000.00       | $24518782.58       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-06-20      | 6.5000%  | N/A     | $29505.00          | $25719.23          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2034-09-01      | 2.9700%  | N/A     | $13850000.00       | $11108580.09       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 6.0000%  | N/A     | $1169080.00        | $1220125.18        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 7.5000%  | N/A     | $11760.00          | $12694.72          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-08-01      | 6.0000%  | N/A     | $1048429.00        | $1031462.53        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-09-20      | 7.0000%  | N/A     | $6044.00           | $6205.62           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2029-12-01      | 4.3000%  | N/A     | $5011000.00        | $5087593.14        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 7.0000%  | N/A     | $4394736.00        | $4609487.06        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-04-20      | 3.0000%  | N/A     | $46743605.00       | $31365728.35       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2035-10-20      | 5.5000%  | N/A     | $1799960.00        | $31296.63          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 5.0000%  | N/A     | $150188.00         | $150813.98         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2040-09-15      | 5.0000%  | N/A     | $19026.00          | $1047.49           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2032-11-01      | 5.0300%  | N/A     | $4849000.00        | $5051288.16        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-07-20      | 5.0000%  | N/A     | $47969.00          | $3279.36           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2032-04-30      | 4.0000%  | N/A     | $81091800.00       | $82663677.18       | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2030-09-01      | 4.2500%  | N/A     | $39480000.00       | $40082879.34       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2035-08-01      | 1.5000%  | N/A     | $1130.00           | $408.41            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-08-20      | 6.5000%  | N/A     | $308904.00         | $174399.53         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2030-09-01      | 4.2500%  | N/A     | $45010000.00       | $45697325.21       | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                     | 2028-06-30      | 4.0000%  | N/A     | $30029900.00       | $30915873.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2029-10-31      | 4.0000%  | N/A     | $31063600.00       | $31688721.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2031-02-15      | 1.1250%  | N/A     | $1884700.00        | $1673941.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                     | 2027-09-30      | 3.5000%  | N/A     | $12686000.00       | $12755938.89       | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-07-20      | 6.5000%  | N/A     | $1000.00           | $521.77            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                           | 2030-12-01      | 3.0000%  | N/A     | $1772.00           | $166.27            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2032-11-01      | 5.0300%  | N/A     | $4566000.00        | $4756482.11        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2031-01-01      | 5.1100%  | N/A     | $5002000.00        | $5224077.00        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 5.5000%  | N/A     | $325940.00         | $328356.29         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2028-05-01      | 5.5000%  | N/A     | $9483.00           | $55.31             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 7.0000%  | N/A     | $1000.00           | $1055.51           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2048-10-01      | 4.0000%  | N/A     | $177163.00         | $13315.72          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2030-09-01      | 4.2500%  | N/A     | $33180000.00       | $33686675.19       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2042-02-20      | 4.0000%  | N/A     | $1036.00           | $52.46             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-09-20      | 7.0000%  | N/A     | $183788.00         | $152492.46         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-11-20      | 3.5000%  | N/A     | $461240.00         | $413607.57         | Agency Mortgage-Backed Securities  |

### Security 64: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4WF4, C.4 - ISIN: US3130B4WF40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $500088435.00
- **C.18.a - Value (excl. sponsor support):** $500088435.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-02-05
- **C.13 - Final Legal Maturity Date:** 2027-02-05
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6YX8, C.4 - ISIN: US3130B6YX85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $856675264.93
- **C.18.a - Value (excl. sponsor support):** $856675264.93
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SM0, C.4 - ISIN: US912797SM07, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1831745440.09
- **C.18.a - Value (excl. sponsor support):** $1831745440.09
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 67: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RX7, C.4 - ISIN: US912797RX70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1334540259.14
- **C.18.a - Value (excl. sponsor support):** $1334540259.14
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.3000%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 68: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC
- **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: N/A, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BYDVC3YJ5
- **C.18 - Value (incl. sponsor support):** $668000000.00
- **C.18.a - Value (excl. sponsor support):** $668000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch: NR; Standard & Poor's: A-1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA_25-5F                                           | 2053-06-20      | 0.1000%  | N/A     | $54300345.00       | $62907.28          | Agency Collateralized Mortgage Obligation |
| GNMA_24-46F                                          | 2049-06-20      | 4.5000%  | N/A     | $30005441.00       | $7429924.60        | Agency Collateralized Mortgage Obligation |
| GNMA_24-168E                                         | 2051-06-20      | 3.0000%  | N/A     | $150990857.00      | $23215396.49       | Agency Collateralized Mortgage Obligation |
| GNMA_24-22H                                          | 2054-02-20      | 6.5000%  | N/A     | $4615384.00        | $264946.59         | Agency Collateralized Mortgage Obligation |
| GNMA_25-178C                                         | 2052-03-20      | 6.0000%  | N/A     | $14743000.00       | $1954116.62        | Agency Collateralized Mortgage Obligation |
| GNMA_19-140F                                         | 2049-11-20      | 5.5000%  | N/A     | $21703144.00       | $657269.37         | Agency Collateralized Mortgage Obligation |
| GNMA_24-142D                                         | 2053-10-20      | 1.3211%  | N/A     | $250000000.00      | $5981554.55        | Agency Collateralized Mortgage Obligation |
| FHLMC_5380                                           | 2054-02-25      | 0.6000%  | N/A     | $22562578.00       | $154205.25         | Agency Collateralized Mortgage Obligation |
| GNMA_24-69B                                          | 2054-04-20      | 0.0500%  | N/A     | $24744000.00       | $25068.64          | Agency Collateralized Mortgage Obligation |
| FHLMC_5395A                                          | 2054-03-25      | 6.0000%  | N/A     | $10410354.00       | $1805122.82        | Agency Collateralized Mortgage Obligation |
| GNMA_25-122B                                         | 2055-07-20      | 2.4011%  | N/A     | $53342121.00       | $4344027.30        | Agency Collateralized Mortgage Obligation |
| GNMA_24-46G                                          | 2054-03-20      | 1.1611%  | N/A     | $80000000.00       | $2728208.95        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5322    | 2051-10-25      | 3.0000%  | N/A     | $19000000.00       | $2194560.52        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4989    | 2050-07-25      | 6.0000%  | N/A     | $23045957.00       | $1537041.93        | Agency Collateralized Mortgage Obligation |
| GNMA_25-83H                                          | 2055-05-20      | 1.6511%  | N/A     | $20000000.00       | $1327999.98        | Agency Collateralized Mortgage Obligation |
| GNMA_24-69B                                          | 2054-04-20      | 0.0500%  | N/A     | $24744000.00       | $25068.64          | Agency Collateralized Mortgage Obligation |
| GNMA_25-5C                                           | 2055-01-20      | 1.9011%  | N/A     | $50000000.00       | $2969223.50        | Agency Collateralized Mortgage Obligation |
| GNMA_25-90A                                          | 2055-05-20      | 0.0500%  | N/A     | $35000000.00       | $23487.53          | Agency Collateralized Mortgage Obligation |
| GNMA_24-92A                                          | 2054-05-20      | 1.1511%  | N/A     | $70000000.00       | $2020467.85        | Agency Collateralized Mortgage Obligation |
| FHLMC_5581A                                          | 2054-04-25      | 0.1000%  | N/A     | $35896991.00       | $57610.55          | Agency Collateralized Mortgage Obligation |
| FHLMC_5412D                                          | 2054-05-25      | 0.0200%  | N/A     | $50000000.00       | $12199.72          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-85E | 2051-05-20      | 3.0000%  | N/A     | $100000.00         | $11458.92          | Agency Collateralized Mortgage Obligation |
| GNMA_17-162F                                         | 2047-10-20      | 0.0000%  | N/A     | $125000000.00      | $676911.71         | Agency Collateralized Mortgage Obligation |
| GNMA_25-140B                                         | 2054-11-20      | 6.0000%  | N/A     | $3435417.00        | $502281.27         | Agency Collateralized Mortgage Obligation |
| GNMA_25-140B                                         | 2055-08-20      | 6.0000%  | N/A     | $1041667.00        | $156655.43         | Agency Collateralized Mortgage Obligation |
| FHLMC_5602B                                          | 2052-11-25      | 6.0000%  | N/A     | $9753624.00        | $1436296.63        | Agency Collateralized Mortgage Obligation |
| GNMA_25-71B                                          | 2055-04-20      | 1.0511%  | N/A     | $125000000.00      | $5001330.79        | Agency Collateralized Mortgage Obligation |
| GNMA_23-69D                                          | 2053-05-20      | 0.1100%  | N/A     | $25000000.00       | $23914.31          | Agency Collateralized Mortgage Obligation |
| GNMA_18-122A                                         | 2043-05-20      | 3.5000%  | N/A     | $46259539.00       | $2088506.00        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-8   | 2039-02-16      | 2.0266%  | N/A     | $128571429.00      | $332374.75         | Agency Collateralized Mortgage Obligation |
| GNMA_21-114D                                         | 2051-06-20      | 3.0000%  | N/A     | $40000000.00       | $3186581.30        | Agency Collateralized Mortgage Obligation |
| FHLMC_5422C                                          | 2049-10-25      | 1.8637%  | N/A     | $30403981.00       | $3305382.09        | Agency Collateralized Mortgage Obligation |
| GNMA_25-157C                                         | 2055-07-20      | 6.0000%  | N/A     | $3285416.00        | $648362.43         | Agency Collateralized Mortgage Obligation |
| GNMA_24-46A                                          | 2052-04-20      | 0.0000%  | N/A     | $17441727.00       | $162501.74         | Agency Collateralized Mortgage Obligation |
| GNMA_23-168E                                         | 2051-10-20      | 3.0000%  | N/A     | $125328801.00      | $17692406.08       | Agency Collateralized Mortgage Obligation |
| FHLMC_4899C                                          | 2044-09-25      | 1.9137%  | N/A     | $42418596.00       | $1248297.10        | Agency Collateralized Mortgage Obligation |
| GNMA_24-30H                                          | 2054-02-20      | 1.7511%  | N/A     | $30000000.00       | $1508894.09        | Agency Collateralized Mortgage Obligation |
| GNMA_24-46A                                          | 2052-06-20      | 0.0000%  | N/A     | $26949694.00       | $78166.44          | Agency Collateralized Mortgage Obligation |
| GNMA_25-110P                                         | 2055-06-20      | 0.3511%  | N/A     | $100000000.00      | $1656568.06        | Agency Collateralized Mortgage Obligation |
| GNMA_25-110F                                         | 2051-05-20      | 2.5000%  | N/A     | $11153542.00       | $1681593.06        | Agency Collateralized Mortgage Obligation |
| GNMA_25-25W                                          | 2065-02-20      | 1.8511%  | N/A     | $300000000.00      | $8293397.17        | Agency Collateralized Mortgage Obligation |
| GNMA_23-122C                                         | 2053-08-20      | 0.0500%  | N/A     | $40000000.00       | $14478.35          | Agency Collateralized Mortgage Obligation |
| GNMA_24-203C                                         | 2054-10-20      | 6.0000%  | N/A     | $3161608.00        | $906666.98         | Agency Collateralized Mortgage Obligation |
| FHLMC_5331B                                          | 2053-07-25      | 1.9282%  | N/A     | $100000000.00      | $4237340.70        | Agency Collateralized Mortgage Obligation |
| GNMA_25-157A                                         | 2055-09-20      | 1.2511%  | N/A     | $50000000.00       | $2185225.76        | Agency Collateralized Mortgage Obligation |
| GNMA_21-177C                                         | 2051-10-20      | 3.0000%  | N/A     | $84166666.00       | $6473316.80        | Agency Collateralized Mortgage Obligation |
| GNMA_21-225C                                         | 2050-03-20      | 0.0000%  | N/A     | $133302452.00      | $382577.10         | Agency Collateralized Mortgage Obligation |
| GNMA_25-124J                                         | 2065-07-20      | 1.8311%  | N/A     | $113303000.00      | $3666292.65        | Agency Collateralized Mortgage Obligation |
| GNMA_24-22D                                          | 2051-08-20      | 0.2500%  | N/A     | $31792013.00       | $301610.31         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-78A | 2051-05-20      | 3.0000%  | N/A     | $128832.00         | $10144.09          | Agency Collateralized Mortgage Obligation |
| FHLMC_5138E                                          | 2047-09-25      | 0.0500%  | N/A     | $13991131.00       | $16407.44          | Agency Collateralized Mortgage Obligation |
| FHLMC_5338E                                          | 2053-09-25      | 1.8582%  | N/A     | $100000000.00      | $4620058.60        | Agency Collateralized Mortgage Obligation |
| GNMA_23-168D                                         | 2051-03-20      | 2.5000%  | N/A     | $52213847.00       | $4760994.58        | Agency Collateralized Mortgage Obligation |
| GNMA_22-23H                                          | 2051-04-20      | 3.0000%  | N/A     | $63488195.00       | $6592284.40        | Agency Collateralized Mortgage Obligation |
| FHLMC_5551A                                          | 2055-06-25      | 2.3782%  | N/A     | $50000000.00       | $4267216.31        | Agency Collateralized Mortgage Obligation |
| GNMA_24-142E                                         | 2054-09-20      | 1.8811%  | N/A     | $100000000.00      | $4041410.18        | Agency Collateralized Mortgage Obligation |
| GNMA_21-193M                                         | 2050-09-20      | 2.5000%  | N/A     | $6609621.00        | $654248.10         | Agency Collateralized Mortgage Obligation |
| FHLMC_5192C                                          | 2051-11-25      | 3.0000%  | N/A     | $38179206.00       | $2608141.76        | Agency Collateralized Mortgage Obligation |
| GNMA_24-142E                                         | 2054-09-20      | 1.3211%  | N/A     | $100000000.00      | $3133745.87        | Agency Collateralized Mortgage Obligation |
| GNMA_23-19A                                          | 2053-02-20      | 6.0000%  | N/A     | $28500000.00       | $2561786.75        | Agency Collateralized Mortgage Obligation |
| GNMA_23-22G                                          | 2053-01-20      | 6.0000%  | N/A     | $8333333.00        | $623501.07         | Agency Collateralized Mortgage Obligation |
| GNMA_15-165                                          | 2045-11-20      | 3.0000%  | N/A     | $6500656.00        | $7813850.24        | Agency Collateralized Mortgage Obligation |
| GNMA_24-134F                                         | 2050-08-20      | 3.0000%  | N/A     | $115191544.00      | $17428014.08       | Agency Collateralized Mortgage Obligation |
| GNMA_24-22E                                          | 2050-09-20      | 0.0500%  | N/A     | $38974879.00       | $72278.04          | Agency Collateralized Mortgage Obligation |
| GNMA_25-46B                                          | 2055-03-20      | 1.2311%  | N/A     | $115000000.00      | $5087027.91        | Agency Collateralized Mortgage Obligation |
| GNMA_15-1                                            | 2045-01-20      | 1.5257%  | N/A     | $65131833.00       | $670981.82         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4950    | 2048-03-25      | 0.1000%  | N/A     | $18495700.00       | $16158.77          | Agency Collateralized Mortgage Obligation |
| GNMA_23-168A                                         | 2053-11-20      | 0.0100%  | N/A     | $50000000.00       | $4363.57           | Agency Collateralized Mortgage Obligation |
| GNMA_25-46B                                          | 2055-03-20      | 0.0700%  | N/A     | $50000000.00       | $105055.89         | Agency Collateralized Mortgage Obligation |
| GNMA_25-39P                                          | 2050-06-20      | 1.9257%  | N/A     | $39175563.00       | $4313900.55        | Agency Collateralized Mortgage Obligation |
| FHLMC_5591                                           | 2055-10-25      | 0.0000%  | N/A     | $23333334.00       | $18345398.77       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                               | 2030-10-31      | 3.6250%  | N/A     | $5638000.00        | $5665704.38        | U.S. Treasuries (including strips)        |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5138    | 2047-07-25      | 0.0500%  | N/A     | $15533447.00       | $19054.37          | Agency Collateralized Mortgage Obligation |
| GNMA_12-113                                          | 2042-01-20      | 2.6757%  | N/A     | $22004881.00       | $1642.34           | Agency Collateralized Mortgage Obligation |
| GNMA_19-110                                          | 2049-09-20      | 3.5000%  | N/A     | $127000000.00      | $3358602.80        | Agency Collateralized Mortgage Obligation |
| GNMA_19-20C                                          | 2049-02-20      | 3.2500%  | N/A     | $564430.00         | $603885.78         | Agency Collateralized Mortgage Obligation |
| GNMA_24-134P                                         | 2054-07-20      | 0.1500%  | N/A     | $33174082.00       | $76652.42          | Agency Collateralized Mortgage Obligation |
| GNMA_21-91C                                          | 2051-05-20      | 3.0000%  | N/A     | $66375000.00       | $5002406.59        | Agency Collateralized Mortgage Obligation |
| GNMA_14-66                                           | 2044-05-16      | 1.5266%  | N/A     | $90187500.00       | $367087.55         | Agency Collateralized Mortgage Obligation |
| GNMA_20-101B                                         | 2050-07-20      | 2.1257%  | N/A     | $75209809.00       | $4479955.95        | Agency Collateralized Mortgage Obligation |
| GNMA_25-157A                                         | 2055-09-20      | 6.0000%  | N/A     | $2087166.00        | $331719.84         | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                               | 2026-10-31      | 1.1250%  | N/A     | $999900.00         | $977894.37         | U.S. Treasuries (including strips)        |
| FREDDIE MAC FHLMC_5069                               | 2041-02-25      | 3.5000%  | N/A     | $11377822.00       | $725680.95         | Agency Collateralized Mortgage Obligation |
| GNMA_16-1C                                           | 2046-01-20      | 2.1257%  | N/A     | $64912745.00       | $1320032.30        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-78  | 2051-08-20      | 3.0000%  | N/A     | $70000000.00       | $7783551.60        | Agency Collateralized Mortgage Obligation |
| GNMA_24-134C                                         | 2054-08-20      | 1.8411%  | N/A     | $224379061.00      | $10925479.72       | Agency Collateralized Mortgage Obligation |
| GNMA_25-110E                                         | 2050-01-20      | 3.5000%  | N/A     | $7915951.00        | $3066417.77        | Agency Collateralized Mortgage Obligation |
| GNMA_25-122C                                         | 2055-07-20      | 2.4011%  | N/A     | $84318800.00       | $7425378.92        | Agency Collateralized Mortgage Obligation |
| FHLMC_5394B                                          | 2054-03-25      | 2.9282%  | N/A     | $78809211.00       | $4372655.43        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5337    | 2053-09-25      | 0.0500%  | N/A     | $36666667.00       | $22887.88          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-26  | 2040-02-20      | 2.1757%  | N/A     | $100000.00         | $432.75            | Agency Collateralized Mortgage Obligation |
| GNMA_20-79H                                          | 2050-06-16      | 4.0000%  | N/A     | $70586435.00       | $5258904.10        | Agency Collateralized Mortgage Obligation |
| GNMA_16-75H                                          | 2040-09-20      | 6.0000%  | N/A     | $25825640.00       | $310454.23         | Agency Collateralized Mortgage Obligation |
| FHLMC_5504E                                          | 2054-02-25      | 2.3282%  | N/A     | $109076657.00      | $5366333.56        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5018                               | 2050-10-25      | 5.5000%  | N/A     | $25754366.00       | $1541249.69        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5337    | 2053-09-25      | 1.8282%  | N/A     | $100000000.00      | $3749162.52        | Agency Collateralized Mortgage Obligation |
| GNMA_24-46G                                          | 2054-03-20      | 0.0300%  | N/A     | $25000000.00       | $13094.96          | Agency Collateralized Mortgage Obligation |
| GNMA_24-168D                                         | 2054-10-20      | 0.0300%  | N/A     | $50000000.00       | $26355.74          | Agency Collateralized Mortgage Obligation |
| GNMA_24-203B                                         | 2054-12-20      | 2.0011%  | N/A     | $50000000.00       | $3101393.49        | Agency Collateralized Mortgage Obligation |
| GNMA_25-27A                                          | 2055-02-20      | 0.0200%  | N/A     | $100000000.00      | $19770.78          | Agency Collateralized Mortgage Obligation |
| GNMA_09-121                                          | 2039-12-16      | 4.5000%  | N/A     | $269500000.00      | $963207.65         | Agency Collateralized Mortgage Obligation |
| GNMA_25-110G                                         | 2050-02-20      | 3.0000%  | N/A     | $13488571.00       | $1998965.79        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                               | 2029-05-31      | 4.5000%  | N/A     | $111443100.00      | $117545066.46      | U.S. Treasuries (including strips)        |
| GNMA_14-37                                           | 2044-03-20      | 1.5357%  | N/A     | $90727657.00       | $538133.62         | Agency Collateralized Mortgage Obligation |
| GNMA_21-187E                                         | 2051-10-20      | 3.0000%  | N/A     | $1000.00           | $883.08            | Agency Collateralized Mortgage Obligation |
| GNMA_21-116H                                         | 2051-07-20      | 3.5000%  | N/A     | $29374570.00       | $3684819.91        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                               | 2029-12-31      | 4.3750%  | N/A     | $1073100.00        | $1126231.08        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                               | 2027-06-30      | 3.2500%  | N/A     | $6359300.00        | $6416397.60        | U.S. Treasuries (including strips)        |
| GNMA_23-183D                                         | 2053-12-20      | 1.8511%  | N/A     | $75000000.00       | $3081329.92        | Agency Collateralized Mortgage Obligation |
| FHLMC_5171F                                          | 2051-12-25      | 3.0000%  | N/A     | $62936833.00       | $5824029.91        | Agency Collateralized Mortgage Obligation |
| FHLMC_5352D                                          | 2053-11-25      | 0.0000%  | N/A     | $7142858.00        | $3190548.93        | Agency Collateralized Mortgage Obligation |
| GNMA_25-122A                                         | 2055-07-20      | 0.4311%  | N/A     | $100000000.00      | $1799861.72        | Agency Collateralized Mortgage Obligation |
| GNMA_25-5F                                           | 2053-08-20      | 1.8511%  | N/A     | $146894968.00      | $6961719.40        | Agency Collateralized Mortgage Obligation |
| GNMA_23-140C                                         | 2048-06-20      | 1.2297%  | N/A     | $9914899.00        | $1040059.41        | Agency Collateralized Mortgage Obligation |
| FHLMC_5297B                                          | 2053-03-25      | 6.0000%  | N/A     | $9044966.00        | $1034978.85        | Agency Collateralized Mortgage Obligation |
| GNMA_25-90J                                          | 2055-05-20      | 1.8011%  | N/A     | $50000000.00       | $3403473.37        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5007    | 2050-08-25      | 5.0000%  | N/A     | $80082979.00       | $4495752.78        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5215    | 2052-04-25      | 0.0000%  | N/A     | $49872778.00       | $172821.11         | Agency Collateralized Mortgage Obligation |
| GNMA_25-178K                                         | 2055-10-20      | 6.0000%  | N/A     | $24173000.00       | $23954444.73       | Agency Collateralized Mortgage Obligation |
| GNMA_24-22B                                          | 2051-12-20      | 3.0000%  | N/A     | $70000000.00       | $5451012.18        | Agency Collateralized Mortgage Obligation |
| GNMA_13-34                                           | 2038-04-20      | 0.3500%  | N/A     | $22733674.00       | $1685.46           | Agency Collateralized Mortgage Obligation |
| GNMA_12-84F                                          | 2042-07-16      | 1.9766%  | N/A     | $83772143.00       | $2883798.87        | Agency Collateralized Mortgage Obligation |
| FHLMC_5098D                                          | 2051-04-25      | 0.0000%  | N/A     | $52000000.00       | $11033.73          | Agency Collateralized Mortgage Obligation |
| GNMA_25-110C                                         | 2055-06-20      | 0.2011%  | N/A     | $100000000.00      | $1449612.25        | Agency Collateralized Mortgage Obligation |
| GNMA_25-110D                                         | 2049-12-20      | 3.0000%  | N/A     | $5473270.00        | $918446.14         | Agency Collateralized Mortgage Obligation |
| GNMA_21-78S                                          | 2051-05-20      | 5.0000%  | N/A     | $13020665.00       | $1264703.62        | Agency Collateralized Mortgage Obligation |
| GNMA_25-157B                                         | 2055-09-20      | 0.5511%  | N/A     | $100000000.00      | $4192970.81        | Agency Collateralized Mortgage Obligation |
| GNMA_23-115F                                         | 2053-08-20      | 6.0000%  | N/A     | $10000000.00       | $11970585.75       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                               | 2026-03-15      | 4.6250%  | N/A     | $4999400.00        | $5059184.93        | U.S. Treasuries (including strips)        |
| GNMA_24-22L                                          | 2043-02-16      | 0.4266%  | N/A     | $9801437.00        | $7007604.50        | Agency Collateralized Mortgage Obligation |
| GNMA_13-34                                           | 2039-12-16      | 0.3500%  | N/A     | $18588118.00       | $2470.16           | Agency Collateralized Mortgage Obligation |
| FHLMC_5436                                           | 2054-07-25      | 2.9782%  | N/A     | $87500000.00       | $5430176.15        | Agency Collateralized Mortgage Obligation |
| GNMA_25-90J                                          | 2055-05-20      | 1.1011%  | N/A     | $50000000.00       | $2320116.41        | Agency Collateralized Mortgage Obligation |
| FHLMC_5171B                                          | 2051-12-25      | 3.0000%  | N/A     | $28028479.00       | $3693451.79        | Agency Collateralized Mortgage Obligation |
| GNMA_23-168C                                         | 2051-06-20      | 2.5000%  | N/A     | $94219428.00       | $8964230.84        | Agency Collateralized Mortgage Obligation |
| GNMA_24-167T                                         | 2051-06-20      | 2.6011%  | N/A     | $103667052.00      | $16292139.45       | Agency Collateralized Mortgage Obligation |
| GNMA_20-167H                                         | 2050-11-20      | 2.5000%  | N/A     | $88686154.00       | $6499356.48        | Agency Collateralized Mortgage Obligation |
| FHLMC_5358A                                          | 2053-11-25      | 2.3282%  | N/A     | $26923076.00       | $1402610.50        | Agency Collateralized Mortgage Obligation |
| GNMA_24-46G                                          | 2054-03-20      | 0.0600%  | N/A     | $50000000.00       | $52379.88          | Agency Collateralized Mortgage Obligation |
| GNMA_24-134H                                         | 2053-12-20      | 0.0700%  | N/A     | $42683741.00       | $32767.00          | Agency Collateralized Mortgage Obligation |
| GNMA_15-152E                                         | 2045-08-20      | 0.0000%  | N/A     | $26566916.00       | $29798.39          | Agency Collateralized Mortgage Obligation |
| GNMA_25-178A                                         | 2055-10-20      | 1.3011%  | N/A     | $50000000.00       | $3497261.91        | Agency Collateralized Mortgage Obligation |
| GNMA_23-149H                                         | 2052-03-20      | 3.0000%  | N/A     | $50074480.00       | $5520588.63        | Agency Collateralized Mortgage Obligation |
| GNMA_20-1E                                           | 2050-01-20      | 1.9757%  | N/A     | $19880943.00       | $1737510.83        | Agency Collateralized Mortgage Obligation |
| GNMA_25-110A                                         | 2055-06-20      | 1.1011%  | N/A     | $80000000.00       | $2332037.11        | Agency Collateralized Mortgage Obligation |
| GNMA_23-141A                                         | 2053-09-20      | 6.0000%  | N/A     | $8000000.00        | $9556384.29        | Agency Collateralized Mortgage Obligation |
| GNMA_25-195A                                         | 2067-10-16      | 0.0000%  | N/A     | $111749852.00      | $9198210.77        | Agency Collateralized Mortgage Obligation |
| GNMA_23-82G                                          | 2053-06-20      | 1.9011%  | N/A     | $70000000.00       | $2227421.16        | Agency Collateralized Mortgage Obligation |
| GNMA_25-122J                                         | 2055-07-20      | 1.7511%  | N/A     | $50000000.00       | $3775574.20        | Agency Collateralized Mortgage Obligation |
| GNMA_24-185B                                         | 2054-11-20      | 1.8411%  | N/A     | $100000000.00      | $5426783.34        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-58  | 2051-02-20      | 3.0000%  | N/A     | $125558.00         | $9768.60           | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5134    | 2051-08-25      | 4.5000%  | N/A     | $30804477.00       | $3164059.12        | Agency Collateralized Mortgage Obligation |
| GNMA_13-76                                           | 2043-05-20      | 3.5000%  | N/A     | $195884000.00      | $1190088.10        | Agency Collateralized Mortgage Obligation |
| GNMA_25-140A                                         | 2055-08-20      | 0.3711%  | N/A     | $100000000.00      | $3022851.09        | Agency Collateralized Mortgage Obligation |
| GNMA_24-142B                                         | 2054-09-20      | 1.2411%  | N/A     | $135000000.00      | $3120669.33        | Agency Collateralized Mortgage Obligation |
| GNMA_14-100                                          | 2044-07-20      | 0.0000%  | N/A     | $2626210.00        | $155411.71         | Agency Collateralized Mortgage Obligation |
| GNMA_24-30H                                          | 2054-02-20      | 1.7511%  | N/A     | $31000000.00       | $1559190.59        | Agency Collateralized Mortgage Obligation |
| GNMA_21-197C                                         | 2051-11-20      | 3.0000%  | N/A     | $100000000.00      | $5150655.91        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5097                               | 2051-04-25      | 0.5000%  | N/A     | $20408166.00       | $279410.55         | Agency Collateralized Mortgage Obligation |
| FHLMC_4950F                                          | 2048-09-25      | 0.1000%  | N/A     | $6406947.00        | $5050.83           | Agency Collateralized Mortgage Obligation |
| GNMA_17-57B                                          | 2047-04-20      | 5.0000%  | N/A     | $25000000.00       | $551021.15         | Agency Collateralized Mortgage Obligation |
| GNMA_25-140A                                         | 2051-04-20      | 5.5000%  | N/A     | $6363636.00        | $626943.60         | Agency Collateralized Mortgage Obligation |
| GNMA_25-155L                                         | 2055-09-20      | 5.0000%  | N/A     | $5000000.00        | $916423.53         | Agency Collateralized Mortgage Obligation |
| GNMA_23-59C                                          | 2051-12-20      | 0.0000%  | N/A     | $33039521.00       | $946996.73         | Agency Collateralized Mortgage Obligation |
| GNMA_25-46A                                          | 2055-03-20      | 1.2511%  | N/A     | $50000000.00       | $1561141.83        | Agency Collateralized Mortgage Obligation |
| GNMA_25-5B                                           | 2055-01-20      | 1.1511%  | N/A     | $77306893.00       | $2845175.30        | Agency Collateralized Mortgage Obligation |
| GNMA_21-42E                                          | 2051-03-20      | 3.0000%  | N/A     | $40000000.00       | $2711079.75        | Agency Collateralized Mortgage Obligation |
| FHLMC_5491C                                          | 2055-01-25      | 1.0976%  | N/A     | $72226975.00       | $2655425.64        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-116 | 2040-09-20      | 2.5357%  | N/A     | $43058548.00       | $715384.88         | Agency Collateralized Mortgage Obligation |
| GNMA_24-134J                                         | 2053-12-20      | 0.2500%  | N/A     | $80188113.00       | $217903.14         | Agency Collateralized Mortgage Obligation |
| GNMA_24-168D                                         | 2054-10-20      | 1.3211%  | N/A     | $125000000.00      | $4157749.89        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5138    | 2050-02-25      | 3.5000%  | N/A     | $28341313.00       | $3867116.86        | Agency Collateralized Mortgage Obligation |
| FHLMC_5487C                                          | 2054-12-25      | 3.0282%  | N/A     | $50000000.00       | $3696118.22        | Agency Collateralized Mortgage Obligation |
| GNMA_24-46A                                          | 2052-07-20      | 0.0000%  | N/A     | $80698946.00       | $663030.56         | Agency Collateralized Mortgage Obligation |
| FHLMC_5591                                           | 2055-10-25      | 1.9782%  | N/A     | $60000000.00       | $4319029.32        | Agency Collateralized Mortgage Obligation |
| GNMA_14-94                                           | 2038-02-20      | 0.2000%  | N/A     | $20173198.00       | $4903.84           | Agency Collateralized Mortgage Obligation |
| GNMA_20-86H                                          | 2050-06-20      | 1.1500%  | N/A     | $27169811.00       | $579207.24         | Agency Collateralized Mortgage Obligation |
| GNMA_16-33G                                          | 2046-03-20      | 2.0257%  | N/A     | $86172451.00       | $2196610.69        | Agency Collateralized Mortgage Obligation |
| GNMA_14-41                                           | 2044-03-16      | 2.6766%  | N/A     | $30000000.00       | $288723.48         | Agency Collateralized Mortgage Obligation |
| GNMA_03-41A                                          | 2033-05-20      | 3.6257%  | N/A     | $25000000.00       | $845.26            | Agency Collateralized Mortgage Obligation |
| FHLMC_5504B                                          | 2055-02-25      | 0.1300%  | N/A     | $30000000.00       | $61401.62          | Agency Collateralized Mortgage Obligation |
| GNMA_24-46E                                          | 2049-02-20      | 1.9757%  | N/A     | $32705658.00       | $3018397.68        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                               | 2026-04-30      | 0.7500%  | N/A     | $200.00            | $197.56            | U.S. Treasuries (including strips)        |
| GNMA_25-157A                                         | 2055-09-20      | 2.5511%  | N/A     | $57046000.00       | $5375261.90        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5008    | 2046-12-15      | 1.9220%  | N/A     | $28367228.00       | $882595.51         | Agency Collateralized Mortgage Obligation |
| GNMA_25-46F                                          | 2055-03-20      | 1.9511%  | N/A     | $37500000.00       | $3373989.99        | Agency Collateralized Mortgage Obligation |
| GNMA_23-168F                                         | 2051-11-20      | 3.0000%  | N/A     | $50000000.00       | $6644231.25        | Agency Collateralized Mortgage Obligation |
| GNMA_19-153B                                         | 2049-12-20      | 1.9757%  | N/A     | $11185079.00       | $516568.83         | Agency Collateralized Mortgage Obligation |
| FHLMC_5444C                                          | 2054-08-25      | 1.8082%  | N/A     | $110180020.00      | $5269909.39        | Agency Collateralized Mortgage Obligation |
| GNMA_25-178L                                         | 2055-10-20      | 3.1011%  | N/A     | $49028667.00       | $6438066.55        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22-M06    | 2028-10-25      | 1.2140%  | N/A     | $210926000.00      | $4623379.39        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-97  | 2050-08-20      | 3.0000%  | N/A     | $100000.00         | $8843.84           | Agency Collateralized Mortgage Obligation |
| GNMA_24-134C                                         | 2054-02-20      | 0.0100%  | N/A     | $24379061.00       | $4378.27           | Agency Collateralized Mortgage Obligation |
| GNMA_19-38E                                          | 2049-03-20      | 1.9757%  | N/A     | $38282717.00       | $503740.24         | Agency Collateralized Mortgage Obligation |
| GNMA_24-22H                                          | 2054-02-20      | 0.0200%  | N/A     | $50000000.00       | $6823.54           | Agency Collateralized Mortgage Obligation |
| FHLMC_5136                                           | 2051-02-25      | 2.5000%  | N/A     | $43508000.00       | $3725752.41        | Agency Collateralized Mortgage Obligation |

### Security 69: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **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):** $3112745381.89
- **C.18.a - Value (excl. sponsor support):** $3112745381.89
- **C.19 - Percentage of Net Assets:** 1.5800%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 70: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6TK2, C.4 - ISIN: US3130B6TK20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $598201355.87
- **C.18.a - Value (excl. sponsor support):** $598201355.87
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETR66, C.4 - ISIN: US3133ETR668, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $343213325.70
- **C.18.a - Value (excl. sponsor support):** $343213325.70
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-11-06
- **C.13 - Final Legal Maturity Date:** 2026-11-06
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYDVC3YD8
- **C.18 - Value (incl. sponsor support):** $63000000.00
- **C.18.a - Value (excl. sponsor support):** $63000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 6 3/4 TPRN 26 | 2026-08-15      | 0.0000%  | N/A     | $65932000.00       | $64260030.41       | U.S. Treasuries (including strips) |

### Security 73: Bank of Nova Scotia (The)

- **C.1 - Title:** Bank of Nova Scotia (The)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: BYDVC3X15
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 1 1/2 TRIB 53 | 2053-02-15      | 1.5000%  | N/A     | $2303100.00        | $2040774.45        | U.S. Treasuries (including strips) |

### Security 74: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BYDVC3XK3
- **C.18 - Value (incl. sponsor support):** $239000000.00
- **C.18.a - Value (excl. sponsor support):** $239000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch: F1; Standard & Poor's: A-1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2026-07-15      | 0.1250%  | N/A     | $118071086.00      | $159029333.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | N/A     | $79251482.00       | $84750670.24       | U.S. Treasuries (including strips) |

### Security 75: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **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):** $185684083.30
- **C.18.a - Value (excl. sponsor support):** $185684083.30
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Fixed Income Clearing Corporation - GS

- **C.1 - Title:** Fixed Income Clearing Corporation - GS
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDVC3XS6
- **C.18 - Value (incl. sponsor support):** $9700000000.00
- **C.18.a - Value (excl. sponsor support):** $9700000000.00
- **C.19 - Percentage of Net Assets:** 4.9100%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's: P-1; Fitch: NR; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2044-05-15      | 4.6250%  | N/A     | $831625000.00      | $835491982.75      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | N/A     | $28488600.00       | $28961755.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-26      | 0.0000%  | N/A     | $4523200.00        | $4511005.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | N/A     | $297126600.00      | $313146506.99      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-28      | 4.2500%  | N/A     | $5466700.00        | $5684470.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | N/A     | $14250000.00       | $14024734.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 3.7500%  | N/A     | $26525000.00       | $24605484.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | N/A     | $1163090400.00     | $1131325263.79     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | N/A     | $92094800.00       | $90934222.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | N/A     | $3600000.00        | $2957260.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | N/A     | $1276675200.00     | $1313941510.43     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.8750%  | N/A     | $3290200.00        | $3348962.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.5000%  | N/A     | $6330400.00        | $6345961.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 0.0000%  | N/A     | $2805700.00        | $2792409.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 4.2500%  | N/A     | $100.00            | $101.78            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | N/A     | $10656300.00       | $10940389.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 4.2500%  | N/A     | $107098000.00      | $105099363.16      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | N/A     | $11800000.00       | $12372993.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 4.0000%  | N/A     | $6680000.00        | $6863188.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | N/A     | $109328600.00      | $112283148.38      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | N/A     | $5400100.00        | $5176475.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 4.8750%  | N/A     | $630744400.00      | $659338974.56      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 0.3750%  | N/A     | $6510600.00        | $6480904.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | N/A     | $100.00            | $78.37             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 0.3750%  | N/A     | $4103400.00        | $4098491.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | N/A     | $36823000.00       | $37919282.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 6.0000%  | N/A     | $3730000.00        | $3811588.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-11      | 0.0000%  | N/A     | $84215500.00       | $84124378.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | N/A     | $24439600.00       | $18253907.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | N/A     | $14571100.00       | $13844862.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-02      | 0.0000%  | N/A     | $100.00            | $98.76             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-27      | 0.0000%  | N/A     | $100.00            | $99.40             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 3.7500%  | N/A     | $585853600.00      | $600714996.29      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | N/A     | $100.00            | $102.89            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | N/A     | $200.00            | $202.68            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | N/A     | $598449600.00      | $617991908.87      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | N/A     | $100.00            | $72.14             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | N/A     | $8537300.00        | $7507595.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-15      | 4.6250%  | N/A     | $209381100.00      | $211858375.71      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | N/A     | $5000000.00        | $5151747.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | N/A     | $6756600.00        | $6786892.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-19      | 0.0000%  | N/A     | $15327200.00       | $15201011.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | N/A     | $7000000.00        | $7234529.51        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | N/A     | $57000000.00       | $59284029.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 1.5000%  | N/A     | $200.00            | $197.76            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | N/A     | $1036468000.00     | $1081154893.04     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 4.8750%  | N/A     | $10913800.00       | $11002831.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 1.6250%  | N/A     | $100.00            | $100.01            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-11-15      | 2.7500%  | N/A     | $100.00            | $73.19             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | N/A     | $7000000.00        | $6774835.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | N/A     | $25821000.00       | $18525866.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | N/A     | $6243400.00        | $6266685.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 0.3750%  | N/A     | $42252000.00       | $39940766.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | N/A     | $100.00            | $98.01             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | N/A     | $100.00            | $92.32             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-15      | 3.3750%  | N/A     | $334034000.00      | $335311403.23      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.7500%  | N/A     | $1103200.00        | $1089325.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | N/A     | $16632100.00       | $17043875.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | N/A     | $456677600.00      | $362041880.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | N/A     | $6200000.00        | $5834726.28        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-02      | 0.0000%  | N/A     | $2918600.00        | $2908735.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | N/A     | $100.00            | $100.89            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 0.3750%  | N/A     | $6750000.00        | $6415806.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | N/A     | $209539200.00      | $198601980.31      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | N/A     | $192772800.00      | $198709479.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | N/A     | $7591000.00        | $5890184.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | N/A     | $1048848000.00     | $1060924227.26     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 4.8750%  | N/A     | $100.00            | $104.15            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | N/A     | $7620000.00        | $5828726.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | N/A     | $113423600.00      | $119377722.65      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | N/A     | $88300.00          | $90279.71          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 4.6250%  | N/A     | $100.00            | $102.41            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.1250%  | N/A     | $100.00            | $97.31             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 1.6250%  | N/A     | $100.00            | $99.08             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-07      | 0.0000%  | N/A     | $5092000.00        | $5010894.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-03      | 0.0000%  | N/A     | $7026100.00        | $6959626.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | N/A     | $5300100.00        | $5202105.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | N/A     | $3000000.00        | $2680756.39        | U.S. Treasuries (including strips) |

### Security 77: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3G4, C.4 - ISIN: US3133ER3G49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $430077232.30
- **C.18.a - Value (excl. sponsor support):** $430077232.30
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-02-10
- **C.13 - Final Legal Maturity Date:** 2027-02-10
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8A51, C.4 - ISIN: US3130B8A511, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $194398681.97
- **C.18.a - Value (excl. sponsor support):** $194398681.97
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SQ1, C.4 - ISIN: US912797SQ11, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1082843334.84
- **C.18.a - Value (excl. sponsor support):** $1082843334.84
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 80: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC
- **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: N/A, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BRWXLLU75
- **C.18 - Value (incl. sponsor support):** $2100000000.00
- **C.18.a - Value (excl. sponsor support):** $2100000000.00
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FHLMC REMIC SERIES K-760       X3     20570325 FLT     | 2057-03-25      | 5.2119%  | N/A     | $24396000.00       | $6339652.68        | Agency Collateralized Mortgage Obligation |
| FGRA 5121TC 09/15/41                                   | 2044-03-15      | 0.0200%  | N/A     | $9834426.00        | $2645.73           | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2019-SB58         B      20381125 FLT     | 2038-11-25      | 5.1526%  | N/A     | $62248000.00       | $23523068.25       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-156 PF                                       | 2055-09-20      | 5.1489%  | N/A     | $50000000.00       | $50033657.53       | Agency Collateralized Mortgage Obligation |
| FNRA RC042AS R22F042                                   | 2050-06-25      | 1.9282%  | N/A     | $26210120.00       | $1705518.03        | Agency Collateralized Mortgage Obligation |
| FGRA 5331TH 08/15/44                                   | 2044-08-15      | 0.0500%  | N/A     | $11538316.00       | $16643.69          | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB52         X1-SA  20380725 FLT     | 2038-07-25      | 0.0000%  | N/A     | $96789390.00       | $92152.56          | Agency Collateralized Mortgage Obligation |
| GNRA 2023-151 SA                                       | 2053-10-20      | 2.3511%  | N/A     | $75000000.00       | $3927572.10        | Agency Collateralized Mortgage Obligation |
| FGRM 4783JI 07/15/33                                   | 2033-07-15      | 3.5000%  | N/A     | $124269272.00      | $278535.47         | Agency Collateralized Mortgage Obligation |
| FNRA CL085SC R17F085                                   | 2047-11-25      | 2.0137%  | N/A     | $39003748.00       | $853179.70         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-090 SC                                       | 2055-05-20      | 1.0511%  | N/A     | $163449087.00      | $5907028.68        | Agency Collateralized Mortgage Obligation |
| FGRA 4161SP 02/15/43                                   | 2043-02-15      | 1.8935%  | N/A     | $20500000.00       | $569515.75         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB70         B      20391025 FLT     | 2039-10-25      | 9.0209%  | N/A     | $41272141.00       | $24383878.74       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-027 ID                                       | 2055-02-20      | 0.0700%  | N/A     | $50000000.00       | $34616.84          | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-143       X3     20500425 FLT     | 2050-04-25      | 3.2477%  | N/A     | $7000000.00        | $1145100.76        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES Q-034       A-PT2  20540725 FLT     | 2054-07-25      | 2.8914%  | N/A     | $500000.00         | $473090.57         | Agency Collateralized Mortgage Obligation |
| GNRA 2022-009 FB                                       | 2052-01-20      | 2.5000%  | N/A     | $300000000.00      | $183895910.93      | Agency Collateralized Mortgage Obligation |
| FNST TR0427 C55 RC                                     | 2037-08-25      | 1.5000%  | N/A     | $106000000.00      | $3955645.98        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-113       X3     20480525 FLT     | 2048-05-25      | 3.0779%  | N/A     | $108643404.00      | $13185685.23       | Agency Collateralized Mortgage Obligation |
| FNRM RC091IK R20F091                                   | 2043-11-25      | 4.0000%  | N/A     | $22639231.00       | $722590.42         | Agency Collateralized Mortgage Obligation |
| FGRA 4091ES 08/15/42                                   | 2042-08-15      | 2.2935%  | N/A     | $22372053.00       | $496419.87         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB75         X1     20400425 FLT     | 2040-04-25      | 0.0000%  | N/A     | $444201323.00      | $12582992.97       | Agency Collateralized Mortgage Obligation |
| FGRA 4351AS 06/15/44                                   | 2044-06-15      | 1.9435%  | N/A     | $50000000.00       | $295737.84         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-027 FB                                       | 2055-02-20      | 5.8289%  | N/A     | $100000000.00      | $72405350.97       | Agency Collateralized Mortgage Obligation |
| FNRA CL043FI R12F043                                   | 2041-07-25      | 4.1863%  | N/A     | $7000000.00        | $5760.64           | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-X04       X-FX   20340125 FLT     | 2034-01-25      | 1.5475%  | N/A     | $19940000.00       | $435970.12         | Agency Collateralized Mortgage Obligation |
| FNRM CL076LI R21F076                                   | 2051-11-25      | 4.5000%  | N/A     | $17000000.00       | $1962739.25        | Agency Collateralized Mortgage Obligation |
| FNRA CL006BI R24F006                                   | 2043-07-25      | 2.2239%  | N/A     | $6098639.00        | $896691.63         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES T-042       A6     20420225 9.50000 | 2042-02-25      | 9.5000%  | N/A     | $128000.00         | $3783.14           | Agency Collateralized Mortgage Obligation |
| FGRM 4010QI 01/15/42                                   | 2042-01-15      | 4.5000%  | N/A     | $92501111.00       | $313718.87         | Agency Collateralized Mortgage Obligation |
| FESB MTG TR 2018-SB56          X1-SA  20381125 FLT     | 2038-11-25      | 0.3776%  | N/A     | $143846917.00      | $371284.65         | Agency Collateralized Mortgage Obligation |
| FNRA CL099IA R24F099                                   | 2055-01-25      | 0.0700%  | N/A     | $41742981.00       | $83026.65          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-168 IB                                       | 2054-10-20      | 0.0300%  | N/A     | $25000000.00       | $13658.88          | Agency Collateralized Mortgage Obligation |
| FGRM 4733GI 07/15/38                                   | 2038-07-15      | 5.5000%  | N/A     | $6761737.00        | $204051.39         | Agency Collateralized Mortgage Obligation |
| FNRA CL064TI R23F064                                   | 2048-07-25      | 0.0500%  | N/A     | $5118934.00        | $8855.52           | Agency Collateralized Mortgage Obligation |
| GNRA 2025-155 FB                                       | 2055-09-20      | 5.0989%  | N/A     | $63333333.00       | $62977167.47       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB45         X1-RC  20371125 FLT     | 2037-11-25      | 0.6153%  | N/A     | $66534907.00       | $74085.31          | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2016-K59          D      20491125 0.00000 | 2049-11-25      | 0.0000%  | N/A     | $7000000.00        | $4345299.00        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-142 SD                                       | 2054-09-20      | 2.5511%  | N/A     | $80000000.00       | $5729975.85        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB45         X1-AR  20371225 FLT     | 2037-12-25      | 0.0000%  | N/A     | $108859383.00      | $55043.13          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-022 BS                                       | 2051-07-20      | 2.2257%  | N/A     | $132338141.00      | $16426435.22       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES Q-025       X      20340227 FLT     | 2034-02-27      | 0.3599%  | N/A     | $324636000.00      | $10629365.66       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 BS                                       | 2052-01-20      | 0.0000%  | N/A     | $98438929.00       | $177856.80         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-169       X3     20570325 FLT     | 2057-03-25      | 5.4867%  | N/A     | $42900147.00       | $15430063.31       | Agency Collateralized Mortgage Obligation |
| FNRM CL078KI R17F078                                   | 2047-10-25      | 3.5000%  | N/A     | $13304714.00       | $192824.23         | Agency Collateralized Mortgage Obligation |
| FRESB MORTGAGE TRUST 2021-SB92 X1     20410825 FLT     | 2041-08-25      | 0.6607%  | N/A     | $101474124.00      | $2293679.78        | Agency Collateralized Mortgage Obligation |
| GNST 0764-GT PO                                        | 2034-07-20      | 0.0000%  | N/A     | $1671972.00        | $18475.23          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-094 YS                                       | 2054-06-20      | 1.2511%  | N/A     | $67567336.00       | $2570900.53        | Agency Collateralized Mortgage Obligation |
| GNRA 2014-027 SA                                       | 2044-02-16      | 2.0266%  | N/A     | $57270053.00       | $790654.36         | Agency Collateralized Mortgage Obligation |
| FNRM CL004EZ R25F004                                   | 2050-11-25      | 2.5000%  | N/A     | $1375000.00        | $939928.70         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB49         X1-AR  20380325 FLT     | 2038-03-25      | 0.0000%  | N/A     | $168448788.00      | $438799.91         | Agency Collateralized Mortgage Obligation |
| FNRM RC114TE R13F114                                   | 2043-07-25      | 2.2500%  | N/A     | $23062000.00       | $1328544.75        | Agency Collateralized Mortgage Obligation |
| FGRA 4698ES 07/15/47                                   | 2047-07-15      | 0.0000%  | N/A     | $50000000.00       | $375908.74         | Agency Collateralized Mortgage Obligation |
| FGRM 4046IM 05/15/42                                   | 2042-05-15      | 4.5000%  | N/A     | $33346994.00       | $282062.72         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-081 SD                                       | 2054-05-20      | 1.5011%  | N/A     | $50000000.00       | $1790348.78        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-005 SD                                       | 2055-01-20      | 1.8511%  | N/A     | $83109805.00       | $3381565.10        | Agency Collateralized Mortgage Obligation |
| FNRA CL026TI R16F026                                   | 2043-01-25      | 0.0000%  | N/A     | $5220322.00        | $26787.62          | Agency Collateralized Mortgage Obligation |
| GNRA 2023-192 AF                                       | 2053-12-20      | 5.3989%  | N/A     | $48818009.00       | $23082692.53       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2019-SB67         X1     20390825 FLT     | 2039-08-25      | 0.0000%  | N/A     | $529411508.00      | $7233392.66        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-122 FC                                       | 2055-07-20      | 5.5689%  | N/A     | $100000000.00      | $99215102.76       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2019-KF60         C      20260225 FLT     | 2026-02-25      | 10.3163% | N/A     | $75693532.00       | $13106423.19       | Agency Collateralized Mortgage Obligation |
| FNRM CL009PZ R16F009                                   | 2046-03-25      | 3.5000%  | N/A     | $580734.00         | $694515.99         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 TL                                       | 2052-04-20      | 0.0000%  | N/A     | $264071553.00      | $277231.60         | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2020-KF81         C      20270625 FLT     | 2027-06-25      | 13.3163% | N/A     | $67165464.00       | $14793352.73       | Agency Collateralized Mortgage Obligation |
| FNRA CL006TS R24F006                                   | 2042-07-25      | 0.5000%  | N/A     | $15645496.00       | $245981.54         | Agency Collateralized Mortgage Obligation |
| FNRA CL024JS R12F024                                   | 2042-03-25      | 2.2637%  | N/A     | $13150872.00       | $240556.35         | Agency Collateralized Mortgage Obligation |
| FNRA CL045SD R18F045                                   | 2044-05-25      | 1.7237%  | N/A     | $41331973.00       | $797763.43         | Agency Collateralized Mortgage Obligation |
| FGRM 4299JI 07/15/43                                   | 2043-07-15      | 4.0000%  | N/A     | $28735375.00       | $26036.80          | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-138       X3     20500125 FLT     | 2050-01-25      | 3.0823%  | N/A     | $4493000.00        | $674964.46         | Agency Collateralized Mortgage Obligation |
| FNRA CL096TD R24F096                                   | 2054-12-25      | 0.2500%  | N/A     | $100617472.00      | $477964.97         | Agency Collateralized Mortgage Obligation |
| GNRA 2015-10 W                                         | 2039-07-20      | 6.3359%  | N/A     | $6195173.00        | $701829.76         | Agency Collateralized Mortgage Obligation |
| FNRM RC105PO R25F105                                   | 2055-12-25      | 0.0000%  | N/A     | $12804684.00       | $10164959.98       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-133 SJ                                       | 2065-08-20      | 1.1011%  | N/A     | $81770684.00       | $2272301.74        | Agency Collateralized Mortgage Obligation |
| FNRA CL103SD R12F103                                   | 2042-09-25      | 1.8637%  | N/A     | $82285920.00       | $1222910.80        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-142 CI                                       | 2054-09-20      | 0.0500%  | N/A     | $5000000.00        | $2283.61           | Agency Collateralized Mortgage Obligation |
| FNRA CL042CS R24F042                                   | 2054-07-25      | 3.0082%  | N/A     | $30000000.00       | $1537684.05        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SEREIS K-114       X3     20480825 FLT     | 2048-08-25      | 2.8294%  | N/A     | $10500000.00       | $1123156.39        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-F107      AS     20280327 FLT     | 2028-03-27      | 4.4519%  | N/A     | $17350000.00       | $8154360.12        | Agency Collateralized Mortgage Obligation |
| FNRA CL064SA R25F064                                   | 2055-08-25      | 2.4282%  | N/A     | $97987347.00       | $8853460.59        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2021-SB87         X1     20410425 FLT     | 2041-04-25      | 0.7293%  | N/A     | $209249861.00      | $4663161.71        | Agency Collateralized Mortgage Obligation |
| FNRA CL061SA R19F061                                   | 2059-11-25      | 1.8637%  | N/A     | $14507222.00       | $753938.52         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-142 DS                                       | 2053-10-20      | 1.3711%  | N/A     | $250000000.00      | $6112908.91        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-053       X3     20440325 FLT     | 2044-03-25      | 1.7459%  | N/A     | $24717000.00       | $62865.42          | Agency Collateralized Mortgage Obligation |
| FNRM CL006PO R24F006                                   | 2045-04-25      | 0.0000%  | N/A     | $10816174.00       | $5985584.12        | Agency Collateralized Mortgage Obligation |
| FESB MTG TR 2018-SB56          X1-RC  20380825 FLT     | 2038-08-25      | 0.2176%  | N/A     | $76718426.00       | $399942.70         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-152       X3     20551125 FLT     | 2055-11-25      | 4.4820%  | N/A     | $9800000.00        | $2389840.19        | Agency Collateralized Mortgage Obligation |
| FNRA CL049SG R22F049                                   | 2052-08-25      | 1.2282%  | N/A     | $30000000.00       | $1712182.23        | Agency Collateralized Mortgage Obligation |
| FNRM CL024CI R24F024                                   | 2054-05-25      | 6.5000%  | N/A     | $69000000.00       | $7491078.23        | Agency Collateralized Mortgage Obligation |
| GNRA 2016-42 SI                                        | 2045-11-20      | 0.0000%  | N/A     | $32147304.00       | $342525.96         | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2015-K51          D      20481025 0.00000 | 2048-10-25      | 0.0000%  | N/A     | $89686280.00       | $8545742.11        | Agency Collateralized Mortgage Obligation |
| FGRM 4215EI 07/15/32                                   | 2032-07-15      | 3.0000%  | N/A     | $62500000.00       | $70723.89          | Agency Collateralized Mortgage Obligation |
| GNRA 2023-059 LS                                       | 2052-01-20      | 0.0000%  | N/A     | $819363159.00      | $1751261.95        | Agency Collateralized Mortgage Obligation |
| FNRA CL062IA R24F062                                   | 2054-09-25      | 0.0200%  | N/A     | $92941546.00       | $32115.98          | Agency Collateralized Mortgage Obligation |
| FGRA 4584SI 05/15/44                                   | 2044-05-15      | 0.2435%  | N/A     | $4814646.00        | $42655.57          | Agency Collateralized Mortgage Obligation |
| FNRM RC080EI R20F080                                   | 2050-11-25      | 4.0000%  | N/A     | $64192200.00       | $5738724.46        | Agency Collateralized Mortgage Obligation |
| FGRM 4472WI 05/15/45                                   | 2045-05-15      | 5.0000%  | N/A     | $45430594.00       | $547009.52         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB52         X1-RC  20380625 FLT     | 2038-06-25      | 0.4821%  | N/A     | $148083821.00      | $265153.36         | Agency Collateralized Mortgage Obligation |
| FGRA 5352LI 10/15/46                                   | 2046-10-15      | 1.1881%  | N/A     | $14260417.00       | $1795810.67        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-060 SA                                       | 2055-03-20      | 1.8511%  | N/A     | $33000000.00       | $2055992.65        | Agency Collateralized Mortgage Obligation |
| FNRA CL055SB R21F055                                   | 2061-08-25      | 0.0000%  | N/A     | $110513299.00      | $1184589.51        | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2020-KF80         C      20300625 FLT     | 2030-06-25      | 13.3163% | N/A     | $75910000.00       | $15300520.30       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB49         X1-SA  20380425 FLT     | 2038-04-25      | 0.3027%  | N/A     | $79334227.00       | $412872.99         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-090 DS                                       | 2055-05-20      | 0.1811%  | N/A     | $100000000.00      | $1423377.60        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-163       X3     20570225 FLT     | 2057-02-25      | 5.8801%  | N/A     | $15327418.00       | $5569391.66        | Agency Collateralized Mortgage Obligation |
| FREM MTG TR 2019-KC06          C      20260925 FLT     | 2026-09-25      | 3.9662%  | N/A     | $45627000.00       | $44340942.69       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-122       X3     20490125 FLT     | 2049-01-25      | 2.7207%  | N/A     | $9700000.00        | $1083231.59        | Agency Collateralized Mortgage Obligation |
| FNST TR0440 C46 RC                                     | 2053-10-01      | 4.0000%  | N/A     | $25945000.00       | $4673181.42        | Agency Collateralized Mortgage Obligation |
| FNRA CL015SC R13F015                                   | 2033-03-25      | 0.2724%  | N/A     | $18391622.00       | $3522217.00        | Agency Collateralized Mortgage Obligation |
| FNMA REMIC TRUST 2003-W1       2A     20421225 FLT     | 2042-12-25      | 5.0840%  | N/A     | $124273360.00      | $3003763.80        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-735       A-2    20260525 2.86200 | 2026-05-25      | 2.8620%  | N/A     | $9750000.00        | $7442524.58        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC MSCR TR 2022-MN4   M-2    20520528 FLT     | 2052-05-28      | 10.5718% | N/A     | $12000000.00       | $13557779.80       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-116 SB                                       | 2054-07-20      | 2.5011%  | N/A     | $90000000.00       | $5213140.29        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-142 FC                                       | 2054-09-20      | 5.2589%  | N/A     | $200000000.00      | $113030999.20      | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB73         X1     20400225 FLT     | 2040-02-25      | 0.9881%  | N/A     | $299054265.00      | $14584793.77       | Agency Collateralized Mortgage Obligation |
| FNRA CL105SJ R24F105                                   | 2055-01-25      | 0.9282%  | N/A     | $213060287.00      | $5343815.15        | Agency Collateralized Mortgage Obligation |
| GNRA 2012-134 PS                                       | 2042-11-20      | 0.9257%  | N/A     | $132412992.00      | $211718.69         | Agency Collateralized Mortgage Obligation |
| FHLMC STACR REMIC TR 2025-DNA3 M-1    20450925 FLT     | 2045-09-25      | 5.1718%  | N/A     | $2500000.00        | $2028251.12        | Agency Collateralized Mortgage Obligation |
| FREM MTG TR 2017-KF40          C      20271225 FLT     | 2027-12-25      | 13.3163% | N/A     | $39927982.00       | $12223359.73       | Agency Collateralized Mortgage Obligation |
| GNRA 2015-020 PS                                       | 2045-02-20      | 1.5257%  | N/A     | $57578855.00       | $594324.34         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-149 SD                                       | 2065-09-20      | 1.9011%  | N/A     | $207707392.00      | $8937381.79        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-G05       X3     20340125 FLT     | 2034-01-25      | 2.7020%  | N/A     | $1625000.00        | $180731.99         | Agency Collateralized Mortgage Obligation |
| GNRA 2021-197 FD                                       | 2051-11-20      | 2.5000%  | N/A     | $150000000.00      | $88286386.52       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-090 SD                                       | 2055-05-20      | 0.1811%  | N/A     | $200000000.00      | $2295551.84        | Agency Collateralized Mortgage Obligation |
| FNRA CL007SA R24F007                                   | 2053-09-25      | 2.9282%  | N/A     | $29000000.00       | $1511589.14        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-178 ZB                                       | 2055-10-20      | 6.0000%  | N/A     | $24164000.00       | $24096029.57       | Agency Collateralized Mortgage Obligation |
| FNRM RC075IO R21F075                                   | 2051-11-25      | 3.0000%  | N/A     | $78463000.00       | $7535930.83        | Agency Collateralized Mortgage Obligation |
| FNRM CL035IC R13F035                                   | 2033-04-25      | 3.0000%  | N/A     | $24015467.00       | $210631.37         | Agency Collateralized Mortgage Obligation |
| FGRA 04104S 09/15/42                                   | 2042-09-15      | 1.8435%  | N/A     | $21428571.00       | $388665.00         | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2021-KHG3         B-FL   20280925 FLT     | 2028-09-25      | 6.5019%  | N/A     | $8048000.00        | $6914024.87        | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2021-KF108        CS     20310225 FLT     | 2031-02-25      | 10.4519% | N/A     | $76047000.00       | $14125956.70       | Agency Collateralized Mortgage Obligation |
| GNRA 2020-047 SA                                       | 2044-05-20      | 1.9257%  | N/A     | $23898589.00       | $886103.19         | Agency Collateralized Mortgage Obligation |
| FREM MTG TR 2019-KF72          C      20261125 FLT     | 2026-11-25      | 10.3163% | N/A     | $58664060.00       | $28225806.22       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-005 TB                                       | 2053-06-20      | 0.2000%  | N/A     | $50422056.00       | $217946.54         | Agency Collateralized Mortgage Obligation |
| FNRA CL022S R21F022                                    | 2051-04-25      | 0.0000%  | N/A     | $10000000.00       | $5442.78           | Agency Collateralized Mortgage Obligation |
| FNRA RC105SD R25F105                                   | 2055-12-25      | 1.4511%  | N/A     | $153656187.00      | $9130853.99        | Agency Collateralized Mortgage Obligation |
| FNRA CL105SM R25F105                                   | 2055-12-25      | 0.8011%  | N/A     | $104372465.00      | $2957681.86        | Agency Collateralized Mortgage Obligation |
| FREMF 2022-KF140 MORTGAGE TR   CS     20290725 FLT     | 2029-07-25      | 9.4519%  | N/A     | $70480000.00       | $52449493.04       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-131       X3     20490925 FLT     | 2049-09-25      | 3.0482%  | N/A     | $20902000.00       | $2968519.26        | Agency Collateralized Mortgage Obligation |
| FNRA CL006SB R24F006                                   | 2054-03-25      | 2.9482%  | N/A     | $63668669.00       | $3669132.98        | Agency Collateralized Mortgage Obligation |
| FNRA CL050ST R23F050                                   | 2049-07-25      | 0.1000%  | N/A     | $20341106.00       | $55950.56          | Agency Collateralized Mortgage Obligation |
| FNST TR0428 C27 RC                                     | 2037-11-01      | 1.5000%  | N/A     | $80158597.00       | $2855871.33        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB53         X1     20380625 FLT     | 2038-06-25      | 0.2804%  | N/A     | $256952913.00      | $315577.42         | Agency Collateralized Mortgage Obligation |
| FNRA CL059TB R20F059                                   | 2044-01-25      | 0.6000%  | N/A     | $10176126.00       | $71833.83          | Agency Collateralized Mortgage Obligation |
| FNRA CL023SC R13F023                                   | 2033-03-25      | 0.2724%  | N/A     | $7025000.00        | $1916826.79        | Agency Collateralized Mortgage Obligation |
| FNRA CL064SA R23F064                                   | 2048-07-25      | 1.9637%  | N/A     | $19429077.00       | $1777648.96        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-057       A-2    20260725 2.57000 | 2026-07-25      | 2.5700%  | N/A     | $2844000.00        | $2584976.55        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-164       X-3    20570525 FLT     | 2057-05-25      | 5.8613%  | N/A     | $15000000.00       | $5700753.67        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-178 BZ                                       | 2052-03-20      | 5.5000%  | N/A     | $30066834.00       | $28604866.99       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-748       X3     20500225 FLT     | 2050-02-25      | 2.7843%  | N/A     | $14432000.00       | $1065406.44        | Agency Collateralized Mortgage Obligation |
| FRESB MORTGAGE TR 2019-SB64    B      20390625 FLT     | 2039-06-25      | 6.3788%  | N/A     | $44262383.00       | $28190539.92       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2017-K62          D      20500125 0.00000 | 2050-01-25      | 0.0000%  | N/A     | $108305106.00      | $76963573.80       | Agency Collateralized Mortgage Obligation |
| FNRA CL052PS R12F052                                   | 2042-05-25      | 2.3937%  | N/A     | $104663303.00      | $1176191.28        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-178 FP                                       | 2055-10-20      | 4.8989%  | N/A     | $46942333.00       | $46880116.46       | Agency Collateralized Mortgage Obligation |
| FGRA 4795WS 03/15/48                                   | 2048-03-15      | 1.8935%  | N/A     | $21176438.00       | $392964.29         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB55         X1     20380825 FLT     | 2038-08-25      | 0.7800%  | N/A     | $177390777.00      | $531913.80         | Agency Collateralized Mortgage Obligation |
| FRESB MORTGAGE TRUST 2021-SB91 X1     20410825 FLT     | 2041-08-25      | 0.6685%  | N/A     | $72000000.00       | $1671925.94        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC MSCR TR 2021-MN2   M-2    20410725 FLT     | 2041-07-25      | 7.4218%  | N/A     | $27750000.00       | $24448454.44       | Agency Collateralized Mortgage Obligation |
| FNRA CL059TA R20F059                                   | 2042-09-25      | 0.1000%  | N/A     | $10240264.00       | $10716.55          | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2019-KLU2         B-FX   20290825 0.00000 | 2029-08-25      | 0.0000%  | N/A     | $28913000.00       | $13865550.00       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-134 IA                                       | 2054-02-20      | 0.0500%  | N/A     | $43135364.00       | $18618.97          | Agency Collateralized Mortgage Obligation |
| GNRA 2021-130 GS                                       | 2051-07-20      | 0.0000%  | N/A     | $39142904.00       | $855187.24         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-089 SA                                       | 2054-05-20      | 3.1011%  | N/A     | $68104006.00       | $5201731.48        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES Q-033       X      20350325 FLT     | 2035-03-25      | 0.4401%  | N/A     | $373283616.00      | $10812411.16       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB57         X1     20380925 FLT     | 2038-09-25      | 0.5539%  | N/A     | $251299455.00      | $508689.91         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-150       X3     20541025 FLT     | 2054-10-25      | 4.5714%  | N/A     | $15000000.00       | $3673985.35        | Agency Collateralized Mortgage Obligation |
| FRESB MORTGAGE TR 2019-SB64    XI     20390625 FLT     | 2039-06-25      | 1.9636%  | N/A     | $155000000.00      | $1897755.51        | Agency Collateralized Mortgage Obligation |
| FNRA RC109QS R10F109                                   | 2040-10-25      | 7.4468%  | N/A     | $18305750.00       | $655173.96         | Agency Collateralized Mortgage Obligation |
| FGRA 4707SB 08/15/47                                   | 2047-08-15      | 0.0000%  | N/A     | $103816691.00      | $707526.53         | Agency Collateralized Mortgage Obligation |
| FNRA CL096SC R17F096                                   | 2057-12-25      | 1.9137%  | N/A     | $48519741.00       | $1896135.93        | Agency Collateralized Mortgage Obligation |
| FGRA 4935BI 08/15/41                                   | 2041-08-15      | 0.5300%  | N/A     | $8997993.00        | $59641.18          | Agency Collateralized Mortgage Obligation |
| FGRM 5394PO 02/15/43                                   | 2043-02-15      | 0.0000%  | N/A     | $5454332.00        | $3357891.88        | Agency Collateralized Mortgage Obligation |
| FNRM CL063MZ R20F063                                   | 2050-09-25      | 2.0000%  | N/A     | $1168359.00        | $890428.08         | Agency Collateralized Mortgage Obligation |
| FNRA RC061SE R21F061                                   | 2051-09-25      | 0.0000%  | N/A     | $46500000.00       | $12829.11          | Agency Collateralized Mortgage Obligation |
| FNRA CL071SA R25F071                                   | 2055-09-25      | 1.8282%  | N/A     | $50000000.00       | $3473726.43        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-105       X3     20480325 FLT     | 2048-03-25      | 2.0404%  | N/A     | $34625000.00       | $2648221.07        | Agency Collateralized Mortgage Obligation |
| FGRM 4544AI 11/15/44                                   | 2044-11-15      | 4.0000%  | N/A     | $10062114.00       | $1996219.05        | Agency Collateralized Mortgage Obligation |
| GNRA 2011-080 SK                                       | 2041-06-20      | 2.0057%  | N/A     | $167610000.00      | $479640.18         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-094 DI                                       | 2054-06-20      | 0.0500%  | N/A     | $50000000.00       | $46105.98          | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-109       X3     20480525 FLT     | 2048-05-25      | 3.4989%  | N/A     | $20000000.00       | $2647265.39        | Agency Collateralized Mortgage Obligation |
| FGRM 4701DI 01/15/36                                   | 2036-01-15      | 5.0000%  | N/A     | $30122470.00       | $679580.94         | Agency Collateralized Mortgage Obligation |
| FNRA CL050TS R23F050                                   | 2044-04-25      | 0.0500%  | N/A     | $1254090.00        | $1803.55           | Agency Collateralized Mortgage Obligation |
| FNRM CL035IE R13F035                                   | 2033-04-25      | 3.0000%  | N/A     | $24874298.00       | $218764.82         | Agency Collateralized Mortgage Obligation |
| FNRA CL070DS R16F070                                   | 2046-10-25      | 1.9137%  | N/A     | $136194174.00      | $2422856.40        | Agency Collateralized Mortgage Obligation |
| FGRA 4564SI 04/15/43                                   | 2043-04-15      | 0.0000%  | N/A     | $26456473.00       | $100145.71         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 LS                                       | 2052-04-20      | 0.0000%  | N/A     | $281702770.00      | $925325.27         | Agency Collateralized Mortgage Obligation |
| FNMA REMIC TRUST 2002-26B      A1     20480125 7.00000 | 2048-01-25      | 7.0000%  | N/A     | $49841000.00       | $1030083.81        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC MSCR TR 2023-MN6   M-2    20430526 FLT     | 2043-05-26      | 10.8218% | N/A     | $11000000.00       | $12423969.98       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2019-SB62         X1     20390325 FLT     | 2039-03-25      | 1.2168%  | N/A     | $623416713.00      | $8654975.66        | Agency Collateralized Mortgage Obligation |
| FNRA CL062SQ R19F062                                   | 2059-11-25      | 1.8137%  | N/A     | $10012996.00       | $692572.42         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-178 SP                                       | 2055-10-20      | 3.1011%  | N/A     | $46942333.00       | $6162469.18        | Agency Collateralized Mortgage Obligation |
| FNRM RC002KO R07W002                                   | 2037-03-25      | 0.0000%  | N/A     | $19777901.00       | $234499.71         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-130       X-3    20480825 FLT     | 2048-08-25      | 3.2027%  | N/A     | $13487621.00       | $1996776.62        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 TC                                       | 2048-12-20      | 0.1000%  | N/A     | $17641475.00       | $65145.92          | Agency Collateralized Mortgage Obligation |
| FNRM CL099UI R12F099                                   | 2042-09-25      | 4.0000%  | N/A     | $23159229.00       | $180699.94         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-122 CF                                       | 2055-07-20      | 5.2489%  | N/A     | $50000000.00       | $49543040.97       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-F116      AS     20280626 FLT     | 2028-06-26      | 4.4119%  | N/A     | $80500000.00       | $34532510.85       | Agency Collateralized Mortgage Obligation |
| GNRA 2011-069 SC                                       | 2041-05-20      | 1.3057%  | N/A     | $2855000.00        | $8622.93           | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-110       X3     20480625 FLT     | 2048-06-25      | 3.4901%  | N/A     | $9600000.00        | $1258846.12        | Agency Collateralized Mortgage Obligation |
| FGRA 5121TA 09/15/40                                   | 2042-04-15      | 0.4000%  | N/A     | $16135008.00       | $102351.12         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB45         B-RC   20371125 FLT     | 2037-11-25      | 4.5405%  | N/A     | $5886000.00        | $1915597.20        | Agency Collateralized Mortgage Obligation |
| FNST TR0440 C59 RC                                     | 2053-11-01      | 6.5000%  | N/A     | $49796960.00       | $5862900.16        | Agency Collateralized Mortgage Obligation |
| FLMC REMIC SERIES K-085        X3     20451225 FLT     | 2045-12-25      | 2.3913%  | N/A     | $4265750.00        | $269750.91         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-056       X3     20440625 FLT     | 2044-06-25      | 2.1905%  | N/A     | $1916000.00        | $23796.50          | Agency Collateralized Mortgage Obligation |
| GNRA 2022-009 FA                                       | 2052-01-20      | 2.5000%  | N/A     | $100000000.00      | $63675530.68       | Agency Collateralized Mortgage Obligation |
| FGRA 4833IM 04/15/44                                   | 2044-04-15      | 0.0500%  | N/A     | $34129268.00       | $12007.84          | Agency Collateralized Mortgage Obligation |
| FNRA RC150SL R10F150                                   | 2040-10-25      | 2.2637%  | N/A     | $135801587.00      | $3208.00           | Agency Collateralized Mortgage Obligation |
| FGRA 4935AI 03/15/43                                   | 2043-03-15      | 0.0600%  | N/A     | $13906717.00       | $7323.43           | Agency Collateralized Mortgage Obligation |
| FNRA CL086IC R24F086                                   | 2054-12-25      | 0.0500%  | N/A     | $93100000.00       | $141513.83         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-743       X3     20490625 FLT     | 2049-06-25      | 3.0551%  | N/A     | $9500000.00        | $649202.01         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-097       X3     20460925 FLT     | 2046-09-25      | 2.0876%  | N/A     | $17926832.00       | $1228360.53        | Agency Collateralized Mortgage Obligation |
| GNRA 2009-106 SC                                       | 2039-11-20      | 2.2757%  | N/A     | $142784000.00      | $457466.01         | Agency Collateralized Mortgage Obligation |
| FGRM 4121MI 10/15/42                                   | 2042-10-15      | 4.0000%  | N/A     | $42374111.00       | $774761.22         | Agency Collateralized Mortgage Obligation |
| FGRM 5060DI 04/15/41                                   | 2041-04-15      | 5.0000%  | N/A     | $7685360.00        | $250166.89         | Agency Collateralized Mortgage Obligation |
| GNRA 2020-102 SN                                       | 2050-07-20      | 2.1257%  | N/A     | $3328000.00        | $161736.57         | Agency Collateralized Mortgage Obligation |
| FNRA CL055SG R18F055                                   | 2048-08-25      | 2.0637%  | N/A     | $58135875.00       | $1251146.24        | Agency Collateralized Mortgage Obligation |
| FRESB MORTGAGE TRUST 2021-SB90 X1     20410625 FLT     | 2041-06-25      | 0.6800%  | N/A     | $145462875.00      | $3178514.92        | Agency Collateralized Mortgage Obligation |
| GNRA 2019-86 FP                                        | 2049-07-20      | 4.5000%  | N/A     | $20000000.00       | $4626279.50        | Agency Collateralized Mortgage Obligation |
| FGRA 03451S 02/15/37                                   | 2037-02-15      | 1.7735%  | N/A     | $2000000.00        | $607.92            | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-059       A-2    20260925 FLT     | 2026-09-25      | 3.1200%  | N/A     | $1000000.00        | $990464.14         | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2019-KF65         C      20290725 FLT     | 2029-07-25      | 10.3163% | N/A     | $62395000.00       | $28745795.45       | Agency Collateralized Mortgage Obligation |
| FNRM CL012NI R22F012                                   | 2045-05-25      | 4.0000%  | N/A     | $22088980.00       | $2546012.06        | Agency Collateralized Mortgage Obligation |
| FNRA CL093SI R13F093                                   | 2043-09-25      | 0.8470%  | N/A     | $39410000.00       | $667403.79         | Agency Collateralized Mortgage Obligation |
| FGRA 5121TD 10/15/41                                   | 2044-08-15      | 0.0500%  | N/A     | $14302766.00       | $12962.92          | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2019-SB58         X1     20381125 FLT     | 2038-11-25      | 0.7497%  | N/A     | $271423788.00      | $1956773.69        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB76         X1     20400425 FLT     | 2040-04-25      | 0.0000%  | N/A     | $50000000.00       | $1231555.11        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-129 FB                                       | 2052-07-20      | 5.0000%  | N/A     | $20000000.00       | $13823338.97       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-110 SB                                       | 2055-06-20      | 0.1511%  | N/A     | $100000000.00      | $1162744.19        | Agency Collateralized Mortgage Obligation |
| FNRM WL003PO R07W003                                   | 2037-04-25      | 0.0000%  | N/A     | $8074073.00        | $70118.49          | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-058       A-2    20260825 2.65300 | 2026-08-25      | 2.6530%  | N/A     | $36314458.00       | $36011876.86       | Agency Collateralized Mortgage Obligation |
| FNRA CL071SC R25F071                                   | 2055-09-25      | 1.0782%  | N/A     | $100000000.00      | $3741547.60        | Agency Collateralized Mortgage Obligation |
| FNRM RC006YI R13F006                                   | 2033-02-25      | 3.0000%  | N/A     | $27672262.00       | $169271.12         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-142 IB                                       | 2054-09-20      | 0.0100%  | N/A     | $35000000.00       | $3197.05           | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-148       X3     20540825 FLT     | 2054-08-25      | 4.2877%  | N/A     | $5300000.00        | $1208270.73        | Agency Collateralized Mortgage Obligation |
| FRESB 2023-SB107 MTG TR        X1     20430625 FLT     | 2043-06-25      | 0.3329%  | N/A     | $242892125.00      | $4849177.64        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-055 SB                                       | 2050-04-20      | 0.0000%  | N/A     | $30000000.00       | $209528.68         | Agency Collateralized Mortgage Obligation |
| FGRM 4524CI 05/15/41                                   | 2041-05-15      | 5.0000%  | N/A     | $33500000.00       | $482651.83         | Agency Collateralized Mortgage Obligation |
| FHLMC  MSCR TRUST MN3          M-2    20511127 FLT     | 2051-11-27      | 8.0718%  | N/A     | $11000000.00       | $11403003.15       | Agency Collateralized Mortgage Obligation |
| FNRM CL096AI R17F096                                   | 2041-08-25      | 4.5000%  | N/A     | $44518053.00       | $739908.47         | Agency Collateralized Mortgage Obligation |
| FGRA S17020 11/15/52                                   | 2052-11-15      | 4.5619%  | N/A     | $2624331.00        | $358848.91         | Agency Collateralized Mortgage Obligation |
| FNRA CL034LS R15F034                                   | 2045-06-25      | 1.9137%  | N/A     | $120580856.00      | $1926354.67        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-F113      AS     20280525 FLT     | 2028-05-25      | 4.4318%  | N/A     | $11400000.00       | $3290256.49        | Agency Collateralized Mortgage Obligation |
| FGRM 4533JI 12/15/45                                   | 2045-12-15      | 5.0000%  | N/A     | $28061628.00       | $570530.95         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-071 SC                                       | 2055-04-20      | 1.1511%  | N/A     | $80000000.00       | $3079501.62        | Agency Collateralized Mortgage Obligation |
| FGRA 4301SD 07/15/37                                   | 2037-07-15      | 1.8435%  | N/A     | $77000000.00       | $543998.55         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-107       X1     20300125 FLT     | 2030-01-25      | 1.7019%  | N/A     | $65000000.00       | $3586104.48        | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2018-2      MA     20571126 3.50000 | 2057-11-26      | 3.5000%  | N/A     | $1004000.00        | $199607.53         | Agency Collateralized Mortgage Obligation |
| FGRA 5444TI 08/15/44                                   | 2044-08-15      | 0.0500%  | N/A     | $29762511.00       | $39549.27          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-005 TC                                       | 2053-07-20      | 0.0500%  | N/A     | $18475546.00       | $10568.75          | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-165       X3     20561025 FLT     | 2056-10-25      | 5.6798%  | N/A     | $12000000.00       | $4423632.32        | Agency Collateralized Mortgage Obligation |
| FRESB MTG 2018-SB54            X1     20380825 FLT     | 2038-08-25      | 0.0000%  | N/A     | $234440144.00      | $217959.44         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-140 SB                                       | 2055-08-20      | 1.8211%  | N/A     | $100000000.00      | $6935657.27        | Agency Collateralized Mortgage Obligation |
| FNRA CL006ST R24F006                                   | 2047-09-25      | 0.1000%  | N/A     | $17892014.00       | $67240.38          | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC  SERIES K-1516     X3     20381025 FLT     | 2038-10-25      | 3.5741%  | N/A     | $7800000.00        | $1971119.86        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 TB                                       | 2051-05-20      | 0.0000%  | N/A     | $10766919.00       | $1458.68           | Agency Collateralized Mortgage Obligation |
| FNRA CL009SC R24F009                                   | 2054-03-25      | 2.0341%  | N/A     | $85000000.00       | $3620834.57        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-140 ST                                       | 2053-09-20      | 0.0300%  | N/A     | $72401620.00       | $61722.90          | Agency Collateralized Mortgage Obligation |
| FGRA 4935CI 06/15/42                                   | 2042-06-15      | 0.6500%  | N/A     | $5451206.00        | $42474.49          | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB48         X1     20380225 FLT     | 2038-02-25      | 0.3692%  | N/A     | $243903642.00      | $457433.01         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-G03       X3     20330725 FLT     | 2033-07-25      | 3.0675%  | N/A     | $7733000.00        | $856500.36         | Agency Collateralized Mortgage Obligation |
| GNRA 2016-04 S                                         | 2046-01-20      | 1.5757%  | N/A     | $30081589.00       | $336016.21         | Agency Collateralized Mortgage Obligation |
| FGRA 5444IT 11/15/48                                   | 2048-11-15      | 0.1000%  | N/A     | $6237243.00        | $23878.52          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-027 IE                                       | 2055-02-20      | 0.0200%  | N/A     | $100000000.00      | $19770.78          | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB80         X1     20400925 FLT     | 2040-09-25      | 0.0149%  | N/A     | $89500000.00       | $2881171.99        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-071 SA                                       | 2055-04-20      | 1.0511%  | N/A     | $150000000.00      | $5250137.88        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES             X3     20570225 FLT     | 2057-02-25      | 5.4351%  | N/A     | $9000000.00        | $2443260.84        | Agency Collateralized Mortgage Obligation |
| FNRA CL041T R22F041                                    | 2049-05-25      | 0.0500%  | N/A     | $7193861.00        | $8905.29           | Agency Collateralized Mortgage Obligation |
| GNRA 2025-005 CI                                       | 2054-04-20      | 0.1200%  | N/A     | $27306893.00       | $72832.15          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-070 SL                                       | 2050-05-20      | 1.9757%  | N/A     | $83969990.00       | $10589827.18       | Agency Collateralized Mortgage Obligation |
| GNRA 2014-003 ST                                       | 2039-07-20      | 1.9257%  | N/A     | $41202319.00       | $108043.60         | Agency Collateralized Mortgage Obligation |
| FGRM 4701EI 04/15/40                                   | 2040-04-15      | 5.0000%  | N/A     | $25803798.00       | $597213.18         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-134 IQ                                       | 2053-08-20      | 0.1500%  | N/A     | $64701191.00       | $118415.59         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB52         B-RC   20380625 FLT     | 2038-06-25      | 4.2133%  | N/A     | $33961065.00       | $15346966.52       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SEREIES K-102      X3     20461225 FLT     | 2046-12-25      | 1.9562%  | N/A     | $25000000.00       | $1675438.38        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES 5083        BX     20501125 FLT     | 2050-11-25      | 5.0033%  | N/A     | $4100000.00        | $2606129.49        | Agency Collateralized Mortgage Obligation |
| FGRA 5444SJ 11/15/48                                   | 2048-11-15      | 1.7435%  | N/A     | $58554444.00       | $5492921.10        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SEIRES K-142       X3     20490425 FLT     | 2049-04-25      | 3.2034%  | N/A     | $23700000.00       | $3782012.37        | Agency Collateralized Mortgage Obligation |
| FNMA REMIC TRUST 2014-2        AI     20440225 FLT     | 2044-02-25      | 6.0000%  | N/A     | $21709187.00       | $281348.28         | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2019-2      MA     20580826 3.50000 | 2058-08-26      | 3.5000%  | N/A     | $610000.00         | $199553.06         | Agency Collateralized Mortgage Obligation |
| FNRA CL105SB R24F105                                   | 2055-01-25      | 1.2282%  | N/A     | $50000000.00       | $1857217.10        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-140 TS                                       | 2053-09-20      | 0.0300%  | N/A     | $27598380.00       | $6041.31           | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-070       X3     20271225 FLT     | 2027-12-25      | 2.1117%  | N/A     | $13000000.00       | $520335.18         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-170       X3     20580225 FLT     | 2058-02-25      | 5.7786%  | N/A     | $14073972.00       | $5455208.64        | Agency Collateralized Mortgage Obligation |
| FESB MTG TR 2018-SB56          X1-AR  20380825 FLT     | 2038-08-25      | 0.4706%  | N/A     | $68497124.00       | $171173.90         | Agency Collateralized Mortgage Obligation |
| FNRA CL037SA R24F037                                   | 2054-06-25      | 2.9482%  | N/A     | $50000000.00       | $3304605.25        | Agency Collateralized Mortgage Obligation |
| FGRA 3667SB 05/15/40                                   | 2040-05-15      | 2.1935%  | N/A     | $5000000.00        | $1771.61           | Agency Collateralized Mortgage Obligation |
| FGRA 4417NS 12/15/43                                   | 2043-12-15      | 0.1770%  | N/A     | $22473927.00       | $76224.24          | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-154       X3     20560325 FLT     | 2056-03-25      | 5.2770%  | N/A     | $12000000.00       | $3498883.90        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-168 BS                                       | 2054-10-20      | 1.3511%  | N/A     | $50000000.00       | $2720826.23        | Agency Collateralized Mortgage Obligation |
| FNST TR0440 C56 RC                                     | 2053-11-01      | 5.5000%  | N/A     | $189204201.00      | $29213221.85       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-027 FA                                       | 2055-02-20      | 5.8489%  | N/A     | $100000000.00      | $72426629.09       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB50         X1     20380525 FLT     | 2038-05-25      | 0.0000%  | N/A     | $220277834.00      | $246623.51         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-069       A-2    20270925 FLT     | 2027-09-25      | 3.1870%  | N/A     | $14397000.00       | $13884894.26       | Agency Collateralized Mortgage Obligation |
| FNRA CL030SA R25F030                                   | 2055-05-25      | 0.9782%  | N/A     | $200000000.00      | $5919585.86        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-756       X3     20570725 FLT     | 2057-07-25      | 5.8053%  | N/A     | $5000000.00        | $1333350.64        | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2016-K56          D      20490625 0.00000 | 2049-06-25      | 0.0000%  | N/A     | $61470190.00       | $54297172.06       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2021-SB85         X-1    20410225 FLT     | 2041-02-25      | 0.4755%  | N/A     | $150000000.00      | $3641422.00        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-128       X3     20490425 FLT     | 2049-04-25      | 2.8765%  | N/A     | $13400000.00       | $1678194.31        | Agency Collateralized Mortgage Obligation |
| FNRM CL075IB R21F075                                   | 2051-11-25      | 3.5000%  | N/A     | $24439250.00       | $2495641.05        | Agency Collateralized Mortgage Obligation |
| FNRA RC062SA R24F062                                   | 2054-09-25      | 1.1782%  | N/A     | $172071737.00      | $5100768.16        | Agency Collateralized Mortgage Obligation |
| FNRM CL051PZ R01F051                                   | 2031-10-25      | 6.5000%  | N/A     | $500000.00         | $4555.82           | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-IR3       A-2    20270825 3.28100 | 2027-08-25      | 3.2810%  | N/A     | $22259000.00       | $22098596.08       | Agency Collateralized Mortgage Obligation |

### Security 81: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada
- **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: N/A, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BYDVC3YU0
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 3/8 NOTE C 34      | 2034-05-15      | 4.3750%  | N/A     | $135796600.00      | $140649445.30      | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53        | 2053-02-15      | 3.6250%  | N/A     | $36310700.00       | $30648230.45       | U.S. Treasuries (including strips) |
| 2 7/8 BOND 45        | 2045-08-15      | 2.8750%  | N/A     | $4535200.00        | $3519057.26        | U.S. Treasuries (including strips) |
| 0 3/4 NOTE W 26      | 2026-03-31      | 0.7500%  | N/A     | $100.00            | $99.12             | U.S. Treasuries (including strips) |
| 5 3/8 BOND 31        | 2031-02-15      | 5.3750%  | N/A     | $5379600.00        | $5902154.32        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BA 27     | 2027-04-30      | 3.7500%  | N/A     | $82364500.00       | $82808325.43       | U.S. Treasuries (including strips) |
| FEPC 04.500 CLQE6385 | 2052-07-01      | 4.5000%  | N/A     | $1024.00           | $748.42            | Agency Mortgage-Backed Securities  |
| 3 3/8 BOND 44        | 2044-05-15      | 3.3750%  | N/A     | $5013300.00        | $4233240.63        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AT 26     | 2026-10-15      | 4.6250%  | N/A     | $1661200.00        | $1683790.09        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BL 26     | 2026-11-30      | 4.2500%  | N/A     | $409646900.00      | $420710954.63      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AL 28     | 2028-03-15      | 3.8750%  | N/A     | $73585600.00       | $74798752.12       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE G 32      | 2032-01-31      | 4.3750%  | N/A     | $100.00            | $105.01            | U.S. Treasuries (including strips) |
| 6 3/4 BOND 26        | 2026-08-15      | 6.7500%  | N/A     | $43400.00          | $45161.98          | U.S. Treasuries (including strips) |

### Security 82: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BYDVC3WR9
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 5/8 NOTE B 35 | 2035-02-15      | 4.6250%  | N/A     | $23970900.00       | $25500083.57       | U.S. Treasuries (including strips) |

### Security 83: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8NZ1, C.4 - ISIN: US3130B8NZ19, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1562450968.87
- **C.18.a - Value (excl. sponsor support):** $1562450968.87
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BYDVC3Y48
- **C.18 - Value (incl. sponsor support):** $7000000.00
- **C.18.a - Value (excl. sponsor support):** $7000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: NR; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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      | 0.0000%  | N/A     | $567.13            | $192.38            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 0.0000%  | N/A     | $200.00            | $85.43             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-01-15      | 1.1250%  | N/A     | $100.00            | $106.35            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-08-15      | 0.0000%  | N/A     | $116.62            | $70.19             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 0.1250%  | N/A     | $1910200.00        | $2249550.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | N/A     | $4308700.00        | $4884504.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-11-15      | 0.0000%  | N/A     | $227.00            | $127.31            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 0.0000%  | N/A     | $54.87             | $26.96             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 0.0000%  | N/A     | $60.80             | $23.62             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 0.0000%  | N/A     | $100.00            | $32.18             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 0.0000%  | N/A     | $1.01              | $0.30              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 0.0000%  | N/A     | $74.79             | $38.37             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 0.0000%  | N/A     | $184.95            | $60.41             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 0.0000%  | N/A     | $50.00             | $17.61             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 0.0000%  | N/A     | $365.41            | $112.28            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-02-15      | 0.0000%  | N/A     | $120.45            | $66.48             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 0.0000%  | N/A     | $571.18            | $216.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 0.0000%  | N/A     | $50.47             | $19.33             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-11-15      | 0.0000%  | N/A     | $100.00            | $35.07             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 0.0000%  | N/A     | $300.00            | $112.24            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 0.0000%  | N/A     | $92.59             | $36.40             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 0.0000%  | N/A     | $10.05             | $2.52              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 0.0000%  | N/A     | $492.10            | $245.17            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 0.0000%  | N/A     | $319.55            | $166.28            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-11-15      | 0.0000%  | N/A     | $408.90            | $255.72            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 0.0000%  | N/A     | $30.00             | $13.36             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-08-15      | 0.0000%  | N/A     | $10.00             | $2.47              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-11-15      | 0.0000%  | N/A     | $15.05             | $3.69              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 0.0000%  | N/A     | $15.00             | $4.72              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 0.0000%  | N/A     | $22.37             | $5.84              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 0.0000%  | N/A     | $197.30            | $120.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-11-15      | 0.0000%  | N/A     | $1.00              | $0.31              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 0.0000%  | N/A     | $5.01              | $1.28              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 0.0000%  | N/A     | $382.85            | $97.70             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 0.0000%  | N/A     | $100.00            | $28.94             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 0.0000%  | N/A     | $70.00             | $29.79             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 0.0000%  | N/A     | $375.00            | $201.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 0.0000%  | N/A     | $103.00            | $33.23             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-02-15      | 0.0000%  | N/A     | $2.90              | $1.70              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 0.0000%  | N/A     | $150.32            | $71.84             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 0.0000%  | N/A     | $0.30              | $0.16              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 0.0000%  | N/A     | $67.09             | $25.05             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 0.0000%  | N/A     | $1239.13           | $506.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 0.0000%  | N/A     | $15.00             | $4.24              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 0.0000%  | N/A     | $10.00             | $2.76              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 0.0000%  | N/A     | $29.69             | $7.97              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | N/A     | $100.00            | $103.71            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 0.0000%  | N/A     | $400.00            | $125.67            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-05-15      | 0.0000%  | N/A     | $5.90              | $3.40              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-08-15      | 0.0000%  | N/A     | $600.00            | $149.44            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-11-15      | 0.0000%  | N/A     | $719.05            | $259.48            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-05-15      | 0.0000%  | N/A     | $10.00             | $3.35              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 0.0000%  | N/A     | $312.07            | $203.15            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-05-15      | 0.0000%  | N/A     | $100.00            | $37.90             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 0.0000%  | N/A     | $5.00              | $1.82              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 0.0000%  | N/A     | $0.02              | $0.01              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 0.0000%  | N/A     | $81.01             | $23.99             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-11-15      | 0.0000%  | N/A     | $100.00            | $31.78             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 0.0000%  | N/A     | $4435.62           | $1765.30           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 0.0000%  | N/A     | $46.00             | $19.02             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 0.0000%  | N/A     | $100.00            | $34.62             | U.S. Treasuries (including strips) |

### Security 85: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYDVC3WS7
- **C.18 - Value (incl. sponsor support):** $115000000.00
- **C.18.a - Value (excl. sponsor support):** $115000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's: NR; Standard & Poor's: A-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 7/8 NOTE Q 32 | 2032-09-30      | 3.8750%  | N/A     | $1300.00           | $1315.78           | U.S. Treasuries (including strips) |
| 4 NOTE H 30     | 2030-02-28      | 4.0000%  | N/A     | $114252800.00      | $117298694.43      | U.S. Treasuries (including strips) |

### Security 86: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYXTQ6Z9
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 1.5200%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1+
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 5/8 NOTE C 30 | 2030-05-15      | 0.6250%  | N/A     | $2214499200.00     | $1947529025.46     | U.S. Treasuries (including strips) |
| 0 1/2 NOTE K 27 | 2027-04-30      | 0.5000%  | N/A     | $1160530000.00     | $1112470990.82     | U.S. Treasuries (including strips) |

### Security 87: Federal National Mortgage Association Variable Rate Notes

- **C.1 - Title:** Federal National Mortgage Association Variable Rate Notes
- **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):** $427902273.23
- **C.18.a - Value (excl. sponsor support):** $427902273.23
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SN8, C.4 - ISIN: US912797SN89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3324628392.12
- **C.18.a - Value (excl. sponsor support):** $3324628392.12
- **C.19 - Percentage of Net Assets:** 1.6800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 89: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SG3, C.4 - ISIN: US912797SG39, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $655696418.27
- **C.18.a - Value (excl. sponsor support):** $655696418.27
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-01-20
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 90: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1TL1, C.4 - ISIN: US3130B1TL16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $631579683.84
- **C.18.a - Value (excl. sponsor support):** $631579683.84
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RH2, C.4 - ISIN: US912797RH21, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1639172893.62
- **C.18.a - Value (excl. sponsor support):** $1639172893.62
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 92: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RV1, C.4 - ISIN: US912797RV15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $247431462.95
- **C.18.a - Value (excl. sponsor support):** $247431462.95
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 93: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7YQ1, C.4 - ISIN: US3130B7YQ18, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $399983196.00
- **C.18.a - Value (excl. sponsor support):** $399983196.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-04-02
- **C.13 - Final Legal Maturity Date:** 2027-04-02
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QY6, C.4 - ISIN: US912797QY62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $677263.81
- **C.18.a - Value (excl. sponsor support):** $677263.81
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 95: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SW8, C.4 - ISIN: US912797SW88, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2940578979.35
- **C.18.a - Value (excl. sponsor support):** $2940578979.35
- **C.19 - Percentage of Net Assets:** 1.4900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 96: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SS7, C.4 - ISIN: US912797SS76, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1016549064.60
- **C.18.a - Value (excl. sponsor support):** $1016549064.60
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 97: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1280788734.65
- **C.18.a - Value (excl. sponsor support):** $1280788734.65
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 98: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC
- **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: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BYDVC3Y55
- **C.18 - Value (incl. sponsor support):** $36000000.00
- **C.18.a - Value (excl. sponsor support):** $36000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: NR; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA_17-141                                | 2047-09-20      | 2.7500%  | N/A     | $2700.00           | $546.50            | Agency Collateralized Mortgage Obligation |
| GNMA_23-64C                                | 2053-05-20      | 5.1189%  | N/A     | $1001.00           | $540.08            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-09-15      | 5.3300%  | N/A     | $5740050.00        | $5905733.90        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 6.0000%  | N/A     | $1063202.00        | $1110491.10        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                     | 2026-05-31      | 4.8750%  | N/A     | $1000.00           | $1029.40           | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 7.0000%  | N/A     | $1081322.00        | $1148999.78        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2042-02-15      | 4.0000%  | N/A     | $29767.00          | $6979.01           | Agency Mortgage-Backed Securities         |
| FHLMC_3996H                                | 2027-02-15      | 2.0000%  | N/A     | $1127.00           | $2.83              | Agency Collateralized Mortgage Obligation |
| GNMA_22-135A                               | 2052-06-20      | 0.0000%  | N/A     | $146260.00         | $364.63            | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                     | 2035-07-15      | 1.8750%  | N/A     | $28000.00          | $28826.33          | U.S. Treasuries (including strips)        |
| GNMA_23-63A                                | 2053-05-20      | 5.0989%  | N/A     | $2000.00           | $1203.32           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2038-08-15      | 5.5000%  | N/A     | $917202.00         | $45919.82          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2057-04-15      | 2.8500%  | N/A     | $744493.00         | $640112.81         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2041-08-15      | 4.2900%  | N/A     | $90000.00          | $9814.10           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                     | 2032-09-30      | 3.8750%  | N/A     | $1600.00           | $1622.05           | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2045-12-20      | 3.5000%  | N/A     | $249999.00         | $25715.93          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2041-10-15      | 4.0000%  | N/A     | $599999.00         | $8260.42           | Agency Mortgage-Backed Securities         |
| GNMA_04-59A                                | 2034-08-16      | 4.3734%  | N/A     | $407508.00         | $4286.49           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2034-08-20      | 6.0000%  | N/A     | $726985.00         | $7493.10           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-05-15      | 5.5200%  | N/A     | $189500.00         | $196278.34         | Agency Mortgage-Backed Securities         |
| GNMA_23-64A                                | 2053-05-20      | 5.0989%  | N/A     | $1000.00           | $428.93            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-04-20      | 3.0000%  | N/A     | $4997000.00        | $179657.48         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.5000%  | N/A     | $1111248.00        | $1100843.28        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 5.5000%  | N/A     | $1051752.00        | $1077617.43        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY                     | 2035-05-15      | 4.2500%  | N/A     | $1600.00           | $1638.44           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                     | 2031-05-31      | 4.6250%  | N/A     | $22788000.00       | $24432661.64       | U.S. Treasuries (including strips)        |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2048-02-20      | 3.0000%  | N/A     | $5598736.00        | $783143.49         | Agency Mortgage-Backed Securities         |

### Security 99: Fixed Income Clearing Corporation - WF

- **C.1 - Title:** Fixed Income Clearing Corporation - WF
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDVC3XZ0
- **C.18 - Value (incl. sponsor support):** $1750000000.00
- **C.18.a - Value (excl. sponsor support):** $1750000000.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: NR; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 NOTE W 30     | 2030-03-31      | 4.0000%  | N/A     | $100000000.00      | $102338051.65      | U.S. Treasuries (including strips) |
| 2 3/8 NOTE J 29 | 2029-03-31      | 2.3750%  | N/A     | $250000000.00      | $241958396.98      | U.S. Treasuries (including strips) |
| BILL 01/15/26   | 2026-01-15      | 0.0000%  | N/A     | $2000000.00        | $1990526.00        | U.S. Treasuries (including strips) |
| 1 1/2 NOTE G 27 | 2027-01-31      | 1.5000%  | N/A     | $400000000.00      | $392366521.74      | U.S. Treasuries (including strips) |
| BILL 10/29/26   | 2026-10-29      | 0.0000%  | N/A     | $195000000.00      | $188751030.00      | U.S. Treasuries (including strips) |
| BILL 01/06/26   | 2026-01-06      | 0.0000%  | N/A     | $16648900.00       | $16585517.64       | U.S. Treasuries (including strips) |
| BILL 11/27/26   | 2026-11-27      | 0.0000%  | N/A     | $840000000.00      | $810899040.00      | U.S. Treasuries (including strips) |
| BILL 12/23/25   | 2025-12-23      | 0.0000%  | N/A     | $19444000.00       | $19397626.06       | U.S. Treasuries (including strips) |
| 4 NOTE U 29     | 2029-01-31      | 4.0000%  | N/A     | $782800.00         | $804267.10         | U.S. Treasuries (including strips) |
| BILL 03/10/26   | 2026-03-10      | 0.0000%  | N/A     | $5000000.00        | $4949090.00        | U.S. Treasuries (including strips) |
| BILL 02/17/26   | 2026-02-17      | 0.0000%  | N/A     | $5000000.00        | $4960025.00        | U.S. Treasuries (including strips) |

### Security 100: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8Q88, C.4 - ISIN: US3130B8Q889, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $223479818.98
- **C.18.a - Value (excl. sponsor support):** $223479818.98
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-08-24
- **C.13 - Final Legal Maturity Date:** 2026-08-24
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA
- **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: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BYDVC3X49
- **C.18 - Value (incl. sponsor support):** $72000000.00
- **C.18.a - Value (excl. sponsor support):** $72000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 06.000 CLDD7432 | 2055-04-01      | 6.0000%  | N/A     | $466662.00         | $468661.30         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC4424 | 2054-10-01      | 5.0000%  | N/A     | $104330.00         | $95330.30          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC8644 | 2055-01-01      | 6.5000%  | N/A     | $1112211.00        | $543396.82         | Agency Mortgage-Backed Securities         |
| FNRA CL056SA R12F056 | 2042-06-25      | 1.7137%  | N/A     | $100000000.00      | $839718.39         | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLDC3185 | 2054-10-01      | 5.5000%  | N/A     | $1078585.00        | $1017360.77        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB7108 | 2054-07-01      | 6.5000%  | N/A     | $325405.00         | $169325.50         | Agency Mortgage-Backed Securities         |
| FNRA CL076SG R18F076 | 2045-06-25      | 1.9137%  | N/A     | $100000.00         | $2913.17           | Agency Collateralized Mortgage Obligation |
| GNRM 2025-203 PO     | 2053-06-20      | 0.0000%  | N/A     | $50286717.00       | $42743709.45       | Agency Collateralized Mortgage Obligation |
| FNRA CL051KS R12F051 | 2042-05-25      | 1.7337%  | N/A     | $83979859.00       | $1249699.94        | Agency Collateralized Mortgage Obligation |
| FNMS 04.500 CLDC8993 | 2055-01-01      | 4.5000%  | N/A     | $1430619.00        | $1398391.56        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC1136 | 2054-08-01      | 5.5000%  | N/A     | $1187068.00        | $1198169.78        | Agency Mortgage-Backed Securities         |
| FNRA CL041SA R19F041 | 2049-08-25      | 1.9137%  | N/A     | $134624105.00      | $4995372.08        | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLDC7266 | 2054-12-01      | 6.0000%  | N/A     | $1063960.00        | $1098892.53        | Agency Mortgage-Backed Securities         |
| FERA 5371SB 01/25/54 | 2054-01-25      | 2.3282%  | N/A     | $75000000.00       | $3968766.54        | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLDD1080 | 2055-02-01      | 5.5000%  | N/A     | $610910.00         | $545006.42         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE1533 | 2055-05-01      | 5.5000%  | N/A     | $176490.00         | $181076.09         | Agency Mortgage-Backed Securities         |
| FNRA CL074IB R12F074 | 2042-07-25      | 1.8637%  | N/A     | $213102032.00      | $3381406.35        | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLDC7017 | 2054-12-01      | 5.5000%  | N/A     | $125914.00         | $127259.50         | Agency Mortgage-Backed Securities         |
| FNRA CL014SA R12F014 | 2042-03-25      | 2.3137%  | N/A     | $109345.00         | $966.70            | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLDE2432 | 2055-07-01      | 6.0000%  | N/A     | $3446337.00        | $3446030.39        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD3881 | 2055-02-01      | 6.0000%  | N/A     | $1590781.00        | $1628114.44        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC5475 | 2054-11-01      | 5.5000%  | N/A     | $520090.00         | $522476.00         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD8588 | 2055-05-01      | 5.5000%  | N/A     | $5915232.00        | $5597794.52        | Agency Mortgage-Backed Securities         |
| FNRA CL047HS R12F047 | 2027-05-25      | 1.9137%  | N/A     | $30407450.00       | $1013.43           | Agency Collateralized Mortgage Obligation |
| 4 1/2 NOTE AN 27     | 2027-05-15      | 4.5000%  | N/A     | $27700.00          | $28116.77          | U.S. Treasuries (including strips)        |

### Security 102: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BYDVC3WU2
- **C.18 - Value (incl. sponsor support):** $1250000000.00
- **C.18.a - Value (excl. sponsor support):** $1250000000.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch: F1; Standard & Poor's: A-1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 1 3/4 BOND 41 | 2041-08-15      | 1.7500%  | N/A     | $355820800.00      | $246499202.53      | U.S. Treasuries (including strips) |
| 4 5/8 BOND 40 | 2040-02-15      | 4.6250%  | N/A     | $461555600.00      | $479562421.64      | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44 | 2044-05-15      | 4.6250%  | N/A     | $546397700.00      | $548938401.00      | U.S. Treasuries (including strips) |

### Security 103: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **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):** $209685922.03
- **C.18.a - Value (excl. sponsor support):** $209685922.03
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 104: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETUZ8, C.4 - ISIN: US3133ETUZ83, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $164916650.36
- **C.18.a - Value (excl. sponsor support):** $164916650.36
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-01-27
- **C.13 - Final Legal Maturity Date:** 2027-01-27
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Fixed Income Clearing Corporation - HSBC

- **C.1 - Title:** Fixed Income Clearing Corporation - HSBC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDVC3XY3
- **C.18 - Value (incl. sponsor support):** $5250000000.00
- **C.18.a - Value (excl. sponsor support):** $5250000000.00
- **C.19 - Percentage of Net Assets:** 2.6600%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: NR; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2026-05-31      | 2.1250%  | N/A     | $175034600.00      | $175431907.50      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 2.7500%  | N/A     | $2000000.00        | $1992462.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-09-30      | 3.8750%  | N/A     | $4926700.00        | $4986499.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | N/A     | $68547900.00       | $69910292.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 4.0000%  | N/A     | $74623500.00       | $76158300.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | N/A     | $4941500.00        | $5052290.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-08      | 0.0000%  | N/A     | $800.00            | $796.79            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | N/A     | $120072000.00      | $122879345.37      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | N/A     | $969300.00         | $1005979.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | N/A     | $18237800.00       | $18652185.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | N/A     | $54784900.00       | $53739401.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-15      | 4.3750%  | N/A     | $30086100.00       | $30911178.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | N/A     | $78861200.00       | $80707272.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-15      | 4.6250%  | N/A     | $49157900.00       | $49739507.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | N/A     | $48226000.00       | $48485868.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.6250%  | N/A     | $9846800.00        | $9951395.59        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 3.6250%  | N/A     | $375061200.00      | $377701513.39      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 2.3750%  | N/A     | $496300.00         | $494285.53         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | N/A     | $123000.00         | $123531.99         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.2500%  | N/A     | $7166000.00        | $7229717.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-06-30      | 4.2500%  | N/A     | $19657200.00       | $20585154.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 3.7500%  | N/A     | $382518400.00      | $392221775.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | N/A     | $61768400.00       | $63633010.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | N/A     | $34780900.00       | $33340579.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 4.5000%  | N/A     | $100.00            | $102.13            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | N/A     | $75000.00          | $75328.67          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | N/A     | $5405300.00        | $5111066.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | N/A     | $78298300.00       | $79704139.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | N/A     | $68463100.00       | $73311948.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-15      | 4.6250%  | N/A     | $100.00            | $101.68            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-28      | 4.2500%  | N/A     | $241571600.00      | $251194820.90      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | N/A     | $23510300.00       | $24107017.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | N/A     | $55487000.00       | $59026700.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 4.2500%  | N/A     | $700.00            | $712.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 1.6250%  | N/A     | $514800.00         | $514862.58         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 3.6250%  | N/A     | $14605500.00       | $14807699.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 4.8750%  | N/A     | $905200.00         | $912584.36         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | N/A     | $45434400.00       | $45832452.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | N/A     | $5945800.00        | $6043824.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | N/A     | $11246100.00       | $10838236.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 1.6250%  | N/A     | $4800.00           | $4732.76           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | N/A     | $49369900.00       | $47059167.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-24      | 0.0000%  | N/A     | $200.00            | $198.25            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | N/A     | $112130400.00      | $114201361.95      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | N/A     | $33738000.00       | $33833585.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.1250%  | N/A     | $40525900.00       | $40559212.74       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | N/A     | $7310100.00        | $7174941.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 1.5000%  | N/A     | $45023000.00       | $44517611.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | N/A     | $7277800.00        | $7372661.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 0.7500%  | N/A     | $9700000.00        | $9591622.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | N/A     | $6616900.00        | $6254515.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 1.8750%  | N/A     | $150000400.00      | $149529040.87      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | N/A     | $61000.00          | $58458.78          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | N/A     | $32300.00          | $31997.16          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | N/A     | $26216900.00       | $24848468.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 3.9304%  | N/A     | $3963000.00        | $3974703.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 0.8750%  | N/A     | $40000000.00       | $39143890.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | N/A     | $14492900.00       | $14743556.54       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 3.8750%  | N/A     | $433200.00         | $439445.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 4.0000%  | N/A     | $4713600.00        | $4803283.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | N/A     | $184095200.00      | $189428894.18      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | N/A     | $74356800.00       | $75019518.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | N/A     | $11344700.00       | $11374793.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 4.0000%  | N/A     | $384900.00         | $396603.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 0.3750%  | N/A     | $2100.00           | $2097.49           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | N/A     | $15350800.00       | $15411083.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.7500%  | N/A     | $80000200.00       | $79041486.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 3.6250%  | N/A     | $49806900.00       | $49830946.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 4.1250%  | N/A     | $48700.00          | $49402.72          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | N/A     | $94264200.00       | $89002747.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 4.0218%  | N/A     | $5000000.00        | $5017188.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | N/A     | $3484000.00        | $3589737.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | N/A     | $969700.00         | $1010908.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.7500%  | N/A     | $4998200.00        | $5049701.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 4.2500%  | N/A     | $20855000.00       | $21154534.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | N/A     | $5662600.00        | $5320876.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | N/A     | $586509600.00      | $595382456.57      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.0000%  | N/A     | $15251900.00       | $15548639.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 3.7500%  | N/A     | $9506400.00        | $9548598.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | N/A     | $52000400.00       | $50863627.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-20      | 0.0000%  | N/A     | $500.00            | $497.37            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | N/A     | $1213700.00        | $1249138.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 1.6250%  | N/A     | $455800.00         | $451590.03         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | N/A     | $39101200.00       | $40361806.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | N/A     | $479400.00         | $494314.63         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 0.5000%  | N/A     | $23996200.00       | $23829721.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | N/A     | $273419200.00      | $284816640.71      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 3.6250%  | N/A     | $783400.00         | $786396.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 0.6250%  | N/A     | $327700.00         | $315649.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-15      | 1.7500%  | N/A     | $460045600.00      | $430577587.52      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | N/A     | $9631300.00        | $9445173.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 2.5000%  | N/A     | $115839800.00      | $114696715.76      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | N/A     | $15898900.00       | $16344329.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 0.3750%  | N/A     | $5434100.00        | $5136848.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | N/A     | $47255200.00       | $49148748.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | N/A     | $47387800.00       | $48525467.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.3750%  | N/A     | $6411300.00        | $6529712.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | N/A     | $2111000.00        | $2010275.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | N/A     | $7197300.00        | $7475449.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | N/A     | $13835700.00       | $13974277.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | N/A     | $19315800.00       | $18777893.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | N/A     | $108521800.00      | $98035432.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 4.8750%  | N/A     | $16145800.00       | $16619446.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | N/A     | $142946200.00      | $146359362.35      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 3.6250%  | N/A     | $8391500.00        | $8457236.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-07      | 0.0000%  | N/A     | $200.00            | $196.81            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | N/A     | $24200000.00       | $23977961.05       | U.S. Treasuries (including strips) |

### Security 106: Barclays Capital, Inc.

- **C.1 - Title:** Barclays Capital, Inc.
- **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: N/A, C.3 - LEI: AC28XWWI3WIBK2824319, C.5 - Other ID: BYDVC3WQ1
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch: F1; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FERM 05579N 09/25/55 | 2055-09-25      | 5.0000%  | N/A     | $45944787.00       | $43110483.96       | Agency Collateralized Mortgage Obligation |
| FERA 5486FA 12/25/54 | 2054-12-25      | 5.5218%  | N/A     | $18000000.00       | $13530063.41       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-196 FD     | 2055-11-20      | 5.5000%  | N/A     | $20000000.00       | $20534024.44       | Agency Collateralized Mortgage Obligation |
| FNRM RC003N R22F003  | 2047-10-25      | 2.0000%  | N/A     | $50212695.00       | $29647143.40       | Agency Collateralized Mortgage Obligation |
| FNRM CL102PA R25F102 | 2055-07-25      | 4.5000%  | N/A     | $40469000.00       | $40303481.79       | Agency Collateralized Mortgage Obligation |
| FERA 5507FG 02/25/55 | 2055-02-25      | 5.4718%  | N/A     | $19650000.00       | $16343775.82       | Agency Collateralized Mortgage Obligation |
| FERM 5210DC 09/25/51 | 2051-09-25      | 3.0000%  | N/A     | $24489000.00       | $13388727.56       | Agency Collateralized Mortgage Obligation |
| FNRM CL024CA R22F024 | 2050-05-25      | 3.5000%  | N/A     | $20000000.00       | $13375896.08       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-196 FB     | 2065-11-20      | 5.1000%  | N/A     | $49669748.00       | $49790809.73       | Agency Collateralized Mortgage Obligation |
| FERM 5083HD 08/25/50 | 2050-08-25      | 1.5000%  | N/A     | $22000000.00       | $13178234.82       | Agency Collateralized Mortgage Obligation |
| FERM 5606KP 08/25/55 | 2055-12-25      | 4.5000%  | N/A     | $48759050.00       | $48413543.37       | Agency Collateralized Mortgage Obligation |
| FERM 5579CA 09/25/45 | 2045-09-25      | 4.5000%  | N/A     | $36663305.00       | $34191421.26       | Agency Collateralized Mortgage Obligation |
| FERA RM0258 10/25/53 | 2053-10-25      | 5.4218%  | N/A     | $50000000.00       | $31903377.92       | Agency Collateralized Mortgage Obligation |
| FERA 5482FC 12/25/54 | 2054-12-25      | 5.3718%  | N/A     | $15000000.00       | $11961009.61       | Agency Collateralized Mortgage Obligation |
| FERA 5543FC 06/25/55 | 2055-06-25      | 5.5718%  | N/A     | $25000000.00       | $21597458.84       | Agency Collateralized Mortgage Obligation |
| FNRM CL102EP R25F102 | 2055-12-25      | 4.5000%  | N/A     | $51905170.00       | $51629397.83       | Agency Collateralized Mortgage Obligation |
| FERM 5547MV 05/25/36 | 2036-05-25      | 5.0000%  | N/A     | $25826928.00       | $25278334.07       | Agency Collateralized Mortgage Obligation |
| FNRM CL102HP R25F102 | 2055-11-25      | 4.5000%  | N/A     | $40777188.00       | $40568775.79       | Agency Collateralized Mortgage Obligation |
| FERM 05182M 05/25/49 | 2049-05-25      | 2.5000%  | N/A     | $19570000.00       | $11904663.91       | Agency Collateralized Mortgage Obligation |
| FERA RM0087 09/25/53 | 2053-09-25      | 5.4218%  | N/A     | $50000000.00       | $32602940.00       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-196 EF     | 2055-11-20      | 4.9000%  | N/A     | $25406690.00       | $25446270.80       | Agency Collateralized Mortgage Obligation |
| FNRM RC097AP R25F097 | 2055-11-25      | 4.5000%  | N/A     | $11675137.00       | $11510734.69       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-196 AT     | 2055-11-20      | 4.5000%  | N/A     | $15455442.00       | $15343328.22       | Agency Collateralized Mortgage Obligation |
| FERM 05585D 10/25/55 | 2055-10-25      | 5.0000%  | N/A     | $16770200.00       | $16697762.81       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-070 KA     | 2052-02-20      | 5.0000%  | N/A     | $32661957.00       | $31562648.40       | Agency Collateralized Mortgage Obligation |
| FERA 5547FH 06/25/55 | 2055-06-25      | 5.4718%  | N/A     | $25988550.00       | $24483478.08       | Agency Collateralized Mortgage Obligation |
| FNRM CL028BA R25F028 | 2052-04-25      | 5.0000%  | N/A     | $9345852.00        | $7202214.04        | Agency Collateralized Mortgage Obligation |

### Security 107: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BYDVC3Z13
- **C.18 - Value (incl. sponsor support):** $17000000.00
- **C.18.a - Value (excl. sponsor support):** $17000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch: NR; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 5/8 NOTE AD 30 | 2030-09-30      | 3.6250%  | N/A     | $17201300.00       | $17340040.30       | U.S. Treasuries (including strips) |

### Security 108: MUFG Securities Americas, Inc.

- **C.1 - Title:** MUFG Securities Americas, Inc.
- **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: N/A, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: BYDVC3YG1
- **C.18 - Value (incl. sponsor support):** $424000000.00
- **C.18.a - Value (excl. sponsor support):** $424000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: NR; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 MA4778 M | 2047-10-20      | 3.5000%  | N/A     | $10265000.00       | $1235697.85        | Agency Mortgage-Backed Securities         |
| GNRA 2022-137 SC | 2052-08-20      | 1.9511%  | N/A     | $30008128.00       | $1520507.61        | Agency Collateralized Mortgage Obligation |
| GNII SF 003865 M | 2036-06-20      | 6.0000%  | N/A     | $40090.00          | $437.98            | Agency Mortgage-Backed Securities         |
| GNRA 2024-125 HS | 2054-08-20      | 1.9011%  | N/A     | $62421376.00       | $4750875.06        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-064 SB | 2054-04-20      | 1.3011%  | N/A     | $100000000.00      | $2778716.21        | Agency Collateralized Mortgage Obligation |
| GNII SF 003214 M | 2032-03-20      | 6.0000%  | N/A     | $59999.00          | $198.49            | Agency Mortgage-Backed Securities         |
| GNRA 2021-228 JI | 2051-12-20      | 3.0000%  | N/A     | $28000000.00       | $2267445.00        | Agency Collateralized Mortgage Obligation |
| GNII SF MA8400 M | 2034-07-20      | 6.0000%  | N/A     | $101729.00         | $79246.02          | Agency Mortgage-Backed Securities         |
| GNRA 2025-002 HS | 2055-01-20      | 1.8611%  | N/A     | $27259840.00       | $3214669.53        | Agency Collateralized Mortgage Obligation |
| GNII SF MA9487 M | 2054-02-20      | 5.0000%  | N/A     | $860000.00         | $746714.20         | Agency Mortgage-Backed Securities         |
| GNRA 2023-128 ES | 2053-08-20      | 1.8011%  | N/A     | $46526592.00       | $2044688.91        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-043 SE | 2054-03-20      | 1.2211%  | N/A     | $75000000.00       | $2089361.04        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-051 GS | 2054-03-20      | 1.7511%  | N/A     | $24679500.00       | $1217268.75        | Agency Collateralized Mortgage Obligation |
| GNII SF 003879 M | 2036-07-20      | 6.0000%  | N/A     | $2481620.00        | $21648.17          | Agency Mortgage-Backed Securities         |
| GNII SF MA6930 M | 2050-10-20      | 2.0000%  | N/A     | $262121920.00      | $122411216.79      | Agency Mortgage-Backed Securities         |
| GNRA 2024-064 HS | 2054-04-20      | 1.8011%  | N/A     | $25000000.00       | $1306033.80        | Agency Collateralized Mortgage Obligation |
| GNRM 2020-187 MI | 2050-12-20      | 3.0000%  | N/A     | $11130976.00       | $1181569.97        | Agency Collateralized Mortgage Obligation |
| GNII SF MA4718 M | 2047-09-20      | 3.0000%  | N/A     | $2085000.00        | $303965.47         | Agency Mortgage-Backed Securities         |
| GNRA 2024-137 SC | 2054-08-20      | 2.1011%  | N/A     | $40000000.00       | $3528735.13        | Agency Collateralized Mortgage Obligation |
| GNII SF MA6864 M | 2050-09-20      | 2.0000%  | N/A     | $190000.00         | $86557.08          | Agency Mortgage-Backed Securities         |
| GNAR AT MB0765 M | 2055-11-20      | 5.0000%  | N/A     | $6699999.00        | $6796512.49        | Agency Mortgage-Backed Securities         |
| GNII SF MA7419 M | 2051-06-20      | 3.0000%  | N/A     | $362000.00         | $182350.52         | Agency Mortgage-Backed Securities         |
| GNII JM MA5127 M | 2048-04-20      | 4.0000%  | N/A     | $558760.00         | $16634.87          | Agency Mortgage-Backed Securities         |
| GNRA 2024-125 SB | 2054-08-20      | 2.5511%  | N/A     | $30100000.00       | $3207454.58        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-146 AI | 2050-07-20      | 2.5000%  | N/A     | $21864960.00       | $1624293.68        | Agency Collateralized Mortgage Obligation |
| GNII SF 003172 M | 2031-12-20      | 6.0000%  | N/A     | $35000.00          | $103.52            | Agency Mortgage-Backed Securities         |
| GNII JM 004286 M | 2038-11-20      | 6.5000%  | N/A     | $79999.00          | $201.76            | Agency Mortgage-Backed Securities         |
| GNRM 2020-129 BI | 2050-09-20      | 2.5000%  | N/A     | $54105600.00       | $4376239.58        | Agency Collateralized Mortgage Obligation |
| GNII SF MA6865 M | 2050-09-20      | 2.5000%  | N/A     | $2000000.00        | $763037.31         | Agency Mortgage-Backed Securities         |
| GNII SF MA9015 M | 2053-04-20      | 4.5000%  | N/A     | $500000.00         | $427952.53         | Agency Mortgage-Backed Securities         |
| GNII SF 003238 M | 2032-05-20      | 6.0000%  | N/A     | $192999.00         | $522.87            | Agency Mortgage-Backed Securities         |
| GNII SF 003132 M | 2031-09-20      | 6.0000%  | N/A     | $95377.00          | $185.91            | Agency Mortgage-Backed Securities         |
| GNII SF MA4197 M | 2047-01-20      | 4.0000%  | N/A     | $500000.00         | $52217.23          | Agency Mortgage-Backed Securities         |
| GNII SF MA8347 M | 2052-10-20      | 4.5000%  | N/A     | $1425000.00        | $1101998.34        | Agency Mortgage-Backed Securities         |
| GNRA 2023-082 SE | 2053-06-20      | 1.9511%  | N/A     | $14105888.00       | $1185164.19        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-18O IH | 2073-01-20      | 0.8519%  | N/A     | $49862272.00       | $1746346.95        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-025 AI | 2051-02-20      | 2.0000%  | N/A     | $37500000.00       | $3242796.27        | Agency Collateralized Mortgage Obligation |
| GNII SF 003200 M | 2032-02-20      | 6.0000%  | N/A     | $175000.00         | $565.69            | Agency Mortgage-Backed Securities         |
| GNRM 2020-187 IO | 2050-12-20      | 3.0000%  | N/A     | $27957280.00       | $3122299.08        | Agency Collateralized Mortgage Obligation |
| GNRM 2020-167 IB | 2050-11-20      | 2.5000%  | N/A     | $74562944.00       | $6826080.08        | Agency Collateralized Mortgage Obligation |
| GNII SF MA6480 M | 2050-02-20      | 6.0000%  | N/A     | $1122000.00        | $140620.72         | Agency Mortgage-Backed Securities         |
| GNII SF MA8946 M | 2053-06-20      | 4.5000%  | N/A     | $3491000.00        | $2938009.45        | Agency Mortgage-Backed Securities         |
| GNRM 2020-151 LI | 2050-10-20      | 3.0000%  | N/A     | $103333248.00      | $9159268.87        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-149 SG | 2054-09-20      | 2.6011%  | N/A     | $37500000.00       | $3672357.66        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-197 SG | 2054-12-20      | 1.9011%  | N/A     | $75000000.00       | $6165442.07        | Agency Collateralized Mortgage Obligation |
| GNII SF MA6284 M | 2049-11-20      | 3.5000%  | N/A     | $3500000.00        | $432519.99         | Agency Mortgage-Backed Securities         |
| GNII SF MA8322 M | 2036-12-20      | 6.0000%  | N/A     | $47801.00          | $33256.14          | Agency Mortgage-Backed Securities         |
| GNII SF 003376 M | 2033-04-20      | 6.0000%  | N/A     | $250000.00         | $1824.88           | Agency Mortgage-Backed Securities         |
| GNRA 2021-225 IN | 2051-12-20      | 2.0000%  | N/A     | $17381600.00       | $1529908.97        | Agency Collateralized Mortgage Obligation |
| GNII SF MA6997 M | 2050-11-20      | 3.5000%  | N/A     | $132752.00         | $41392.56          | Agency Mortgage-Backed Securities         |
| GNII SP 783619 M | 2042-05-20      | 4.0000%  | N/A     | $16399000.00       | $887592.00         | Agency Mortgage-Backed Securities         |
| GNII SF MA5907 M | 2034-04-20      | 4.5000%  | N/A     | $66404.00          | $17315.64          | Agency Mortgage-Backed Securities         |
| GNRA 2024-112 SC | 2054-07-20      | 2.5011%  | N/A     | $14883072.00       | $1050749.05        | Agency Collateralized Mortgage Obligation |
| GNII SF MA7706 M | 2051-11-20      | 3.0000%  | N/A     | $4375000.00        | $2679714.36        | Agency Mortgage-Backed Securities         |
| GNRM 2023-075 BI | 2050-06-20      | 4.0000%  | N/A     | $50000000.00       | $7925750.62        | Agency Collateralized Mortgage Obligation |
| GNRA 2018-13 LS  | 2048-08-20      | 0.0000%  | N/A     | $100000000.00      | $292253.16         | Agency Collateralized Mortgage Obligation |
| GNII SF 002687 M | 2028-12-20      | 6.0000%  | N/A     | $140000.00         | $185.01            | Agency Mortgage-Backed Securities         |
| GNII SF 003249 M | 2032-06-20      | 6.0000%  | N/A     | $50000.00          | $160.81            | Agency Mortgage-Backed Securities         |
| GNRA 2021-223 IP | 2051-12-20      | 3.0000%  | N/A     | $32876736.00       | $4379082.72        | Agency Collateralized Mortgage Obligation |
| GNII SF MA7473 M | 2051-07-20      | 3.0000%  | N/A     | $411179.00         | $220206.56         | Agency Mortgage-Backed Securities         |
| GNII SF MA7826 M | 2052-01-20      | 2.0000%  | N/A     | $2196070.00        | $1367264.23        | Agency Mortgage-Backed Securities         |
| GNRA 2019-70 ST  | 2049-06-20      | 2.0257%  | N/A     | $67574912.00       | $1958250.39        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-051 SH | 2054-03-20      | 1.2011%  | N/A     | $50000000.00       | $2141246.58        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-096 SL | 2054-06-20      | 1.2511%  | N/A     | $60000000.00       | $2442311.76        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-116 NS | 2055-07-20      | 1.8011%  | N/A     | $76237056.00       | $4573352.63        | Agency Collateralized Mortgage Obligation |
| GNII SF MA6598 M | 2050-04-20      | 2.5000%  | N/A     | $100000.00         | $24496.24          | Agency Mortgage-Backed Securities         |
| GNRA 2024-159 SA | 2054-10-20      | 1.4011%  | N/A     | $50000000.00       | $3070272.96        | Agency Collateralized Mortgage Obligation |
| GNII SF MA7192 M | 2051-02-20      | 2.0000%  | N/A     | $85000.00          | $42921.27          | Agency Mortgage-Backed Securities         |
| GNRM 2020-176 BI | 2050-11-20      | 3.0000%  | N/A     | $59144320.00       | $6249953.90        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-165 AI | 2051-09-20      | 3.0000%  | N/A     | $32495104.00       | $2492876.75        | Agency Collateralized Mortgage Obligation |
| GNII JM MA5753 M | 2049-02-20      | 4.0000%  | N/A     | $1420682.00        | $45904.10          | Agency Mortgage-Backed Securities         |
| GNII SF MA9103 M | 2053-07-20      | 4.0000%  | N/A     | $217547.00         | $181668.76         | Agency Mortgage-Backed Securities         |
| GNII JM MA7185 M | 2051-02-20      | 2.5000%  | N/A     | $1746458.00        | $763058.63         | Agency Mortgage-Backed Securities         |
| GNRA 2018-44 SI  | 2048-03-20      | 0.0000%  | N/A     | $148500000.00      | $458143.44         | Agency Collateralized Mortgage Obligation |
| GNII SF MA7768 M | 2051-12-20      | 3.0000%  | N/A     | $190000.00         | $118082.97         | Agency Mortgage-Backed Securities         |
| GNII SF 003160 M | 2031-11-20      | 6.0000%  | N/A     | $104831.00         | $318.02            | Agency Mortgage-Backed Securities         |
| GNRA 2025-060 SC | 2055-03-20      | 1.8511%  | N/A     | $112615040.00      | $9912861.41        | Agency Collateralized Mortgage Obligation |
| GNII SF MB0744 M | 2055-11-20      | 4.5000%  | N/A     | $14961540.00       | $14718938.63       | Agency Mortgage-Backed Securities         |
| GNRA 2024-044 KS | 2054-03-20      | 2.5511%  | N/A     | $118750000.00      | $9884882.43        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-020 SB | 2055-01-20      | 1.8711%  | N/A     | $40790400.00       | $2888923.55        | Agency Collateralized Mortgage Obligation |
| GNII SF MA6995 M | 2050-11-20      | 2.5000%  | N/A     | $1980000.00        | $791106.29         | Agency Mortgage-Backed Securities         |
| GNII SF MA4838 M | 2047-11-20      | 4.0000%  | N/A     | $616357.00         | $66662.56          | Agency Mortgage-Backed Securities         |
| GNII SF MA7052 M | 2050-12-20      | 2.5000%  | N/A     | $40000.00          | $16642.60          | Agency Mortgage-Backed Securities         |
| GNII JM 004240 M | 2038-09-20      | 6.5000%  | N/A     | $261000.00         | $706.42            | Agency Mortgage-Backed Securities         |
| GNII JM 004337 M | 2039-01-20      | 6.0000%  | N/A     | $140000.00         | $373.13            | Agency Mortgage-Backed Securities         |
| GNII SF MA6994 M | 2050-11-20      | 2.0000%  | N/A     | $705000.00         | $337429.78         | Agency Mortgage-Backed Securities         |
| GNRA 2024-155 SB | 2054-09-20      | 1.9411%  | N/A     | $65692560.00       | $4229613.66        | Agency Collateralized Mortgage Obligation |
| GNII SF MA6605 M | 2038-10-20      | 6.0000%  | N/A     | $83000.00          | $19767.87          | Agency Mortgage-Backed Securities         |
| GNII SF 698489 C | 2036-01-20      | 6.0000%  | N/A     | $33000.00          | $1484.50           | Agency Mortgage-Backed Securities         |
| GNII SF MA6820 M | 2050-08-20      | 3.0000%  | N/A     | $3597000.00        | $1055062.47        | Agency Mortgage-Backed Securities         |
| GNII JM MA5048 M | 2033-03-20      | 3.5000%  | N/A     | $472085.00         | $82396.13          | Agency Mortgage-Backed Securities         |
| GNII SF MA4900 M | 2047-12-20      | 3.5000%  | N/A     | $320000.00         | $39664.26          | Agency Mortgage-Backed Securities         |
| GNRM 2021-136 IC | 2051-08-20      | 3.0000%  | N/A     | $33333312.00       | $2815158.09        | Agency Collateralized Mortgage Obligation |
| GNII SF MA8647 M | 2053-02-20      | 5.0000%  | N/A     | $25000.00          | $19285.92          | Agency Mortgage-Backed Securities         |
| GNRM 2020-167 IW | 2050-11-20      | 2.0000%  | N/A     | $54680640.00       | $3558448.06        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-183 SH | 2050-12-20      | 0.0000%  | N/A     | $33213280.00       | $282986.87         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-069 ES | 2055-04-20      | 2.5011%  | N/A     | $8719664.00        | $582376.68         | Agency Collateralized Mortgage Obligation |
| GNII JM MA6925 M | 2050-10-20      | 4.0000%  | N/A     | $535106.00         | $64659.49          | Agency Mortgage-Backed Securities         |
| GNII SF MA6338 M | 2049-12-20      | 3.0000%  | N/A     | $153000.00         | $26388.84          | Agency Mortgage-Backed Securities         |
| GNII SF MA0462 M | 2042-10-20      | 3.5000%  | N/A     | $2000000.00        | $172692.05         | Agency Mortgage-Backed Securities         |
| GNII JM MA6273 M | 2049-11-20      | 2.5000%  | N/A     | $2712768.00        | $183835.24         | Agency Mortgage-Backed Securities         |
| GNII SF MA9169 M | 2053-06-20      | 4.5000%  | N/A     | $466228.00         | $411462.15         | Agency Mortgage-Backed Securities         |
| GNRA 2023-057 SC | 2053-04-20      | 2.1011%  | N/A     | $56262272.00       | $4472272.27        | Agency Collateralized Mortgage Obligation |
| GNII SF MA3245 M | 2045-11-20      | 4.0000%  | N/A     | $1424000.00        | $113422.45         | Agency Mortgage-Backed Securities         |
| GNII SF MA8879 M | 2053-05-20      | 5.5000%  | N/A     | $15000000.00       | $11380683.20       | Agency Mortgage-Backed Securities         |
| GNMI SP 784713 X | 2047-02-15      | 3.0000%  | N/A     | $825000.00         | $352335.06         | Agency Mortgage-Backed Securities         |
| GNRA 2020-149 SA | 2050-10-20      | 0.0000%  | N/A     | $25080384.00       | $393453.93         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-079 SI | 2054-05-20      | 3.1511%  | N/A     | $42086464.00       | $3348527.12        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-158 IN | 2051-09-20      | 2.5000%  | N/A     | $21014688.00       | $2100881.14        | Agency Collateralized Mortgage Obligation |
| GNII SF 003899 M | 2036-09-20      | 6.0000%  | N/A     | $418822.00         | $3414.94           | Agency Mortgage-Backed Securities         |
| GNII SF MA6764 M | 2050-07-20      | 2.0000%  | N/A     | $2582.00           | $1015.72           | Agency Mortgage-Backed Securities         |
| GNRM 2021-199 MI | 2051-11-20      | 3.0000%  | N/A     | $20976000.00       | $1267689.31        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-030 IK | 2051-02-20      | 2.0000%  | N/A     | $34218176.00       | $2622248.54        | Agency Collateralized Mortgage Obligation |
| GNII SF MA7143 M | 2051-01-20      | 6.0000%  | N/A     | $10000.00          | $2723.90           | Agency Mortgage-Backed Securities         |
| GNII SF 003545 M | 2034-04-20      | 6.0000%  | N/A     | $100000.00         | $1158.07           | Agency Mortgage-Backed Securities         |
| GNII SF 004291 M | 2038-11-20      | 6.0000%  | N/A     | $39000.00          | $421.45            | Agency Mortgage-Backed Securities         |
| GNII SF 003598 M | 2034-08-20      | 6.0000%  | N/A     | $109000.00         | $1123.47           | Agency Mortgage-Backed Securities         |
| GNII JM MA0843 M | 2043-03-20      | 2.5000%  | N/A     | $1100000.00        | $102278.00         | Agency Mortgage-Backed Securities         |
| GNII SF MB0024 M | 2054-11-20      | 4.5000%  | N/A     | $10961500.00       | $10288272.39       | Agency Mortgage-Backed Securities         |
| GNRA 2024-155 SG | 2054-09-20      | 2.0511%  | N/A     | $53191488.00       | $3714127.48        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-001 XS | 2055-01-20      | 1.8211%  | N/A     | $70000000.00       | $7165731.52        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-046 BI | 2051-03-20      | 2.0000%  | N/A     | $18750000.00       | $1750459.85        | Agency Collateralized Mortgage Obligation |
| GNII SF MA5141 M | 2048-04-20      | 6.0000%  | N/A     | $25000.00          | $2422.23           | Agency Mortgage-Backed Securities         |
| GNRA 2021-225 YI | 2051-12-20      | 3.0000%  | N/A     | $48280384.00       | $4717142.98        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-126 SG | 2054-08-20      | 2.5511%  | N/A     | $40000000.00       | $4651719.45        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-083 SA | 2055-05-20      | 1.7011%  | N/A     | $18000000.00       | $1376194.54        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-060 SD | 2055-04-20      | 1.8511%  | N/A     | $26019712.00       | $1780828.55        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-158 NI | 2051-09-20      | 3.0000%  | N/A     | $37516352.00       | $5198885.80        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-051 CS | 2054-03-20      | 3.0511%  | N/A     | $60000000.00       | $2744828.40        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-126 DS | 2054-08-20      | 2.5511%  | N/A     | $25100000.00       | $1762960.69        | Agency Collateralized Mortgage Obligation |
| GNII SF MA5713 M | 2049-01-20      | 5.5000%  | N/A     | $320970.00         | $24762.15          | Agency Mortgage-Backed Securities         |
| GNMI SF 682229 X | 2049-07-15      | 4.0000%  | N/A     | $830000.00         | $107551.85         | Agency Mortgage-Backed Securities         |
| GNII SF MA9779 M | 2054-07-20      | 5.5000%  | N/A     | $850000.00         | $724338.63         | Agency Mortgage-Backed Securities         |
| GNRA 2024-077 SD | 2054-05-20      | 1.0511%  | N/A     | $50000000.00       | $1367734.38        | Agency Collateralized Mortgage Obligation |
| GNII SF MA9601 M | 2054-04-20      | 3.5000%  | N/A     | $4472000.00        | $3503911.97        | Agency Mortgage-Backed Securities         |
| GNII SF MA8046 M | 2052-05-20      | 4.5000%  | N/A     | $160000.00         | $117970.87         | Agency Mortgage-Backed Securities         |
| GNRM 2022-213 IX | 2050-08-20      | 2.5000%  | N/A     | $39927296.00       | $4557005.31        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-060 SE | 2055-04-20      | 1.8511%  | N/A     | $41952576.00       | $4777627.21        | Agency Collateralized Mortgage Obligation |
| GNII SF MA5024 M | 2048-02-20      | 6.0000%  | N/A     | $359000.00         | $57445.11          | Agency Mortgage-Backed Securities         |
| GNII SF MA6547 M | 2050-02-20      | 6.0000%  | N/A     | $239000.00         | $50547.64          | Agency Mortgage-Backed Securities         |
| GNRA 2024-204 SG | 2054-12-20      | 1.9511%  | N/A     | $64600000.00       | $5820577.59        | Agency Collateralized Mortgage Obligation |
| GNII SF 002798 M | 2029-08-20      | 7.5000%  | N/A     | $49151.00          | $45.97             | Agency Mortgage-Backed Securities         |
| GNII FS 004211 M | 2038-08-20      | 6.5000%  | N/A     | $391729.00         | $4192.20           | Agency Mortgage-Backed Securities         |
| GNII SF MA4720 M | 2047-09-20      | 4.0000%  | N/A     | $61798000.00       | $6611416.06        | Agency Mortgage-Backed Securities         |
| GNRA 2024-137 SB | 2054-08-20      | 2.1011%  | N/A     | $70476160.00       | $4874246.14        | Agency Collateralized Mortgage Obligation |
| GNII SF MA8878 M | 2053-05-20      | 5.0000%  | N/A     | $10000000.00       | $8198017.87        | Agency Mortgage-Backed Securities         |
| GNII SF MA7937 M | 2052-03-20      | 3.0000%  | N/A     | $3365240.00        | $2195716.66        | Agency Mortgage-Backed Securities         |
| GNII SF 003460 M | 2033-10-20      | 6.0000%  | N/A     | $75000.00          | $714.50            | Agency Mortgage-Backed Securities         |
| GNII SF MA4724 M | 2047-09-20      | 6.0000%  | N/A     | $88000.00          | $10316.14          | Agency Mortgage-Backed Securities         |
| GNRM 2020-129 GI | 2050-09-20      | 3.0000%  | N/A     | $40000000.00       | $3686056.47        | Agency Collateralized Mortgage Obligation |
| GNII SF MA8724 M | 2053-03-20      | 4.5000%  | N/A     | $500000.00         | $400345.66         | Agency Mortgage-Backed Securities         |
| GNRM 2020-127 NI | 2050-08-20      | 3.0000%  | N/A     | $41662848.00       | $3414701.14        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-058 IT | 2051-02-20      | 3.0000%  | N/A     | $66333312.00       | $5032640.67        | Agency Collateralized Mortgage Obligation |
| GNII SF 004749 M | 2040-07-20      | 6.0000%  | N/A     | $1005214.00        | $16657.44          | Agency Mortgage-Backed Securities         |
| GNII SF MA8268 M | 2052-09-20      | 4.5000%  | N/A     | $275000.00         | $208631.60         | Agency Mortgage-Backed Securities         |
| GNII SF MA9102 M | 2053-04-20      | 3.5000%  | N/A     | $105000.00         | $74437.36          | Agency Mortgage-Backed Securities         |
| GNII SF MA8098 M | 2052-06-20      | 3.0000%  | N/A     | $9777000.00        | $6631037.06        | Agency Mortgage-Backed Securities         |
| GNII SF MA8943 M | 2053-05-20      | 3.0000%  | N/A     | $27000.00          | $18237.21          | Agency Mortgage-Backed Securities         |

### Security 109: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJS1, C.4 - ISIN: US91282CJS17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $593908043.84
- **C.18.a - Value (excl. sponsor support):** $593908043.84
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 110: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BYDVC3WX6
- **C.18 - Value (incl. sponsor support):** $15000000.00
- **C.18.a - Value (excl. sponsor support):** $15000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| TINT 08/15/49    | 2049-08-15      | 0.0000%  | N/A     | $614.40            | $193.43            | U.S. Treasuries (including strips) |
| TINT 08/15/50    | 2050-08-15      | 0.0000%  | N/A     | $300.02            | $89.85             | U.S. Treasuries (including strips) |
| 0 1/4 TRIN D 29  | 2029-07-15      | 0.2500%  | N/A     | $6349600.00        | $7810008.42        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AR 27 | 2027-08-15      | 3.7500%  | N/A     | $100.00            | $101.44            | U.S. Treasuries (including strips) |
| 4 NOTE AB 29     | 2029-07-31      | 4.0000%  | N/A     | $2900.00           | $2985.53           | U.S. Treasuries (including strips) |
| TINT 08/15/54    | 2054-08-15      | 0.0000%  | N/A     | $0.01              | $0.00              | U.S. Treasuries (including strips) |
| TINT 02/15/42    | 2042-02-15      | 0.0000%  | N/A     | $100.00            | $46.41             | U.S. Treasuries (including strips) |
| 1 3/8 NOTE T 28  | 2028-12-31      | 1.3750%  | N/A     | $100.00            | $94.46             | U.S. Treasuries (including strips) |
| TINT 11/15/35    | 2035-11-15      | 0.0000%  | N/A     | $12.50             | $8.24              | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AL 28 | 2028-03-15      | 3.8750%  | N/A     | $2999900.00        | $3050512.13        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AJ 28 | 2028-01-15      | 4.2500%  | N/A     | $2326600.00        | $2398949.17        | U.S. Treasuries (including strips) |
| TINT 05/15/45    | 2045-05-15      | 0.0000%  | N/A     | $2.90              | $1.13              | U.S. Treasuries (including strips) |
| TINT 08/15/45    | 2045-08-15      | 0.0000%  | N/A     | $0.01              | $0.00              | U.S. Treasuries (including strips) |
| TINT 11/15/26    | 2026-11-15      | 0.0000%  | N/A     | $279.52            | $270.00            | U.S. Treasuries (including strips) |
| TINT 08/15/29    | 2029-08-15      | 0.0000%  | N/A     | $48.59             | $42.53             | U.S. Treasuries (including strips) |
| TINT 02/15/32    | 2032-02-15      | 0.0000%  | N/A     | $2580174.09        | $2036632.04        | U.S. Treasuries (including strips) |
| 3 TPRN 45        | 2045-05-15      | 0.0000%  | N/A     | $100.00            | $39.93             | U.S. Treasuries (including strips) |
| TINT 02/15/41    | 2041-02-15      | 0.0000%  | N/A     | $51.50             | $25.30             | U.S. Treasuries (including strips) |

### Security 111: Fixed Income Clearing Corporation - SSB

- **C.1 - Title:** Fixed Income Clearing Corporation - SSB
- **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: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDVC3Y14
- **C.18 - Value (incl. sponsor support):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's: P-1; Fitch: NR; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 CLFS6871 | 2054-01-01      | 6.5000%  | N/A     | $22059200.00       | $16507520.92       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBD3833 | 2046-07-01      | 3.5000%  | N/A     | $7550280.00        | $3013879.52        | Agency Mortgage-Backed Securities  |
| 4 1/8 BOND 44        | 2044-08-15      | 4.1250%  | N/A     | $2500.00           | $2373.28           | U.S. Treasuries (including strips) |
| FNMS 04.000 CTAL6041 | 2033-08-01      | 4.0000%  | N/A     | $611000.00         | $53577.76          | Agency Mortgage-Backed Securities  |
| 03.500 FGPC C91950 G | 2037-08-01      | 3.5000%  | N/A     | $400000.00         | $65392.98          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA5916 | 2040-11-01      | 5.0000%  | N/A     | $221400.00         | $224982.03         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3277 | 2048-01-01      | 4.0000%  | N/A     | $92000.00          | $11228.82          | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q42605 G | 2046-08-01      | 4.0000%  | N/A     | $17307200.00       | $2704868.59        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5177 | 2053-10-01      | 4.0000%  | N/A     | $56000.00          | $47249.21          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQX5451 | 2055-01-01      | 5.0000%  | N/A     | $3000.00           | $2764.64           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2127 | 2055-06-01      | 5.5000%  | N/A     | $1024.00           | $958.26            | Agency Mortgage-Backed Securities  |
| 4 3/8 NOTE AC 28     | 2028-08-31      | 4.3750%  | N/A     | $4575000.00        | $4728281.79        | U.S. Treasuries (including strips) |
| FNMS 05.500 CLMA4919 | 2053-02-01      | 5.5000%  | N/A     | $454001.00         | $338405.68         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU8892 | 2052-04-01      | 2.0000%  | N/A     | $2004.00           | $1350.97           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 RIBH9343 | 2032-09-01      | 2.5000%  | N/A     | $1499000.00        | $107901.58         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM9515 | 2051-11-01      | 2.5000%  | N/A     | $2592148.00        | $1743644.17        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY1141 | 2055-04-01      | 6.0000%  | N/A     | $19277720.00       | $18680159.78       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CNRD5241 | 2035-04-01      | 5.5000%  | N/A     | $40014.00          | $33790.08          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3126 | 2052-03-01      | 3.5000%  | N/A     | $1000.00           | $661.07            | Agency Mortgage-Backed Securities  |
| 4 1/4 NOTE AL 27     | 2027-03-15      | 4.2500%  | N/A     | $7393500.00        | $7518648.63        | U.S. Treasuries (including strips) |
| FNMS 06.000 CLMA5880 | 2055-11-01      | 6.0000%  | N/A     | $1277806.00        | $1301352.33        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZT0511 | 2048-08-01      | 3.0000%  | N/A     | $442937.00         | $117714.64         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4167 | 2055-05-01      | 6.0000%  | N/A     | $12604946.00       | $11904828.64       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY2840 | 2053-06-01      | 5.5000%  | N/A     | $1000.00           | $759.32            | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G08747 G | 2047-02-01      | 3.0000%  | N/A     | $489670.00         | $102376.41         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5877 | 2055-11-01      | 4.5000%  | N/A     | $87850.00          | $86256.00          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6695 | 2053-07-01      | 5.5000%  | N/A     | $45883328.00       | $36307151.11       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW0035 | 2052-07-01      | 4.5000%  | N/A     | $74000.00          | $45902.42          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3687 | 2049-06-01      | 4.0000%  | N/A     | $1000.00           | $93.98             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTMA5113 | 2043-08-01      | 5.5000%  | N/A     | $14779044.00       | $9994940.62        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1473 | 2051-10-01      | 3.5000%  | N/A     | $1000.00           | $624.96            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1172 | 2055-05-01      | 5.5000%  | N/A     | $21556960.00       | $21288816.68       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA5266 | 2039-02-01      | 5.0000%  | N/A     | $20000.00          | $12989.46          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ6001 | 2055-10-01      | 6.5000%  | N/A     | $1375242.00        | $1440988.72        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF5478 | 2055-12-01      | 5.5000%  | N/A     | $1000.00           | $1020.19           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB8579 | 2043-02-01      | 3.5000%  | N/A     | $794632.00         | $139228.56         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8922 | 2047-03-01      | 3.5000%  | N/A     | $1000.00           | $207.12            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ5291 | 2054-10-01      | 6.0000%  | N/A     | $10965504.00       | $9567730.62        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ3059 | 2054-12-01      | 5.0000%  | N/A     | $1039.00           | $965.61            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA6599 | 2052-01-01      | 3.5000%  | N/A     | $1000.00           | $609.01            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB4666 | 2052-09-01      | 4.0000%  | N/A     | $25988384.00       | $19249952.07       | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLSD8133 | 2051-03-01      | 1.5000%  | N/A     | $525000.00         | $301266.37         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM6965 | 2051-04-01      | 2.5000%  | N/A     | $427000.00         | $270330.24         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB9199 | 2054-09-01      | 4.5000%  | N/A     | $5000.00           | $4795.23           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBD4416 | 2046-07-01      | 3.5000%  | N/A     | $1000.00           | $104.58            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB0044 | 2051-04-01      | 3.0000%  | N/A     | $100000000.00      | $56937745.66       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB9361 | 2043-05-01      | 3.5000%  | N/A     | $2000.00           | $323.74            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CIMA5202 | 2038-11-01      | 6.0000%  | N/A     | $10000.00          | $5094.70           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAB9241 | 2043-05-01      | 3.0000%  | N/A     | $1008.00           | $184.30            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM5568 | 2049-02-01      | 4.5000%  | N/A     | $278000.00         | $89627.70          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8469 | 2054-10-01      | 5.5000%  | N/A     | $18000.00          | $15897.70          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD8257 | 2052-10-01      | 4.5000%  | N/A     | $64000.00          | $50307.35          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL865885 | 2036-03-01      | 6.0000%  | N/A     | $1000.00           | $8.79              | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8256 | 2052-10-01      | 4.0000%  | N/A     | $4000.00           | $3156.45           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS5635 | 2052-11-01      | 4.0000%  | N/A     | $189046.00         | $156469.27         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ2225 | 2054-08-01      | 6.5000%  | N/A     | $6210002.00        | $4769947.87        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ1676 | 2047-12-01      | 4.0000%  | N/A     | $355000.00         | $74053.29          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQA4675 | 2049-11-01      | 3.0000%  | N/A     | $154833.00         | $50939.83          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQI6376 | 2054-06-01      | 6.0000%  | N/A     | $1000.00           | $868.64            | Agency Mortgage-Backed Securities  |
| 4 3/4 BOND 45        | 2045-02-15      | 4.7500%  | N/A     | $300.00            | $308.86            | U.S. Treasuries (including strips) |
| FNMS 06.000 CLFA3641 | 2055-08-01      | 6.0000%  | N/A     | $2108.00           | $2189.83           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD6653 | 2053-08-01      | 3.5000%  | N/A     | $55986.00          | $47990.56          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAZ2078 | 2045-09-01      | 3.5000%  | N/A     | $29363680.00       | $9593712.67        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0838 | 2055-08-01      | 5.5000%  | N/A     | $15006073.00       | $15197874.40       | Agency Mortgage-Backed Securities  |
| 1 1/4 NOTE M 28      | 2028-06-30      | 1.2500%  | N/A     | $2927800.00        | $2781875.74        | U.S. Treasuries (including strips) |
| FNMS 06.000 CL745256 | 2036-02-01      | 6.0000%  | N/A     | $8602000.00        | $88439.71          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY5210 | 2055-06-01      | 5.5000%  | N/A     | $9106185.00        | $8727957.37        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5010 | 2053-05-01      | 5.5000%  | N/A     | $746230.00         | $581501.32         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CWMA1635 | 2028-09-01      | 3.0000%  | N/A     | $1000.00           | $55.10             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4621 | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $786.81            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS5235 | 2053-07-01      | 5.5000%  | N/A     | $408000.00         | $335799.69         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1335 | 2054-04-01      | 5.5000%  | N/A     | $4250474.00        | $3870192.27        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIMA5169 | 2038-10-01      | 5.5000%  | N/A     | $19000.00          | $11560.72          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CTRB5374 | 2045-11-01      | 5.0000%  | N/A     | $1000.00           | $1007.01           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTAL4549 | 2032-01-01      | 4.5000%  | N/A     | $888000.00         | $43394.03          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBM5822 | 2048-11-01      | 3.0000%  | N/A     | $49491942.00       | $11598200.42       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CISB8260 | 2038-10-01      | 5.0000%  | N/A     | $44000.00          | $27010.64          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI6758 | 2054-05-01      | 5.5000%  | N/A     | $99303.00          | $87803.30          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS8065 | 2054-03-01      | 5.5000%  | N/A     | $61000.00          | $52358.15          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX9144 | 2053-04-01      | 5.0000%  | N/A     | $31727.00          | $30485.72          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM8988 | 2036-09-01      | 2.0000%  | N/A     | $380000.00         | $197815.94         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA6664 | 2052-02-01      | 3.0000%  | N/A     | $1000.00           | $676.33            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD3013 | 2055-02-01      | 6.5000%  | N/A     | $1000.00           | $1041.05           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD7560 | 2053-02-01      | 4.0000%  | N/A     | $1200.00           | $898.90            | Agency Mortgage-Backed Securities  |
| 4 1/8 NOTE J 32      | 2032-03-31      | 4.1250%  | N/A     | $15508600.00       | $15961297.99       | U.S. Treasuries (including strips) |
| FNMS 04.500 CLMA4684 | 2052-06-01      | 4.5000%  | N/A     | $42000.00          | $30744.00          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM8422 | 2051-08-01      | 2.5000%  | N/A     | $1000.00           | $639.31            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM4897 | 2046-12-01      | 3.5000%  | N/A     | $98991.00          | $27025.27          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ4041 | 2054-09-01      | 6.5000%  | N/A     | $2231974.00        | $2105808.87        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4996 | 2045-05-01      | 3.5000%  | N/A     | $43782272.00       | $3772297.21        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL2017 | 2055-08-01      | 5.5000%  | N/A     | $1522920.00        | $1537581.80        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIMA5330 | 2039-04-01      | 5.5000%  | N/A     | $18000.00          | $11223.50          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA0198 | 2054-10-01      | 5.5000%  | N/A     | $49832714.00       | $46750343.51       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM8104 | 2051-07-01      | 3.0000%  | N/A     | $2000.00           | $1197.67           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4623 | 2052-06-01      | 2.5000%  | N/A     | $1000.00           | $711.08            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5276 | 2052-12-01      | 5.0000%  | N/A     | $11373136.00       | $8120416.85        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS2443 | 2052-08-01      | 4.0000%  | N/A     | $37986040.00       | $29014840.27       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIMA4604 | 2037-05-01      | 3.0000%  | N/A     | $47000.00          | $28080.22          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRJ1375 | 2054-02-01      | 4.5000%  | N/A     | $6000.00           | $5215.08           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF5859 | 2055-12-01      | 5.0000%  | N/A     | $2517310.00        | $2535741.74        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ4152 | 2055-05-01      | 5.5000%  | N/A     | $78567520.00       | $72652111.15       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO7242 | 2050-01-01      | 3.0000%  | N/A     | $1000.00           | $241.94            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ0699 | 2054-01-01      | 6.0000%  | N/A     | $18965840.00       | $18294981.01       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6427 | 2050-07-01      | 3.0000%  | N/A     | $726000.00         | $249760.92         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG3783 | 2053-05-01      | 5.5000%  | N/A     | $1016.00           | $703.13            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLRJ0722 | 2054-01-01      | 7.0000%  | N/A     | $2048.00           | $1673.19           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD7403 | 2054-11-01      | 4.5000%  | N/A     | $5000.00           | $4703.67           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA3665 | 2047-08-01      | 3.0000%  | N/A     | $4353697.00        | $3981926.11        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ0958 | 2055-08-01      | 6.0000%  | N/A     | $9208455.00        | $8790190.48        | Agency Mortgage-Backed Securities  |
| 4 7/8 BOND 45        | 2045-08-15      | 4.8750%  | N/A     | $1200.00           | $1254.40           | U.S. Treasuries (including strips) |
| FNMS 05.000 CLFS7131 | 2054-02-01      | 5.0000%  | N/A     | $5000.00           | $4367.65           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY7766 | 2055-07-01      | 5.5000%  | N/A     | $36264.00          | $37060.27          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5552 | 2054-12-01      | 5.0000%  | N/A     | $14324362.00       | $13424466.73       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC1440 | 2055-11-01      | 5.5000%  | N/A     | $8734740.00        | $8885055.51        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM2333 | 2050-02-01      | 3.5000%  | N/A     | $146000.00         | $32626.30          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1814 | 2055-07-01      | 5.5000%  | N/A     | $5208503.00        | $5160802.81        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5139 | 2053-09-01      | 6.0000%  | N/A     | $597936.00         | $428887.50         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZL2862 | 2042-03-01      | 3.5000%  | N/A     | $3497.00           | $376.04            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ1859 | 2055-09-01      | 6.5000%  | N/A     | $904451.00         | $948075.62         | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD2886 | 2055-03-01      | 7.0000%  | N/A     | $1001.00           | $1057.60           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8483 | 2046-12-01      | 3.0000%  | N/A     | $10514524.00       | $2070898.52        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBV6878 | 2052-04-01      | 4.0000%  | N/A     | $2184584.00        | $1798364.05        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIMA5087 | 2038-07-01      | 5.5000%  | N/A     | $9000.00           | $5565.20           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM2178 | 2050-01-01      | 3.5000%  | N/A     | $159000.00         | $38616.88          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9802 | 2055-01-01      | 5.5000%  | N/A     | $1027.00           | $948.01            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8233 | 2052-07-01      | 5.0000%  | N/A     | $88000.00          | $64811.80          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CI890882 | 2034-02-01      | 4.5000%  | N/A     | $3126.00           | $323.61            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CISB8371 | 2040-03-01      | 5.0000%  | N/A     | $99123.00          | $80092.78          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAB4525 | 2042-02-01      | 4.0000%  | N/A     | $3000.00           | $176.66            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0972 | 2055-03-01      | 6.0000%  | N/A     | $313351.00         | $293899.83         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5089 | 2053-07-01      | 4.0000%  | N/A     | $19000.00          | $15716.95          | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDE3424 | 2055-06-01      | 7.0000%  | N/A     | $1001.00           | $1053.55           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW1442 | 2052-06-01      | 4.5000%  | N/A     | $7776408.00        | $5368211.39        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4654 | 2052-07-01      | 3.5000%  | N/A     | $10000.00          | $7539.92           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAB9462 | 2043-05-01      | 3.0000%  | N/A     | $395875.00         | $84186.57          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS7968 | 2049-02-01      | 4.0000%  | N/A     | $4612504.00        | $3804849.78        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIAR6867 | 2028-02-01      | 2.0000%  | N/A     | $1377927.00        | $51982.35          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZA5438 | 2048-06-01      | 4.5000%  | N/A     | $12763894.00       | $2283797.33        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY0137 | 2055-04-01      | 6.0000%  | N/A     | $1026628.00        | $1065495.08        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDF3740 | 2055-11-01      | 5.0000%  | N/A     | $42820298.00       | $42938396.38       | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8206 | 2052-04-01      | 3.0000%  | N/A     | $6270.00           | $4415.38           | Agency Mortgage-Backed Securities  |
| 4 1/4 NOTE U 30      | 2030-01-31      | 4.2500%  | N/A     | $400000.00         | $416028.28         | U.S. Treasuries (including strips) |
| 03.000 FGPC U79062 G | 2031-03-01      | 3.0000%  | N/A     | $1998000.00        | $169820.54         | Agency Mortgage-Backed Securities  |
| BILL 01/29/26        | 2026-01-29      | 0.0000%  | N/A     | $100.00            | $99.38             | U.S. Treasuries (including strips) |
| FEPC 06.000 CLSL1210 | 2055-05-01      | 6.0000%  | N/A     | $840772.00         | $849225.96         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CIQO4507 | 2040-11-01      | 4.0000%  | N/A     | $1819849.00        | $1801927.13        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA5617 | 2040-02-01      | 5.0000%  | N/A     | $10000.00          | $7832.16           | Agency Mortgage-Backed Securities  |
| 03.500 FGPC V82084 G | 2045-12-01      | 3.5000%  | N/A     | $2047000.00        | $263899.87         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ9624 | 2050-11-01      | 5.5000%  | N/A     | $1326051.00        | $1351211.49        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD4373 | 2053-11-01      | 6.5000%  | N/A     | $3437120.00        | $3003328.19        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQC5033 | 2051-08-01      | 4.5000%  | N/A     | $833262.00         | $180016.07         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CICB4508 | 2037-08-01      | 4.5000%  | N/A     | $388000.00         | $237632.27         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD7569 | 2054-04-01      | 6.0000%  | N/A     | $514780.00         | $451605.83         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ7501 | 2055-11-01      | 5.5000%  | N/A     | $7338450.00        | $7479701.28        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4799 | 2055-09-01      | 6.0000%  | N/A     | $2029.00           | $2082.50           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5470 | 2054-09-01      | 5.5000%  | N/A     | $621824.00         | $543703.93         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CISB8261 | 2038-10-01      | 5.5000%  | N/A     | $48000.00          | $28766.97          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRMA1213 | 2042-10-01      | 3.5000%  | N/A     | $405000.00         | $50608.57          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2863 | 2052-02-01      | 2.5000%  | N/A     | $135000.00         | $81961.59          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9659 | 2054-12-01      | 5.5000%  | N/A     | $5411352.00        | $5174096.96        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZA1224 | 2042-06-01      | 3.5000%  | N/A     | $9743452.00        | $1026871.33        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7290 | 2050-10-01      | 2.0000%  | N/A     | $80649760.00       | $41319228.64       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD8484 | 2055-05-01      | 5.5000%  | N/A     | $5428761.00        | $5150000.84        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA0549 | 2047-10-01      | 4.0000%  | N/A     | $1000.00           | $72.52             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4761 | 2052-09-01      | 5.0000%  | N/A     | $17000.00          | $12758.04          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAT5993 | 2043-05-01      | 3.0000%  | N/A     | $3625200.00        | $464105.38         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBC1158 | 2046-02-01      | 3.5000%  | N/A     | $250000.00         | $28661.50          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0307 | 2055-01-01      | 5.5000%  | N/A     | $31365609.00       | $30195630.35       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1867 | 2051-10-01      | 2.5000%  | N/A     | $62000.00          | $41461.44          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM8122 | 2049-06-01      | 3.5000%  | N/A     | $16697.00          | $7314.69           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CIZK3848 | 2027-01-01      | 3.0000%  | N/A     | $1000.00           | $7.49              | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLRA7384 | 2052-05-01      | 3.5000%  | N/A     | $114000.00         | $81949.51          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV4197 | 2052-04-01      | 3.0000%  | N/A     | $10000.00          | $6267.59           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA3537 | 2048-12-01      | 4.5000%  | N/A     | $565000.00         | $41668.45          | Agency Mortgage-Backed Securities  |
| 03.500 FGPC T65257 G | 2044-12-01      | 3.5000%  | N/A     | $2736.00           | $119.32            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4555 | 2052-09-01      | 4.5000%  | N/A     | $47000.00          | $37889.87          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CNMA3650 | 2029-04-01      | 3.5000%  | N/A     | $1189000.00        | $83235.29          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS2463 | 2052-02-01      | 3.0000%  | N/A     | $1100.00           | $763.13            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLMA5639 | 2055-02-01      | 7.0000%  | N/A     | $1000.00           | $727.62            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CISB8172 | 2037-07-01      | 4.0000%  | N/A     | $298000.00         | $170773.26         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTCA1343 | 2038-03-01      | 4.0000%  | N/A     | $1009.00           | $145.42            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1549 | 2052-04-01      | 3.5000%  | N/A     | $40000.00          | $27934.57          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICB2966 | 2037-03-01      | 2.0000%  | N/A     | $1000.00           | $605.75            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA3151 | 2037-10-01      | 3.0000%  | N/A     | $2070000.00        | $275693.66         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX0553 | 2052-10-01      | 5.5000%  | N/A     | $99000.00          | $70421.52          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CICA3278 | 2034-04-01      | 3.5000%  | N/A     | $1000.00           | $151.57            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3669 | 2052-05-01      | 3.0000%  | N/A     | $455000.00         | $358782.30         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8244 | 2052-09-01      | 4.0000%  | N/A     | $17000.00          | $13406.04          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0024 | 2051-09-01      | 2.5000%  | N/A     | $1000.00           | $543.70            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY5240 | 2055-06-01      | 5.5000%  | N/A     | $1698296.00        | $1731833.50        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8349 | 2053-08-01      | 5.5000%  | N/A     | $1008.00           | $817.94            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL0096 | 2054-11-01      | 5.0000%  | N/A     | $427646.00         | $405149.06         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7185 | 2052-04-01      | 4.0000%  | N/A     | $600000.00         | $427112.85         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTMA4232 | 2041-01-01      | 2.0000%  | N/A     | $1000.00           | $532.78            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS7160 | 2054-02-01      | 6.5000%  | N/A     | $1000.00           | $799.99            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7567 | 2054-02-01      | 5.5000%  | N/A     | $164457647.00      | $140374293.06      | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS3812 | 2053-01-01      | 4.5000%  | N/A     | $1053000.00        | $871216.85         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM7599 | 2051-01-01      | 3.5000%  | N/A     | $29000.00          | $9788.60           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLMA5737 | 2055-06-01      | 6.5000%  | N/A     | $1000.00           | $904.12            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL890482 | 2039-01-01      | 6.5000%  | N/A     | $1000.00           | $47.78             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMB0304 | 2055-03-01      | 4.0000%  | N/A     | $27100173.00       | $24815562.57       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ4372 | 2055-06-01      | 5.5000%  | N/A     | $1048.00           | $1067.99           | Agency Mortgage-Backed Securities  |
| BILL 06/11/26        | 2026-06-11      | 0.0000%  | N/A     | $1503200.00        | $1474769.98        | U.S. Treasuries (including strips) |
| FEPC 06.000 CLQJ0517 | 2054-08-01      | 6.0000%  | N/A     | $2002.00           | $1915.33           | Agency Mortgage-Backed Securities  |
| 1 1/4 NOTE J 28      | 2028-03-31      | 1.2500%  | N/A     | $12164000.00       | $11583608.11       | U.S. Treasuries (including strips) |
| FEPC 05.500 CLSD3173 | 2053-07-01      | 5.5000%  | N/A     | $16961760.00       | $13771981.10       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1172 | 2051-11-01      | 3.0000%  | N/A     | $20534387.00       | $13416486.59       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8784 | 2047-02-01      | 3.0000%  | N/A     | $30756000.00       | $6455533.79        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA4842 | 2052-12-01      | 5.5000%  | N/A     | $41500.00          | $31909.82          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ1085 | 2054-03-01      | 6.5000%  | N/A     | $5261.00           | $4607.56           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CIZS6920 | 2029-03-01      | 4.0000%  | N/A     | $1000.00           | $32.17             | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM7152 | 2051-05-01      | 2.0000%  | N/A     | $1001.00           | $466.48            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB4131 | 2054-08-01      | 5.5000%  | N/A     | $1024.00           | $888.25            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAE4680 | 2040-11-01      | 4.0000%  | N/A     | $6200000.00        | $364517.49         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTMA0734 | 2031-05-01      | 4.5000%  | N/A     | $982978.00         | $28240.71          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5468 | 2054-09-01      | 4.5000%  | N/A     | $5002.00           | $4583.56           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFA1177 | 2035-07-01      | 2.5000%  | N/A     | $7779928.00        | $6183507.48        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CIQO4509 | 2040-11-01      | 4.0000%  | N/A     | $1513791.00        | $1498604.65        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA3444 | 2048-08-01      | 4.5000%  | N/A     | $1001.00           | $81.25             | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0781 | 2051-11-01      | 3.0000%  | N/A     | $56292.00          | $32726.15          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM6063 | 2051-02-01      | 3.0000%  | N/A     | $65974.00          | $35278.58          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CTMA5920 | 2045-11-01      | 5.0000%  | N/A     | $1000.00           | $1010.87           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5304 | 2052-12-01      | 6.0000%  | N/A     | $13880416.00       | $10140833.78       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF5952 | 2055-12-01      | 5.5000%  | N/A     | $2000.00           | $2061.89           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4698 | 2052-08-01      | 3.0000%  | N/A     | $1000.00           | $742.78            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ2479 | 2050-09-01      | 2.0000%  | N/A     | $138000.00         | $70218.76          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7334 | 2050-10-01      | 2.0000%  | N/A     | $12636638.00       | $6921908.71        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZM3635 | 2047-07-01      | 3.5000%  | N/A     | $1000.00           | $83.81             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2956 | 2049-01-01      | 4.5000%  | N/A     | $1024.00           | $147.29            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA1182 | 2049-06-01      | 4.5000%  | N/A     | $20975040.00       | $19291016.29       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CI890867 | 2032-06-01      | 3.0000%  | N/A     | $498998.00         | $66852.98          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM4747 | 2048-01-01      | 3.5000%  | N/A     | $447840.00         | $128962.21         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5774 | 2053-02-01      | 5.5000%  | N/A     | $1024840.00        | $913475.04         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5700 | 2055-05-01      | 5.5000%  | N/A     | $4396155.00        | $4134259.10        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS8686 | 2053-07-01      | 2.5000%  | N/A     | $81000.00          | $63807.35          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS2157 | 2052-06-01      | 4.5000%  | N/A     | $1000.00           | $706.80            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 ZLFP0038 | 2052-01-25      | 2.5000%  | N/A     | $4218274.00        | $3058965.70        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAT3487 | 2043-04-01      | 3.5000%  | N/A     | $6493000.00        | $778912.96         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3897 | 2052-06-01      | 3.5000%  | N/A     | $41000.00          | $30777.89          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDF5512 | 2055-11-01      | 6.5000%  | N/A     | $1086000.00        | $1140003.52        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5462 | 2053-01-01      | 5.5000%  | N/A     | $1000.00           | $694.06            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSL0454 | 2054-11-01      | 4.5000%  | N/A     | $8000.00           | $7565.80           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0245 | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $909.10            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9969 | 2055-02-01      | 5.5000%  | N/A     | $36368640.00       | $35511995.71       | Agency Mortgage-Backed Securities  |
| 4 1/8 NOTE AG 29     | 2029-11-30      | 4.1250%  | N/A     | $12244900.00       | $12753744.05       | U.S. Treasuries (including strips) |
| FNMS 04.000 CLFA1122 | 2053-07-01      | 4.0000%  | N/A     | $4600136.00        | $4127229.88        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB0189 | 2051-04-01      | 3.0000%  | N/A     | $295000.00         | $156217.80         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA2929 | 2047-03-01      | 3.5000%  | N/A     | $12980970.00       | $1762484.70        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS4770 | 2045-04-01      | 3.5000%  | N/A     | $84735488.00       | $7467410.86        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD5290 | 2054-05-01      | 5.5000%  | N/A     | $1000.00           | $901.17            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA1115 | 2053-04-01      | 4.0000%  | N/A     | $9461360.00        | $8568467.59        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS6838 | 2053-11-01      | 5.5000%  | N/A     | $80000.00          | $67716.33          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CISB0762 | 2037-04-01      | 2.5000%  | N/A     | $18000.00          | $11255.85          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL2950 | 2050-10-01      | 5.5000%  | N/A     | $11174720.00       | $11351670.53       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLAB6667 | 2042-10-01      | 2.5000%  | N/A     | $140999.00         | $37296.67          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8506 | 2055-02-01      | 5.5000%  | N/A     | $1000.00           | $911.40            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1266 | 2054-04-01      | 5.5000%  | N/A     | $46971250.00       | $44552263.61       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS6671 | 2053-06-01      | 5.5000%  | N/A     | $37999.00          | $31245.72          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFA3123 | 2052-08-01      | 4.5000%  | N/A     | $1939720.00        | $1917241.76        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIMA5772 | 2040-07-01      | 5.5000%  | N/A     | $17000.00          | $15428.39          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY5161 | 2055-06-01      | 6.0000%  | N/A     | $1320376.00        | $1374283.15        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR8866 | 2043-06-01      | 3.5000%  | N/A     | $1003.00           | $228.65            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC3674 | 2054-10-01      | 5.0000%  | N/A     | $3001.00           | $3002.51           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLMA4256 | 2050-01-01      | 2.5000%  | N/A     | $600000.00         | $284128.58         | Agency Mortgage-Backed Securities  |
| 2 3/8 BOND 42        | 2042-02-15      | 2.3750%  | N/A     | $20858100.00       | $15798519.28       | U.S. Treasuries (including strips) |
| FNMS 05.000 CKMA4718 | 2052-07-01      | 5.0000%  | N/A     | $120999.00         | $99156.78          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY7110 | 2055-07-01      | 6.5000%  | N/A     | $626419.00         | $626240.76         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4804 | 2052-11-01      | 4.0000%  | N/A     | $469424.00         | $378032.70         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ3596 | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $1028.80           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5917 | 2053-03-01      | 6.0000%  | N/A     | $1000.00           | $858.81            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2284 | 2052-12-01      | 6.0000%  | N/A     | $8000.00           | $5916.15           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA5354 | 2050-03-01      | 3.5000%  | N/A     | $475000.00         | $230082.48         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0542 | 2055-03-01      | 5.5000%  | N/A     | $4162979.00        | $4118781.53        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CISB8266 | 2038-11-01      | 5.5000%  | N/A     | $29000.00          | $16465.73          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM7777 | 2050-11-01      | 4.0000%  | N/A     | $2593000.00        | $1172400.14        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA1140 | 2054-06-01      | 6.5000%  | N/A     | $1010.00           | $836.73            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8341 | 2053-07-01      | 5.0000%  | N/A     | $2440000.00        | $2064717.63        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ2136 | 2055-09-01      | 5.5000%  | N/A     | $6117616.00        | $6191677.50        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3383 | 2048-06-01      | 3.5000%  | N/A     | $2001.00           | $208.49            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ1269 | 2054-04-01      | 6.0000%  | N/A     | $5664321.00        | $4822347.32        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8474 | 2054-11-01      | 5.0000%  | N/A     | $6000.00           | $5558.34           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CRMA2796 | 2046-10-01      | 3.0000%  | N/A     | $157722.00         | $42296.52          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQZ9696 | 2055-12-01      | 5.0000%  | N/A     | $2000.00           | $2028.41           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4776 | 2053-03-01      | 5.5000%  | N/A     | $132999.00         | $98215.04          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0631 | 2052-02-01      | 3.0000%  | N/A     | $44000.00          | $29059.91          | Agency Mortgage-Backed Securities  |
| BILL 05/14/26        | 2026-05-14      | 0.0000%  | N/A     | $5024000.00        | $4940320.26        | U.S. Treasuries (including strips) |
| FNMS 06.500 CL888009 | 2034-12-01      | 6.5000%  | N/A     | $1000.00           | $14.03             | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CISB8334 | 2039-10-01      | 5.0000%  | N/A     | $40000.00          | $30834.86          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB4113 | 2052-07-01      | 3.5000%  | N/A     | $42000.00          | $30886.39          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD4782 | 2053-11-01      | 5.5000%  | N/A     | $200000.00         | $155181.70         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ3883 | 2054-09-01      | 5.5000%  | N/A     | $1001.00           | $982.34            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CICB4990 | 2037-11-01      | 4.5000%  | N/A     | $110823.00         | $68789.89          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD4997 | 2053-10-01      | 5.0000%  | N/A     | $3802.00           | $3355.60           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL831544 | 2036-06-01      | 6.0000%  | N/A     | $39594752.00       | $203903.74         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7790 | 2054-01-01      | 6.0000%  | N/A     | $2050.00           | $1795.21           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ1295 | 2055-08-01      | 6.5000%  | N/A     | $6754530.00        | $7016049.53        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS8109 | 2046-10-01      | 3.0000%  | N/A     | $136988960.00      | $30215409.68       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRJ5143 | 2055-10-01      | 4.5000%  | N/A     | $1888.00           | $1862.74           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3909 | 2052-06-01      | 4.0000%  | N/A     | $44117.00          | $34072.16          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD2390 | 2053-03-01      | 5.0000%  | N/A     | $32000.00          | $25975.40          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAS3594 | 2029-10-01      | 3.0000%  | N/A     | $494000.00         | $33670.34          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4305 | 2051-04-01      | 2.0000%  | N/A     | $595000.00         | $349006.40         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM1258 | 2049-07-01      | 4.0000%  | N/A     | $263000.00         | $59428.62          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0578 | 2051-03-01      | 2.5000%  | N/A     | $1000.00           | $561.42            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8362 | 2053-09-01      | 5.5000%  | N/A     | $50000.00          | $41353.70          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ0001 | 2054-07-01      | 6.5000%  | N/A     | $1062020.00        | $902031.68         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ8681 | 2054-11-01      | 5.5000%  | N/A     | $1002451.00        | $991687.54         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL872348 | 2036-05-01      | 5.0000%  | N/A     | $1113716.00        | $25641.20          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4624 | 2052-06-01      | 3.0000%  | N/A     | $11000.00          | $8089.76           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4158 | 2050-10-01      | 2.0000%  | N/A     | $1000.00           | $514.99            | Agency Mortgage-Backed Securities  |
| 4 NOTE W 30          | 2030-03-31      | 4.0000%  | N/A     | $429900.00         | $439951.28         | U.S. Treasuries (including strips) |
| FNMS 04.000 I3BF0319 | 2048-07-01      | 4.0000%  | N/A     | $1000.00           | $322.05            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRJ1260 | 2054-04-01      | 5.0000%  | N/A     | $21234560.00       | $20743455.45       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTMA2138 | 2035-01-01      | 3.5000%  | N/A     | $1000.00           | $93.49             | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBX7702 | 2053-02-01      | 6.5000%  | N/A     | $90575.00          | $53986.31          | Agency Mortgage-Backed Securities  |
| 4 3/4 BOND 53        | 2053-11-15      | 4.7500%  | N/A     | $21545100.00       | $21793166.00       | U.S. Treasuries (including strips) |
| FNMS 04.000 CLMA3088 | 2047-08-01      | 4.0000%  | N/A     | $389788.00         | $41222.43          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIMA5201 | 2038-11-01      | 5.5000%  | N/A     | $67000.00          | $40088.13          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9715 | 2054-11-01      | 5.5000%  | N/A     | $31299616.00       | $30503831.81       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ5122 | 2055-10-01      | 6.5000%  | N/A     | $34868040.00       | $36824618.27       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5331 | 2054-04-01      | 5.5000%  | N/A     | $9092768.00        | $7666477.98        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CJMA1224 | 2027-10-01      | 2.5000%  | N/A     | $2983990.00        | $65792.36          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8019 | 2050-12-01      | 2.0000%  | N/A     | $9245974.00        | $5713698.57        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CISB0954 | 2035-06-01      | 3.5000%  | N/A     | $1943000.00        | $1209312.44        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS5270 | 2053-07-01      | 5.5000%  | N/A     | $99000.00          | $80558.51          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIAS8714 | 2032-02-01      | 2.5000%  | N/A     | $400000.00         | $63143.54          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTAE4096 | 2030-09-01      | 4.0000%  | N/A     | $1002.00           | $30.33             | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CJMA3031 | 2032-04-01      | 2.5000%  | N/A     | $1000000.00        | $195110.07         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CNMA3557 | 2029-01-01      | 4.0000%  | N/A     | $436000.00         | $26425.91          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0879 | 2052-03-01      | 2.5000%  | N/A     | $235000.00         | $154659.61         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD7504 | 2049-08-01      | 3.5000%  | N/A     | $1000.00           | $185.05            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFM1735 | 2038-10-01      | 6.5000%  | N/A     | $3699000.00        | $1283001.52        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8278 | 2052-12-01      | 6.0000%  | N/A     | $1369000.00        | $1021577.60        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CQBM7117 | 2045-09-01      | 4.0000%  | N/A     | $1000.00           | $696.33            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 R3BF0204 | 2047-04-01      | 3.5000%  | N/A     | $1000.00           | $225.84            | Agency Mortgage-Backed Securities  |
| 0 5/8 NOTE E 30      | 2030-08-15      | 0.6250%  | N/A     | $518500.00         | $453264.03         | U.S. Treasuries (including strips) |
| FEPC 05.500 CLQY4580 | 2055-06-01      | 5.5000%  | N/A     | $2016.00           | $2007.63           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ9361 | 2055-10-01      | 5.5000%  | N/A     | $15212752.00       | $15550049.14       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CTMA5020 | 2043-05-01      | 5.0000%  | N/A     | $109000.00         | $74243.88          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1820 | 2051-08-01      | 3.0000%  | N/A     | $128000.00         | $83774.97          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM5861 | 2047-05-01      | 4.5000%  | N/A     | $177000.00         | $35388.64          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CISB8273 | 2038-12-01      | 5.5000%  | N/A     | $27000.00          | $14514.03          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT1265 | 2051-06-01      | 2.5000%  | N/A     | $41318.00          | $28450.70          | Agency Mortgage-Backed Securities  |
| 0 1/2 NOTE M 27      | 2027-06-30      | 0.5000%  | N/A     | $3378100.00        | $3228384.74        | U.S. Treasuries (including strips) |
| FNMS 03.000 CIAL9445 | 2031-07-01      | 3.0000%  | N/A     | $999000.00         | $116214.97         | Agency Mortgage-Backed Securities  |
| 4 1/4 NOTE AW 26     | 2026-01-31      | 4.2500%  | N/A     | $904500.00         | $917491.06         | U.S. Treasuries (including strips) |
| FNMS 02.000 CLMA4398 | 2051-08-01      | 2.0000%  | N/A     | $24000.00          | $14864.03          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIMA4404 | 2036-08-01      | 2.5000%  | N/A     | $20237536.00       | $10869899.42       | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD0219 | 2055-03-01      | 7.0000%  | N/A     | $783948.00         | $830613.63         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSL0921 | 2051-05-01      | 3.5000%  | N/A     | $2405489.00        | $2133735.68        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA9056 | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $828.56            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ8851 | 2055-11-01      | 5.5000%  | N/A     | $1578676.00        | $1627019.80        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQC8979 | 2051-10-01      | 2.5000%  | N/A     | $3103109.00        | $2120766.41        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM3277 | 2048-05-01      | 3.5000%  | N/A     | $1001.00           | $184.16            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA1561 | 2033-09-01      | 3.0000%  | N/A     | $1000.00           | $122.68            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8140 | 2051-04-01      | 2.0000%  | N/A     | $1000.00           | $582.06            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ4300 | 2055-06-01      | 5.5000%  | N/A     | $1000.00           | $994.34            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1770 | 2054-06-01      | 5.5000%  | N/A     | $3031.00           | $2824.92           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAY2259 | 2045-04-01      | 3.0000%  | N/A     | $10996900.00       | $1982474.40        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL985530 | 2038-06-01      | 5.5000%  | N/A     | $9211824.00        | $58143.12          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTFS1644 | 2042-04-01      | 3.0000%  | N/A     | $200000.00         | $139569.95         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4580 | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $689.87            | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIBQ6871 | 2036-12-01      | 1.5000%  | N/A     | $22380800.00       | $13201809.10       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIAS4860 | 2030-05-01      | 2.5000%  | N/A     | $984000.00         | $85111.96          | Agency Mortgage-Backed Securities  |
| 4 3/8 NOTE AR 26     | 2026-08-15      | 4.3750%  | N/A     | $2339800.00        | $2379567.28        | U.S. Treasuries (including strips) |
| FEPC 05.500 CLRJ1262 | 2054-04-01      | 5.5000%  | N/A     | $27304126.00       | $24745227.06       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9349 | 2054-10-01      | 5.5000%  | N/A     | $40415795.00       | $38250177.71       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF3253 | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1029.79           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQA1175 | 2049-07-01      | 5.0000%  | N/A     | $1000.00           | $203.57            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3510 | 2052-05-01      | 4.0000%  | N/A     | $11884199.00       | $8663597.04        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIMA3983 | 2035-04-01      | 2.0000%  | N/A     | $1000.00           | $179.98            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD1682 | 2055-02-01      | 6.5000%  | N/A     | $1568880.00        | $1636760.78        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CTRB5095 | 2041-01-01      | 2.0000%  | N/A     | $1000.00           | $535.94            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8220 | 2052-06-01      | 3.0000%  | N/A     | $33663.00          | $24536.12          | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY9401 | 2055-08-01      | 6.5000%  | N/A     | $1024450.00        | $1078803.00        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA2087 | 2034-11-01      | 3.0000%  | N/A     | $1000.00           | $79.35             | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7200 | 2050-10-01      | 2.0000%  | N/A     | $5700032.00        | $2902837.92        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA1558 | 2048-04-01      | 4.5000%  | N/A     | $187504384.00      | $37272651.18       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL905147 | 2037-02-01      | 6.0000%  | N/A     | $3750000.00        | $41653.37          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4933 | 2053-02-01      | 3.5000%  | N/A     | $1000.00           | $774.87            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA5371 | 2050-03-01      | 4.0000%  | N/A     | $280000.00         | $119534.70         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQZ1395 | 2055-08-01      | 6.0000%  | N/A     | $3029415.00        | $3132128.94        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL9546 | 2046-11-01      | 3.5000%  | N/A     | $501000.00         | $75335.10          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 3UZM9916 | 2028-04-01      | 3.0000%  | N/A     | $1141.00           | $13.25             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4911 | 2052-10-01      | 5.5000%  | N/A     | $33628864.00       | $24949280.30       | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CIMA4106 | 2035-07-01      | 1.5000%  | N/A     | $1016464.00        | $394831.62         | Agency Mortgage-Backed Securities  |
| 4 7/8 NOTE AF 28     | 2028-10-31      | 4.8750%  | N/A     | $499800.00         | $520531.06         | U.S. Treasuries (including strips) |
| 4  NOTE N 30         | 2030-07-31      | 4.0000%  | N/A     | $5490500.00        | $5657441.28        | U.S. Treasuries (including strips) |
| FNMS 03.500 CLFM5001 | 2050-04-01      | 3.5000%  | N/A     | $126999.00         | $26264.97          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM3155 | 2047-05-01      | 4.5000%  | N/A     | $1000.00           | $156.40            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8317 | 2053-04-01      | 6.0000%  | N/A     | $1024.00           | $731.09            | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G61430 G | 2044-02-01      | 3.5000%  | N/A     | $69323881.00       | $19944727.85       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5272 | 2054-02-01      | 6.0000%  | N/A     | $916000.00         | $645880.54         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4700 | 2052-08-01      | 4.0000%  | N/A     | $44000.00          | $34119.68          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTMA4570 | 2042-03-01      | 2.0000%  | N/A     | $250000.00         | $162366.10         | Agency Mortgage-Backed Securities  |
| 4 3/8 NOTE AG 28     | 2028-11-30      | 4.3750%  | N/A     | $100.00            | $104.62            | U.S. Treasuries (including strips) |
| FNMS 06.500 CLCB5330 | 2052-12-01      | 6.5000%  | N/A     | $16499456.00       | $13316698.22       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBC1452 | 2046-07-01      | 4.0000%  | N/A     | $1000.00           | $163.48            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CTRB5378 | 2045-11-01      | 5.0000%  | N/A     | $14036027.00       | $14187335.37       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4914 | 2052-10-01      | 5.5000%  | N/A     | $1024.00           | $868.85            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8361 | 2054-04-01      | 6.5000%  | N/A     | $2775328.00        | $1985807.06        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRMA1356 | 2043-02-01      | 3.5000%  | N/A     | $106990656.00      | $15510422.20       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR8478 | 2051-04-01      | 2.0000%  | N/A     | $99000.00          | $56579.42          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8491 | 2054-05-01      | 5.5000%  | N/A     | $1000.00           | $841.09            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE9111 | 2055-10-01      | 5.5000%  | N/A     | $51064.00          | $48581.36          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1119 | 2055-05-01      | 5.5000%  | N/A     | $10504128.00       | $10230243.84       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9739 | 2055-01-01      | 5.5000%  | N/A     | $33523893.00       | $32967979.28       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4511 | 2052-01-01      | 2.0000%  | N/A     | $549000.00         | $359206.14         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA3077 | 2054-03-01      | 4.0000%  | N/A     | $4804864.00        | $4609212.55        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS5772 | 2053-06-01      | 5.0000%  | N/A     | $1032.00           | $834.67            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8178 | 2051-11-01      | 2.5000%  | N/A     | $1771000.00        | $1127607.88        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4625 | 2052-06-01      | 3.5000%  | N/A     | $50958.00          | $37753.15          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS2317 | 2052-04-01      | 2.5000%  | N/A     | $1000.00           | $675.62            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA5612 | 2055-02-01      | 4.5000%  | N/A     | $22000.00          | $20776.72          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBU8884 | 2052-03-01      | 2.5000%  | N/A     | $2481812.00        | $1670695.12        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS9102 | 2054-02-01      | 5.0000%  | N/A     | $98999.00          | $87158.38          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ4008 | 2055-04-01      | 5.5000%  | N/A     | $52504933.00       | $47147909.11       | Agency Mortgage-Backed Securities  |
| 3 3/8 NOTE C 33      | 2033-05-15      | 3.3750%  | N/A     | $6706500.00        | $6519737.50        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AT 27     | 2027-10-15      | 3.8750%  | N/A     | $3944000.00        | $3987991.64        | U.S. Treasuries (including strips) |
| FNMS 03.000 CLFM2582 | 2050-03-01      | 3.0000%  | N/A     | $2589000.00        | $778110.83         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1856 | 2054-06-01      | 5.5000%  | N/A     | $3221617.00        | $3037076.84        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE6765 | 2055-08-01      | 6.0000%  | N/A     | $11321168.00       | $11700797.24       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 REBX9387 | 2053-04-01      | 5.0000%  | N/A     | $123878.00         | $76030.71          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIAS4206 | 2030-01-01      | 3.0000%  | N/A     | $6498576.00        | $369896.32         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS5134 | 2049-12-01      | 3.5000%  | N/A     | $1000.00           | $751.63            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTMA0200 | 2029-10-01      | 4.5000%  | N/A     | $1004.00           | $13.00             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7273 | 2053-10-01      | 6.0000%  | N/A     | $8926750.00        | $6541278.48        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI3682 | 2054-04-01      | 5.5000%  | N/A     | $1075012.00        | $1060881.25        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM3524 | 2047-06-01      | 4.5000%  | N/A     | $1382.00           | $379.31            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA4876 | 2052-12-01      | 6.0000%  | N/A     | $10000.00          | $7250.11           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0941 | 2052-04-01      | 3.0000%  | N/A     | $7670330.00        | $5106270.29        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFM6811 | 2036-04-01      | 2.0000%  | N/A     | $1000.00           | $466.21            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD2756 | 2053-05-01      | 5.5000%  | N/A     | $100000.00         | $81230.44          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CISB1457 | 2040-03-01      | 5.5000%  | N/A     | $124986.00         | $102804.98         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ1356 | 2054-04-01      | 6.5000%  | N/A     | $38870400.00       | $31605270.14       | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8221 | 2052-06-01      | 3.5000%  | N/A     | $1000.00           | $742.24            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 3XZT0983 | 2028-08-01      | 3.0000%  | N/A     | $1273.00           | $50.83             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTFS2490 | 2038-10-01      | 5.5000%  | N/A     | $1000.00           | $110.37            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CTMA0268 | 2029-12-01      | 5.0000%  | N/A     | $1000.00           | $18.62             | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA8600 | 2051-01-01      | 2.5000%  | N/A     | $165000.00         | $78808.01          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5137 | 2052-11-01      | 5.5000%  | N/A     | $35516288.00       | $27275868.09       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ8750 | 2054-11-01      | 6.0000%  | N/A     | $1033597.00        | $915442.37         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3841 | 2052-06-01      | 3.5000%  | N/A     | $17000.00          | $12472.76          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA4733 | 2052-09-01      | 4.5000%  | N/A     | $33414125.00       | $25871635.61       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0243 | 2054-12-01      | 5.5000%  | N/A     | $42424832.00       | $39998712.70       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM3778 | 2050-08-01      | 2.5000%  | N/A     | $190000.00         | $85110.62          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9645 | 2054-12-01      | 5.0000%  | N/A     | $18475011.00       | $17777891.84       | Agency Mortgage-Backed Securities  |
| 2 3/8 NOTE J 29      | 2029-03-31      | 2.3750%  | N/A     | $4354800.00        | $4214721.71        | U.S. Treasuries (including strips) |
| FEPC 05.500 CLQX9745 | 2055-04-01      | 5.5000%  | N/A     | $9784670.00        | $9348160.97        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA0502 | 2055-02-01      | 5.5000%  | N/A     | $6225152.00        | $6204659.42        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4607 | 2045-03-01      | 3.5000%  | N/A     | $1689308.00        | $163354.09         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQJ0273 | 2054-07-01      | 6.5000%  | N/A     | $1091152.00        | $912529.85         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTFS1365 | 2042-03-01      | 2.5000%  | N/A     | $225000.00         | $148126.99         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3122 | 2053-06-01      | 5.0000%  | N/A     | $13467732.00       | $10964842.69       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS7284 | 2053-12-01      | 4.5000%  | N/A     | $10696848.00       | $8957663.23        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLRJ1985 | 2054-07-01      | 6.5000%  | N/A     | $31651258.00       | $24622199.08       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5611 | 2055-02-01      | 4.0000%  | N/A     | $7000.00           | $6447.72           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CISB8173 | 2037-08-01      | 4.0000%  | N/A     | $112391.00         | $65279.65          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7033 | 2050-09-01      | 2.5000%  | N/A     | $16798082.00       | $8423694.79        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIMA4279 | 2036-03-01      | 2.0000%  | N/A     | $475000.00         | $233228.57         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX6747 | 2053-03-01      | 5.0000%  | N/A     | $1462703.00        | $1126903.65        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0540 | 2055-02-01      | 5.5000%  | N/A     | $455000.00         | $412546.69         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCC0426 | 2055-05-01      | 5.0000%  | N/A     | $55617792.00       | $54448868.04       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CJMA3850 | 2034-11-01      | 2.5000%  | N/A     | $10000000.00       | $717565.09         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL0044 | 2054-09-01      | 6.5000%  | N/A     | $25201824.00       | $20107913.08       | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CISB8512 | 2036-05-01      | 2.0000%  | N/A     | $16000.00          | $8142.46           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS5890 | 2053-10-01      | 6.0000%  | N/A     | $14000.00          | $11467.82          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3259 | 2052-04-01      | 3.5000%  | N/A     | $5878386.00        | $4370179.17        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA3664 | 2049-05-01      | 4.0000%  | N/A     | $935595.00         | $79146.99          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSL3264 | 2052-03-01      | 3.0000%  | N/A     | $1000.00           | $906.07            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZM1990 | 2046-11-01      | 3.0000%  | N/A     | $4395000.00        | $762190.60         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM9242 | 2051-10-01      | 3.0000%  | N/A     | $18685140.00       | $11722390.65       | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G18582 G | 2031-01-01      | 3.0000%  | N/A     | $2283465.00        | $200359.81         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CIFA3776 | 2035-02-01      | 2.5000%  | N/A     | $3236391.00        | $3164491.34        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLMA5191 | 2053-11-01      | 6.0000%  | N/A     | $9990448.00        | $7373057.87        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7466 | 2055-01-01      | 5.5000%  | N/A     | $31656992.00       | $30487486.96       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS6339 | 2045-12-01      | 3.5000%  | N/A     | $22633327.00       | $4525357.58        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS2703 | 2052-08-01      | 3.5000%  | N/A     | $90000.00          | $65582.76          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIBJ6881 | 2033-06-01      | 4.0000%  | N/A     | $2206584.00        | $274074.10         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA8790 | 2053-04-01      | 5.0000%  | N/A     | $1000.00           | $816.18            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8446 | 2054-07-01      | 5.5000%  | N/A     | $1000.00           | $872.19            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS4377 | 2052-04-01      | 3.0000%  | N/A     | $170000.00         | $129605.89         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA2017 | 2044-08-01      | 4.0000%  | N/A     | $258707.00         | $25869.29          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0179 | 2057-01-01      | 3.5000%  | N/A     | $7818608.00        | $2702982.83        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBT7909 | 2052-10-01      | 5.0000%  | N/A     | $9854480.00        | $8900822.21        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS7065 | 2053-03-01      | 3.0000%  | N/A     | $16000.00          | $12463.97          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW6288 | 2052-08-01      | 4.5000%  | N/A     | $2000.00           | $1521.13           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX6202 | 2053-02-01      | 6.0000%  | N/A     | $2160976.00        | $1749299.79        | Agency Mortgage-Backed Securities  |
| 3 5/8 NOTE J 30      | 2030-03-31      | 3.6250%  | N/A     | $9605000.00        | $9680242.56        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE E 35      | 2035-08-15      | 4.2500%  | N/A     | $1595800.00        | $1646599.67        | U.S. Treasuries (including strips) |
| FNMS 04.500 CLMA5293 | 2054-03-01      | 4.5000%  | N/A     | $5000.00           | $4427.96           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN6139 | 2049-05-01      | 4.5000%  | N/A     | $18206530.00       | $5277221.76        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM2615 | 2050-03-01      | 3.0000%  | N/A     | $208000.00         | $63617.70          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4801 | 2055-09-01      | 6.0000%  | N/A     | $27073472.00       | $27960719.99       | Agency Mortgage-Backed Securities  |
| 4 1/4 BOND 54        | 2054-02-15      | 4.2500%  | N/A     | $14833700.00       | $13987843.25       | U.S. Treasuries (including strips) |
| FEPC 05.000 CLRJ0060 | 2053-10-01      | 5.0000%  | N/A     | $36552960.00       | $31323514.61       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8251 | 2052-08-01      | 5.5000%  | N/A     | $74000.00          | $53338.65          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRQ0061 | 2055-11-01      | 4.0000%  | N/A     | $18571682.00       | $17736928.66       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA5849 | 2055-10-01      | 3.5000%  | N/A     | $140959.00         | $130268.56         | Agency Mortgage-Backed Securities  |
| 2 3/8 BOND 49        | 2049-11-15      | 2.3750%  | N/A     | $200.00            | $132.37            | U.S. Treasuries (including strips) |
| FEPC 02.000 CLRA6534 | 2051-12-01      | 2.0000%  | N/A     | $1008.00           | $601.58            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDF5657 | 2050-11-01      | 4.5000%  | N/A     | $1535512.00        | $1513885.85        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA5528 | 2054-11-01      | 4.0000%  | N/A     | $27840.00          | $25266.16          | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQJ2001 | 2054-07-01      | 7.0000%  | N/A     | $1001.00           | $1056.98           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY3269 | 2053-06-01      | 5.5000%  | N/A     | $48250.00          | $47870.51          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ4388 | 2055-06-01      | 6.0000%  | N/A     | $8187000.00        | $8229008.17        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0868 | 2052-02-01      | 2.5000%  | N/A     | $100000.00         | $69177.86          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRQ0065 | 2055-11-01      | 6.0000%  | N/A     | $12156446.00       | $12369125.42       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ5136 | 2055-10-01      | 5.5000%  | N/A     | $137460224.00      | $139690867.14      | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7351 | 2050-10-01      | 2.0000%  | N/A     | $3828113.00        | $2061072.00        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3253 | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $680.00            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6867 | 2053-08-01      | 5.5000%  | N/A     | $41000.00          | $34788.08          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CISB8315 | 2039-07-01      | 5.5000%  | N/A     | $63000.00          | $39988.39          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM6293 | 2051-01-01      | 3.0000%  | N/A     | $1000.00           | $496.25            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA0907 | 2041-10-01      | 4.0000%  | N/A     | $765388.00         | $45640.25          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBE1289 | 2046-12-01      | 3.0000%  | N/A     | $271546.00         | $91689.66          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQJ5863 | 2054-10-01      | 5.5000%  | N/A     | $1001.00           | $1013.46           | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA5552 | 2051-07-01      | 3.0000%  | N/A     | $54836.00          | $33606.86          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBX0086 | 2052-10-01      | 4.5000%  | N/A     | $1000.00           | $818.46            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8001 | 2049-07-01      | 3.5000%  | N/A     | $1013.00           | $91.80             | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ7182 | 2055-11-01      | 5.5000%  | N/A     | $13852560.00       | $14087685.55       | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0391 | 2054-11-01      | 5.5000%  | N/A     | $1000000.00        | $944255.22         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZI5046 | 2036-07-01      | 6.0000%  | N/A     | $78976085.00       | $248469.75         | Agency Mortgage-Backed Securities  |
| 1 1/2 NOTE S 28      | 2028-11-30      | 1.5000%  | N/A     | $761400.00         | $723993.97         | U.S. Treasuries (including strips) |
| BILL 02/19/26        | 2026-02-19      | 0.0000%  | N/A     | $773800.00         | $767429.30         | U.S. Treasuries (including strips) |
| FNMS 02.500 CLFS1631 | 2051-02-01      | 2.5000%  | N/A     | $200000.00         | $129864.80         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CTMA5740 | 2045-06-01      | 5.0000%  | N/A     | $2641000.00        | $2439334.66        | Agency Mortgage-Backed Securities  |
| BILL 04/23/26        | 2026-04-23      | 0.0000%  | N/A     | $8000000.00        | $7883616.00        | U.S. Treasuries (including strips) |
| FNMS 03.000 CLMA3774 | 2049-09-01      | 3.0000%  | N/A     | $1001.00           | $129.64            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF5514 | 2055-11-01      | 6.0000%  | N/A     | $2191500.00        | $2262151.77        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM6780 | 2051-04-01      | 2.5000%  | N/A     | $1000.00           | $504.70            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4494 | 2051-12-01      | 3.0000%  | N/A     | $38000.00          | $23086.84          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4626 | 2052-06-01      | 4.0000%  | N/A     | $12000.00          | $8985.89           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA6738 | 2050-08-01      | 3.0000%  | N/A     | $1000.00           | $384.47            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL852448 | 2035-12-01      | 6.0000%  | N/A     | $1879439.00        | $31031.16          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD7548 | 2051-11-01      | 2.5000%  | N/A     | $1104.00           | $688.79            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQJ9990 | 2054-12-01      | 4.5000%  | N/A     | $2001.00           | $1851.91           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6691 | 2053-07-01      | 5.0000%  | N/A     | $39618112.00       | $30320166.42       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CNMA3550 | 2028-12-01      | 4.0000%  | N/A     | $574000.00         | $33017.53          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CL888099 | 2035-08-01      | 5.5000%  | N/A     | $8824993.00        | $104380.20         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CICA4070 | 2034-08-01      | 4.0000%  | N/A     | $1000.00           | $166.77            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDA2994 | 2053-11-01      | 7.0000%  | N/A     | $10927.00          | $11536.20          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8843 | 2054-07-01      | 5.5000%  | N/A     | $201868.00         | $193711.86         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA1723 | 2053-10-01      | 6.0000%  | N/A     | $7827712.00        | $7027038.81        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CKMA3524 | 2048-11-01      | 4.0000%  | N/A     | $2030.00           | $74.18             | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7289 | 2050-10-01      | 2.0000%  | N/A     | $8198032.00        | $4167816.40        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB1273 | 2051-08-01      | 2.0000%  | N/A     | $1099000.00        | $676625.02         | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ2907 | 2054-11-01      | 5.5000%  | N/A     | $6646403.00        | $6148737.25        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQD5262 | 2052-01-01      | 2.0000%  | N/A     | $35456.00          | $23955.88          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CICB4995 | 2037-10-01      | 4.5000%  | N/A     | $85689.00          | $49324.92          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF5862 | 2055-12-01      | 5.5000%  | N/A     | $3043403.00        | $3113489.53        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1064 | 2054-03-01      | 5.5000%  | N/A     | $11532000.00       | $10227420.64       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7343 | 2046-06-01      | 3.0000%  | N/A     | $36126594.00       | $5232117.23        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5450 | 2053-01-01      | 5.0000%  | N/A     | $2000.00           | $1668.27           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS7338 | 2053-09-01      | 4.5000%  | N/A     | $4495740.00        | $4144432.50        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4492 | 2051-12-01      | 2.0000%  | N/A     | $24548.00          | $15923.00          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLMA4644 | 2052-05-01      | 4.0000%  | N/A     | $95861.00          | $68690.62          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CISB8384 | 2040-05-01      | 5.0000%  | N/A     | $1195868.00        | $1018440.96        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5673 | 2055-04-01      | 5.5000%  | N/A     | $2286289.00        | $2133437.39        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1767 | 2054-06-01      | 5.5000%  | N/A     | $3169822.00        | $2960670.76        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5910 | 2055-11-01      | 5.5000%  | N/A     | $31424624.00       | $31973046.54       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5482 | 2049-02-01      | 4.0000%  | N/A     | $1001.00           | $90.51             | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA5917 | 2051-09-01      | 3.0000%  | N/A     | $413000.00         | $262721.46         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD2952 | 2053-05-01      | 4.5000%  | N/A     | $350000.00         | $255977.42         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CISB1215 | 2039-07-01      | 6.0000%  | N/A     | $46000.00          | $28157.54          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS2122 | 2052-03-01      | 3.0000%  | N/A     | $104000.00         | $71679.47          | Agency Mortgage-Backed Securities  |
| 4 NOTE U 29          | 2029-01-31      | 4.0000%  | N/A     | $3152400.00        | $3238849.77        | U.S. Treasuries (including strips) |
| FEPC 06.000 CLSL0623 | 2054-09-01      | 6.0000%  | N/A     | $1336514.00        | $1152712.89        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH7482 | 2054-01-01      | 6.0000%  | N/A     | $1000.00           | $791.74            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBN7664 | 2049-07-01      | 4.0000%  | N/A     | $1000.00           | $160.80            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5072 | 2053-07-01      | 5.5000%  | N/A     | $21238891.00       | $17084470.56       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA3692 | 2049-07-01      | 3.5000%  | N/A     | $406000.00         | $36934.20          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF3870 | 2055-10-01      | 6.0000%  | N/A     | $1017216.00        | $1059665.29        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4341 | 2052-08-01      | 4.5000%  | N/A     | $1000.00           | $758.99            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1882 | 2052-11-01      | 5.0000%  | N/A     | $99000.00          | $75985.81          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1087 | 2052-06-01      | 3.5000%  | N/A     | $70000.00          | $50947.73          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ2682 | 2054-10-01      | 6.0000%  | N/A     | $6308800.00        | $5423631.17        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA3643 | 2055-11-01      | 5.5000%  | N/A     | $54961600.00       | $56060557.19       | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLZT0000 | 2047-01-01      | 3.0000%  | N/A     | $83685.00          | $31391.93          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5468 | 2053-01-01      | 5.5000%  | N/A     | $5993194.00        | $5173778.07        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS8689 | 2047-01-01      | 3.5000%  | N/A     | $1000.00           | $227.66            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM7673 | 2051-06-01      | 2.5000%  | N/A     | $1024.00           | $605.07            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBM5098 | 2048-12-01      | 5.0000%  | N/A     | $529000.00         | $101950.31         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM5833 | 2047-05-01      | 3.5000%  | N/A     | $385000.00         | $142140.24         | Agency Mortgage-Backed Securities  |

### Security 112: Fixed Income Clearing Corporation - BOFA

- **C.1 - Title:** Fixed Income Clearing Corporation - BOFA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDVC3XT4
- **C.18 - Value (incl. sponsor support):** $1250000000.00
- **C.18.a - Value (excl. sponsor support):** $1250000000.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch: NR; Standard & Poor's: A-1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 1/2 NOTE F 33  | 2033-11-15      | 4.5000%  | N/A     | $62400.00          | $65252.99          | U.S. Treasuries (including strips) |
| 3 1/8 NOTE AC 27 | 2027-08-31      | 3.1250%  | N/A     | $1800.00           | $1801.48           | U.S. Treasuries (including strips) |
| 3 BOND 52        | 2052-08-15      | 3.0000%  | N/A     | $122003800.00      | $91124489.69       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AD 28 | 2028-09-30      | 4.6250%  | N/A     | $100.00            | $103.78            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 26 | 2026-09-30      | 3.5000%  | N/A     | $100.00            | $100.43            | U.S. Treasuries (including strips) |
| 1 7/8 BOND 41    | 2041-02-15      | 1.8750%  | N/A     | $4819200.00        | $3457645.23        | U.S. Treasuries (including strips) |
| 2 1/4 NOTE B 27  | 2027-02-15      | 2.2500%  | N/A     | $10000.00          | $9908.25           | U.S. Treasuries (including strips) |
| 4 5/8 NOTE K 31  | 2031-04-30      | 4.6250%  | N/A     | $1000.00           | $1051.39           | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55    | 2055-05-15      | 4.7500%  | N/A     | $100.00            | $101.34            | U.S. Treasuries (including strips) |
| 4 1/8 BOND 44    | 2044-08-15      | 4.1250%  | N/A     | $10324900.00       | $9801558.71        | U.S. Treasuries (including strips) |
| 2 BOND 50        | 2050-02-15      | 2.0000%  | N/A     | $3142100.00        | $1916861.74        | U.S. Treasuries (including strips) |
| 4 NOTE G 31      | 2031-01-31      | 4.0000%  | N/A     | $34315800.00       | $35357266.63       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 40    | 2040-02-15      | 4.6250%  | N/A     | $57537200.00       | $59781917.86       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AG 28 | 2028-11-30      | 4.3750%  | N/A     | $61000.00          | $63821.06          | U.S. Treasuries (including strips) |
| 3 3/8 BOND 44    | 2044-05-15      | 3.3750%  | N/A     | $7983500.00        | $6741283.50        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE P 31  | 2031-08-31      | 3.7500%  | N/A     | $76423600.00       | $77408517.80       | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42    | 2042-11-15      | 2.7500%  | N/A     | $98110700.00       | $76993212.54       | U.S. Treasuries (including strips) |
| BILL 09/03/26    | 2026-09-03      | 0.0000%  | N/A     | $200000000.00      | $194677600.00      | U.S. Treasuries (including strips) |
| 4 NOTE AB 29     | 2029-07-31      | 4.0000%  | N/A     | $100.00            | $102.90            | U.S. Treasuries (including strips) |
| 1 3/4 NOTE G 29  | 2029-01-31      | 1.7500%  | N/A     | $96581600.00       | $92061148.60       | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BC 26 | 2026-05-31      | 4.8750%  | N/A     | $111000.00         | $114256.25         | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27  | 2027-08-15      | 2.2500%  | N/A     | $86000.00          | $84734.58          | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51    | 2051-02-15      | 1.8750%  | N/A     | $15841500.00       | $9229841.88        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 27 | 2027-10-31      | 4.1250%  | N/A     | $136800.00         | $138773.97         | U.S. Treasuries (including strips) |
| 3 5/8 BOND 43    | 2043-08-15      | 3.6250%  | N/A     | $100.00            | $89.12             | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BG 26 | 2026-08-31      | 3.7500%  | N/A     | $100.00            | $100.96            | U.S. Treasuries (including strips) |
| 3 BOND 45        | 2045-11-15      | 3.0000%  | N/A     | $5135900.00        | $4025083.66        | U.S. Treasuries (including strips) |
| 4 1/4 BOND 40    | 2040-11-15      | 4.2500%  | N/A     | $100.00            | $98.13             | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AC 28 | 2028-08-31      | 4.3750%  | N/A     | $24321300.00       | $25136166.08       | U.S. Treasuries (including strips) |
| 6 BOND 26        | 2026-02-15      | 6.0000%  | N/A     | $448600.00         | $458412.48         | U.S. Treasuries (including strips) |
| 1 1/8 NOTE H 28  | 2028-02-29      | 1.1250%  | N/A     | $1225200.00        | $1166382.91        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE T 29  | 2029-12-31      | 3.8750%  | N/A     | $100.00            | $102.76            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE K 30  | 2030-04-30      | 3.5000%  | N/A     | $2791200.00        | $2789768.62        | U.S. Treasuries (including strips) |
| 2 1/2 BOND 45    | 2045-02-15      | 2.5000%  | N/A     | $62840000.00       | $45977649.64       | U.S. Treasuries (including strips) |
| 3 BOND 44        | 2044-11-15      | 3.0000%  | N/A     | $100.00            | $79.20             | U.S. Treasuries (including strips) |
| 3 7/8 NOTE P 32  | 2032-08-31      | 3.8750%  | N/A     | $100400.00         | $101988.32         | U.S. Treasuries (including strips) |
| 2 7/8 BOND 46    | 2046-11-15      | 2.8750%  | N/A     | $31410900.00       | $23817266.51       | U.S. Treasuries (including strips) |
| 3 BOND 48        | 2048-08-15      | 3.0000%  | N/A     | $44332000.00       | $34057428.71       | U.S. Treasuries (including strips) |
| 1 5/8 BOND 50    | 2050-11-15      | 1.6250%  | N/A     | $5355000.00        | $2907527.04        | U.S. Treasuries (including strips) |
| 0 1/2 NOTE M 27  | 2027-06-30      | 0.5000%  | N/A     | $100.00            | $95.57             | U.S. Treasuries (including strips) |
| 4 3/8 BOND 40    | 2040-05-15      | 4.3750%  | N/A     | $3093900.00        | $3091084.96        | U.S. Treasuries (including strips) |
| 3 1/8 BOND 43    | 2043-02-15      | 3.1250%  | N/A     | $400.00            | $333.61            | U.S. Treasuries (including strips) |
| 2 1/4 BOND 52    | 2052-02-15      | 2.2500%  | N/A     | $100.00            | $63.27             | U.S. Treasuries (including strips) |
| 2 BOND 51        | 2051-08-15      | 2.0000%  | N/A     | $200.00            | $119.50            | U.S. Treasuries (including strips) |
| 4 1/2 BOND 36    | 2036-02-15      | 4.5000%  | N/A     | $2409700.00        | $2547288.26        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AT 28 | 2028-10-15      | 3.5000%  | N/A     | $100.00            | $100.43            | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AH 29 | 2029-12-31      | 4.3750%  | N/A     | $200.00            | $209.71            | U.S. Treasuries (including strips) |
| 2 5/8 NOTE T 25  | 2025-12-31      | 2.6250%  | N/A     | $100.00            | $100.98            | U.S. Treasuries (including strips) |
| 2 3/8 BOND 49    | 2049-11-15      | 2.3750%  | N/A     | $200.00            | $132.37            | U.S. Treasuries (including strips) |
| 1 3/8 BOND 40    | 2040-11-15      | 1.3750%  | N/A     | $9803800.00        | $6493152.67        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Q 30  | 2030-09-30      | 4.6250%  | N/A     | $93000.00          | $97881.99          | U.S. Treasuries (including strips) |
| 0 3/4 NOTE AC 26 | 2026-08-31      | 0.7500%  | N/A     | $28600.00          | $28033.23          | U.S. Treasuries (including strips) |
| 3 BOND 47        | 2047-05-15      | 3.0000%  | N/A     | $25001000.00       | $19279254.84       | U.S. Treasuries (including strips) |
| 3 1/8 BOND 44    | 2044-08-15      | 3.1250%  | N/A     | $100.00            | $81.81             | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51    | 2051-11-15      | 1.8750%  | N/A     | $49999900.00       | $28603509.92       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE N 31  | 2031-07-31      | 4.1250%  | N/A     | $57385600.00       | $59482187.89       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AU 27 | 2027-11-15      | 4.1250%  | N/A     | $100.00            | $101.30            | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46    | 2046-05-15      | 2.5000%  | N/A     | $11129400.00       | $7923785.45        | U.S. Treasuries (including strips) |
| 2 3/4 NOTE L 29  | 2029-05-31      | 2.7500%  | N/A     | $100.00            | $98.82             | U.S. Treasuries (including strips) |
| 3 3/8 BOND 42    | 2042-08-15      | 3.3750%  | N/A     | $2795600.00        | $2436289.24        | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43    | 2043-11-15      | 3.7500%  | N/A     | $100.00            | $89.58             | U.S. Treasuries (including strips) |
| 6 5/8 BOND 27    | 2027-02-15      | 6.6250%  | N/A     | $19000000.00       | $20076480.21       | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47    | 2047-08-15      | 2.7500%  | N/A     | $49999900.00       | $37039399.29       | U.S. Treasuries (including strips) |
| 2 1/4 BOND 46    | 2046-08-15      | 2.2500%  | N/A     | $683700.00         | $465711.72         | U.S. Treasuries (including strips) |
| 2 NOTE F 26      | 2026-11-15      | 2.0000%  | N/A     | $46000.00          | $45317.88          | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BM 26 | 2026-12-31      | 4.2500%  | N/A     | $14400000.00       | $14746087.57       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31  | 2031-05-31      | 4.6250%  | N/A     | $49999900.00       | $53541106.31       | U.S. Treasuries (including strips) |
| 4 1/2 BOND 38    | 2038-05-15      | 4.5000%  | N/A     | $136200.00         | $140747.58         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BM 25 | 2025-12-31      | 4.2500%  | N/A     | $100.00            | $101.78            | U.S. Treasuries (including strips) |
| 4 7/8 NOTE R 30  | 2030-10-31      | 4.8750%  | N/A     | $700.00            | $742.30            | U.S. Treasuries (including strips) |
| 3 1/4 NOTE AA 27 | 2027-06-30      | 3.2500%  | N/A     | $8467000.00        | $8542285.16        | U.S. Treasuries (including strips) |
| 3 3/8 BOND 48    | 2048-11-15      | 3.3750%  | N/A     | $7555600.00        | $6139688.24        | U.S. Treasuries (including strips) |
| 1 1/4 BOND 50    | 2050-05-15      | 1.2500%  | N/A     | $60641800.00       | $30093668.81       | U.S. Treasuries (including strips) |
| 0 1/2 NOTE V 26  | 2026-02-28      | 0.5000%  | N/A     | $100.00            | $99.31             | U.S. Treasuries (including strips) |
| 4 BOND 42        | 2042-11-15      | 4.0000%  | N/A     | $100.00            | $93.59             | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AP 28 | 2028-06-15      | 3.8750%  | N/A     | $8242900.00        | $8466349.66        | U.S. Treasuries (including strips) |
| 4 3/4 BOND 45    | 2045-02-15      | 4.7500%  | N/A     | $81000.00          | $83391.36          | U.S. Treasuries (including strips) |
| 3 1/2 NOTE U 28  | 2028-01-31      | 3.5000%  | N/A     | $100.00            | $101.14            | U.S. Treasuries (including strips) |
| 1 1/4 NOTE M 28  | 2028-06-30      | 1.2500%  | N/A     | $1920900.00        | $1825160.57        | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46    | 2046-02-15      | 2.5000%  | N/A     | $142900.00         | $102930.61         | U.S. Treasuries (including strips) |
| 1 1/4 NOTE L 28  | 2028-05-31      | 1.2500%  | N/A     | $3449000.00        | $3286602.78        | U.S. Treasuries (including strips) |
| 6 3/8 BOND 27    | 2027-08-15      | 6.3750%  | N/A     | $100.00            | $106.52            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AG 29 | 2029-11-30      | 4.1250%  | N/A     | $3328400.00        | $3466713.63        | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53    | 2053-05-15      | 3.6250%  | N/A     | $36985900.00       | $30852261.74       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  | N/A     | $11400200.00       | $9965864.32        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 54    | 2054-05-15      | 4.6250%  | N/A     | $400.00            | $397.07            | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AH 26 | 2026-12-31      | 1.2500%  | N/A     | $100.00            | $98.01             | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 26  | 2026-05-15      | 1.6250%  | N/A     | $700.00            | $693.53            | U.S. Treasuries (including strips) |
| 3 BOND 49        | 2049-02-15      | 3.0000%  | N/A     | $48630600.00       | $37198751.13       | U.S. Treasuries (including strips) |
| 2 7/8 BOND 43    | 2043-05-15      | 2.8750%  | N/A     | $43545400.00       | $34521637.36       | U.S. Treasuries (including strips) |
| 3 BOND 45        | 2045-05-15      | 3.0000%  | N/A     | $4281900.00        | $3374558.32        | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29  | 2029-05-15      | 2.3750%  | N/A     | $1100.00           | $1060.11           | U.S. Treasuries (including strips) |
| 2 1/4 BOND 49    | 2049-08-15      | 2.2500%  | N/A     | $100.00            | $65.15             | U.S. Treasuries (including strips) |
| 1 7/8 NOTE M 26  | 2026-06-30      | 1.8750%  | N/A     | $100.00            | $99.69             | U.S. Treasuries (including strips) |
| 4 3/8 NOTE S 30  | 2030-11-30      | 4.3750%  | N/A     | $100.00            | $105.60            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE Y 28  | 2028-04-30      | 3.5000%  | N/A     | $100.00            | $100.28            | U.S. Treasuries (including strips) |
| 3 BOND 47        | 2047-02-15      | 3.0000%  | N/A     | $144100.00         | $112445.09         | U.S. Treasuries (including strips) |
| 6 1/8 BOND 27    | 2027-11-15      | 6.1250%  | N/A     | $200.00            | $210.32            | U.S. Treasuries (including strips) |
| 2 1/2 NOTE H 26  | 2026-02-28      | 2.5000%  | N/A     | $31000.00          | $31092.33          | U.S. Treasuries (including strips) |
| 4 3/8 BOND 38    | 2038-02-15      | 4.3750%  | N/A     | $155000.00         | $160284.26         | U.S. Treasuries (including strips) |
| 2 1/4 BOND 41    | 2041-05-15      | 2.2500%  | N/A     | $16599800.00       | $12466582.78       | U.S. Treasuries (including strips) |
| 3 1/8 BOND 48    | 2048-05-15      | 3.1250%  | N/A     | $36898300.00       | $28797250.10       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE Y 27  | 2027-04-30      | 2.7500%  | N/A     | $100.00            | $99.08             | U.S. Treasuries (including strips) |

### Security 113: HSBC Securities USA, Inc.

- **C.1 - Title:** HSBC Securities USA, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: BYDVC3Y97
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: NR; Moody's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2032-11-15      | 0.0000%  | N/A     | $85438464.00       | $65096420.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | N/A     | $156100.00         | $122337.96         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-17      | 0.0000%  | N/A     | $8300.00           | $8233.64           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-03      | 0.0000%  | N/A     | $5000000.00        | $4952695.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | N/A     | $39420400.00       | $41222740.98       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 0.0000%  | N/A     | $15457000.00       | $3861127.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 6.2500%  | N/A     | $696200.00         | $773346.95         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | N/A     | $950300.00         | $471589.12         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-27      | 0.0000%  | N/A     | $800000.00         | $795216.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | N/A     | $24216000.00       | $24936950.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 0.0000%  | N/A     | $386000.00         | $341859.74         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | N/A     | $24830400.00       | $16162750.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-02-15      | 0.0000%  | N/A     | $33440849.92       | $19555874.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | N/A     | $29977100.00       | $30060320.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-11-15      | 2.7500%  | N/A     | $29897100.00       | $21881495.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-30      | 0.0000%  | N/A     | $1362000.00        | $1357762.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-22      | 0.0000%  | N/A     | $56100.00          | $55793.69          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | N/A     | $10883500.00       | $8540919.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | N/A     | $14103200.00       | $13388346.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-12      | 0.0000%  | N/A     | $8200000.00        | $8138475.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-06      | 0.0000%  | N/A     | $9529200.00        | $9492922.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 6.1250%  | N/A     | $47708500.00       | $50169189.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.0000%  | N/A     | $280413143.04      | $122233771.53      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | N/A     | $28485300.00       | $18557028.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 5.5000%  | N/A     | $440800.00         | $470784.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-06      | 0.0000%  | N/A     | $206407000.00      | $201430527.23      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-16      | 0.0000%  | N/A     | $39744300.00       | $39679755.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 0.0000%  | N/A     | $86316800.00       | $23588223.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 0.0000%  | N/A     | $48086302.72       | $37059055.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | N/A     | $587900.00         | $583590.64         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-19      | 0.0000%  | N/A     | $11000.00          | $10909.44          | U.S. Treasuries (including strips) |

### Security 114: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPG0, C.4 - ISIN: US91282CPG05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1509044981.34
- **C.18.a - Value (excl. sponsor support):** $1509044981.34
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-10-31
- **C.13 - Final Legal Maturity Date:** 2027-10-31
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 115: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7TB0, C.4 - ISIN: US3130B7TB04, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $480857435.26
- **C.18.a - Value (excl. sponsor support):** $480857435.26
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETX36, C.4 - ISIN: US3133ETX369, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $80000000.00
- **C.18.a - Value (excl. sponsor support):** $80000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-04-19
- **C.13 - Final Legal Maturity Date:** 2027-04-19
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BYDVC3X56
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | N/A     | $800.00            | $1051.80           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 3.5000%  | N/A     | $5071000.00        | $5098956.81        | U.S. Treasuries (including strips) |

### Security 118: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETNT0, C.4 - ISIN: US3133ETNT07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $422176916.44
- **C.18.a - Value (excl. sponsor support):** $422176916.44
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-02-01
- **C.13 - Final Legal Maturity Date:** 2027-02-01
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **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):** $114973752.01
- **C.18.a - Value (excl. sponsor support):** $114973752.01
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-12-23
- **C.13 - Final Legal Maturity Date:** 2026-12-23
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $154317165.14
- **C.18.a - Value (excl. sponsor support):** $154317165.14
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 121: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8EY4, C.4 - ISIN: US3130B8EY45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $222799496.47
- **C.18.a - Value (excl. sponsor support):** $222799496.47
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Fixed Income Clearing Corporation - NOMU

- **C.1 - Title:** Fixed Income Clearing Corporation - NOMU
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDVC3XV9
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 2 NOTE F 26      | 2026-11-15      | 2.0000%  | N/A     | $274694200.00      | $270620823.45      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE BJ 26 | 2026-10-31      | 4.1250%  | N/A     | $2048400.00        | $2063413.97        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AN 28 | 2028-05-15      | 3.7500%  | N/A     | $273100000.00      | $275157722.50      | U.S. Treasuries (including strips) |
| 1 1/2 NOTE B 30  | 2030-02-15      | 1.5000%  | N/A     | $14728500.00       | $13617836.94       | U.S. Treasuries (including strips) |
| 4 NOTE G 31      | 2031-01-31      | 4.0000%  | N/A     | $23632500.00       | $24349734.05       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE L 28  | 2028-05-31      | 1.2500%  | N/A     | $161921700.00      | $154297567.21      | U.S. Treasuries (including strips) |
| BILL 10/01/26    | 2026-10-01      | 0.0000%  | N/A     | $399108800.00      | $387363826.23      | U.S. Treasuries (including strips) |
| 4 NOTE V 28      | 2028-02-29      | 4.0000%  | N/A     | $5311000.00        | $5420232.69        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AB 30 | 2030-07-31      | 3.8750%  | N/A     | $267041000.00      | $273652366.25      | U.S. Treasuries (including strips) |
| BILL 11/27/26    | 2026-11-27      | 0.0000%  | N/A     | $495504800.00      | $478338531.71      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE M 30  | 2030-06-30      | 3.7500%  | N/A     | $4158400.00        | $4250896.24        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE T 31  | 2031-12-31      | 4.5000%  | N/A     | $3771600.00        | $4002367.89        | U.S. Treasuries (including strips) |
| 1 NOTE N 28      | 2028-07-31      | 1.0000%  | N/A     | $81723800.00       | $76835235.07       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE K 29  | 2029-04-30      | 2.8750%  | N/A     | $39708000.00       | $38973829.14       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE Q 28  | 2028-09-30      | 1.2500%  | N/A     | $25000000.00       | $23549627.47       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE C 30  | 2030-05-15      | 0.6250%  | N/A     | $8534000.00        | $7505178.92        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 40    | 2040-02-15      | 4.6250%  | N/A     | $800.00            | $831.21            | U.S. Treasuries (including strips) |

### Security 123: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6UT1, C.4 - ISIN: US3130B6UT10, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $430109688.08
- **C.18.a - Value (excl. sponsor support):** $430109688.08
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-24
- **C.13 - Final Legal Maturity Date:** 2025-12-24
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Deutsche Bank AG

- **C.1 - Title:** Deutsche Bank AG
- **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: N/A, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: BYDVC3XJ6
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FKRM 0M044A 11/15/46 | 2046-11-15      | 3.8000%  | N/A     | $40000000.00       | $37019968.88       | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLQZ5863 | 2055-10-01      | 5.5000%  | N/A     | $2620714.00        | $2694602.91        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQJ5528 | 2054-09-01      | 6.5000%  | N/A     | $3420461.00        | $2979910.48        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4783 | 2052-10-01      | 4.0000%  | N/A     | $565000.00         | $442011.65         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC9716 | 2055-01-01      | 6.5000%  | N/A     | $4564109.00        | $3703890.84        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD0653 | 2055-08-01      | 6.0000%  | N/A     | $2414089.00        | $2506104.89        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLMA5140 | 2053-09-01      | 6.5000%  | N/A     | $2300000.00        | $1493613.02        | Agency Mortgage-Backed Securities         |
| GNRA 2024-064 SA     | 2054-04-20      | 1.3011%  | N/A     | $150000000.00      | $6407914.03        | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLMA5138 | 2053-09-01      | 5.5000%  | N/A     | $3862500.00        | $3120292.30        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5072 | 2053-07-01      | 5.5000%  | N/A     | $150000.00         | $120659.34         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY4555 | 2055-05-01      | 6.0000%  | N/A     | $1810077.00        | $1866166.42        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLMA5167 | 2053-10-01      | 6.5000%  | N/A     | $6212162.00        | $3669384.45        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE7925 | 2055-08-01      | 5.5000%  | N/A     | $1177930.00        | $1206894.52        | Agency Mortgage-Backed Securities         |
| GNRA 2025-149 SP     | 2055-09-20      | 1.3011%  | N/A     | $100000000.00      | $5826797.13        | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLQZ5806 | 2055-10-01      | 5.5000%  | N/A     | $3595492.00        | $3662254.15        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ0639 | 2054-01-01      | 5.5000%  | N/A     | $1000023.00        | $858213.46         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBU5706 | 2055-02-01      | 5.5000%  | N/A     | $2739780.00        | $2776167.89        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ1230 | 2055-07-01      | 6.5000%  | N/A     | $1131831.00        | $1191677.67        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC9292 | 2054-12-01      | 5.0000%  | N/A     | $297260.00         | $292985.74         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ0138 | 2053-12-01      | 5.5000%  | N/A     | $1019828.00        | $877844.15         | Agency Mortgage-Backed Securities         |
| GNRA 2025-127 SG     | 2055-07-20      | 1.0511%  | N/A     | $170000000.00      | $9116176.93        | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLMA5531 | 2054-11-01      | 5.5000%  | N/A     | $3728808.00        | $3348855.56        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE7509 | 2055-09-01      | 6.0000%  | N/A     | $3198383.00        | $3326305.54        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAO0747 | 2042-04-01      | 3.5000%  | N/A     | $1217.00           | $69.13             | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIRR0045 | 2040-11-01      | 3.5000%  | N/A     | $100000.00         | $97558.50          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ0616 | 2055-08-01      | 6.0000%  | N/A     | $1137580.00        | $1182372.44        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQX8826 | 2055-03-01      | 5.0000%  | N/A     | $1025982.00        | $726982.42         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY7881 | 2055-07-01      | 5.5000%  | N/A     | $2973730.00        | $3036654.05        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ9935 | 2055-11-01      | 5.0000%  | N/A     | $1313521.00        | $1328975.89        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX0371 | 2054-11-01      | 5.5000%  | N/A     | $2511966.00        | $2520985.08        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE9213 | 2055-10-01      | 5.5000%  | N/A     | $2409253.00        | $2470677.39        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD9349 | 2055-06-01      | 5.5000%  | N/A     | $1022358.00        | $1045803.10        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ9918 | 2055-11-01      | 5.0000%  | N/A     | $1731798.00        | $1751466.03        | Agency Mortgage-Backed Securities         |
| GNRA 2025-041 CS     | 2055-03-20      | 1.2011%  | N/A     | $315367413.00      | $13379782.26       | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLQY5014 | 2055-05-01      | 5.0000%  | N/A     | $3037550.00        | $3031250.83        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ9917 | 2055-11-01      | 5.0000%  | N/A     | $1094141.00        | $1107594.56        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE7942 | 2055-08-01      | 5.5000%  | N/A     | $1677270.00        | $1702729.39        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE7941 | 2055-08-01      | 5.5000%  | N/A     | $1078850.00        | $1106897.88        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ1695 | 2055-08-01      | 6.5000%  | N/A     | $1011912.00        | $1056404.49        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS8469 | 2054-07-01      | 5.5000%  | N/A     | $1155000.00        | $1080361.85        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4100 | 2050-08-01      | 2.0000%  | N/A     | $2971755.00        | $1365306.86        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBU5686 | 2055-03-01      | 5.5000%  | N/A     | $2733717.00        | $2409277.52        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ7119 | 2055-10-01      | 5.5000%  | N/A     | $1575200.00        | $1611723.75        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ2089 | 2055-08-01      | 5.5000%  | N/A     | $1153650.00        | $1185018.46        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE7223 | 2055-08-01      | 5.5000%  | N/A     | $2783403.00        | $2858065.82        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5420 | 2054-07-01      | 5.5000%  | N/A     | $248511.00         | $212455.61         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ6024 | 2055-10-01      | 5.5000%  | N/A     | $1537405.00        | $1582192.96        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX7590 | 2055-03-01      | 5.5000%  | N/A     | $1156902.00        | $1172384.94        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLTA0426 | 2055-12-01      | 5.0000%  | N/A     | $2034108.00        | $2048200.30        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD5007 | 2053-09-01      | 5.0000%  | N/A     | $1300110.00        | $1164167.39        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS5985 | 2047-02-01      | 3.5000%  | N/A     | $1030.00           | $794.79            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ0229 | 2055-08-01      | 5.0000%  | N/A     | $1012758.00        | $1016980.70        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY2689 | 2055-05-01      | 6.5000%  | N/A     | $2877967.00        | $3009588.93        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE2084 | 2055-06-01      | 5.5000%  | N/A     | $3101025.00        | $3123390.86        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD4209 | 2055-02-01      | 6.0000%  | N/A     | $3757750.00        | $3546867.31        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY7231 | 2055-07-01      | 6.0000%  | N/A     | $2616242.00        | $2717785.01        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ2085 | 2055-08-01      | 6.0000%  | N/A     | $1139520.00        | $1183220.60        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CISB8132 | 2036-12-01      | 2.0000%  | N/A     | $1588226.00        | $903232.57         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ7890 | 2055-11-01      | 5.5000%  | N/A     | $2598500.00        | $2661954.74        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE7192 | 2055-08-01      | 6.0000%  | N/A     | $1245191.00        | $1295216.39        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE6416 | 2055-07-01      | 6.0000%  | N/A     | $1519245.00        | $1581143.95        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ9810 | 2055-11-01      | 5.0000%  | N/A     | $3598095.00        | $3642337.18        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRA9579 | 2053-08-01      | 6.0000%  | N/A     | $2069.00           | $1751.49           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY2682 | 2055-05-01      | 5.5000%  | N/A     | $2874900.00        | $2521924.35        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD0853 | 2055-01-01      | 6.5000%  | N/A     | $3439744.00        | $3058588.49        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD4299 | 2055-02-01      | 6.0000%  | N/A     | $4016338.00        | $3515930.34        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ5865 | 2055-10-01      | 5.5000%  | N/A     | $1204863.00        | $1236694.89        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL0620 | 2055-03-01      | 5.5000%  | N/A     | $1135000.00        | $1096160.53        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE4354 | 2055-08-01      | 5.5000%  | N/A     | $2863487.00        | $2915272.61        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CIRR0038 | 2040-11-01      | 5.0000%  | N/A     | $2858456.00        | $2854963.56        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5039 | 2053-06-01      | 5.5000%  | N/A     | $800000.00         | $632752.62         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX2603 | 2055-01-01      | 6.5000%  | N/A     | $3996532.00        | $3699647.04        | Agency Mortgage-Backed Securities         |
| GNRA 2025-136 CS     | 2055-08-20      | 1.2428%  | N/A     | $300000000.00      | $10608495.75       | Agency Collateralized Mortgage Obligation |

### Security 125: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp.
- **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: N/A, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BYD952M08
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: NR; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRA 2025-069 SC     | 2055-04-20      | 1.7511%  | N/A     | $80000000.00       | $4772038.30        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-198 IC     | 2064-10-16      | 0.5113%  | N/A     | $47148730.00       | $2324496.04        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-097 XS     | 2054-06-20      | 2.5511%  | N/A     | $80000000.00       | $3115533.58        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-152 NS     | 2055-09-20      | 2.4911%  | N/A     | $50000000.00       | $4184490.62        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-064 VS     | 2054-04-20      | 3.0511%  | N/A     | $21605608.00       | $2034608.82        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-001 SP     | 2055-01-20      | 2.5011%  | N/A     | $124053571.00      | $4038787.20        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-027 IO     | 2062-03-16      | 0.6922%  | N/A     | $70000000.00       | $2171768.56        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-079 NS     | 2064-05-20      | 2.5511%  | N/A     | $82236891.00       | $2381700.68        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-075 IO     | 2063-02-16      | 0.6719%  | N/A     | $100000000.00      | $3926219.20        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-079 SL     | 2054-05-20      | 3.1511%  | N/A     | $50000000.00       | $3459575.67        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-038 IO     | 2062-04-16      | 0.8196%  | N/A     | $102669056.00      | $4481088.33        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-192 GF     | 2055-11-20      | 5.2111%  | N/A     | $1000.00           | $1001.23           | Agency Collateralized Mortgage Obligation |
| GNRA 2024-184 SA     | 2054-11-20      | 1.8011%  | N/A     | $60000000.00       | $1910636.40        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-048 IO     | 2061-11-16      | 0.7827%  | N/A     | $125000000.00      | $3111985.00        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-030 QS     | 2054-02-20      | 2.9011%  | N/A     | $50000000.00       | $3450719.81        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-030 SG     | 2064-02-20      | 3.9511%  | N/A     | $125000000.00      | $2522948.80        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-025 SC     | 2055-02-20      | 1.7511%  | N/A     | $80000000.00       | $2832528.91        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-007 AI     | 2051-01-20      | 2.0000%  | N/A     | $30985000.00       | $2158325.28        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-062 ES     | 2065-04-20      | 1.7011%  | N/A     | $75000000.00       | $2127664.63        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-033 IO     | 2063-09-16      | 0.6978%  | N/A     | $70414921.00       | $3560897.83        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-043 SN     | 2053-03-20      | 1.5011%  | N/A     | $100000000.00      | $3278481.59        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-068 IO     | 2060-05-16      | 1.6148%  | N/A     | $28200000.00       | $2615578.13        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-139 SG     | 2055-08-20      | 0.3311%  | N/A     | $150000000.00      | $5709262.74        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-110 ES     | 2054-07-20      | 2.5511%  | N/A     | $90000000.00       | $3261791.82        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-159 SN     | 2054-10-20      | 1.3311%  | N/A     | $75000000.00       | $3754470.11        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-097 AS     | 2054-06-20      | 3.1511%  | N/A     | $40000000.00       | $3448393.26        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-139 OG     | 2055-08-20      | 0.0000%  | N/A     | $3727273.00        | $2625836.49        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-110 SD     | 2054-07-20      | 2.5511%  | N/A     | $42600000.00       | $3126184.18        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-131 IO     | 2064-06-16      | 0.5018%  | N/A     | $96000000.00       | $4219575.61        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-133 IO     | 2063-07-16      | 0.8825%  | N/A     | $39000000.00       | $2240610.62        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-025 XA     | 2055-02-20      | 1.1511%  | N/A     | $64166296.00       | $1997366.46        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-116 IO     | 2064-07-16      | 0.5514%  | N/A     | $141057617.00      | $6446491.44        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-156 SC     | 2055-09-20      | 1.8311%  | N/A     | $30000000.00       | $2924400.43        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-020 PI     | 2054-02-20      | 7.5000%  | N/A     | $38021202.00       | $1893923.87        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-04O IE     | 2072-02-20      | 1.6792%  | N/A     | $89030436.00       | $3876980.93        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-031 SA     | 2067-08-16      | 1.1080%  | N/A     | $35000000.00       | $1921602.01        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-10O GI     | 2073-04-20      | 1.9737%  | N/A     | $115485865.00      | $2828957.36        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-034 IO     | 2063-03-16      | 1.4382%  | N/A     | $85977069.00       | $5340554.74        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-110 IS     | 2054-07-20      | 2.5511%  | N/A     | $50000000.00       | $4524570.72        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-161 IO     | 2064-06-16      | 0.7394%  | N/A     | $100000000.00      | $5622349.20        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-11O DI     | 2072-05-20      | 1.6241%  | N/A     | $75589351.00       | $3382739.02        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-16O ID     | 2072-04-20      | 0.2231%  | N/A     | $70000000.00       | $2344090.20        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-097 SU     | 2064-06-20      | 1.7911%  | N/A     | $160000000.00      | $2215271.81        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-001 ES     | 2055-01-20      | 1.8211%  | N/A     | $100000000.00      | $2593130.39        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-097 ST     | 2054-06-20      | 1.2511%  | N/A     | $90000000.00       | $5639818.03        | Agency Collateralized Mortgage Obligation |
| GNRM 2023-066 Z      | 2052-07-20      | 4.5000%  | N/A     | $1941692.00        | $1915682.73        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-030 AS     | 2054-02-20      | 1.0511%  | N/A     | $150000000.00      | $5542811.56        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-089 ZA     | 2053-02-20      | 5.0000%  | N/A     | $3418451.00        | $3357934.97        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-090 S      | 2066-07-16      | 1.0651%  | N/A     | $66500000.00       | $3981750.42        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-07O CI     | 2074-02-20      | 2.2549%  | N/A     | $114911184.00      | $3700826.81        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-041 IO     | 2063-04-16      | 0.7517%  | N/A     | $89281428.00       | $4429946.76        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-179 IO     | 2062-09-16      | 1.0111%  | N/A     | $31860000.00       | $1940797.56        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-17O ID     | 2072-07-20      | 1.6785%  | N/A     | $40279544.00       | $2172276.42        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-064 SG     | 2054-04-20      | 3.1011%  | N/A     | $53333333.00       | $3066896.89        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-183 LS     | 2053-12-20      | 1.6011%  | N/A     | $50342430.00       | $2587591.33        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-17O IB     | 2072-08-20      | 0.6517%  | N/A     | $35000000.00       | $1999703.56        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-110 HS     | 2054-07-20      | 2.5511%  | N/A     | $75000000.00       | $4975382.42        | Agency Collateralized Mortgage Obligation |
| GNRM 2022-078 OB     | 2052-04-20      | 0.0000%  | N/A     | $9428323.00        | $3605827.86        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-069 SA     | 2055-04-20      | 1.9011%  | N/A     | $60000000.00       | $1864057.86        | Agency Collateralized Mortgage Obligation |
| GNRA 2015-063 ZP     | 2045-05-20      | 3.5000%  | N/A     | $2723526.00        | $2586551.25        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-089 XQ     | 2055-05-20      | 2.9511%  | N/A     | $45801545.00       | $4211034.88        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-161 PI     | 2051-09-20      | 2.5000%  | N/A     | $44682800.00       | $3788727.95        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-160 SN     | 2054-10-20      | 1.9511%  | N/A     | $43658507.00       | $2324894.66        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-17O AI     | 2071-11-20      | 1.5778%  | N/A     | $49862267.00       | $1942925.74        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-192 HI     | 2055-11-20      | 6.5000%  | N/A     | $100000.00         | $20486.60          | Agency Collateralized Mortgage Obligation |
| GNRA 2022-20O IH     | 2072-08-20      | 0.5104%  | N/A     | $125941392.00      | $6557739.31        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-200 IO     | 2063-11-16      | 0.8861%  | N/A     | $75000000.00       | $4296345.44        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-064 SJ     | 2054-04-20      | 3.0011%  | N/A     | $77564189.00       | $3924163.18        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-064 SB     | 2054-04-20      | 1.3011%  | N/A     | $125000000.00      | $3473395.27        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-03O GI     | 2066-12-20      | 2.0078%  | N/A     | $124065942.00      | $2038975.09        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-079 IS     | 2054-05-20      | 1.9011%  | N/A     | $50000000.00       | $2049231.42        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-014 IO     | 2063-06-16      | 1.3312%  | N/A     | $37000000.00       | $2403602.57        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-069 XS     | 2065-04-20      | 0.1511%  | N/A     | $360000000.00      | $3554904.12        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-101 SD     | 2054-06-20      | 2.5511%  | N/A     | $100000000.00      | $6087103.60        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-110 DS     | 2064-07-20      | 1.8011%  | N/A     | $230000000.00      | $3397663.98        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-040 IO     | 2064-04-16      | 0.8523%  | N/A     | $78000000.00       | $4847691.34        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-001 SH     | 2054-11-20      | 1.7511%  | N/A     | $39024835.00       | $1990830.68        | Agency Collateralized Mortgage Obligation |
| GNRA 2011-121 ZA     | 2051-08-16      | 6.5000%  | N/A     | $1500000.00        | $2309230.36        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-197 NS     | 2054-12-20      | 0.6511%  | N/A     | $75000000.00       | $2190466.99        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-079 SJ     | 2054-05-20      | 3.1511%  | N/A     | $50000000.00       | $1989193.57        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-108 ZH     | 2054-07-20      | 5.5000%  | N/A     | $2732561.00        | $2950920.48        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-110 WS     | 2054-07-20      | 1.2011%  | N/A     | $200000000.00      | $4836050.43        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-081 IO     | 2062-07-16      | 0.8712%  | N/A     | $54617000.00       | $2612871.07        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-004 IO     | 2062-09-16      | 1.0416%  | N/A     | $45955797.00       | $2353504.16        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-069 SN     | 2055-04-20      | 1.1011%  | N/A     | $50000000.00       | $2086918.10        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-064 S      | 2054-04-20      | 1.9011%  | N/A     | $90000000.00       | $2765352.14        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-03O EI     | 2074-01-20      | 1.5901%  | N/A     | $67881202.00       | $3888368.22        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-184 QS     | 2054-11-20      | 1.9011%  | N/A     | $55464420.00       | $3543687.38        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-082 IO     | 2062-03-16      | 0.7449%  | N/A     | $183104516.00      | $5243187.45        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-014 IO     | 2062-02-16      | 0.5796%  | N/A     | $180000000.00      | $4072369.78        | Agency Mortgage-Backed Securities         |
| GNRA 2024-051 WS     | 2054-03-20      | 3.0811%  | N/A     | $50000000.00       | $1995434.83        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-182 GS     | 2053-12-20      | 3.0511%  | N/A     | $60000000.00       | $2356197.13        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-25O IB     | 2073-10-20      | 0.4474%  | N/A     | $110307599.00      | $5612289.04        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-137 PS     | 2052-08-20      | 0.0000%  | N/A     | $6105679.00        | $3850250.48        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-105 HS     | 2055-06-20      | 0.4011%  | N/A     | $80516000.00       | $2370876.92        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-113 SP     | 2053-08-20      | 1.7011%  | N/A     | $113819457.00      | $1990832.22        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-069 PS     | 2055-04-20      | 3.0011%  | N/A     | $51026426.00       | $4763994.36        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-216 IO     | 2065-07-16      | 0.7500%  | N/A     | $19217129.00       | $1078526.06        | Agency Collateralized Mortgage Obligation |
| GNRA 2019-147 IO     | 2061-06-16      | 0.3875%  | N/A     | $303269923.00      | $5265487.96        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-030 IH     | 2054-02-20      | 2.9011%  | N/A     | $50000000.00       | $2808700.15        | Agency Collateralized Mortgage Obligation |
| GNRA 2019-16 S       | 2049-02-20      | 1.9757%  | N/A     | $48182959.00       | $1891909.13        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-203 IO     | 2063-07-16      | 0.8700%  | N/A     | $100000000.00      | $5920207.50        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-159 SJ     | 2054-10-20      | 0.7011%  | N/A     | $100000000.00      | $3074264.21        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-173 CS     | 2053-11-20      | 2.1511%  | N/A     | $30000000.00       | $1902771.01        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-025 XS     | 2065-02-20      | 1.2011%  | N/A     | $250000000.00      | $5260169.41        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-121 IO     | 2060-08-16      | 0.8781%  | N/A     | $92893088.00       | $4359746.66        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-069 SE     | 2065-04-20      | 1.8511%  | N/A     | $100000000.00      | $2582448.16        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-171 TS     | 2065-10-20      | 2.0511%  | N/A     | $50010000.00       | $2562142.52        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-069 ST     | 2065-04-20      | 0.8011%  | N/A     | $50000000.00       | $1902579.60        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-069 SY     | 2055-04-20      | 0.2011%  | N/A     | $50562255.00       | $2090393.53        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-061 SA     | 2065-04-20      | 1.8511%  | N/A     | $100706289.00      | $3379677.53        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-152 JS     | 2053-10-20      | 2.2011%  | N/A     | $175000000.00      | $3287759.82        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-089 KS     | 2055-05-20      | 0.3011%  | N/A     | $100951220.00      | $2191415.99        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-042 IO     | 2063-12-16      | 0.6670%  | N/A     | $132000000.00      | $6242011.75        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-124 AS     | 2055-07-20      | 0.4011%  | N/A     | $80000000.00       | $2433094.88        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-063 IO     | 2061-04-16      | 0.8155%  | N/A     | $72600000.00       | $3937604.81        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-064 GS     | 2054-04-20      | 1.9511%  | N/A     | $40000000.00       | $2098116.76        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-04O JI     | 2072-02-20      | 0.6587%  | N/A     | $100761583.00      | $3742029.34        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-064 CS     | 2054-04-20      | 1.1011%  | N/A     | $50000000.00       | $2033452.61        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-184 KS     | 2054-11-20      | 1.9011%  | N/A     | $75000000.00       | $5449787.87        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-126 SD     | 2054-08-20      | 2.5511%  | N/A     | $85000000.00       | $3233526.20        | Agency Collateralized Mortgage Obligation |
| FGRM 1980IO 07/15/27 | 2027-07-15      | 7.5000%  | N/A     | $2.00              | $0.00              | Agency Collateralized Mortgage Obligation |
| GNRA 2005-097 BZ     | 2035-12-20      | 5.5000%  | N/A     | $16000000.00       | $1864507.13        | Agency Collateralized Mortgage Obligation |
| GNII SF MB0746 M     | 2055-11-20      | 5.5000%  | N/A     | $2148141.00        | $2182779.77        | Agency Mortgage-Backed Securities         |
| GNRA 2021-092 IO     | 2063-09-16      | 0.7960%  | N/A     | $85184083.00       | $4254609.85        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-19O IK     | 2071-12-20      | 1.6041%  | N/A     | $124846127.00      | $4720412.83        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-179 SA     | 2052-10-20      | 2.1011%  | N/A     | $29166665.00       | $2001314.06        | Agency Collateralized Mortgage Obligation |
| GNII SF MB0684 M     | 2055-09-20      | 4.5000%  | N/A     | $1536.00           | $1508.48           | Agency Mortgage-Backed Securities         |
| GNRA 2024-030 VS     | 2054-02-20      | 2.1011%  | N/A     | $75000000.00       | $3279541.97        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-12O BI     | 2072-06-20      | 0.7176%  | N/A     | $50000000.00       | $3300860.40        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-26O HI     | 2072-11-20      | 1.3735%  | N/A     | $140061917.00      | $4783202.93        | Agency Collateralized Mortgage Obligation |

### Security 126: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2E6, C.4 - ISIN: US3133ET2E63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $109987680.00
- **C.18.a - Value (excl. sponsor support):** $109987680.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2027-03-01
- **C.13 - Final Legal Maturity Date:** 2027-03-01
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **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):** $222784108.04
- **C.18.a - Value (excl. sponsor support):** $222784108.04
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Fixed Income Clearing Corporation - BNY

- **C.1 - Title:** Fixed Income Clearing Corporation - BNY
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDVC3XN7
- **C.18 - Value (incl. sponsor support):** $4000000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000000.00
- **C.19 - Percentage of Net Assets:** 2.0300%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 1/2 NOTE AT 28 | 2028-10-15      | 3.5000%  | N/A     | $175000000.00      | $175836634.62      | U.S. Treasuries (including strips) |
| 0 3/8 TRIN D 27  | 2027-07-15      | 0.3750%  | N/A     | $74269000.00       | $97645211.94       | U.S. Treasuries (including strips) |
| 0 7/8 NOTE F 30  | 2030-11-15      | 0.8750%  | N/A     | $135000000.00      | $118581735.58      | U.S. Treasuries (including strips) |
| 4  NOTE AV 25    | 2025-12-15      | 4.0000%  | N/A     | $21000000.00       | $21380353.61       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE L 32  | 2032-05-31      | 4.1250%  | N/A     | $250000000.00      | $260882397.54      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 33  | 2033-08-15      | 3.8750%  | N/A     | $50000000.00       | $50740319.29       | U.S. Treasuries (including strips) |
| 5 BOND 37        | 2037-05-15      | 5.0000%  | N/A     | $50000000.00       | $54374579.01       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BC 27 | 2027-05-31      | 3.8750%  | N/A     | $50282300.00       | $51485718.93       | U.S. Treasuries (including strips) |
| 2 1/8 TRIB 40    | 2040-02-15      | 2.1250%  | N/A     | $90000000.00       | $137253089.90      | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55    | 2055-08-15      | 4.7500%  | N/A     | $46000000.00       | $47392557.50       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AV 26 | 2026-12-15      | 4.3750%  | N/A     | $50000000.00       | $51365194.81       | U.S. Treasuries (including strips) |
| 1 1/8 NOTE B 31  | 2031-02-15      | 1.1250%  | N/A     | $300000000.00      | $266452175.54      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE E 35  | 2035-08-15      | 4.2500%  | N/A     | $389800.00         | $402872.47         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BJ 27 | 2027-10-31      | 3.5000%  | N/A     | $74826600.00       | $75023183.12       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE P 32  | 2032-08-31      | 3.8750%  | N/A     | $150000000.00      | $152600540.06      | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34  | 2034-05-15      | 4.3750%  | N/A     | $100000000.00      | $103723113.26      | U.S. Treasuries (including strips) |
| 4 1/4 NOTE M 31  | 2031-06-30      | 4.2500%  | N/A     | $150000000.00      | $157250828.80      | U.S. Treasuries (including strips) |
| 2 BOND 41        | 2041-11-15      | 2.0000%  | N/A     | $100000000.00      | $71508023.20       | U.S. Treasuries (including strips) |
| 0 1/8 TRIN X 26  | 2026-04-15      | 0.1250%  | N/A     | $1432702600.00     | $1762144576.17     | U.S. Treasuries (including strips) |
| 4 3/4 BOND 41    | 2041-02-15      | 4.7500%  | N/A     | $310000000.00      | $325801936.63      | U.S. Treasuries (including strips) |
| BILL 05/28/26    | 2026-05-28      | 0.0000%  | N/A     | $100000000.00      | $98155000.00       | U.S. Treasuries (including strips) |

### Security 129: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SZ1, C.4 - ISIN: US912797SZ10, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $224127126.33
- **C.18.a - Value (excl. sponsor support):** $224127126.33
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 130: Fixed Income Clearing Corporation - BNP

- **C.1 - Title:** Fixed Income Clearing Corporation - BNP
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDVC3XQ0
- **C.18 - Value (incl. sponsor support):** $4500000000.00
- **C.18.a - Value (excl. sponsor support):** $4500000000.00
- **C.19 - Percentage of Net Assets:** 2.2800%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 1 1/2 NOTE B 30  | 2030-02-15      | 1.5000%  | N/A     | $5147400.00        | $4759239.15        | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49    | 2049-05-15      | 2.8750%  | N/A     | $5299900.00        | $3910136.15        | U.S. Treasuries (including strips) |
| 3 BOND 52        | 2052-08-15      | 3.0000%  | N/A     | $300.00            | $224.07            | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AQ 27 | 2027-07-15      | 4.3750%  | N/A     | $9340600.00        | $9613331.31        | U.S. Treasuries (including strips) |
| BILL 02/26/26    | 2026-02-26      | 0.0000%  | N/A     | $75000000.00       | $74325975.00       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  | N/A     | $2355700.00        | $2059313.57        | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32  | 2032-05-15      | 2.8750%  | N/A     | $152905700.00      | $145506051.67      | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33  | 2033-02-15      | 3.5000%  | N/A     | $7111100.00        | $7045119.04        | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29  | 2029-02-15      | 2.6250%  | N/A     | $400.00            | $392.27            | U.S. Treasuries (including strips) |
| 0 3/8 NOTE Q 27  | 2027-09-30      | 0.3750%  | N/A     | $12612400.00       | $11922486.96       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AY 26 | 2026-02-28      | 4.6250%  | N/A     | $69010800.00       | $69911173.99       | U.S. Treasuries (including strips) |
| 0 1/2 NOTE L 27  | 2027-05-31      | 0.5000%  | N/A     | $100.00            | $95.83             | U.S. Treasuries (including strips) |
| 6 3/4 BOND 26    | 2026-08-15      | 6.7500%  | N/A     | $54000.00          | $56192.32          | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BG 26 | 2026-08-31      | 3.7500%  | N/A     | $185000.00         | $186778.33         | U.S. Treasuries (including strips) |
| 3 5/8 BOND 44    | 2044-02-15      | 3.6250%  | N/A     | $15769900.00       | $13986814.29       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AT 28 | 2028-10-15      | 3.5000%  | N/A     | $4040000.00        | $4057427.63        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE AB 26 | 2026-07-31      | 0.6250%  | N/A     | $725300.00         | $712117.70         | U.S. Treasuries (including strips) |
| 0 1/2 NOTE K 27  | 2027-04-30      | 0.5000%  | N/A     | $100.00            | $95.86             | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40    | 2040-08-15      | 1.1250%  | N/A     | $400100.00         | $257321.48         | U.S. Treasuries (including strips) |
| 4 NOTE M 32      | 2032-06-30      | 4.0000%  | N/A     | $137943000.00      | $142234550.67      | U.S. Treasuries (including strips) |
| 0 1/2 NOTE P 27  | 2027-08-31      | 0.5000%  | N/A     | $159600700.00      | $151673697.40      | U.S. Treasuries (including strips) |
| 2 BOND 50        | 2050-02-15      | 2.0000%  | N/A     | $39774900.00       | $24264976.92       | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54    | 2054-02-15      | 4.2500%  | N/A     | $24300000.00       | $22914349.82       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BL 26 | 2026-11-30      | 4.2500%  | N/A     | $126092900.00      | $129498512.82      | U.S. Treasuries (including strips) |
| 3 BOND 48        | 2048-02-15      | 3.0000%  | N/A     | $1744800.00        | $1347255.66        | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40    | 2040-05-15      | 1.1250%  | N/A     | $200.00            | $129.55            | U.S. Treasuries (including strips) |
| 4 3/8 NOTE G 32  | 2032-01-31      | 4.3750%  | N/A     | $800.00            | $840.09            | U.S. Treasuries (including strips) |
| 2 1/2 NOTE H 26  | 2026-02-28      | 2.5000%  | N/A     | $400.00            | $401.19            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34  | 2034-11-15      | 4.2500%  | N/A     | $199560000.00      | $204415542.87      | U.S. Treasuries (including strips) |
| BILL 01/22/26    | 2026-01-22      | 0.0000%  | N/A     | $2600000.00        | $2585804.00        | U.S. Treasuries (including strips) |
| 6 1/8 BOND 27    | 2027-11-15      | 6.1250%  | N/A     | $100.00            | $105.16            | U.S. Treasuries (including strips) |
| 4 NOTE K 32      | 2032-04-30      | 4.0000%  | N/A     | $2742000.00        | $2791232.40        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE H 31  | 2031-02-28      | 4.2500%  | N/A     | $25734200.00       | $26759344.89       | U.S. Treasuries (including strips) |
| 1 5/8 BOND 50    | 2050-11-15      | 1.6250%  | N/A     | $100.00            | $54.30             | U.S. Treasuries (including strips) |
| 4 BOND 42        | 2042-11-15      | 4.0000%  | N/A     | $100.00            | $93.59             | U.S. Treasuries (including strips) |
| TRFR BK 10/31/26 | 2026-10-31      | 3.9854%  | N/A     | $67614900.00       | $67842157.06       | U.S. Treasuries (including strips) |
| 1 7/8 BOND 41    | 2041-02-15      | 1.8750%  | N/A     | $200.00            | $143.49            | U.S. Treasuries (including strips) |
| 1 3/8 BOND 50    | 2050-08-15      | 1.3750%  | N/A     | $40131200.00       | $20553002.80       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 28  | 2028-05-15      | 2.8750%  | N/A     | $175480000.00      | $173102501.95      | U.S. Treasuries (including strips) |
| 3 3/8 BOND 48    | 2048-11-15      | 3.3750%  | N/A     | $1249900.00        | $1015670.01        | U.S. Treasuries (including strips) |
| 3 5/8 BOND 43    | 2043-08-15      | 3.6250%  | N/A     | $72422200.00       | $64540134.98       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE C 35  | 2035-05-15      | 4.2500%  | N/A     | $333786100.00      | $341277008.80      | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BC 26 | 2026-05-31      | 4.8750%  | N/A     | $50000.00          | $51466.78          | U.S. Treasuries (including strips) |
| 4 3/8 BOND 43    | 2043-08-15      | 4.3750%  | N/A     | $118400.00         | $116907.93         | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43    | 2043-05-15      | 3.8750%  | N/A     | $726110000.00      | $665866522.73      | U.S. Treasuries (including strips) |
| 4 3/8 BOND 38    | 2038-02-15      | 4.3750%  | N/A     | $3499900.00        | $3619218.65        | U.S. Treasuries (including strips) |
| 4 7/8 NOTE R 30  | 2030-10-31      | 4.8750%  | N/A     | $14974800.00       | $15879737.92       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE S 31  | 2031-11-30      | 4.1250%  | N/A     | $56033000.00       | $58448839.83       | U.S. Treasuries (including strips) |
| 4 NOTE AJ 27     | 2027-01-15      | 4.0000%  | N/A     | $83000.00          | $84579.21          | U.S. Treasuries (including strips) |
| 4 1/2 NOTE T 31  | 2031-12-31      | 4.5000%  | N/A     | $1757011200.00     | $1864515114.34     | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AQ 28 | 2028-07-15      | 3.8750%  | N/A     | $800.00            | $819.13            | U.S. Treasuries (including strips) |
| 2 3/4 NOTE E 32  | 2032-08-15      | 2.7500%  | N/A     | $100.00            | $94.78             | U.S. Treasuries (including strips) |
| 4  NOTE R 29     | 2029-10-31      | 4.0000%  | N/A     | $61312000.00       | $62504881.53       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 40    | 2040-02-15      | 4.6250%  | N/A     | $2800.00           | $2909.24           | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 33  | 2033-08-15      | 3.8750%  | N/A     | $47110800.00       | $47731220.30       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 54    | 2054-05-15      | 4.6250%  | N/A     | $2000.00           | $1985.34           | U.S. Treasuries (including strips) |
| BILL 04/16/26    | 2026-04-16      | 0.0000%  | N/A     | $9343400.00        | $9214218.15        | U.S. Treasuries (including strips) |
| 4 1/2 BOND 36    | 2036-02-15      | 4.5000%  | N/A     | $2456300.00        | $2596549.02        | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51    | 2051-11-15      | 1.8750%  | N/A     | $103721100.00      | $59335868.93       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AK 28 | 2028-02-15      | 4.2500%  | N/A     | $72860000.00       | $74901271.89       | U.S. Treasuries (including strips) |

### Security 131: Federal Farm Credit Bank Discount Notes

- **C.1 - Title:** Federal Farm Credit Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313QJ0, C.4 - ISIN: US313313QJ00, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $88446471.39
- **C.18.a - Value (excl. sponsor support):** $88446471.39
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 132: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RW9, C.4 - ISIN: US912797RW97, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3653232177.50
- **C.18.a - Value (excl. sponsor support):** $3653232177.50
- **C.19 - Percentage of Net Assets:** 1.8500%
- **C.17 - Yield as of Reporting Date:** 2.8700%
- **C.11 - Maturity Date (WAM):** 2025-12-09
- **C.12 - Maturity Date (WAL):** 2025-12-09
- **C.13 - Final Legal Maturity Date:** 2025-12-09
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 133: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SJ7, C.4 - ISIN: US912797SJ77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2467451045.52
- **C.18.a - Value (excl. sponsor support):** $2467451045.52
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **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
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 134: Federal Home Loan Bank Bonds

- **C.1 - Title:** Federal Home Loan Bank Bonds
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7M92, C.4 - ISIN: US3130B7M922, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1819575727.12
- **C.18.a - Value (excl. sponsor support):** $1819575727.12
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8NY4, C.4 - ISIN: US3130B8NY44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $222369899.93
- **C.18.a - Value (excl. sponsor support):** $222369899.93
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-08-19
- **C.13 - Final Legal Maturity Date:** 2026-08-19
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SA6, C.4 - ISIN: US912797SA68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $194080444.00
- **C.18.a - Value (excl. sponsor support):** $194080444.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 137: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **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: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BYDVC3X98
- **C.18 - Value (incl. sponsor support):** $338000000.00
- **C.18.a - Value (excl. sponsor support):** $338000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-07-13      | 2.1500%  | N/A     | $22859000.00       | $16608949.37       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-07-13      | 2.2200%  | N/A     | $7839000.00        | $5780674.58        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-07-07      | 4.2700%  | N/A     | $109394000.00      | $110168509.52      | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-10-29      | 1.5000%  | N/A     | $55024000.00       | $46758753.25       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-11-14      | 4.0500%  | N/A     | $21565000.00       | $21593983.37       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-11-13      | 4.1250%  | N/A     | $143669000.00      | $143732034.77      | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-07-15      | 0.0000%  | N/A     | $43000.00          | $33036.73          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2026-10-16      | 4.1900%  | N/A     | $72000.00          | $72401.94          | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2028-07-15      | 0.0000%  | N/A     | $13000.00          | $11814.28          | Agency Debentures and Agency Strips |

### Security 138: Fixed Income Clearing Corporation - GS

- **C.1 - Title:** Fixed Income Clearing Corporation - GS
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDV93RN8
- **C.18 - Value (incl. sponsor support):** $1250000000.00
- **C.18.a - Value (excl. sponsor support):** $1250000000.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's: P-1; Fitch: NR; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2028-07-31      | 1.0000%  | N/A     | $534028000.00      | $502083443.44      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-18      | 0.0000%  | N/A     | $48799300.00       | $48709314.09       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.8750%  | N/A     | $711500000.00      | $724207323.54      | U.S. Treasuries (including strips) |

### Security 139: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797ST5, C.4 - ISIN: US912797ST59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $84293374.54
- **C.18.a - Value (excl. sponsor support):** $84293374.54
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 140: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8F56, C.4 - ISIN: US3130B8F569, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $489167569.43
- **C.18.a - Value (excl. sponsor support):** $489167569.43
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BYDVC3WZ1
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-02-15      | 2.6250%  | N/A     | $25500.00          | $25015.60          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | N/A     | $209375.00         | $216018.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | N/A     | $400.00            | $492.00            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-05-15      | 0.0000%  | N/A     | $5.00              | $1.59              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-04      | 0.0000%  | N/A     | $2453025.00        | $2451406.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 3.6250%  | N/A     | $21638400.00       | $21812928.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | N/A     | $2525.00           | $2690.40           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-26      | 0.0000%  | N/A     | $2238225.00        | $2217163.30        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-08-15      | 0.0000%  | N/A     | $24.00             | $14.29             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 3.0000%  | N/A     | $328400.00         | $261144.78         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 0.0000%  | N/A     | $75.00             | $19.24             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.0000%  | N/A     | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.8750%  | N/A     | $15161875.00       | $15603345.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 0.0000%  | N/A     | $300.00            | $263.37            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | N/A     | $7300.00           | $6409.22           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 1.5000%  | N/A     | $25.00             | $22.16             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 0.0000%  | N/A     | $10.00             | $5.28              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-08-15      | 0.0000%  | N/A     | $22.00             | $12.53             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.7500%  | N/A     | $3800.00           | $3888.48           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 0.0000%  | N/A     | $7.00              | $5.66              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 0.7500%  | N/A     | $450000.00         | $444848.86         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | N/A     | $8857550.00        | $8424947.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 0.0000%  | N/A     | $49.00             | $21.34             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-15      | 0.1250%  | N/A     | $50.00             | $60.23             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 0.0000%  | N/A     | $49.00             | $47.48             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 0.0000%  | N/A     | $450.00            | $149.97            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | N/A     | $4175475.00        | $3272360.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 0.0000%  | N/A     | $0.00              | $0.09              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | N/A     | $75.00             | $73.82             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 4.1250%  | N/A     | $10352225.00       | $10427595.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 0.0000%  | N/A     | $88.00             | $67.57             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 0.3750%  | N/A     | $50.00             | $66.51             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 3.6250%  | N/A     | $9162900.00        | $9293499.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 2.0000%  | N/A     | $6250000.00        | $10288393.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 1.8750%  | N/A     | $125.00            | $124.24            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.8750%  | N/A     | $14483475.00       | $14745710.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 0.0000%  | N/A     | $29.00             | $21.18             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | N/A     | $177750.00         | $179945.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | N/A     | $9901375.00        | $10013102.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 1.3750%  | N/A     | $25.00             | $24.66             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | N/A     | $75.00             | $66.02             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 0.0000%  | N/A     | $2.00              | $1.39              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | N/A     | $1333375.00        | $979649.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 0.0000%  | N/A     | $25.00             | $6.29              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-02-15      | 0.0000%  | N/A     | $43.00             | $23.71             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-02-15      | 0.0000%  | N/A     | $25.00             | $14.63             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | N/A     | $2775.00           | $2754.72           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 0.0000%  | N/A     | $88.00             | $61.70             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | N/A     | $7925250.00        | $6307551.60        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | N/A     | $652950.00         | $375324.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 0.0000%  | N/A     | $7.00              | $5.04              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | N/A     | $4664250.00        | $4793003.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | N/A     | $275.00            | $289.84            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 0.0000%  | N/A     | $8.00              | $3.65              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | N/A     | $125.00            | $109.80            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 0.0000%  | N/A     | $0.00              | $0.06              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-11-15      | 0.0000%  | N/A     | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-10-31      | 4.1250%  | N/A     | $8301275.00        | $8527689.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | N/A     | $3145050.00        | $3160033.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | N/A     | $376850.00         | $427211.35         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-15      | 0.0000%  | N/A     | $25.00             | $21.77             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | N/A     | $925.00            | $970.80            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | N/A     | $1648700.00        | $1733849.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 0.0000%  | N/A     | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 0.0000%  | N/A     | $151.00            | $144.75            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.1250%  | N/A     | $180975.00         | $116141.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-11-15      | 0.0000%  | N/A     | $136.00            | $89.47             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 0.0000%  | N/A     | $279.00            | $220.26            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | N/A     | $364675.00         | $356333.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | N/A     | $175.00            | $183.89            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-11-15      | 0.0000%  | N/A     | $10000000.00       | $5608550.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-21      | 0.0000%  | N/A     | $5722375.00        | $5620802.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 5.2500%  | N/A     | $250275.00         | $263045.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | N/A     | $25550525.00       | $25653408.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | N/A     | $10846975.00       | $11166993.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | N/A     | $14757375.00       | $14620471.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | N/A     | $18815500.00       | $18671870.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 0.0000%  | N/A     | $50.00             | $47.99             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-11      | 0.0000%  | N/A     | $811700.00         | $796009.84         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | N/A     | $13447500.00       | $13919107.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | N/A     | $96615200.00       | $99836437.24       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 0.6250%  | N/A     | $5702675.00        | $5405832.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 0.0000%  | N/A     | $86.00             | $75.50             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | N/A     | $100.00            | $98.68             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | N/A     | $2750000.00        | $2621021.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 4.0000%  | N/A     | $275.00            | $280.26            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-06-30      | 4.0000%  | N/A     | $2073875.00        | $2140805.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 0.0000%  | N/A     | $0.00              | $0.07              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 0.0000%  | N/A     | $546.00            | $504.69            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | N/A     | $28739575.00       | $24368948.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 2.2500%  | N/A     | $50.00             | $49.92             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | N/A     | $25.00             | $23.48             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | N/A     | $28941775.00       | $29759729.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 0.0000%  | N/A     | $0.00              | $0.00              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 0.0000%  | N/A     | $1.00              | $0.53              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.8750%  | N/A     | $2900.00           | $2852.73           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | N/A     | $25.00             | $15.32             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | N/A     | $25.00             | $24.10             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | N/A     | $250.00            | $222.04            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 0.0000%  | N/A     | $84.00             | $65.06             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | N/A     | $75.00             | $73.89             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | N/A     | $917875.00         | $1018174.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | N/A     | $686025.00         | $653329.80         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 0.7500%  | N/A     | $25.00             | $28.72             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | N/A     | $75.00             | $71.85             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.0000%  | N/A     | $100.00            | $44.94             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | N/A     | $695375.00         | $657282.04         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | N/A     | $3774075.00        | $1943698.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 3.0000%  | N/A     | $1033150.00        | $801165.24         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | N/A     | $1186425.00        | $1196718.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-15      | 0.1250%  | N/A     | $1012350.00        | $1187622.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 0.0000%  | N/A     | $312.00            | $213.55            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-05-15      | 0.0000%  | N/A     | $0.00              | $0.01              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 1.1250%  | N/A     | $263475.00         | $250833.70         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | N/A     | $413250.00         | $325398.65         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | N/A     | $25.00             | $21.36             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 0.1250%  | N/A     | $25.00             | $29.45             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 0.0000%  | N/A     | $8.00              | $4.22              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | N/A     | $900.00            | $684.02            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-15      | 0.1250%  | N/A     | $8928025.00        | $9658607.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | N/A     | $18222175.00       | $18230141.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-05-15      | 0.0000%  | N/A     | $25.00             | $8.54              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | N/A     | $25.00             | $20.95             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 2.1250%  | N/A     | $25.00             | $24.75             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 0.0000%  | N/A     | $22.00             | $16.55             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 4.5000%  | N/A     | $15623125.00       | $15769887.95       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-08-15      | 0.0000%  | N/A     | $9.00              | $5.88              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-07-15      | 1.8750%  | N/A     | $6256850.00        | $6441498.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | N/A     | $245800.00         | $184458.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | N/A     | $25.00             | $24.52             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | N/A     | $7100000.00        | $6779852.53        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | N/A     | $38668900.00       | $29835754.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 0.0000%  | N/A     | $164.00            | $131.95            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | N/A     | $749925.00         | $770103.80         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-02-15      | 0.0000%  | N/A     | $229.00            | $141.40            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | N/A     | $115375.00         | $116419.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 1.0000%  | N/A     | $6109475.00        | $5878837.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | N/A     | $25.00             | $18.09             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | N/A     | $23043900.00       | $21728889.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 0.0000%  | N/A     | $50.00             | $48.72             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | N/A     | $1025.00           | $681.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 0.0000%  | N/A     | $900.00            | $228.75            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | N/A     | $25.00             | $23.81             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | N/A     | $225.00            | $230.77            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-09      | 0.0000%  | N/A     | $1469500.00        | $1467721.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | N/A     | $5090550.00        | $5214624.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 2.0000%  | N/A     | $12900.00          | $12707.09          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | N/A     | $8830025.00        | $8974800.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 0.3750%  | N/A     | $250000.00         | $248800.71         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | N/A     | $16726000.00       | $15728671.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 2.0000%  | N/A     | $25.00             | $17.88             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 1.5000%  | N/A     | $56800500.00       | $56153990.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-12      | 0.0000%  | N/A     | $68400.00          | $67859.64          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-15      | 1.6250%  | N/A     | $100.00            | $99.07             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | N/A     | $3811150.00        | $3768311.64        | U.S. Treasuries (including strips) |

### Security 142: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BYDVC3YZ9
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's: NR; Fitch: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 5 BOND 45     | 2045-05-15      | 5.0000%  | N/A     | $655678428.57      | $691067740.76      | U.S. Treasuries (including strips) |
| 3 1/2 BOND 39 | 2039-02-15      | 3.5000%  | N/A     | $117071.43         | $109734.73         | U.S. Treasuries (including strips) |
| 4 1/2 BOND 54 | 2054-11-15      | 4.5000%  | N/A     | $52590642.86       | $51387685.66       | U.S. Treasuries (including strips) |
| 3 1/8 BOND 44 | 2044-08-15      | 3.1250%  | N/A     | $11842642.86       | $9728677.11        | U.S. Treasuries (including strips) |
| 3 BOND 47     | 2047-02-15      | 3.0000%  | N/A     | $16212857.14       | $12706174.75       | U.S. Treasuries (including strips) |

### Security 143: Federal Home Loan Mortgage Corp. Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Variable Rate Notes
- **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):** $418570318.01
- **C.18.a - Value (excl. sponsor support):** $418570318.01
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SQ0, C.4 - ISIN: US313385SQ02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $354386764.63
- **C.18.a - Value (excl. sponsor support):** $354386764.63
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7KF0, C.4 - ISIN: US3130B7KF09, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $445634110.47
- **C.18.a - Value (excl. sponsor support):** $445634110.47
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-02-25
- **C.13 - Final Legal Maturity Date:** 2027-02-25
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B84H2, C.4 - ISIN: US3130B84H22, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $399973732.00
- **C.18.a - Value (excl. sponsor support):** $399973732.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-10-15
- **C.13 - Final Legal Maturity Date:** 2027-10-15
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RR0, C.4 - ISIN: US912797RR03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1772274916.40
- **C.18.a - Value (excl. sponsor support):** $1772274916.40
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 148: Fixed Income Clearing Corporation - JPM

- **C.1 - Title:** Fixed Income Clearing Corporation - JPM
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDVC3Y30
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| BILL 06/11/26    | 2026-06-11      | 0.0000%  | N/A     | $300.00            | $294.33            | U.S. Treasuries (including strips) |
| 4 NOTE Z 30      | 2030-05-31      | 4.0000%  | N/A     | $244352000.00      | $253449572.13      | U.S. Treasuries (including strips) |
| 2 7/8 NOTE K 29  | 2029-04-30      | 2.8750%  | N/A     | $227980800.00      | $223765607.57      | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34  | 2034-05-15      | 4.3750%  | N/A     | $174140800.00      | $180363918.72      | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 28  | 2028-05-15      | 2.8750%  | N/A     | $181168000.00      | $178713437.85      | U.S. Treasuries (including strips) |
| BILL 11/27/26    | 2026-11-27      | 0.0000%  | N/A     | $3200.00           | $3089.14           | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31  | 2031-11-15      | 1.3750%  | N/A     | $6400.00           | $5611.05           | U.S. Treasuries (including strips) |
| 3 1/2 NOTE K 30  | 2030-04-30      | 3.5000%  | N/A     | $166360000.00      | $166274687.65      | U.S. Treasuries (including strips) |
| BILL 02/19/26    | 2026-02-19      | 0.0000%  | N/A     | $6400.00           | $6347.31           | U.S. Treasuries (including strips) |
| 3 1/8 NOTE F 28  | 2028-11-15      | 3.1250%  | N/A     | $2068800.00        | $2049403.42        | U.S. Treasuries (including strips) |
| TRFR BF 07/31/26 | 2026-07-31      | 3.9624%  | N/A     | $2740700.00        | $2749147.28        | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55    | 2055-05-15      | 4.7500%  | N/A     | $4196800.00        | $4253183.17        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BD 27 | 2027-06-30      | 3.7500%  | N/A     | $12532800.00       | $12764271.14       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AS 26 | 2026-09-15      | 4.6250%  | N/A     | $41600.00          | $42297.57          | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33  | 2033-02-15      | 3.5000%  | N/A     | $5882800.00        | $5828215.93        | U.S. Treasuries (including strips) |
| BILL 10/29/26    | 2026-10-29      | 0.0000%  | N/A     | $186798400.00      | $180812258.47      | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AG 26 | 2026-11-30      | 1.2500%  | N/A     | $144310400.00      | $141843225.24      | U.S. Treasuries (including strips) |
| 4 NOTE G 31      | 2031-01-31      | 4.0000%  | N/A     | $24748800.00       | $25499913.17       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AQ 27 | 2027-07-15      | 4.3750%  | N/A     | $1600.00           | $1646.72           | U.S. Treasuries (including strips) |
| BILL 10/01/26    | 2026-10-01      | 0.0000%  | N/A     | $3200.00           | $3105.83           | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47    | 2047-08-15      | 2.7500%  | N/A     | $36023000.00       | $26685458.98       | U.S. Treasuries (including strips) |
| BILL 05/28/26    | 2026-05-28      | 0.0000%  | N/A     | $8000.00           | $7856.02           | U.S. Treasuries (including strips) |
| BILL 12/26/25    | 2025-12-26      | 0.0000%  | N/A     | $100.00            | $99.73             | U.S. Treasuries (including strips) |
| 6 3/8 BOND 27    | 2027-08-15      | 6.3750%  | N/A     | $974000.00         | $1037544.28        | U.S. Treasuries (including strips) |
| 0 1/2 NOTE V 26  | 2026-02-28      | 0.5000%  | N/A     | $7600.00           | $7547.27           | U.S. Treasuries (including strips) |
| 1 3/4 NOTE G 29  | 2029-01-31      | 1.7500%  | N/A     | $70142400.00       | $66859421.56       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 45    | 2045-02-15      | 4.7500%  | N/A     | $14963200.00       | $15404958.39       | U.S. Treasuries (including strips) |
| BILL 05/21/26    | 2026-05-21      | 0.0000%  | N/A     | $42300800.00       | $41567938.64       | U.S. Treasuries (including strips) |

### Security 149: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RK5, C.4 - ISIN: US912797RK59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $346818498.72
- **C.18.a - Value (excl. sponsor support):** $346818498.72
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 150: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NU7, C.4 - ISIN: US912797NU77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3775583584.87
- **C.18.a - Value (excl. sponsor support):** $3775583584.87
- **C.19 - Percentage of Net Assets:** 1.9100%
- **C.17 - Yield as of Reporting Date:** 3.5300%
- **C.11 - Maturity Date (WAM):** 2025-12-26
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 151: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBC4, C.4 - ISIN: US91282CBC47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $403205187.44
- **C.18.a - Value (excl. sponsor support):** $403205187.44
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 152: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BYDVC3X80
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Moody's: P-1; Fitch: F1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2031-11-30      | 4.1250%  | N/A     | $24413700.00       | $25500099.64       | U.S. Treasuries (including strips) |

### Security 153: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **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):** $186695000.00
- **C.18.a - Value (excl. sponsor support):** $186695000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-11-19
- **C.13 - Final Legal Maturity Date:** 2027-11-19
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYDVC3YM8
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's: NR; Fitch: F1+; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 1 5/8 NOTE S 26  | 2026-11-30      | 1.6250%  | N/A     | $902370.00         | $891928.86         | U.S. Treasuries (including strips) |
| 1 5/8 TRIN AE 27 | 2027-10-15      | 1.6250%  | N/A     | $8143350.00        | $9033873.46        | U.S. Treasuries (including strips) |
| 0 1/4 TRIB 50    | 2050-02-15      | 0.2500%  | N/A     | $2113405.00        | $1590340.01        | U.S. Treasuries (including strips) |
| 6 BOND 26        | 2026-02-15      | 6.0000%  | N/A     | $582325.00         | $595062.52         | U.S. Treasuries (including strips) |
| 2 3/4 TPRN 47    | 2047-08-15      | 0.0000%  | N/A     | $873880.00         | $308690.25         | U.S. Treasuries (including strips) |
| 2 1/8 TRIN A 35  | 2035-01-15      | 2.1250%  | N/A     | $2306025.00        | $2465145.97        | U.S. Treasuries (including strips) |
| 0 3/8 TRIN A 27  | 2027-01-15      | 0.3750%  | N/A     | $7978120.00        | $10614959.53       | U.S. Treasuries (including strips) |

### Security 155: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5LU0, C.4 - ISIN: US3130B5LU01, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100009395.00
- **C.18.a - Value (excl. sponsor support):** $100009395.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SV0, C.4 - ISIN: US912797SV06, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2460089653.23
- **C.18.a - Value (excl. sponsor support):** $2460089653.23
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-21
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 157: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QZ3, C.4 - ISIN: US912797QZ38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1783001793.54
- **C.18.a - Value (excl. sponsor support):** $1783001793.54
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.3700%
- **C.11 - Maturity Date (WAM):** 2025-12-18
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 158: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7DF8, C.4 - ISIN: US3130B7DF81, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $630464123.65
- **C.18.a - Value (excl. sponsor support):** $630464123.65
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 159: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4V0, C.4 - ISIN: US3133ER4V07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $79996078.40
- **C.18.a - Value (excl. sponsor support):** $79996078.40
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-02-24
- **C.13 - Final Legal Maturity Date:** 2027-02-24
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Fixed Income Clearing Corporation - BOFA

- **C.1 - Title:** Fixed Income Clearing Corporation - BOFA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDUTM3V4
- **C.18 - Value (incl. sponsor support):** $1125000000.00
- **C.18.a - Value (excl. sponsor support):** $1125000000.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-01-23
- **C.12 - Maturity Date (WAL):** 2026-01-23
- **C.13 - Final Legal Maturity Date:** 2026-01-23
- **C.10 - Ratings:** Fitch: NR; Standard & Poor's: A-1+; Moody's: P-1
- **Characteristics:** C.9 Eligible 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?:** Yes

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

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| BILL 01/13/26    | 2026-01-13      | 0.0000%  | N/A     | $100.00            | $99.55             | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32  | 2032-05-15      | 2.8750%  | N/A     | $14307800.00       | $13615394.89       | U.S. Treasuries (including strips) |
| 3 1/8 BOND 43    | 2043-02-15      | 3.1250%  | N/A     | $87126000.00       | $72664516.37       | U.S. Treasuries (including strips) |
| BILL 05/07/26    | 2026-05-07      | 0.0000%  | N/A     | $2033000.00        | $2000618.38        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE T 27  | 2027-12-31      | 0.6250%  | N/A     | $2000.00           | $1890.47           | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31  | 2031-11-15      | 1.3750%  | N/A     | $41000000.00       | $35945798.17       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE Z 29  | 2029-05-31      | 4.5000%  | N/A     | $127155400.00      | $134011123.05      | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51    | 2051-11-15      | 1.8750%  | N/A     | $14816000.00       | $8475809.01        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AG 27 | 2027-11-30      | 3.8750%  | N/A     | $1000.00           | $1026.24           | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33  | 2033-02-15      | 3.5000%  | N/A     | $100.00            | $99.07             | U.S. Treasuries (including strips) |
| 3 5/8 BOND 43    | 2043-08-15      | 3.6250%  | N/A     | $50000000.00       | $44558253.53       | U.S. Treasuries (including strips) |
| 1 3/8 BOND 50    | 2050-08-15      | 1.3750%  | N/A     | $1970700.00        | $1009284.61        | U.S. Treasuries (including strips) |
| 4 1/2 BOND 39    | 2039-08-15      | 4.5000%  | N/A     | $2282700.00        | $2350659.80        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BG 26 | 2026-08-31      | 3.7500%  | N/A     | $100.00            | $100.96            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BM 25 | 2025-12-31      | 4.2500%  | N/A     | $100.00            | $101.78            | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AG 28 | 2028-11-30      | 4.3750%  | N/A     | $50000000.00       | $52312346.45       | U.S. Treasuries (including strips) |
| 4 7/8 NOTE AF 28 | 2028-10-31      | 4.8750%  | N/A     | $792800.00         | $825684.33         | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51    | 2051-02-15      | 1.8750%  | N/A     | $67376300.00       | $39255916.15       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE R 31  | 2031-10-31      | 4.1250%  | N/A     | $27413300.00       | $28123074.41       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AH 26 | 2026-12-31      | 1.2500%  | N/A     | $100.00            | $98.01             | U.S. Treasuries (including strips) |
| 0 1/2 NOTE M 27  | 2027-06-30      | 0.5000%  | N/A     | $100.00            | $95.57             | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32  | 2032-02-15      | 1.8750%  | N/A     | $100.00            | $90.34             | U.S. Treasuries (including strips) |
| 1 3/4 NOTE T 26  | 2026-12-31      | 1.7500%  | N/A     | $1000.00           | $987.42            | U.S. Treasuries (including strips) |
| BILL 10/29/26    | 2026-10-29      | 0.0000%  | N/A     | $1000.00           | $967.95            | U.S. Treasuries (including strips) |
| 1 1/2 NOTE G 27  | 2027-01-31      | 1.5000%  | N/A     | $400.00            | $392.37            | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  | N/A     | $100.00            | $87.42             | U.S. Treasuries (including strips) |
| 3 1/8 BOND 44    | 2044-08-15      | 3.1250%  | N/A     | $172857200.00      | $141413341.41      | U.S. Treasuries (including strips) |
| 4  NOTE N 30     | 2030-07-31      | 4.0000%  | N/A     | $42100.00          | $43380.07          | U.S. Treasuries (including strips) |
| 3 5/8 NOTE W 28  | 2028-03-31      | 3.6250%  | N/A     | $100020000.00      | $100911446.94      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34  | 2034-08-15      | 3.8750%  | N/A     | $134656000.00      | $135624901.88      | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43    | 2043-11-15      | 3.7500%  | N/A     | $100.00            | $89.58             | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 31  | 2031-05-15      | 1.6250%  | N/A     | $45468000.00       | $40970012.79       | U.S. Treasuries (including strips) |
| 2 1/2 BOND 45    | 2045-02-15      | 2.5000%  | N/A     | $50000000.00       | $36583107.61       | U.S. Treasuries (including strips) |
| 4 7/8 NOTE R 30  | 2030-10-31      | 4.8750%  | N/A     | $8564800.00        | $9082377.02        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AP 28 | 2028-06-15      | 3.8750%  | N/A     | $100.00            | $102.71            | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 27  | 2027-05-15      | 2.3750%  | N/A     | $2000.00           | $1968.38           | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 30  | 2030-04-30      | 3.8750%  | N/A     | $10576800.00       | $10736808.34       | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43    | 2043-02-15      | 3.8750%  | N/A     | $200.00            | $185.77            | U.S. Treasuries (including strips) |
| 4 1/4 BOND 39    | 2039-05-15      | 4.2500%  | N/A     | $405000.00         | $403254.14         | U.S. Treasuries (including strips) |
| BILL 10/01/26    | 2026-10-01      | 0.0000%  | N/A     | $2250000.00        | $2183787.00        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AH 29 | 2029-12-31      | 4.3750%  | N/A     | $175200.00         | $183707.50         | U.S. Treasuries (including strips) |
| BILL 12/18/25    | 2025-12-18      | 0.0000%  | N/A     | $2747700.00        | $2742633.24        | U.S. Treasuries (including strips) |
| 3 BOND 44        | 2044-11-15      | 3.0000%  | N/A     | $65313400.00       | $51729803.05       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31  | 2031-05-31      | 4.6250%  | N/A     | $100.00            | $107.08            | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BA 26 | 2026-04-30      | 4.8750%  | N/A     | $15300.00          | $15424.81          | U.S. Treasuries (including strips) |
| 0 5/8 NOTE S 27  | 2027-11-30      | 0.6250%  | N/A     | $189592000.00      | $179718967.59      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Q 31  | 2031-09-30      | 3.6250%  | N/A     | $100.00            | $100.27            | U.S. Treasuries (including strips) |

### Security 161: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **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):** $2000748086.62
- **C.18.a - Value (excl. sponsor support):** $2000748086.62
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 162: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6E69, C.4 - ISIN: US3130B6E699, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $423500055.06
- **C.18.a - Value (excl. sponsor support):** $423500055.06
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6SM9, C.4 - ISIN: US3130B6SM94, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $256377882.30
- **C.18.a - Value (excl. sponsor support):** $256377882.30
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ME9, C.4 - ISIN: US3130B8ME98, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $445260000.00
- **C.18.a - Value (excl. sponsor support):** $445260000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $592455695.33
- **C.18.a - Value (excl. sponsor support):** $592455695.33
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 166: Federal National Mortgage Association Variable Rate Notes

- **C.1 - Title:** Federal National Mortgage Association Variable Rate Notes
- **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):** $669650930.25
- **C.18.a - Value (excl. sponsor support):** $669650930.25
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8NE8, C.4 - ISIN: US3130B8NE89, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $221999540.46
- **C.18.a - Value (excl. sponsor support):** $221999540.46
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: HSBC Securities USA, Inc.

- **C.1 - Title:** HSBC Securities USA, Inc.
- **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: N/A, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: BRTT4RJY8
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Fitch: NR; Moody's: NR; Standard & Poor's: A-1
- **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                            |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-11-20      | 3.5000%  | N/A     | $33328704.00       | $25109076.15       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2030-11-20      | 3.5000%  | N/A     | $1505000.00        | $108363.30         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2052-12-15      | 7.0000%  | N/A     | $4497592.00        | $3400543.29        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 7.5000%  | N/A     | $5639730.00        | $6049079.39        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-10-01      | 5.5000%  | N/A     | $6997.00           | $7148.54           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-05-20      | 7.0000%  | N/A     | $1390560.00        | $839882.67         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-06-01      | 6.5000%  | N/A     | $4942952.00        | $4894437.49        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-09-20      | 5.5000%  | N/A     | $5733704.00        | $5447768.54        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.0000%  | N/A     | $5884760.00        | $5729337.12        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-08-01      | 5.5000%  | N/A     | $25521000.00       | $24147588.88       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2051-05-01      | 2.5000%  | N/A     | $15000.00          | $11560.89          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-12-01      | 6.5000%  | N/A     | $590158.00         | $621769.22         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2037-10-20      | 3.5000%  | N/A     | $635000.00         | $401038.52         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-06-20      | 3.0000%  | N/A     | $708682.00         | $356984.88         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-02-01      | 6.0000%  | N/A     | $4289920.00        | $4186823.56        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-11-01      | 6.5000%  | N/A     | $417638.00         | $439911.72         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 6.5000%  | N/A     | $1372464.00        | $1425065.66        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-02-01      | 5.0000%  | N/A     | $18697728.00       | $18156994.51       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2049-09-01      | 3.0000%  | N/A     | $500000.00         | $168702.58         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2040-09-01      | 4.5000%  | N/A     | $1595000.00        | $97309.01          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-09-20      | 3.5000%  | N/A     | $1523000.00        | $175831.22         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2049-08-01      | 4.0000%  | N/A     | $10269008.00       | $2385827.73        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-08-01      | 6.0000%  | N/A     | $8145568.00        | $7514100.48        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-05-01      | 6.0000%  | N/A     | $700000.00         | $659734.72         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-07-15      | 2.5000%  | N/A     | $750000.00         | $6714.70           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-08-01      | 6.5000%  | N/A     | $579991.00         | $621062.51         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-05-01      | 5.5000%  | N/A     | $1043368.00        | $1066575.30        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-06-20      | 3.5000%  | N/A     | $2782960.00        | $2058572.50        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-09-01      | 5.5000%  | N/A     | $1322794.00        | $1362063.08        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-02-01      | 3.0000%  | N/A     | $9309408.00        | $6128616.44        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2038-04-20      | 6.0000%  | N/A     | $2726404.00        | $174200.11         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2040-06-15      | 5.5000%  | N/A     | $2749973.00        | $102781.35         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2027-05-15      | 2.5000%  | N/A     | $1457000.00        | $17646.31          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-11-01      | 5.5000%  | N/A     | $12155620.00       | $10206544.49       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-11-20      | 2.5000%  | N/A     | $11385000.00       | $6915543.71        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 6.0000%  | N/A     | $4991064.00        | $5173267.04        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-07-01      | 6.0000%  | N/A     | $1020056.00        | $1060979.12        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-09-01      | 6.0000%  | N/A     | $1039282.00        | $1047035.66        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-12-01      | 6.5000%  | N/A     | $6036640.00        | $4728640.61        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-11-20      | 3.0000%  | N/A     | $3572760.00        | $2187857.91        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-09-01      | 6.0000%  | N/A     | $60110592.00       | $62371651.91       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2050-04-01      | 4.0000%  | N/A     | $384000.00         | $90827.96          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2036-01-01      | 2.0000%  | N/A     | $281735.00         | $136719.82         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 7.5000%  | N/A     | $1613432.00        | $1735103.50        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-02-20      | 5.5000%  | N/A     | $1530000.00        | $168006.11         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-09-01      | 5.5000%  | N/A     | $1092890.00        | $1114829.54        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-11-01      | 5.5000%  | N/A     | $561160.00         | $573738.41         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-12-01      | 7.0000%  | N/A     | $15318240.00       | $10056100.40       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2030-08-20      | 2.0000%  | N/A     | $420000.00         | $32730.78          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2053-12-15      | 8.0000%  | N/A     | $2198932.00        | $2311741.80        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 6.5000%  | N/A     | $1071270.00        | $1112931.23        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-12-01      | 6.5000%  | N/A     | $715687.00         | $752387.43         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-03-20      | 5.0000%  | N/A     | $90000.00          | $44836.73          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-04-20      | 6.5000%  | N/A     | $1656566.00        | $1708612.55        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 4.0000%  | N/A     | $446748.00         | $426273.54         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-11-01      | 5.5000%  | N/A     | $1257284.00        | $1282037.41        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-02-01      | 7.5000%  | N/A     | $2108556.00        | $1761988.94        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-05-01      | 5.5000%  | N/A     | $30211872.00       | $29944347.14       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-11-01      | 6.0000%  | N/A     | $1477634.00        | $1538677.09        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2033-06-20      | 4.0000%  | N/A     | $1000000.00        | $86852.61          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-03-01      | 3.5000%  | N/A     | $65000.00          | $50771.22          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-07-01      | 7.0000%  | N/A     | $1300342.00        | $1372377.54        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-11-01      | 5.5000%  | N/A     | $1817220.00        | $1858155.66        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 6.5000%  | N/A     | $2413536.00        | $2510309.10        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-08-01      | 5.5000%  | N/A     | $299996.00         | $204656.77         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-06-01      | 5.5000%  | N/A     | $438654.00         | $443126.33         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-05-01      | 5.0000%  | N/A     | $1259984.00        | $1059974.29        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2049-04-01      | 3.5000%  | N/A     | $2811000.00        | $678981.61         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-09-01      | 3.5000%  | N/A     | $2574000.00        | $2107005.40        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-05-01      | 6.0000%  | N/A     | $1998856.00        | $1582808.27        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-11-01      | 5.5000%  | N/A     | $11000000.00       | $8370485.97        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN BANKS                    | 2026-06-10      | 2.0000%  | N/A     | $15000000.00       | $15000980.00       | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2042-08-01      | 3.5000%  | N/A     | $11629568.00       | $1258078.80        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2051-10-01      | 2.5000%  | N/A     | $197000.00         | $115135.57         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.5000%  | N/A     | $1420790.00        | $1480556.05        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2043-04-20      | 3.5000%  | N/A     | $1100000.00        | $67980.90          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-08-20      | 3.0000%  | N/A     | $305910.00         | $173623.65         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-01-01      | 5.0000%  | N/A     | $16542720.00       | $14942121.74       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-11-20      | 6.0000%  | N/A     | $1506102.00        | $1557598.64        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-12-01      | 5.5000%  | N/A     | $2585916.00        | $2582670.64        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-10-01      | 7.0000%  | N/A     | $195000.00         | $205759.48         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2057-09-01      | 4.5000%  | N/A     | $1297818.00        | $379165.84         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2050-07-01      | 2.0000%  | N/A     | $93979.00          | $50060.73          | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2043-04-01      | 3.0000%  | N/A     | $1400000.00        | $259104.77         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-05-01      | 5.5000%  | N/A     | $1358656.00        | $1393004.26        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2038-08-01      | 4.0000%  | N/A     | $1000000.00        | $123170.63         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-09-01      | 6.0000%  | N/A     | $3124400.00        | $3198387.52        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2043-04-01      | 3.5000%  | N/A     | $6000000.00        | $1117650.11        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2046-11-01      | 3.5000%  | N/A     | $75086848.00       | $22527614.11       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2039-04-20      | 4.0000%  | N/A     | $14329760.00       | $458289.22         | Agency Mortgage-Backed Securities   |

### Security 169: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6SX5, C.4 - ISIN: US3130B6SX59, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $85869123.27
- **C.18.a - Value (excl. sponsor support):** $85869123.27
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-22
- **C.13 - Final Legal Maturity Date:** 2025-12-22
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SL2, C.4 - ISIN: US912797SL24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1083187359.67
- **C.18.a - Value (excl. sponsor support):** $1083187359.67
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 171: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **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):** $68797464.28
- **C.18.a - Value (excl. sponsor support):** $68797464.28
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-11-28
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 172: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8EX6, C.4 - ISIN: US3130B8EX61, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $222216953.36
- **C.18.a - Value (excl. sponsor support):** $222216953.36
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 173: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7DB7, C.4 - ISIN: US3130B7DB77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $420309722.60
- **C.18.a - Value (excl. sponsor support):** $420309722.60
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 174: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc.
- **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: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYDVC3WT5
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's: NR; Standard & Poor's: A-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 2025-009 TB     | 2055-01-20      | 0.0000%  | N/A     | $250000.00         | $16.51             | Agency Collateralized Mortgage Obligation |
| GNRA 2021-08O LI     | 2071-05-20      | 0.5260%  | N/A     | $62411200.00       | $1776464.19        | Agency Collateralized Mortgage Obligation |
| GNRA 2014-7O ZI      | 2064-05-20      | 1.4864%  | N/A     | $12500000.00       | $20531.60          | Agency Collateralized Mortgage Obligation |
| FNRA RC006SG R25F006 | 2055-02-25      | 0.9782%  | N/A     | $101300000.00      | $2398603.33        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-05O BI     | 2070-03-20      | 2.3296%  | N/A     | $8880320.00        | $141450.05         | Agency Collateralized Mortgage Obligation |
| GNRA 2018-099 IO     | 2060-06-16      | 0.4519%  | N/A     | $50000000.00       | $316229.29         | Agency Collateralized Mortgage Obligation |
| FERA 5473TM 11/25/54 | 2054-11-25      | 0.0000%  | N/A     | $250000.00         | $69.22             | Agency Collateralized Mortgage Obligation |
| FGRA 4347ES 06/15/54 | 2054-06-15      | 1.7435%  | N/A     | $66018944.00       | $1264671.50        | Agency Collateralized Mortgage Obligation |
| FGRA 3472ID 08/15/36 | 2036-08-15      | 0.0000%  | N/A     | $79982750.00       | $0.93              | Agency Collateralized Mortgage Obligation |
| GNRA 2008-059 IO     | 2047-11-16      | 0.1753%  | N/A     | $227119159.00      | $55.71             | Agency Collateralized Mortgage Obligation |
| FNRA CL060SA R22F060 | 2052-09-25      | 1.2282%  | N/A     | $193190400.00      | $8306788.79        | Agency Collateralized Mortgage Obligation |
| GNRA 2002-26 IO      | 2042-03-16      | 0.0000%  | N/A     | $125000000.00      | $0.22              | Agency Collateralized Mortgage Obligation |
| GNRM 2024-027 BI     | 2054-02-20      | 5.5000%  | N/A     | $23354528.00       | $4145755.03        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-180 TB     | 2054-11-20      | 0.0000%  | N/A     | $250000.00         | $0.96              | Agency Collateralized Mortgage Obligation |
| FERA 5438SD 08/25/54 | 2054-08-25      | 1.6782%  | N/A     | $150000000.00      | $4438094.57        | Agency Collateralized Mortgage Obligation |
| GNRM 2022-175 GI     | 2052-08-20      | 5.0000%  | N/A     | $15971104.00       | $2058041.64        | Agency Collateralized Mortgage Obligation |
| FNRA CL100SB R25F100 | 2055-12-25      | 1.3000%  | N/A     | $95000000.00       | $3565761.67        | Agency Collateralized Mortgage Obligation |
| FNRA CL036FI R09F036 | 2037-06-25      | 0.0000%  | N/A     | $16108173.00       | $3.04              | Agency Collateralized Mortgage Obligation |
| GNRA 2025-170 SW     | 2055-06-20      | 1.1011%  | N/A     | $169691904.00      | $7343124.97        | Agency Collateralized Mortgage Obligation |
| FGRA 4194FI 04/15/43 | 2043-04-15      | 0.0000%  | N/A     | $19760200.00       | $15.58             | Agency Collateralized Mortgage Obligation |
| FERA 5438SC 08/25/54 | 2054-08-25      | 1.8282%  | N/A     | $147517184.00      | $4199620.33        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-188 SB     | 2052-01-20      | 0.0000%  | N/A     | $108621184.00      | $2117918.16        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-155 IL     | 2051-09-20      | 3.5000%  | N/A     | $17003680.00       | $2175826.27        | Agency Collateralized Mortgage Obligation |
| FGRA 3320IL 09/15/36 | 2036-09-15      | 0.0000%  | N/A     | $95058510.00       | $10.70             | Agency Collateralized Mortgage Obligation |
| GNRA 2016-4O CI      | 2066-10-20      | 1.7110%  | N/A     | $9926000.00        | $36910.49          | Agency Collateralized Mortgage Obligation |
| FNRA CL103SN R24F103 | 2055-01-25      | 0.9582%  | N/A     | $50000000.00       | $1163606.45        | Agency Collateralized Mortgage Obligation |
| FGRA 3533FI 07/15/36 | 2036-07-15      | 0.0000%  | N/A     | $12224948.00       | $0.26              | Agency Collateralized Mortgage Obligation |
| GNRA 2024-083 TA     | 2054-05-20      | 0.0000%  | N/A     | $250000.00         | $4.30              | Agency Collateralized Mortgage Obligation |
| GNRA 2010-046 DI     | 2037-05-20      | 0.0000%  | N/A     | $66987289.00       | $2.20              | Agency Collateralized Mortgage Obligation |
| FNRA CL103SD R24F103 | 2055-01-25      | 1.7782%  | N/A     | $105302656.00      | $4609700.16        | Agency Collateralized Mortgage Obligation |
| GNRA 2009-055 IL     | 2038-02-20      | 0.0000%  | N/A     | $112275765.00      | $1.77              | Agency Collateralized Mortgage Obligation |
| GNRA 2009-042 FI     | 2037-04-20      | 0.0000%  | N/A     | $77574754.00       | $1.11              | Agency Collateralized Mortgage Obligation |
| GNRA 2023-147 KS     | 2053-10-20      | 2.4011%  | N/A     | $75000000.00       | $1510164.84        | Agency Collateralized Mortgage Obligation |
| GNRA 2017-030 IO     | 2058-08-16      | 0.5705%  | N/A     | $1765000.00        | $12257.25          | Agency Collateralized Mortgage Obligation |
| GNRA 2020-06O EI     | 2068-02-20      | 1.9386%  | N/A     | $9147088.00        | $249885.45         | Agency Collateralized Mortgage Obligation |
| FERA 5491TI 01/25/55 | 2055-01-25      | 0.0000%  | N/A     | $150000.00         | $7.34              | Agency Collateralized Mortgage Obligation |
| GNRA 2022-159 SJ     | 2052-09-20      | 0.6011%  | N/A     | $12500000.00       | $368395.12         | Agency Collateralized Mortgage Obligation |
| GNRA 2014-20O BI     | 2064-09-20      | 1.5428%  | N/A     | $3499990.00        | $5159.05           | Agency Collateralized Mortgage Obligation |
| GNRM 2024-113 LI     | 2054-07-20      | 6.5000%  | N/A     | $100000.00         | $10451.55          | Agency Collateralized Mortgage Obligation |
| FERA 5354SC 10/25/53 | 2053-10-25      | 1.9782%  | N/A     | $102874112.00      | $3806423.40        | Agency Collateralized Mortgage Obligation |
| GNRA 2014-7O AI      | 2064-05-20      | 1.5767%  | N/A     | $20223392.00       | $110783.04         | Agency Collateralized Mortgage Obligation |
| FERA 5499TQ 02/25/55 | 2055-02-25      | 0.0000%  | N/A     | $250000.00         | $40.19             | Agency Collateralized Mortgage Obligation |
| GNRM 2024-164 IO     | 2054-05-20      | 6.5000%  | N/A     | $1484726.00        | $114585.61         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-006 SA     | 2054-01-20      | 2.3511%  | N/A     | $50000000.00       | $2479793.79        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-01O MI     | 2070-12-20      | 1.9244%  | N/A     | $26295776.00       | $196165.61         | Agency Collateralized Mortgage Obligation |
| FGRA 3507IT 03/15/32 | 2032-03-15      | 0.0000%  | N/A     | $10916685.00       | $0.29              | Agency Collateralized Mortgage Obligation |
| GNRA 2009-093 SI     | 2039-10-16      | 0.0000%  | N/A     | $100000000.00      | $2.36              | Agency Collateralized Mortgage Obligation |
| GNRA 2002-83 IO      | 2042-10-16      | 0.0001%  | N/A     | $112652320.00      | $0.06              | Agency Collateralized Mortgage Obligation |
| GNRA 2014-1O GI      | 2064-06-20      | 1.6091%  | N/A     | $11993000.00       | $52498.30          | Agency Collateralized Mortgage Obligation |
| FNRA CL022EI R09F022 | 2037-02-25      | 0.0000%  | N/A     | $5654180.00        | $0.09              | Agency Collateralized Mortgage Obligation |
| GNRA 2012-H29 HI     | 2062-10-20      | 0.0209%  | N/A     | $12173605.00       | $83.11             | Agency Collateralized Mortgage Obligation |
| GNRA 2022-019 SG     | 2052-01-20      | 0.0000%  | N/A     | $302070000.00      | $1199324.77        | Agency Collateralized Mortgage Obligation |
| FNRA CL103TI R24F103 | 2055-01-25      | 0.1000%  | N/A     | $9999940.00        | $27232.59          | Agency Collateralized Mortgage Obligation |
| GNRA 2013-H03 SA     | 2060-08-20      | 0.6094%  | N/A     | $42696886.00       | $43.23             | Agency Collateralized Mortgage Obligation |
| GNRA 2024-042 TC     | 2054-03-20      | 0.0000%  | N/A     | $250000.00         | $0.36              | Agency Collateralized Mortgage Obligation |
| FNRA CL022TH R24F022 | 2054-05-25      | 0.0000%  | N/A     | $250000.00         | $1.36              | Agency Collateralized Mortgage Obligation |
| GNRA 2015-26O CI     | 2065-08-20      | 0.0655%  | N/A     | $4456446.00        | $415.52            | Agency Collateralized Mortgage Obligation |
| FNRA CL103TM R24F103 | 2055-01-25      | 0.0000%  | N/A     | $312000.00         | $79.20             | Agency Collateralized Mortgage Obligation |
| GNRA 2022-151 SA     | 2052-09-20      | 1.9011%  | N/A     | $70101760.00       | $4755469.01        | Agency Collateralized Mortgage Obligation |
| GNRA 2014-18O BI     | 2064-07-20      | 1.7096%  | N/A     | $46026752.00       | $35274.54          | Agency Collateralized Mortgage Obligation |
| FNRA CL082TC R24F082 | 2054-11-25      | 0.0000%  | N/A     | $250000.00         | $36.19             | Agency Collateralized Mortgage Obligation |
| GNRA 2024-097 SB     | 2054-06-20      | 1.1511%  | N/A     | $180000000.00      | $3528846.06        | Agency Collateralized Mortgage Obligation |
| FGRA 3247IA 08/15/36 | 2036-08-15      | 0.0000%  | N/A     | $25000000.00       | $0.83              | Agency Collateralized Mortgage Obligation |
| GNRA 2009-115 IO     | 2051-11-16      | 0.7500%  | N/A     | $28000000.00       | $5.03              | Agency Collateralized Mortgage Obligation |
| GNRA 2007-040 IY     | 2037-07-16      | 0.0000%  | N/A     | $10000000.00       | $0.20              | Agency Collateralized Mortgage Obligation |
| GNRA 2015-23O TI     | 2065-09-20      | 1.9898%  | N/A     | $17931000.00       | $100508.09         | Agency Collateralized Mortgage Obligation |
| FERA 5499TX 02/25/55 | 2055-02-25      | 1.0000%  | N/A     | $3850000.00        | $61988.91          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-061 TB     | 2054-04-20      | 0.0000%  | N/A     | $250000.00         | $1.73              | Agency Collateralized Mortgage Obligation |
| FNRA RC041SD R21F041 | 2051-07-25      | 0.0000%  | N/A     | $57327040.00       | $108760.01         | Agency Collateralized Mortgage Obligation |
| GNRA 2020-164 ES     | 2050-11-20      | 0.0000%  | N/A     | $68383232.00       | $507203.23         | Agency Collateralized Mortgage Obligation |
| FGRA 3533XI 06/15/36 | 2036-06-15      | 0.0000%  | N/A     | $150000000.00      | $12.12             | Agency Collateralized Mortgage Obligation |
| GNRA 2013-H03 HI     | 2062-12-20      | 1.9609%  | N/A     | $1769472.00        | $207.25            | Agency Collateralized Mortgage Obligation |
| FNRA CL028IX R09F028 | 2037-04-25      | 0.0000%  | N/A     | $23019827.00       | $0.08              | Agency Collateralized Mortgage Obligation |
| FNRA CL082TB R24F082 | 2054-11-25      | 0.0000%  | N/A     | $250000.00         | $2.93              | Agency Collateralized Mortgage Obligation |
| GNRA 2020-11O CI     | 2070-06-20      | 1.3858%  | N/A     | $50000000.00       | $1699762.07        | Agency Collateralized Mortgage Obligation |
| GNRA 2014-23O BI     | 2064-11-20      | 1.7309%  | N/A     | $51705152.00       | $292877.94         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-164 SE     | 2054-10-20      | 1.3511%  | N/A     | $669149184.00      | $26546169.97       | Agency Collateralized Mortgage Obligation |
| FERA 5535TE 05/25/55 | 2055-05-25      | 0.0000%  | N/A     | $250000.00         | $26.51             | Agency Collateralized Mortgage Obligation |
| GNRA 2023-053 S      | 2053-04-20      | 2.0511%  | N/A     | $91416448.00       | $3512873.04        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-066 TD     | 2055-04-20      | 0.0000%  | N/A     | $250000.00         | $1.25              | Agency Collateralized Mortgage Obligation |
| GNRA 2024-094 SE     | 2054-06-20      | 1.2511%  | N/A     | $100000000.00      | $1818019.98        | Agency Collateralized Mortgage Obligation |
| FERA 5387DS 03/25/54 | 2054-03-25      | 1.7282%  | N/A     | $66666624.00       | $2625495.71        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-137 TJ     | 2055-08-20      | 0.0000%  | N/A     | $250000.00         | $0.25              | Agency Collateralized Mortgage Obligation |
| FGRA 3523BI 08/15/36 | 2036-08-15      | 0.0000%  | N/A     | $5938329.00        | $0.04              | Agency Collateralized Mortgage Obligation |
| FGRA 3792SE 01/15/41 | 2041-01-15      | 1.3470%  | N/A     | $14999552.00       | $12648.23          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-19O BI     | 2074-10-20      | 0.9397%  | N/A     | $58589760.00       | $4598127.47        | Agency Collateralized Mortgage Obligation |
| FERA 5411SA 05/25/54 | 2054-05-25      | 2.4782%  | N/A     | $100000000.00      | $2866749.14        | Agency Collateralized Mortgage Obligation |
| GNRM 2022-213 IM     | 2051-09-20      | 6.0000%  | N/A     | $4737712.00        | $388103.36         | Agency Collateralized Mortgage Obligation |
| FNRA CL088TD R24F088 | 2054-12-25      | 0.0000%  | N/A     | $250000.00         | $1.36              | Agency Collateralized Mortgage Obligation |
| GNRA 2018-20 DS      | 2048-09-20      | 2.1257%  | N/A     | $32625800.00       | $701939.72         | Agency Collateralized Mortgage Obligation |
| GNRM 2024-113 IO     | 2054-07-20      | 7.0000%  | N/A     | $43659392.00       | $9350455.50        | Agency Collateralized Mortgage Obligation |
| FNRA CL088TC R24F088 | 2054-12-25      | 0.0000%  | N/A     | $250000.00         | $35.27             | Agency Collateralized Mortgage Obligation |
| GNRA 2025-081 TW     | 2054-06-20      | 1.0000%  | N/A     | $7228904.00        | $178450.88         | Agency Collateralized Mortgage Obligation |
| FERA 5473TA 11/25/54 | 2054-11-25      | 0.0000%  | N/A     | $250000.00         | $53.90             | Agency Collateralized Mortgage Obligation |
| GNRA 2025-137 SA     | 2055-08-20      | 3.0011%  | N/A     | $50000000.00       | $4701386.16        | Agency Collateralized Mortgage Obligation |
| FERA 5516TA 03/25/55 | 2055-03-25      | 0.0000%  | N/A     | $250000.00         | $57.60             | Agency Collateralized Mortgage Obligation |
| GNRA 2003-96 IO      | 2047-01-16      | 0.0000%  | N/A     | $328812515.00      | $1.60              | Agency Collateralized Mortgage Obligation |
| FERA 5438SE 08/25/54 | 2054-08-25      | 1.1282%  | N/A     | $150000000.00      | $4056251.26        | Agency Collateralized Mortgage Obligation |
| FERA 5269SG 10/25/52 | 2052-10-25      | 1.1082%  | N/A     | $82672000.00       | $2190440.95        | Agency Collateralized Mortgage Obligation |
| FNRA CL082TA R24F082 | 2054-11-25      | 0.0000%  | N/A     | $245749.00         | $99.45             | Agency Collateralized Mortgage Obligation |
| GNRA 2025-051 SB     | 2055-03-20      | 1.2511%  | N/A     | $114794112.00      | $5580305.25        | Agency Collateralized Mortgage Obligation |
| GNRM 2016-75 LI      | 2040-01-20      | 6.0000%  | N/A     | $5708000.00        | $118463.60         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-009 TH     | 2055-01-20      | 0.0000%  | N/A     | $250000.00         | $0.30              | Agency Collateralized Mortgage Obligation |
| GNRA 2009-093 SF     | 2039-10-16      | 0.0000%  | N/A     | $125000000.00      | $14.72             | Agency Collateralized Mortgage Obligation |
| FNRA CL022TD R24F022 | 2054-05-25      | 0.0000%  | N/A     | $250000.00         | $12.56             | Agency Collateralized Mortgage Obligation |
| GNRA 2024-164 TA     | 2054-10-20      | 0.0000%  | N/A     | $250000.00         | $31.42             | Agency Collateralized Mortgage Obligation |
| FERA 5491TB 01/25/55 | 2055-01-25      | 0.0000%  | N/A     | $100000.00         | $22.89             | Agency Collateralized Mortgage Obligation |
| FNRA CL022TB R24F022 | 2054-05-25      | 0.0000%  | N/A     | $250000.00         | $51.47             | Agency Collateralized Mortgage Obligation |
| GNRA 2010-036 IO     | 2052-01-16      | 0.0000%  | N/A     | $75000000.00       | $23.25             | Agency Collateralized Mortgage Obligation |
| FERA 5411TC 05/25/54 | 2054-05-25      | 0.0000%  | N/A     | $250000.00         | $7.06              | Agency Collateralized Mortgage Obligation |
| FERA 5584KS 10/25/55 | 2055-10-25      | 1.3282%  | N/A     | $100000000.00      | $5109692.40        | Agency Collateralized Mortgage Obligation |
| FGRA 3538FI 07/15/36 | 2036-07-15      | 0.0000%  | N/A     | $77242219.00       | $5.72              | Agency Collateralized Mortgage Obligation |
| FNRA CL003MI R09F003 | 2037-01-25      | 0.0000%  | N/A     | $46460176.00       | $7.60              | Agency Collateralized Mortgage Obligation |
| GNRA 2025-009 TE     | 2055-01-20      | 0.0000%  | N/A     | $250000.00         | $18.00             | Agency Collateralized Mortgage Obligation |
| GNRA 2024-061 TC     | 2054-04-20      | 0.0000%  | N/A     | $250000.00         | $1.57              | Agency Collateralized Mortgage Obligation |
| FGRA 3519IH 07/15/37 | 2037-07-15      | 0.0000%  | N/A     | $21475526.00       | $1.56              | Agency Collateralized Mortgage Obligation |
| GNRA 2021-155 ST     | 2051-09-20      | 0.0000%  | N/A     | $63849000.00       | $121097.02         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-193 SL     | 2055-11-20      | 1.2612%  | N/A     | $100000000.00      | $5019226.44        | Agency Collateralized Mortgage Obligation |
| GNRA 2011-H15 AI     | 2061-06-20      | 1.6087%  | N/A     | $1784000.00        | $2831.24           | Agency Collateralized Mortgage Obligation |
| GNRA 2016-5O GI      | 2066-11-20      | 1.5201%  | N/A     | $34890112.00       | $76236.38          | Agency Collateralized Mortgage Obligation |
| GNRA 2009-055 IW     | 2036-04-20      | 0.0000%  | N/A     | $5650739.00        | $0.13              | Agency Collateralized Mortgage Obligation |
| GNRA 2012-H23 FI     | 2062-10-20      | 0.8659%  | N/A     | $2594291.00        | $70.40             | Agency Collateralized Mortgage Obligation |
| GNRA 2023-164 SB     | 2053-11-20      | 2.1011%  | N/A     | $75000000.00       | $2555430.90        | Agency Collateralized Mortgage Obligation |
| GNRA 2012-H11 CI     | 2062-04-20      | 3.1012%  | N/A     | $235000.00         | $58.45             | Agency Collateralized Mortgage Obligation |
| FGRA 3364SY 05/15/32 | 2032-05-15      | 0.0000%  | N/A     | $79890963.00       | $1.16              | Agency Collateralized Mortgage Obligation |
| GNRA 2024-061 TJ     | 2053-08-20      | 1.0000%  | N/A     | $5759608.00        | $45854.19          | Agency Collateralized Mortgage Obligation |
| GNRA 2013-H10 SC     | 2063-01-20      | 0.9766%  | N/A     | $42482543.00       | $42.70             | Agency Collateralized Mortgage Obligation |
| FNRA CL022TG R24F022 | 2054-05-25      | 0.0000%  | N/A     | $250000.00         | $3.57              | Agency Collateralized Mortgage Obligation |
| FERA 5516TD 03/25/55 | 2055-03-25      | 0.0000%  | N/A     | $250000.00         | $7.15              | Agency Collateralized Mortgage Obligation |
| GNRA 2025-117 TA     | 2055-07-20      | 0.0000%  | N/A     | $250000.00         | $0.49              | Agency Collateralized Mortgage Obligation |
| GNRA 2024-030 SY     | 2054-02-20      | 1.7011%  | N/A     | $140000000.00      | $3909157.62        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-117 TB     | 2054-02-20      | 0.0000%  | N/A     | $250000.00         | $0.85              | Agency Collateralized Mortgage Obligation |
| FNRA CL028XI R09F028 | 2036-07-25      | 0.0000%  | N/A     | $14420183.00       | $1.27              | Agency Collateralized Mortgage Obligation |
| GNRM 2015-106 IO     | 2039-08-20      | 5.5000%  | N/A     | $12309904.00       | $99893.35          | Agency Collateralized Mortgage Obligation |
| FGRA 3538TN 06/15/36 | 2036-06-15      | 0.0000%  | N/A     | $10000000.00       | $9.06              | Agency Collateralized Mortgage Obligation |

### Security 175: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TA5, C.4 - ISIN: US912797TA59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $550806641.93
- **C.18.a - Value (excl. sponsor support):** $550806641.93
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-03-24
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 176: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC
- **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: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BYDVC3Z05
- **C.18 - Value (incl. sponsor support):** $6000000.00
- **C.18.a - Value (excl. sponsor support):** $6000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's: NR; Fitch: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 MA7472 M | 2051-07-20      | 2.5000%  | N/A     | $10725016.00       | $6120000.13        | Agency Mortgage-Backed Securities |

### Security 177: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **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):** $300632343.00
- **C.18.a - Value (excl. sponsor support):** $300632343.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 178: Fixed Income Clearing Corporation - BNP

- **C.1 - Title:** Fixed Income Clearing Corporation - BNP
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDVC3XL1
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's: P-1; Fitch: NR; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 BOND 52        | 2052-08-15      | 3.0000%  | N/A     | $44376900.00       | $33145052.59       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE U 30  | 2030-01-31      | 4.2500%  | N/A     | $100.00            | $104.01            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AB 30 | 2030-07-31      | 3.8750%  | N/A     | $2158000.00        | $2211427.48        | U.S. Treasuries (including strips) |
| 4 3/8 BOND 38    | 2038-02-15      | 4.3750%  | N/A     | $145000.00         | $149943.34         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE S 31  | 2031-11-30      | 4.1250%  | N/A     | $1000.00           | $1043.11           | U.S. Treasuries (including strips) |
| 4 7/8 NOTE AF 28 | 2028-10-31      | 4.8750%  | N/A     | $26168700.00       | $27254144.13       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AG 27 | 2027-11-30      | 3.8750%  | N/A     | $231700000.00      | $237778939.44      | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46    | 2046-05-15      | 2.5000%  | N/A     | $20421400.00       | $14539399.45       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 33  | 2033-08-15      | 3.8750%  | N/A     | $367644800.00      | $372486456.23      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 31  | 2031-03-31      | 4.1250%  | N/A     | $67325000.00       | $69357348.28       | U.S. Treasuries (including strips) |
| 2 1/2 BOND 45    | 2045-02-15      | 2.5000%  | N/A     | $2402900.00        | $1758110.99        | U.S. Treasuries (including strips) |
| 4 BOND 42        | 2042-11-15      | 4.0000%  | N/A     | $990100.00         | $926619.21         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE W 29  | 2029-03-31      | 4.1250%  | N/A     | $94383100.00       | $96778649.39       | U.S. Treasuries (including strips) |
| 1 1/2 NOTE G 27  | 2027-01-31      | 1.5000%  | N/A     | $4673900.00        | $4584704.71        | U.S. Treasuries (including strips) |
| 5 1/4 BOND 28    | 2028-11-15      | 5.2500%  | N/A     | $403000.00         | $423256.54         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AD 27 | 2027-09-30      | 4.1250%  | N/A     | $127000000.00      | $129196481.05      | U.S. Treasuries (including strips) |
| 5 3/8 BOND 31    | 2031-02-15      | 5.3750%  | N/A     | $250000.00         | $274284.07         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33  | 2033-02-15      | 3.5000%  | N/A     | $200.00            | $198.14            | U.S. Treasuries (including strips) |
| 4 1/4 BOND 39    | 2039-05-15      | 4.2500%  | N/A     | $4776100.00        | $4755511.39        | U.S. Treasuries (including strips) |
| 1 7/8 NOTE H 29  | 2029-02-28      | 1.8750%  | N/A     | $41725800.00       | $39824388.95       | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43    | 2043-05-15      | 3.8750%  | N/A     | $24664900.00       | $22618516.75       | U.S. Treasuries (including strips) |
| 4 7/8 NOTE R 30  | 2030-10-31      | 4.8750%  | N/A     | $2368000.00        | $2511099.94        | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 31  | 2031-05-15      | 1.6250%  | N/A     | $300.00            | $270.32            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE C 35  | 2035-05-15      | 4.2500%  | N/A     | $55756600.00       | $57007903.17       | U.S. Treasuries (including strips) |
| 0 1/2 NOTE R 27  | 2027-10-31      | 0.5000%  | N/A     | $2266300.00        | $2141614.38        | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AH 26 | 2026-12-31      | 1.2500%  | N/A     | $400.00            | $392.03            | U.S. Treasuries (including strips) |
| TRFR BK 10/31/26 | 2026-10-31      | 3.9854%  | N/A     | $121189100.00      | $121596422.63      | U.S. Treasuries (including strips) |
| 3 1/8 NOTE F 28  | 2028-11-15      | 3.1250%  | N/A     | $100.00            | $99.06             | U.S. Treasuries (including strips) |
| 5 1/2 BOND 28    | 2028-08-15      | 5.5000%  | N/A     | $60900.00          | $65042.54          | U.S. Treasuries (including strips) |
| 6 BOND 26        | 2026-02-15      | 6.0000%  | N/A     | $50000000.00       | $51093678.26       | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55    | 2055-02-15      | 4.6250%  | N/A     | $400.00            | $401.79            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AD 28 | 2028-09-30      | 4.6250%  | N/A     | $270000000.00      | $280217222.80      | U.S. Treasuries (including strips) |
| 1 5/8 NOTE E 29  | 2029-08-15      | 1.6250%  | N/A     | $100.00            | $93.97             | U.S. Treasuries (including strips) |
| 1 7/8 NOTE B 32  | 2032-02-15      | 1.8750%  | N/A     | $300.00            | $271.01            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34  | 2034-08-15      | 3.8750%  | N/A     | $200000000.00      | $201439077.17      | U.S. Treasuries (including strips) |
| 0 5/8 NOTE C 30  | 2030-05-15      | 0.6250%  | N/A     | $1000.00           | $879.44            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE H 31  | 2031-02-28      | 4.2500%  | N/A     | $1076600.00        | $1119487.32        | U.S. Treasuries (including strips) |
| 1 7/8 BOND 41    | 2041-02-15      | 1.8750%  | N/A     | $100.00            | $71.75             | U.S. Treasuries (including strips) |
| 4 1/4 NOTE V 29  | 2029-02-28      | 4.2500%  | N/A     | $150000800.00      | $154899060.38      | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32  | 2032-05-15      | 2.8750%  | N/A     | $43423000.00       | $41321607.25       | U.S. Treasuries (including strips) |
| 4 3/8 BOND 39    | 2039-11-15      | 4.3750%  | N/A     | $68331100.00       | $68520796.19       | U.S. Treasuries (including strips) |

### Security 179: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8F64, C.4 - ISIN: US3130B8F643, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $444398409.05
- **C.18.a - Value (excl. sponsor support):** $444398409.05
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 180: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETW94, C.4 - ISIN: US3133ETW940, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $39999864.80
- **C.18.a - Value (excl. sponsor support):** $39999864.80
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RS8, C.4 - ISIN: US912797RS85, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3075419218.54
- **C.18.a - Value (excl. sponsor support):** $3075419218.54
- **C.19 - Percentage of Net Assets:** 1.5600%
- **C.17 - Yield as of Reporting Date:** 3.5600%
- **C.11 - Maturity Date (WAM):** 2026-09-03
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 182: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **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):** $1501365028.45
- **C.18.a - Value (excl. sponsor support):** $1501365028.45
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 183: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8QF2, C.4 - ISIN: US3130B8QF28, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $446960000.00
- **C.18.a - Value (excl. sponsor support):** $446960000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 184: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETL21, C.4 - ISIN: US3133ETL216, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $93856252.41
- **C.18.a - Value (excl. sponsor support):** $93856252.41
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **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: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYD3QX822
- **C.18 - Value (incl. sponsor support):** $1696000000.00
- **C.18.a - Value (excl. sponsor support):** $1696000000.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRA 2018-70 SC                                        | 2048-05-20      | 0.5757%  | N/A     | $60000000.00       | $490492.92         | Agency Collateralized Mortgage Obligation |
| FNRA CL018SA R23F018                                   | 2053-05-25      | 1.4282%  | N/A     | $48859712.00       | $1438491.40        | Agency Collateralized Mortgage Obligation |
| FNRA CL 1A RT1988- 1                                   | 2027-08-25      | 1.9124%  | N/A     | $191234045.00      | $9153.07           | Agency Collateralized Mortgage Obligation |
| GNRA 2025-098 SV                                       | 2055-06-20      | 1.8011%  | N/A     | $75000000.00       | $4509588.02        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-101 SA                                       | 2050-07-20      | 2.1257%  | N/A     | $107000000.00      | $7089286.97        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-095 YF                                       | 2054-06-20      | 5.3989%  | N/A     | $100000000.00      | $35916004.45       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-002 YS                                       | 2055-01-20      | 1.1511%  | N/A     | $40000000.00       | $1566804.91        | Agency Collateralized Mortgage Obligation |
| GNRA 2019-61 BS                                        | 2049-05-20      | 1.9757%  | N/A     | $25609312.00       | $515733.93         | Agency Collateralized Mortgage Obligation |
| FGRA 4206LZ 05/15/43                                   | 2043-05-15      | 3.5000%  | N/A     | $1600000.00        | $2339498.61        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-002 IO                                       | 2063-06-16      | 0.8795%  | N/A     | $450000000.00      | $23654923.06       | Agency Collateralized Mortgage Obligation |
| GNRA 2010-022 IO                                       | 2052-03-16      | 0.0000%  | N/A     | $130072573.00      | $41197.05          | Agency Collateralized Mortgage Obligation |
| FERA 5209SC 04/25/52                                   | 2052-04-25      | 0.0000%  | N/A     | $35000000.00       | $120535.06         | Agency Collateralized Mortgage Obligation |
| GNRA 2020-187 SJ                                       | 2050-12-20      | 0.1757%  | N/A     | $21544210.00       | $119170.45         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-J44       A-2    20330225 4.61400 | 2033-02-25      | 4.6140%  | N/A     | $1250000.00        | $1279420.62        | Agency Collateralized Mortgage Obligation |
| GNRA 2016-155 IO                                       | 2058-02-16      | 0.5320%  | N/A     | $161415168.00      | $886504.54         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB47         X1     20380125 FLT     | 2038-01-25      | 0.0000%  | N/A     | $427593728.00      | $360633.41         | Agency Collateralized Mortgage Obligation |
| FNRA RC062SQ R13F062                                   | 2032-09-25      | 2.5637%  | N/A     | $37575296.00       | $165205.54         | Agency Collateralized Mortgage Obligation |
| GNRM 2016-09 IO                                        | 2036-09-16      | 5.5000%  | N/A     | $19473888.00       | $502960.64         | Agency Collateralized Mortgage Obligation |
| GNRA 2017-93 WS                                        | 2047-06-20      | 1.8015%  | N/A     | $14301500.00       | $206819.98         | Agency Collateralized Mortgage Obligation |
| GNRA 2020-059 SB                                       | 2050-04-20      | 2.0257%  | N/A     | $7225312.00        | $158888.64         | Agency Collateralized Mortgage Obligation |
| GNRA 2012-006 SE                                       | 2040-02-20      | 2.0257%  | N/A     | $24395776.00       | $8710.78           | Agency Collateralized Mortgage Obligation |
| GNRA 2015-179 YS                                       | 2045-12-20      | 1.8015%  | N/A     | $17141696.00       | $104625.77         | Agency Collateralized Mortgage Obligation |
| GNRA 2020-016 SA                                       | 2050-02-20      | 1.9757%  | N/A     | $21565152.00       | $524004.96         | Agency Collateralized Mortgage Obligation |
| GNRA 2013-101 IO                                       | 2054-10-16      | 0.2274%  | N/A     | $108551040.00      | $346752.82         | Agency Collateralized Mortgage Obligation |
| FNRM CL003IB R21F003                                   | 2051-02-25      | 2.5000%  | N/A     | $144902000.00      | $18309621.82       | Agency Collateralized Mortgage Obligation |
| FNRA CL051SC R12F051                                   | 2042-05-25      | 2.3137%  | N/A     | $60000000.00       | $1179505.40        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-061       X3     20441225 FLT     | 2044-12-25      | 2.0302%  | N/A     | $18835000.00       | $387569.47         | Agency Collateralized Mortgage Obligation |
| FGRA 3970CS 12/15/31                                   | 2031-12-15      | 2.3435%  | N/A     | $37142848.00       | $148469.65         | Agency Collateralized Mortgage Obligation |
| FNRA CL078ES R16F078                                   | 2044-02-25      | 1.9137%  | N/A     | $35357248.00       | $429359.69         | Agency Collateralized Mortgage Obligation |
| FERA 5563HS 08/25/55                                   | 2055-08-25      | 1.7282%  | N/A     | $68503936.00       | $5703077.43        | Agency Collateralized Mortgage Obligation |
| FGRA 4011SA 03/15/42                                   | 2042-03-15      | 2.1935%  | N/A     | $26508896.00       | $247783.68         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-044 SB                                       | 2064-03-20      | 1.2211%  | N/A     | $75000000.00       | $959824.82         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-131 SD                                       | 2055-08-20      | 0.3011%  | N/A     | $80000000.00       | $2228729.14        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-187 SA                                       | 2050-12-20      | 0.0000%  | N/A     | $61568640.00       | $157637.70         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-104 FA                                       | 2054-06-20      | 5.1989%  | N/A     | $30000000.00       | $22103697.60       | Agency Collateralized Mortgage Obligation |
| GNRA 2015-180 KS                                       | 2045-12-20      | 1.6057%  | N/A     | $44885440.00       | $462369.13         | Agency Collateralized Mortgage Obligation |
| GNRA 2022-022 TJ                                       | 2052-02-20      | 0.0000%  | N/A     | $84082688.00       | $13932.49          | Agency Collateralized Mortgage Obligation |
| GNRA 2013-113 AZ                                       | 2043-08-20      | 3.0000%  | N/A     | $15463000.00       | $13065193.82       | Agency Collateralized Mortgage Obligation |
| FERA 5599SC 11/25/55                                   | 2055-11-25      | 1.8782%  | N/A     | $141004800.00      | $9405738.48        | Agency Collateralized Mortgage Obligation |
| GNRM 2017-52 JI                                        | 2047-04-20      | 5.0000%  | N/A     | $16400000.00       | $357802.51         | Agency Collateralized Mortgage Obligation |
| GNRA 2013-055 IO                                       | 2054-10-16      | 0.2423%  | N/A     | $123456512.00      | $359801.71         | Agency Collateralized Mortgage Obligation |
| GNRM 2019-151 AI                                       | 2045-03-20      | 3.0000%  | N/A     | $497262.00         | $7872.85           | Agency Collateralized Mortgage Obligation |
| GNRA 2011-038 IO                                       | 2053-04-16      | 0.5301%  | N/A     | $177569792.00      | $25839.15          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-060 SQ                                       | 2055-03-20      | 1.8511%  | N/A     | $67507456.00       | $3852461.22        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-095 MS                                       | 2064-05-20      | 1.3011%  | N/A     | $65351680.00       | $1438941.80        | Agency Collateralized Mortgage Obligation |
| FNRM RC054CP R14F054                                   | 2044-09-25      | 3.5000%  | N/A     | $24500000.00       | $2025102.34        | Agency Collateralized Mortgage Obligation |
| GNRA 2019-113 IO                                       | 2061-06-16      | 0.7325%  | N/A     | $133131008.00      | $3950818.43        | Agency Collateralized Mortgage Obligation |
| FERA 5440KS 07/25/54                                   | 2054-07-25      | 2.4282%  | N/A     | $58676000.00       | $2528237.54        | Agency Collateralized Mortgage Obligation |
| GNRA 2018-54 SE                                        | 2048-11-20      | 2.1257%  | N/A     | $52186688.00       | $1569906.88        | Agency Collateralized Mortgage Obligation |
| FERA 5513TA 11/25/54                                   | 2054-11-25      | 0.0100%  | N/A     | $599998464.00      | $98677.72          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-083 SE                                       | 2055-05-20      | 1.0011%  | N/A     | $135000000.00      | $4717585.20        | Agency Collateralized Mortgage Obligation |
| FGRA 4650SL 01/15/47                                   | 2047-01-15      | 1.7935%  | N/A     | $46378048.00       | $1108588.89        | Agency Collateralized Mortgage Obligation |
| FERA 5191SC 02/25/52                                   | 2052-02-25      | 0.0000%  | N/A     | $37910272.00       | $103925.20         | Agency Collateralized Mortgage Obligation |
| FNMA REMIC TRUST 2003-W18      1-A-7  20430825 5.80700 | 2043-08-25      | 5.8070%  | N/A     | $28500000.00       | $6487924.87        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-001 JT                                       | 2052-01-20      | 0.0000%  | N/A     | $143237120.00      | $93472.26          | Agency Collateralized Mortgage Obligation |
| FGRA 4585AS 05/15/46                                   | 2046-05-15      | 1.8435%  | N/A     | $130080960.00      | $1971069.53        | Agency Collateralized Mortgage Obligation |
| GNRA 2016-116 AZ                                       | 2046-09-20      | 3.0000%  | N/A     | $2825000.00        | $1691431.37        | Agency Collateralized Mortgage Obligation |
| GNRM 2018-35 GZ                                        | 2048-09-20      | 4.2500%  | N/A     | $20000000.00       | $534984.53         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-007 JS                                       | 2055-01-20      | 2.3511%  | N/A     | $84612480.00       | $4789033.28        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-182 SG                                       | 2053-12-20      | 1.6011%  | N/A     | $30000000.00       | $1411178.52        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-079 SA                                       | 2053-11-20      | 1.1011%  | N/A     | $50000000.00       | $1747484.27        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-197 LS                                       | 2052-11-20      | 2.2011%  | N/A     | $6617256.00        | $571780.04         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SEREIES K-102      X3     20461225 FLT     | 2046-12-25      | 1.9562%  | N/A     | $16038000.00       | $1074827.23        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-133 GS                                       | 2053-09-20      | 1.6011%  | N/A     | $10000000.00       | $267481.74         | Agency Collateralized Mortgage Obligation |
| GNRA 2011-099 SL                                       | 2041-07-16      | 2.0266%  | N/A     | $25000000.00       | $253968.19         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-060 BZ                                       | 2054-04-20      | 6.0000%  | N/A     | $9871260.00        | $11345801.57       | Agency Collateralized Mortgage Obligation |
| GNRM 2010-035 UI                                       | 2040-03-20      | 5.0000%  | N/A     | $85000000.00       | $471918.83         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-020 TE                                       | 2053-02-20      | 0.1100%  | N/A     | $5000000.00        | $8197.50           | Agency Collateralized Mortgage Obligation |
| GNRA 2014-101 IO                                       | 2056-04-16      | 0.5244%  | N/A     | $106105472.00      | $164836.83         | Agency Mortgage-Backed Securities         |
| GNRA 2025-028 TW                                       | 2054-04-20      | 0.1000%  | N/A     | $56995712.00       | $69278.00          | Agency Collateralized Mortgage Obligation |
| GNRA 2018-072 SD                                       | 2048-05-20      | 2.1757%  | N/A     | $77205000.00       | $893462.57         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-078 SG                                       | 2054-05-20      | 3.0511%  | N/A     | $47100928.00       | $3943863.72        | Agency Collateralized Mortgage Obligation |
| GNRM 2023-092 AH                                       | 2064-06-16      | 2.0000%  | N/A     | $5300000.00        | $3985763.89        | Agency Collateralized Mortgage Obligation |
| GNRA 2014-064 D                                        | 2055-12-16      | 3.4103%  | N/A     | $7000000.00        | $4453221.58        | Agency Collateralized Mortgage Obligation |
| FNRM CL073BZ R18F073                                   | 2048-10-25      | 3.5000%  | N/A     | $2581000.00        | $851529.28         | Agency Collateralized Mortgage Obligation |
| GNRA 2014-068 SK                                       | 2044-05-20      | 2.1257%  | N/A     | $27092256.00       | $188348.54         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-088 IO                                       | 2066-02-16      | 0.7705%  | N/A     | $75000000.00       | $3983077.77        | Agency Collateralized Mortgage Obligation |
| FGRA 4999DT 03/15/43                                   | 2043-03-15      | 0.3726%  | N/A     | $39666304.00       | $208138.35         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-131 SG                                       | 2055-08-20      | 1.2011%  | N/A     | $20000000.00       | $1074666.74        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-019 H                                        | 2051-12-20      | 5.5000%  | N/A     | $7424472.00        | $3729404.50        | Agency Collateralized Mortgage Obligation |
| FNRA CL058SM R12F058                                   | 2042-06-25      | 2.3137%  | N/A     | $76284032.00       | $375322.01         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-078 CS                                       | 2054-05-20      | 1.1511%  | N/A     | $71627520.00       | $2865868.67        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-149 SD                                       | 2054-09-20      | 1.3511%  | N/A     | $100000000.00      | $3945346.91        | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2020-KG03         X2-A   20300625 0.10000 | 2030-06-25      | 0.1000%  | N/A     | $549980000.00      | $1906959.20        | Agency Collateralized Mortgage Obligation |
| FNRA RC079SM R16F079                                   | 2046-11-25      | 1.8137%  | N/A     | $39401472.00       | $1211363.20        | Agency Collateralized Mortgage Obligation |
| FNRM RC068IP R19F068                                   | 2048-05-25      | 3.5000%  | N/A     | $7393224.00        | $98986.27          | Agency Collateralized Mortgage Obligation |
| GNRM 2016-49 CI                                        | 2046-11-16      | 5.0000%  | N/A     | $26428840.00       | $640405.86         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-027 AS                                       | 2054-02-20      | 1.9511%  | N/A     | $50209152.00       | $1254682.19        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-150 HZ                                       | 2055-09-20      | 4.5000%  | N/A     | $6970992.00        | $6479461.42        | Agency Collateralized Mortgage Obligation |
| GNRA 2018-34 SK                                        | 2048-10-20      | 2.1257%  | N/A     | $39736704.00       | $869168.80         | Agency Collateralized Mortgage Obligation |
| FGRA 3992HZ 01/15/42                                   | 2042-01-15      | 4.0000%  | N/A     | $4500000.00        | $933719.38         | Agency Collateralized Mortgage Obligation |
| GNRA 2019-99 TS                                        | 2049-08-20      | 2.0257%  | N/A     | $35619720.00       | $521096.59         | Agency Collateralized Mortgage Obligation |
| GNRM 2019-61 DI                                        | 2049-02-20      | 4.0000%  | N/A     | $11533856.00       | $340014.71         | Agency Collateralized Mortgage Obligation |
| FNRA CL083SQ R12F083                                   | 2042-08-25      | 1.8137%  | N/A     | $52222912.00       | $328327.77         | Agency Collateralized Mortgage Obligation |
| GNRM 2023-131 PZ                                       | 2053-09-20      | 5.5000%  | N/A     | $8815504.00        | $10257112.31       | Agency Collateralized Mortgage Obligation |
| FGRA 4289GZ 01/15/44                                   | 2044-01-15      | 3.0000%  | N/A     | $6236488.00        | $6536608.64        | Agency Collateralized Mortgage Obligation |
| GNRM 2018-97 DZ                                        | 2048-07-20      | 3.5000%  | N/A     | $1270000.00        | $1494850.58        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-189 DT                                       | 2052-11-20      | 0.0500%  | N/A     | $49995776.00       | $27962.77          | Agency Collateralized Mortgage Obligation |
| GNRM 2023-003 EZ                                       | 2053-01-20      | 5.0000%  | N/A     | $1038796.00        | $1173463.06        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-160 GA                                       | 2053-06-20      | 5.0000%  | N/A     | $4012664.00        | $3458268.09        | Agency Collateralized Mortgage Obligation |
| FGRA 5104DT 11/15/36                                   | 2036-11-15      | 0.0000%  | N/A     | $57123264.00       | $126748.46         | Agency Collateralized Mortgage Obligation |
| GNRA 2017-086 IO                                       | 2059-05-16      | 0.6915%  | N/A     | $117551616.00      | $1267635.04        | Agency Collateralized Mortgage Obligation |
| GNRM 2019-56 CZ                                        | 2049-05-20      | 3.2500%  | N/A     | $2412232.00        | $2725980.84        | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2020-KG03         X2-B   20300725 0.10000 | 2030-07-25      | 0.1000%  | N/A     | $44593200.00       | $172709.46         | Agency Collateralized Mortgage Obligation |
| GNRM 2025-088 LA                                       | 2067-02-16      | 5.0000%  | N/A     | $20000000.00       | $19652120.00       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-019 SD                                       | 2051-01-20      | 0.0000%  | N/A     | $8691216.00        | $151537.56         | Agency Collateralized Mortgage Obligation |
| GNRA 2018-79 TA                                        | 2042-07-16      | 0.0500%  | N/A     | $7999488.00        | $5711.13           | Agency Collateralized Mortgage Obligation |
| GNRM 2015-083 EI                                       | 2043-09-20      | 6.0000%  | N/A     | $35697088.00       | $619439.37         | Agency Collateralized Mortgage Obligation |
| GNRA 2019-10 IT                                        | 2049-09-20      | 0.0400%  | N/A     | $49995776.00       | $24520.15          | Agency Collateralized Mortgage Obligation |
| FNRA CL144JF R11F144                                   | 2042-01-25      | 4.6863%  | N/A     | $92230528.00       | $5450188.74        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-076 SA                                       | 2053-05-20      | 1.4011%  | N/A     | $100000000.00      | $1764679.89        | Agency Collateralized Mortgage Obligation |
| FERA 5371SA 01/25/54                                   | 2054-01-25      | 2.3782%  | N/A     | $15000000.00       | $387027.91         | Agency Collateralized Mortgage Obligation |
| FGRM 4104CI 05/15/41                                   | 2041-05-15      | 4.0000%  | N/A     | $17760256.00       | $6900.57           | Agency Collateralized Mortgage Obligation |
| FGRA 4350DS 06/15/44                                   | 2044-06-15      | 1.7435%  | N/A     | $3000000.00        | $39385.63          | Agency Collateralized Mortgage Obligation |
| GNRM 2023-149 QN                                       | 2050-06-20      | 6.0000%  | N/A     | $7495592.00        | $7803286.05        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-181 LS                                       | 2054-11-20      | 1.8511%  | N/A     | $83339136.00       | $3903807.41        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-118 CI                                       | 2051-07-20      | 3.0000%  | N/A     | $22158080.00       | $2437525.06        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-098 KA                                       | 2048-10-20      | 3.5000%  | N/A     | $31644960.00       | $28914480.65       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-002 BS                                       | 2055-01-20      | 1.1511%  | N/A     | $50000000.00       | $755181.58         | Agency Collateralized Mortgage Obligation |
| FNRA CL103SP R16F103                                   | 2047-01-25      | 1.8137%  | N/A     | $39259968.00       | $993946.37         | Agency Collateralized Mortgage Obligation |
| GNRM 2017-63 LO                                        | 2041-05-16      | 0.0000%  | N/A     | $9932752.00        | $1662451.89        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-095 WT                                       | 2054-06-20      | 0.1000%  | N/A     | $26400640.00       | $91457.69          | Agency Collateralized Mortgage Obligation |
| FGRM 4903IE 09/15/48                                   | 2048-09-15      | 4.0000%  | N/A     | $562500.00         | $6105.30           | Agency Collateralized Mortgage Obligation |
| FGRM 4013GL 03/15/42                                   | 2042-03-15      | 3.5000%  | N/A     | $4170000.00        | $2317291.18        | Agency Collateralized Mortgage Obligation |
| FNRM CL003BI R13F003                                   | 2043-01-25      | 4.0000%  | N/A     | $15762496.00       | $404053.58         | Agency Collateralized Mortgage Obligation |
| FNRM CL029AZ R12F029                                   | 2042-04-25      | 4.0000%  | N/A     | $1327902.00        | $1406403.31        | Agency Collateralized Mortgage Obligation |
| FNRM CL008ZA R23F008                                   | 2053-02-25      | 5.0000%  | N/A     | $2900368.00        | $3078537.59        | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2019-K103         X2-B   20300625 0.10000 | 2030-06-25      | 0.1000%  | N/A     | $237713664.00      | $823440.13         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-107 SA                                       | 2053-07-20      | 1.8511%  | N/A     | $100000000.00      | $1982938.37        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-175 XT                                       | 2051-10-20      | 0.0000%  | N/A     | $44955000.00       | $70643.73          | Agency Collateralized Mortgage Obligation |
| FGRA 4400SA 02/15/41                                   | 2041-02-15      | 1.8435%  | N/A     | $131500000.00      | $1070914.03        | Agency Collateralized Mortgage Obligation |
| FNRM CL045ZD R18F045                                   | 2048-06-25      | 3.5000%  | N/A     | $24798000.00       | $8976499.28        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-039 TJ                                       | 2050-06-20      | 0.1158%  | N/A     | $36494912.00       | $167123.96         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-133 US                                       | 2053-09-20      | 1.6011%  | N/A     | $25514784.00       | $1173218.24        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-044 AT                                       | 2054-03-20      | 0.1250%  | N/A     | $100000000.00      | $70367431.54       | Agency Collateralized Mortgage Obligation |
| FERA 05228Z 06/25/52                                   | 2052-06-25      | 4.0000%  | N/A     | $3924464.00        | $3817833.18        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-150 IQ                                       | 2051-07-20      | 6.0000%  | N/A     | $41452096.00       | $5302752.17        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-149 SV                                       | 2050-10-20      | 0.0000%  | N/A     | $16267456.00       | $142030.54         | Agency Collateralized Mortgage Obligation |
| GNRA 2021-122 SH                                       | 2051-07-20      | 2.2257%  | N/A     | $10440192.00       | $1023803.98        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-176 US                                       | 2050-11-20      | 0.0000%  | N/A     | $26956864.00       | $322574.78         | Agency Collateralized Mortgage Obligation |
| FNRM CL007BD R24F007                                   | 2050-06-25      | 5.5000%  | N/A     | $15000000.00       | $7693296.68        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-083 S                                        | 2055-05-20      | 1.0511%  | N/A     | $157692160.00      | $5306614.05        | Agency Collateralized Mortgage Obligation |
| FGRA 4141ZK 12/15/42                                   | 2042-12-15      | 3.5000%  | N/A     | $4681592.00        | $161726.57         | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2019-K102         D      20300425 0.00000 | 2030-04-25      | 0.0000%  | N/A     | $102621568.00      | $43454795.10       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-153 IO                                       | 2066-12-16      | 0.9234%  | N/A     | $150000000.00      | $11364123.31       | Agency Collateralized Mortgage Obligation |
| FNRA CL085SC R25F085                                   | 2055-09-25      | 1.2282%  | N/A     | $276034560.00      | $21017702.29       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-174 HS                                       | 2055-09-20      | 0.6511%  | N/A     | $100000000.00      | $3580226.02        | Agency Collateralized Mortgage Obligation |
| FNRA CL063SC R17F063                                   | 2047-08-25      | 0.0000%  | N/A     | $100000000.00      | $688665.67         | Agency Collateralized Mortgage Obligation |
| GNRA 2012-034 KZ                                       | 2042-03-16      | 3.5000%  | N/A     | $18249600.00       | $22163512.41       | Agency Collateralized Mortgage Obligation |
| FNRM CL081PI R12F081                                   | 2042-01-25      | 4.5000%  | N/A     | $1869332.00        | $247885.52         | Agency Collateralized Mortgage Obligation |
| FGRM 4607HB 08/15/46                                   | 2046-08-15      | 3.0000%  | N/A     | $8407000.00        | $5367153.38        | Agency Collateralized Mortgage Obligation |
| GNRA 2016-052 IO                                       | 2058-03-16      | 0.7364%  | N/A     | $104532320.00      | $704847.41         | Agency Collateralized Mortgage Obligation |
| GNRM 2023-020 PZ                                       | 2053-02-20      | 4.5000%  | N/A     | $624491.00         | $615610.35         | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2019-KG02         C      20290825 0.00000 | 2029-08-25      | 0.0000%  | N/A     | $40810000.00       | $32657508.73       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2017-K68          X2-B   20491025 0.10000 | 2049-10-25      | 0.1000%  | N/A     | $226049024.00      | $370268.30         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-133 JT                                       | 2053-09-20      | 0.0500%  | N/A     | $65921024.00       | $39819.36          | Agency Collateralized Mortgage Obligation |
| FNRA CL054SM R25F054                                   | 2055-07-25      | 1.8282%  | N/A     | $106385408.00      | $5422246.76        | Agency Collateralized Mortgage Obligation |
| GNRA 2013-125 IO                                       | 2054-10-16      | 0.2495%  | N/A     | $94216448.00       | $390174.64         | Agency Collateralized Mortgage Obligation |
| GNRA 2021-195 IX                                       | 2063-08-16      | 1.2050%  | N/A     | $6000000.00        | $500022.28         | Agency Collateralized Mortgage Obligation |
| FERA 5038TI 07/25/50                                   | 2050-07-25      | 0.1500%  | N/A     | $163796992.00      | $431348.02         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-125       X3     20490225 FLT     | 2049-02-25      | 2.7430%  | N/A     | $9230000.00        | $1086412.69        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-188 F                                        | 2052-11-20      | 5.3589%  | N/A     | $30000000.00       | $22081982.41       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-193 QT                                       | 2051-11-20      | 0.0500%  | N/A     | $74747904.00       | $59465.76          | Agency Collateralized Mortgage Obligation |
| FGRA 4385FW 05/15/44                                   | 2044-05-15      | 4.6565%  | N/A     | $76421120.00       | $5268679.68        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-191 LS                                       | 2050-12-20      | 0.0000%  | N/A     | $25000000.00       | $413655.22         | Agency Collateralized Mortgage Obligation |
| FERA 5478NS 12/25/54                                   | 2054-12-25      | 1.1282%  | N/A     | $80955904.00       | $2707929.96        | Agency Collateralized Mortgage Obligation |
| FNRA RC010JS R13F010                                   | 2043-02-25      | 1.9637%  | N/A     | $26615872.00       | $294885.21         | Agency Collateralized Mortgage Obligation |
| FNRA RC030CS R12F030                                   | 2042-04-25      | 2.3137%  | N/A     | $38333312.00       | $475875.03         | Agency Collateralized Mortgage Obligation |
| GNRM 2024-171 IO                                       | 2054-10-20      | 6.0000%  | N/A     | $33333312.00       | $3168586.61        | Agency Collateralized Mortgage Obligation |
| GNRA 2014-055 MS                                       | 2044-04-16      | 2.1266%  | N/A     | $314560960.00      | $2464441.52        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-057       X3     20440825 FLT     | 2044-08-25      | 2.1464%  | N/A     | $25142000.00       | $388504.61         | Agency Collateralized Mortgage Obligation |
| FNRM CL053IM R15F053                                   | 2045-07-25      | 6.0000%  | N/A     | $38904896.00       | $835661.26         | Agency Collateralized Mortgage Obligation |
| FERA 5350UT 11/25/53                                   | 2053-11-25      | 0.0500%  | N/A     | $64847744.00       | $68472.89          | Agency Collateralized Mortgage Obligation |
| FNRA CL055FB R22F055                                   | 2052-08-25      | 4.7218%  | N/A     | $38851200.00       | $27647848.62       | Agency Collateralized Mortgage Obligation |
| GNRA 2019-055 IO                                       | 2061-03-16      | 0.7259%  | N/A     | $100809728.00      | $1429754.44        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-150 QS                                       | 2055-09-20      | 1.9011%  | N/A     | $120000000.00      | $8074052.08        | Agency Collateralized Mortgage Obligation |
| FNRA CL062FN R22F062                                   | 2052-09-25      | 4.7218%  | N/A     | $50505088.00       | $31298403.67       | Agency Collateralized Mortgage Obligation |
| FGRA 4892ZC 01/15/48                                   | 2048-01-15      | 4.0000%  | N/A     | $21661216.00       | $2779060.00        | Agency Collateralized Mortgage Obligation |
| GNRA 2019-28 TS                                        | 2043-08-20      | 0.5898%  | N/A     | $60738304.00       | $94645.81          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-062 SH                                       | 2055-04-20      | 2.3511%  | N/A     | $50000000.00       | $3338174.67        | Agency Collateralized Mortgage Obligation |
| FERA 5396TE 01/25/54                                   | 2054-01-25      | 0.0500%  | N/A     | $189472768.00      | $105295.36         | Agency Collateralized Mortgage Obligation |
| GNRA 2015-167 WS                                       | 2045-11-20      | 1.8015%  | N/A     | $17885152.00       | $69498.24          | Agency Collateralized Mortgage Obligation |
| GNRA 2018-90 JS                                        | 2048-06-20      | 2.1757%  | N/A     | $14500000.00       | $334721.16         | Agency Collateralized Mortgage Obligation |
| GNRA 2019-28 SI                                        | 2043-07-16      | 0.3641%  | N/A     | $30793376.00       | $96561.76          | Agency Collateralized Mortgage Obligation |
| FNRM CL030Z  R09F030                                   | 2039-05-25      | 6.5000%  | N/A     | $1000000.00        | $353173.35         | Agency Collateralized Mortgage Obligation |
| GNRM 2021-097 CI                                       | 2051-06-20      | 3.0000%  | N/A     | $67833216.00       | $5883385.66        | Agency Collateralized Mortgage Obligation |
| GNRA 2005-48 SJ                                        | 2035-06-20      | 2.7257%  | N/A     | $43565056.00       | $23142.21          | Agency Collateralized Mortgage Obligation |
| FNRM RC070IW R14F070                                   | 2044-11-25      | 4.5000%  | N/A     | $16495552.00       | $422784.78         | Agency Collateralized Mortgage Obligation |
| FERA 5396CT 04/25/54                                   | 2054-04-25      | 0.0500%  | N/A     | $283004928.00      | $227667.13         | Agency Collateralized Mortgage Obligation |
| GNRA 2016-028 IO                                       | 2057-12-16      | 0.7853%  | N/A     | $104310144.00      | $857241.65         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-053 TY                                       | 2053-04-20      | 0.0500%  | N/A     | $101780800.00      | $112350.63         | Agency Collateralized Mortgage Obligation |
| GNRA 2016-140 IO                                       | 2058-05-16      | 0.7313%  | N/A     | $116062720.00      | $1637576.01        | Agency Collateralized Mortgage Obligation |
| GNRA 2010-009 YD                                       | 2040-01-16      | 2.7266%  | N/A     | $496144640.00      | $2018710.05        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-017 IO                                       | 2061-01-16      | 1.0535%  | N/A     | $17500000.00       | $1189669.09        | Agency Collateralized Mortgage Obligation |
| FGRA 4348AS 08/15/43                                   | 2043-08-15      | 1.7935%  | N/A     | $13148352.00       | $97462.23          | Agency Collateralized Mortgage Obligation |
| FNRM CL086DO R11F086                                   | 2041-09-25      | 0.0000%  | N/A     | $100000.00         | $76757.40          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-125 SA                                       | 2054-08-20      | 2.5511%  | N/A     | $45220096.00       | $1664744.67        | Agency Collateralized Mortgage Obligation |
| GNRA 2017-28 IO                                        | 2057-02-16      | 0.6763%  | N/A     | $74070000.00       | $761726.38         | Agency Collateralized Mortgage Obligation |
| FNRA CL017SB R21F017                                   | 2051-04-25      | 0.0000%  | N/A     | $5378000.00        | $58875.52          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-030 SP                                       | 2054-02-20      | 1.6311%  | N/A     | $70000000.00       | $2940178.76        | Agency Collateralized Mortgage Obligation |
| FGRA 4737CZ 12/15/47                                   | 2047-12-15      | 3.0000%  | N/A     | $1091578.00        | $1136033.20        | Agency Collateralized Mortgage Obligation |
| FERA 5129IB 03/25/61                                   | 2061-03-25      | 0.0000%  | N/A     | $119399296.00      | $163347.55         | Agency Collateralized Mortgage Obligation |
| GNRA 2020-115 QS                                       | 2049-06-20      | 0.0000%  | N/A     | $62312128.00       | $185597.58         | Agency Collateralized Mortgage Obligation |
| GNRA 2013-69 SM                                        | 2043-05-20      | 2.1257%  | N/A     | $28603872.00       | $108349.71         | Agency Collateralized Mortgage Obligation |
| FGRA 4796NZ 05/15/48                                   | 2048-05-15      | 4.0000%  | N/A     | $12296000.00       | $5398097.50        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-081 IO                                       | 2062-07-16      | 0.8712%  | N/A     | $245000000.00      | $11720772.16       | Agency Collateralized Mortgage Obligation |
| GNRM 2020-061 BI                                       | 2050-05-20      | 5.0000%  | N/A     | $17101800.00       | $374660.06         | Agency Collateralized Mortgage Obligation |
| GNRM 2020-098 DI                                       | 2050-07-20      | 3.0000%  | N/A     | $16729600.00       | $1486427.66        | Agency Collateralized Mortgage Obligation |
| GNRM 2016-66 KZ                                        | 2046-05-20      | 3.0000%  | N/A     | $10165000.00       | $9323943.53        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-039 G                                        | 2048-04-20      | 3.0000%  | N/A     | $58652288.00       | $51442153.35       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2017-K63          X2-B   20500225 0.10000 | 2050-02-25      | 0.1000%  | N/A     | $235683328.00      | $270093.09         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-020 TG                                       | 2053-02-20      | 0.0500%  | N/A     | $112956160.00      | $132871.02         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-173 AS                                       | 2053-11-20      | 1.4011%  | N/A     | $56784640.00       | $2803495.03        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-150 MS                                       | 2055-09-20      | 0.2511%  | N/A     | $1500000000.00     | $67108589.01       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-021 IO                                       | 2063-06-16      | 0.9140%  | N/A     | $475000000.00      | $24078647.14       | Agency Collateralized Mortgage Obligation |
| FNRA CL040SC R25F040                                   | 2055-06-25      | 2.9282%  | N/A     | $150000000.00      | $17677008.98       | Agency Collateralized Mortgage Obligation |
| GNRA 2018-51 TI                                        | 2043-07-20      | 0.1587%  | N/A     | $17314528.00       | $19573.21          | Agency Collateralized Mortgage Obligation |
| FNRA CL049SL R07F049                                   | 2037-06-25      | 2.4137%  | N/A     | $49987584.00       | $14155.37          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-175 EF                                       | 2055-10-20      | 5.0989%  | N/A     | $42007104.00       | $42025497.46       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-150 SB                                       | 2055-09-20      | 3.1011%  | N/A     | $187500000.00      | $20265139.62       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-181 GS                                       | 2045-02-20      | 0.9011%  | N/A     | $60061312.00       | $751367.87         | Agency Collateralized Mortgage Obligation |
| FNRA CL025YS R19F025                                   | 2046-10-25      | 1.8637%  | N/A     | $78461952.00       | $2805046.95        | Agency Collateralized Mortgage Obligation |
| MNRA CL004X1 R22M004                                   | 2030-05-25      | 0.5234%  | N/A     | $67000000.00       | $220238.46         | Agency Collateralized Mortgage Obligation |
| GNRA 2017-27 IO                                        | 2059-02-16      | 0.5443%  | N/A     | $72000000.00       | $798432.11         | Agency Collateralized Mortgage Obligation |
| FNRM CL033PL R25F033                                   | 2054-05-25      | 5.0000%  | N/A     | $4059664.00        | $3983423.51        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-181 KS                                       | 2054-11-20      | 3.0011%  | N/A     | $33871600.00       | $1204103.84        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-131 IC                                       | 2053-12-20      | 7.0000%  | N/A     | $16775648.00       | $1628707.36        | Agency Collateralized Mortgage Obligation |
| GNRA 2019-11 SK                                        | 2049-09-20      | 0.0000%  | N/A     | $41711360.00       | $182334.07         | Agency Collateralized Mortgage Obligation |
| GNRA 2011-080 LS                                       | 2041-06-16      | 2.0466%  | N/A     | $38063744.00       | $182675.68         | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2019-K97          X2-B   20300125 0.10000 | 2030-01-25      | 0.1000%  | N/A     | $202808320.00      | $655882.11         | Agency Collateralized Mortgage Obligation |
| GNRA 2016-12 MS                                        | 2046-01-20      | 1.5657%  | N/A     | $30193344.00       | $335574.55         | Agency Collateralized Mortgage Obligation |
| GNRM 2022-022 HZ                                       | 2051-09-20      | 3.5000%  | N/A     | $10000000.00       | $5939610.58        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-013 SA                                       | 2053-01-20      | 1.3011%  | N/A     | $2000000.00        | $31940.87          | Agency Collateralized Mortgage Obligation |
| FNRM CL033PD R25F033                                   | 2055-05-25      | 5.2500%  | N/A     | $3953504.00        | $3966469.52        | Agency Collateralized Mortgage Obligation |
| FNRA CL007X R17M007                                    | 2027-02-25      | 0.1423%  | N/A     | $274997248.00      | $102999.62         | Agency Collateralized Mortgage Obligation |
| FNRM CL009AI R17F009                                   | 2047-03-25      | 5.5000%  | N/A     | $65493632.00       | $1555403.99        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-098 XT                                       | 2055-06-20      | 0.0500%  | N/A     | $23100000.00       | $30580.67          | Agency Collateralized Mortgage Obligation |
| FGRA 3972AZ 12/15/41                                   | 2041-12-15      | 3.5000%  | N/A     | $1500000.00        | $187083.77         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-095 SN                                       | 2054-06-20      | 3.1511%  | N/A     | $81793536.00       | $4968896.80        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-098 IG                                       | 2051-06-20      | 3.0000%  | N/A     | $30000000.00       | $3372189.57        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-134 ES                                       | 2050-09-20      | 0.0000%  | N/A     | $26381440.00       | $287664.02         | Agency Collateralized Mortgage Obligation |
| FNRA CL051SA R23F051                                   | 2053-11-25      | 1.9282%  | N/A     | $31508096.00       | $1130729.17        | Agency Collateralized Mortgage Obligation |
| GNRM 2016-81 IB                                        | 2046-06-20      | 5.0000%  | N/A     | $349000.00         | $5787.86           | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-S06       X      20260825 FLT     | 2026-08-25      | 1.0933%  | N/A     | $25622000.00       | $29644.30          | Agency Collateralized Mortgage Obligation |
| GNRA 2015-090 WS                                       | 2045-06-20      | 1.8015%  | N/A     | $16748032.00       | $101237.11         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-146 TS                                       | 2054-09-20      | 1.2311%  | N/A     | $30000000.00       | $1377012.09        | Agency Collateralized Mortgage Obligation |
| FNRA CL043IM R22F043                                   | 2046-11-25      | 0.3793%  | N/A     | $26071488.00       | $120679.54         | Agency Collateralized Mortgage Obligation |
| FGRA 4545SA 01/15/46                                   | 2046-01-15      | 1.8435%  | N/A     | $187089664.00      | $2703356.85        | Agency Collateralized Mortgage Obligation |
| GNRM 2020-063 IJ                                       | 2046-04-20      | 3.0000%  | N/A     | $30557568.00       | $33107.19          | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2019-K102         X2-B   20300425 0.10000 | 2030-04-25      | 0.1000%  | N/A     | $256553472.00      | $908455.84         | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2018-K84          X2-B   20511125 FLT     | 2051-11-25      | 0.1000%  | N/A     | $275055104.00      | $737147.68         | Agency Collateralized Mortgage Obligation |
| FGRA 4793SC 05/15/48                                   | 2048-05-15      | 1.9435%  | N/A     | $97046080.00       | $1585244.31        | Agency Collateralized Mortgage Obligation |
| FGRA 3410SD 02/15/38                                   | 2038-02-15      | 2.7435%  | N/A     | $50000000.00       | $111647.25         | Agency Collateralized Mortgage Obligation |
| GNRA 2015-037 IO                                       | 2056-10-16      | 0.6113%  | N/A     | $205095424.00      | $712781.29         | Agency Collateralized Mortgage Obligation |
| GNRA 2021-129 IO                                       | 2063-06-16      | 0.9828%  | N/A     | $267966000.00      | $17321738.28       | Agency Collateralized Mortgage Obligation |
| FGRA 3621HZ 01/15/40                                   | 2040-01-15      | 5.0000%  | N/A     | $6000000.00        | $1003581.72        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-039 SA                                       | 2051-02-20      | 0.0000%  | N/A     | $58333312.00       | $396655.77         | Agency Collateralized Mortgage Obligation |
| FNRM CL147WI R12F147                                   | 2033-01-25      | 4.0000%  | N/A     | $21488000.00       | $81794.46          | Agency Collateralized Mortgage Obligation |
| FGRA 4542SA 01/15/45                                   | 2045-01-15      | 1.7935%  | N/A     | $26666656.00       | $313442.70         | Agency Collateralized Mortgage Obligation |
| GNRA 2007-034 IO                                       | 2047-05-16      | 1.6650%  | N/A     | $89997312.00       | $88309.08          | Agency Collateralized Mortgage Obligation |
| GNRA 2020-146 SC                                       | 2050-10-20      | 0.0000%  | N/A     | $7000000.00        | $94805.83          | Agency Collateralized Mortgage Obligation |
| GNRA 2023-158 IO                                       | 2065-06-16      | 0.7625%  | N/A     | $100000000.00      | $5940352.95        | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2020-K113         X2-B   20530525 0.10000 | 2053-05-25      | 0.1000%  | N/A     | $121286400.00      | $483690.16         | Agency Collateralized Mortgage Obligation |
| GNRA 2019-28 IT                                        | 2040-04-16      | 0.2521%  | N/A     | $35232384.00       | $83090.48          | Agency Collateralized Mortgage Obligation |
| GNRA 2021-046 SC                                       | 2051-03-20      | 0.0000%  | N/A     | $11000000.00       | $42440.33          | Agency Collateralized Mortgage Obligation |
| GNRM 2022-120 CI                                       | 2044-10-20      | 5.0000%  | N/A     | $5795344.00        | $124562.19         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-060 S                                        | 2055-04-20      | 1.8511%  | N/A     | $109452960.00      | $5007324.80        | Agency Collateralized Mortgage Obligation |
| GNRM 2017-155 BI                                       | 2047-10-16      | 6.0000%  | N/A     | $16765696.00       | $526835.64         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-098 SY                                       | 2065-06-20      | 1.1011%  | N/A     | $55000000.00       | $1309460.73        | Agency Collateralized Mortgage Obligation |
| GNRA 2014-036 S                                        | 2044-03-20      | 2.1257%  | N/A     | $215529728.00      | $1096370.20        | Agency Collateralized Mortgage Obligation |
| FNRA RC106JC R05F106                                   | 2035-12-25      | 7.1433%  | N/A     | $13047648.00       | $1043210.34        | Agency Collateralized Mortgage Obligation |
| GNRA 2010-047 VS                                       | 2037-11-16      | 2.1766%  | N/A     | $63076736.00       | $136716.01         | Agency Collateralized Mortgage Obligation |
| GNRA 2013-111 FA                                       | 2043-07-20      | 4.3743%  | N/A     | $63715584.00       | $4098269.35        | Agency Collateralized Mortgage Obligation |
| FNRM CL014KI R18F014                                   | 2048-03-25      | 6.0000%  | N/A     | $30796256.00       | $1304900.60        | Agency Collateralized Mortgage Obligation |
| FNRM CL038IO R19F038                                   | 2039-07-25      | 4.0000%  | N/A     | $33843456.00       | $958488.31         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-039 CS                                       | 2055-03-20      | 0.4011%  | N/A     | $200000000.00      | $2807389.55        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-052 IO                                       | 2066-02-16      | 0.4333%  | N/A     | $100000000.00      | $4860732.14        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-097 TZ                                       | 2050-10-20      | 3.0000%  | N/A     | $30072832.00       | $1107323.75        | Agency Collateralized Mortgage Obligation |
| GNRA 2018-020 IO                                       | 2059-12-16      | 0.3761%  | N/A     | $113007488.00      | $877354.13         | Agency Collateralized Mortgage Obligation |
| GNRA 2014-003 KS                                       | 2044-01-16      | 1.4966%  | N/A     | $63160320.00       | $711026.29         | Agency Collateralized Mortgage Obligation |
| FGRA 4444SA 12/15/36                                   | 2036-12-15      | 2.8935%  | N/A     | $47236960.00       | $422633.38         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-150 EZ                                       | 2065-08-20      | 5.0000%  | N/A     | $1434022.00        | $838594.38         | Agency Collateralized Mortgage Obligation |
| FNRA CL090SE R24F090                                   | 2054-06-25      | 1.7782%  | N/A     | $94911488.00       | $4643567.82        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-150 KI                                       | 2055-03-20      | 6.0000%  | N/A     | $8210976.00        | $1332531.51        | Agency Collateralized Mortgage Obligation |
| FNRA CL033PS R24F033                                   | 2053-12-25      | 3.0282%  | N/A     | $87986880.00       | $4071967.29        | Agency Collateralized Mortgage Obligation |
| FNRA RC100SD R10F100                                   | 2040-09-25      | 2.3937%  | N/A     | $122239232.00      | $606165.99         | Agency Collateralized Mortgage Obligation |
| GNRA 2015-002 IO                                       | 2056-06-16      | 0.4098%  | N/A     | $112581376.00      | $195914.17         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-160 ST                                       | 2054-10-20      | 1.9511%  | N/A     | $100000000.00      | $2468137.74        | Agency Collateralized Mortgage Obligation |
| GNRA 2012-005 SA                                       | 2042-01-20      | 2.0257%  | N/A     | $13613296.00       | $87877.28          | Agency Collateralized Mortgage Obligation |
| FNRM CL063WI R13F063                                   | 2033-06-25      | 3.0000%  | N/A     | $35666624.00       | $314405.18         | Agency Collateralized Mortgage Obligation |
| FNRM CL007BG R24F007                                   | 2050-06-25      | 5.5000%  | N/A     | $32954200.00       | $16984619.72       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-064       X3     20450525 FLT     | 2045-05-25      | 2.2167%  | N/A     | $11760000.00       | $352794.33         | Agency Collateralized Mortgage Obligation |
| FGRA 4999IB 01/15/42                                   | 2042-01-15      | 0.5412%  | N/A     | $24906720.00       | $156568.02         | Agency Collateralized Mortgage Obligation |
| GNRA 2020-134 TS                                       | 2050-09-20      | 0.0000%  | N/A     | $41515456.00       | $550110.50         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-070 SB                                       | 2053-05-20      | 1.4011%  | N/A     | $400000000.00      | $7163738.57        | Agency Collateralized Mortgage Obligation |
| FNRA CL047UI R04F047                                   | 2034-06-25      | 5.5000%  | N/A     | $162996224.00      | $132207.23         | Agency Collateralized Mortgage Obligation |
| FNRA CL033PS R16F033                                   | 2046-06-25      | 1.8137%  | N/A     | $49314688.00       | $1323727.41        | Agency Collateralized Mortgage Obligation |
| FGRA 4801ZN 05/15/48                                   | 2048-05-15      | 4.0000%  | N/A     | $8464000.00        | $5407047.78        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-044 KS                                       | 2054-03-20      | 2.5511%  | N/A     | $50000000.00       | $4162055.76        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-028 TV                                       | 2054-07-20      | 0.1000%  | N/A     | $99999744.00       | $98782.00          | Agency Collateralized Mortgage Obligation |
| FGRA 5080TI 10/15/48                                   | 2048-10-15      | 0.0000%  | N/A     | $123379712.00      | $104880.62         | Agency Collateralized Mortgage Obligation |
| GNRA 2021-213 BT                                       | 2051-12-20      | 0.0000%  | N/A     | $73110400.00       | $131777.30         | Agency Collateralized Mortgage Obligation |
| FNRA RC033KT R24F033                                   | 2054-01-25      | 0.0500%  | N/A     | $64999424.00       | $54219.87          | Agency Collateralized Mortgage Obligation |
| GNRM 2021-098 EI                                       | 2051-06-20      | 3.0000%  | N/A     | $51250000.00       | $4404994.58        | Agency Collateralized Mortgage Obligation |
| FNRM CL109NI R10F109                                   | 2040-10-25      | 5.0000%  | N/A     | $71002624.00       | $323457.01         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-019 SM                                       | 2054-02-20      | 1.4511%  | N/A     | $20000000.00       | $793928.57         | Agency Collateralized Mortgage Obligation |
| FNRA CL076TL R24F076                                   | 2054-11-25      | 0.0500%  | N/A     | $8000000.00        | $13444.63          | Agency Collateralized Mortgage Obligation |
| GNRA 2013-158 IO                                       | 2053-08-16      | 1.0232%  | N/A     | $21000000.00       | $71719.85          | Agency Collateralized Mortgage Obligation |
| FERA 4999IK 10/25/42                                   | 2042-10-25      | 0.4655%  | N/A     | $27424224.00       | $106550.66         | Agency Collateralized Mortgage Obligation |
| GNRM 2018-13 PZ                                        | 2048-01-20      | 3.0000%  | N/A     | $555000.00         | $633031.18         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-168 LS                                       | 2065-10-20      | 1.3511%  | N/A     | $285213184.00      | $11703224.35       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-070       X3     20271225 FLT     | 2027-12-25      | 2.1117%  | N/A     | $14642000.00       | $586057.51         | Agency Collateralized Mortgage Obligation |
| GNRA 2020-177 IO                                       | 2062-06-16      | 0.8216%  | N/A     | $37000000.00       | $1751767.17        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-188 TI                                       | 2054-11-20      | 0.1000%  | N/A     | $223702528.00      | $405193.65         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-131 GZ                                       | 2055-08-20      | 5.5000%  | N/A     | $2358996.00        | $2432821.50        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-150 UZ                                       | 2055-09-20      | 4.5000%  | N/A     | $1200546.00        | $1075826.36        | Agency Collateralized Mortgage Obligation |
| FGRM 4379KI 08/15/44                                   | 2044-08-15      | 5.0000%  | N/A     | $61727232.00       | $527765.26         | Agency Collateralized Mortgage Obligation |
| FNRA CL072ST R15F072                                   | 2045-10-25      | 1.4437%  | N/A     | $27702848.00       | $984102.78         | Agency Collateralized Mortgage Obligation |
| FERA 5013CZ 09/25/50                                   | 2050-09-25      | 1.5000%  | N/A     | $11262448.00       | $1442523.51        | Agency Collateralized Mortgage Obligation |
| FGRA 4732QZ 11/15/47                                   | 2047-11-15      | 3.0000%  | N/A     | $3156312.00        | $3536246.12        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-139 TB                                       | 2052-08-20      | 0.0000%  | N/A     | $30000000.00       | $47695.21          | Agency Collateralized Mortgage Obligation |
| GNRA 2021-193 DT                                       | 2051-11-20      | 0.0000%  | N/A     | $24993792.00       | $14822.89          | Agency Collateralized Mortgage Obligation |
| GNRA 2014-098 SM                                       | 2044-07-20      | 2.1257%  | N/A     | $41322624.00       | $242573.92         | Agency Collateralized Mortgage Obligation |
| FGRA 4438ZP 02/15/45                                   | 2045-02-15      | 3.5000%  | N/A     | $2500000.00        | $3149009.61        | Agency Collateralized Mortgage Obligation |
| GNRA 2014-086 IO                                       | 2056-04-16      | 0.3987%  | N/A     | $138044672.00      | $176202.06         | Agency Collateralized Mortgage Obligation |
| FNRM CL045ZK R17F045                                   | 2047-06-25      | 3.5000%  | N/A     | $1425000.00        | $1182379.69        | Agency Collateralized Mortgage Obligation |
| GNRA 2019-152 SC                                       | 2049-12-20      | 1.9257%  | N/A     | $17410848.00       | $436695.09         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-077       X3     20460525 FLT     | 2046-05-25      | 2.3046%  | N/A     | $32193792.00       | $1605839.61        | Agency Collateralized Mortgage Obligation |
| FNRA CL062FM R22F062                                   | 2052-09-25      | 4.7218%  | N/A     | $60000000.00       | $42352017.77       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-063 SD                                       | 2052-04-20      | 0.0000%  | N/A     | $16525696.00       | $281352.27         | Agency Collateralized Mortgage Obligation |
| FNRA CL067AS R19F067                                   | 2040-05-25      | 1.9137%  | N/A     | $54965920.00       | $1791464.76        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-187 SQ                                       | 2050-12-20      | 0.6757%  | N/A     | $19338304.00       | $130317.82         | Agency Collateralized Mortgage Obligation |
| GNRA 2017-142 IO                                       | 2059-11-16      | 0.6632%  | N/A     | $38350000.00       | $231012.67         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-078 TC                                       | 2054-05-20      | 0.1000%  | N/A     | $44600000.00       | $72430.35          | Agency Collateralized Mortgage Obligation |
| FERA 5449SD 07/25/54                                   | 2054-07-25      | 1.0782%  | N/A     | $25000000.00       | $487343.12         | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2019-K89          X2-B   20510125 0.10000 | 2051-01-25      | 0.1000%  | N/A     | $262379520.00      | $780579.07         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-059 FE                                       | 2054-04-20      | 5.1989%  | N/A     | $50000000.00       | $37769191.35       | Agency Collateralized Mortgage Obligation |
| FERA 5575SG 09/25/55                                   | 2055-09-25      | 1.1282%  | N/A     | $50000000.00       | $1986919.10        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-025 CS                                       | 2055-02-20      | 1.1011%  | N/A     | $200000000.00      | $8956228.71        | Agency Collateralized Mortgage Obligation |
| GNRA 2018-119 IO                                       | 2060-05-16      | 0.6825%  | N/A     | $25344320.00       | $220121.82         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-083 DS                                       | 2055-05-20      | 0.1011%  | N/A     | $200000000.00      | $2588011.45        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-146 GI                                       | 2049-10-20      | 0.0000%  | N/A     | $48646720.00       | $168992.81         | Agency Collateralized Mortgage Obligation |
| FHLMCT SLSTT SERIES 2020-3     MRR    20600426 6.50000 | 2060-04-26      | 6.5000%  | N/A     | $86373504.00       | $73571568.73       | Agency Collateralized Mortgage Obligation |
| GNRA 2019-86 CS                                        | 2049-03-20      | 2.0257%  | N/A     | $19007904.00       | $449337.80         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-078 SD                                       | 2054-05-20      | 3.0511%  | N/A     | $45370112.00       | $1593565.77        | Agency Collateralized Mortgage Obligation |
| GNRA 2019-98 SH                                        | 2049-08-20      | 0.0000%  | N/A     | $25000000.00       | $33749.03          | Agency Collateralized Mortgage Obligation |
| FNRA CL018IG R18F018                                   | 2042-04-25      | 0.4909%  | N/A     | $16684896.00       | $52976.25          | Agency Collateralized Mortgage Obligation |
| GNRA 2012-016 SE                                       | 2042-02-16      | 2.0266%  | N/A     | $32671744.00       | $180547.52         | Agency Collateralized Mortgage Obligation |
| FGRA 4238ST 08/15/43                                   | 2043-08-15      | 1.8935%  | N/A     | $124474624.00      | $710645.72         | Agency Collateralized Mortgage Obligation |
| GNRA 2016-110 IO                                       | 2058-05-16      | 0.7975%  | N/A     | $85872384.00       | $749829.01         | Agency Collateralized Mortgage Obligation |
| GNRA 2022-103 LS                                       | 2052-06-20      | 0.0000%  | N/A     | $84996096.00       | $65628.84          | Agency Collateralized Mortgage Obligation |
| FGRA 3597SC 11/15/39                                   | 2039-11-15      | 1.8935%  | N/A     | $109641728.00      | $16065.70          | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-G06       X3     20341025 FLT     | 2034-10-25      | 2.8297%  | N/A     | $3900000.00        | $509107.44         | Agency Collateralized Mortgage Obligation |
| GNRA 2015-051 IO                                       | 2056-12-16      | 0.4699%  | N/A     | $86996608.00       | $150135.01         | Agency Collateralized Mortgage Obligation |
| GNRA 2020-138 SM                                       | 2050-09-20      | 0.0000%  | N/A     | $50000000.00       | $602919.39         | Agency Collateralized Mortgage Obligation |
| FNRM CL056CI R15F056                                   | 2045-08-25      | 6.0000%  | N/A     | $97250000.00       | $2172825.55        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-W01       X3     20290325 FLT     | 2029-03-25      | 4.3782%  | N/A     | $24130336.00       | $209147.30         | Agency Collateralized Mortgage Obligation |
| GNRA 2017-191 IO                                       | 2059-07-16      | 0.5624%  | N/A     | $105112704.00      | $1710320.79        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-142 IO                                       | 2064-07-16      | 0.3172%  | N/A     | $225298000.00      | $6611162.37        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-189 TG                                       | 2052-11-20      | 0.0500%  | N/A     | $117635072.00      | $141472.67         | Agency Collateralized Mortgage Obligation |
| GNRA 2020-003 IO                                       | 2062-02-16      | 0.6155%  | N/A     | $90575360.00       | $1714239.13        | Agency Mortgage-Backed Securities         |
| GNRA 2024-196 HS                                       | 2054-12-20      | 0.5011%  | N/A     | $50000000.00       | $1139765.63        | Agency Collateralized Mortgage Obligation |
| GNRA 2017-179 KS                                       | 2047-12-20      | 2.1257%  | N/A     | $23428544.00       | $814288.18         | Agency Collateralized Mortgage Obligation |
| GNRM 2021-160 NI                                       | 2051-09-20      | 3.0000%  | N/A     | $70666624.00       | $6696321.23        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-189 KS                                       | 2050-12-20      | 0.0000%  | N/A     | $37291200.00       | $588293.82         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-131 ZM                                       | 2065-08-20      | 4.5000%  | N/A     | $600944.00         | $561177.89         | Agency Collateralized Mortgage Obligation |
| FNRA CL095SA R25F095                                   | 2055-10-25      | 1.2282%  | N/A     | $293681664.00      | $22592233.71       | Agency Collateralized Mortgage Obligation |
| FERM 5563MG 11/25/52                                   | 2052-11-25      | 5.0000%  | N/A     | $1309064.00        | $1293678.57        | Agency Collateralized Mortgage Obligation |
| FERA 4999QS 02/25/38                                   | 2038-02-25      | 2.5137%  | N/A     | $19216992.00       | $918902.14         | Agency Collateralized Mortgage Obligation |
| GNRA 2017-018 QS                                       | 2047-02-16      | 2.0266%  | N/A     | $22448320.00       | $815492.49         | Agency Collateralized Mortgage Obligation |
| GNRA 2016-20 GS                                        | 2046-02-20      | 1.8015%  | N/A     | $17548832.00       | $163001.30         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2021-SB83         X1     20410125 FLT     | 2041-01-25      | 0.9455%  | N/A     | $8022000.00        | $178995.46         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-060 BS                                       | 2055-03-20      | 1.7011%  | N/A     | $100000000.00      | $5089566.27        | Agency Collateralized Mortgage Obligation |
| FGRA 4793SD 06/15/48                                   | 2048-06-15      | 1.9435%  | N/A     | $56250000.00       | $736182.60         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-125 CS                                       | 2054-08-20      | 1.2011%  | N/A     | $50000000.00       | $1748246.45        | Agency Collateralized Mortgage Obligation |
| FNRA CL111SA R12F111                                   | 2042-10-25      | 2.4137%  | N/A     | $16443136.00       | $348809.98         | Agency Collateralized Mortgage Obligation |
| FNRA CL060SH R24F060                                   | 2054-09-25      | 1.1782%  | N/A     | $66098048.00       | $2180855.65        | Agency Collateralized Mortgage Obligation |
| GNRM 2023-019 ZN                                       | 2053-02-20      | 5.0000%  | N/A     | $10000000.00       | $11118186.61       | Agency Collateralized Mortgage Obligation |
| GNRA 2017-129 SA                                       | 2047-08-20      | 2.1257%  | N/A     | $1000000.00        | $31544.17          | Agency Collateralized Mortgage Obligation |
| FNRA CL084HS R12F084                                   | 2042-08-25      | 1.8137%  | N/A     | $55000000.00       | $646044.28         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-001 SJ                                       | 2055-01-20      | 1.1011%  | N/A     | $41396720.00       | $1135542.44        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-098 YS                                       | 2055-06-20      | 0.1511%  | N/A     | $167636224.00      | $2314540.96        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-101 TI                                       | 2053-07-20      | 0.0300%  | N/A     | $29999104.00       | $19832.35          | Agency Collateralized Mortgage Obligation |
| FNRM CL047ZA R22F047                                   | 2052-08-25      | 4.5000%  | N/A     | $4637584.00        | $4702570.66        | Agency Collateralized Mortgage Obligation |
| GNRA 2016-169 IO                                       | 2058-06-16      | 0.5151%  | N/A     | $74964480.00       | $643991.72         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-030 MX                                       | 2054-02-20      | 7.0000%  | N/A     | $714286.00         | $61188.15          | Agency Collateralized Mortgage Obligation |
| FNRA CL103AS R13F103                                   | 2043-10-25      | 2.4137%  | N/A     | $33433856.00       | $311556.30         | Agency Collateralized Mortgage Obligation |
| GNRM 2019-18 DC                                        | 2049-02-20      | 5.0000%  | N/A     | $1015530.00        | $1045157.07        | Agency Collateralized Mortgage Obligation |
| FNRA CL108SB R06F108                                   | 2036-11-25      | 2.4137%  | N/A     | $161500000.00      | $209534.08         | Agency Collateralized Mortgage Obligation |
| GNRA 2022-081 TY                                       | 2052-05-20      | 0.0000%  | N/A     | $49999872.00       | $49510.11          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-174 AS                                       | 2055-10-20      | 1.3011%  | N/A     | $50000000.00       | $1973572.38        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-114 AS                                       | 2055-07-20      | 1.0711%  | N/A     | $174949120.00      | $8421988.24        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-097 SC                                       | 2051-06-20      | 0.0000%  | N/A     | $12000000.00       | $325004.70         | Agency Collateralized Mortgage Obligation |
| FERA 5500TB 10/25/54                                   | 2054-10-25      | 0.1000%  | N/A     | $20070624.00       | $58201.49          | Agency Collateralized Mortgage Obligation |
| GNRM 2020-007 PI                                       | 2050-01-20      | 3.5000%  | N/A     | $317333.00         | $23280.00          | Agency Collateralized Mortgage Obligation |
| GNRA 2022-092 EI                                       | 2064-02-16      | 0.8082%  | N/A     | $15100000.00       | $807034.08         | Agency Collateralized Mortgage Obligation |
| GNRA 2014-127 SW                                       | 2044-08-20      | 2.6821%  | N/A     | $22894640.00       | $80617.57          | Agency Collateralized Mortgage Obligation |
| FNRM CL026AI R17F026                                   | 2047-04-25      | 6.0000%  | N/A     | $18688928.00       | $567310.79         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-002 QS                                       | 2055-01-20      | 1.9511%  | N/A     | $20000000.00       | $631680.32         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-083 SG                                       | 2055-04-20      | 0.2011%  | N/A     | $325000000.00      | $3472552.90        | Agency Collateralized Mortgage Obligation |
| FNRM CL040P R25F040                                    | 2054-10-25      | 5.0000%  | N/A     | $69275008.00       | $66847990.32       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-175 FL                                       | 2055-10-20      | 5.1489%  | N/A     | $25000000.00       | $25055530.47       | Agency Collateralized Mortgage Obligation |
| FGRA 4664TZ 03/15/47                                   | 2047-03-15      | 3.0000%  | N/A     | $31293000.00       | $24562784.40       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-SG1       X3     20300925 FLT     | 2030-09-25      | 3.0339%  | N/A     | $3532000.00        | $405840.97         | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2019-KG02         X2-A   20290825 0.10000 | 2029-08-25      | 0.1000%  | N/A     | $489726000.00      | $1343800.73        | Agency Collateralized Mortgage Obligation |
| FNRA CL061SB R18F061                                   | 2048-08-25      | 2.0137%  | N/A     | $34494080.00       | $524039.48         | Agency Collateralized Mortgage Obligation |
| GNRM 2016-17 GI                                        | 2046-08-20      | 3.5000%  | N/A     | $25414560.00       | $224352.07         | Agency Collateralized Mortgage Obligation |
| GNRM 2021-008 ZM                                       | 2051-01-20      | 2.0000%  | N/A     | $2295000.00        | $134003.90         | Agency Collateralized Mortgage Obligation |
| FERA 5440SH 07/25/54                                   | 2054-07-25      | 1.8282%  | N/A     | $50000000.00       | $1750931.33        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-150 ES                                       | 2065-09-20      | 0.6511%  | N/A     | $28245344.00       | $613996.65         | Agency Collateralized Mortgage Obligation |
| GNRA 2014-18 SA                                        | 2043-08-20      | 2.6257%  | N/A     | $17901696.00       | $113506.22         | Agency Collateralized Mortgage Obligation |
| FNRA CL064TI R18F064                                   | 2040-01-25      | 0.3489%  | N/A     | $35132544.00       | $46489.93          | Agency Collateralized Mortgage Obligation |
| GNRA 2016-035 IO                                       | 2058-03-16      | 0.7401%  | N/A     | $55340544.00       | $284830.17         | Agency Collateralized Mortgage Obligation |
| GNRM 2020-016 ID                                       | 2047-01-20      | 4.5000%  | N/A     | $6880000.00        | $146882.39         | Agency Collateralized Mortgage Obligation |
| GNRA 2012-061 SM                                       | 2042-05-16      | 2.5266%  | N/A     | $20000000.00       | $769981.28         | Agency Collateralized Mortgage Obligation |
| GNRA 2022-073 IO                                       | 2064-07-16      | 0.5559%  | N/A     | $125000000.00      | $5431061.17        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-063       X3     20450225 FLT     | 2045-02-25      | 2.1496%  | N/A     | $24839000.00       | $619901.09         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-160 SH                                       | 2062-09-20      | 1.2211%  | N/A     | $26326208.00       | $285570.07         | Agency Collateralized Mortgage Obligation |
| GNRM 2012-113 NI                                       | 2042-04-20      | 4.5000%  | N/A     | $59146240.00       | $12742.74          | Agency Collateralized Mortgage Obligation |
| FGRM 4708KD 11/15/46                                   | 2046-11-15      | 2.0000%  | N/A     | $9337856.00        | $1838050.62        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-109 AI                                       | 2060-05-16      | 0.8360%  | N/A     | $11800000.00       | $546171.57         | Agency Collateralized Mortgage Obligation |
| GNRA 2022-063 ET                                       | 2050-10-20      | 0.0000%  | N/A     | $30000000.00       | $52086.04          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-098 SC                                       | 2055-05-20      | 1.7011%  | N/A     | $32891328.00       | $2427729.63        | Agency Collateralized Mortgage Obligation |
| FGRA 4499CZ 08/15/45                                   | 2045-08-15      | 3.5000%  | N/A     | $125000.00         | $160352.92         | Agency Collateralized Mortgage Obligation |
| GNRA 2020-164 SE                                       | 2050-11-20      | 0.0000%  | N/A     | $70867584.00       | $613382.42         | Agency Collateralized Mortgage Obligation |
| GNRA 2019-10 SG                                        | 2049-09-20      | 0.0000%  | N/A     | $30000000.00       | $66785.55          | Agency Collateralized Mortgage Obligation |
| GNRA 2015-157 SA                                       | 2045-10-20      | 1.6457%  | N/A     | $43805824.00       | $318105.31         | Agency Collateralized Mortgage Obligation |
| GNRA 2022-045 SG                                       | 2050-05-20      | 0.0000%  | N/A     | $61177216.00       | $627392.59         | Agency Collateralized Mortgage Obligation |
| GNRA 2014-138 IO                                       | 2056-04-16      | 0.5055%  | N/A     | $134575360.00      | $281271.19         | Agency Collateralized Mortgage Obligation |
| FGRA 4074SE 07/15/42                                   | 2042-07-15      | 2.3435%  | N/A     | $55904128.00       | $464473.07         | Agency Collateralized Mortgage Obligation |
| GNRM 2013-070 IO                                       | 2041-12-16      | 4.5000%  | N/A     | $30020832.00       | $314078.72         | Agency Collateralized Mortgage Obligation |
| GNRA 2014-054 IO                                       | 2055-09-16      | 0.2538%  | N/A     | $109756416.00      | $51303.33          | Agency Collateralized Mortgage Obligation |
| FGRA 5152DT 10/15/61                                   | 2061-10-15      | 0.0000%  | N/A     | $58032128.00       | $16881.76          | Agency Collateralized Mortgage Obligation |
| GNRA 2015-085 IO                                       | 2057-07-16      | 0.2904%  | N/A     | $135005000.00      | $380088.77         | Agency Collateralized Mortgage Obligation |
| GNRA 2008-028 IO                                       | 2049-10-16      | 2.6685%  | N/A     | $101561000.00      | $114278.89         | Agency Collateralized Mortgage Obligation |
| FNRA CL095SB R25F095                                   | 2055-10-25      | 1.2782%  | N/A     | $55920448.00       | $4103381.24        | Agency Collateralized Mortgage Obligation |
| FNRA CL005NS R11F005                                   | 2040-09-25      | 0.8137%  | N/A     | $67766016.00       | $137040.49         | Agency Collateralized Mortgage Obligation |
| FGRM 4334AI 08/15/36                                   | 2036-08-15      | 4.5000%  | N/A     | $19743072.00       | $125225.55         | Agency Collateralized Mortgage Obligation |
| GNRA 2018-03 IO                                        | 2059-05-16      | 0.6054%  | N/A     | $62400000.00       | $626798.04         | Agency Collateralized Mortgage Obligation |
| GNRA 2019-20 SC                                        | 2049-02-20      | 2.0257%  | N/A     | $9801000.00        | $230700.04         | Agency Collateralized Mortgage Obligation |
| GNRA 2016-49 MS                                        | 2046-04-20      | 1.9257%  | N/A     | $36853056.00       | $417053.59         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-160 WS                                       | 2054-10-20      | 0.6511%  | N/A     | $30000000.00       | $1552503.62        | Agency Collateralized Mortgage Obligation |
| FGRA 3408AI 01/15/38                                   | 2038-01-15      | 1.9935%  | N/A     | $100000000.00      | $427596.55         | Agency Collateralized Mortgage Obligation |
| GNRM 2024-005 MI                                       | 2054-01-20      | 6.0000%  | N/A     | $11347152.00       | $1046438.21        | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2017-3      MB     20560725 3.00000 | 2056-07-25      | 3.0000%  | N/A     | $8000000.00        | $6453064.00        | Agency Collateralized Mortgage Obligation |
| FGRM 4425EA 01/15/45                                   | 2045-01-15      | 2.0000%  | N/A     | $50000000.00       | $3397433.67        | Agency Collateralized Mortgage Obligation |
| GNRA 2016-086 IO                                       | 2058-03-16      | 0.9896%  | N/A     | $104827008.00      | $1327476.34        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-164 HF                                       | 2053-11-20      | 5.9489%  | N/A     | $100000000.00      | $35527735.70       | Agency Collateralized Mortgage Obligation |
| FNRM CL017GB R16F017                                   | 2045-05-25      | 2.5000%  | N/A     | $25000000.00       | $1561651.76        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-092 ZA                                       | 2067-05-16      | 5.0000%  | N/A     | $5000000.00        | $4978989.42        | Agency Collateralized Mortgage Obligation |
| GNRA 2014-148 IO                                       | 2056-10-16      | 0.4005%  | N/A     | $112730752.00      | $242383.22         | Agency Collateralized Mortgage Obligation |
| FNRM CL042QI R13F042                                   | 2043-05-25      | 4.0000%  | N/A     | $62488576.00       | $16168.63          | Agency Collateralized Mortgage Obligation |
| FNRA CL049SQ R12F049                                   | 2042-05-25      | 2.3137%  | N/A     | $40000000.00       | $332162.85         | Agency Collateralized Mortgage Obligation |
| FNRM RC010DI R20F010                                   | 2060-03-25      | 4.0000%  | N/A     | $15293872.00       | $1017988.11        | Agency Collateralized Mortgage Obligation |
| FNRA CL085SH R25F085                                   | 2055-10-25      | 0.6282%  | N/A     | $188985600.00      | $5857369.34        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-103 SA                                       | 2052-05-20      | 0.0000%  | N/A     | $53074624.00       | $541821.14         | Agency Collateralized Mortgage Obligation |
| FNRM CL042NY R21F042                                   | 2051-07-25      | 2.5000%  | N/A     | $6772000.00        | $4627341.46        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-083 YF                                       | 2055-04-20      | 5.8589%  | N/A     | $62108500.00       | $60797616.05       | Agency Collateralized Mortgage Obligation |
| FGRA 03360Z 08/15/37                                   | 2037-08-15      | 5.5000%  | N/A     | $9752000.00        | $95029.05          | Agency Collateralized Mortgage Obligation |
| GNRA 2021-194 SD                                       | 2051-11-20      | 0.0000%  | N/A     | $50000000.00       | $436907.42         | Agency Collateralized Mortgage Obligation |
| GNRA 2019-29 BS                                        | 2049-03-20      | 1.9757%  | N/A     | $79855360.00       | $920452.56         | Agency Collateralized Mortgage Obligation |
| FGRM 4151AI 01/15/33                                   | 2033-01-15      | 3.0000%  | N/A     | $26735552.00       | $183932.91         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-028 ES                                       | 2065-02-20      | 1.8511%  | N/A     | $141569024.00      | $3281403.00        | Agency Collateralized Mortgage Obligation |
| GNRA 2019-74 UF                                        | 2049-06-20      | 4.0000%  | N/A     | $150000000.00      | $29293986.89       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-063 IO                                       | 2061-04-16      | 0.8155%  | N/A     | $26286112.00       | $1425679.35        | Agency Collateralized Mortgage Obligation |
| FERM 5350ET 11/25/53                                   | 2053-11-25      | 0.0500%  | N/A     | $100000000.00      | $176217.62         | Agency Collateralized Mortgage Obligation |
| GNRM 2023-020 IO                                       | 2053-02-20      | 6.0000%  | N/A     | $5751856.00        | $636051.83         | Agency Collateralized Mortgage Obligation |
| GNRA 2017-72 EI                                        | 2044-04-20      | 3.3886%  | N/A     | $17346912.00       | $129591.51         | Agency Collateralized Mortgage Obligation |
| FNRA CL122MS R12F122                                   | 2042-11-25      | 1.9137%  | N/A     | $21600000.00       | $266366.85         | Agency Collateralized Mortgage Obligation |
| FNRA CL064SA R20F064                                   | 2050-09-25      | 0.0000%  | N/A     | $37985984.00       | $126318.26         | Agency Collateralized Mortgage Obligation |
| FNRA CL018SB R19F018                                   | 2049-05-25      | 1.8637%  | N/A     | $18620928.00       | $531749.12         | Agency Collateralized Mortgage Obligation |
| FNRA CL076DS R24F076                                   | 2053-07-25      | 0.9782%  | N/A     | $47816704.00       | $587766.39         | Agency Collateralized Mortgage Obligation |

### Security 186: Federal National Mortgage Association Variable Rate Notes

- **C.1 - Title:** Federal National Mortgage Association Variable Rate Notes
- **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):** $542588593.29
- **C.18.a - Value (excl. sponsor support):** $542588593.29
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** Moody's: Aa1; Standard & Poor's: AA+; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Natixis SA

- **C.1 - Title:** Natixis SA
- **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: N/A, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: BYDVC3YQ9
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 3/4 BOND 43        | 2043-11-15      | 3.7500%  | N/A     | $100.00            | $89.89             | U.S. Treasuries (including strips) |
| 4 3/8 NOTE G 32      | 2032-01-31      | 4.3750%  | N/A     | $8152400.00        | $8573441.33        | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 28     | 2028-09-15      | 3.3750%  | N/A     | $96999100.00       | $97410295.80       | U.S. Treasuries (including strips) |
| 1 3/8 BOND 50        | 2050-08-15      | 1.3750%  | N/A     | $1500.00           | $772.52            | U.S. Treasuries (including strips) |
| 1 1/2 NOTE B 30      | 2030-02-15      | 1.5000%  | N/A     | $200.00            | $185.04            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 31      | 2031-03-31      | 4.1250%  | N/A     | $200.00            | $206.23            | U.S. Treasuries (including strips) |
| 2 3/4 NOTE E 32      | 2032-08-15      | 2.7500%  | N/A     | $20948600.00       | $19885594.03       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34      | 2034-11-15      | 4.2500%  | N/A     | $100.00            | $102.58            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BM 25     | 2025-12-31      | 4.2500%  | N/A     | $200.00            | $203.55            | U.S. Treasuries (including strips) |
| 4 BOND 42            | 2042-11-15      | 4.0000%  | N/A     | $600.00            | $563.37            | U.S. Treasuries (including strips) |
| 4 NOTE AB 29         | 2029-07-31      | 4.0000%  | N/A     | $3297800.00        | $3395063.59        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AT 28     | 2028-10-15      | 3.5000%  | N/A     | $57590500.00       | $57865826.89       | U.S. Treasuries (including strips) |
| 4 7/8 NOTE AF 28     | 2028-10-31      | 4.8750%  | N/A     | $146848400.00      | $153034494.32      | U.S. Treasuries (including strips) |
| 2 3/4 NOTE AB 27     | 2027-07-31      | 2.7500%  | N/A     | $19795800.00       | $19723493.69       | U.S. Treasuries (including strips) |
| BILL 02/26/26        | 2026-02-26      | 0.0000%  | N/A     | $400.00            | $396.24            | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AG 28     | 2028-11-30      | 4.3750%  | N/A     | $54786100.00       | $57353701.47       | U.S. Treasuries (including strips) |
| 2 NOTE F 26          | 2026-11-15      | 2.0000%  | N/A     | $1000.00           | $985.05            | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 26      | 2026-05-15      | 1.6250%  | N/A     | $7189700.00        | $7122573.82        | U.S. Treasuries (including strips) |
| FNMS 03.000 CLFM2834 | 2046-11-01      | 3.0000%  | N/A     | $2120.00           | $665.73            | Agency Mortgage-Backed Securities  |
| 2 1/2 NOTE W 27      | 2027-03-31      | 2.5000%  | N/A     | $132525000.00      | $131202691.76      | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AH 26     | 2026-12-31      | 1.2500%  | N/A     | $43524900.00       | $42648181.25       | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 27      | 2027-05-15      | 2.3750%  | N/A     | $34997900.00       | $34441604.90       | U.S. Treasuries (including strips) |
| MNAR XX.XXX HYBL1890 | 2034-05-01      | 3.5000%  | N/A     | $1000.00           | $932.07            | Agency Mortgage-Backed Securities  |
| 4 NOTE V 28          | 2028-02-29      | 4.0000%  | N/A     | $51098400.00       | $52167749.20       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 32      | 2032-03-31      | 4.1250%  | N/A     | $66063200.00       | $68056070.84       | U.S. Treasuries (including strips) |
| FNMS 03.000 CLCB3121 | 2052-02-01      | 3.0000%  | N/A     | $1121.00           | $733.78            | Agency Mortgage-Backed Securities  |
| 4 1/4 NOTE U 30      | 2030-01-31      | 4.2500%  | N/A     | $25999600.00       | $27066849.67       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE L 29      | 2029-05-31      | 2.7500%  | N/A     | $13936300.00       | $13779652.18       | U.S. Treasuries (including strips) |
| 2 1/4 BOND 46        | 2046-08-15      | 2.2500%  | N/A     | $500.00            | $342.16            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE E 35      | 2035-08-15      | 4.2500%  | N/A     | $14583200.00       | $15072267.43       | U.S. Treasuries (including strips) |
| 4 NOTE H 30          | 2030-02-28      | 4.0000%  | N/A     | $6999900.00        | $7193127.02        | U.S. Treasuries (including strips) |
| BILL 01/20/26        | 2026-01-20      | 0.0000%  | N/A     | $1000.00           | $994.36            | U.S. Treasuries (including strips) |
| 2 BOND 41            | 2041-11-15      | 2.0000%  | N/A     | $100.00            | $71.51             | U.S. Treasuries (including strips) |
| BILL 01/15/26        | 2026-01-15      | 0.0000%  | N/A     | $100.00            | $99.49             | U.S. Treasuries (including strips) |

### Security 188: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYDVC3WV0
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch: F1+; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| TINT 01/31/27    | 2027-01-31      | 0.0000%  | N/A     | $0.10              | $0.10              | U.S. Treasuries (including strips) |
| TINT 11/15/54    | 2054-11-15      | 0.0000%  | N/A     | $390.00            | $98.10             | U.S. Treasuries (including strips) |
| TRFR BB 04/30/27 | 2027-04-30      | 3.9404%  | N/A     | $400.00            | $401.18            | U.S. Treasuries (including strips) |
| TINT 08/15/49    | 2049-08-15      | 0.0000%  | N/A     | $1146.88           | $359.03            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33  | 2033-02-15      | 3.5000%  | N/A     | $100.00            | $99.07             | U.S. Treasuries (including strips) |
| TINT 02/15/38    | 2038-02-15      | 0.0000%  | N/A     | $163.84            | $95.81             | U.S. Treasuries (including strips) |
| 2 TRIB 26        | 2026-01-15      | 2.0000%  | N/A     | $500.00            | $823.43            | U.S. Treasuries (including strips) |
| 2 3/8 TPRN 49    | 2049-11-15      | 0.0000%  | N/A     | $1000.00           | $315.92            | U.S. Treasuries (including strips) |
| 4 1/4 BOND 40    | 2040-11-15      | 4.2500%  | N/A     | $2075500.00        | $2036767.52        | U.S. Treasuries (including strips) |
| TINT 01/31/26    | 2026-01-31      | 0.0000%  | N/A     | $51.50             | $51.18             | U.S. Treasuries (including strips) |
| 4 3/4 TPRN 55    | 2055-08-15      | 0.0000%  | N/A     | $4000.00           | $988.76            | U.S. Treasuries (including strips) |

### Security 189: Fixed Income Clearing Corporation - GS

- **C.1 - Title:** Fixed Income Clearing Corporation - GS
- **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: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDVC3XU1
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 2.5000%  | N/A     | $9334448.00        | $6367723.98        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2031-07-01      | 4.5000%  | N/A     | $775000.00         | $40117.91          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-06-01      | 4.0000%  | N/A     | $1250000.00        | $92718.31          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-11-01      | 4.5000%  | N/A     | $83313920.00       | $82938716.02       | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                 | 2030-06-30      | 3.7500%  | N/A     | $3510900.00        | $3588993.75        | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 5.5000%  | N/A     | $1624770.00        | $1664163.35        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-03-01      | 4.5000%  | N/A     | $188502784.00      | $32705591.73       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.5000%  | N/A     | $469000.00         | $356592.27         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.5000%  | N/A     | $1152750.00        | $1211757.04        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-08-01      | 3.5000%  | N/A     | $386000.00         | $135714.91         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-07-01      | 2.5000%  | N/A     | $3900000.00        | $1381223.32        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 6.0000%  | N/A     | $2387580.00        | $2145815.82        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 5.5000%  | N/A     | $5573072.00        | $4010371.21        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-03-01      | 3.5000%  | N/A     | $1000000.00        | $105867.32         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 5.0000%  | N/A     | $8010784.00        | $8055187.78        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 5.0000%  | N/A     | $26552576.00       | $26302319.41       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-08-01      | 2.5000%  | N/A     | $3059000.00        | $355777.67         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 5.5000%  | N/A     | $34394880.00       | $34787663.24       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-01-01      | 2.5000%  | N/A     | $13496992.00       | $1873522.91        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.0000%  | N/A     | $741227.00         | $700059.27         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.0000%  | N/A     | $1312610.00        | $830063.78         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-03-01      | 2.0000%  | N/A     | $125000.00         | $61063.58          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 6.0000%  | N/A     | $1523096.00        | $1447067.73        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.5000%  | N/A     | $100000000.00      | $55947976.41       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.5000%  | N/A     | $100000.00         | $83563.60          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.5000%  | N/A     | $574000.00         | $467259.19         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 5.5000%  | N/A     | $1073768.00        | $1029576.55        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.5000%  | N/A     | $2163216.00        | $2202260.35        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.5000%  | N/A     | $597000.00         | $300948.55         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 4.5000%  | N/A     | $6350000.00        | $4991432.51        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 4.0000%  | N/A     | $1698134.00        | $1412007.47        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.5000%  | N/A     | $60139264.00       | $51163012.43       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-09-01      | 4.5000%  | N/A     | $1951442.00        | $144489.08         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 6.0000%  | N/A     | $50013040.00       | $46596842.43       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 5.5000%  | N/A     | $2405192.00        | $2456308.64        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-05-01      | 3.5000%  | N/A     | $35463168.00       | $4832808.96        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 6.0000%  | N/A     | $32777920.00       | $26805641.27       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-12-01      | 3.0000%  | N/A     | $850000.00         | $308721.95         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.0000%  | N/A     | $85186688.00       | $83382052.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 5.0000%  | N/A     | $400000.00         | $274660.82         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.0000%  | N/A     | $9201936.00        | $6674251.34        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                 | 2033-02-15      | 3.5000%  | N/A     | $156583200.00      | $155130329.16      | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.0000%  | N/A     | $1051620.00        | $777890.94         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-07-01      | 3.5000%  | N/A     | $6679008.00        | $2477899.92        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 5.0000%  | N/A     | $1000000.00        | $829412.71         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-06-01      | 4.0000%  | N/A     | $381972.00         | $131204.02         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-08-01      | 3.0000%  | N/A     | $841667.00         | $629863.07         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-11-01      | 3.5000%  | N/A     | $3208992.00        | $914630.32         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-06-01      | 4.0000%  | N/A     | $15757952.00       | $6247943.20        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-03-01      | 3.0000%  | N/A     | $100000.00         | $68332.24          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-08-01      | 3.5000%  | N/A     | $1500000.00        | $248895.95         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.0000%  | N/A     | $9795000.00        | $7459101.17        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-04-01      | 3.5000%  | N/A     | $132000.00         | $21480.25          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-09-01      | 4.0000%  | N/A     | $908821.00         | $230432.77         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-09-01      | 5.0000%  | N/A     | $7107544.00        | $52284.93          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2033-01-01      | 3.5000%  | N/A     | $866966.00         | $139159.89         | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                 | 2030-08-15      | 0.6250%  | N/A     | $22099800.00       | $19319275.83       | U.S. Treasuries (including strips) |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-06-01      | 4.0000%  | N/A     | $200000.00         | $33062.82          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-04-01      | 3.5000%  | N/A     | $1083634.00        | $594122.01         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-02-01      | 5.5000%  | N/A     | $1030286.00        | $899804.03         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-01-01      | 2.5000%  | N/A     | $100000.00         | $64028.24          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 5.5000%  | N/A     | $1256426.00        | $1286614.15        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-05-01      | 3.5000%  | N/A     | $14216496.00       | $5710045.98        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-11-01      | 4.0000%  | N/A     | $4563064.00        | $837904.51         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-04-01      | 3.0000%  | N/A     | $2000000.00        | $865422.04         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-05-01      | 2.0000%  | N/A     | $11000000.00       | $6041097.99        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-12-01      | 2.0000%  | N/A     | $820000.00         | $521640.40         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.5000%  | N/A     | $5486280.00        | $5759851.61        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-12-01      | 4.0000%  | N/A     | $127942656.00      | $10254149.75       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.5000%  | N/A     | $155451.00         | $84960.24          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-03-01      | 3.0000%  | N/A     | $696504.00         | $488538.62         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 3.0000%  | N/A     | $35336000.00       | $13623738.59       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 5.5000%  | N/A     | $1005000.00        | $882605.36         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-09-01      | 5.0000%  | N/A     | $1941944.00        | $1899174.87        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2030-11-01      | 3.5000%  | N/A     | $1065000.00        | $143714.74         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 6.0000%  | N/A     | $400000.00         | $307211.38         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 3.0000%  | N/A     | $47622464.00       | $20467027.05       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 6.5000%  | N/A     | $1646238.00        | $1717287.41        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.0000%  | N/A     | $510556.00         | $369250.99         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.5000%  | N/A     | $7617808.00        | $7817872.14        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-02-01      | 3.0000%  | N/A     | $209058.00         | $72518.40          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 4.5000%  | N/A     | $1200000.00        | $216898.48         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 6.0000%  | N/A     | $1304396.00        | $1133702.09        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.5000%  | N/A     | $5000000.00        | $4184311.48        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.0000%  | N/A     | $100000.00         | $70277.84          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 4.0000%  | N/A     | $7523000.00        | $6000683.12        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2039-04-01      | 6.0000%  | N/A     | $23452064.00       | $6595383.65        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.5000%  | N/A     | $77548880.00       | $66632467.78       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 6.0000%  | N/A     | $4913000.00        | $4263656.27        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 4.0000%  | N/A     | $292825.00         | $240697.18         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-06-01      | 5.0000%  | N/A     | $17174144.00       | $15513628.69       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-08-01      | 4.5000%  | N/A     | $6754000.00        | $1443361.84        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-06-01      | 2.5000%  | N/A     | $2083992.00        | $427052.10         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-12-01      | 3.5000%  | N/A     | $8300000.00        | $2448595.89        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-01-01      | 4.0000%  | N/A     | $1000000.00        | $83580.73          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-12-01      | 3.5000%  | N/A     | $3000000.00        | $847804.36         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2033-04-01      | 3.5000%  | N/A     | $1265876.00        | $73815.89          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-07-01      | 4.0000%  | N/A     | $3985000.00        | $860582.43         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | N/A     | $55663872.00       | $41964148.51       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2033-01-01      | 3.5000%  | N/A     | $6000000.00        | $1366437.26        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | N/A     | $1799502.00        | $1855967.65        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-06-01      | 3.0000%  | N/A     | $51163264.00       | $45207578.49       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-02-01      | 4.5000%  | N/A     | $3000000.00        | $213699.65         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-05-01      | 4.5000%  | N/A     | $20532704.00       | $18180958.30       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-08-01      | 5.5000%  | N/A     | $34788040.00       | $34928226.52       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-07-01      | 2.5000%  | N/A     | $1061212.00        | $93825.16          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-01-01      | 4.5000%  | N/A     | $1701000.00        | $571893.17         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-08-01      | 5.5000%  | N/A     | $2210492.00        | $2166121.09        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 6.5000%  | N/A     | $1873050.00        | $1542016.35        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-06-01      | 5.5000%  | N/A     | $1929596.00        | $145775.46         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-05-01      | 5.0000%  | N/A     | $3200000.00        | $144416.23         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | N/A     | $5629376.00        | $5591412.60        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-04-01      | 3.0000%  | N/A     | $30000000.00       | $10706825.35       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-11-01      | 5.0000%  | N/A     | $348743168.00      | $352502619.35      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.0000%  | N/A     | $25237120.00       | $22954381.74       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-11-01      | 2.0000%  | N/A     | $2500000.00        | $1624068.45        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-04-01      | 4.5000%  | N/A     | $515064.00         | $36033.78          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-05-01      | 2.5000%  | N/A     | $355000.00         | $219443.99         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.0000%  | N/A     | $62025520.00       | $42604373.61       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 6.5000%  | N/A     | $2574200.00        | $2316870.25        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-11-01      | 4.0000%  | N/A     | $850000.00         | $71806.46          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | N/A     | $10503728.00       | $9843364.92        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 6.5000%  | N/A     | $1003402.00        | $1058568.92        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-03-01      | 3.0000%  | N/A     | $3400000.00        | $515441.69         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-01-01      | 2.0000%  | N/A     | $504025.00         | $304880.36         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-11-01      | 4.0000%  | N/A     | $345000.00         | $39376.98          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-05-01      | 3.0000%  | N/A     | $2231000.00        | $329553.61         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-10-01      | 6.5000%  | N/A     | $3255000.00        | $29201.12          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-07-01      | 4.0000%  | N/A     | $1462600.00        | $86690.14          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-02-01      | 1.5000%  | N/A     | $300000.00         | $221576.21         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.5000%  | N/A     | $1511784.00        | $1125512.96        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.5000%  | N/A     | $1739086.00        | $1771373.70        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-06-01      | 5.5000%  | N/A     | $1643332.00        | $84422.81          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-07-01      | 3.5000%  | N/A     | $11035000.00       | $1803038.13        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-11-01      | 4.0000%  | N/A     | $2760290.00        | $315636.49         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 5.5000%  | N/A     | $254000.00         | $197676.27         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 6.0000%  | N/A     | $275000.00         | $208386.82         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | N/A     | $20141120.00       | $16457381.51       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-09-01      | 4.0000%  | N/A     | $1052000.00        | $93027.61          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-11-01      | 6.0000%  | N/A     | $9900000.00        | $30841.17          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-02-01      | 4.0000%  | N/A     | $29637640.00       | $4437473.60        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-12-01      | 3.0000%  | N/A     | $247136256.00      | $40878440.73       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 3.5000%  | N/A     | $10032864.00       | $7952559.96        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 5.0000%  | N/A     | $723000.00         | $577307.30         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | N/A     | $1098486.00        | $932054.18         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 4.0000%  | N/A     | $334099.00         | $241492.28         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-02-01      | 4.0000%  | N/A     | $48340928.00       | $6912603.74        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 3.0000%  | N/A     | $16142944.00       | $12437891.68       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | N/A     | $369449.00         | $262792.88         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2044-11-01      | 4.0000%  | N/A     | $1055348.00        | $434332.09         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 6.0000%  | N/A     | $362038.00         | $369792.24         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 6.0000%  | N/A     | $550003.00         | $536590.06         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 4.5000%  | N/A     | $940000.00         | $87621.23          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | N/A     | $10000000.00       | $8354020.66        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2032-05-01      | 4.0000%  | N/A     | $2223920.00        | $343800.17         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-03-01      | 3.5000%  | N/A     | $25343648.00       | $3798152.04        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-05-01      | 4.0000%  | N/A     | $1141758.00        | $374264.93         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-07-01      | 3.5000%  | N/A     | $1500000.00        | $273383.80         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 5.5000%  | N/A     | $55708000.00       | $55475132.30       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-12-01      | 1.5000%  | N/A     | $100000.00         | $49170.48          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-02-01      | 3.0000%  | N/A     | $1267136.00        | $264613.24         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-08-01      | 4.0000%  | N/A     | $3698124.00        | $402619.89         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-02-01      | 4.0000%  | N/A     | $1864000.00        | $241517.63         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 2.5000%  | N/A     | $400000.00         | $272708.45         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-11-01      | 5.5000%  | N/A     | $535000.00         | $546773.75         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 2.5000%  | N/A     | $650354.00         | $325279.11         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2045-09-01      | 4.0000%  | N/A     | $573000.00         | $50205.73          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.0000%  | N/A     | $518000.00         | $353636.73         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2033-05-01      | 6.0000%  | N/A     | $27667040.00       | $325169.55         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 4.5000%  | N/A     | $1017818.00        | $888542.11         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-07-01      | 4.5000%  | N/A     | $1005932.00        | $197388.80         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 6.5000%  | N/A     | $1933272.00        | $1522085.63        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 4.5000%  | N/A     | $24954784.00       | $17244297.67       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.5000%  | N/A     | $2914232.00        | $2980527.89        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2044-06-01      | 7.0000%  | N/A     | $111492.00         | $68075.18          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-07-01      | 6.0000%  | N/A     | $1920270.00        | $50012.49          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.0000%  | N/A     | $487357.00         | $405131.79         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-04-01      | 3.0000%  | N/A     | $250000.00         | $188868.37         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.0000%  | N/A     | $3471000.00        | $2561365.29        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2033-02-01      | 6.0000%  | N/A     | $108585977.00      | $518992.46         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-06-01      | 4.5000%  | N/A     | $10000000.00       | $2206819.41        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 3.0000%  | N/A     | $2500000.00        | $876421.00         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-01-01      | 3.5000%  | N/A     | $1895582.00        | $823101.73         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 6.0000%  | N/A     | $4961384.00        | $5184607.61        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.5000%  | N/A     | $2504916.00        | $2664252.31        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-12-01      | 6.5000%  | N/A     | $3353984.00        | $2537782.04        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-03-01      | 3.0000%  | N/A     | $16808544.00       | $15546675.27       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-12-01      | 5.0000%  | N/A     | $60196864.00       | $13228374.63       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-11-01      | 4.5000%  | N/A     | $468000.00         | $32911.78          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-12-01      | 2.0000%  | N/A     | $1113410.00        | $394856.25         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-06-01      | 3.5000%  | N/A     | $138000.00         | $85842.67          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 2.0000%  | N/A     | $39747000.00       | $30755468.96       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | N/A     | $467979.00         | $350721.16         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-11-01      | 4.0000%  | N/A     | $8123248.00        | $1299919.62        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 4.0000%  | N/A     | $4600000.00        | $3267186.46        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2047-01-01      | 3.5000%  | N/A     | $9559000.00        | $1992612.99        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-08-01      | 6.0000%  | N/A     | $2250772.00        | $1850496.43        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-02-01      | 2.5000%  | N/A     | $73880.00          | $47062.47          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-08-01      | 4.5000%  | N/A     | $666643.00         | $21886.69          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-10-01      | 5.5000%  | N/A     | $880000.00         | $310544.57         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-04-01      | 4.5000%  | N/A     | $310000.00         | $129500.43         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-10-01      | 2.0000%  | N/A     | $1484000.00        | $626490.49         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.0000%  | N/A     | $111779968.00      | $82825369.88       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 6.5000%  | N/A     | $6471208.00        | $5627131.03        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-07-01      | 4.0000%  | N/A     | $2400000.00        | $1979041.20        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-01-01      | 4.0000%  | N/A     | $16156384.00       | $10562773.97       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 3.0000%  | N/A     | $20584256.00       | $13772227.44       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-04-01      | 4.0000%  | N/A     | $4900000.00        | $1597680.71        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-08-01      | 6.0000%  | N/A     | $130295296.00      | $132984325.73      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-03-01      | 3.5000%  | N/A     | $30707360.00       | $3857235.36        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2031-06-01      | 2.0000%  | N/A     | $715725.00         | $269473.42         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.0000%  | N/A     | $1017254.00        | $746805.48         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-02-01      | 2.5000%  | N/A     | $1071956.00        | $746956.70         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-07-01      | 3.0000%  | N/A     | $47326000.00       | $4692189.99        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-10-01      | 2.5000%  | N/A     | $1100000.00        | $529685.45         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | N/A     | $13242864.00       | $11567635.37       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2041-12-01      | 3.5000%  | N/A     | $43952320.00       | $2736689.45        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 2.5000%  | N/A     | $780000.00         | $644341.41         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.0000%  | N/A     | $17098080.00       | $16531702.69       | Agency Mortgage-Backed Securities  |

### Security 190: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TB3, C.4 - ISIN: US912797TB33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1948311186.75
- **C.18.a - Value (excl. sponsor support):** $1948311186.75
- **C.19 - Percentage of Net Assets:** 0.9900%
- **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
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 191: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **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):** $95441239.37
- **C.18.a - Value (excl. sponsor support):** $95441239.37
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETY35, C.4 - ISIN: US3133ETY359, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $520360000.00
- **C.18.a - Value (excl. sponsor support):** $520360000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-01-20
- **C.13 - Final Legal Maturity Date:** 2027-01-20
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RT6, C.4 - ISIN: US912797RT68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2923788556.49
- **C.18.a - Value (excl. sponsor support):** $2923788556.49
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **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
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 194: Bank of Montreal

- **C.1 - Title:** Bank of Montreal
- **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: N/A, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: BYDVC3WY4
- **C.18 - Value (incl. sponsor support):** $325000000.00
- **C.18.a - Value (excl. sponsor support):** $325000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Standard & Poor's: A-1; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 CLMA5877 | 2055-11-01      | 4.5000%  | N/A     | $59738531.00       | $58654601.04       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6852 | 2053-08-01      | 4.5000%  | N/A     | $71268217.00       | $61744289.25       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRQ0057 | 2055-10-01      | 6.0000%  | N/A     | $53409453.00       | $53636374.83       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ5299 | 2055-11-01      | 5.0000%  | N/A     | $42525145.00       | $42895751.64       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1574 | 2055-03-01      | 6.0000%  | N/A     | $63661545.00       | $58517245.03       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5790 | 2055-08-01      | 4.5000%  | N/A     | $61307188.00       | $59301738.35       | Agency Mortgage-Backed Securities |

### Security 195: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA
- **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: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BRT5BLUX4
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRA 2024-079 VS                                   | 2054-05-20      | 1.1511%  | N/A     | $74157677.00       | $3104698.45        | Agency Collateralized Mortgage Obligation |
| GNRA 2015-080 IO                                   | 2043-02-20      | 0.7507%  | N/A     | $67553541.00       | $174523.92         | Agency Collateralized Mortgage Obligation |
| FEPC 02.500 CLSD8089                               | 2050-07-01      | 2.5000%  | N/A     | $1000.00           | $357.64            | Agency Mortgage-Backed Securities         |
| GNMI SF CU0277 X                                   | 2053-09-15      | 7.0000%  | N/A     | $1038.00           | $1026.31           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD2374                               | 2053-01-01      | 5.0000%  | N/A     | $1000.00           | $779.40            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQB3677                               | 2050-09-01      | 2.0000%  | N/A     | $1021.00           | $533.08            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSL1283                               | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $976.25            | Agency Mortgage-Backed Securities         |
| FNRA CL054DI R24F054                               | 2046-12-25      | 0.0000%  | N/A     | $110680678.00      | $1995.87           | Agency Collateralized Mortgage Obligation |
| GNMI SP 783236 X                                   | 2033-12-15      | 6.5000%  | N/A     | $2331477.00        | $60651.22          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX SOBM7343                               | 2052-09-01      | 1.9690%  | N/A     | $3138.00           | $2463.37           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX4108                               | 2055-01-01      | 6.0000%  | N/A     | $1000.00           | $916.98            | Agency Mortgage-Backed Securities         |
| FNRM CL044MI R21F044                               | 2051-07-25      | 2.5000%  | N/A     | $1000000.00        | $147748.31         | Agency Collateralized Mortgage Obligation |
| FEPC 04.000 CLZL8221                               | 2044-06-01      | 4.0000%  | N/A     | $1000.00           | $136.13            | Agency Mortgage-Backed Securities         |
| GNII SF MA5595 M                                   | 2048-11-20      | 4.0000%  | N/A     | $64877568.00       | $5978285.49        | Agency Mortgage-Backed Securities         |
| GNRA 2023-28O IC                                   | 2073-12-20      | 0.5827%  | N/A     | $25510541.00       | $1578641.75        | Agency Collateralized Mortgage Obligation |
| FEPC 03.000 CLSD0832                               | 2052-01-01      | 3.0000%  | N/A     | $1136.00           | $719.61            | Agency Mortgage-Backed Securities         |
| GNRA 2022-081 YF                                   | 2052-05-20      | 4.5000%  | N/A     | $1223.00           | $845.94            | Agency Collateralized Mortgage Obligation |
| FNRA CL042WI R21F042                               | 2046-02-25      | 1.9573%  | N/A     | $18923526.00       | $448649.31         | Agency Collateralized Mortgage Obligation |
| FNAR XX.XXX JUAL7034                               | 2043-11-01      | 5.9020%  | N/A     | $6920210.00        | $810916.32         | Agency Mortgage-Backed Securities         |
| GNRA 2024-097 FA                                   | 2054-06-20      | 5.2989%  | N/A     | $2776914.00        | $1406774.51        | Agency Collateralized Mortgage Obligation |
| FEPC 04.500 CLQE7533                               | 2052-08-01      | 4.5000%  | N/A     | $4020.00           | $3096.22           | Agency Mortgage-Backed Securities         |
| GNRA 2015-063 SB                                   | 2040-01-20      | 0.8560%  | N/A     | $41565066.00       | $110606.61         | Agency Collateralized Mortgage Obligation |
| MNAR XX.XXX HYBS2027                               | 2033-06-01      | 2.0700%  | N/A     | $1156.00           | $983.00            | Agency Mortgage-Backed Securities         |
| GNRA 2014-100 IA                                   | 2041-04-20      | 0.8558%  | N/A     | $42674465.00       | $145707.23         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-044 ES                                   | 2054-03-20      | 1.3011%  | N/A     | $8141312.00        | $405244.05         | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLQE8892                               | 2052-08-01      | 6.0000%  | N/A     | $1000.00           | $733.86            | Agency Mortgage-Backed Securities         |
| GNII SP 783618 M                                   | 2042-02-20      | 4.0000%  | N/A     | $10078695.00       | $510400.23         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD5094                               | 2053-08-01      | 5.5000%  | N/A     | $1000.00           | $865.58            | Agency Mortgage-Backed Securities         |
| FNRA CL050TB R25F050                               | 2055-07-25      | 0.0500%  | N/A     | $25000000.00       | $36684.57          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-197 PF                                   | 2054-12-20      | 5.0989%  | N/A     | $1026.00           | $895.84            | Agency Collateralized Mortgage Obligation |
| GNRA 2023-120 FB                                   | 2053-08-20      | 5.2089%  | N/A     | $1000.00           | $457.82            | Agency Collateralized Mortgage Obligation |
| GNRM 2024-005 MJ                                   | 2054-01-20      | 5.5000%  | N/A     | $2630859.00        | $2671908.29        | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLQF1317                               | 2052-10-01      | 5.5000%  | N/A     | $4000.00           | $3119.89           | Agency Mortgage-Backed Securities         |
| GNAR AF 082410 M                                   | 2039-10-20      | 4.7500%  | N/A     | $775000.00         | $18780.19          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZS6549                               | 2027-04-01      | 3.0000%  | N/A     | $3685.00           | $34.19             | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQZ9192                               | 2055-11-01      | 4.5000%  | N/A     | $1000.00           | $985.04            | Agency Mortgage-Backed Securities         |
| GNRM 2024-028 DI                                   | 2054-02-20      | 6.5000%  | N/A     | $12941000.00       | $1796751.68        | Agency Collateralized Mortgage Obligation |
| MNAR XX.XXX HYBS0345                               | 2036-01-01      | 1.6100%  | N/A     | $8200000.00        | $5917588.37        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD6923                               | 2052-05-01      | 2.5000%  | N/A     | $3039.00           | $2452.40           | Agency Mortgage-Backed Securities         |
| GNMI SP 784142 X                                   | 2040-08-15      | 6.0000%  | N/A     | $807515.00         | $135237.21         | Agency Mortgage-Backed Securities         |
| GNRA 2024-174 FC                                   | 2054-10-20      | 5.2489%  | N/A     | $1000.00           | $744.77            | Agency Collateralized Mortgage Obligation |
| GNRM 2021-097 KI                                   | 2051-06-20      | 3.5000%  | N/A     | $35764301.00       | $1976058.99        | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLRJ1717                               | 2054-06-01      | 6.0000%  | N/A     | $1000.00           | $763.94            | Agency Mortgage-Backed Securities         |
| GNRA 2024-142 SE                                   | 2054-09-20      | 2.6011%  | N/A     | $25859435.00       | $1739390.80        | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLQF7798                               | 2053-02-01      | 6.0000%  | N/A     | $2000.00           | $1582.42           | Agency Mortgage-Backed Securities         |
| GNII SP 784152 M                                   | 2029-11-20      | 6.5000%  | N/A     | $224669.00         | $21986.82          | Agency Mortgage-Backed Securities         |
| GNMI SF CU0288 X                                   | 2053-06-15      | 7.0000%  | N/A     | $2000.00           | $2057.98           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8023                               | 2049-11-01      | 2.5000%  | N/A     | $2000.00           | $429.37            | Agency Mortgage-Backed Securities         |
| FERA 5442SB 08/25/54                               | 2054-08-25      | 2.9582%  | N/A     | $98318962.00       | $5486327.36        | Agency Collateralized Mortgage Obligation |
| GNRA 2016-29 KS                                    | 2038-11-20      | 0.5032%  | N/A     | $22783027.00       | $81265.00          | Agency Collateralized Mortgage Obligation |
| FNRA CL003IA R22F003                               | 2052-02-25      | 1.9055%  | N/A     | $24793712.00       | $706826.33         | Agency Collateralized Mortgage Obligation |
| 07.500 FGPC G05801 G                               | 2032-12-01      | 7.5000%  | N/A     | $1016.00           | $38.55             | Agency Mortgage-Backed Securities         |
| GNRA 2024-03O IE                                   | 2074-02-20      | 0.7114%  | N/A     | $30000000.00       | $1990038.40        | Agency Collateralized Mortgage Obligation |
| FNRM CL050MI R20F050                               | 2050-07-25      | 4.5000%  | N/A     | $16631000.00       | $1035350.51        | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLQX7218                               | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $1022.45           | Agency Mortgage-Backed Securities         |
| GNRA 2021-041 FS                                   | 2050-10-20      | 2.0000%  | N/A     | $9102627.00        | $533031.15         | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLQJ7192                               | 2054-09-01      | 6.5000%  | N/A     | $1000.00           | $775.47            | Agency Mortgage-Backed Securities         |
| FNRA CL014SA R12F014                               | 2042-03-25      | 2.3137%  | N/A     | $5013437.00        | $44322.76          | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLQX8368                               | 2055-03-01      | 6.5000%  | N/A     | $2000.00           | $1707.78           | Agency Mortgage-Backed Securities         |
| GNRA 2025-026 SC                                   | 2055-02-20      | 1.9011%  | N/A     | $54715948.00       | $3605296.50        | Agency Collateralized Mortgage Obligation |
| FEPC 03.000 CLZS4606                               | 2045-03-01      | 3.0000%  | N/A     | $1006.00           | $118.78            | Agency Mortgage-Backed Securities         |
| FNRA CL056JS R24F056                               | 2054-08-25      | 3.0282%  | N/A     | $12930761.00       | $843567.74         | Agency Collateralized Mortgage Obligation |
| FEPC 03.500 CLSL3153                               | 2051-01-01      | 3.5000%  | N/A     | $1000.00           | $934.10            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQD1240                               | 2051-11-01      | 3.0000%  | N/A     | $1051.00           | $654.79            | Agency Mortgage-Backed Securities         |
| GNRA 2024-02O QI                                   | 2074-01-20      | 0.6597%  | N/A     | $3514100.00        | $216249.20         | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLQY0585                               | 2055-04-01      | 6.5000%  | N/A     | $1011.00           | $940.93            | Agency Mortgage-Backed Securities         |
| GNRA 2003-55 PS                                    | 2033-06-20      | 2.6257%  | N/A     | $185158.00         | $9.60              | Agency Collateralized Mortgage Obligation |
| FEPC 03.000 CLQD3200                               | 2051-12-01      | 3.0000%  | N/A     | $1000.00           | $615.77            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD5877                               | 2054-07-01      | 5.5000%  | N/A     | $1000.00           | $897.73            | Agency Mortgage-Backed Securities         |
| GNRA 2018-92 IB                                    | 2046-08-20      | 0.8875%  | N/A     | $68850447.00       | $356559.80         | Agency Collateralized Mortgage Obligation |
| GNRM 2023-116 DO                                   | 2053-08-20      | 0.0000%  | N/A     | $2497949.00        | $975873.15         | Agency Collateralized Mortgage Obligation |
| FEPC 03.500 CLSD8063                               | 2050-05-01      | 3.5000%  | N/A     | $1001.00           | $222.22            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG5606                               | 2053-03-01      | 6.0000%  | N/A     | $1000.00           | $757.35            | Agency Mortgage-Backed Securities         |
| FNRM CL049IE R23F049                               | 2061-09-25      | 5.5000%  | N/A     | $5618425.00        | $798918.63         | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLQF8452                               | 2053-01-01      | 5.0000%  | N/A     | $1000.00           | $688.78            | Agency Mortgage-Backed Securities         |
| FERM 5442BO 08/25/54                               | 2054-08-25      | 0.0000%  | N/A     | $4032397.00        | $2480487.34        | Agency Collateralized Mortgage Obligation |
| MNAR XX.XXX HYBL1011                               | 2033-12-01      | 4.0200%  | N/A     | $98377.00          | $97385.65          | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G06964 G                               | 2038-11-01      | 5.5000%  | N/A     | $18207.00          | $1177.71           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CTSC0482                               | 2042-04-01      | 2.0000%  | N/A     | $5052.00           | $3869.53           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQA5983                               | 2050-01-01      | 3.0000%  | N/A     | $2048.00           | $519.22            | Agency Mortgage-Backed Securities         |
| 04.500 FGPC C03504 G                               | 2040-06-01      | 4.5000%  | N/A     | $1000.00           | $59.76             | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX0602                               | 2054-12-01      | 6.0000%  | N/A     | $1000.00           | $974.46            | Agency Mortgage-Backed Securities         |
| GNII SF MA9781 M                                   | 2054-07-20      | 6.5000%  | N/A     | $306203815.00      | $168953757.29      | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQE0258                               | 2052-04-01      | 3.5000%  | N/A     | $2000.00           | $1570.29           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8178                               | 2051-11-01      | 2.5000%  | N/A     | $1000.00           | $636.71            | Agency Mortgage-Backed Securities         |
| FNRA CL053AS R18F053                               | 2048-07-25      | 1.6958%  | N/A     | $14683720.00       | $130984.32         | Agency Collateralized Mortgage Obligation |
| GNII SF MB0259 M                                   | 2055-03-20      | 5.5000%  | N/A     | $8227861.00        | $7791659.36        | Agency Mortgage-Backed Securities         |
| GNRA 2017-091 SA                                   | 2038-11-20      | 0.5948%  | N/A     | $36294701.00       | $133609.27         | Agency Collateralized Mortgage Obligation |
| FNRA CL082SA R21F082                               | 2051-12-25      | 1.8971%  | N/A     | $21791806.00       | $562806.26         | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLQY1856                               | 2055-04-01      | 6.5000%  | N/A     | $1001.00           | $627.11            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX0372                               | 2054-11-01      | 6.5000%  | N/A     | $1000.00           | $1045.05           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ3503                               | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $977.02            | Agency Mortgage-Backed Securities         |
| FGRA 2084PS 08/15/28                               | 2028-08-15      | 4.4935%  | N/A     | $636277.00         | $41.82             | Agency Collateralized Mortgage Obligation |
| GNRA 2020-076 KS                                   | 2050-05-20      | 2.0257%  | N/A     | $31245111.00       | $1359854.45        | Agency Collateralized Mortgage Obligation |
| FEPC 03.000 CLSD8213                               | 2052-05-01      | 3.0000%  | N/A     | $1000.00           | $720.38            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8244                               | 2052-09-01      | 4.0000%  | N/A     | $1000.00           | $788.59            | Agency Mortgage-Backed Securities         |
| 06.500 FGPC C00676 G                               | 2028-11-01      | 6.5000%  | N/A     | $5890580.00        | $2853.43           | Agency Mortgage-Backed Securities         |
| GNRA 2023-048 EF                                   | 2053-03-20      | 5.0989%  | N/A     | $8330621.00        | $3462031.74        | Agency Collateralized Mortgage Obligation |
| MNAR XX.XXX H2BZ3837                               | 2033-03-01      | 5.2100%  | N/A     | $1000.00           | $1047.56           | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX H2BS9774                               | 2036-01-01      | 5.6300%  | N/A     | $1099727.00        | $1195300.42        | Agency Mortgage-Backed Securities         |
| GNRA 2024-20O ID                                   | 2074-11-20      | 0.7877%  | N/A     | $36000000.00       | $2336191.59        | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLQF0237                               | 2052-09-01      | 5.0000%  | N/A     | $4000.00           | $3190.07           | Agency Mortgage-Backed Securities         |
| GNRA 2017-59 WI                                    | 2042-06-20      | 0.6993%  | N/A     | $23468606.00       | $97882.05          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-009 SE                                   | 2054-01-20      | 1.7511%  | N/A     | $75000000.00       | $3032121.71        | Agency Collateralized Mortgage Obligation |
| FEPC 02.000 CLRA3882                               | 2050-11-01      | 2.0000%  | N/A     | $1000.00           | $547.53            | Agency Mortgage-Backed Securities         |
| FNRA CL076SG R18F076                               | 2045-06-25      | 1.9137%  | N/A     | $52096670.00       | $1517666.70        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-133 NF                                   | 2053-09-20      | 5.3989%  | N/A     | $1156.00           | $404.98            | Agency Collateralized Mortgage Obligation |
| 08.000 FGPC G06448 G                               | 2032-08-01      | 8.0000%  | N/A     | $47731.00          | $1743.95           | Agency Mortgage-Backed Securities         |
| FERM 5071IH 02/25/51                               | 2051-02-25      | 2.5000%  | N/A     | $299990.00         | $27791.84          | Agency Collateralized Mortgage Obligation |
| GNRM 2011-155 AI                                   | 2040-08-20      | 5.0000%  | N/A     | $7045632.00        | $1117.46           | Agency Collateralized Mortgage Obligation |
| GNRA 2019-29 WI                                    | 2046-02-20      | 0.6493%  | N/A     | $73811077.00       | $517464.41         | Agency Collateralized Mortgage Obligation |
| GNMI SF CU0257 X                                   | 2053-07-15      | 7.0000%  | N/A     | $13287.00          | $13579.88          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ1759                               | 2054-07-01      | 6.0000%  | N/A     | $1000.00           | $852.16            | Agency Mortgage-Backed Securities         |
| FNRA CL034SB R25F034                               | 2055-05-25      | 1.8782%  | N/A     | $6117506.00        | $417256.99         | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLZM7164                               | 2048-07-01      | 5.0000%  | N/A     | $2042.00           | $544.87            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD6378                               | 2054-09-01      | 6.0000%  | N/A     | $5198.00           | $4703.23           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQF2029                               | 2052-10-01      | 3.0000%  | N/A     | $1000.00           | $783.60            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD4977                               | 2053-11-01      | 5.0000%  | N/A     | $1000.00           | $882.12            | Agency Mortgage-Backed Securities         |
| GNRA 2019-69 NI                                    | 2044-07-20      | 0.8003%  | N/A     | $39767332.00       | $367354.24         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-174 CS                                   | 2054-10-20      | 0.0000%  | N/A     | $17821750.00       | $13.28             | Agency Collateralized Mortgage Obligation |
| GNII SP 784064 M                                   | 2039-03-20      | 7.0000%  | N/A     | $2024.00           | $260.40            | Agency Mortgage-Backed Securities         |
| GNRA 2014-069 IB                                   | 2036-06-20      | 0.6931%  | N/A     | $52040339.00       | $199121.71         | Agency Collateralized Mortgage Obligation |
| GNRA 2018-018 SA                                   | 2043-11-20      | 0.8397%  | N/A     | $84926629.00       | $564641.80         | Agency Collateralized Mortgage Obligation |
| GNRA 2022-213 FA                                   | 2052-12-20      | 4.9989%  | N/A     | $4842428.00        | $3168697.42        | Agency Collateralized Mortgage Obligation |
| GNRA 2016-121 AS                                   | 2040-12-20      | 0.5786%  | N/A     | $94316353.00       | $404960.84         | Agency Collateralized Mortgage Obligation |
| FEPC 07.000 CLQJ4009                               | 2054-09-01      | 7.0000%  | N/A     | $1000.00           | $1052.03           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC A45751 G                               | 2031-10-01      | 7.0000%  | N/A     | $69535.00          | $772.76            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX0275                               | 2054-12-01      | 5.5000%  | N/A     | $1000.00           | $967.86            | Agency Mortgage-Backed Securities         |
| GNRA 2023-123 TK                                   | 2053-08-20      | 0.0300%  | N/A     | $20000000.00       | $6093.06           | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLQZ8708                               | 2055-11-01      | 5.0000%  | N/A     | $1008.00           | $1018.97           | Agency Mortgage-Backed Securities         |
| GNRA 2025-118 SD                                   | 2055-07-20      | 1.8511%  | N/A     | $31809792.00       | $1616671.34        | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLSD3501                               | 2053-05-01      | 6.5000%  | N/A     | $4041.00           | $3440.94           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQF9480                               | 2053-02-01      | 6.0000%  | N/A     | $2001.00           | $2013.04           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZA5441                               | 2048-05-01      | 5.0000%  | N/A     | $1008.00           | $194.59            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQF6754                               | 2053-01-01      | 6.0000%  | N/A     | $5000.00           | $3822.28           | Agency Mortgage-Backed Securities         |
| FERA 5507SA 02/25/55                               | 2055-02-25      | 0.9282%  | N/A     | $50000000.00       | $1048494.96        | Agency Collateralized Mortgage Obligation |
| MNAR XX.XXX HYAN9591                               | 2030-08-01      | 3.7500%  | N/A     | $182200.00         | $180577.42         | Agency Mortgage-Backed Securities         |
| GNRA 2023-189 SA                                   | 2053-12-20      | 2.9511%  | N/A     | $762202.00         | $27130.42          | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLQA8854                               | 2050-04-01      | 5.0000%  | N/A     | $1061.00           | $542.72            | Agency Mortgage-Backed Securities         |
| GNRA 2015-057 AS                                   | 2045-04-20      | 1.5257%  | N/A     | $136500000.00      | $1137914.35        | Agency Collateralized Mortgage Obligation |
| 02.500 FGPC C91900 G                               | 2036-10-01      | 2.5000%  | N/A     | $1000.00           | $170.52            | Agency Mortgage-Backed Securities         |
| FNRA CL086SI R12F086                               | 2042-08-25      | 1.3137%  | N/A     | $119725333.00      | $875337.64         | Agency Collateralized Mortgage Obligation |
| FEPC 02.500 CLQC0570                               | 2051-04-01      | 2.5000%  | N/A     | $1000.00           | $541.73            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQJ3545                               | 2054-09-01      | 6.5000%  | N/A     | $1001.00           | $1023.80           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD5913                               | 2054-04-01      | 5.5000%  | N/A     | $2749.00           | $2549.15           | Agency Mortgage-Backed Securities         |
| GNRA 2023-16O IG                                   | 2073-06-20      | 0.3178%  | N/A     | $100000.00         | $3573.48           | Agency Collateralized Mortgage Obligation |
| FNRM CL018PI R22F018                               | 2051-11-25      | 4.0000%  | N/A     | $15671258.00       | $1943448.60        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-007 FB                                   | 2054-01-20      | 5.1989%  | N/A     | $7912934.00        | $3458066.41        | Agency Collateralized Mortgage Obligation |
| FEPC 02.500 CLSD7523                               | 2050-08-01      | 2.5000%  | N/A     | $1024.00           | $489.36            | Agency Mortgage-Backed Securities         |
| GNMI SP 784121 X                                   | 2029-08-15      | 7.0000%  | N/A     | $7991856.00        | $486232.48         | Agency Mortgage-Backed Securities         |
| GNRA 2019-15 SE                                    | 2049-02-20      | 1.9757%  | N/A     | $70798857.00       | $1386171.72        | Agency Collateralized Mortgage Obligation |
| 03.500 FGPC G60138 G                               | 2045-08-01      | 3.5000%  | N/A     | $7003.00           | $1441.80           | Agency Mortgage-Backed Securities         |
| GNRA 2024-07O IG                                   | 2074-04-20      | 0.7201%  | N/A     | $50000000.00       | $2848452.60        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-021 SG                                   | 2054-02-20      | 1.8511%  | N/A     | $74779345.00       | $3175918.59        | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLRJ4374                               | 2055-06-01      | 5.5000%  | N/A     | $1000.00           | $989.22            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM2827                               | 2047-03-01      | 4.5000%  | N/A     | $1008.00           | $276.63            | Agency Mortgage-Backed Securities         |
| FERM 5144QI 04/25/51                               | 2051-04-25      | 2.5000%  | N/A     | $8800000.00        | $704233.49         | Agency Collateralized Mortgage Obligation |
| FEPC 04.500 CLZM3241                               | 2047-05-01      | 4.5000%  | N/A     | $33055.00          | $3591.77           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQX4115                               | 2055-01-01      | 4.5000%  | N/A     | $1000.00           | $866.71            | Agency Mortgage-Backed Securities         |
| FNRA CL113SB R10F113                               | 2040-10-25      | 2.4137%  | N/A     | $32968280.00       | $61772.08          | Agency Collateralized Mortgage Obligation |
| FEPC 04.000 CLQA0639                               | 2049-06-01      | 4.0000%  | N/A     | $1000.00           | $135.77            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY7373                               | 2055-07-01      | 6.5000%  | N/A     | $1000.00           | $1044.63           | Agency Mortgage-Backed Securities         |
| GNRA 2021-135 GS                                   | 2051-08-20      | 2.2257%  | N/A     | $27093587.00       | $2647950.46        | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLZI6364                               | 2037-08-01      | 6.5000%  | N/A     | $1001.00           | $10.93             | Agency Mortgage-Backed Securities         |
| GNAR AT 081314 M                                   | 2035-04-20      | 5.6250%  | N/A     | $1000000.00        | $20120.27          | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX HYAN8580                               | 2038-04-01      | 3.5100%  | N/A     | $1000.00           | $916.58            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC G03463 G                               | 2037-11-01      | 6.0000%  | N/A     | $23100.00          | $317.01            | Agency Mortgage-Backed Securities         |
| GNAR WK 785344 M                                   | 2047-12-20      | 5.2320%  | N/A     | $337800.00         | $84800.31          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ1927                               | 2054-07-01      | 5.0000%  | N/A     | $1000.00           | $886.40            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX8645                               | 2055-03-01      | 6.5000%  | N/A     | $1000.00           | $1008.53           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8155                               | 2051-07-01      | 2.0000%  | N/A     | $3000.00           | $1845.95           | Agency Mortgage-Backed Securities         |
| FNRA CL033FE R25F033                               | 2054-08-25      | 5.5218%  | N/A     | $1000.00           | $845.78            | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLSD8363                               | 2053-09-01      | 6.0000%  | N/A     | $1000.00           | $746.08            | Agency Mortgage-Backed Securities         |
| FMAR 841739 G                                      | 2054-01-01      | 4.2740%  | N/A     | $2214.00           | $1988.28           | Agency Mortgage-Backed Securities         |
| FNRM RC044NI R21F044                               | 2051-07-25      | 3.0000%  | N/A     | $142530.00         | $21252.08          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-146 SH                                   | 2053-04-20      | 2.1011%  | N/A     | $95793666.00       | $6478671.75        | Agency Collateralized Mortgage Obligation |
| GNRA 2017-066 AS                                   | 2041-04-20      | 0.4311%  | N/A     | $63354203.00       | $285756.16         | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLQJ1762                               | 2054-07-01      | 6.0000%  | N/A     | $1000.00           | $1012.52           | Agency Mortgage-Backed Securities         |
| FNRM CL054DO R23F054                               | 2053-11-25      | 0.0000%  | N/A     | $26143775.00       | $14224646.21       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-509       A-2    20280925 FLT | 2028-09-25      | 4.8500%  | N/A     | $1000.00           | $1028.47           | Agency Collateralized Mortgage Obligation |
| GNRA 2023-187 FE                                   | 2053-12-20      | 5.3489%  | N/A     | $3835478.00        | $1812029.81        | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLSD7033                               | 2054-11-01      | 5.0000%  | N/A     | $1000.00           | $919.00            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY3357                               | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $1017.76           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD0578                               | 2051-03-01      | 2.5000%  | N/A     | $1000.00           | $561.42            | Agency Mortgage-Backed Securities         |
| GNRA 2025-118 S                                    | 2055-07-20      | 6.4208%  | N/A     | $26204843.00       | $27709309.77       | Agency Collateralized Mortgage Obligation |
| GNMI SF 726316 X                                   | 2039-09-15      | 5.0000%  | N/A     | $1000.00           | $38.72             | Agency Mortgage-Backed Securities         |
| FNRA CL040SB R23F040                               | 2053-09-25      | 2.5282%  | N/A     | $107332910.00      | $5828135.22        | Agency Collateralized Mortgage Obligation |
| 04.000 FGPC C91401 G                               | 2032-02-01      | 4.0000%  | N/A     | $8601.00           | $453.57            | Agency Mortgage-Backed Securities         |
| GNRA 2025-026 SD                                   | 2055-02-20      | 2.4711%  | N/A     | $33725024.00       | $2347991.67        | Agency Collateralized Mortgage Obligation |
| GNII SP 783620 M                                   | 2042-06-20      | 4.0000%  | N/A     | $1000.00           | $54.32             | Agency Mortgage-Backed Securities         |
| FNRA RC034SF R15F034                               | 2045-06-25      | 0.0000%  | N/A     | $807803.00         | $5.06              | Agency Collateralized Mortgage Obligation |
| GNRA 2012-106 YF                                   | 2042-09-20      | 4.4800%  | N/A     | $486374.00         | $11669.88          | Agency Collateralized Mortgage Obligation |
| FERM 5196IB 07/25/51                               | 2051-07-25      | 2.5000%  | N/A     | $7861120.00        | $694938.98         | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLSD7202                               | 2054-09-01      | 6.5000%  | N/A     | $2000.00           | $1793.59           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD4749                               | 2053-11-01      | 6.5000%  | N/A     | $3000.00           | $2206.66           | Agency Mortgage-Backed Securities         |
| GNRA 2014-099 ID                                   | 2036-11-20      | 0.8962%  | N/A     | $72459294.00       | $276511.25         | Agency Collateralized Mortgage Obligation |
| FEPC 04.000 3PZA3151                               | 2043-11-01      | 4.0000%  | N/A     | $2734.00           | $110.40            | Agency Mortgage-Backed Securities         |
| GNAR FB 082448 M                                   | 2039-12-20      | 6.5000%  | N/A     | $2750000.00        | $37096.91          | Agency Mortgage-Backed Securities         |
| GNRA 2019-84 MS                                    | 2049-07-20      | 2.0257%  | N/A     | $42947794.00       | $757641.06         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-05O MI                                   | 2073-01-20      | 0.9510%  | N/A     | $12424359.00       | $963711.37         | Agency Collateralized Mortgage Obligation |
| FNAR XX.XXX SOBM7482                               | 2054-01-01      | 4.1840%  | N/A     | $19235.00          | $17930.01          | Agency Mortgage-Backed Securities         |
| GNAR AR 080564 M                                   | 2031-12-20      | 4.7500%  | N/A     | $8236606.00        | $19632.78          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA4986                               | 2051-04-01      | 2.0000%  | N/A     | $1000.00           | $555.14            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX HLAN0448                               | 2046-01-01      | 3.8800%  | N/A     | $1000.00           | $771.14            | Agency Mortgage-Backed Securities         |
| GNRA 2024-172 FA                                   | 2054-10-20      | 5.1989%  | N/A     | $3650649.00        | $2686024.85        | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLSD5331                               | 2054-03-01      | 6.0000%  | N/A     | $1000.00           | $861.88            | Agency Mortgage-Backed Securities         |
| GNRA 2025-004 YI                                   | 2055-01-20      | 0.0520%  | N/A     | $190000000.00      | $9340.84           | Agency Collateralized Mortgage Obligation |
| FEPC 02.500 CIZS8562                               | 2030-04-01      | 2.5000%  | N/A     | $19375.00          | $1599.26           | Agency Mortgage-Backed Securities         |
| GNRA 2023-187 FD                                   | 2053-12-20      | 5.3989%  | N/A     | $9327116.00        | $3190951.48        | Agency Collateralized Mortgage Obligation |
| GNMI SF CU0276 X                                   | 2053-09-15      | 6.5000%  | N/A     | $284184.00         | $287885.82         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZI5486                               | 2036-09-01      | 6.5000%  | N/A     | $1000.00           | $54.91             | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL1948                               | 2055-07-01      | 6.5000%  | N/A     | $113815.00         | $113004.69         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD2776                               | 2053-04-01      | 5.0000%  | N/A     | $1000.00           | $829.88            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8055                               | 2050-04-01      | 2.5000%  | N/A     | $1001.00           | $223.12            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8259                               | 2052-10-01      | 5.5000%  | N/A     | $1000.00           | $755.99            | Agency Mortgage-Backed Securities         |
| GNII SP 783519 M                                   | 2041-01-20      | 4.0000%  | N/A     | $49091047.00       | $2670999.86        | Agency Mortgage-Backed Securities         |
| GNII SF DI6864 C                                   | 2055-02-20      | 6.5000%  | N/A     | $12570.00          | $13057.04          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF7655                               | 2053-02-01      | 5.5000%  | N/A     | $3002.00           | $2619.70           | Agency Mortgage-Backed Securities         |
| GNRA 2017-132 SA                                   | 2040-02-20      | 0.7111%  | N/A     | $60685062.00       | $301683.15         | Agency Collateralized Mortgage Obligation |
| MNAR XX.XXX HYBS6422                               | 2037-08-01      | 4.1700%  | N/A     | $1000.00           | $968.95            | Agency Mortgage-Backed Securities         |
| GNRA 2023-153 TA                                   | 2053-10-20      | 0.0100%  | N/A     | $106767.00         | $9.15              | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLZI1985                               | 2034-05-01      | 5.0000%  | N/A     | $1000.00           | $26.38             | Agency Mortgage-Backed Securities         |
| GNRA 2014-090 SA                                   | 2038-10-20      | 0.8008%  | N/A     | $61239231.00       | $153989.80         | Agency Collateralized Mortgage Obligation |
| FEPC 02.000 CLQB9783                               | 2051-03-01      | 2.0000%  | N/A     | $1000.00           | $610.69            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQA0530                               | 2049-06-01      | 3.5000%  | N/A     | $5940.00           | $968.33            | Agency Mortgage-Backed Securities         |
| GNAR AT MA4091 M                                   | 2046-11-20      | 4.6250%  | N/A     | $1616494.00        | $61079.18          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM4821                               | 2047-11-01      | 3.5000%  | N/A     | $1708.00           | $456.05            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQA4289                               | 2049-11-01      | 3.5000%  | N/A     | $4002.00           | $1699.64           | Agency Mortgage-Backed Securities         |
| GNRA 2016-29 GS                                    | 2042-05-20      | 0.8379%  | N/A     | $40317194.00       | $134249.42         | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLQY5449                               | 2055-06-01      | 6.0000%  | N/A     | $1008.00           | $968.66            | Agency Mortgage-Backed Securities         |
| GNMI SP 784925 X                                   | 2047-10-15      | 4.5000%  | N/A     | $1002.00           | $275.94            | Agency Mortgage-Backed Securities         |
| FNRM CL011AL R16M011                               | 2039-07-25      | 2.9440%  | N/A     | $4972.00           | $285.30            | Agency Collateralized Mortgage Obligation |
| GNAR AT MA4282 M                                   | 2047-02-20      | 5.5000%  | N/A     | $500000.00         | $28464.63          | Agency Mortgage-Backed Securities         |
| GNAR AF MA3747 M                                   | 2046-06-20      | 5.5000%  | N/A     | $996801.00         | $42530.64          | Agency Mortgage-Backed Securities         |
| GNRA 2023-164 CS                                   | 2053-11-20      | 3.0011%  | N/A     | $14514200.00       | $825279.18         | Agency Collateralized Mortgage Obligation |
| FEPC 03.000 CIZS8591                               | 2030-12-01      | 3.0000%  | N/A     | $1000.00           | $93.74             | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL2951                               | 2034-06-01      | 3.3700%  | N/A     | $6668403.00        | $6295655.94        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1684                               | 2052-09-01      | 4.5000%  | N/A     | $1000.00           | $746.17            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HLBS3459                               | 2051-10-01      | 2.4200%  | N/A     | $1136.00           | $780.06            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX HYAN8325                               | 2038-02-01      | 3.5600%  | N/A     | $1643.00           | $1309.88           | Agency Mortgage-Backed Securities         |
| GNRA 2023-076 CF                                   | 2053-05-20      | 5.0989%  | N/A     | $765207.00         | $432730.26         | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLQX5115                               | 2055-01-01      | 6.0000%  | N/A     | $1000.00           | $958.62            | Agency Mortgage-Backed Securities         |
| GNAR AF 082999 M                                   | 2041-12-20      | 4.7500%  | N/A     | $2175000.00        | $50343.66          | Agency Mortgage-Backed Securities         |
| GNRA 2014-181 SB                                   | 2040-02-20      | 0.7093%  | N/A     | $26202046.00       | $84815.42          | Agency Collateralized Mortgage Obligation |
| GNMI SF 604567 X                                   | 2033-08-15      | 5.5000%  | N/A     | $1111745.00        | $28816.60          | Agency Mortgage-Backed Securities         |
| GNRA 2025-022 SA                                   | 2055-02-20      | 1.7911%  | N/A     | $93470184.00       | $5028007.95        | Agency Collateralized Mortgage Obligation |
| FKAR 03.260 WEWE6088                               | 2040-02-01      | 3.2600%  | N/A     | $2162393.00        | $1907404.03        | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLZI6070                               | 2031-02-01      | 7.0000%  | N/A     | $1000.00           | $8.53              | Agency Mortgage-Backed Securities         |
| GNRA 2021-155 SM                                   | 2051-07-20      | 2.2257%  | N/A     | $10500000.00       | $1016056.69        | Agency Collateralized Mortgage Obligation |
| FEPC 04.500 CLSD6650                               | 2054-10-01      | 4.5000%  | N/A     | $2010.00           | $1842.16           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL2199                               | 2041-10-01      | 4.0000%  | N/A     | $1000.00           | $78.83             | Agency Mortgage-Backed Securities         |
| GNRA 2023-076 FA                                   | 2053-05-20      | 5.0989%  | N/A     | $8986465.00        | $3618961.23        | Agency Collateralized Mortgage Obligation |
| 03.500 FGPC G61281 G                               | 2048-01-01      | 3.5000%  | N/A     | $25723.00          | $4557.67           | Agency Mortgage-Backed Securities         |
| FNRM RC069IJ R21F069                               | 2049-01-25      | 2.5000%  | N/A     | $8000000.00        | $955659.05         | Agency Collateralized Mortgage Obligation |
| 07.000 FGPC G02061 G                               | 2036-01-01      | 7.0000%  | N/A     | $9539.00           | $102.76            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD7504                               | 2049-08-01      | 3.5000%  | N/A     | $2000.00           | $370.10            | Agency Mortgage-Backed Securities         |
| GNII SF DN0069 C                                   | 2055-10-20      | 7.0000%  | N/A     | $1195994.00        | $1248646.02        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ2349                               | 2055-09-01      | 6.5000%  | N/A     | $1800983.00        | $1823085.07        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL3927                               | 2042-10-01      | 3.5000%  | N/A     | $1707.00           | $280.36            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX8914                               | 2055-03-01      | 6.5000%  | N/A     | $1000.00           | $1034.01           | Agency Mortgage-Backed Securities         |
| FGRA 2322SW 06/15/29                               | 2029-06-15      | 4.3435%  | N/A     | $376.00            | $0.03              | Agency Collateralized Mortgage Obligation |
| GNRM 2019-108 VI                                   | 2032-02-20      | 4.5000%  | N/A     | $19275832.00       | $48670.70          | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLQF1026                               | 2052-10-01      | 5.0000%  | N/A     | $6029.00           | $2918.56           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G05740 G                               | 2036-01-01      | 7.0000%  | N/A     | $1000.00           | $37.16             | Agency Mortgage-Backed Securities         |
| GNRA 2016-35 WI                                    | 2041-08-20      | 0.7687%  | N/A     | $101868319.00      | $455910.21         | Agency Collateralized Mortgage Obligation |
| FEPC 03.500 CLRA7122                               | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $684.05            | Agency Mortgage-Backed Securities         |
| FNRM CL049ID R23F049                               | 2048-05-25      | 5.0000%  | N/A     | $46813628.00       | $5059645.82        | Agency Collateralized Mortgage Obligation |
| FNRM RC061HI R20F061                               | 2050-09-25      | 4.0000%  | N/A     | $19231935.00       | $1421694.15        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-200 CS                                   | 2054-12-20      | 1.9511%  | N/A     | $14803469.00       | $824122.57         | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLZS4339                               | 2038-05-01      | 5.5000%  | N/A     | $1040.00           | $9.06              | Agency Mortgage-Backed Securities         |
| GNMI SP 783522 X                                   | 2042-01-15      | 4.0000%  | N/A     | $110674349.00      | $5825848.76        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 3PQU8222                               | 2054-10-01      | 6.0000%  | N/A     | $1000.00           | $1011.39           | Agency Mortgage-Backed Securities         |
| FERM 5571BV 07/25/36                               | 2036-07-25      | 5.0000%  | N/A     | $1000.00           | $997.75            | Agency Collateralized Mortgage Obligation |
| FEPC 04.500 CLSD1505                               | 2052-08-01      | 4.5000%  | N/A     | $1000.00           | $740.90            | Agency Mortgage-Backed Securities         |
| GNAR TL MA1120 M                                   | 2043-06-20      | 6.1250%  | N/A     | $964273.00         | $13057.80          | Agency Mortgage-Backed Securities         |
| GNAR WN 784594 M                                   | 2042-09-20      | 6.3140%  | N/A     | $122243.00         | $20414.05          | Agency Mortgage-Backed Securities         |
| GNRA 2023-10O IK                                   | 2071-06-20      | 0.4939%  | N/A     | $100028.00         | $2001.27           | Agency Collateralized Mortgage Obligation |
| FEPC 04.500 CLZA4819                               | 2047-02-01      | 4.5000%  | N/A     | $3502.00           | $752.78            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM7674                               | 2048-08-01      | 4.5000%  | N/A     | $1000.00           | $253.99            | Agency Mortgage-Backed Securities         |
| GNAR AF MA5774 M                                   | 2049-02-20      | 5.5000%  | N/A     | $2328869.00        | $168362.32         | Agency Mortgage-Backed Securities         |
| GNRA 2024-134 QS                                   | 2053-08-20      | 2.4011%  | N/A     | $115248996.00      | $4141447.89        | Agency Collateralized Mortgage Obligation |
| FEPC 03.500 CLSD1087                               | 2052-06-01      | 3.5000%  | N/A     | $6003.00           | $4369.13           | Agency Mortgage-Backed Securities         |
| GNAR AF MA5886 M                                   | 2049-04-20      | 5.5000%  | N/A     | $4198989.00        | $237700.83         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA5077                               | 2051-05-01      | 2.5000%  | N/A     | $66042.00          | $38912.48          | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8160                               | 2051-08-01      | 2.0000%  | N/A     | $1000.00           | $622.54            | Agency Mortgage-Backed Securities         |
| FGRA 3990US 01/15/27                               | 2027-01-15      | 2.3935%  | N/A     | $128676.00         | $15.47             | Agency Collateralized Mortgage Obligation |
| MNRA RC0052A2 R24M00                               | 2033-10-25      | 4.7200%  | N/A     | $1352.00           | $1375.74           | Agency Collateralized Mortgage Obligation |
| GNRA 2015-063 IO                                   | 2042-03-20      | 0.7365%  | N/A     | $126723829.00      | $249051.14         | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLSD8420                               | 2054-04-01      | 5.5000%  | N/A     | $1002.00           | $838.56            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD2493                               | 2053-03-01      | 6.0000%  | N/A     | $1873.00           | $1498.43           | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL2507                               | 2049-05-01      | 3.8300%  | N/A     | $1135.00           | $973.13            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM8775                               | 2048-10-01      | 4.0000%  | N/A     | $1004.00           | $168.27            | Agency Mortgage-Backed Securities         |
| FERM 5148CI 06/25/49                               | 2049-06-25      | 2.0000%  | N/A     | $997620.00         | $101865.92         | Agency Collateralized Mortgage Obligation |
| FNAR XX.XXX HYAN5386                               | 2029-05-01      | 3.2500%  | N/A     | $3000.00           | $2728.54           | Agency Mortgage-Backed Securities         |
| GNRA 2018-51 WI                                    | 2046-11-20      | 0.7234%  | N/A     | $25850462.00       | $106374.30         | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLSD6143                               | 2054-07-01      | 6.0000%  | N/A     | $1000.00           | $847.70            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZT1484                               | 2046-09-01      | 3.0000%  | N/A     | $1000.00           | $269.02            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ1979                               | 2054-07-01      | 6.5000%  | N/A     | $1000.00           | $841.87            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CTSC0634                               | 2042-08-01      | 2.0000%  | N/A     | $3000.00           | $2446.23           | Agency Mortgage-Backed Securities         |
| GNAR FB MA0186 M                                   | 2042-06-20      | 6.2500%  | N/A     | $966671.00         | $19983.45          | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ2727                               | 2054-09-01      | 5.5000%  | N/A     | $1002.00           | $1007.83           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8038                               | 2050-01-01      | 3.5000%  | N/A     | $2009.00           | $295.98            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY2684                               | 2055-05-01      | 5.5000%  | N/A     | $1001.00           | $1012.51           | Agency Mortgage-Backed Securities         |
| GNRA 2020-011 IO                                   | 2048-10-20      | 0.6408%  | N/A     | $2509218.00        | $15721.80          | Agency Collateralized Mortgage Obligation |
| GNII SF DJ4782 C                                   | 2055-04-20      | 7.5000%  | N/A     | $5000.00           | $5362.92           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY5650                               | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $498.19            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ7474                               | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $1012.03           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX8629                               | 2055-03-01      | 5.5000%  | N/A     | $1000.00           | $1012.11           | Agency Mortgage-Backed Securities         |
| GNRA 2025-082 SA                                   | 2065-05-20      | 0.8511%  | N/A     | $85482633.00       | $1689265.84        | Agency Collateralized Mortgage Obligation |
| FNRM CL003A2 R16M003                               | 2026-02-25      | 2.7020%  | N/A     | $400000.00         | $116108.92         | Agency Collateralized Mortgage Obligation |
| FERA 5505JS 02/25/55                               | 2055-02-25      | 0.9782%  | N/A     | $121682473.00      | $5104022.58        | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLSD3605                               | 2053-08-01      | 5.5000%  | N/A     | $1000.00           | $869.69            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS4613                               | 2045-05-01      | 3.0000%  | N/A     | $1000.00           | $136.71            | Agency Mortgage-Backed Securities         |
| 05.500 FGPC A61537 G                               | 2036-10-01      | 5.5000%  | N/A     | $87851.00          | $3101.65           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQX5189                               | 2055-01-01      | 5.0000%  | N/A     | $1007.00           | $985.63            | Agency Mortgage-Backed Securities         |
| GNRM 2024-089 EL                                   | 2054-05-20      | 5.5000%  | N/A     | $232276.00         | $239001.09         | Agency Collateralized Mortgage Obligation |
| FNST TR0429 C13 RC                                 | 2051-09-01      | 2.0000%  | N/A     | $1149984.00        | $128095.28         | Agency Collateralized Mortgage Obligation |
| GNRA 2017-060 SE                                   | 2038-10-20      | 2.4257%  | N/A     | $13891689.00       | $73774.42          | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLQI6158                               | 2054-05-01      | 5.0000%  | N/A     | $1000.00           | $985.15            | Agency Mortgage-Backed Securities         |
| GNRA 2023-022 KF                                   | 2053-02-20      | 4.9989%  | N/A     | $6641912.00        | $4873045.36        | Agency Collateralized Mortgage Obligation |
| FEPC 04.000 CLQF1743                               | 2052-10-01      | 4.0000%  | N/A     | $1001.00           | $815.08            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD6491                               | 2054-01-01      | 4.0000%  | N/A     | $1000.00           | $872.70            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8188                               | 2052-01-01      | 2.0000%  | N/A     | $5007.00           | $3259.83           | Agency Mortgage-Backed Securities         |
| GNRM 2024-157 BO                                   | 2053-08-20      | 0.0000%  | N/A     | $10098509.00       | $5934270.49        | Agency Collateralized Mortgage Obligation |
| GNMI SP 783653 X                                   | 2040-08-15      | 5.0000%  | N/A     | $238717.00         | $16818.67          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT0470                               | 2048-08-01      | 4.5000%  | N/A     | $3050.00           | $601.87            | Agency Mortgage-Backed Securities         |
| GNRA 2023-23O IL                                   | 2073-09-20      | 0.6636%  | N/A     | $20448560.00       | $1108400.20        | Agency Collateralized Mortgage Obligation |
| GNRA 2014-069 WI                                   | 2037-09-20      | 0.8540%  | N/A     | $104785743.00      | $285671.34         | Agency Collateralized Mortgage Obligation |
| GNRM 2023-146 AO                                   | 2053-10-20      | 0.0000%  | N/A     | $811137.00         | $311620.08         | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLQY9777                               | 2055-07-01      | 6.5000%  | N/A     | $1000.00           | $1042.90           | Agency Mortgage-Backed Securities         |
| GNRA 2024-18O IE                                   | 2074-10-20      | 0.8497%  | N/A     | $23892411.00       | $1683910.27        | Agency Collateralized Mortgage Obligation |
| MNAR XX.XXX HYBS9067                               | 2038-07-01      | 5.1700%  | N/A     | $1306700.00        | $1341050.58        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA7574                               | 2052-06-01      | 5.0000%  | N/A     | $1000.00           | $739.99            | Agency Mortgage-Backed Securities         |
| GNRA 2014-129 AS                                   | 2041-10-20      | 0.9643%  | N/A     | $42270863.00       | $106083.29         | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLQZ9177                               | 2055-11-01      | 5.0000%  | N/A     | $1024.00           | $1026.82           | Agency Mortgage-Backed Securities         |
| GNAR WN 784593 M                                   | 2043-06-20      | 6.4450%  | N/A     | $4416377.00        | $270267.28         | Agency Mortgage-Backed Securities         |
| GNRA 2015-082 LS                                   | 2041-04-20      | 0.8945%  | N/A     | $58404259.00       | $190494.59         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-004 IY                                   | 2055-01-20      | 0.0000%  | N/A     | $199554477.00      | $1215.59           | Agency Collateralized Mortgage Obligation |
| FEPC 04.000 CLZL6251                               | 2043-06-01      | 4.0000%  | N/A     | $1000.00           | $138.79            | Agency Mortgage-Backed Securities         |
| FNRM CL086IO R22F086                               | 2050-05-25      | 2.5000%  | N/A     | $323685.00         | $37489.14          | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLRJ1265                               | 2054-04-01      | 5.5000%  | N/A     | $1000.00           | $916.55            | Agency Mortgage-Backed Securities         |
| FNRM RC061PI R21F061                               | 2051-09-25      | 2.5000%  | N/A     | $5615145.00        | $418054.76         | Agency Collateralized Mortgage Obligation |
| FNRA CL020IO R23F020                               | 2061-03-25      | 1.6503%  | N/A     | $26145916.00       | $849420.90         | Agency Collateralized Mortgage Obligation |
| GNRA 2015-152 AI                                   | 2040-05-20      | 0.8753%  | N/A     | $30325747.00       | $118396.90         | Agency Collateralized Mortgage Obligation |
| FEPC 02.500 CLSD0777                               | 2051-11-01      | 2.5000%  | N/A     | $1000.00           | $638.64            | Agency Mortgage-Backed Securities         |
| FKAR 03.790 WEWE6087                               | 2035-09-01      | 3.7900%  | N/A     | $1000.00           | $963.25            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ3982                               | 2055-04-01      | 6.0000%  | N/A     | $1013.00           | $1016.90           | Agency Mortgage-Backed Securities         |
| FNRA CL080SC R24F080                               | 2054-11-25      | 1.8282%  | N/A     | $59647456.00       | $3717971.46        | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLQG8937                               | 2053-08-01      | 6.5000%  | N/A     | $1008.00           | $802.32            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD7543                               | 2051-08-01      | 2.5000%  | N/A     | $1000.00           | $598.95            | Agency Mortgage-Backed Securities         |
| GNRM 2024-083 CO                                   | 2053-06-20      | 0.0000%  | N/A     | $3349528.00        | $1519607.44        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-117 FE                                   | 2054-07-20      | 5.3989%  | N/A     | $1136.00           | $631.44            | Agency Collateralized Mortgage Obligation |
| GNRA 2023-187 SE                                   | 2053-12-20      | 1.1511%  | N/A     | $100000000.00      | $1703695.72        | Agency Collateralized Mortgage Obligation |
| FEPC 04.000 CLRA7211                               | 2052-04-01      | 4.0000%  | N/A     | $1000.00           | $704.22            | Agency Mortgage-Backed Securities         |
| GNRA 2025-169 JF                                   | 2055-10-20      | 4.8989%  | N/A     | $100670.00         | $100578.12         | Agency Collateralized Mortgage Obligation |
| FEPC 03.000 CLQF9466                               | 2053-03-01      | 3.0000%  | N/A     | $1000.00           | $795.83            | Agency Mortgage-Backed Securities         |
| FNRM CL061KI R21F061                               | 2049-04-25      | 2.5000%  | N/A     | $4700001.00        | $552357.17         | Agency Collateralized Mortgage Obligation |
| GNAR WK 786829 M                                   | 2049-08-20      | 5.4020%  | N/A     | $731641.00         | $511718.56         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL0402                               | 2055-03-01      | 6.5000%  | N/A     | $1000.00           | $870.67            | Agency Mortgage-Backed Securities         |
| GNAR WK 787723 M                                   | 2048-05-20      | 5.3180%  | N/A     | $1047056.00        | $901049.62         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRA7186                               | 2052-04-01      | 4.0000%  | N/A     | $1000.00           | $710.26            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZT0712                               | 2048-10-01      | 4.0000%  | N/A     | $1000.00           | $71.66             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD2508                               | 2053-03-01      | 5.5000%  | N/A     | $1000.00           | $791.65            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ2870                               | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $958.54            | Agency Mortgage-Backed Securities         |
| GNRA 2024-157 TC                                   | 2054-09-20      | 0.0500%  | N/A     | $49899915.00       | $70321.30          | Agency Collateralized Mortgage Obligation |

### Security 196: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B53L0, C.4 - ISIN: US3130B53L07, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250003450.00
- **C.18.a - Value (excl. sponsor support):** $250003450.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SD0, C.4 - ISIN: US912797SD08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $713932619.65
- **C.18.a - Value (excl. sponsor support):** $713932619.65
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 198: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RZ2, C.4 - ISIN: US912797RZ29, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1907907759.92
- **C.18.a - Value (excl. sponsor support):** $1907907759.92
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **C.11 - Maturity Date (WAM):** 2025-12-30
- **C.12 - Maturity Date (WAL):** 2025-12-30
- **C.13 - Final Legal Maturity Date:** 2025-12-30
- **C.10 - Ratings:** Fitch: F1+; Standard & Poor's: A-1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 199: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 3130B8LF7, C.4 - ISIN: US3130B8LF72, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $287495000.00
- **C.18.a - Value (excl. sponsor support):** $287495000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-05-17
- **C.13 - Final Legal Maturity Date:** 2027-05-17
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 200: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SB4, C.4 - ISIN: US912797SB42, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $656355004.60
- **C.18.a - Value (excl. sponsor support):** $656355004.60
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 201: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BYDV93676
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | N/A     | $75480600.00       | $76804765.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | N/A     | $186285300.00      | $193220912.71      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-15      | 3.3750%  | N/A     | $137391900.00      | $137974327.80      | U.S. Treasuries (including strips) |

### Security 202: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJN2, C.4 - ISIN: US3133ERJN27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $230633196.91
- **C.18.a - Value (excl. sponsor support):** $230633196.91
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Fixed Income Clearing Corporation - SSB

- **C.1 - Title:** Fixed Income Clearing Corporation - SSB
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDVC3XW7
- **C.18 - Value (incl. sponsor support):** $2250000000.00
- **C.18.a - Value (excl. sponsor support):** $2250000000.00
- **C.19 - Percentage of Net Assets:** 1.1400%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: NR; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 3 3/4 NOTE AM 28 | 2028-04-15      | 3.7500%  | N/A     | $22165100.00       | $22393488.46       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE BJ 26 | 2026-10-31      | 4.1250%  | N/A     | $379000.00         | $381777.92         | U.S. Treasuries (including strips) |
| 4 NOTE W 30      | 2030-03-31      | 4.0000%  | N/A     | $7816100.00        | $7998844.45        | U.S. Treasuries (including strips) |
| BILL 05/14/26    | 2026-05-14      | 0.0000%  | N/A     | $4150700.00        | $4081565.94        | U.S. Treasuries (including strips) |
| 0 3/4 NOTE W 26  | 2026-03-31      | 0.7500%  | N/A     | $8254500.00        | $8181865.84        | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Z 26  | 2026-05-31      | 0.7500%  | N/A     | $46600.00          | $46079.34          | U.S. Treasuries (including strips) |
| 2 3/4 NOTE B 28  | 2028-02-15      | 2.7500%  | N/A     | $2185100.00        | $2167733.85        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AU 26 | 2026-11-15      | 4.6250%  | N/A     | $470700.00         | $475747.27         | U.S. Treasuries (including strips) |
| 2 7/8 NOTE E 28  | 2028-08-15      | 2.8750%  | N/A     | $31528500.00       | $31284473.35       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29  | 2029-04-30      | 4.6250%  | N/A     | $48843200.00       | $50730811.31       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AG 29 | 2029-11-30      | 4.1250%  | N/A     | $7255900.00        | $7557423.21        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AR 26 | 2026-08-15      | 4.3750%  | N/A     | $2784000.00        | $2831316.91        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE U 28  | 2028-01-31      | 3.5000%  | N/A     | $3890000.00        | $3934474.54        | U.S. Treasuries (including strips) |
| 4 1/2 BOND 44    | 2044-02-15      | 4.5000%  | N/A     | $29069800.00       | $29102639.39       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 27 | 2027-10-31      | 4.1250%  | N/A     | $25000.00          | $25360.74          | U.S. Treasuries (including strips) |
| 1 1/8 NOTE B 31  | 2031-02-15      | 1.1250%  | N/A     | $5764500.00        | $5114996.02        | U.S. Treasuries (including strips) |
| 3 BOND 45        | 2045-05-15      | 3.0000%  | N/A     | $36900.00          | $29080.83          | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AP 27 | 2027-06-15      | 4.6250%  | N/A     | $500000.00         | $518449.89         | U.S. Treasuries (including strips) |
| 2 BOND 50        | 2050-02-15      | 2.0000%  | N/A     | $60191800.00       | $36720460.34       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE S 29  | 2029-11-30      | 3.8750%  | N/A     | $4228300.00        | $4358515.79        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BM 26 | 2026-12-31      | 4.2500%  | N/A     | $13623100.00       | $13950515.66       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE J 30  | 2030-03-31      | 3.6250%  | N/A     | $16550600.00       | $16680252.22       | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42    | 2042-02-15      | 2.3750%  | N/A     | $8364500.00        | $6335510.64        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AU 27 | 2027-11-15      | 4.1250%  | N/A     | $61695700.00       | $62499863.57       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AG 28 | 2028-11-30      | 4.3750%  | N/A     | $399900.00         | $418394.15         | U.S. Treasuries (including strips) |
| 0 1/2 NOTE M 27  | 2027-06-30      | 0.5000%  | N/A     | $100.00            | $95.57             | U.S. Treasuries (including strips) |
| 3 3/8 NOTE AS 28 | 2028-09-15      | 3.3750%  | N/A     | $486954400.00      | $488816597.03      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 29 | 2029-08-31      | 3.6250%  | N/A     | $9073300.00        | $9180667.02        | U.S. Treasuries (including strips) |
| 2 3/8 BOND 49    | 2049-11-15      | 2.3750%  | N/A     | $9502300.00        | $6288915.77        | U.S. Treasuries (including strips) |
| 1 1/2 NOTE B 30  | 2030-02-15      | 1.5000%  | N/A     | $42966300.00       | $39726249.61       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AV 26 | 2026-12-15      | 4.3750%  | N/A     | $4200000.00        | $4315180.36        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE M 30  | 2030-06-30      | 3.7500%  | N/A     | $5000000.00        | $5111216.14        | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54    | 2054-02-15      | 4.2500%  | N/A     | $2020000.00        | $1904814.26        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE C 30  | 2030-05-15      | 0.6250%  | N/A     | $4407500.00        | $3876151.40        | U.S. Treasuries (including strips) |
| 5 1/4 BOND 28    | 2028-11-15      | 5.2500%  | N/A     | $100.00            | $105.03            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE P 31  | 2031-08-31      | 3.7500%  | N/A     | $132100.00         | $133802.45         | U.S. Treasuries (including strips) |
| 1 NOTE N 28      | 2028-07-31      | 1.0000%  | N/A     | $33486500.00       | $31483400.18       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE Z 29  | 2029-05-31      | 4.5000%  | N/A     | $43861400.00       | $46226235.56       | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33  | 2033-05-15      | 3.3750%  | N/A     | $68639600.00       | $66728125.56       | U.S. Treasuries (including strips) |
| 1 3/8 NOTE F 31  | 2031-11-15      | 1.3750%  | N/A     | $2550000.00        | $2235653.30        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 30  | 2030-04-30      | 3.8750%  | N/A     | $11552100.00       | $11726862.91       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28  | 2028-03-31      | 1.2500%  | N/A     | $35026500.00       | $33355249.04       | U.S. Treasuries (including strips) |
| BILL 12/11/25    | 2025-12-11      | 0.0000%  | N/A     | $312000.00         | $311662.42         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE M 31  | 2031-06-30      | 4.2500%  | N/A     | $19918000.00       | $20858266.21       | U.S. Treasuries (including strips) |
| 1 1/8 NOTE P 28  | 2028-08-31      | 1.1250%  | N/A     | $65800.00          | $61923.39          | U.S. Treasuries (including strips) |
| 5 3/8 BOND 31    | 2031-02-15      | 5.3750%  | N/A     | $10000.00          | $10971.36          | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AG 27 | 2027-11-30      | 3.8750%  | N/A     | $12052600.00       | $12368815.04       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AU 28 | 2028-11-15      | 3.5000%  | N/A     | $250328000.00      | $250692704.38      | U.S. Treasuries (including strips) |
| 1 1/4 NOTE M 28  | 2028-06-30      | 1.2500%  | N/A     | $70000.00          | $66511.14          | U.S. Treasuries (including strips) |
| 2 5/8 NOTE N 29  | 2029-07-31      | 2.6250%  | N/A     | $9313400.00        | $9102412.21        | U.S. Treasuries (including strips) |
| 1 3/8 BOND 50    | 2050-08-15      | 1.3750%  | N/A     | $3227500.00        | $1652948.74        | U.S. Treasuries (including strips) |
| 4 7/8 NOTE R 30  | 2030-10-31      | 4.8750%  | N/A     | $8234400.00        | $8732010.71        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE K 30  | 2030-04-30      | 3.5000%  | N/A     | $21834100.00       | $21822903.09       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AR 28 | 2028-08-15      | 3.6250%  | N/A     | $10684100.00       | $10832011.44       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AL 27 | 2027-03-15      | 4.2500%  | N/A     | $1707000.00        | $1735894.12        | U.S. Treasuries (including strips) |
| 4 5/8 NOTE K 31  | 2031-04-30      | 4.6250%  | N/A     | $63961200.00       | $67248316.25       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BG 26 | 2026-08-31      | 3.7500%  | N/A     | $603000.00         | $608796.41         | U.S. Treasuries (including strips) |
| 4 1/4 NOTE C 35  | 2035-05-15      | 4.2500%  | N/A     | $68880300.00       | $70426128.44       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 32  | 2032-03-31      | 4.1250%  | N/A     | $691334900.00      | $711515053.10      | U.S. Treasuries (including strips) |
| 3 1/4 NOTE M 29  | 2029-06-30      | 3.2500%  | N/A     | $39223600.00       | $39369888.25       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AL 28 | 2028-03-15      | 3.8750%  | N/A     | $1144800.00        | $1163673.48        | U.S. Treasuries (including strips) |
| 6 1/8 BOND 29    | 2029-08-15      | 6.1250%  | N/A     | $1010000.00        | $1117133.96        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE S 27  | 2027-11-30      | 0.6250%  | N/A     | $100.00            | $94.79             | U.S. Treasuries (including strips) |

### Security 204: Fixed Income Clearing Corporation - BNY

- **C.1 - Title:** Fixed Income Clearing Corporation - BNY
- **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: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDVC3Y06
- **C.18 - Value (incl. sponsor support):** $3750000000.00
- **C.18.a - Value (excl. sponsor support):** $3750000000.00
- **C.19 - Percentage of Net Assets:** 1.9000%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: NR; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 CLBM5012 | 2048-03-01      | 3.5000%  | N/A     | $37018225.00       | $10811899.40       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDD3924 | 2055-03-01      | 7.0000%  | N/A     | $1000.00           | $1060.66           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5988 | 2053-04-01      | 5.5000%  | N/A     | $2024.00           | $1795.93           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB1131 | 2051-07-01      | 2.5000%  | N/A     | $285835.00         | $169921.45         | Agency Mortgage-Backed Securities |
| 06.500 FGPC G03344 G | 2037-10-01      | 6.5000%  | N/A     | $1000.00           | $8.82              | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAH3583 | 2040-12-01      | 4.0000%  | N/A     | $1000.00           | $41.09             | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE9145 | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $532.00            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7290 | 2050-10-01      | 2.0000%  | N/A     | $19015855.00       | $9742378.16        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE1295 | 2055-06-01      | 5.0000%  | N/A     | $1000.00           | $1008.39           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6017 | 2050-06-01      | 2.5000%  | N/A     | $7938413.00        | $3235742.36        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7330 | 2050-10-01      | 2.0000%  | N/A     | $251458187.00      | $138613919.44      | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8063 | 2050-12-01      | 2.0000%  | N/A     | $1024.00           | $581.94            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG7427 | 2053-07-01      | 6.5000%  | N/A     | $1000.00           | $514.34            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB7335 | 2054-07-01      | 6.0000%  | N/A     | $1008.00           | $974.31            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF0005 | 2055-10-01      | 5.0000%  | N/A     | $1000.00           | $1002.18           | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q62228 G | 2049-03-01      | 4.0000%  | N/A     | $1000.00           | $119.86            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6910 | 2050-09-01      | 2.5000%  | N/A     | $52256960.00       | $26864009.42       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4812 | 2052-10-01      | 5.0000%  | N/A     | $250059636.00      | $187716501.84      | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB7676 | 2054-07-01      | 6.0000%  | N/A     | $1000.00           | $815.26            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3308 | 2047-04-01      | 3.0000%  | N/A     | $36572096.00       | $25746008.30       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS4525 | 2045-03-01      | 3.5000%  | N/A     | $1024.00           | $207.55            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD4266 | 2053-11-01      | 6.0000%  | N/A     | $27964817.00       | $23957650.13       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAX7560 | 2045-01-01      | 3.5000%  | N/A     | $1280.00           | $131.51            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8017 | 2050-12-01      | 2.0000%  | N/A     | $50008384.00       | $28745116.58       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF8330 | 2053-02-01      | 5.5000%  | N/A     | $1000.00           | $982.69            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL979900 | 2038-05-01      | 6.0000%  | N/A     | $1838.00           | $18.18             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBH2620 | 2047-08-01      | 3.5000%  | N/A     | $1024.00           | $157.13            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5304 | 2052-12-01      | 6.0000%  | N/A     | $1024.00           | $748.12            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7141 | 2053-09-01      | 6.5000%  | N/A     | $1047.00           | $738.54            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBX2509 | 2052-11-01      | 4.5000%  | N/A     | $1268978.00        | $1197095.16        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5761 | 2045-09-01      | 3.5000%  | N/A     | $2000.00           | $461.64            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA1015 | 2048-01-01      | 4.0000%  | N/A     | $2086028.00        | $300722.55         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDB1904 | 2054-09-01      | 7.0000%  | N/A     | $1000.00           | $1076.95           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBP3050 | 2050-03-01      | 2.5000%  | N/A     | $1000.00           | $232.97            | Agency Mortgage-Backed Securities |
| FNMS 03.000 R3BF0554 | 2050-05-01      | 3.0000%  | N/A     | $15989064.00       | $7011811.87        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK5262 | 2048-05-01      | 4.5000%  | N/A     | $439183.00         | $96802.64          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7346 | 2050-10-01      | 2.0000%  | N/A     | $1024.00           | $583.48            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO4645 | 2049-11-01      | 3.0000%  | N/A     | $1024.00           | $368.91            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6913 | 2053-08-01      | 5.5000%  | N/A     | $37349672.00       | $30444608.29       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6329 | 2053-05-01      | 6.0000%  | N/A     | $96940.00          | $75662.25          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9074 | 2054-08-01      | 4.5000%  | N/A     | $1024.00           | $963.29            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q17953 G | 2043-05-01      | 4.0000%  | N/A     | $1000.00           | $211.11            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CQAL6685 | 2035-01-01      | 4.0000%  | N/A     | $1000.00           | $140.47            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW6028 | 2052-07-01      | 4.5000%  | N/A     | $1000.00           | $894.20            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX2320 | 2052-12-01      | 5.0000%  | N/A     | $505000.00         | $449309.13         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS4984 | 2045-05-01      | 3.5000%  | N/A     | $1024.00           | $218.71            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB5864 | 2053-03-01      | 6.5000%  | N/A     | $5967.00           | $4298.01           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9961 | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $726.54            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD3654 | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $789.49            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM1538 | 2047-07-01      | 4.0000%  | N/A     | $498000.00         | $116386.65         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX4014 | 2052-12-01      | 6.0000%  | N/A     | $1000.00           | $992.66            | Agency Mortgage-Backed Securities |
| FNMS 04.000 U3BF0198 | 2040-11-01      | 4.0000%  | N/A     | $4185000.00        | $807706.47         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5293 | 2052-12-01      | 5.5000%  | N/A     | $2000.00           | $1442.66           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7234 | 2050-10-01      | 2.5000%  | N/A     | $1024.00           | $430.19            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA3679 | 2049-06-01      | 4.5000%  | N/A     | $174000.00         | $42263.48          | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q44618 G | 2046-11-01      | 4.0000%  | N/A     | $1000.00           | $259.08            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS9940 | 2047-07-01      | 3.5000%  | N/A     | $1024.00           | $243.68            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8706 | 2054-06-01      | 6.0000%  | N/A     | $1024.00           | $829.62            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN0714 | 2048-09-01      | 5.0000%  | N/A     | $1000.00           | $655.70            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG6598 | 2053-07-01      | 5.5000%  | N/A     | $731536.00         | $511669.80         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7059 | 2053-09-01      | 6.5000%  | N/A     | $12287025.00       | $10241429.71       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA7283 | 2054-01-01      | 6.5000%  | N/A     | $3468276.00        | $1559400.64        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAR3198 | 2043-03-01      | 3.5000%  | N/A     | $1000.00           | $172.54            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD5633 | 2054-02-01      | 6.0000%  | N/A     | $1008.00           | $885.08            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAO1214 | 2042-04-01      | 3.5000%  | N/A     | $1000.00           | $54.35             | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF8711 | 2053-02-01      | 4.5000%  | N/A     | $1000.00           | $941.20            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG9087 | 2053-08-01      | 6.0000%  | N/A     | $1000.00           | $771.88            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBU3981 | 2053-04-01      | 6.5000%  | N/A     | $3220730.00        | $2437750.17        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD6397 | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $975.06            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAQ7190 | 2043-07-01      | 3.5000%  | N/A     | $7014256.00        | $1415037.30        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQF6337 | 2053-01-01      | 6.5000%  | N/A     | $1000.00           | $777.17            | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP959967 | 2037-11-01      | 6.0000%  | N/A     | $30221600.00       | $43469.99          | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q02918 G | 2041-08-01      | 4.0000%  | N/A     | $1000.00           | $100.39            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBE3601 | 2048-11-01      | 4.5000%  | N/A     | $1000.00           | $217.73            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBY2930 | 2053-06-01      | 4.5000%  | N/A     | $825168.00         | $765437.90         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9778 | 2055-01-01      | 5.0000%  | N/A     | $31641285.00       | $30261169.87       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7241 | 2053-10-01      | 6.5000%  | N/A     | $21961825.00       | $15907566.91       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL995378 | 2039-01-01      | 6.5000%  | N/A     | $1000.00           | $9.69              | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2310 | 2048-09-01      | 4.5000%  | N/A     | $5222614.00        | $1585890.95        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7450 | 2050-10-01      | 2.0000%  | N/A     | $1024.00           | $558.94            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY8376 | 2053-09-01      | 6.5000%  | N/A     | $1000.00           | $713.08            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD4043 | 2055-03-01      | 5.0000%  | N/A     | $1000.00           | $1003.49           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQD1893 | 2051-11-01      | 3.0000%  | N/A     | $1000.00           | $622.20            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6008 | 2053-04-01      | 4.5000%  | N/A     | $17622440.00       | $15140533.26       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDB9369 | 2054-08-01      | 7.0000%  | N/A     | $376998.00         | $396491.05         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4686 | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $732.19            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB5658 | 2053-02-01      | 6.5000%  | N/A     | $4006584.00        | $3207287.34        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL900928 | 2037-02-01      | 6.5000%  | N/A     | $34188369.00       | $348419.70         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX5440 | 2053-03-01      | 5.5000%  | N/A     | $1000.00           | $786.45            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAT5902 | 2043-06-01      | 3.5000%  | N/A     | $1120.00           | $198.73            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBP1131 | 2050-01-01      | 3.5000%  | N/A     | $1000.00           | $358.47            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB5984 | 2053-04-01      | 5.0000%  | N/A     | $3128960.00        | $2727470.87        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3911 | 2052-06-01      | 4.0000%  | N/A     | $3710105.00        | $2712101.66        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9931 | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $599.78            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7281 | 2050-10-01      | 2.0000%  | N/A     | $46011051.00       | $25704434.96       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2275 | 2051-12-01      | 2.5000%  | N/A     | $1000.00           | $650.12            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5314 | 2052-12-01      | 6.0000%  | N/A     | $1000.00           | $801.01            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX2837 | 2052-11-01      | 5.5000%  | N/A     | $1000.00           | $496.94            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ7216 | 2048-10-01      | 4.0000%  | N/A     | $1024.00           | $169.98            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA7553 | 2052-06-01      | 4.0000%  | N/A     | $1000.00           | $727.91            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA3858 | 2049-07-01      | 3.5000%  | N/A     | $603000.00         | $124437.21         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAR9367 | 2043-04-01      | 4.0000%  | N/A     | $1000.00           | $124.02            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9022 | 2054-08-01      | 6.5000%  | N/A     | $1008.00           | $883.43            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB0392 | 2054-04-01      | 6.0000%  | N/A     | $91349952.00       | $73818940.55       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5992 | 2053-03-01      | 6.0000%  | N/A     | $2000.00           | $1482.18           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4577 | 2044-08-01      | 3.5000%  | N/A     | $1000.00           | $76.33             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2199 | 2048-08-01      | 4.5000%  | N/A     | $726000.00         | $131732.02         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6748 | 2053-07-01      | 5.5000%  | N/A     | $12450000.00       | $11058388.47       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBX9911 | 2053-05-01      | 6.5000%  | N/A     | $1000.00           | $481.89            | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLSD4928 | 2054-01-01      | 7.0000%  | N/A     | $21054160.00       | $15306764.63       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD1683 | 2055-02-01      | 6.5000%  | N/A     | $2598547.00        | $2389545.62        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDA1520 | 2053-10-01      | 6.0000%  | N/A     | $470611.00         | $346718.57         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF1081 | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1028.61           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM2000 | 2047-05-01      | 3.5000%  | N/A     | $202037785.00      | $27798467.00       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7050 | 2053-09-01      | 5.5000%  | N/A     | $1024.00           | $838.86            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTBV5974 | 2045-06-01      | 5.5000%  | N/A     | $8010.00           | $7717.64           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4786 | 2052-10-01      | 5.0000%  | N/A     | $5540496.00        | $4469039.69        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC5675 | 2054-11-01      | 6.0000%  | N/A     | $1000.00           | $886.67            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8835 | 2054-07-01      | 5.5000%  | N/A     | $1024.00           | $931.68            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6904 | 2053-08-01      | 5.0000%  | N/A     | $34495560.00       | $29420920.94       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF1058 | 2055-10-01      | 6.0000%  | N/A     | $1950080.00        | $2004400.51        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF0027 | 2055-10-01      | 5.0000%  | N/A     | $1097250.00        | $1103501.75        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5476 | 2053-01-01      | 6.0000%  | N/A     | $2049.00           | $1514.71           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS4629 | 2045-03-01      | 3.5000%  | N/A     | $101969317.00      | $9032666.87        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4423 | 2052-08-01      | 5.5000%  | N/A     | $1024.00           | $718.52            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2637 | 2052-01-01      | 2.5000%  | N/A     | $693000.00         | $446015.89         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB6547 | 2053-06-01      | 6.5000%  | N/A     | $1024.00           | $739.63            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB2853 | 2052-02-01      | 2.0000%  | N/A     | $1000.00           | $658.13            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8137 | 2054-03-01      | 5.5000%  | N/A     | $24206898.00       | $22042690.51       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL995301 | 2038-11-01      | 6.0000%  | N/A     | $90633344.00       | $1280845.70        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6696 | 2053-07-01      | 5.5000%  | N/A     | $32153440.00       | $25541176.55       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAZ2683 | 2045-11-01      | 3.5000%  | N/A     | $1000.00           | $221.19            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX7634 | 2053-05-01      | 5.5000%  | N/A     | $1000.00           | $832.11            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q63397 G | 2049-05-01      | 4.0000%  | N/A     | $1000.00           | $370.47            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3372 | 2052-04-01      | 3.5000%  | N/A     | $2113983.00        | $1653104.50        | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q61703 G | 2049-02-01      | 5.0000%  | N/A     | $1000.00           | $340.50            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD5864 | 2054-06-01      | 5.0000%  | N/A     | $7501572.00        | $6817834.04        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTBP6566 | 2040-08-01      | 2.0000%  | N/A     | $1024.00           | $471.61            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY1373 | 2053-10-01      | 5.0000%  | N/A     | $8380750.00        | $7292541.68        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF7606 | 2053-02-01      | 6.0000%  | N/A     | $1008.00           | $846.64            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY3620 | 2053-06-01      | 6.0000%  | N/A     | $1121500.00        | $1138973.24        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAB2479 | 2041-03-01      | 4.5000%  | N/A     | $3044411.00        | $199193.63         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB0502 | 2051-05-01      | 2.0000%  | N/A     | $1000.00           | $599.36            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBE0881 | 2046-12-01      | 3.0000%  | N/A     | $1000.00           | $199.56            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6257 | 2053-05-01      | 5.5000%  | N/A     | $55372736.00       | $45822767.34       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5911 | 2045-10-01      | 3.5000%  | N/A     | $1024.00           | $115.11            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBX0215 | 2053-05-01      | 6.5000%  | N/A     | $263144.00         | $226266.41         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5150 | 2052-10-01      | 6.0000%  | N/A     | $1000.00           | $552.15            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8551 | 2054-05-01      | 6.5000%  | N/A     | $1000.00           | $843.26            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQI8650 | 2054-06-01      | 6.0000%  | N/A     | $1000.00           | $1018.04           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB4926 | 2052-10-01      | 6.0000%  | N/A     | $7605079.00        | $5668873.88        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBU3295 | 2051-10-01      | 2.5000%  | N/A     | $2836808.00        | $1759628.73        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6920 | 2053-08-01      | 6.0000%  | N/A     | $46095824.00       | $36676525.46       | Agency Mortgage-Backed Securities |
| FNMS 07.000 NP888880 | 2037-12-01      | 7.0000%  | N/A     | $1007.00           | $3.51              | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0497 | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $843.72            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6599 | 2053-04-01      | 5.0000%  | N/A     | $523754.00         | $437540.28         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4847 | 2052-10-01      | 5.5000%  | N/A     | $166000.00         | $123913.52         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7785 | 2054-01-01      | 6.0000%  | N/A     | $1008.00           | $863.67            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE7792 | 2055-07-01      | 6.5000%  | N/A     | $1000.00           | $1040.81           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6519 | 2046-01-01      | 3.5000%  | N/A     | $1024.00           | $73.08             | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX4106 | 2053-02-01      | 5.0000%  | N/A     | $1000.00           | $833.04            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS4787 | 2053-05-01      | 6.5000%  | N/A     | $6884490.00        | $5320534.75        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6246 | 2053-05-01      | 5.0000%  | N/A     | $1040.00           | $807.33            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW5991 | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $794.71            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL942511 | 2037-08-01      | 6.5000%  | N/A     | $1024.00           | $2.84              | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7304 | 2053-10-01      | 6.0000%  | N/A     | $1024.00           | $797.08            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q06568 G | 2042-03-01      | 4.0000%  | N/A     | $1000.00           | $194.58            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7343 | 2050-10-01      | 2.0000%  | N/A     | $1026.00           | $534.51            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH4277 | 2047-04-01      | 4.5000%  | N/A     | $1000.00           | $286.20            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN2985 | 2048-11-01      | 4.5000%  | N/A     | $1000.00           | $286.75            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICA8374 | 2035-12-01      | 3.0000%  | N/A     | $1000.00           | $470.94            | Agency Mortgage-Backed Securities |
| FEPC 03.500 ZLZT2387 | 2046-06-01      | 3.5000%  | N/A     | $1024.00           | $757.35            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9211 | 2054-09-01      | 5.5000%  | N/A     | $1723267.00        | $1639644.38        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW1291 | 2052-10-01      | 4.5000%  | N/A     | $230192129.00      | $183369000.70      | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8083 | 2053-12-01      | 5.5000%  | N/A     | $31459144.00       | $28241545.46       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF1638 | 2055-11-01      | 5.0000%  | N/A     | $1693464.00        | $1707802.56        | Agency Mortgage-Backed Securities |
| FNMS 05.500 NQ889153 | 2037-12-01      | 5.5000%  | N/A     | $40825055.00       | $215882.01         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA1079 | 2048-01-01      | 3.5000%  | N/A     | $1024.00           | $125.85            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC2627 | 2055-04-01      | 6.5000%  | N/A     | $2620969.00        | $2719814.35        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6323 | 2053-05-01      | 5.5000%  | N/A     | $32765870.00       | $27869218.57       | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q61942 G | 2049-02-01      | 5.0000%  | N/A     | $1007.00           | $214.55            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN6554 | 2049-05-01      | 4.5000%  | N/A     | $1000.00           | $478.61            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS7737 | 2046-08-01      | 3.0000%  | N/A     | $43823576.00       | $4897408.10        | Agency Mortgage-Backed Securities |
| 06.000 FGPC G04303 G | 2038-04-01      | 6.0000%  | N/A     | $140169472.00      | $1594346.18        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS7385 | 2046-06-01      | 3.5000%  | N/A     | $1024.00           | $290.61            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG0646 | 2053-04-01      | 6.5000%  | N/A     | $1000.00           | $547.93            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLRA9852 | 2053-09-01      | 6.0000%  | N/A     | $174362835.00      | $144081002.44      | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6192 | 2053-05-01      | 6.0000%  | N/A     | $1000.00           | $817.29            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE6676 | 2055-08-01      | 5.5000%  | N/A     | $1000.00           | $1024.29           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB3696 | 2037-05-01      | 2.5000%  | N/A     | $110559.00         | $70703.28          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9424 | 2052-10-01      | 5.0000%  | N/A     | $1226288.00        | $897095.92         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY9857 | 2053-10-01      | 6.5000%  | N/A     | $3095620.00        | $3202386.38        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA5513 | 2050-04-01      | 4.0000%  | N/A     | $1024.00           | $343.50            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB4091 | 2052-07-01      | 4.0000%  | N/A     | $1024.00           | $798.03            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0006 | 2052-08-01      | 5.0000%  | N/A     | $2000.00           | $1431.53           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5310 | 2052-12-01      | 6.0000%  | N/A     | $2000.00           | $1543.48           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL779661 | 2034-07-01      | 5.5000%  | N/A     | $8483669.00        | $94552.03          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD7563 | 2053-05-01      | 4.5000%  | N/A     | $1010.00           | $781.34            | Agency Mortgage-Backed Securities |
| FNMS 04.000 I3BF0155 | 2046-10-01      | 4.0000%  | N/A     | $68249728.00       | $17521751.89       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBT7887 | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $766.82            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICA7136 | 2035-09-01      | 2.0000%  | N/A     | $1000.00           | $447.36            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA5317 | 2050-03-01      | 3.0000%  | N/A     | $1000.00           | $241.17            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB6549 | 2053-06-01      | 6.5000%  | N/A     | $2112.00           | $1642.66           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5647 | 2053-02-01      | 5.5000%  | N/A     | $1104.00           | $933.55            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8357 | 2054-04-01      | 6.5000%  | N/A     | $3072.00           | $2389.04           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF2323 | 2052-10-01      | 6.0000%  | N/A     | $1031110.00        | $1025299.02        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAU7307 | 2043-08-01      | 4.0000%  | N/A     | $1000.00           | $108.48            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS6545 | 2053-12-01      | 6.0000%  | N/A     | $1140.00           | $983.48            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA5684 | 2050-05-01      | 2.5000%  | N/A     | $1000.00           | $451.93            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB8656 | 2054-06-01      | 4.5000%  | N/A     | $6285000.00        | $5669565.38        | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP899810 | 2037-08-01      | 6.5000%  | N/A     | $2015.00           | $4.92              | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8013 | 2050-12-01      | 2.0000%  | N/A     | $23344072.00       | $13273282.70       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8340 | 2054-04-01      | 6.0000%  | N/A     | $8330162.00        | $7243739.27        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3855 | 2052-06-01      | 4.0000%  | N/A     | $64028264.00       | $47919917.45       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX2166 | 2052-12-01      | 6.0000%  | N/A     | $1000.00           | $607.83            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM7203 | 2048-07-01      | 4.5000%  | N/A     | $1000.00           | $271.88            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6177 | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $859.66            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB6504 | 2053-06-01      | 4.0000%  | N/A     | $1001.00           | $821.64            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7053 | 2053-09-01      | 6.0000%  | N/A     | $24166086.00       | $19603295.50       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6915 | 2053-08-01      | 5.5000%  | N/A     | $28985138.00       | $24965254.32       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFA1946 | 2052-08-01      | 3.5000%  | N/A     | $1000.00           | $902.49            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM4366 | 2047-10-01      | 4.5000%  | N/A     | $1000.00           | $435.56            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAW8254 | 2044-07-01      | 4.0000%  | N/A     | $1008.00           | $139.50            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW5851 | 2052-09-01      | 4.5000%  | N/A     | $18781149.00       | $14141406.80       | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQC5576 | 2051-08-01      | 2.5000%  | N/A     | $1024.00           | $533.03            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7272 | 2050-10-01      | 2.0000%  | N/A     | $1024.00           | $523.51            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL7481 | 2044-07-01      | 3.5000%  | N/A     | $1000.00           | $203.83            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB7821 | 2054-01-01      | 7.0000%  | N/A     | $15616040.00       | $12802510.38       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC5581 | 2054-11-01      | 5.0000%  | N/A     | $7334896.00        | $6295431.54        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6098 | 2053-03-01      | 6.0000%  | N/A     | $1000.00           | $686.55            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN3156 | 2049-02-01      | 4.5000%  | N/A     | $1000.00           | $230.06            | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP900174 | 2036-08-01      | 6.0000%  | N/A     | $12962.00          | $40.61             | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8512 | 2054-05-01      | 6.5000%  | N/A     | $1000.00           | $747.69            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL872293 | 2036-05-01      | 6.0000%  | N/A     | $1016.00           | $9.07              | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE0960 | 2055-06-01      | 6.5000%  | N/A     | $9696800.00        | $9399866.88        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4393 | 2052-08-01      | 4.5000%  | N/A     | $57402038.00       | $47487184.84       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB8118 | 2054-02-01      | 5.0000%  | N/A     | $8078040.00        | $6859405.40        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS4344 | 2045-01-01      | 3.5000%  | N/A     | $6000.00           | $616.25            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL940644 | 2037-08-01      | 7.0000%  | N/A     | $1024.00           | $5.00              | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8076 | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $960.17            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBN5069 | 2049-02-01      | 5.5000%  | N/A     | $1008.00           | $17.21             | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY4782 | 2053-07-01      | 5.0000%  | N/A     | $1000.00           | $892.05            | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLCA8222 | 2050-12-01      | 1.5000%  | N/A     | $1000.00           | $541.44            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAU1624 | 2043-07-01      | 3.0000%  | N/A     | $1000.00           | $234.22            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF0702 | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $572.67            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM4747 | 2048-10-01      | 4.5000%  | N/A     | $1001.00           | $175.28            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5135 | 2052-11-01      | 5.5000%  | N/A     | $39519607.00       | $30761618.79       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA4353 | 2049-10-01      | 3.5000%  | N/A     | $1000.00           | $447.40            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH4628 | 2047-06-01      | 4.5000%  | N/A     | $1000.00           | $383.06            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7350 | 2050-10-01      | 2.0000%  | N/A     | $1000.00           | $541.79            | Agency Mortgage-Backed Securities |
| FNMS 03.500 I3BF0154 | 2046-11-01      | 3.5000%  | N/A     | $1000.00           | $166.15            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7778 | 2054-01-01      | 5.5000%  | N/A     | $37616102.00       | $30413855.29       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6877 | 2053-08-01      | 6.0000%  | N/A     | $1024.00           | $915.14            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQH2146 | 2053-10-01      | 5.0000%  | N/A     | $34721792.00       | $29019956.57       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6744 | 2053-07-01      | 5.5000%  | N/A     | $203710551.00      | $175017411.12      | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8784 | 2047-02-01      | 3.0000%  | N/A     | $1024.00           | $214.93            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB7356 | 2054-07-01      | 6.0000%  | N/A     | $3177870.00        | $2990681.16        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7979 | 2050-12-01      | 2.0000%  | N/A     | $27498235.00       | $14855527.04       | Agency Mortgage-Backed Securities |
| FEPC 02.500 ZLSI2106 | 2051-05-25      | 2.5000%  | N/A     | $1855000.00        | $1429697.00        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB5598 | 2053-02-01      | 4.5000%  | N/A     | $15755289.00       | $12299362.99       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY5097 | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $734.48            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6331 | 2053-05-01      | 6.0000%  | N/A     | $1000.00           | $855.64            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE9208 | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1015.67           | Agency Mortgage-Backed Securities |
| FNMS 04.500 ZK310191 | 2041-05-01      | 4.5000%  | N/A     | $1000.00           | $166.05            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBD6341 | 2046-09-01      | 3.0000%  | N/A     | $1000.00           | $108.23            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD8508 | 2055-02-01      | 6.5000%  | N/A     | $1024.00           | $794.35            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX3845 | 2053-03-01      | 6.0000%  | N/A     | $1000.00           | $649.29            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA6040 | 2050-01-01      | 3.5000%  | N/A     | $1000.00           | $456.87            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF1781 | 2055-10-01      | 6.0000%  | N/A     | $3319376.00        | $3416388.05        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF7229 | 2053-02-01      | 5.5000%  | N/A     | $1000.00           | $471.04            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5997 | 2045-10-01      | 3.5000%  | N/A     | $2048.00           | $308.93            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7604 | 2053-12-01      | 6.5000%  | N/A     | $3200.00           | $2256.54           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8696 | 2054-06-01      | 6.0000%  | N/A     | $1087.00           | $989.06            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBT0226 | 2051-09-01      | 2.5000%  | N/A     | $1024.00           | $644.57            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE6804 | 2055-09-01      | 6.0000%  | N/A     | $3815146.00        | $3980242.20        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDA6051 | 2054-05-01      | 5.5000%  | N/A     | $1000.00           | $936.77            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8000 | 2046-09-01      | 3.0000%  | N/A     | $1024.00           | $269.44            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN9618 | 2049-04-01      | 4.5000%  | N/A     | $1000.00           | $224.04            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL995867 | 2039-06-01      | 5.5000%  | N/A     | $21947639.00       | $442116.68         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD0494 | 2049-06-01      | 3.5000%  | N/A     | $2042456.00        | $909749.99         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD7620 | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $1025.04           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBV9891 | 2052-06-01      | 3.5000%  | N/A     | $1000.00           | $716.31            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB8374 | 2054-04-01      | 7.0000%  | N/A     | $1000.00           | $676.21            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0316 | 2047-09-01      | 3.5000%  | N/A     | $1023.00           | $113.01            | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q62923 G | 2049-04-01      | 5.0000%  | N/A     | $1000.00           | $97.82             | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD6586 | 2054-11-01      | 5.5000%  | N/A     | $14704076.00       | $13075761.54       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7357 | 2050-10-01      | 2.5000%  | N/A     | $1024.00           | $538.28            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4912 | 2052-10-01      | 5.5000%  | N/A     | $1000.00           | $810.85            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5027 | 2052-11-01      | 5.5000%  | N/A     | $934270.00         | $732639.97         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB5886 | 2053-03-01      | 4.5000%  | N/A     | $1000.00           | $747.91            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN3962 | 2049-03-01      | 4.5000%  | N/A     | $1000.00           | $426.56            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAZ6610 | 2045-12-01      | 3.5000%  | N/A     | $27399840.00       | $7994946.83        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW8940 | 2052-09-01      | 5.0000%  | N/A     | $4885120.00        | $4140385.26        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC6385 | 2054-11-01      | 5.0000%  | N/A     | $6047822.00        | $5597381.89        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE8607 | 2055-10-01      | 6.5000%  | N/A     | $1383.00           | $1372.77           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM3155 | 2047-05-01      | 4.5000%  | N/A     | $1000.00           | $156.40            | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q34969 G | 2045-07-01      | 4.5000%  | N/A     | $1008.00           | $193.18            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CVAT6276 | 2028-06-01      | 3.0000%  | N/A     | $9661567.00        | $418641.12         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN1207 | 2048-11-01      | 4.0000%  | N/A     | $1000.00           | $308.71            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4845 | 2052-10-01      | 5.5000%  | N/A     | $1120.00           | $975.52            | Agency Mortgage-Backed Securities |
| FNMS 04.490 CA837400 | 2035-08-01      | 4.4900%  | N/A     | $1094000.00        | $43981.46          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO0569 | 2049-06-01      | 3.5000%  | N/A     | $1000.00           | $240.61            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA6908 | 2050-09-01      | 2.0000%  | N/A     | $7361536.00        | $3667699.96        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7858 | 2054-01-01      | 5.5000%  | N/A     | $27984656.00       | $24771831.62       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM5455 | 2048-01-01      | 4.5000%  | N/A     | $1000.00           | $327.72            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAI7232 | 2041-07-01      | 4.5000%  | N/A     | $1000.00           | $37.51             | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB6468 | 2054-06-01      | 6.5000%  | N/A     | $1000.00           | $897.83            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA6907 | 2050-09-01      | 2.0000%  | N/A     | $351732423.00      | $176555118.18      | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7338 | 2053-10-01      | 6.0000%  | N/A     | $35358362.00       | $29887013.13       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB9834 | 2055-01-01      | 6.5000%  | N/A     | $1024.00           | $795.34            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN1864 | 2048-09-01      | 4.5000%  | N/A     | $1000.00           | $418.13            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF9002 | 2053-03-01      | 5.0000%  | N/A     | $1008.00           | $956.95            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK8841 | 2048-08-01      | 4.5000%  | N/A     | $1023.00           | $190.63            | Agency Mortgage-Backed Securities |
| FEPC 04.000 3VZN0624 | 2043-02-01      | 4.0000%  | N/A     | $1000.00           | $257.11            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZN0955 | 2048-10-01      | 4.0000%  | N/A     | $1022.00           | $255.73            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV7822 | 2052-06-01      | 4.5000%  | N/A     | $1116220.00        | $997537.48         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX6115 | 2053-01-01      | 6.0000%  | N/A     | $20440352.00       | $11806473.07       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL7908 | 2045-12-01      | 3.5000%  | N/A     | $1024.00           | $178.46            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICA4267 | 2034-09-01      | 3.0000%  | N/A     | $1000.00           | $106.61            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA0237 | 2047-08-01      | 4.0000%  | N/A     | $1000.00           | $109.56            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBU4144 | 2053-09-01      | 6.5000%  | N/A     | $1000.00           | $808.54            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDA2948 | 2053-10-01      | 5.5000%  | N/A     | $1000.00           | $862.29            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB0876 | 2054-03-01      | 5.5000%  | N/A     | $1000.00           | $805.63            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM5429 | 2049-01-01      | 4.5000%  | N/A     | $1024.00           | $195.26            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9792 | 2055-01-01      | 5.5000%  | N/A     | $27770132.00       | $26719165.15       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB1155 | 2051-07-01      | 3.5000%  | N/A     | $13426984.00       | $8017025.70        | Agency Mortgage-Backed Securities |
| FNMS 05.500 NP995509 | 2039-01-01      | 5.5000%  | N/A     | $1024.00           | $4.62              | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6697 | 2053-07-01      | 5.5000%  | N/A     | $1040.00           | $826.94            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC0245 | 2054-08-01      | 6.5000%  | N/A     | $1000.00           | $748.24            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF3962 | 2055-11-01      | 5.5000%  | N/A     | $2005318.00        | $2073440.66        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK6690 | 2048-11-01      | 4.5000%  | N/A     | $1000.00           | $553.54            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD0958 | 2052-04-01      | 3.5000%  | N/A     | $2018000.00        | $1341870.19        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL745932 | 2036-11-01      | 6.5000%  | N/A     | $1024.00           | $5.82              | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDF3617 | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1018.96           | Agency Mortgage-Backed Securities |
| 05.000 FGPC N70075 G | 2035-01-01      | 5.0000%  | N/A     | $3502.00           | $65.45             | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8865 | 2054-07-01      | 6.5000%  | N/A     | $27206304.00       | $24544881.68       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS9797 | 2047-06-01      | 3.5000%  | N/A     | $1000.00           | $212.57            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5464 | 2053-01-01      | 5.5000%  | N/A     | $1000.00           | $852.96            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4421 | 2052-08-01      | 5.5000%  | N/A     | $793000.00         | $580420.85         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQG5615 | 2053-06-01      | 6.5000%  | N/A     | $1000.00           | $851.69            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX8910 | 2053-05-01      | 5.5000%  | N/A     | $1000.00           | $541.64            | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q61698 G | 2049-02-01      | 5.0000%  | N/A     | $1000.00           | $352.67            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW6996 | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $272.06            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7479 | 2053-11-01      | 6.0000%  | N/A     | $225934730.00      | $190342554.34      | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8843 | 2054-07-01      | 5.5000%  | N/A     | $1025.00           | $983.59            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7359 | 2050-10-01      | 2.5000%  | N/A     | $55103232.00       | $29084655.08       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC9289 | 2054-12-01      | 5.0000%  | N/A     | $1573364.00        | $1473594.07        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3623 | 2052-05-01      | 4.0000%  | N/A     | $27440840.00       | $20135565.76       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8484 | 2054-05-01      | 5.5000%  | N/A     | $2032.00           | $1895.88           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS3385 | 2052-12-01      | 5.5000%  | N/A     | $1000.00           | $752.80            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA0864 | 2047-12-01      | 4.0000%  | N/A     | $54137471.00       | $15330992.73       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQF1403 | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $827.27            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC8279 | 2055-01-01      | 6.0000%  | N/A     | $1018.00           | $991.60            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6202 | 2053-05-01      | 5.0000%  | N/A     | $32710300.00       | $28158944.24       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6701 | 2053-07-01      | 6.0000%  | N/A     | $13466970.00       | $10523084.73       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CRAR8635 | 2043-03-01      | 3.0000%  | N/A     | $1024.00           | $209.55            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7983 | 2050-12-01      | 2.0000%  | N/A     | $332251494.00      | $181703948.55      | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5771 | 2045-09-01      | 3.5000%  | N/A     | $2304.00           | $224.05            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBJ2383 | 2047-11-01      | 3.5000%  | N/A     | $1000.00           | $423.62            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQI9548 | 2054-07-01      | 6.5000%  | N/A     | $1000.00           | $592.51            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6628 | 2053-06-01      | 5.0000%  | N/A     | $1024.00           | $879.65            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN6691 | 2049-06-01      | 4.0000%  | N/A     | $125000.00         | $26333.01          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC8255 | 2055-01-01      | 6.5000%  | N/A     | $1000.00           | $914.75            | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQH4770 | 2053-11-01      | 7.0000%  | N/A     | $2928141.00        | $2722658.45        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG1644 | 2053-04-01      | 6.0000%  | N/A     | $1000.00           | $774.60            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA0317 | 2047-09-01      | 3.5000%  | N/A     | $200055041.00      | $29820505.29       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CIQO4174 | 2040-09-01      | 5.0000%  | N/A     | $1061302.00        | $1069165.59        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL890125 | 2039-04-01      | 5.5000%  | N/A     | $1011.00           | $16.30             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CRBM7223 | 2046-05-01      | 4.0000%  | N/A     | $1076.00           | $788.04            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQF7471 | 2053-02-01      | 6.5000%  | N/A     | $1401.00           | $558.41            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAY7018 | 2045-04-01      | 3.0000%  | N/A     | $1024.00           | $142.91            | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP940659 | 2037-09-01      | 6.5000%  | N/A     | $1024.00           | $2.24              | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL928603 | 2037-08-01      | 7.0000%  | N/A     | $3679817.00        | $110598.47         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD5799 | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $1018.49           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8056 | 2050-12-01      | 2.0000%  | N/A     | $1000.00           | $555.59            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA9275 | 2053-06-01      | 5.5000%  | N/A     | $1024.00           | $826.09            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB9302 | 2054-10-01      | 4.5000%  | N/A     | $6000.00           | $5552.32           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA6984 | 2050-09-01      | 2.0000%  | N/A     | $1000.00           | $521.24            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7110 | 2053-09-01      | 5.5000%  | N/A     | $1040.00           | $904.72            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6800 | 2050-08-01      | 2.5000%  | N/A     | $1074.00           | $451.95            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2401 | 2051-12-01      | 2.5000%  | N/A     | $900802.00         | $597998.61         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6561 | 2053-06-01      | 5.0000%  | N/A     | $1000.00           | $799.21            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS7233 | 2046-05-01      | 3.0000%  | N/A     | $1024.00           | $124.82            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY3392 | 2053-06-01      | 5.0000%  | N/A     | $1000.00           | $810.65            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIDB8650 | 2039-07-01      | 6.5000%  | N/A     | $2673.00           | $1269.82           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD7559 | 2053-03-01      | 5.5000%  | N/A     | $27082185.00       | $20818414.00       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD9440 | 2055-05-01      | 5.0000%  | N/A     | $1000.00           | $966.54            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7518 | 2050-11-01      | 2.0000%  | N/A     | $4975849.00        | $2769081.47        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAU5848 | 2043-09-01      | 3.5000%  | N/A     | $1000.00           | $204.39            | Agency Mortgage-Backed Securities |
| 03.500 FGPC G67710 G | 2048-03-01      | 3.5000%  | N/A     | $1182.00           | $254.72            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5846 | 2053-03-01      | 5.5000%  | N/A     | $1056.00           | $849.83            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS4651 | 2045-03-01      | 3.5000%  | N/A     | $1024.00           | $97.38             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDF4389 | 2055-11-01      | 6.0000%  | N/A     | $1000910.00        | $1043999.34        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW1689 | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $853.21            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB9230 | 2054-08-01      | 7.0000%  | N/A     | $1810971.00        | $1149447.70        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB4840 | 2052-10-01      | 5.5000%  | N/A     | $1000.00           | $763.43            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAQ4616 | 2042-11-01      | 3.0000%  | N/A     | $1998.00           | $131.48            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2639 | 2048-11-01      | 4.5000%  | N/A     | $24116615.00       | $3882348.48        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB7306 | 2054-07-01      | 6.0000%  | N/A     | $1000.00           | $1029.13           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7331 | 2050-10-01      | 2.0000%  | N/A     | $22623577.00       | $11573119.02       | Agency Mortgage-Backed Securities |
| 05.500 FGPC A90953 G | 2040-02-01      | 5.5000%  | N/A     | $21868.00          | $824.85            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB5122 | 2052-11-01      | 4.5000%  | N/A     | $509224.00         | $402555.87         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX0475 | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $677.81            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8059 | 2050-12-01      | 2.0000%  | N/A     | $55024640.00       | $34647415.82       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY3808 | 2053-08-01      | 5.5000%  | N/A     | $1032.00           | $734.18            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE5818 | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $797.78            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQD3323 | 2051-12-01      | 3.0000%  | N/A     | $1000.00           | $590.97            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL8191 | 2045-12-01      | 4.0000%  | N/A     | $1000.00           | $187.22            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQA4805 | 2049-11-01      | 3.5000%  | N/A     | $1000.00           | $458.02            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3611 | 2052-05-01      | 4.0000%  | N/A     | $10806464.00       | $7909289.53        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB8552 | 2054-05-01      | 6.5000%  | N/A     | $42578669.00       | $35488982.73       | Agency Mortgage-Backed Securities |
| FNMS 02.500 GLBM7363 | 2050-11-01      | 2.5000%  | N/A     | $1024.00           | $755.41            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC2618 | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $1020.85           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7308 | 2053-10-01      | 6.5000%  | N/A     | $12776900.00       | $10431905.94       | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD0984 | 2052-04-01      | 4.5000%  | N/A     | $19565280.00       | $8987522.32        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL2952 | 2042-12-01      | 3.5000%  | N/A     | $1008.00           | $205.09            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD2293 | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $1035.78           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW1846 | 2053-03-01      | 4.5000%  | N/A     | $1000.00           | $682.37            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBT7892 | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $895.01            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB5766 | 2053-02-01      | 5.5000%  | N/A     | $1152.00           | $999.53            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM4027 | 2048-05-01      | 3.5000%  | N/A     | $1024.00           | $306.17            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8056 | 2046-10-01      | 3.0000%  | N/A     | $550823.00         | $92531.81          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB4334 | 2052-08-01      | 4.0000%  | N/A     | $16753591.00       | $12330017.82       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM4341 | 2048-02-01      | 4.0000%  | N/A     | $1024.00           | $309.85            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8323 | 2054-04-01      | 5.5000%  | N/A     | $474000.00         | $423503.32         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBP7525 | 2050-11-01      | 2.0000%  | N/A     | $337578496.00      | $182867999.90      | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBU4311 | 2053-12-01      | 6.5000%  | N/A     | $1000.00           | $667.78            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA9420 | 2053-07-01      | 5.0000%  | N/A     | $18493664.00       | $17462003.30       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6262 | 2053-05-01      | 6.0000%  | N/A     | $18044359.00       | $13922502.15       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC4593 | 2054-11-01      | 6.0000%  | N/A     | $1000.00           | $905.12            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY4494 | 2053-08-01      | 6.0000%  | N/A     | $697310.00         | $597171.73         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZT0343 | 2048-06-01      | 4.5000%  | N/A     | $1024.00           | $240.40            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL190350 | 2034-03-01      | 5.5000%  | N/A     | $2000.00           | $13.92             | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI4601 | 2054-05-01      | 5.5000%  | N/A     | $1008.00           | $811.70            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8199 | 2052-03-01      | 2.0000%  | N/A     | $58129353.00       | $38552063.33       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW6356 | 2052-08-01      | 5.0000%  | N/A     | $3486900.00        | $1650191.99        | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP944132 | 2037-07-01      | 6.5000%  | N/A     | $1024.00           | $3.04              | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS6931 | 2046-04-01      | 3.0000%  | N/A     | $2048.00           | $253.62            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQG3683 | 2053-05-01      | 6.0000%  | N/A     | $1175050.00        | $944289.05         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL940537 | 2037-07-01      | 6.5000%  | N/A     | $1024.00           | $8.35              | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7905 | 2053-10-01      | 5.5000%  | N/A     | $19693953.00       | $17484366.60       | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q48209 G | 2047-05-01      | 4.0000%  | N/A     | $1000.00           | $317.41            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB7472 | 2053-11-01      | 5.0000%  | N/A     | $14043979.00       | $13515081.45       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH4281 | 2047-06-01      | 4.5000%  | N/A     | $1001.00           | $415.20            | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q59889 G | 2048-11-01      | 5.0000%  | N/A     | $1000.00           | $199.83            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7279 | 2053-10-01      | 6.5000%  | N/A     | $4674790.00        | $3567463.99        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM7272 | 2048-07-01      | 4.5000%  | N/A     | $1000.00           | $216.94            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD6561 | 2054-10-01      | 6.0000%  | N/A     | $1024.00           | $1005.21           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE2054 | 2055-06-01      | 5.5000%  | N/A     | $1000.00           | $1017.82           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBU5036 | 2054-10-01      | 6.0000%  | N/A     | $1000.00           | $944.79            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3184 | 2052-03-01      | 4.0000%  | N/A     | $406673.00         | $234641.29         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD1108 | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $879.40            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA1048 | 2053-10-01      | 6.5000%  | N/A     | $1000.00           | $867.45            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6919 | 2050-09-01      | 2.5000%  | N/A     | $31413171.00       | $15006929.44       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQH1454 | 2053-09-01      | 5.0000%  | N/A     | $1303848.00        | $1041548.29        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB9780 | 2055-01-01      | 5.0000%  | N/A     | $1024.00           | $979.01            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6873 | 2053-08-01      | 6.0000%  | N/A     | $13349936.00       | $10849348.03       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8540 | 2054-05-01      | 6.0000%  | N/A     | $1024.00           | $910.36            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA4711 | 2053-12-01      | 6.5000%  | N/A     | $1060294.00        | $621445.40         | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q58465 G | 2048-09-01      | 5.0000%  | N/A     | $1000.00           | $299.89            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7601 | 2053-12-01      | 6.0000%  | N/A     | $245022.00         | $203397.06         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0984 | 2052-04-01      | 3.0000%  | N/A     | $1000.00           | $672.62            | Agency Mortgage-Backed Securities |
| FNMS 06.000 NP891142 | 2036-06-01      | 6.0000%  | N/A     | $1001.00           | $4.63              | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q41962 G | 2046-07-01      | 3.5000%  | N/A     | $1000.00           | $182.58            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBM5179 | 2047-07-01      | 3.0000%  | N/A     | $898996.00         | $212654.19         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDB5630 | 2054-06-01      | 7.0000%  | N/A     | $1000.00           | $1034.94           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CICA3162 | 2034-02-01      | 4.5000%  | N/A     | $2000.00           | $230.30            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAZ3793 | 2046-03-01      | 3.5000%  | N/A     | $1000.00           | $250.71            | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQD1254 | 2051-11-01      | 2.0000%  | N/A     | $229000.00         | $150701.78         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA6633 | 2050-08-01      | 2.0000%  | N/A     | $7436861.00        | $3652172.68        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE5602 | 2055-08-01      | 6.5000%  | N/A     | $1000.00           | $987.06            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7982 | 2054-02-01      | 5.5000%  | N/A     | $811096.00         | $727082.24         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q53147 G | 2047-12-01      | 4.0000%  | N/A     | $1000.00           | $325.37            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5525 | 2045-07-01      | 3.5000%  | N/A     | $2048.00           | $198.69            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO6102 | 2049-11-01      | 3.5000%  | N/A     | $1000.00           | $182.04            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CTRB5375 | 2045-11-01      | 5.5000%  | N/A     | $1599618.00        | $1629207.60        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW7776 | 2052-09-01      | 5.0000%  | N/A     | $1002.00           | $712.88            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6475 | 2053-06-01      | 5.0000%  | N/A     | $1000.00           | $883.65            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5477 | 2053-01-01      | 6.0000%  | N/A     | $1024.00           | $780.64            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDF3977 | 2055-11-01      | 5.0000%  | N/A     | $1589608.00        | $1596648.37        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW0790 | 2052-09-01      | 5.0000%  | N/A     | $6444143.00        | $4826933.55        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8999 | 2054-08-01      | 5.5000%  | N/A     | $1000.00           | $875.91            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB6700 | 2053-07-01      | 6.0000%  | N/A     | $1024.00           | $817.12            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB4809 | 2052-10-01      | 4.0000%  | N/A     | $1024.00           | $810.30            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7620 | 2053-12-01      | 6.0000%  | N/A     | $60006424.00       | $52040352.13       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB5104 | 2052-11-01      | 4.5000%  | N/A     | $1000.00           | $809.87            | Agency Mortgage-Backed Securities |
| 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  | N/A     | $7678.00           | $101.10            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX4137 | 2052-12-01      | 5.0000%  | N/A     | $1024.00           | $783.64            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6637 | 2053-06-01      | 5.5000%  | N/A     | $308992.00         | $261508.85         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8714 | 2054-06-01      | 6.0000%  | N/A     | $1024.00           | $984.50            | Agency Mortgage-Backed Securities |
| FNMS 04.000 U3BF0193 | 2041-04-01      | 4.0000%  | N/A     | $1000.00           | $208.69            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB3863 | 2052-06-01      | 4.5000%  | N/A     | $1370557.00        | $1011305.18        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7498 | 2053-11-01      | 6.0000%  | N/A     | $56488802.00       | $47021367.98       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY0184 | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $699.97            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQF5452 | 2052-12-01      | 6.0000%  | N/A     | $1000.00           | $651.23            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW7896 | 2052-08-01      | 4.5000%  | N/A     | $1000.00           | $712.83            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICA6862 | 2035-09-01      | 2.0000%  | N/A     | $87000.00          | $34487.74          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8779 | 2051-02-01      | 2.0000%  | N/A     | $10000.00          | $5739.97           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBX1111 | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $736.39            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA6929 | 2050-09-01      | 2.0000%  | N/A     | $58847810.00       | $28584248.80       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAY1242 | 2045-01-01      | 4.0000%  | N/A     | $1000.00           | $181.21            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7200 | 2050-10-01      | 2.0000%  | N/A     | $94548826.00       | $48150592.43       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY0727 | 2053-05-01      | 6.0000%  | N/A     | $1000.00           | $769.65            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7282 | 2050-10-01      | 2.0000%  | N/A     | $1024.00           | $559.45            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q11599 G | 2042-10-01      | 4.0000%  | N/A     | $1000.00           | $122.74            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6718 | 2053-07-01      | 4.5000%  | N/A     | $28458360.00       | $25652620.58       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRA9672 | 2053-08-01      | 6.5000%  | N/A     | $1024.00           | $821.77            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB5434 | 2054-07-01      | 5.5000%  | N/A     | $1024.00           | $857.66            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4782 | 2052-10-01      | 5.0000%  | N/A     | $1024.00           | $810.78            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQE8965 | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $835.45            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX9232 | 2053-04-01      | 6.0000%  | N/A     | $1000.00           | $782.71            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2400 | 2051-12-01      | 2.5000%  | N/A     | $235000.00         | $165463.49         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7984 | 2054-02-01      | 5.5000%  | N/A     | $2249000.00        | $1933143.49        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8032 | 2050-12-01      | 2.0000%  | N/A     | $1024.00           | $559.57            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7236 | 2053-10-01      | 5.5000%  | N/A     | $2000.00           | $1780.73           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB6469 | 2053-06-01      | 6.5000%  | N/A     | $1024.00           | $719.85            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD4665 | 2055-03-01      | 6.5000%  | N/A     | $1000.00           | $498.94            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTBV9849 | 2042-05-01      | 3.0000%  | N/A     | $1367796.00        | $906268.96         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1031 | 2048-01-01      | 3.5000%  | N/A     | $1000.00           | $610.14            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQI7565 | 2054-06-01      | 6.0000%  | N/A     | $1009.00           | $894.57            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7054 | 2053-09-01      | 6.0000%  | N/A     | $1024.00           | $838.95            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9785 | 2054-11-01      | 5.5000%  | N/A     | $1050.00           | $1009.88           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7516 | 2053-11-01      | 6.5000%  | N/A     | $2048.00           | $1644.63           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQD2061 | 2051-12-01      | 2.5000%  | N/A     | $1000.00           | $611.05            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO8803 | 2050-01-01      | 3.5000%  | N/A     | $1000.00           | $419.60            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7302 | 2053-10-01      | 5.5000%  | N/A     | $7168.00           | $6301.26           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQH4318 | 2053-10-01      | 5.5000%  | N/A     | $1000.00           | $759.67            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF3482 | 2052-11-01      | 5.5000%  | N/A     | $5614982.00        | $4184518.90        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7021 | 2053-09-01      | 5.5000%  | N/A     | $1289098.00        | $1286966.26        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8542 | 2054-05-01      | 6.0000%  | N/A     | $103106855.00      | $91055975.17       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB8029 | 2054-02-01      | 7.0000%  | N/A     | $35534693.00       | $28166621.44       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF7345 | 2053-02-01      | 5.5000%  | N/A     | $1000.00           | $689.14            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQI6398 | 2054-06-01      | 5.5000%  | N/A     | $1019.00           | $915.18            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF7227 | 2053-01-01      | 5.5000%  | N/A     | $1000.00           | $728.25            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8541 | 2054-05-01      | 6.0000%  | N/A     | $1024.00           | $923.46            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD6798 | 2055-05-01      | 5.5000%  | N/A     | $714944.00         | $723950.17         | Agency Mortgage-Backed Securities |
| 03.500 FGPC U80320 G | 2033-04-01      | 3.5000%  | N/A     | $1123636.00        | $277712.31         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA7329 | 2050-10-01      | 2.0000%  | N/A     | $1024.00           | $558.21            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN5961 | 2049-05-01      | 4.5000%  | N/A     | $1000.00           | $250.16            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM4621 | 2046-03-01      | 3.5000%  | N/A     | $1000.00           | $224.62            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDB0712 | 2054-04-01      | 7.0000%  | N/A     | $250776.00         | $262812.19         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBV2616 | 2052-07-01      | 3.0000%  | N/A     | $56000.00          | $38368.39          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE1004 | 2055-06-01      | 5.0000%  | N/A     | $1000.00           | $976.75            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA7929 | 2052-09-01      | 4.5000%  | N/A     | $1000.00           | $740.55            | Agency Mortgage-Backed Securities |
| FNMS 06.500 NP954858 | 2037-10-01      | 6.5000%  | N/A     | $35644032.00       | $166025.64         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7049 | 2053-09-01      | 5.5000%  | N/A     | $37892980.00       | $30644024.24       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8344 | 2054-04-01      | 6.0000%  | N/A     | $8889839.00        | $7515118.62        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMB0291 | 2054-12-01      | 5.0000%  | N/A     | $1000.00           | $917.12            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD7576 | 2055-01-01      | 5.5000%  | N/A     | $2024.00           | $1938.16           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY6917 | 2053-08-01      | 5.5000%  | N/A     | $1528.00           | $1510.43           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6572 | 2050-08-01      | 2.5000%  | N/A     | $6393486.00        | $2617129.44        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY7228 | 2053-07-01      | 5.5000%  | N/A     | $111226752.00      | $95510007.92       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD7569 | 2054-04-01      | 6.0000%  | N/A     | $3834768.00        | $3364162.56        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB6732 | 2053-06-01      | 5.0000%  | N/A     | $27647888.00       | $24784752.64       | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCB9037 | 2054-08-01      | 7.0000%  | N/A     | $14865844.00       | $12092023.59       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB6187 | 2053-05-01      | 5.5000%  | N/A     | $1040.00           | $857.30            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7129 | 2053-09-01      | 6.0000%  | N/A     | $82652375.00       | $64736222.76       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA0124 | 2047-08-01      | 4.0000%  | N/A     | $1024.00           | $199.99            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD7391 | 2055-01-01      | 6.0000%  | N/A     | $1000.00           | $938.11            | Agency Mortgage-Backed Securities |
| 07.000 FGPC G04876 G | 2038-10-01      | 7.0000%  | N/A     | $81737.00          | $851.78            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB6886 | 2053-08-01      | 6.5000%  | N/A     | $28834520.00       | $22894100.27       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5856 | 2053-03-01      | 6.0000%  | N/A     | $14819904.00       | $11005940.96       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE9742 | 2055-09-01      | 5.5000%  | N/A     | $26548586.00       | $26926367.14       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH0358 | 2047-04-01      | 4.0000%  | N/A     | $1000.00           | $193.27            | Agency Mortgage-Backed Securities |

### Security 205: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7J21, C.4 - ISIN: US3130B7J217, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $437828098.00
- **C.18.a - Value (excl. sponsor support):** $437828098.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYDVC3YC0
- **C.18 - Value (incl. sponsor support):** $1130000000.00
- **C.18.a - Value (excl. sponsor support):** $1130000000.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's: P-1; Standard & Poor's: A-1+; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 2 5/8 TPRN B 29 | 2029-02-15      | 0.0000%  | N/A     | $80000.00          | $71510.00          | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 32 | 2032-03-31      | 4.1250%  | N/A     | $486825600.00      | $501036100.79      | U.S. Treasuries (including strips) |
| 5 1/4 TPRN 29   | 2029-02-15      | 0.0000%  | N/A     | $37500.00          | $33610.95          | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32 | 2032-05-15      | 2.8750%  | N/A     | $683045100.00      | $649990128.65      | U.S. Treasuries (including strips) |
| 1 1/8 NOTE H 27 | 2027-02-28      | 1.1250%  | N/A     | $1509400.00        | $1468680.74        | U.S. Treasuries (including strips) |

### Security 207: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **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):** $2114297341.38
- **C.18.a - Value (excl. sponsor support):** $2114297341.38
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 208: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8NG3, C.4 - ISIN: US3130B8NG38, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $221999635.92
- **C.18.a - Value (excl. sponsor support):** $221999635.92
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-07-22
- **C.13 - Final Legal Maturity Date:** 2026-07-22
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RY5, C.4 - ISIN: US912797RY53, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2164219912.44
- **C.18.a - Value (excl. sponsor support):** $2164219912.44
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 3.4900%
- **C.11 - Maturity Date (WAM):** 2025-12-23
- **C.12 - Maturity Date (WAL):** 2025-12-23
- **C.13 - Final Legal Maturity Date:** 2025-12-23
- **C.10 - Ratings:** Moody's: P-1; Fitch: F1+; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 210: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RG4, C.4 - ISIN: US912797RG48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $163686974.26
- **C.18.a - Value (excl. sponsor support):** $163686974.26
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **C.10 - Ratings:** Standard & Poor's: A-1+; Moody's: P-1; Fitch: F1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 211: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3C3, C.4 - ISIN: US3133ER3C35, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $85010034.25
- **C.18.a - Value (excl. sponsor support):** $85010034.25
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8M74, C.4 - ISIN: US3130B8M748, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $445260000.00
- **C.18.a - Value (excl. sponsor support):** $445260000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc
- **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: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BYDDRC0M9
- **C.18 - Value (incl. sponsor support):** $1450000000.00
- **C.18.a - Value (excl. sponsor support):** $1450000000.00
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Fitch: F1; Standard & Poor's: A-1; Moody's: P-1
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| 03.500 FGPC V83709 G | 2043-01-01      | 3.5000%  | N/A     | $4430091.00        | $1492294.03        | Agency Mortgage-Backed Securities         |
| GNRA 2025-001 SA     | 2055-01-20      | 1.8011%  | N/A     | $267283678.00      | $24936476.66       | Agency Collateralized Mortgage Obligation |
| FNMS 02.000 CIMA4751 | 2037-08-01      | 2.0000%  | N/A     | $1735053.00        | $1156428.10        | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q45219 G | 2045-01-01      | 3.5000%  | N/A     | $1250000.00        | $219116.11         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL930063 | 2038-09-01      | 6.0000%  | N/A     | $7520201.00        | $327177.90         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA3774 | 2049-09-01      | 3.0000%  | N/A     | $9909701.00        | $1283394.16        | Agency Mortgage-Backed Securities         |
| GNRA 2025-173 SK     | 2055-08-20      | 1.1011%  | N/A     | $378246575.00      | $11043662.54       | Agency Collateralized Mortgage Obligation |
| FNMS 03.000 CIBV7970 | 2037-08-01      | 3.0000%  | N/A     | $489846.00         | $306052.07         | Agency Mortgage-Backed Securities         |
| 03.000 FGPC Q44073 G | 2046-09-01      | 3.0000%  | N/A     | $48712237.00       | $8020894.22        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL555880 | 2033-11-01      | 5.5000%  | N/A     | $112553131.00      | $621214.54         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAS9927 | 2047-07-01      | 4.5000%  | N/A     | $35327400.00       | $6891097.44        | Agency Mortgage-Backed Securities         |
| GNRA 2024-117 LS     | 2047-05-20      | 1.9757%  | N/A     | $151753785.00      | $15488144.22       | Agency Collateralized Mortgage Obligation |
| FNST TR0426 C23 RC   | 2052-01-01      | 1.5000%  | N/A     | $20000000.00       | $1705789.06        | Agency Collateralized Mortgage Obligation |
| FNMS 02.500 CIBW5970 | 2037-07-01      | 2.5000%  | N/A     | $621237.00         | $404318.74         | Agency Mortgage-Backed Securities         |
| FGST GIO 0365 S16046 | 2049-05-15      | 4.5000%  | N/A     | $19469225.00       | $984065.77         | Agency Collateralized Mortgage Obligation |
| FNMS 03.500 CLCA1191 | 2047-11-01      | 3.5000%  | N/A     | $11678260.00       | $1549300.89        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBA2101 | 2045-08-01      | 3.5000%  | N/A     | $3584858.00        | $382810.00         | Agency Mortgage-Backed Securities         |
| GNRA 2023-149 DS     | 2053-10-20      | 2.3011%  | N/A     | $250000000.00      | $11396580.43       | Agency Collateralized Mortgage Obligation |
| FNMS 04.000 CLBN3112 | 2049-04-01      | 4.0000%  | N/A     | $1591723.00        | $380778.26         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAJ1889 | 2042-04-01      | 4.0000%  | N/A     | $1377853.00        | $457989.06         | Agency Mortgage-Backed Securities         |
| GNRA 2025-173 LS     | 2055-04-20      | 1.1311%  | N/A     | $657846854.00      | $30983383.25       | Agency Collateralized Mortgage Obligation |
| 04.000 FGPC Q61236 G | 2049-02-01      | 4.0000%  | N/A     | $3718992.00        | $814972.26         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAL9562 | 2041-07-01      | 6.0000%  | N/A     | $1710541.00        | $311456.06         | Agency Mortgage-Backed Securities         |
| GNRA 2025-173 HS     | 2051-08-20      | 2.2257%  | N/A     | $181212457.00      | $24676902.07       | Agency Collateralized Mortgage Obligation |
| FNMS 04.000 CLCA2375 | 2048-09-01      | 4.0000%  | N/A     | $19339000.00       | $1483055.28        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFS4794 | 2037-08-01      | 2.0000%  | N/A     | $656906.00         | $452391.56         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBM3875 | 2048-04-01      | 4.0000%  | N/A     | $5127679.00        | $886764.34         | Agency Mortgage-Backed Securities         |
| GNRA 2025-173 KS     | 2050-01-20      | 1.9757%  | N/A     | $110075800.00      | $14062549.75       | Agency Collateralized Mortgage Obligation |
| GNRM 2023-168 IO     | 2052-02-20      | 3.5000%  | N/A     | $79204044.00       | $12495677.96       | Agency Collateralized Mortgage Obligation |
| 03.000 FGPC G18706 G | 2033-09-01      | 3.0000%  | N/A     | $6621196.00        | $402815.41         | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G08726 G | 2046-10-01      | 3.0000%  | N/A     | $9494420.00        | $1507422.41        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBU4462 | 2054-04-01      | 5.5000%  | N/A     | $23263541.00       | $20760642.89       | Agency Mortgage-Backed Securities         |
| 05.000 FGPC Q02323 G | 2041-07-01      | 5.0000%  | N/A     | $1640494.00        | $249652.73         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3210 | 2047-12-01      | 3.5000%  | N/A     | $3708906.00        | $478551.90         | Agency Mortgage-Backed Securities         |
| GNRA 2025-173 JS     | 2050-10-20      | 2.0257%  | N/A     | $98555246.00       | $13320455.44       | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLDE0098 | 2055-06-01      | 6.0000%  | N/A     | $9742136.00        | $10119478.08       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL929950 | 2038-09-01      | 5.5000%  | N/A     | $4494306.00        | $477545.68         | Agency Mortgage-Backed Securities         |
| 04.500 FGPC Q27614 G | 2044-05-01      | 4.5000%  | N/A     | $863747.00         | $220758.67         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQA5902 | 2050-01-01      | 3.0000%  | N/A     | $954968.00         | $194482.84         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBD1215 | 2046-06-01      | 3.5000%  | N/A     | $3272047.00        | $513382.87         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAJ7680 | 2041-12-01      | 3.5000%  | N/A     | $4200000.00        | $279388.44         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CTRB5017 | 2039-11-01      | 3.0000%  | N/A     | $8341331.00        | $1342973.12        | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G18719 G | 2034-01-01      | 3.0000%  | N/A     | $13002261.00       | $1609897.28        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA2641 | 2048-11-01      | 4.5000%  | N/A     | $11000000.00       | $955639.05         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q18615 G | 2043-05-01      | 3.5000%  | N/A     | $3098106.00        | $468976.86         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQA8866 | 2050-04-01      | 3.0000%  | N/A     | $2526285.00        | $694900.82         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAO5472 | 2042-07-01      | 3.5000%  | N/A     | $7737893.00        | $631793.27         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBM3803 | 2046-11-01      | 3.5000%  | N/A     | $2800000.00        | $503945.74         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBM5078 | 2047-05-01      | 3.5000%  | N/A     | $1700000.00        | $413080.83         | Agency Mortgage-Backed Securities         |
| 03.000 FGPC Q14276 G | 2043-01-01      | 3.0000%  | N/A     | $2519000.00        | $426912.34         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA2522 | 2046-02-01      | 3.5000%  | N/A     | $1835000.00        | $207113.74         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD6147 | 2054-09-01      | 6.5000%  | N/A     | $5909179.00        | $5031274.18        | Agency Mortgage-Backed Securities         |
| GNRM 2021-161 IU     | 2051-09-20      | 3.0000%  | N/A     | $127866666.00      | $15274458.09       | Agency Collateralized Mortgage Obligation |
| FERM 5131JI 08/25/51 | 2051-08-25      | 3.0000%  | N/A     | $111364000.00      | $11907309.15       | Agency Collateralized Mortgage Obligation |
| 03.500 FGPC Q28431 G | 2044-09-01      | 3.5000%  | N/A     | $1400000.00        | $204676.90         | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q38492 G | 2046-01-01      | 4.0000%  | N/A     | $17000000.00       | $2127541.90        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBW1235 | 2052-10-01      | 5.5000%  | N/A     | $18852637.00       | $14324175.89       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS9300 | 2054-10-01      | 6.0000%  | N/A     | $15736316.00       | $14580344.62       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA3937 | 2050-02-01      | 3.0000%  | N/A     | $1104138.00        | $193296.68         | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G07160 G | 2042-10-01      | 3.0000%  | N/A     | $22000000.00       | $2223221.28        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE0097 | 2055-06-01      | 6.0000%  | N/A     | $11051491.00       | $10955265.64       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQH5942 | 2053-12-01      | 5.5000%  | N/A     | $21823228.00       | $18976452.88       | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G07664 G | 2043-08-01      | 3.5000%  | N/A     | $1260000.00        | $216168.00         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G08711 G | 2046-06-01      | 3.5000%  | N/A     | $18715000.00       | $2135828.25        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAU1650 | 2043-07-01      | 3.5000%  | N/A     | $6130000.00        | $676620.34         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIRC3002 | 2038-08-01      | 3.0000%  | N/A     | $1100000.00        | $838866.20         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q36667 G | 2045-10-01      | 3.5000%  | N/A     | $2750000.00        | $423932.68         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA2864 | 2047-01-01      | 3.5000%  | N/A     | $1412969.00        | $212495.20         | Agency Mortgage-Backed Securities         |
| FNST TR0427 C20 RC   | 2051-10-25      | 2.0000%  | N/A     | $15000000.00       | $1600343.96        | Agency Collateralized Mortgage Obligation |
| FNST TR0429 C1 RC    | 2052-06-01      | 2.0000%  | N/A     | $200611345.00      | $22428042.17       | Agency Collateralized Mortgage Obligation |
| FEPC 02.500 CISB0316 | 2033-01-01      | 2.5000%  | N/A     | $985882.00         | $192675.16         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS5392 | 2053-07-01      | 6.5000%  | N/A     | $24513654.00       | $18653294.78       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS1111 | 2043-11-01      | 4.0000%  | N/A     | $5250000.00        | $898547.17         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8169 | 2054-03-01      | 6.5000%  | N/A     | $1260863.00        | $1034732.48        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBJ2854 | 2048-03-01      | 4.0000%  | N/A     | $8534238.00        | $1682276.55        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBH1380 | 2047-07-01      | 3.5000%  | N/A     | $7052044.00        | $1370969.17        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAE0801 | 2039-09-01      | 6.0000%  | N/A     | $10608428.00       | $229780.52         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZN4984 | 2049-04-01      | 3.0000%  | N/A     | $7219026.00        | $788382.28         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY7424 | 2055-07-01      | 6.5000%  | N/A     | $13636663.00       | $14242609.73       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQA4883 | 2049-12-01      | 3.0000%  | N/A     | $25037623.00       | $5269678.53        | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q32117 G | 2045-03-01      | 3.5000%  | N/A     | $5540806.00        | $504290.89         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQA9049 | 2050-04-01      | 3.0000%  | N/A     | $2316541.00        | $727797.96         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS5696 | 2045-08-01      | 3.5000%  | N/A     | $3054168.00        | $272572.40         | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLFA1612 | 2055-05-01      | 7.0000%  | N/A     | $25059382.00       | $23902393.73       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAL8671 | 2028-11-01      | 2.5000%  | N/A     | $5694439.00        | $263542.94         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIMA4666 | 2037-07-01      | 3.0000%  | N/A     | $394160.00         | $247504.65         | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q58636 G | 2048-09-01      | 4.0000%  | N/A     | $3809499.00        | $700529.80         | Agency Mortgage-Backed Securities         |
| FNRM RC077IT R21F077 | 2050-10-25      | 3.0000%  | N/A     | $168632893.00      | $15367766.15       | Agency Collateralized Mortgage Obligation |
| 03.000 FGPC G08732 G | 2046-11-01      | 3.0000%  | N/A     | $5928000.00        | $986187.63         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBK4439 | 2048-06-01      | 4.0000%  | N/A     | $5750000.00        | $1284159.54        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAI1202 | 2041-04-01      | 5.5000%  | N/A     | $11910961.00       | $391202.90         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G08716 G | 2046-08-01      | 3.5000%  | N/A     | $30508000.00       | $3654711.44        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS4348 | 2045-01-01      | 4.0000%  | N/A     | $92218741.00       | $10803589.14       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIFS2983 | 2037-07-01      | 2.5000%  | N/A     | $314591.00         | $206645.39         | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CLFS4327 | 2052-04-01      | 1.5000%  | N/A     | $13782863.00       | $9263488.03        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAS3877 | 2044-11-01      | 4.5000%  | N/A     | $33477900.00       | $3857257.45        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTMA3800 | 2039-10-01      | 3.0000%  | N/A     | $1546449.00        | $206062.08         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA3905 | 2050-01-01      | 3.0000%  | N/A     | $3102545.00        | $548677.84         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q07758 G | 2042-04-01      | 3.5000%  | N/A     | $6750000.00        | $806670.73         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL0079 | 2040-02-01      | 4.5000%  | N/A     | $403110719.00      | $12116276.22       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CTZA2501 | 2038-04-01      | 3.0000%  | N/A     | $1803067.00        | $266558.63         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIBT8211 | 2037-06-01      | 2.5000%  | N/A     | $499950.00         | $338839.07         | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G67711 G | 2048-03-01      | 4.0000%  | N/A     | $3461000.00        | $818198.38         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G07295 G | 2042-05-01      | 3.5000%  | N/A     | $18590513.00       | $1997521.27        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBM4197 | 2047-03-01      | 3.0000%  | N/A     | $39000000.00       | $7087485.23        | Agency Mortgage-Backed Securities         |
| 04.500 FGPC G08820 G | 2048-05-01      | 4.5000%  | N/A     | $16250742.00       | $1391199.07        | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G06784 G | 2041-10-01      | 3.5000%  | N/A     | $8000000.00        | $393490.26         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAH2680 | 2041-01-01      | 3.5000%  | N/A     | $3821508.00        | $181715.45         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBD1437 | 2046-08-01      | 3.5000%  | N/A     | $4000853.00        | $836478.54         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G08676 G | 2045-11-01      | 3.5000%  | N/A     | $3851024.00        | $403746.58         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAI1206 | 2041-04-01      | 5.5000%  | N/A     | $12734611.00       | $411749.47         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIBW5564 | 2037-07-01      | 2.5000%  | N/A     | $1740136.00        | $1340442.23        | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLSD4719 | 2054-01-01      | 7.0000%  | N/A     | $7302585.00        | $5775049.31        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAQ1224 | 2042-11-01      | 3.0000%  | N/A     | $5750000.00        | $1194855.09        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4579 | 2052-04-01      | 3.0000%  | N/A     | $25000000.00       | $17527278.04       | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G06886 G | 2042-01-01      | 4.0000%  | N/A     | $16629581.00       | $1545948.96        | Agency Mortgage-Backed Securities         |
| FNRM RC043KI R21F043 | 2051-07-25      | 3.0000%  | N/A     | $165881263.00      | $15059634.30       | Agency Collateralized Mortgage Obligation |
| FERM 5558PO 07/25/55 | 2055-07-25      | 0.0000%  | N/A     | $45957448.00       | $33884406.13       | Agency Collateralized Mortgage Obligation |
| FNMS 03.500 CLMA3182 | 2047-11-01      | 3.5000%  | N/A     | $7724818.00        | $1009674.72        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAB5122 | 2042-04-01      | 4.0000%  | N/A     | $3233356.00        | $988942.24         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZT1703 | 2049-01-01      | 4.0000%  | N/A     | $26500000.00       | $4725587.30        | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G61985 G | 2047-10-01      | 3.0000%  | N/A     | $21281788.00       | $4939936.62        | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLSL0520 | 2054-09-01      | 7.0000%  | N/A     | $27101531.00       | $22695825.86       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBN3197 | 2049-01-01      | 4.0000%  | N/A     | $6225454.00        | $1180747.29        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CICB3791 | 2037-05-01      | 2.5000%  | N/A     | $6124522.00        | $3238103.30        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS7545 | 2046-07-01      | 3.5000%  | N/A     | $10750000.00       | $1155772.79        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA3474 | 2046-04-01      | 3.5000%  | N/A     | $13021075.00       | $3809603.34        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRQ0063 | 2055-11-01      | 5.0000%  | N/A     | $8000000.00        | $8002206.98        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD0093 | 2049-10-01      | 5.0000%  | N/A     | $32777876.00       | $3571533.00        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBC4437 | 2046-04-01      | 3.5000%  | N/A     | $2802240.00        | $217939.44         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3238 | 2048-01-01      | 3.5000%  | N/A     | $3250397.00        | $452656.41         | Agency Mortgage-Backed Securities         |
| 04.500 FGPC G61578 G | 2048-08-01      | 4.5000%  | N/A     | $22000000.00       | $1655677.63        | Agency Mortgage-Backed Securities         |
| 03.000 FGPC Q13691 G | 2042-12-01      | 3.0000%  | N/A     | $2698267.00        | $481497.30         | Agency Mortgage-Backed Securities         |
| GNRA 2023-141 SM     | 2050-05-20      | 1.9757%  | N/A     | $113975590.00      | $11758164.35       | Agency Collateralized Mortgage Obligation |
| FNMS 03.500 CLMA2549 | 2046-03-01      | 3.5000%  | N/A     | $4191182.00        | $410120.40         | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q47571 G | 2047-04-01      | 4.0000%  | N/A     | $8542295.00        | $634022.32         | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G61761 G | 2046-01-01      | 4.0000%  | N/A     | $13822918.00       | $3892965.88        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8066 | 2050-05-01      | 5.0000%  | N/A     | $2051297.00        | $220491.60         | Agency Mortgage-Backed Securities         |
| 05.000 FGPC Q02257 G | 2041-07-01      | 5.0000%  | N/A     | $12026210.00       | $666094.42         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CICB4486 | 2037-08-01      | 3.0000%  | N/A     | $327822.00         | $258376.65         | Agency Mortgage-Backed Securities         |
| 04.500 FGPC G61615 G | 2045-07-01      | 4.5000%  | N/A     | $9956295.00        | $2583928.57        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA2229 | 2045-03-01      | 3.5000%  | N/A     | $1800000.00        | $222431.72         | Agency Mortgage-Backed Securities         |
| GNRM 2024-024 EI     | 2051-02-20      | 4.0000%  | N/A     | $107857312.00      | $19097819.11       | Agency Collateralized Mortgage Obligation |
| FNMS 04.500 CLAC4613 | 2040-05-01      | 4.5000%  | N/A     | $1315430.00        | $297007.89         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL1374 | 2055-05-01      | 6.5000%  | N/A     | $17967885.00       | $17568812.41       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAK9716 | 2042-04-01      | 5.0000%  | N/A     | $2539492.00        | $218038.80         | Agency Mortgage-Backed Securities         |
| GNRA 2025-040 IO     | 2066-03-16      | 0.8063%  | N/A     | $253401703.00      | $18263826.58       | Agency Mortgage-Backed Securities         |
| FEST  IO 0414 RP8110 | 2053-12-25      | 4.0000%  | N/A     | $25496981.00       | $5028832.62        | Agency Collateralized Mortgage Obligation |
| FNMS 04.500 CLBK7487 | 2048-07-01      | 4.5000%  | N/A     | $8089000.00        | $1862590.84        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS5056 | 2045-05-01      | 3.5000%  | N/A     | $5051351.00        | $561022.53         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAJ1890 | 2042-05-01      | 4.0000%  | N/A     | $2699234.00        | $616868.26         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD0291 | 2050-03-01      | 5.0000%  | N/A     | $9180496.00        | $1322196.09        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ3319 | 2055-01-01      | 6.5000%  | N/A     | $3018043.00        | $2738432.99        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM1233 | 2048-03-01      | 3.5000%  | N/A     | $41830842.00       | $7770040.40        | Agency Mortgage-Backed Securities         |
| FEST  IO 0400 RP3772 | 2053-03-25      | 4.5000%  | N/A     | $44006575.00       | $7858667.97        | Agency Collateralized Mortgage Obligation |
| FNMS 03.500 CLBH5752 | 2047-11-01      | 3.5000%  | N/A     | $3600000.00        | $572294.60         | Agency Mortgage-Backed Securities         |
| FNST TR0427 C94 RC   | 2052-08-25      | 4.5000%  | N/A     | $33248274.00       | $5311797.75        | Agency Collateralized Mortgage Obligation |
| FEPC 02.500 CIZK4686 | 2027-11-01      | 2.5000%  | N/A     | $10000000.00       | $239136.22         | Agency Mortgage-Backed Securities         |
| FNST TR0430 C50 RC   | 2052-06-01      | 2.5000%  | N/A     | $25000000.00       | $2789579.88        | Agency Collateralized Mortgage Obligation |
| FNMS 03.000 CIMA4538 | 2037-02-01      | 3.0000%  | N/A     | $1297160.00        | $718176.82         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAK1081 | 2042-01-01      | 3.5000%  | N/A     | $10027586.00       | $606818.94         | Agency Mortgage-Backed Securities         |
| GNRM 2025-173 AI     | 2051-10-20      | 2.5000%  | N/A     | $217700948.00      | $21796068.04       | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLQY2216 | 2055-05-01      | 6.0000%  | N/A     | $14464858.00       | $14774526.59       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8062 | 2050-05-01      | 3.0000%  | N/A     | $15771802.00       | $3945701.18        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS0516 | 2043-09-01      | 3.0000%  | N/A     | $63437254.00       | $11197147.63       | Agency Mortgage-Backed Securities         |
| 03.000 FGPC C09022 G | 2042-12-01      | 3.0000%  | N/A     | $4613265.00        | $696023.01         | Agency Mortgage-Backed Securities         |
| FEST  IO 0408 RP4996 | 2053-07-25      | 4.0000%  | N/A     | $19000000.00       | $3592615.43        | Agency Collateralized Mortgage Obligation |
| FNMS 03.500 CLAS7921 | 2046-09-01      | 3.5000%  | N/A     | $1600000.00        | $379612.77         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G60136 G | 2043-12-01      | 3.5000%  | N/A     | $1740000.00        | $401853.37         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZN2844 | 2049-01-01      | 4.0000%  | N/A     | $12032537.00       | $571959.91         | Agency Mortgage-Backed Securities         |
| FGST GIO 0303 S12836 | 2043-01-15      | 3.5000%  | N/A     | $44045604.00       | $935380.09         | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLRA8416 | 2053-01-01      | 5.5000%  | N/A     | $27228303.00       | $20728200.56       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS6395 | 2045-12-01      | 3.5000%  | N/A     | $6130000.00        | $581789.23         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAO4134 | 2042-06-01      | 3.5000%  | N/A     | $10920000.00       | $1261500.22        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL0746 | 2055-04-01      | 6.5000%  | N/A     | $23269334.00       | $21809149.26       | Agency Mortgage-Backed Securities         |
| GNRM 2025-099 EO     | 2055-06-20      | 0.0000%  | N/A     | $47661421.00       | $34823578.77       | Agency Collateralized Mortgage Obligation |
| 03.500 FGPC G08654 G | 2045-07-01      | 3.5000%  | N/A     | $1906000.00        | $195647.08         | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CISB8152 | 2037-05-01      | 1.5000%  | N/A     | $4650933.00        | $2882804.32        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQJ4687 | 2054-09-01      | 6.5000%  | N/A     | $5000640.00        | $4803714.93        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX9429 | 2055-04-01      | 6.0000%  | N/A     | $10117959.00       | $10265782.42       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS6573 | 2046-01-01      | 3.5000%  | N/A     | $2395000.00        | $252411.10         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA4832 | 2037-12-01      | 3.5000%  | N/A     | $948692.00         | $602380.37         | Agency Mortgage-Backed Securities         |
| GNRA 2024-174 SG     | 2051-04-20      | 1.9757%  | N/A     | $173153683.00      | $20067019.93       | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLQZ6308 | 2055-10-01      | 6.5000%  | N/A     | $2516489.00        | $2630340.29        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA3681 | 2049-06-01      | 4.5000%  | N/A     | $55110477.00       | $8984265.63        | Agency Mortgage-Backed Securities         |
| FNST TR0419 C3 WL    | 2043-11-01      | 3.0000%  | N/A     | $38158553.00       | $931912.59         | Agency Collateralized Mortgage Obligation |
| FEPC 01.500 CISB0816 | 2037-06-01      | 1.5000%  | N/A     | $847497.00         | $578836.61         | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G08521 G | 2043-01-01      | 3.0000%  | N/A     | $2412403.00        | $349960.28         | Agency Mortgage-Backed Securities         |
| GNRM 2025-173 DI     | 2051-08-20      | 3.0000%  | N/A     | $80536165.00       | $13499799.35       | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLSD2350 | 2053-02-01      | 5.0000%  | N/A     | $15417067.00       | $11796078.87       | Agency Mortgage-Backed Securities         |
| FNST TR0426 C26 RC   | 2050-11-01      | 2.0000%  | N/A     | $17000000.00       | $1861367.53        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-001 IA     | 2051-01-20      | 2.5000%  | N/A     | $161401848.00      | $14354988.17       | Agency Collateralized Mortgage Obligation |
| 03.000 FGPC Q15239 G | 2043-02-01      | 3.0000%  | N/A     | $4096518.00        | $616568.88         | Agency Mortgage-Backed Securities         |
| FNST TR0432 C15 RC   | 2053-01-01      | 5.0000%  | N/A     | $11619075.00       | $1926125.10        | Agency Collateralized Mortgage Obligation |
| 04.000 FGPC Q62886 G | 2049-04-01      | 4.0000%  | N/A     | $3609696.00        | $312604.61         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAV9187 | 2044-03-01      | 4.0000%  | N/A     | $26798000.00       | $3458764.75        | Agency Mortgage-Backed Securities         |
| 05.500 FGPC A90380 G | 2039-12-01      | 5.5000%  | N/A     | $3331416.00        | $274035.41         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAI1173 | 2041-04-01      | 5.5000%  | N/A     | $6995497.00        | $401465.25         | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLBU5159 | 2054-11-01      | 7.0000%  | N/A     | $8193684.00        | $7465920.86        | Agency Mortgage-Backed Securities         |
| GNRA 2023-060 SA     | 2053-04-20      | 1.5011%  | N/A     | $400000000.00      | $11484734.26       | Agency Collateralized Mortgage Obligation |
| FNMS 03.500 CIBW1354 | 2037-11-01      | 3.5000%  | N/A     | $1709915.00        | $1078398.44        | Agency Mortgage-Backed Securities         |
| FEPC 01.500 CLQB9274 | 2051-02-01      | 1.5000%  | N/A     | $2557720.00        | $1643498.06        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3183 | 2047-11-01      | 4.0000%  | N/A     | $30116000.00       | $3545312.42        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAL7481 | 2044-07-01      | 3.5000%  | N/A     | $4963000.00        | $1011603.17        | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLSL1064 | 2055-03-01      | 7.0000%  | N/A     | $11727407.00       | $11226740.54       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD0026 | 2047-02-01      | 3.0000%  | N/A     | $30000000.00       | $8246211.76        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CISB8187 | 2037-11-01      | 3.0000%  | N/A     | $796766.00         | $512825.53         | Agency Mortgage-Backed Securities         |
| 04.500 FGPC A91161 G | 2040-02-01      | 4.5000%  | N/A     | $12000000.00       | $289190.94         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAW9441 | 2044-07-01      | 3.5000%  | N/A     | $125400920.00      | $11964280.46       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBM1948 | 2041-07-01      | 6.0000%  | N/A     | $15534000.00       | $3455956.88        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAP6242 | 2042-10-01      | 3.5000%  | N/A     | $4590000.00        | $437282.85         | Agency Mortgage-Backed Securities         |
| 05.000 FGPC Q58591 G | 2048-09-01      | 5.0000%  | N/A     | $2233722.00        | $256275.88         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ6748 | 2055-10-01      | 6.0000%  | N/A     | $19691423.00       | $20418347.27       | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CIMA4581 | 2037-04-01      | 1.5000%  | N/A     | $4263416.00        | $2642472.13        | Agency Mortgage-Backed Securities         |
| 04.500 FGPC G08818 G | 2048-06-01      | 4.5000%  | N/A     | $3148000.00        | $266122.41         | Agency Mortgage-Backed Securities         |
| 04.500 FGPC G08827 G | 2048-07-01      | 4.5000%  | N/A     | $2767500.00        | $246873.26         | Agency Mortgage-Backed Securities         |
| FEST  IO 0377 RM1956 | 2051-01-25      | 2.0000%  | N/A     | $100000000.00      | $8636299.42        | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLDE0100 | 2055-06-01      | 6.0000%  | N/A     | $8704528.00        | $8820648.90        | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLSD7425 | 2054-12-01      | 7.0000%  | N/A     | $15176307.00       | $13277694.29       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAD9720 | 2040-08-01      | 5.5000%  | N/A     | $1926737.00        | $226550.99         | Agency Mortgage-Backed Securities         |
| GNRA 2023-141 SP     | 2049-12-20      | 1.9757%  | N/A     | $94005001.00       | $9373585.41        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-173 GI     | 2051-11-20      | 3.0000%  | N/A     | $97135227.00       | $12108286.74       | Agency Collateralized Mortgage Obligation |
| FGST GIO 0354 S15127 | 2046-12-15      | 3.0000%  | N/A     | $30592246.00       | $917505.96         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-004 SA     | 2055-01-20      | 1.8261%  | N/A     | $200000000.00      | $12657275.58       | Agency Collateralized Mortgage Obligation |
| FEPC 04.500 CLZT1595 | 2049-01-01      | 4.5000%  | N/A     | $13055551.00       | $793039.53         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G08488 G | 2042-04-01      | 3.5000%  | N/A     | $3250000.00        | $257100.61         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD7216 | 2054-12-01      | 6.5000%  | N/A     | $7685219.00        | $7347112.74        | Agency Mortgage-Backed Securities         |
| 03.000 FGPC Q34990 G | 2045-08-01      | 3.0000%  | N/A     | $46397892.00       | $7115611.71        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL1350 | 2055-05-01      | 6.0000%  | N/A     | $15285283.00       | $15303434.04       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CTRB5027 | 2040-01-01      | 3.0000%  | N/A     | $975247.00         | $196500.85         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCA1795 | 2048-05-01      | 5.0000%  | N/A     | $6692881.00        | $497514.36         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIMA5090 | 2038-06-01      | 3.0000%  | N/A     | $547857.00         | $374725.78         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL1148 | 2054-04-01      | 6.5000%  | N/A     | $11961928.00       | $10849563.90       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAJ9278 | 2041-12-01      | 3.5000%  | N/A     | $10325000.00       | $721679.67         | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CLMA4561 | 2052-03-01      | 1.5000%  | N/A     | $2337313.00        | $1491760.09        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAZ7366 | 2045-11-01      | 4.0000%  | N/A     | $57418790.00       | $9992290.74        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIMA4629 | 2037-06-01      | 3.0000%  | N/A     | $484501.00         | $299782.32         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIQO0873 | 2037-09-01      | 3.0000%  | N/A     | $835831.00         | $384654.23         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAH5962 | 2041-02-01      | 5.0000%  | N/A     | $1875775.00        | $230308.07         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q17647 G | 2043-04-01      | 3.5000%  | N/A     | $4608244.00        | $310629.70         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTMA3741 | 2039-08-01      | 3.0000%  | N/A     | $2655329.00        | $309967.86         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL0750 | 2055-04-01      | 6.5000%  | N/A     | $18757920.00       | $16837054.81       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA3871 | 2049-12-01      | 3.0000%  | N/A     | $1269360.00        | $216175.56         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS4886 | 2045-05-01      | 3.5000%  | N/A     | $2300000.00        | $448629.95         | Agency Mortgage-Backed Securities         |
| FNST TR0441 C10 RC   | 2054-05-01      | 4.5000%  | N/A     | $21447567.00       | $4177685.36        | Agency Collateralized Mortgage Obligation |
| FNMS 02.500 CICB3759 | 2037-03-01      | 2.5000%  | N/A     | $1301444.00        | $771948.43         | Agency Mortgage-Backed Securities         |
| FNST TR0437 C17 RC   | 2053-05-01      | 4.5000%  | N/A     | $25469583.00       | $4692513.03        | Agency Collateralized Mortgage Obligation |
| 03.500 FGPC Q06884 G | 2042-03-01      | 3.5000%  | N/A     | $2314492.00        | $230221.39         | Agency Mortgage-Backed Securities         |
| 04.000 FGPC V83169 G | 2047-04-01      | 4.0000%  | N/A     | $62562572.00       | $4643970.38        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZN6177 | 2049-06-01      | 3.0000%  | N/A     | $4910900.00        | $586965.17         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CISB8155 | 2037-05-01      | 3.0000%  | N/A     | $1055997.00        | $649079.55         | Agency Mortgage-Backed Securities         |
| GNRM 2022-009 MI     | 2052-01-20      | 3.5000%  | N/A     | $227000000.00      | $14760769.16       | Agency Collateralized Mortgage Obligation |
| FEPC 03.500 CLZS4651 | 2046-03-01      | 3.5000%  | N/A     | $2937941.00        | $294108.12         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIQO1552 | 2037-12-01      | 3.0000%  | N/A     | $495168.00         | $381059.41         | Agency Mortgage-Backed Securities         |
| FEST  IO 0408 RP5001 | 2053-08-25      | 4.5000%  | N/A     | $20000000.00       | $3839548.40        | Agency Collateralized Mortgage Obligation |
| FNMS 04.500 CLAB2812 | 2041-04-01      | 4.5000%  | N/A     | $67550592.00       | $1612111.66        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAK7581 | 2042-08-01      | 3.0000%  | N/A     | $2375000.00        | $257725.51         | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CIMA4601 | 2037-05-01      | 1.5000%  | N/A     | $314707.00         | $202768.40         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G07098 G | 2042-07-01      | 3.5000%  | N/A     | $3090043.00        | $233575.59         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL928828 | 2037-10-01      | 6.0000%  | N/A     | $12795401.00       | $357349.10         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL1352 | 2055-05-01      | 6.0000%  | N/A     | $14685055.00       | $14843088.97       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZN5068 | 2049-04-01      | 4.5000%  | N/A     | $2876437.00        | $304074.37         | Agency Mortgage-Backed Securities         |
| GNRA 2025-173 SA     | 2055-10-20      | 0.0000%  | N/A     | $2500000000.00     | $27454800.24       | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLSD6566 | 2054-10-01      | 6.0000%  | N/A     | $9157922.00        | $8058757.97        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAE4303 | 2040-09-01      | 5.0000%  | N/A     | $33917394.00       | $1698194.07        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB7475 | 2053-11-01      | 5.5000%  | N/A     | $7445111.00        | $6228397.15        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZT1323 | 2048-10-01      | 3.0000%  | N/A     | $11034161.00       | $1384590.11        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAT1800 | 2043-04-01      | 3.5000%  | N/A     | $59014669.00       | $4423450.27        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA0237 | 2047-08-01      | 4.0000%  | N/A     | $16500000.00       | $1807797.11        | Agency Mortgage-Backed Securities         |
| 03.000 FGPC Q43733 G | 2046-10-01      | 3.0000%  | N/A     | $1000000.00        | $239493.18         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBJ4603 | 2048-02-01      | 4.0000%  | N/A     | $2008442.00        | $312683.07         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS7800 | 2046-08-01      | 3.0000%  | N/A     | $103500000.00      | $14660615.12       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBM4655 | 2047-05-01      | 3.5000%  | N/A     | $2600000.00        | $496325.37         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIMA3124 | 2032-09-01      | 2.5000%  | N/A     | $2225000.00        | $283600.57         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL995251 | 2038-11-01      | 6.0000%  | N/A     | $22862795.00       | $255659.85         | Agency Mortgage-Backed Securities         |
| GNRM 2021-140 IO     | 2051-08-20      | 2.5000%  | N/A     | $192635000.00      | $12660558.51       | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLSL1348 | 2055-05-01      | 6.0000%  | N/A     | $22193771.00       | $22163307.25       | Agency Mortgage-Backed Securities         |
| FNST TR0439 C30 RC   | 2053-09-01      | 6.0000%  | N/A     | $118394156.00      | $15086479.73       | Agency Collateralized Mortgage Obligation |
| FEPC 02.500 CIRC2815 | 2038-01-01      | 2.5000%  | N/A     | $1758863.00        | $1331082.78        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA3960 | 2050-03-01      | 3.0000%  | N/A     | $1659156.00        | $303828.72         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS4706 | 2047-03-01      | 3.0000%  | N/A     | $3539673.00        | $756246.70         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAI1172 | 2041-04-01      | 5.5000%  | N/A     | $8496607.00        | $478956.81         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA3802 | 2049-10-01      | 3.0000%  | N/A     | $9172205.00        | $1259155.37        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAO0780 | 2042-04-01      | 3.5000%  | N/A     | $3300000.00        | $325441.30         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G08681 G | 2045-12-01      | 3.5000%  | N/A     | $12558000.00       | $1358280.17        | Agency Mortgage-Backed Securities         |
| GNRM 2025-173 CI     | 2051-10-20      | 3.0000%  | N/A     | $118467431.00      | $19777980.88       | Agency Collateralized Mortgage Obligation |
| 05.500 FGPC A90726 G | 2040-01-01      | 5.5000%  | N/A     | $7112245.00        | $464886.36         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAO2993 | 2042-05-01      | 3.5000%  | N/A     | $8160000.00        | $698508.20         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CICB3444 | 2037-04-01      | 2.5000%  | N/A     | $1698225.00        | $1128464.25        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM2184 | 2046-11-01      | 3.5000%  | N/A     | $770274.00         | $294557.29         | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q60732 G | 2048-12-01      | 4.0000%  | N/A     | $1748541.00        | $708529.02         | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CIMA4566 | 2037-03-01      | 1.5000%  | N/A     | $2425000.00        | $1482018.45        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA8515 | 2053-02-01      | 5.0000%  | N/A     | $22464709.00       | $18233159.34       | Agency Mortgage-Backed Securities         |
| GNRA 2025-171 SD     | 2055-10-20      | 0.0000%  | N/A     | $1000000000.00     | $12374167.39       | Agency Collateralized Mortgage Obligation |
| 05.500 FGPC Q00293 G | 2041-04-01      | 5.5000%  | N/A     | $2781935.00        | $343541.63         | Agency Mortgage-Backed Securities         |
| FNRM RC053LI R21F053 | 2050-11-25      | 3.0000%  | N/A     | $107041666.00      | $11214108.04       | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLQI8838 | 2054-07-01      | 6.0000%  | N/A     | $17916450.00       | $14191747.92       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIFS3271 | 2037-08-01      | 3.0000%  | N/A     | $3215783.00        | $2230773.36        | Agency Mortgage-Backed Securities         |
| 03.500 FGPC C04060 G | 2042-06-01      | 3.5000%  | N/A     | $4735000.00        | $378005.39         | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CIBW3040 | 2037-06-01      | 1.5000%  | N/A     | $399224.00         | $283692.04         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAY6023 | 2045-09-01      | 3.5000%  | N/A     | $1828232.00        | $247803.23         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA1189 | 2048-02-01      | 3.5000%  | N/A     | $79046952.00       | $12614981.49       | Agency Mortgage-Backed Securities         |
| 05.500 FGPC Q00294 G | 2041-04-01      | 5.5000%  | N/A     | $4476781.00        | $526719.99         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8056 | 2050-04-01      | 3.0000%  | N/A     | $2586065.00        | $514424.32         | Agency Mortgage-Backed Securities         |
| FGST GIO 0390 S17017 | 2052-04-15      | 2.0000%  | N/A     | $10000000.00       | $1169548.44        | Agency Collateralized Mortgage Obligation |
| FEPC 04.000 CLZN4632 | 2048-12-01      | 4.0000%  | N/A     | $50180730.00       | $5563579.62        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZS8549 | 2030-01-01      | 2.5000%  | N/A     | $3325000.00        | $216452.68         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL1462 | 2055-05-01      | 6.5000%  | N/A     | $8022374.00        | $8185504.85        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAI1204 | 2041-04-01      | 5.5000%  | N/A     | $3553086.00        | $240843.02         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3776 | 2049-09-01      | 4.0000%  | N/A     | $32500000.00       | $3901565.55        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL929605 | 2038-06-01      | 6.0000%  | N/A     | $6657643.00        | $232351.43         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAI1963 | 2041-04-01      | 5.5000%  | N/A     | $3763060.00        | $247639.01         | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLBU5134 | 2054-11-01      | 7.0000%  | N/A     | $5800366.00        | $4278939.70        | Agency Mortgage-Backed Securities         |

### Security 214: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8PK2, C.4 - ISIN: US3130B8PK22, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $446694718.58
- **C.18.a - Value (excl. sponsor support):** $446694718.58
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Home Loan Mortgage Corp. Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Variable Rate Notes
- **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):** $344789402.50
- **C.18.a - Value (excl. sponsor support):** $344789402.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA
- **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: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BRWX5W460
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Fitch: F1; Standard & Poor's: A-1; Moody's: P-1
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 04.000 CLSD7378                                   | 2053-06-01      | 4.0000%  | N/A     | $1000.00           | $903.90            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX HL469625                                   | 2041-11-01      | 4.6800%  | N/A     | $649000.00         | $498138.86         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQB3781                                   | 2050-09-01      | 5.0000%  | N/A     | $2000.00           | $1105.25           | Agency Mortgage-Backed Securities         |
| GNRA 2014-008 JS                                       | 2044-01-16      | 0.4266%  | N/A     | $198453000.00      | $425688.36         | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLQY0278                                   | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $920.25            | Agency Mortgage-Backed Securities         |
| FNRM CL043IO R21F043                                   | 2051-06-25      | 2.5000%  | N/A     | $3700000.00        | $422082.24         | Agency Collateralized Mortgage Obligation |
| FEPC 07.000 CLQJ4696                                   | 2054-09-01      | 7.0000%  | N/A     | $1000.00           | $741.33            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CTRB5048                                   | 2040-05-01      | 2.5000%  | N/A     | $1000.00           | $273.81            | Agency Mortgage-Backed Securities         |
| GNRA 2011-080 KS                                       | 2041-06-20      | 2.5957%  | N/A     | $150000000.00      | $502127.81         | Agency Collateralized Mortgage Obligation |
| FNRA CL044IS R06F044                                   | 2036-06-25      | 2.4137%  | N/A     | $42412200.00       | $54489.58          | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLQX2302                                   | 2054-12-01      | 6.0000%  | N/A     | $2000.00           | $2040.41           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ3503                                   | 2055-02-01      | 6.0000%  | N/A     | $2000.00           | $1954.05           | Agency Mortgage-Backed Securities         |
| GNII SF MA8571 M                                       | 2053-01-20      | 6.0000%  | N/A     | $40000000.00       | $22022485.42       | Agency Mortgage-Backed Securities         |
| GNRA 2021-041 FS                                       | 2050-10-20      | 2.0000%  | N/A     | $18056377.00       | $1057344.36        | Agency Collateralized Mortgage Obligation |
| FNRA CL024SA R14F024                                   | 2044-05-25      | 1.8637%  | N/A     | $33000000.00       | $173519.06         | Agency Collateralized Mortgage Obligation |
| FNRA CL011SB R24F011                                   | 2054-03-25      | 4.0282%  | N/A     | $100038.00         | $7342.23           | Agency Collateralized Mortgage Obligation |
| FGRA 3238LI 11/15/36                                   | 2036-11-15      | 2.2335%  | N/A     | $30000000.00       | $87764.93          | Agency Collateralized Mortgage Obligation |
| FNRA CL054IB R17F054                                   | 2047-07-25      | 1.7313%  | N/A     | $167805375.00      | $1103013.33        | Agency Collateralized Mortgage Obligation |
| GNII SF MA4652 M                                       | 2047-08-20      | 3.5000%  | N/A     | $102060000.00      | $12783610.96       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZL1234                                   | 2041-04-01      | 4.5000%  | N/A     | $1000.00           | $90.61             | Agency Mortgage-Backed Securities         |
| GNRA 2024-186 S                                        | 2053-02-20      | 1.4511%  | N/A     | $67725256.00       | $3563792.81        | Agency Collateralized Mortgage Obligation |
| FEPC 03.500 CLZL8498                                   | 2044-09-01      | 3.5000%  | N/A     | $2000.00           | $305.74            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY0650                                   | 2055-04-01      | 6.5000%  | N/A     | $2000.00           | $2080.88           | Agency Mortgage-Backed Securities         |
| FNRM CL063KI R20F063                                   | 2050-09-25      | 2.5000%  | N/A     | $4000000.00        | $65913.98          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-082 TE                                       | 2055-05-20      | 0.0500%  | N/A     | $62500000.00       | $42500.51          | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLQY4566                                   | 2055-06-01      | 6.0000%  | N/A     | $1000.00           | $998.28            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA6808                                   | 2052-02-01      | 3.0000%  | N/A     | $1000.00           | $636.89            | Agency Mortgage-Backed Securities         |
| FNRM CL018PI R22F018                                   | 2051-11-25      | 4.0000%  | N/A     | $19120021.00       | $2371142.00        | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 3PQU8130                                   | 2053-08-01      | 6.0000%  | N/A     | $1000.00           | $531.57            | Agency Mortgage-Backed Securities         |
| GNRM 2020-165 QI                                       | 2050-08-20      | 3.0000%  | N/A     | $27694635.00       | $1868731.77        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-077 LI                                       | 2050-08-20      | 3.0000%  | N/A     | $6666667.00        | $560888.77         | Agency Collateralized Mortgage Obligation |
| FGRA 3549SA 07/15/39                                   | 2039-07-15      | 1.5435%  | N/A     | $56066666.00       | $8212.95           | Agency Collateralized Mortgage Obligation |
| FEPC 04.500 CLSD2443                                   | 2052-10-01      | 4.5000%  | N/A     | $1000.00           | $802.81            | Agency Mortgage-Backed Securities         |
| FNRM CL050MI R20F050                                   | 2050-07-25      | 4.5000%  | N/A     | $100000.00         | $6225.43           | Agency Collateralized Mortgage Obligation |
| FNRA CL080SC R24F080                                   | 2054-11-25      | 1.8282%  | N/A     | $252544.00         | $15741.68          | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLQI5074                                   | 2054-05-01      | 5.5000%  | N/A     | $1000.00           | $1008.23           | Agency Mortgage-Backed Securities         |
| FERA 5420SL 06/25/54                                   | 2054-06-25      | 1.8782%  | N/A     | $12301456.00       | $745242.81         | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLQY7296                                   | 2055-06-01      | 6.0000%  | N/A     | $1008.00           | $942.77            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA7748                                   | 2052-08-01      | 3.0000%  | N/A     | $2000.00           | $1520.71           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD2592                                   | 2053-03-01      | 5.0000%  | N/A     | $1999.00           | $1625.23           | Agency Mortgage-Backed Securities         |
| FERM 5056IO 12/25/50                                   | 2050-12-25      | 2.5000%  | N/A     | $15378983.00       | $1118026.34        | Agency Collateralized Mortgage Obligation |
| FEPC 02.000 CLQB7327                                   | 2051-01-01      | 2.0000%  | N/A     | $1000.00           | $556.48            | Agency Mortgage-Backed Securities         |
| GNRA 2022-208 SB                                       | 2052-12-20      | 2.1711%  | N/A     | $32384320.00       | $1700097.00        | Agency Collateralized Mortgage Obligation |
| FEPC 02.500 CLSD0449                                   | 2050-10-01      | 2.5000%  | N/A     | $2000.00           | $960.40            | Agency Mortgage-Backed Securities         |
| FERM 5293IO 03/25/51                                   | 2051-03-25      | 2.0000%  | N/A     | $5200003.00        | $549449.38         | Agency Collateralized Mortgage Obligation |
| GNAR FT 082414 M                                       | 2039-10-20      | 5.8750%  | N/A     | $2500055.00        | $42325.93          | Agency Mortgage-Backed Securities         |
| FGRA 4550SD 02/15/46                                   | 2046-02-15      | 1.7935%  | N/A     | $13250000.00       | $364574.55         | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLRJ4795                                   | 2055-09-01      | 6.0000%  | N/A     | $1024.00           | $1035.83           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRJ3321                                   | 2055-01-01      | 4.5000%  | N/A     | $2016.00           | $1885.99           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG4261                                   | 2053-06-01      | 5.5000%  | N/A     | $1000.00           | $998.08            | Agency Mortgage-Backed Securities         |
| GNRA 2025-146 TL                                       | 2053-03-20      | 0.3500%  | N/A     | $18400213.00       | $123697.74         | Agency Collateralized Mortgage Obligation |
| GNAR AF MB0431 M                                       | 2055-05-20      | 3.5000%  | N/A     | $181114.00         | $175779.16         | Agency Mortgage-Backed Securities         |
| FNRA CL056FA R23F056                                   | 2053-11-25      | 5.4718%  | N/A     | $19447998.00       | $9130628.55        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-061 SG                                       | 2065-04-20      | 1.2011%  | N/A     | $31441819.00       | $685615.04         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-106 ST                                       | 2053-07-20      | 1.8511%  | N/A     | $8485400.00        | $217740.39         | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLQX8914                                   | 2055-03-01      | 6.5000%  | N/A     | $1000.00           | $1034.01           | Agency Mortgage-Backed Securities         |
| GNRA 2025-146 TS                                       | 2054-01-20      | 0.1600%  | N/A     | $31344687.00       | $166689.47         | Agency Collateralized Mortgage Obligation |
| FEPC 04.000 CLZJ0672                                   | 2040-11-01      | 4.0000%  | N/A     | $1999.00           | $152.82            | Agency Mortgage-Backed Securities         |
| 02.500 FGPC C91900 G                                   | 2036-10-01      | 2.5000%  | N/A     | $2030.00           | $346.16            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI6769                                   | 2037-11-01      | 6.0000%  | N/A     | $1000.00           | $19.16             | Agency Mortgage-Backed Securities         |
| GNRA 2006-47 SA                                        | 2036-08-16      | 2.7266%  | N/A     | $207160131.00      | $296818.14         | Agency Collateralized Mortgage Obligation |
| FGRA 2924SA 01/15/35                                   | 2035-01-15      | 2.4435%  | N/A     | $128670867.00      | $62301.21          | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLQZ8568                                   | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $1012.31           | Agency Mortgage-Backed Securities         |
| GNRA 2024-197 YG                                       | 2054-12-20      | 4.9489%  | N/A     | $174806.00         | $116026.06         | Agency Collateralized Mortgage Obligation |
| FNRA CL136SA R10F136                                   | 2040-12-25      | 1.8137%  | N/A     | $118886400.00      | $690574.35         | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLQZ1794                                   | 2055-08-01      | 5.5000%  | N/A     | $1000.00           | $836.37            | Agency Mortgage-Backed Securities         |
| GNRA 2023-10O IK                                       | 2071-06-20      | 0.4939%  | N/A     | $26399972.00       | $528187.82         | Agency Collateralized Mortgage Obligation |
| FEPC 02.500 CLQC9442                                   | 2051-10-01      | 2.5000%  | N/A     | $1000.00           | $619.26            | Agency Mortgage-Backed Securities         |
| GNRA 2020-076 KS                                       | 2050-05-20      | 2.0257%  | N/A     | $15622546.00       | $679926.81         | Agency Collateralized Mortgage Obligation |
| FNRA CL023SA R17F023                                   | 2047-04-25      | 1.9137%  | N/A     | $38000000.00       | $502710.13         | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLQZ2893                                   | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $1022.13           | Agency Mortgage-Backed Securities         |
| GNRA 2025-098 AF                                       | 2055-06-20      | 5.4989%  | N/A     | $1022.00           | $936.22            | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLQZ3301                                   | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1011.02           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM7674                                   | 2048-08-01      | 4.5000%  | N/A     | $1000.00           | $253.99            | Agency Mortgage-Backed Securities         |
| GNAR AQ 081209 M                                       | 2034-12-20      | 4.7500%  | N/A     | $25024.00          | $344.00            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA7191                                   | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $692.56            | Agency Mortgage-Backed Securities         |
| FGRA 3287SE 03/15/37                                   | 2037-03-15      | 2.4435%  | N/A     | $27000000.00       | $67036.74          | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLQH3989                                   | 2053-10-01      | 6.0000%  | N/A     | $1000.00           | $885.65            | Agency Mortgage-Backed Securities         |
| GNMI SP 783522 X                                       | 2042-01-15      | 4.0000%  | N/A     | $1000.00           | $52.64             | Agency Mortgage-Backed Securities         |
| GNRA 2024-039 JS                                       | 2054-03-20      | 2.3011%  | N/A     | $14900000.00       | $590458.04         | Agency Collateralized Mortgage Obligation |
| FEPC 03.000 CLQE2559                                   | 2047-05-01      | 3.0000%  | N/A     | $1000.00           | $785.18            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8246                                   | 2052-09-01      | 5.0000%  | N/A     | $2044.00           | $1579.54           | Agency Mortgage-Backed Securities         |
| GNRA 2014-118 KS                                       | 2044-08-16      | 1.5266%  | N/A     | $35501323.00       | $803028.07         | Agency Collateralized Mortgage Obligation |
| FERM 5070IE 09/25/50                                   | 2050-09-25      | 3.0000%  | N/A     | $10000000.00       | $1146872.25        | Agency Collateralized Mortgage Obligation |
| FNRM RC061HI R20F061                                   | 2050-09-25      | 4.0000%  | N/A     | $31230580.00       | $2308677.36        | Agency Collateralized Mortgage Obligation |
| FNRM CL061KI R21F061                                   | 2049-04-25      | 2.5000%  | N/A     | $3600000.00        | $423082.00         | Agency Collateralized Mortgage Obligation |
| GNRA 2022-197 SE                                       | 2048-03-20      | 2.0757%  | N/A     | $4587781.00        | $453717.25         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-28O IC                                       | 2073-12-20      | 0.5827%  | N/A     | $30517545.00       | $1888484.87        | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLSD4967                                   | 2054-02-01      | 5.5000%  | N/A     | $1000.00           | $830.69            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD6491                                   | 2054-01-01      | 4.0000%  | N/A     | $1008.00           | $879.69            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQC1809                                   | 2051-05-01      | 2.0000%  | N/A     | $1000.00           | $544.82            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZN3190                                   | 2049-02-01      | 4.5000%  | N/A     | $1000.00           | $92.50             | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ1124                                   | 2055-08-01      | 6.5000%  | N/A     | $1000.00           | $896.92            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL2199                                   | 2041-10-01      | 4.0000%  | N/A     | $1000.00           | $78.83             | Agency Mortgage-Backed Securities         |
| GNRA 2009-106 SL                                       | 2036-04-20      | 2.0257%  | N/A     | $161210059.00      | $200490.02         | Agency Collateralized Mortgage Obligation |
| FEPC 03.500 CLSD1936                                   | 2052-06-01      | 3.5000%  | N/A     | $2000.00           | $1496.40           | Agency Mortgage-Backed Securities         |
| GNRM 2021-116 IY                                       | 2051-06-20      | 3.5000%  | N/A     | $52118480.00       | $4653714.34        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-043 SM                                       | 2053-03-20      | 1.5311%  | N/A     | $83400000.00       | $1667721.30        | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLQJ1976                                   | 2054-08-01      | 5.5000%  | N/A     | $1001.00           | $766.37            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX0203                                   | 2054-10-01      | 6.5000%  | N/A     | $1000.00           | $875.82            | Agency Mortgage-Backed Securities         |
| GNII SF MA5595 M                                       | 2048-11-20      | 4.0000%  | N/A     | $41480778.00       | $3822337.07        | Agency Mortgage-Backed Securities         |
| GNRA 2024-186 FA                                       | 2054-11-20      | 5.6989%  | N/A     | $6256.00           | $4640.55           | Agency Collateralized Mortgage Obligation |
| FEPC 02.500 CLSD1274                                   | 2052-05-01      | 2.5000%  | N/A     | $1000.00           | $689.25            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX9389                                   | 2055-03-01      | 6.5000%  | N/A     | $1000.00           | $693.14            | Agency Mortgage-Backed Securities         |
| GNRA 2025-146 TC                                       | 2053-02-20      | 0.0900%  | N/A     | $20375261.00       | $45043.42          | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLRJ0954                                   | 2054-02-01      | 6.5000%  | N/A     | $1000.00           | $733.16            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQZ8560                                   | 2055-11-01      | 4.5000%  | N/A     | $1000.00           | $983.49            | Agency Mortgage-Backed Securities         |
| FGRA 3761SC 11/15/40                                   | 2040-11-15      | 0.4935%  | N/A     | $25000000.00       | $68140.40          | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLQZ1638                                   | 2055-08-01      | 6.5000%  | N/A     | $1000.00           | $1045.39           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8285                                   | 2053-01-01      | 3.5000%  | N/A     | $1000.00           | $779.76            | Agency Mortgage-Backed Securities         |
| GNRM 2024-157 BO                                       | 2053-08-20      | 0.0000%  | N/A     | $6716768.00        | $3947030.02        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-151 SD                                       | 2053-10-20      | 2.9011%  | N/A     | $33152702.00       | $2168852.99        | Agency Collateralized Mortgage Obligation |
| FGRA 3632BS 02/15/40                                   | 2040-02-15      | 3.3117%  | N/A     | $2800000.00        | $507923.90         | Agency Collateralized Mortgage Obligation |
| FEPC 04.000 CLZL8654                                   | 2044-11-01      | 4.0000%  | N/A     | $1000.00           | $132.27            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY3969                                   | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $1016.93           | Agency Mortgage-Backed Securities         |
| FGRA 3575ST 04/15/39                                   | 2039-04-15      | 2.3435%  | N/A     | $20000000.00       | $21595.15          | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLSD8421                                   | 2054-04-01      | 6.0000%  | N/A     | $1000.00           | $754.84            | Agency Mortgage-Backed Securities         |
| GNRA 2024-021 TE                                       | 2053-07-20      | 0.1000%  | N/A     | $5259471.00        | $4549.47           | Agency Collateralized Mortgage Obligation |
| GNMI SF 726316 X                                       | 2039-09-15      | 5.0000%  | N/A     | $4616988.00        | $178786.34         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8463                                   | 2054-09-01      | 6.0000%  | N/A     | $2000.00           | $1582.52           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZT1484                                   | 2046-09-01      | 3.0000%  | N/A     | $1000.00           | $269.02            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8243                                   | 2052-09-01      | 3.5000%  | N/A     | $1000.00           | $771.00            | Agency Mortgage-Backed Securities         |
| FERA 5262SA 10/25/52                                   | 2052-10-25      | 1.1282%  | N/A     | $12906772.00       | $464373.49         | Agency Collateralized Mortgage Obligation |
| GNRA 2021-137 ES                                       | 2051-07-20      | 0.0000%  | N/A     | $89365000.00       | $280929.46         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-066 FC                                       | 2054-04-20      | 5.2289%  | N/A     | $1165255.00        | $789768.07         | Agency Collateralized Mortgage Obligation |
| FEPC 02.500 CLQD7076                                   | 2052-02-01      | 2.5000%  | N/A     | $2000.00           | $1256.94           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 3PQU8222                                   | 2054-10-01      | 6.0000%  | N/A     | $1000.00           | $1011.39           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD0764                                   | 2051-10-01      | 2.5000%  | N/A     | $1000.00           | $632.27            | Agency Mortgage-Backed Securities         |
| FNRA CL083QI R05F083                                   | 2035-02-25      | 2.5037%  | N/A     | $14545453.00       | $10607.27          | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLQY7664                                   | 2055-07-01      | 6.0000%  | N/A     | $1000.00           | $1031.61           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM8775                                   | 2048-10-01      | 4.0000%  | N/A     | $1000.00           | $167.60            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CTZK9998                                   | 2031-02-01      | 4.0000%  | N/A     | $1000.00           | $68.95             | Agency Mortgage-Backed Securities         |
| FERM 5442BO 08/25/54                                   | 2054-08-25      | 0.0000%  | N/A     | $5583107.00        | $3434390.57        | Agency Collateralized Mortgage Obligation |
| FEPC 02.000 CLRA2677                                   | 2050-06-01      | 2.0000%  | N/A     | $1000.00           | $504.62            | Agency Mortgage-Backed Securities         |
| FNRM CL002CI R23F002                                   | 2050-10-25      | 2.0000%  | N/A     | $4100003.00        | $419123.30         | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLSL1361                                   | 2055-05-01      | 6.5000%  | N/A     | $1000.00           | $938.56            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA3513                                   | 2050-09-01      | 2.5000%  | N/A     | $1000.00           | $469.18            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ2069                                   | 2055-09-01      | 6.5000%  | N/A     | $85331.00          | $87246.51          | Agency Mortgage-Backed Securities         |
| GNRA 2025-146 SB                                       | 2055-08-20      | 1.2511%  | N/A     | $100000000.00      | $4822748.44        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-146 TU                                       | 2054-04-20      | 0.0200%  | N/A     | $21285519.00       | $13816.42          | Agency Collateralized Mortgage Obligation |
| FEPC 02.500 CLQD6543                                   | 2052-02-01      | 2.5000%  | N/A     | $1000.00           | $664.69            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF0468                                   | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $603.16            | Agency Mortgage-Backed Securities         |
| FTRA 4794WI 03/15/43                                   | 2043-03-15      | 1.8646%  | N/A     | $200002.00         | $1624.58           | Agency Collateralized Mortgage Obligation |
| FNRA CL035IO R19F035                                   | 2059-07-25      | 1.6997%  | N/A     | $57174809.00       | $634966.97         | Agency Collateralized Mortgage Obligation |
| GNRA 2010-042 DS                                       | 2040-04-20      | 1.6257%  | N/A     | $273000000.00      | $1028306.41        | Agency Collateralized Mortgage Obligation |
| GNMI SF CU0256 X                                       | 2053-07-15      | 6.5000%  | N/A     | $1080572.00        | $1087285.35        | Agency Mortgage-Backed Securities         |
| GNRA 2025-022 SA                                       | 2055-02-20      | 1.7911%  | N/A     | $3958552.00        | $212940.96         | Agency Collateralized Mortgage Obligation |
| FEPC 04.000 ZLZT2465                                   | 2048-07-15      | 4.0000%  | N/A     | $2048.00           | $1749.43           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD5993                                   | 2050-04-01      | 3.0000%  | N/A     | $1024.00           | $846.43            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY3357                                   | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $1017.76           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ2734                                   | 2055-09-01      | 6.0000%  | N/A     | $1008.00           | $1037.68           | Agency Mortgage-Backed Securities         |
| GNAR AT 081220 M                                       | 2035-01-20      | 5.6250%  | N/A     | $1000000.00        | $19669.43          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3621                                   | 2053-09-01      | 6.0000%  | N/A     | $1000.00           | $841.56            | Agency Mortgage-Backed Securities         |
| GNRA 2007-017 AI                                       | 2037-04-16      | 2.4766%  | N/A     | $40000000.00       | $73159.79          | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLQX4108                                   | 2055-01-01      | 6.0000%  | N/A     | $1008.00           | $924.31            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8348                                   | 2053-08-01      | 5.0000%  | N/A     | $1000.00           | $854.05            | Agency Mortgage-Backed Securities         |
| FNRA RC065SE R24F065                                   | 2054-09-25      | 1.8282%  | N/A     | $69953111.00       | $4243544.22        | Agency Collateralized Mortgage Obligation |
| FERM 5588PO 07/25/54                                   | 2054-07-25      | 0.0000%  | N/A     | $22322949.00       | $17289981.97       | Agency Collateralized Mortgage Obligation |
| FEPC 04.500 CLSD8314                                   | 2053-04-01      | 4.5000%  | N/A     | $1000.00           | $838.03            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQG5399                                   | 2053-06-01      | 7.0000%  | N/A     | $1000.00           | $1060.45           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ7353                                   | 2055-11-01      | 5.5000%  | N/A     | $1000.00           | $1030.85           | Agency Mortgage-Backed Securities         |
| GNRM 2021-139 IY                                       | 2051-08-20      | 3.0000%  | N/A     | $461825.00         | $57030.98          | Agency Collateralized Mortgage Obligation |
| FGRA 2084PS 08/15/28                                   | 2028-08-15      | 4.4935%  | N/A     | $37457440.00       | $2462.06           | Agency Collateralized Mortgage Obligation |
| GNII SP 783519 M                                       | 2041-01-20      | 4.0000%  | N/A     | $213353.00         | $11608.35          | Agency Mortgage-Backed Securities         |
| FNRA CL065IO R19F065                                   | 2059-11-25      | 1.4840%  | N/A     | $32166333.00       | $374433.77         | Agency Collateralized Mortgage Obligation |
| FEPC 03.000 CLZL6396                                   | 2043-07-01      | 3.0000%  | N/A     | $1000.00           | $137.04            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG4784                                   | 2053-06-01      | 5.5000%  | N/A     | $1000.00           | $794.42            | Agency Mortgage-Backed Securities         |
| GNRA 2010-012 SD                                       | 2040-01-16      | 2.3266%  | N/A     | $24000000.00       | $47929.68          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-097 FA                                       | 2054-06-20      | 5.2989%  | N/A     | $13214317.00       | $6694324.83        | Agency Collateralized Mortgage Obligation |
| FNRM CL044MI R21F044                                   | 2051-07-25      | 2.5000%  | N/A     | $1000000.00        | $147748.31         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-171 HF                                       | 2055-10-20      | 5.1989%  | N/A     | $152664.00         | $152881.00         | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLQZ3002                                   | 2055-09-01      | 5.5000%  | N/A     | $1024.00           | $999.30            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZL1577                                   | 2041-07-01      | 4.5000%  | N/A     | $2000.00           | $71.11             | Agency Mortgage-Backed Securities         |
| GNRA 2024-174 CS                                       | 2054-10-20      | 0.0000%  | N/A     | $5047261.00        | $3.76              | Agency Collateralized Mortgage Obligation |
| FEPC 03.000 CLSD8074                                   | 2050-07-01      | 3.0000%  | N/A     | $1000.00           | $274.83            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZN3391                                   | 2049-02-01      | 4.5000%  | N/A     | $1000.00           | $203.47            | Agency Mortgage-Backed Securities         |
| GNRA 2021-041 SI                                       | 2050-10-20      | 0.0000%  | N/A     | $162046.00         | $49.75             | Agency Collateralized Mortgage Obligation |
| FNRA CL087SX R09F087                                   | 2039-11-25      | 2.0637%  | N/A     | $103151785.00      | $154772.71         | Agency Collateralized Mortgage Obligation |
| GNRA 2014-056 ST                                       | 2039-12-16      | 2.0266%  | N/A     | $299424.00         | $2231.40           | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLQY3277                                   | 2055-05-01      | 6.0000%  | N/A     | $1006.00           | $1029.99           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZJ0915                                   | 2040-12-01      | 4.0000%  | N/A     | $1000.00           | $96.55             | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQZ0796                                   | 2055-08-01      | 6.0000%  | N/A     | $1008.00           | $969.23            | Agency Mortgage-Backed Securities         |
| FNRA CL150AS R10F150                                   | 2041-01-25      | 2.3037%  | N/A     | $27857143.00       | $397331.99         | Agency Collateralized Mortgage Obligation |
| GNRA 2015-170 ZA                                       | 2045-10-20      | 3.0000%  | N/A     | $485839.00         | $576453.25         | Agency Collateralized Mortgage Obligation |
| GNRA 2005-39 NS                                        | 2035-06-20      | 2.1257%  | N/A     | $50000000.00       | $32314.63          | Agency Collateralized Mortgage Obligation |
| FNRM CL050BC R25F050                                   | 2051-11-25      | 5.5000%  | N/A     | $4966801.00        | $4593585.70        | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLRJ0000                                   | 2053-10-01      | 6.0000%  | N/A     | $1025.00           | $776.30            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX6820                                   | 2055-02-01      | 6.5000%  | N/A     | $1000.00           | $1050.76           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQI8825                                   | 2054-07-01      | 5.0000%  | N/A     | $1000.00           | $920.49            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD5877                                   | 2054-07-01      | 5.5000%  | N/A     | $1065.00           | $956.08            | Agency Mortgage-Backed Securities         |
| GNRM 2025-164 PO                                       | 2054-08-20      | 0.0000%  | N/A     | $447249.00         | $350826.29         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-17O ID                                       | 2074-09-20      | 0.8291%  | N/A     | $73200000.00       | $5175412.66        | Agency Collateralized Mortgage Obligation |
| FEPC 03.000 CLSD8235                                   | 2052-08-01      | 3.0000%  | N/A     | $2000.00           | $1479.22           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD7383                                   | 2055-01-01      | 6.0000%  | N/A     | $1024.00           | $1004.68           | Agency Mortgage-Backed Securities         |
| FNRA CL065BS R16F065                                   | 2046-09-25      | 1.9137%  | N/A     | $31164258.00       | $473241.93         | Agency Collateralized Mortgage Obligation |
| FEPC 03.500 CLSD8063                                   | 2050-05-01      | 3.5000%  | N/A     | $1000.00           | $222.00            | Agency Mortgage-Backed Securities         |
| FNRA CL042AS R10F042                                   | 2040-05-25      | 2.2137%  | N/A     | $42500000.00       | $6259.02           | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLQY4254                                   | 2055-05-01      | 6.5000%  | N/A     | $1000.00           | $1035.48           | Agency Mortgage-Backed Securities         |
| FGRA 3988NS 01/15/42                                   | 2042-01-15      | 2.2185%  | N/A     | $60000000.00       | $529026.94         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-070       A-2    20271125 FLT     | 2027-11-25      | 3.3030%  | N/A     | $1000.00           | $993.13            | Agency Collateralized Mortgage Obligation |
| FEPC 04.500 CLZM2827                                   | 2047-03-01      | 4.5000%  | N/A     | $1000.00           | $274.44            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8242                                   | 2052-09-01      | 3.0000%  | N/A     | $1000.00           | $740.10            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZL4599                                   | 2042-12-01      | 3.0000%  | N/A     | $1000.00           | $128.03            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQI7608                                   | 2054-06-01      | 6.5000%  | N/A     | $1000.00           | $840.73            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY8350                                   | 2055-07-01      | 6.0000%  | N/A     | $1000.00           | $1028.93           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY6935                                   | 2055-06-01      | 6.0000%  | N/A     | $1008.00           | $1026.39           | Agency Mortgage-Backed Securities         |
| GNRM 2021-076 NI                                       | 2050-08-20      | 3.0000%  | N/A     | $19186066.00       | $1408600.85        | Agency Collateralized Mortgage Obligation |
| FERM 05563G 11/25/52                                   | 2052-11-25      | 5.0000%  | N/A     | $116400.00         | $105725.71         | Agency Collateralized Mortgage Obligation |
| GNRM 2020-126 GI                                       | 2050-08-20      | 3.0000%  | N/A     | $18485964.00       | $1489266.15        | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLSD8277                                   | 2052-12-01      | 5.5000%  | N/A     | $1000.00           | $778.25            | Agency Mortgage-Backed Securities         |
| GNMI SF CU0288 X                                       | 2053-06-15      | 7.0000%  | N/A     | $432334.00         | $444867.84         | Agency Mortgage-Backed Securities         |
| FERM 5293CI 04/25/51                                   | 2051-04-25      | 2.5000%  | N/A     | $7892009.00        | $1016965.62        | Agency Collateralized Mortgage Obligation |
| FEPC 02.000 CLQB3535                                   | 2050-09-01      | 2.0000%  | N/A     | $1000.00           | $526.31            | Agency Mortgage-Backed Securities         |
| GNRA 2021-049 SA                                       | 2051-03-20      | 2.2257%  | N/A     | $100386.00         | $4773.24           | Agency Collateralized Mortgage Obligation |
| FEPC 02.500 CLSD8173                                   | 2051-10-01      | 2.5000%  | N/A     | $1000.00           | $622.28            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA7577                                   | 2052-06-01      | 5.0000%  | N/A     | $1081.00           | $712.56            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZN3281                                   | 2049-02-01      | 4.5000%  | N/A     | $1000.00           | $102.05            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQE9625                                   | 2052-09-01      | 4.0000%  | N/A     | $1000.00           | $777.52            | Agency Mortgage-Backed Securities         |
| GNRA 2021-155 SM                                       | 2051-07-20      | 2.2257%  | N/A     | $7000000.00        | $677371.13         | Agency Collateralized Mortgage Obligation |
| FEPC 02.000 CLRA6510                                   | 2051-12-01      | 2.0000%  | N/A     | $1239.00           | $793.43            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQF9466                                   | 2053-03-01      | 3.0000%  | N/A     | $1000.00           | $795.83            | Agency Mortgage-Backed Securities         |
| GNRM 2021-188 PA                                       | 2051-10-20      | 2.0000%  | N/A     | $52763.00          | $24942.94          | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLQG8408                                   | 2053-08-01      | 5.0000%  | N/A     | $2000.00           | $1675.10           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G08566 G                                   | 2044-01-01      | 3.5000%  | N/A     | $2613607.00        | $211324.76         | Agency Mortgage-Backed Securities         |
| GNRA 2025-146 SC                                       | 2055-08-20      | 1.8511%  | N/A     | $250000000.00      | $13518111.43       | Agency Collateralized Mortgage Obligation |
| FEPC 07.000 CLZJ6011                                   | 2032-04-01      | 7.0000%  | N/A     | $1000.00           | $3.97              | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZS3826                                   | 2039-09-01      | 6.5000%  | N/A     | $2000.00           | $116.03            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX4196                                   | 2055-01-01      | 6.5000%  | N/A     | $1000.00           | $827.33            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD1658                                   | 2052-04-01      | 2.5000%  | N/A     | $1000.00           | $714.25            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ2244                                   | 2054-08-01      | 6.0000%  | N/A     | $1000.00           | $914.13            | Agency Mortgage-Backed Securities         |
| FNRM CL075BZ R25F075                                   | 2055-09-25      | 5.5000%  | N/A     | $3823860.00        | $3820452.08        | Agency Collateralized Mortgage Obligation |
| GNRM 2023-146 AO                                       | 2053-10-20      | 0.0000%  | N/A     | $4913140.00        | $1887514.76        | Agency Collateralized Mortgage Obligation |
| GNRM 2015-082 AI                                       | 2045-06-20      | 7.0000%  | N/A     | $14100000.00       | $122184.20         | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLQX5115                                   | 2055-01-01      | 6.0000%  | N/A     | $1000.00           | $958.62            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM7221                                   | 2048-07-01      | 4.5000%  | N/A     | $1000.00           | $183.21            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQC3549                                   | 2051-06-01      | 2.0000%  | N/A     | $1000.00           | $447.62            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD7033                                   | 2054-11-01      | 5.0000%  | N/A     | $1000.00           | $919.00            | Agency Mortgage-Backed Securities         |
| FNRA CL038SE R24F038                                   | 2054-06-25      | 1.8782%  | N/A     | $19793856.00       | $558170.72         | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLQZ1278                                   | 2055-08-01      | 5.5000%  | N/A     | $1024.00           | $1019.28           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL1947                                   | 2055-08-01      | 6.5000%  | N/A     | $1022.00           | $1077.16           | Agency Mortgage-Backed Securities         |
| FGRA 2322SW 06/15/29                                   | 2029-06-15      | 4.3435%  | N/A     | $36910346.00       | $2717.48           | Agency Collateralized Mortgage Obligation |
| FEPC 03.000 CTQK0366                                   | 2040-08-01      | 3.0000%  | N/A     | $1000.00           | $431.37            | Agency Mortgage-Backed Securities         |
| GNRA 2024-200 CS                                       | 2054-12-20      | 1.9511%  | N/A     | $36404091.00       | $2026648.82        | Agency Collateralized Mortgage Obligation |
| FERA 5597SB 11/25/55                                   | 2055-11-25      | 0.6282%  | N/A     | $27747520.00       | $1056774.01        | Agency Collateralized Mortgage Obligation |
| FEPC 02.500 CLRA4414                                   | 2051-01-01      | 2.5000%  | N/A     | $1000.00           | $538.41            | Agency Mortgage-Backed Securities         |
| GNRA 2023-083 SJ                                       | 2053-06-20      | 2.0011%  | N/A     | $38401462.00       | $2979554.72        | Agency Collateralized Mortgage Obligation |
| FNRA CL074CS R17F074                                   | 2047-10-25      | 2.0137%  | N/A     | $13709000.00       | $400878.44         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-095 SC                                       | 2055-05-20      | 1.0311%  | N/A     | $10890423.00       | $508218.63         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-146 TB                                       | 2053-02-20      | 0.0500%  | N/A     | $33370779.00       | $39834.28          | Agency Collateralized Mortgage Obligation |
| FERM 5149NI 01/25/51                                   | 2051-01-25      | 2.5000%  | N/A     | $2421200.00        | $283302.69         | Agency Collateralized Mortgage Obligation |
| FEPC 03.000 CIZS8693                                   | 2033-04-01      | 3.0000%  | N/A     | $1000.00           | $111.45            | Agency Mortgage-Backed Securities         |
| GNMI SP 784925 X                                       | 2047-10-15      | 4.5000%  | N/A     | $276299.00         | $76090.54          | Agency Mortgage-Backed Securities         |
| GNRA 2024-144 SJ                                       | 2054-01-20      | 1.6511%  | N/A     | $35412870.00       | $1728230.81        | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLQZ8718                                   | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $1006.93           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZL4351                                   | 2042-12-01      | 3.0000%  | N/A     | $2000.00           | $321.54            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQD7332                                   | 2052-02-01      | 2.5000%  | N/A     | $1000.00           | $647.34            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG8415                                   | 2053-08-01      | 5.5000%  | N/A     | $1024.00           | $853.14            | Agency Mortgage-Backed Securities         |
| GNRA 2022-153 YF                                       | 2052-09-20      | 5.0489%  | N/A     | $52000.00          | $39288.05          | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLRA9853                                   | 2053-09-01      | 6.0000%  | N/A     | $1000.00           | $832.03            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8533                                   | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $945.17            | Agency Mortgage-Backed Securities         |
| GNMI SF 723240 X                                       | 2039-10-15      | 5.0000%  | N/A     | $10326464.00       | $169939.12         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS4724                                   | 2047-06-01      | 4.5000%  | N/A     | $1000.00           | $103.30            | Agency Mortgage-Backed Securities         |
| FERM 5160IU 11/25/50                                   | 2050-11-25      | 2.5000%  | N/A     | $13200000.00       | $1349178.59        | Agency Collateralized Mortgage Obligation |
| FERA 05349S 10/25/53                                   | 2053-10-25      | 1.6282%  | N/A     | $7441170.00        | $241643.26         | Agency Collateralized Mortgage Obligation |
| FEPC 03.500 CLRA7122                                   | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $684.05            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD3605                                   | 2053-08-01      | 5.5000%  | N/A     | $1036.00           | $901.00            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZT1480                                   | 2045-11-01      | 3.5000%  | N/A     | $1000.00           | $290.42            | Agency Mortgage-Backed Securities         |
| GNRA 2023-135 TA                                       | 2053-09-20      | 0.2000%  | N/A     | $50000000.00       | $57346.91          | Agency Collateralized Mortgage Obligation |
| GNRA 2023-23O IL                                       | 2073-09-20      | 0.6636%  | N/A     | $37811798.00       | $2049562.63        | Agency Collateralized Mortgage Obligation |
| GNPL PN DF5004                                         | 2060-10-15      | 5.9600%  | N/A     | $246015.00         | $264926.54         | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLQH8278                                   | 2054-01-01      | 7.5000%  | N/A     | $1000.00           | $1067.17           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQB3891                                   | 2050-10-01      | 2.0000%  | N/A     | $1000.00           | $542.99            | Agency Mortgage-Backed Securities         |
| GNRA 2020-011 IO                                       | 2048-10-20      | 0.6408%  | N/A     | $100044.00         | $626.84            | Agency Collateralized Mortgage Obligation |
| GNRA 2025-060 SB                                       | 2055-04-20      | 1.8511%  | N/A     | $66375526.00       | $3707947.00        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-18O IC                                       | 2074-09-20      | 0.7657%  | N/A     | $33500000.00       | $2046950.14        | Agency Collateralized Mortgage Obligation |
| FEPC 03.000 CLZA4193                                   | 2043-04-01      | 3.0000%  | N/A     | $1000.00           | $211.00            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9268                                   | 2053-06-01      | 5.5000%  | N/A     | $1024.00           | $851.41            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CTRB5157                                   | 2042-05-01      | 2.5000%  | N/A     | $1000.00           | $690.91            | Agency Mortgage-Backed Securities         |
| GNRA 2023-054 S                                        | 2053-04-20      | 2.1011%  | N/A     | $30299593.00       | $1715937.08        | Agency Collateralized Mortgage Obligation |
| FEPC 04.500 CLSD1684                                   | 2052-09-01      | 4.5000%  | N/A     | $2000.00           | $1492.35           | Agency Mortgage-Backed Securities         |
| FNRA CL128SM R12F128                                   | 2042-11-25      | 1.9637%  | N/A     | $30000000.00       | $386333.97         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-079 VS                                       | 2054-05-20      | 1.1511%  | N/A     | $25842323.00       | $1081919.28        | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLRA9565                                   | 2053-08-01      | 5.5000%  | N/A     | $1024.00           | $865.76            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI9074                                   | 2054-06-01      | 6.0000%  | N/A     | $1000.00           | $962.14            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQX5484                                   | 2054-12-01      | 5.0000%  | N/A     | $2000.00           | $1994.52           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA8795                                   | 2053-04-01      | 5.5000%  | N/A     | $2000.00           | $1634.25           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF6551                                   | 2053-01-01      | 5.5000%  | N/A     | $1000.00           | $774.62            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD0778                                   | 2051-12-01      | 2.5000%  | N/A     | $1000.00           | $658.42            | Agency Mortgage-Backed Securities         |
| GNRA 2023-176 FA                                       | 2053-11-20      | 5.9989%  | N/A     | $1728895.00        | $614938.10         | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLQJ9110                                   | 2054-11-01      | 6.0000%  | N/A     | $1000.00           | $1022.17           | Agency Mortgage-Backed Securities         |
| GNRA 2024-172 FA                                       | 2054-10-20      | 5.1989%  | N/A     | $762026.00         | $560673.12         | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLQZ0567                                   | 2055-08-01      | 6.0000%  | N/A     | $1024.00           | $1045.02           | Agency Mortgage-Backed Securities         |
| GNRA 2024-172 FB                                       | 2054-10-20      | 5.0989%  | N/A     | $836726.00         | $729683.31         | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLQZ4029                                   | 2055-09-01      | 5.5000%  | N/A     | $1024.00           | $1039.22           | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLZS9701                                   | 2031-12-01      | 7.0000%  | N/A     | $1000.00           | $71.99             | Agency Mortgage-Backed Securities         |
| GNRA 2024-030 LS                                       | 2054-02-20      | 1.9011%  | N/A     | $30720000.00       | $738871.97         | Agency Collateralized Mortgage Obligation |
| FNRA CL053AS R18F053                                   | 2048-07-25      | 1.6958%  | N/A     | $4368808.00        | $38971.42          | Agency Collateralized Mortgage Obligation |
| FNRA RC040PS R16F040                                   | 2046-07-25      | 1.3175%  | N/A     | $157677272.00      | $518087.86         | Agency Collateralized Mortgage Obligation |
| FEPC 04.000 CLZJ1052                                   | 2041-01-01      | 4.0000%  | N/A     | $1000.00           | $112.64            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CNRD5120                                   | 2032-10-01      | 3.5000%  | N/A     | $1003.00           | $438.31            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY2684                                   | 2055-05-01      | 5.5000%  | N/A     | $2000.00           | $2023.00           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT1704                                   | 2049-01-01      | 4.5000%  | N/A     | $1000.00           | $207.17            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQF1157                                   | 2052-09-01      | 6.5000%  | N/A     | $2001.00           | $1327.10           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA7881                                   | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $798.76            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD7509                                   | 2049-11-01      | 3.0000%  | N/A     | $1068.00           | $366.76            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY1952                                   | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $977.99            | Agency Mortgage-Backed Securities         |
| GNRA 2013-188 MS                                       | 2043-12-16      | 1.4766%  | N/A     | $88104086.00       | $946602.02         | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLQZ0288                                   | 2055-08-01      | 6.0000%  | N/A     | $1017.00           | $1056.79           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZS8591                                   | 2030-12-01      | 3.0000%  | N/A     | $1000.00           | $93.74             | Agency Mortgage-Backed Securities         |
| FNRA CL065TD R24F065                                   | 2054-09-25      | 0.1000%  | N/A     | $100984.00         | $263.49            | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLZI4412                                   | 2035-01-01      | 6.5000%  | N/A     | $1001.00           | $50.42             | Agency Mortgage-Backed Securities         |
| GNRA 2014-152 AS                                       | 2044-10-20      | 1.5257%  | N/A     | $57000000.00       | $516280.27         | Agency Collateralized Mortgage Obligation |
| FNRA CL059BI R19F059                                   | 2049-10-25      | 1.7336%  | N/A     | $63684502.00       | $696551.98         | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLZI6177                                   | 2037-06-01      | 5.0000%  | N/A     | $1000.00           | $10.45             | Agency Mortgage-Backed Securities         |
| FNRA CL056JS R24F056                                   | 2054-08-25      | 3.0282%  | N/A     | $100224.00         | $6538.34           | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLQZ3410                                   | 2055-09-01      | 6.5000%  | N/A     | $1012.00           | $964.89            | Agency Mortgage-Backed Securities         |
| GNRA 2025-146 SJ                                       | 2054-05-20      | 1.8511%  | N/A     | $104260319.00      | $5328723.17        | Agency Collateralized Mortgage Obligation |
| GNRA 2010-014 QS                                       | 2040-02-16      | 2.4766%  | N/A     | $25000000.00       | $58475.78          | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLQX3647                                   | 2055-01-01      | 6.5000%  | N/A     | $1000.00           | $901.39            | Agency Mortgage-Backed Securities         |
| GNMI SF CU0277 X                                       | 2053-09-15      | 7.0000%  | N/A     | $31930.00          | $31570.50          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI8901                                   | 2039-06-01      | 4.5000%  | N/A     | $1000.00           | $71.83             | Agency Mortgage-Backed Securities         |
| FNRA CL065TB R24F065                                   | 2054-09-25      | 0.0500%  | N/A     | $39812460.00       | $66422.91          | Agency Collateralized Mortgage Obligation |
| FEPC 04.000 CLZL6251                                   | 2043-06-01      | 4.0000%  | N/A     | $1000.00           | $138.79            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZS1780                                   | 2037-12-01      | 6.5000%  | N/A     | $1006.00           | $5.96              | Agency Mortgage-Backed Securities         |
| FGRA 3990US 01/15/27                                   | 2027-01-15      | 2.3935%  | N/A     | $104170.00         | $12.52             | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLQZ2870                                   | 2055-09-01      | 5.5000%  | N/A     | $2000.00           | $1917.08           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQY0615                                   | 2055-04-01      | 5.0000%  | N/A     | $2000.00           | $1970.19           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD6382                                   | 2054-07-01      | 5.0000%  | N/A     | $1000.00           | $956.36            | Agency Mortgage-Backed Securities         |
| MNRA RC0052A2 R24M00                                   | 2033-10-25      | 4.7200%  | N/A     | $132085.00         | $134403.88         | Agency Collateralized Mortgage Obligation |
| GNAR FT 082467 M                                       | 2040-01-20      | 5.7500%  | N/A     | $1000000.00        | $30413.32          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD1189                                   | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $716.41            | Agency Mortgage-Backed Securities         |
| GNRA 2016-61 QS                                        | 2046-05-20      | 1.9757%  | N/A     | $7000000.00        | $223323.40         | Agency Collateralized Mortgage Obligation |
| FEPC 02.500 CLSD7521                                   | 2050-07-01      | 2.5000%  | N/A     | $1000.00           | $471.93            | Agency Mortgage-Backed Securities         |
| FERA 5385SA 02/25/54                                   | 2054-02-25      | 2.2882%  | N/A     | $1101376.00        | $67209.02          | Agency Collateralized Mortgage Obligation |
| GNAR WN 784594 M                                       | 2042-09-20      | 6.3140%  | N/A     | $150901.00         | $25199.82          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ4288                                   | 2055-10-01      | 5.0000%  | N/A     | $1000.00           | $1005.73           | Agency Mortgage-Backed Securities         |
| FHLMC REMIC SERIES K-058       A-1    20260725 2.34000 | 2026-07-25      | 2.3400%  | N/A     | $1861.00           | $300.81            | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLQY9777                                   | 2055-07-01      | 6.5000%  | N/A     | $1101.00           | $1148.23           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZM8200                                   | 2048-09-01      | 5.0000%  | N/A     | $1000.00           | $221.24            | Agency Mortgage-Backed Securities         |
| FNRA CL014SA R12F014                                   | 2042-03-25      | 2.3137%  | N/A     | $40416958.00       | $357317.95         | Agency Collateralized Mortgage Obligation |
| FEPC 03.000 CLRA2457                                   | 2050-04-01      | 3.0000%  | N/A     | $1000.00           | $365.41            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY5896                                   | 2055-06-01      | 5.5000%  | N/A     | $2000.00           | $2032.74           | Agency Mortgage-Backed Securities         |
| FTRA 4448TS 05/15/40                                   | 2040-05-15      | 1.8800%  | N/A     | $113880121.00      | $425257.37         | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLQZ0232                                   | 2055-08-01      | 5.5000%  | N/A     | $1000.00           | $952.78            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQX4049                                   | 2054-12-01      | 4.5000%  | N/A     | $1000.00           | $976.00            | Agency Mortgage-Backed Securities         |
| GNRA 2022-101 AS                                       | 2052-06-20      | 1.9511%  | N/A     | $80000000.00       | $4753091.94        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-070 FA                                       | 2053-05-20      | 5.0989%  | N/A     | $512025.00         | $379322.35         | Agency Collateralized Mortgage Obligation |
| FEPC 02.000 CLRA4986                                   | 2051-04-01      | 2.0000%  | N/A     | $2000.00           | $1110.28           | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLSD4586                                   | 2054-01-01      | 7.0000%  | N/A     | $1011.00           | $674.73            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX8624                                   | 2055-03-01      | 6.5000%  | N/A     | $1001.00           | $842.64            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSL2362                                   | 2054-02-01      | 6.5000%  | N/A     | $1000.00           | $973.94            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS4606                                   | 2045-03-01      | 3.0000%  | N/A     | $2000.00           | $236.15            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY3175                                   | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $902.81            | Agency Mortgage-Backed Securities         |
| GNRM 2024-061 DY                                       | 2054-04-20      | 5.7500%  | N/A     | $362231.00         | $372424.72         | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLSD8439                                   | 2054-06-01      | 6.0000%  | N/A     | $1008.00           | $772.11            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ6388                                   | 2054-10-01      | 5.5000%  | N/A     | $1000.00           | $733.29            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZN3505                                   | 2049-02-01      | 4.0000%  | N/A     | $1000.00           | $123.61            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQJ4009                                   | 2054-09-01      | 7.0000%  | N/A     | $1001.00           | $1053.09           | Agency Mortgage-Backed Securities         |
| GNAR AT MA4091 M                                       | 2046-11-20      | 4.6250%  | N/A     | $274680.00         | $10378.78          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQF2029                                   | 2052-10-01      | 3.0000%  | N/A     | $1000.00           | $783.60            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI7249                                   | 2038-03-01      | 6.0000%  | N/A     | $2000.00           | $29.69             | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD0716                                   | 2051-07-01      | 2.0000%  | N/A     | $2000.00           | $1161.49           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZA1383                                   | 2045-02-01      | 4.0000%  | N/A     | $1000.00           | $44.77             | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZL7442                                   | 2043-11-01      | 5.0000%  | N/A     | $1000.00           | $200.87            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA3606                                   | 2050-10-01      | 2.0000%  | N/A     | $1000.00           | $481.17            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA4142                                   | 2050-12-01      | 2.5000%  | N/A     | $1000.00           | $520.78            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY5449                                   | 2055-06-01      | 6.0000%  | N/A     | $2016.00           | $1937.32           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI7757                                   | 2033-05-01      | 4.5000%  | N/A     | $1000.00           | $34.67             | Agency Mortgage-Backed Securities         |
| FERA 5196SA 02/25/52                                   | 2052-02-25      | 0.0000%  | N/A     | $361363.00         | $24.28             | Agency Collateralized Mortgage Obligation |
| GNAR AT 082534 M                                       | 2040-05-20      | 5.6250%  | N/A     | $1497120.00        | $32906.42          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZL7983                                   | 2044-04-01      | 4.5000%  | N/A     | $1000.00           | $142.99            | Agency Mortgage-Backed Securities         |
| GNRA 2009-013 SE                                       | 2039-03-16      | 1.9266%  | N/A     | $50000000.00       | $174441.21         | Agency Collateralized Mortgage Obligation |
| FEPC 03.500 CLSD1070                                   | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $660.57            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQY3223                                   | 2055-05-01      | 5.0000%  | N/A     | $2000.00           | $1626.68           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX5808                                   | 2055-01-01      | 6.0000%  | N/A     | $2001.00           | $2029.54           | Agency Mortgage-Backed Securities         |
| FNRM CL094PO R24F094                                   | 2054-08-25      | 0.0000%  | N/A     | $23861240.00       | $13857053.60       | Agency Collateralized Mortgage Obligation |
| FEPC 04.500 CLRJ2851                                   | 2054-11-01      | 4.5000%  | N/A     | $1000.00           | $919.78            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQE2230                                   | 2052-05-01      | 3.0000%  | N/A     | $1000.00           | $734.60            | Agency Mortgage-Backed Securities         |
| FNRA CL022S R07F022                                    | 2037-03-25      | 2.5637%  | N/A     | $94696183.00       | $321363.05         | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLRQ0055                                   | 2055-10-01      | 5.0000%  | N/A     | $1000.00           | $995.32            | Agency Mortgage-Backed Securities         |
| GNRA 2025-082 TC                                       | 2055-05-20      | 0.1000%  | N/A     | $50000000.00       | $68049.64          | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLQX6541                                   | 2055-01-01      | 6.0000%  | N/A     | $1000.00           | $879.33            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQG1065                                   | 2053-04-01      | 4.5000%  | N/A     | $1000.00           | $858.87            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQZ8709                                   | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $1009.10           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS2678                                   | 2035-12-01      | 5.0000%  | N/A     | $1000.00           | $36.61             | Agency Mortgage-Backed Securities         |
| GNRM 2021-146 IP                                       | 2051-08-20      | 2.5000%  | N/A     | $9058640.00        | $861251.96         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-08O BI                                       | 2074-05-20      | 0.7744%  | N/A     | $29282264.00       | $1901164.42        | Agency Collateralized Mortgage Obligation |
| FNRA CL008SM R02F008                                   | 2032-03-25      | 3.9137%  | N/A     | $55000000.00       | $2392.49           | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-1509      A-1    20291225 3.95000 | 2029-12-25      | 3.9500%  | N/A     | $1808.00           | $418.06            | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLQX8629                                   | 2055-03-01      | 5.5000%  | N/A     | $1000.00           | $1012.11           | Agency Mortgage-Backed Securities         |
| FNRA CL059CS R19F059                                   | 2049-10-25      | 1.8837%  | N/A     | $6405661.00        | $318999.51         | Agency Collateralized Mortgage Obligation |
| FERM 5178IB 11/25/51                                   | 2051-11-25      | 4.0000%  | N/A     | $41029039.00       | $4960204.45        | Agency Collateralized Mortgage Obligation |
| FNRM RC077PI R20F077                                   | 2050-11-25      | 2.5000%  | N/A     | $5184745.00        | $479761.58         | Agency Collateralized Mortgage Obligation |
| FEPC 03.000 CLSD4818                                   | 2052-06-01      | 3.0000%  | N/A     | $1000.00           | $800.88            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G08767 G                                   | 2047-06-01      | 4.0000%  | N/A     | $1000.00           | $102.04            | Agency Mortgage-Backed Securities         |
| FERM 5069IL 02/25/51                                   | 2051-02-25      | 3.0000%  | N/A     | $6659441.00        | $620160.30         | Agency Collateralized Mortgage Obligation |
| FEPC 02.500 CLSD8167                                   | 2051-09-01      | 2.5000%  | N/A     | $2000.00           | $1227.40           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQG8937                                   | 2053-08-01      | 6.5000%  | N/A     | $1008.00           | $802.32            | Agency Mortgage-Backed Securities         |
| FMAR 1Q1615 G                                          | 2037-02-01      | 6.3780%  | N/A     | $2398.00           | $131.46            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD1507                                   | 2051-05-01      | 2.0000%  | N/A     | $1000.00           | $665.54            | Agency Mortgage-Backed Securities         |
| GNRM 2023-116 LO                                       | 2053-08-20      | 0.0000%  | N/A     | $246660.00         | $96362.60          | Agency Collateralized Mortgage Obligation |
| FEPC 04.500 CLSD1275                                   | 2052-07-01      | 4.5000%  | N/A     | $1000.00           | $719.91            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ1178                                   | 2054-08-01      | 6.0000%  | N/A     | $1000.00           | $908.07            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX8645                                   | 2055-03-01      | 6.5000%  | N/A     | $2000.00           | $2017.06           | Agency Mortgage-Backed Securities         |
| GNRA 2023-16O IG                                       | 2073-06-20      | 0.3178%  | N/A     | $17900000.00       | $639652.84         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-082 SD                                       | 2065-05-20      | 1.7011%  | N/A     | $50623112.00       | $1211302.29        | Agency Collateralized Mortgage Obligation |
| FERA 5479MS 12/25/54                                   | 2054-12-25      | 0.0000%  | N/A     | $149999999.00      | $3611.46           | Agency Collateralized Mortgage Obligation |
| FEPC 04.500 CLSD8504                                   | 2055-02-01      | 4.5000%  | N/A     | $1000.00           | $943.72            | Agency Mortgage-Backed Securities         |
| GNAR AF MA4335 M                                       | 2047-03-20      | 5.5000%  | N/A     | $104273.00         | $8810.12           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQX2342                                   | 2054-12-01      | 4.5000%  | N/A     | $1000.00           | $831.21            | Agency Mortgage-Backed Securities         |
| FNRA RC034SF R15F034                                   | 2045-06-25      | 0.0000%  | N/A     | $105951.00         | $0.66              | Agency Collateralized Mortgage Obligation |
| FEPC 02.000 CLRA5053                                   | 2051-04-01      | 2.0000%  | N/A     | $1000.00           | $588.16            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQB8155                                   | 2051-01-01      | 2.0000%  | N/A     | $1000.00           | $555.60            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA8076                                   | 2052-11-01      | 5.0000%  | N/A     | $1000.00           | $788.65            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7927                                   | 2052-09-01      | 4.5000%  | N/A     | $1000.00           | $775.33            | Agency Mortgage-Backed Securities         |
| GNRA 2023-164 CS                                       | 2053-11-20      | 3.0011%  | N/A     | $14694534.00       | $835532.99         | Agency Collateralized Mortgage Obligation |
| FEPC 04.000 CLZL8221                                   | 2044-06-01      | 4.0000%  | N/A     | $1000.00           | $136.13            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA3524                                   | 2050-09-01      | 2.0000%  | N/A     | $1000.00           | $540.05            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY0393                                   | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $926.32            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQI0213                                   | 2054-02-01      | 6.5000%  | N/A     | $1000.00           | $653.59            | Agency Mortgage-Backed Securities         |
| FNRM RC075AI R25F075                                   | 2053-06-25      | 5.5000%  | N/A     | $9395127.00        | $1033481.61        | Agency Collateralized Mortgage Obligation |
| GNRA 2003-55 PS                                        | 2033-06-20      | 2.6257%  | N/A     | $79814842.00       | $4139.58           | Agency Collateralized Mortgage Obligation |
| FEPC 04.500 CLQX4115                                   | 2055-01-01      | 4.5000%  | N/A     | $1000.00           | $866.71            | Agency Mortgage-Backed Securities         |
| FERM 5095MI 04/25/51                                   | 2051-04-25      | 2.5000%  | N/A     | $13055000.00       | $1191344.69        | Agency Collateralized Mortgage Obligation |
| FEPC 03.500 CLSD0958                                   | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $664.95            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZL3929                                   | 2042-10-01      | 3.0000%  | N/A     | $1000.00           | $306.16            | Agency Mortgage-Backed Securities         |
| GNRA 2025-048 SA                                       | 2055-03-20      | 1.8511%  | N/A     | $37959533.00       | $2549069.65        | Agency Collateralized Mortgage Obligation |
| FERM 5038IB 10/25/50                                   | 2050-10-25      | 2.5000%  | N/A     | $110000.00         | $11442.30          | Agency Collateralized Mortgage Obligation |
| GNRM 2024-005 MJ                                       | 2054-01-20      | 5.5000%  | N/A     | $5210114.00        | $5291407.41        | Agency Collateralized Mortgage Obligation |
| FEPC 02.500 CLRA6815                                   | 2052-02-01      | 2.5000%  | N/A     | $1000.00           | $637.01            | Agency Mortgage-Backed Securities         |
| FNRA RC110AS R11F110                                   | 2041-04-25      | 2.4637%  | N/A     | $100000000.00      | $37781.52          | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLZT1773                                   | 2049-02-01      | 5.5000%  | N/A     | $1000.00           | $103.07            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD2870                                   | 2053-04-01      | 5.5000%  | N/A     | $1000.00           | $803.36            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZA1369                                   | 2043-12-01      | 4.0000%  | N/A     | $1000.00           | $65.89             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY3174                                   | 2055-05-01      | 5.5000%  | N/A     | $1000.00           | $944.01            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD2875                                   | 2053-05-01      | 5.0000%  | N/A     | $2000.00           | $1634.65           | Agency Mortgage-Backed Securities         |
| GNII SF MB0147 M                                       | 2055-01-20      | 5.5000%  | N/A     | $49809408.00       | $44445193.56       | Agency Mortgage-Backed Securities         |
| FERM 5149IT 10/25/51                                   | 2051-10-25      | 3.0000%  | N/A     | $6967519.00        | $610345.20         | Agency Collateralized Mortgage Obligation |
| GNRA 2021-135 GS                                       | 2051-08-20      | 2.2257%  | N/A     | $12133094.00       | $1185809.46        | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLQY3594                                   | 2055-05-01      | 5.5000%  | N/A     | $2000.00           | $2031.93           | Agency Mortgage-Backed Securities         |
| FNRA CL002SA R12F002                                   | 2042-02-25      | 2.3137%  | N/A     | $15333333.00       | $200965.32         | Agency Collateralized Mortgage Obligation |
| GNAR FL MA3416 M                                       | 2045-11-20      | 6.2500%  | N/A     | $441492.00         | $88970.96          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1641                                   | 2052-09-01      | 4.5000%  | N/A     | $2000.00           | $1510.60           | Agency Mortgage-Backed Securities         |
| GNRM 2011-155 AI                                       | 2040-08-20      | 5.0000%  | N/A     | $103601.00         | $16.43             | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLQX5198                                   | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $874.56            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH7686                                   | 2054-01-01      | 6.5000%  | N/A     | $1000.00           | $734.97            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQX0544                                   | 2054-11-01      | 4.5000%  | N/A     | $1000.00           | $979.66            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ2727                                   | 2054-09-01      | 5.5000%  | N/A     | $1000.00           | $1005.81           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD7507                                   | 2049-11-01      | 3.0000%  | N/A     | $2000.00           | $733.19            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZA4210                                   | 2043-04-01      | 3.0000%  | N/A     | $1000.00           | $178.33            | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLSL0523                                   | 2055-02-01      | 7.0000%  | N/A     | $1004.00           | $886.02            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD2926                                   | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $732.76            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ7956                                   | 2054-11-01      | 5.5000%  | N/A     | $1000.00           | $993.93            | Agency Mortgage-Backed Securities         |
| GNII SF MA8949 M                                       | 2053-06-20      | 6.0000%  | N/A     | $1921754.00        | $1175279.26        | Agency Mortgage-Backed Securities         |
| FNRM CL034MI R21F034                                   | 2051-03-25      | 2.5000%  | N/A     | $260000.00         | $25649.26          | Agency Collateralized Mortgage Obligation |
| FEPC 03.500 CLZL6154                                   | 2043-06-01      | 3.5000%  | N/A     | $1000.00           | $121.22            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZJ6317                                   | 2032-08-01      | 6.5000%  | N/A     | $2000.00           | $8.81              | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD7323                                   | 2054-12-01      | 5.0000%  | N/A     | $2000.00           | $1829.28           | Agency Mortgage-Backed Securities         |
| GNRA 2023-05O MI                                       | 2073-01-20      | 0.9510%  | N/A     | $15464060.00       | $1199489.69        | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLSL0799                                   | 2055-03-01      | 5.0000%  | N/A     | $1000.00           | $957.55            | Agency Mortgage-Backed Securities         |
| FTRA 4908SA 12/15/42                                   | 2042-12-15      | 1.6104%  | N/A     | $43734086.00       | $552522.61         | Agency Collateralized Mortgage Obligation |
| FERM 5135DI 05/25/48                                   | 2048-05-25      | 2.5000%  | N/A     | $244635.00         | $23734.66          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-146 TA                                       | 2053-03-20      | 0.1000%  | N/A     | $30617387.00       | $68673.25          | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLQY9637                                   | 2055-08-01      | 6.0000%  | N/A     | $2048.00           | $1939.85           | Agency Mortgage-Backed Securities         |
| FNRA CL091AS R15F091                                   | 2045-12-25      | 1.7307%  | N/A     | $82366191.00       | $374235.74         | Agency Collateralized Mortgage Obligation |
| GNAR WK 787723 M                                       | 2048-05-20      | 5.3180%  | N/A     | $3229388.00        | $2779067.06        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE4069                                   | 2052-06-01      | 5.0000%  | N/A     | $1000.00           | $867.96            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZT2091                                   | 2034-06-01      | 3.0000%  | N/A     | $1000.00           | $90.66             | Agency Mortgage-Backed Securities         |
| GNRA 2023-187 FE                                       | 2053-12-20      | 5.3489%  | N/A     | $1649203.00        | $779148.00         | Agency Collateralized Mortgage Obligation |
| FNRA CL034SB R25F034                                   | 2055-05-25      | 1.8782%  | N/A     | $10506944.00       | $716647.57         | Agency Collateralized Mortgage Obligation |
| FEPC 02.000 CLRA5833                                   | 2051-09-01      | 2.0000%  | N/A     | $1000.00           | $604.10            | Agency Mortgage-Backed Securities         |
| FERA 5092SH 02/25/51                                   | 2051-02-25      | 0.0000%  | N/A     | $32887478.00       | $67983.89          | Agency Collateralized Mortgage Obligation |
| FEPC 04.000 CLZS4740                                   | 2047-10-01      | 4.0000%  | N/A     | $2000.00           | $245.23            | Agency Mortgage-Backed Securities         |
| FERM 5175GI 12/25/51                                   | 2051-12-25      | 2.5000%  | N/A     | $5237500.00        | $416894.32         | Agency Collateralized Mortgage Obligation |
| FGRA 4657PS 02/15/47                                   | 2047-02-15      | 1.7435%  | N/A     | $36091396.00       | $923300.11         | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLQZ7333                                   | 2055-11-01      | 6.0000%  | N/A     | $1023.00           | $1058.73           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD7365                                   | 2052-02-01      | 2.0000%  | N/A     | $1000.00           | $657.50            | Agency Mortgage-Backed Securities         |
| GNRA 2016-17 SH                                        | 2046-02-20      | 2.0257%  | N/A     | $25777777.00       | $429740.73         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-105 XS                                       | 2049-09-20      | 1.9757%  | N/A     | $47929783.00       | $5891019.33        | Agency Collateralized Mortgage Obligation |
| FTRA 4770SA 08/15/43                                   | 2043-08-15      | 1.8908%  | N/A     | $76400829.00       | $655852.17         | Agency Collateralized Mortgage Obligation |
| FEPC 02.500 CLRA2645                                   | 2050-06-01      | 2.5000%  | N/A     | $1000.00           | $378.70            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8362                                   | 2053-09-01      | 5.5000%  | N/A     | $1024.00           | $846.92            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQJ7192                                   | 2054-09-01      | 6.5000%  | N/A     | $1000.00           | $775.47            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD6980                                   | 2054-11-01      | 5.5000%  | N/A     | $1000.00           | $932.45            | Agency Mortgage-Backed Securities         |
| GNRA 2024-14O IH                                       | 2074-08-20      | 0.8267%  | N/A     | $21852326.00       | $1543857.33        | Agency Collateralized Mortgage Obligation |
| FGRA 4303SA 02/15/44                                   | 2044-02-15      | 2.3935%  | N/A     | $100062.00         | $975.54            | Agency Collateralized Mortgage Obligation |
| FNRA CL089S R05F089                                    | 2035-10-25      | 2.5137%  | N/A     | $31962174.00       | $33725.26          | Agency Collateralized Mortgage Obligation |
| FEPC 02.500 CLSD1751                                   | 2051-10-01      | 2.5000%  | N/A     | $1000.00           | $663.19            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD6156                                   | 2053-05-01      | 4.5000%  | N/A     | $1008.00           | $865.27            | Agency Mortgage-Backed Securities         |
| GNRM 2024-186 CO                                       | 2054-11-20      | 0.0000%  | N/A     | $1000.00           | $534.74            | Agency Collateralized Mortgage Obligation |
| GNRM 2024-089 EL                                       | 2054-05-20      | 5.5000%  | N/A     | $1052186.00        | $1082649.94        | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLQZ3279                                   | 2055-09-01      | 5.5000%  | N/A     | $1000.00           | $1022.16           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8534                                   | 2055-05-01      | 6.0000%  | N/A     | $2000.00           | $1810.49           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQZ7693                                   | 2055-11-01      | 5.5000%  | N/A     | $2001.00           | $2040.14           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA8755                                   | 2053-03-01      | 5.5000%  | N/A     | $1000.00           | $796.45            | Agency Mortgage-Backed Securities         |

### Security 217: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B87L0, C.4 - ISIN: US3130B87L07, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $88597742.47
- **C.18.a - Value (excl. sponsor support):** $88597742.47
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-20
- **C.13 - Final Legal Maturity Date:** 2026-04-20
- **C.10 - Ratings:** Standard & Poor's: AA+; Fitch: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8PW6, C.4 - ISIN: US3130B8PW69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $492505000.00
- **C.18.a - Value (excl. sponsor support):** $492505000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **C.10 - Ratings:** Standard & Poor's: AA+; Moody's: Aa1; Fitch: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Fixed Income Clearing Corporation - BOFA

- **C.1 - Title:** Fixed Income Clearing Corporation - BOFA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDUK8RR7
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Fitch: NR; Standard & Poor's: A-1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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?:** Yes

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 3/4 BOND 53    | 2053-11-15      | 4.7500%  | N/A     | $100.00            | $101.15            | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40    | 2040-08-15      | 1.1250%  | N/A     | $731100.00         | $470201.79         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 30  | 2030-04-30      | 3.8750%  | N/A     | $16125600.00       | $16369551.91       | U.S. Treasuries (including strips) |
| 3 1/4 BOND 42    | 2042-05-15      | 3.2500%  | N/A     | $81165000.00       | $69092041.22       | U.S. Treasuries (including strips) |
| BILL 10/01/26    | 2026-10-01      | 0.0000%  | N/A     | $355000.00         | $344553.06         | U.S. Treasuries (including strips) |
| 1 NOTE N 28      | 2028-07-31      | 1.0000%  | N/A     | $270400000.00      | $254225177.53      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AN 28 | 2028-05-15      | 3.7500%  | N/A     | $53981400.00       | $54388132.85       | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41    | 2041-08-15      | 1.7500%  | N/A     | $700.00            | $484.93            | U.S. Treasuries (including strips) |
| 1 1/2 NOTE G 27  | 2027-01-31      | 1.5000%  | N/A     | $50002000.00       | $49047777.05       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 30 | 2030-08-31      | 3.6250%  | N/A     | $50000.00          | $50509.26          | U.S. Treasuries (including strips) |
| 4 5/8 NOTE BD 26 | 2026-06-30      | 4.6250%  | N/A     | $466700.00         | $477922.54         | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BA 27 | 2027-04-30      | 3.7500%  | N/A     | $14314000.00       | $14391131.74       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 31  | 2031-03-31      | 4.1250%  | N/A     | $300.00            | $309.06            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AA 30 | 2030-06-30      | 3.8750%  | N/A     | $138200.00         | $142113.70         | U.S. Treasuries (including strips) |

### Security 220: Fixed Income Clearing Corporation - CITI

- **C.1 - Title:** Fixed Income Clearing Corporation - CITI
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDVC3XX5
- **C.18 - Value (incl. sponsor support):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Fitch: NR; Standard & Poor's: A-1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2028-05-31      | 1.2500%  | N/A     | $112037000.00      | $106761703.57      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | N/A     | $1454000.00        | $1134595.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 6.0000%  | N/A     | $46794100.00       | $47817653.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | N/A     | $209230300.00      | $174501509.99      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 1.8750%  | N/A     | $326798000.00      | $311906078.75      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 3.3750%  | N/A     | $6905500.00        | $5831018.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | N/A     | $66330000.00       | $64810911.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | N/A     | $50094000.00       | $41150284.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | N/A     | $35224000.00       | $36598205.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | N/A     | $861679000.00      | $897486579.37      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 5.2500%  | N/A     | $400.00            | $420.10            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 5.0000%  | N/A     | $200.00            | $216.98            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 4.3750%  | N/A     | $400.00            | $411.68            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-20      | 0.0000%  | N/A     | $18300.00          | $18203.56          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 5.3750%  | N/A     | $99980000.00       | $109691684.99      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | N/A     | $161651000.00      | $105222822.75      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 0.7500%  | N/A     | $9341600.00        | $9237226.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.7500%  | N/A     | $3389000.00        | $3423920.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | N/A     | $330655700.00      | $290774514.54      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-02      | 0.0000%  | N/A     | $181119600.00      | $181100039.08      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 6.1250%  | N/A     | $100.00            | $105.16            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | N/A     | $14445000.00       | $11320768.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | N/A     | $100000000.00      | $104168485.87      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-16      | 0.0000%  | N/A     | $47702200.00       | $47042669.38       | U.S. Treasuries (including strips) |

### Security 221: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **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):** $181236325.00
- **C.18.a - Value (excl. sponsor support):** $181236325.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 222: Nomura Securities International, Inc.

- **C.1 - Title:** Nomura Securities International, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: BYDVC3YP1
- **C.18 - Value (incl. sponsor support):** $245000000.00
- **C.18.a - Value (excl. sponsor support):** $245000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Standard & Poor's: NR; Fitch: NR; Moody's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| TINT 02/15/54    | 2054-02-15      | 0.0000%  | N/A     | $110999.97         | $28688.61          | U.S. Treasuries (including strips) |
| TINT 11/15/26    | 2026-11-15      | 0.0000%  | N/A     | $11388137.53       | $11000200.63       | U.S. Treasuries (including strips) |
| TINT 02/15/55    | 2055-02-15      | 0.0000%  | N/A     | $111017.53         | $27854.63          | U.S. Treasuries (including strips) |
| 2 1/2 NOTE H 26  | 2026-02-28      | 2.5000%  | N/A     | $14992000.00       | $15033923.76       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE S 29  | 2029-11-30      | 3.8750%  | N/A     | $11108500.00       | $11460975.50       | U.S. Treasuries (including strips) |
| TINT 08/15/35    | 2035-08-15      | 0.0000%  | N/A     | $43641.12          | $29153.36          | U.S. Treasuries (including strips) |
| TINT 08/15/46    | 2046-08-15      | 0.0000%  | N/A     | $111000.00         | $40448.29          | U.S. Treasuries (including strips) |
| 0 1/8 TRIN AE 26 | 2026-10-15      | 0.1250%  | N/A     | $100.00            | $117.77            | U.S. Treasuries (including strips) |
| TINT 02/15/53    | 2053-02-15      | 0.0000%  | N/A     | $125625.60         | $33711.63          | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42    | 2042-08-15      | 2.7500%  | N/A     | $4245200.00        | $3386576.32        | U.S. Treasuries (including strips) |
| TINT 05/15/28    | 2028-05-15      | 0.0000%  | N/A     | $16023710.25       | $14692428.36       | U.S. Treasuries (including strips) |
| 0 1/8 TRIN D 26  | 2026-07-15      | 0.1250%  | N/A     | $800.00            | $1077.52           | U.S. Treasuries (including strips) |
| 1 1/8 TRIN A 33  | 2033-01-15      | 1.1250%  | N/A     | $100.00            | $106.36            | U.S. Treasuries (including strips) |
| TINT 11/15/31    | 2031-11-15      | 0.0000%  | N/A     | $42375065.15       | $33834074.14       | U.S. Treasuries (including strips) |
| TINT 08/15/28    | 2028-08-15      | 0.0000%  | N/A     | $110999.81         | $100866.75         | U.S. Treasuries (including strips) |
| TINT 08/15/32    | 2032-08-15      | 0.0000%  | N/A     | $36128466.25       | $27892548.83       | U.S. Treasuries (including strips) |
| TINT 02/15/29    | 2029-02-15      | 0.0000%  | N/A     | $110999.94         | $99014.50          | U.S. Treasuries (including strips) |
| TINT 08/15/34    | 2034-08-15      | 0.0000%  | N/A     | $111000.00         | $77993.93          | U.S. Treasuries (including strips) |
| TINT 05/15/50    | 2050-05-15      | 0.0000%  | N/A     | $264674.00         | $80347.09          | U.S. Treasuries (including strips) |
| TINT 08/15/43    | 2043-08-15      | 0.0000%  | N/A     | $111000.00         | $47240.16          | U.S. Treasuries (including strips) |
| TINT 11/15/49    | 2049-11-15      | 0.0000%  | N/A     | $255603.00         | $79461.86          | U.S. Treasuries (including strips) |
| TINT 08/15/33    | 2033-08-15      | 0.0000%  | N/A     | $111012.16         | $81876.69          | U.S. Treasuries (including strips) |
| 0 7/8 TRIN A 29  | 2029-01-15      | 0.8750%  | N/A     | $1716800.00        | $2189819.99        | U.S. Treasuries (including strips) |
| TINT 05/15/43    | 2043-05-15      | 0.0000%  | N/A     | $264583.58         | $114302.49         | U.S. Treasuries (including strips) |
| TINT 02/15/46    | 2046-02-15      | 0.0000%  | N/A     | $111000.00         | $41446.85          | U.S. Treasuries (including strips) |
| 4 TPRN B 34      | 2034-02-15      | 0.0000%  | N/A     | $76800.00          | $56005.17          | U.S. Treasuries (including strips) |
| 2 1/8 TRIN A 35  | 2035-01-15      | 2.1250%  | N/A     | $100.00            | $106.94            | U.S. Treasuries (including strips) |
| TINT 05/15/32    | 2032-05-15      | 0.0000%  | N/A     | $117788.47         | $91961.23          | U.S. Treasuries (including strips) |
| 1 3/8 TRIN D 33  | 2033-07-15      | 1.3750%  | N/A     | $200.00            | $212.19            | U.S. Treasuries (including strips) |
| TINT 08/15/31    | 2031-08-15      | 0.0000%  | N/A     | $28153913.82       | $22726233.39       | U.S. Treasuries (including strips) |
| TINT 05/15/33    | 2033-05-15      | 0.0000%  | N/A     | $130683.96         | $97532.58          | U.S. Treasuries (including strips) |
| 4 1/2 TPRN 39    | 2039-08-15      | 0.0000%  | N/A     | $54200.00          | $29838.83          | U.S. Treasuries (including strips) |
| 0 1/8 TRIN X 26  | 2026-04-15      | 0.1250%  | N/A     | $8645600.00        | $10633607.52       | U.S. Treasuries (including strips) |
| TINT 11/15/33    | 2033-11-15      | 0.0000%  | N/A     | $127660.48         | $93042.79          | U.S. Treasuries (including strips) |
| TINT 02/15/49    | 2049-02-15      | 0.0000%  | N/A     | $146820.00         | $47370.00          | U.S. Treasuries (including strips) |
| 3 1/8 TPRN 48    | 2048-05-15      | 0.0000%  | N/A     | $185000.00         | $63225.60          | U.S. Treasuries (including strips) |
| TINT 05/15/41    | 2041-05-15      | 0.0000%  | N/A     | $8566963.73        | $4155294.39        | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33  | 2033-05-15      | 3.3750%  | N/A     | $27264200.00       | $26549660.30       | U.S. Treasuries (including strips) |
| 0 1/8 TRIN X 27  | 2027-04-15      | 0.1250%  | N/A     | $16722100.00       | $18890210.55       | U.S. Treasuries (including strips) |
| TINT 02/15/41    | 2041-02-15      | 0.0000%  | N/A     | $111000.00         | $54535.41          | U.S. Treasuries (including strips) |
| TINT 02/15/43    | 2043-02-15      | 0.0000%  | N/A     | $110999.00         | $48626.89          | U.S. Treasuries (including strips) |
| TINT 08/15/54    | 2054-08-15      | 0.0000%  | N/A     | $111000.00         | $28326.09          | U.S. Treasuries (including strips) |
| TINT 02/15/31    | 2031-02-15      | 0.0000%  | N/A     | $111000.00         | $91494.19          | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27  | 2027-08-15      | 2.2500%  | N/A     | $44000.00          | $43351.78          | U.S. Treasuries (including strips) |
| TINT 02/15/33    | 2033-02-15      | 0.0000%  | N/A     | $36157789.82       | $27278304.43       | U.S. Treasuries (including strips) |
| TINT 08/15/51    | 2051-08-15      | 0.0000%  | N/A     | $132906.40         | $37951.56          | U.S. Treasuries (including strips) |
| 2 3/8 TRIN AE 28 | 2028-10-15      | 2.3750%  | N/A     | $1800.00           | $1980.95           | U.S. Treasuries (including strips) |
| TINT 11/15/40    | 2040-11-15      | 0.0000%  | N/A     | $264674.00         | $131862.17         | U.S. Treasuries (including strips) |
| 3 1/4 NOTE AA 27 | 2027-06-30      | 3.2500%  | N/A     | $9188400.00        | $9270898.95        | U.S. Treasuries (including strips) |
| 1 7/8 TRIN D 35  | 2035-07-15      | 1.8750%  | N/A     | $100.00            | $102.95            | U.S. Treasuries (including strips) |
| TINT 02/15/36    | 2036-02-15      | 0.0000%  | N/A     | $110999.99         | $72259.22          | U.S. Treasuries (including strips) |
| 3 BOND 52        | 2052-08-15      | 3.0000%  | N/A     | $12035300.00       | $9031767.92        | U.S. Treasuries (including strips) |

### Security 223: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **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):** $136631240.28
- **C.18.a - Value (excl. sponsor support):** $136631240.28
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 224: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RL3, C.4 - ISIN: US912797RL33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2988798220.06
- **C.18.a - Value (excl. sponsor support):** $2988798220.06
- **C.19 - Percentage of Net Assets:** 1.5100%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **C.10 - Ratings:** Standard & Poor's: A-1+; Fitch: F1+; Moody's: P-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **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):** $3290819651.21
- **C.18.a - Value (excl. sponsor support):** $3290819651.21
- **C.19 - Percentage of Net Assets:** 1.6700%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Moody's: Aa1; Fitch: AA+; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETX28, C.4 - ISIN: US3133ETX286, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $151280765.51
- **C.18.a - Value (excl. sponsor support):** $151280765.51
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-11-19
- **C.13 - Final Legal Maturity Date:** 2026-11-19
- **C.10 - Ratings:** Fitch: AA+; Standard & Poor's: AA+; Moody's: Aa1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

## N-MFP: Signatures

**Registrant:** BlackRock Liquidity Funds

**Date:** 2025-12-04

**By:** Chuck Pulsfort

**Name of Signing Officer:** Chuck Pulsfort

**Title of Signing Officer:** Assistant Treasurer