# EDGAR Filing Document

**Accession Number:** 0000857156
**File Stem:** 0001145549-25-050824
**Filing Date:** 2025-8
**Character Count:** 1555778
**Document Hash:** df2a22619ce7b8104f4ca547911fa3be
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-050824.hdr.sgml**: 20250807

**ACCESSION NUMBER**: 0001145549-25-050824

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250807

**DATE AS OF CHANGE**: 20250807

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05954
- **FILM NUMBER:** 251193052

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-07-31

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

**CIK Number of Registrant:** 0000857156

**LEI of Registrant:** 549300I77JNLD629OV19

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

**LEI of Series:** 549300622ITN50PWDE20

**EDGAR Series Identifier:** S000004506

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 37 days

- **WAL:** 104 days

- **Total Value of Portfolio Securities:** $82224830863.99

- **Amortized Cost of Portfolio Securities:** $82228428546.92

- **Cash:** $0.42

- **Total Other Assets:** $203775530.41

- **Total Liabilities:** $269654929.78

- **Net Assets of Series:** $82162549147.97

- **Number of Shares Outstanding (Series):** 82163132633.7800

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-07-01 | $37548302545.92           | $56746837229.22            | 46.0300%                  | 69.5600%                   |
| 2025-07-02 | $41281092146.40           | $57086081666.47            | 50.4600%                  | 69.7700%                   |
| 2025-07-03 | $37863174203.79           | $57190081868.55            | 46.2800%                  | 69.9100%                   |
| 2025-07-07 | $36112450749.21           | $57291049783.80            | 44.0500%                  | 69.8900%                   |
| 2025-07-08 | $37918049057.27           | $57786517256.20            | 45.9900%                  | 70.0900%                   |
| 2025-07-09 | $39848426031.05           | $57614502070.97            | 48.3500%                  | 69.9000%                   |
| 2025-07-10 | $33809528188.10           | $57631852179.40            | 41.0900%                  | 70.0500%                   |
| 2025-07-11 | $34715815358.34           | $57868608547.11            | 42.0400%                  | 70.0800%                   |
| 2025-07-14 | $34666766599.79           | $58089396458.84            | 42.0900%                  | 70.5200%                   |
| 2025-07-15 | $37081790537.93           | $58188439531.36            | 44.8300%                  | 70.3500%                   |
| 2025-07-16 | $39339695323.56           | $58312577820.12            | 47.3000%                  | 70.1100%                   |
| 2025-07-17 | $36521592081.97           | $57684234056.17            | 44.2100%                  | 69.8200%                   |
| 2025-07-18 | $34609815590.27           | $58106078968.18            | 41.6800%                  | 69.9700%                   |
| 2025-07-21 | $34502017633.98           | $58512647631.18            | 41.5200%                  | 70.4100%                   |
| 2025-07-22 | $36609840183.86           | $58601935681.34            | 44.0400%                  | 70.5000%                   |
| 2025-07-23 | $38133406461.94           | $58606729641.10            | 45.6900%                  | 70.2300%                   |
| 2025-07-24 | $31574526627.95           | $58399010680.43            | 37.9300%                  | 70.1500%                   |
| 2025-07-25 | $32597797750.51           | $58164283103.37            | 39.1700%                  | 69.8900%                   |
| 2025-07-28 | $38016432443.00           | $58785391799.98            | 45.5800%                  | 70.4900%                   |
| 2025-07-29 | $41348007113.41           | $58408778117.63            | 49.8000%                  | 70.3500%                   |
| 2025-07-30 | $47087766950.20           | $58777146050.60            | 56.3600%                  | 70.3500%                   |
| 2025-07-31 | $41611984262.06           | $57184357486.58            | 50.4800%                  | 69.3700%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-07-01 | 4.4100%             |
| 2025-07-02 | 4.4200%             |
| 2025-07-03 | 4.4100%             |
| 2025-07-07 | 4.4100%             |
| 2025-07-08 | 4.4000%             |
| 2025-07-09 | 4.3900%             |
| 2025-07-10 | 4.3900%             |
| 2025-07-11 | 4.3800%             |
| 2025-07-14 | 4.3800%             |
| 2025-07-15 | 4.3800%             |
| 2025-07-16 | 4.3800%             |
| 2025-07-17 | 4.3800%             |
| 2025-07-18 | 4.3800%             |
| 2025-07-21 | 4.3800%             |
| 2025-07-22 | 4.3700%             |
| 2025-07-23 | 4.3600%             |
| 2025-07-24 | 4.3600%             |
| 2025-07-25 | 4.3600%             |
| 2025-07-28 | 4.3700%             |
| 2025-07-29 | 4.3700%             |
| 2025-07-30 | 4.3800%             |
| 2025-07-31 | 4.3800%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-07-01 | 1.0000                      |
|  |  |
| 2025-07-02 | 1.0000                      |
|  |  |
| 2025-07-03 | 1.0000                      |
|  |  |
| 2025-07-07 | 1.0000                      |
|  |  |
| 2025-07-08 | 1.0000                      |
|  |  |
| 2025-07-09 | 1.0000                      |
|  |  |
| 2025-07-10 | 1.0000                      |
|  |  |
| 2025-07-11 | 1.0000                      |
|  |  |
| 2025-07-14 | 1.0000                      |
|  |  |
| 2025-07-15 | 1.0000                      |
|  |  |
| 2025-07-16 | 1.0000                      |
|  |  |
| 2025-07-17 | 1.0000                      |
|  |  |
| 2025-07-18 | 1.0000                      |
|  |  |
| 2025-07-21 | 1.0000                      |
|  |  |
| 2025-07-22 | 1.0000                      |
|  |  |
| 2025-07-23 | 1.0000                      |
|  |  |
| 2025-07-24 | 1.0000                      |
|  |  |
| 2025-07-25 | 0.9999                      |
|  |  |
| 2025-07-28 | 1.0000                      |
|  |  |
| 2025-07-29 | 1.0000                      |
|  |  |
| 2025-07-30 | 0.9999                      |
|  |  |
| 2025-07-31 | 0.9999                      |
|  |  |

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

### Class: Sweep Shares

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $20230717234.41

- **Number of Shares Outstanding:** 20230768065.8400

- **Expense Reimbursement/Waiver:** 88685.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 1.0000          |
|  |  |
| 2025-07-02 | 1.0000          |
|  |  |
| 2025-07-03 | 1.0000          |
|  |  |
| 2025-07-07 | 1.0000          |
|  |  |
| 2025-07-08 | 1.0000          |
|  |  |
| 2025-07-09 | 1.0000          |
|  |  |
| 2025-07-10 | 1.0000          |
|  |  |
| 2025-07-11 | 1.0000          |
|  |  |
| 2025-07-14 | 1.0000          |
|  |  |
| 2025-07-15 | 1.0000          |
|  |  |
| 2025-07-16 | 1.0000          |
|  |  |
| 2025-07-17 | 1.0000          |
|  |  |
| 2025-07-18 | 1.0000          |
|  |  |
| 2025-07-21 | 1.0000          |
|  |  |
| 2025-07-22 | 1.0000          |
|  |  |
| 2025-07-23 | 1.0000          |
|  |  |
| 2025-07-24 | 1.0000          |
|  |  |
| 2025-07-25 | 1.0000          |
|  |  |
| 2025-07-28 | 1.0000          |
|  |  |
| 2025-07-29 | 1.0000          |
|  |  |
| 2025-07-30 | 1.0000          |
|  |  |
| 2025-07-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $0.00                     | $262656486.41           |
| 2025-07-02 | $421028728.62             | $0.00                   |
| 2025-07-03 | $0.00                     | $147301154.93           |
| 2025-07-07 | $0.00                     | $39002540.55            |
| 2025-07-08 | $96215394.12              | $0.00                   |
| 2025-07-09 | $0.00                     | $81490369.57            |
| 2025-07-10 | $29089864.06              | $0.00                   |
| 2025-07-11 | $62449681.17              | $0.00                   |
| 2025-07-14 | $0.00                     | $62325801.83            |
| 2025-07-15 | $0.00                     | $76820140.09            |
| 2025-07-16 | $273643503.86             | $0.00                   |
| 2025-07-17 | $0.00                     | $195952305.28           |
| 2025-07-18 | $291995995.04             | $0.00                   |
| 2025-07-21 | $6920144.38               | $0.00                   |
| 2025-07-22 | $4588523.47               | $0.00                   |
| 2025-07-23 | $0.00                     | $144313971.71           |
| 2025-07-24 | $33772092.94              | $0.00                   |
| 2025-07-25 | $82018698.55              | $0.00                   |
| 2025-07-28 | $0.00                     | $20694553.69            |
| 2025-07-29 | $0.00                     | $710452048.92           |
| 2025-07-30 | $134661428.16             | $0.00                   |
| 2025-07-31 | $0.00                     | $193022823.86           |

**Total Gross Subscriptions (Month):** $1436384054.37

**Total Gross Redemptions (Month):** $1934032196.84

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 3.9700%           |
| 2025-07-02 | 3.9800%           |
| 2025-07-03 | 3.9700%           |
| 2025-07-07 | 3.9700%           |
| 2025-07-08 | 3.9600%           |
| 2025-07-09 | 3.9500%           |
| 2025-07-10 | 3.9500%           |
| 2025-07-11 | 3.9400%           |
| 2025-07-14 | 3.9400%           |
| 2025-07-15 | 3.9400%           |
| 2025-07-16 | 3.9400%           |
| 2025-07-17 | 3.9400%           |
| 2025-07-18 | 3.9400%           |
| 2025-07-21 | 3.9400%           |
| 2025-07-22 | 3.9300%           |
| 2025-07-23 | 3.9200%           |
| 2025-07-24 | 3.9200%           |
| 2025-07-25 | 3.9200%           |
| 2025-07-28 | 3.9300%           |
| 2025-07-29 | 3.9300%           |
| 2025-07-30 | 3.9400%           |
| 2025-07-31 | 3.9400%           |

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

### Class: Investor Shares

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $31161234451.83

- **Number of Shares Outstanding:** 31161421431.6200

- **Expense Reimbursement/Waiver:** 132446.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 1.0000          |
|  |  |
| 2025-07-02 | 1.0000          |
|  |  |
| 2025-07-03 | 1.0000          |
|  |  |
| 2025-07-07 | 1.0000          |
|  |  |
| 2025-07-08 | 1.0000          |
|  |  |
| 2025-07-09 | 1.0000          |
|  |  |
| 2025-07-10 | 1.0000          |
|  |  |
| 2025-07-11 | 1.0000          |
|  |  |
| 2025-07-14 | 1.0000          |
|  |  |
| 2025-07-15 | 1.0000          |
|  |  |
| 2025-07-16 | 1.0000          |
|  |  |
| 2025-07-17 | 1.0000          |
|  |  |
| 2025-07-18 | 1.0000          |
|  |  |
| 2025-07-21 | 1.0000          |
|  |  |
| 2025-07-22 | 1.0000          |
|  |  |
| 2025-07-23 | 1.0000          |
|  |  |
| 2025-07-24 | 1.0000          |
|  |  |
| 2025-07-25 | 1.0000          |
|  |  |
| 2025-07-28 | 1.0000          |
|  |  |
| 2025-07-29 | 1.0000          |
|  |  |
| 2025-07-30 | 1.0000          |
|  |  |
| 2025-07-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $175922484.64             | $210690098.64           |
| 2025-07-02 | $187561222.09             | $173767839.13           |
| 2025-07-03 | $173258622.72             | $196923500.12           |
| 2025-07-07 | $154352165.53             | $101609737.71           |
| 2025-07-08 | $202823354.01             | $238812783.56           |
| 2025-07-09 | $207567586.46             | $167111860.24           |
| 2025-07-10 | $138021564.37             | $166125154.90           |
| 2025-07-11 | $180269893.43             | $137488484.85           |
| 2025-07-14 | $250132718.04             | $155953166.83           |
| 2025-07-15 | $166487474.29             | $150506638.79           |
| 2025-07-16 | $261476836.65             | $140499299.37           |
| 2025-07-17 | $170365821.22             | $175961606.77           |
| 2025-07-18 | $155277503.15             | $135800506.40           |
| 2025-07-21 | $150127976.83             | $155133430.55           |
| 2025-07-22 | $153730819.66             | $149427232.89           |
| 2025-07-23 | $148369567.09             | $133744148.42           |
| 2025-07-24 | $143368949.75             | $148871577.95           |
| 2025-07-25 | $133229925.88             | $136758305.60           |
| 2025-07-28 | $138033405.98             | $129068895.79           |
| 2025-07-29 | $131412927.27             | $176043380.46           |
| 2025-07-30 | $142002950.77             | $135444224.54           |
| 2025-07-31 | $110758636.39             | $121797105.94           |

**Total Gross Subscriptions (Month):** $3674552406.22

**Total Gross Redemptions (Month):** $3437538979.45

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.0700%           |
| 2025-07-02 | 4.0800%           |
| 2025-07-03 | 4.0700%           |
| 2025-07-07 | 4.0700%           |
| 2025-07-08 | 4.0600%           |
| 2025-07-09 | 4.0500%           |
| 2025-07-10 | 4.0500%           |
| 2025-07-11 | 4.0400%           |
| 2025-07-14 | 4.0400%           |
| 2025-07-15 | 4.0400%           |
| 2025-07-16 | 4.0400%           |
| 2025-07-17 | 4.0400%           |
| 2025-07-18 | 4.0400%           |
| 2025-07-21 | 4.0400%           |
| 2025-07-22 | 4.0300%           |
| 2025-07-23 | 4.0200%           |
| 2025-07-24 | 4.0200%           |
| 2025-07-25 | 4.0200%           |
| 2025-07-28 | 4.0300%           |
| 2025-07-29 | 4.0300%           |
| 2025-07-30 | 4.0400%           |
| 2025-07-31 | 4.0400%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 99.9300%         | 0.0000%              |

### Class: Ultra Shares

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $30770597461.73

- **Number of Shares Outstanding:** 30770943136.3200

- **Expense Reimbursement/Waiver:** 129785.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 1.0000          |
|  |  |
| 2025-07-02 | 1.0000          |
|  |  |
| 2025-07-03 | 1.0000          |
|  |  |
| 2025-07-07 | 1.0000          |
|  |  |
| 2025-07-08 | 1.0000          |
|  |  |
| 2025-07-09 | 1.0000          |
|  |  |
| 2025-07-10 | 1.0000          |
|  |  |
| 2025-07-11 | 1.0000          |
|  |  |
| 2025-07-14 | 1.0000          |
|  |  |
| 2025-07-15 | 1.0000          |
|  |  |
| 2025-07-16 | 1.0000          |
|  |  |
| 2025-07-17 | 0.9999          |
|  |  |
| 2025-07-18 | 1.0000          |
|  |  |
| 2025-07-21 | 1.0000          |
|  |  |
| 2025-07-22 | 1.0000          |
|  |  |
| 2025-07-23 | 1.0000          |
|  |  |
| 2025-07-24 | 1.0000          |
|  |  |
| 2025-07-25 | 0.9999          |
|  |  |
| 2025-07-28 | 1.0000          |
|  |  |
| 2025-07-29 | 1.0000          |
|  |  |
| 2025-07-30 | 0.9999          |
|  |  |
| 2025-07-31 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $216975205.31             | $187179843.16           |
| 2025-07-02 | $205061017.34             | $180658894.68           |
| 2025-07-03 | $130221103.18             | $135471126.18           |
| 2025-07-07 | $285960733.40             | $58476636.86            |
| 2025-07-08 | $252134314.39             | $118754377.14           |
| 2025-07-09 | $236151445.44             | $117344234.94           |
| 2025-07-10 | $181174042.85             | $128312175.65           |
| 2025-07-11 | $166776824.56             | $130708304.79           |
| 2025-07-14 | $182239695.69             | $186691450.06           |
| 2025-07-15 | $332415821.72             | $178457292.05           |
| 2025-07-16 | $256332241.34             | $162772643.93           |
| 2025-07-17 | $242992813.85             | $141022312.89           |
| 2025-07-18 | $179778353.22             | $93299726.66            |
| 2025-07-21 | $168648409.38             | $121702255.34           |
| 2025-07-22 | $196041921.76             | $190820878.96           |
| 2025-07-23 | $193340314.13             | $191492050.21           |
| 2025-07-24 | $216790475.62             | $164456312.02           |
| 2025-07-25 | $159330937.53             | $138923392.06           |
| 2025-07-28 | $219130217.75             | $128636729.09           |
| 2025-07-29 | $164941239.60             | $184531103.11           |
| 2025-07-30 | $140710242.29             | $212643165.66           |
| 2025-07-31 | $114202930.00             | $218900747.74           |

**Total Gross Subscriptions (Month):** $4441350300.35

**Total Gross Redemptions (Month):** $3371255653.18

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.2200%           |
| 2025-07-02 | 4.2300%           |
| 2025-07-03 | 4.2200%           |
| 2025-07-07 | 4.2200%           |
| 2025-07-08 | 4.2100%           |
| 2025-07-09 | 4.2000%           |
| 2025-07-10 | 4.2000%           |
| 2025-07-11 | 4.1900%           |
| 2025-07-14 | 4.1900%           |
| 2025-07-15 | 4.1900%           |
| 2025-07-16 | 4.1900%           |
| 2025-07-17 | 4.1900%           |
| 2025-07-18 | 4.1900%           |
| 2025-07-21 | 4.1900%           |
| 2025-07-22 | 4.1800%           |
| 2025-07-23 | 4.1700%           |
| 2025-07-24 | 4.1700%           |
| 2025-07-25 | 4.1700%           |
| 2025-07-28 | 4.1800%           |
| 2025-07-29 | 4.1800%           |
| 2025-07-30 | 4.1900%           |
| 2025-07-31 | 4.1900%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 99.9400%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

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

- **C.1 - Title:** TAXABLE M/F HOUSING RB SERIES 2021A 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 10807BAA7, C.4 - ISIN: US10807BAA70, C.3 - LEI: 2549005XOAOA3RHT9B41
- **C.18 - Value (incl. sponsor support):** $56900000.00
- **C.18.a - Value (excl. sponsor support):** $56900000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2061-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 2: FARR LIFE LLC

- **C.1 - Title:** TAXABLE VARIABLE RATE DEMAND NOTES SERIES 2022 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 31164GAA9, C.4 - ISIN: US31164GAA94, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2072-03-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 3: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130ALCB8, C.4 - ISIN: US3130ALCB88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $23820418.60
- **C.18.a - Value (excl. sponsor support):** $23820418.60
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-02-24
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.960000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130ALHH0, C.4 - ISIN: US3130ALHH04, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $33253378.18
- **C.18.a - Value (excl. sponsor support):** $33253378.18
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130ASYR4, C.4 - ISIN: US3130ASYR46, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $48382614.72
- **C.18.a - Value (excl. sponsor support):** $48382614.72
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-28
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.375000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AWGR5, C.4 - ISIN: US3130AWGR59, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $35612146.20
- **C.18.a - Value (excl. sponsor support):** $35612146.20
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2026-06-12
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.475000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AWZJ2, C.4 - ISIN: US3130AWZJ23, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $143911193.98
- **C.18.a - Value (excl. sponsor support):** $143911193.98
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-22
- **C.13 - Final Legal Maturity Date:** 2025-08-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.415000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYZX7, C.4 - ISIN: US3130AYZX72, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $273836420.88
- **C.18.a - Value (excl. sponsor support):** $273836420.88
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-19
- **C.13 - Final Legal Maturity Date:** 2025-09-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1XA0, C.4 - ISIN: US3130B1XA05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $48928025.57
- **C.18.a - Value (excl. sponsor support):** $48928025.57
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2BP9, C.4 - ISIN: US3130B2BP94, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100049827.00
- **C.18.a - Value (excl. sponsor support):** $100049827.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2GB5, C.4 - ISIN: US3130B2GB53, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $96803586.44
- **C.18.a - Value (excl. sponsor support):** $96803586.44
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-19
- **C.13 - Final Legal Maturity Date:** 2025-08-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2RU1, C.4 - ISIN: US3130B2RU16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145223715.52
- **C.18.a - Value (excl. sponsor support):** $145223715.52
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.510000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2VU6, C.4 - ISIN: US3130B2VU69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145229225.86
- **C.18.a - Value (excl. sponsor support):** $145229225.86
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2Z65, C.4 - ISIN: US3130B2Z651, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $72679652.36
- **C.18.a - Value (excl. sponsor support):** $72679652.36
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-10-08
- **C.13 - Final Legal Maturity Date:** 2026-10-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B34K6, C.4 - ISIN: US3130B34K69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $120994073.42
- **C.18.a - Value (excl. sponsor support):** $120994073.42
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 16: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.510000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4BD2, C.4 - ISIN: US3130B4BD21, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $72537599.23
- **C.18.a - Value (excl. sponsor support):** $72537599.23
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-12-23
- **C.13 - Final Legal Maturity Date:** 2026-12-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.335000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4DS7, C.4 - ISIN: US3130B4DS71, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241698825.34
- **C.18.a - Value (excl. sponsor support):** $241698825.34
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-27
- **C.13 - Final Legal Maturity Date:** 2025-08-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.375000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4FC0, C.4 - ISIN: US3130B4FC02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145200090.02
- **C.18.a - Value (excl. sponsor support):** $145200090.02
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2026-01-30
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4GS4, C.4 - ISIN: US3130B4GS45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249100637.70
- **C.18.a - Value (excl. sponsor support):** $249100637.70
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 20: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4KB6, C.4 - ISIN: US3130B4KB63, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $121006569.09
- **C.18.a - Value (excl. sponsor support):** $121006569.09
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-10
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4KG5, C.4 - ISIN: US3130B4KG50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145022127.10
- **C.18.a - Value (excl. sponsor support):** $145022127.10
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.6400%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4LL3, C.4 - ISIN: US3130B4LL37, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241999223.18
- **C.18.a - Value (excl. sponsor support):** $241999223.18
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-18
- **C.13 - Final Legal Maturity Date:** 2025-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4T27, C.4 - ISIN: US3130B4T270, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $193801889.55
- **C.18.a - Value (excl. sponsor support):** $193801889.55
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.335000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4TT8, C.4 - ISIN: US3130B4TT80, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $242202247.62
- **C.18.a - Value (excl. sponsor support):** $242202247.62
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.345000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4U25, C.4 - ISIN: US3130B4U252, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145416103.05
- **C.18.a - Value (excl. sponsor support):** $145416103.05
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.335000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4UH2, C.4 - ISIN: US3130B4UH24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $121029394.03
- **C.18.a - Value (excl. sponsor support):** $121029394.03
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2026-02-25
- **C.12 - Maturity Date (WAL):** 2026-02-25
- **C.13 - Final Legal Maturity Date:** 2026-02-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.325000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4W56, C.4 - ISIN: US3130B4W563, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $169599594.66
- **C.18.a - Value (excl. sponsor support):** $169599594.66
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-12
- **C.13 - Final Legal Maturity Date:** 2025-08-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.345000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4WA5, C.4 - ISIN: US3130B4WA52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $121041334.66
- **C.18.a - Value (excl. sponsor support):** $121041334.66
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4X97, C.4 - ISIN: US3130B4X975, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $217842245.06
- **C.18.a - Value (excl. sponsor support):** $217842245.06
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4YK1, C.4 - ISIN: US3130B4YK17, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149213390.56
- **C.18.a - Value (excl. sponsor support):** $149213390.56
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.7000%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.325000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4Z95, C.4 - ISIN: US3130B4Z954, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199999612.00
- **C.18.a - Value (excl. sponsor support):** $199999612.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-12
- **C.13 - Final Legal Maturity Date:** 2025-08-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.335000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B53C0, C.4 - ISIN: US3130B53C08, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $193814703.61
- **C.18.a - Value (excl. sponsor support):** $193814703.61
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.408000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B56C7, C.4 - ISIN: US3130B56C70, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $121199760.02
- **C.18.a - Value (excl. sponsor support):** $121199760.02
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.325000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B56X1, C.4 - ISIN: US3130B56X18, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145402640.46
- **C.18.a - Value (excl. sponsor support):** $145402640.46
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B57H5, C.4 - ISIN: US3130B57H58, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $9741198.92
- **C.18.a - Value (excl. sponsor support):** $9741198.92
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-20
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.325000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5A81, C.4 - ISIN: US3130B5A814, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $125002547.50
- **C.18.a - Value (excl. sponsor support):** $125002547.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5BL1, C.4 - ISIN: US3130B5BL12, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145308507.45
- **C.18.a - Value (excl. sponsor support):** $145308507.45
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2026-03-20
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.425000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5CZ9, C.4 - ISIN: US3130B5CZ98, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $245508081.86
- **C.18.a - Value (excl. sponsor support):** $245508081.86
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-03-04
- **C.13 - Final Legal Maturity Date:** 2027-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5D47, C.4 - ISIN: US3130B5D479, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $169114108.70
- **C.18.a - Value (excl. sponsor support):** $169114108.70
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2026-03-27
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.425000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5G36, C.4 - ISIN: US3130B5G365, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $121316256.63
- **C.18.a - Value (excl. sponsor support):** $121316256.63
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-03-10
- **C.13 - Final Legal Maturity Date:** 2027-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.345000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5G44, C.4 - ISIN: US3130B5G449, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $121324633.60
- **C.18.a - Value (excl. sponsor support):** $121324633.60
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5GP7, C.4 - ISIN: US3130B5GP70, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $129073331.93
- **C.18.a - Value (excl. sponsor support):** $129073331.93
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-06
- **C.12 - Maturity Date (WAL):** 2026-04-06
- **C.13 - Final Legal Maturity Date:** 2026-04-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.360000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5JG4, C.4 - ISIN: US3130B5JG45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $72485887.32
- **C.18.a - Value (excl. sponsor support):** $72485887.32
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2026-04-10
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5QX9, C.4 - ISIN: US3130B5QX94, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $144978828.46
- **C.18.a - Value (excl. sponsor support):** $144978828.46
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.5900%
- **C.11 - Maturity Date (WAM):** 2026-04-27
- **C.12 - Maturity Date (WAL):** 2026-04-27
- **C.13 - Final Legal Maturity Date:** 2026-04-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.385000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5R26, C.4 - ISIN: US3130B5R263, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145219435.02
- **C.18.a - Value (excl. sponsor support):** $145219435.02
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-03-25
- **C.13 - Final Legal Maturity Date:** 2027-03-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5RE0, C.4 - ISIN: US3130B5RE05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $96804819.67
- **C.18.a - Value (excl. sponsor support):** $96804819.67
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-12-28
- **C.13 - Final Legal Maturity Date:** 2026-12-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.395000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5SA7, C.4 - ISIN: US3130B5SA73, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $174423821.29
- **C.18.a - Value (excl. sponsor support):** $174423821.29
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-04-05
- **C.13 - Final Legal Maturity Date:** 2027-04-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5SF6, C.4 - ISIN: US3130B5SF60, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $193522082.22
- **C.18.a - Value (excl. sponsor support):** $193522082.22
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-01-04
- **C.13 - Final Legal Maturity Date:** 2027-01-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.325000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5TR9, C.4 - ISIN: US3130B5TR99, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241907406.98
- **C.18.a - Value (excl. sponsor support):** $241907406.98
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-12
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.325000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5VD7, C.4 - ISIN: US3130B5VD75, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241911676.51
- **C.18.a - Value (excl. sponsor support):** $241911676.51
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5VE5, C.4 - ISIN: US3130B5VE58, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $144826035.24
- **C.18.a - Value (excl. sponsor support):** $144826035.24
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.5700%
- **C.11 - Maturity Date (WAM):** 2026-05-08
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5VS4, C.4 - ISIN: US3130B5VS45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145186547.22
- **C.18.a - Value (excl. sponsor support):** $145186547.22
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5XG8, C.4 - ISIN: US3130B5XG88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $96751573.01
- **C.18.a - Value (excl. sponsor support):** $96751573.01
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Y93, C.4 - ISIN: US3130B5Y939, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $120842888.76
- **C.18.a - Value (excl. sponsor support):** $120842888.76
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.405000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Z27, C.4 - ISIN: US3130B5Z274, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $266598948.79
- **C.18.a - Value (excl. sponsor support):** $266598948.79
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.355000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Z50, C.4 - ISIN: US3130B5Z506, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $97221930.26
- **C.18.a - Value (excl. sponsor support):** $97221930.26
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Z76, C.4 - ISIN: US3130B5Z761, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241958502.32
- **C.18.a - Value (excl. sponsor support):** $241958502.32
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.355000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5ZM3, C.4 - ISIN: US3130B5ZM39, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241499696.49
- **C.18.a - Value (excl. sponsor support):** $241499696.49
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2026-05-22
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.435000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5ZT8, C.4 - ISIN: US3130B5ZT81, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $193527515.70
- **C.18.a - Value (excl. sponsor support):** $193527515.70
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-01-25
- **C.13 - Final Legal Maturity Date:** 2027-01-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B63H7, C.4 - ISIN: US3130B63H76, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $240534674.79
- **C.18.a - Value (excl. sponsor support):** $240534674.79
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2026-05-22
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.335000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B64T0, C.4 - ISIN: US3130B64T06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241803182.09
- **C.18.a - Value (excl. sponsor support):** $241803182.09
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B65G7, C.4 - ISIN: US3130B65G75, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $96637351.80
- **C.18.a - Value (excl. sponsor support):** $96637351.80
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B66P6, C.4 - ISIN: US3130B66P65, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $144840590.72
- **C.18.a - Value (excl. sponsor support):** $144840590.72
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6AF3, C.4 - ISIN: US3130B6AF36, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $266006628.72
- **C.18.a - Value (excl. sponsor support):** $266006628.72
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.395000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6AL0, C.4 - ISIN: US3130B6AL04, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145033068.27
- **C.18.a - Value (excl. sponsor support):** $145033068.27
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2026-06-02
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6CA2, C.4 - ISIN: US3130B6CA21, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $120707621.50
- **C.18.a - Value (excl. sponsor support):** $120707621.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.5800%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6FB7, C.4 - ISIN: US3130B6FB76, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241559911.95
- **C.18.a - Value (excl. sponsor support):** $241559911.95
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2026-06-12
- **C.12 - Maturity Date (WAL):** 2026-06-12
- **C.13 - Final Legal Maturity Date:** 2026-06-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.210000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6FG6, C.4 - ISIN: US3130B6FG63, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $217476501.12
- **C.18.a - Value (excl. sponsor support):** $217476501.12
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6Q82, C.4 - ISIN: US3130B6Q826, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145493924.58
- **C.18.a - Value (excl. sponsor support):** $145493924.58
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2026-07-10
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6QN9, C.4 - ISIN: US3130B6QN95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $121219123.23
- **C.18.a - Value (excl. sponsor support):** $121219123.23
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2026-07-10
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6R65, C.4 - ISIN: US3130B6R659, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $9694978.89
- **C.18.a - Value (excl. sponsor support):** $9694978.89
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2026-07-10
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.415000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6SD9, C.4 - ISIN: US3130B6SD95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $121270262.09
- **C.18.a - Value (excl. sponsor support):** $121270262.09
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-06-17
- **C.13 - Final Legal Maturity Date:** 2027-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.450000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6T89, C.4 - ISIN: US3130B6T895, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145103700.19
- **C.18.a - Value (excl. sponsor support):** $145103700.19
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-06-17
- **C.13 - Final Legal Maturity Date:** 2027-06-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.355000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6UC8, C.4 - ISIN: US3130B6UC84, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145492926.27
- **C.18.a - Value (excl. sponsor support):** $145492926.27
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2026-07-24
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6W77, C.4 - ISIN: US3130B6W774, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $169051950.00
- **C.18.a - Value (excl. sponsor support):** $169051950.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2026-07-24
- **C.12 - Maturity Date (WAL):** 2026-07-24
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.335000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6WL6, C.4 - ISIN: US3130B6WL65, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $241711135.12
- **C.18.a - Value (excl. sponsor support):** $241711135.12
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B75R1, C.4 - ISIN: US3130B75R13, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $338821242.76
- **C.18.a - Value (excl. sponsor support):** $338821242.76
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-19
- **C.13 - Final Legal Maturity Date:** 2025-11-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313KG2, C.4 - ISIN: US313313KG25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $48237572.25
- **C.18.a - Value (excl. sponsor support):** $48237572.25
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-08-11
- **C.12 - Maturity Date (WAL):** 2025-08-11
- **C.13 - Final Legal Maturity Date:** 2025-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 79: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313KR8, C.4 - ISIN: US313313KR89, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $67491022.50
- **C.18.a - Value (excl. sponsor support):** $67491022.50
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-08-20
- **C.12 - Maturity Date (WAL):** 2025-08-20
- **C.13 - Final Legal Maturity Date:** 2025-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 80: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313MB1, C.4 - ISIN: US313313MB10, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $47894894.00
- **C.18.a - Value (excl. sponsor support):** $47894894.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-09-23
- **C.12 - Maturity Date (WAL):** 2025-09-23
- **C.13 - Final Legal Maturity Date:** 2025-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 81: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313ME5, C.4 - ISIN: US313313ME58, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $236211098.87
- **C.18.a - Value (excl. sponsor support):** $236211098.87
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-09-26
- **C.12 - Maturity Date (WAL):** 2025-09-26
- **C.13 - Final Legal Maturity Date:** 2025-09-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 82: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313ML9, C.4 - ISIN: US313313ML91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $18759927.38
- **C.18.a - Value (excl. sponsor support):** $18759927.38
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313PL6, C.4 - ISIN: US313313PL64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $23986438.88
- **C.18.a - Value (excl. sponsor support):** $23986438.88
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-19
- **C.12 - Maturity Date (WAL):** 2025-11-19
- **C.13 - Final Legal Maturity Date:** 2025-11-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313QC5, C.4 - ISIN: US313313QC56, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $33502230.48
- **C.18.a - Value (excl. sponsor support):** $33502230.48
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313QP6, C.4 - ISIN: US313313QP69, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $38084347.63
- **C.18.a - Value (excl. sponsor support):** $38084347.63
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313RL4, C.4 - ISIN: US313313RL47, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $70985977.87
- **C.18.a - Value (excl. sponsor support):** $70985977.87
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313RN0, C.4 - ISIN: US313313RN03, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $47116646.88
- **C.18.a - Value (excl. sponsor support):** $47116646.88
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313TV0, C.4 - ISIN: US313313TV01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $47325815.00
- **C.18.a - Value (excl. sponsor support):** $47325815.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313UC0, C.4 - ISIN: US313313UC01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $47287762.87
- **C.18.a - Value (excl. sponsor support):** $47287762.87
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-03-11
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385KB1, C.4 - ISIN: US313385KB15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $296440861.75
- **C.18.a - Value (excl. sponsor support):** $296440861.75
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 91: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385KL9, C.4 - ISIN: US313385KL96, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $434732431.25
- **C.18.a - Value (excl. sponsor support):** $434732431.25
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-08-15
- **C.12 - Maturity Date (WAL):** 2025-08-15
- **C.13 - Final Legal Maturity Date:** 2025-08-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 92: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385KW5, C.4 - ISIN: US313385KW51, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $192831887.50
- **C.18.a - Value (excl. sponsor support):** $192831887.50
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-08-25
- **C.12 - Maturity Date (WAL):** 2025-08-25
- **C.13 - Final Legal Maturity Date:** 2025-08-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 93: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385KX3, C.4 - ISIN: US313385KX35, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $192809163.00
- **C.18.a - Value (excl. sponsor support):** $192809163.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-08-26
- **C.12 - Maturity Date (WAL):** 2025-08-26
- **C.13 - Final Legal Maturity Date:** 2025-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 94: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385LA2, C.4 - ISIN: US313385LA23, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $192840648.75
- **C.18.a - Value (excl. sponsor support):** $192840648.75
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-08-29
- **C.12 - Maturity Date (WAL):** 2025-08-29
- **C.13 - Final Legal Maturity Date:** 2025-08-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 95: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385LN4, C.4 - ISIN: US313385LN44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $120418460.69
- **C.18.a - Value (excl. sponsor support):** $120418460.69
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-09-10
- **C.12 - Maturity Date (WAL):** 2025-09-10
- **C.13 - Final Legal Maturity Date:** 2025-09-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 96: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385LQ7, C.4 - ISIN: US313385LQ74, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $24078018.45
- **C.18.a - Value (excl. sponsor support):** $24078018.45
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-09-12
- **C.12 - Maturity Date (WAL):** 2025-09-12
- **C.13 - Final Legal Maturity Date:** 2025-09-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 97: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385LV6, C.4 - ISIN: US313385LV69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $216773385.94
- **C.18.a - Value (excl. sponsor support):** $216773385.94
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-09-17
- **C.12 - Maturity Date (WAL):** 2025-09-17
- **C.13 - Final Legal Maturity Date:** 2025-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 98: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385MC7, C.4 - ISIN: US313385MC79, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $144015475.46
- **C.18.a - Value (excl. sponsor support):** $144015475.46
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-09-24
- **C.12 - Maturity Date (WAL):** 2025-09-24
- **C.13 - Final Legal Maturity Date:** 2025-09-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 99: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385MQ6, C.4 - ISIN: US313385MQ65, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $143956349.37
- **C.18.a - Value (excl. sponsor support):** $143956349.37
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-06
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NR3, C.4 - ISIN: US313385NR30, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $143430696.90
- **C.18.a - Value (excl. sponsor support):** $143430696.90
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 101: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PD2, C.4 - ISIN: US313385PD26, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $238777847.00
- **C.18.a - Value (excl. sponsor support):** $238777847.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-12
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 102: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TH9, C.4 - ISIN: US313385TH93, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $329955873.20
- **C.18.a - Value (excl. sponsor support):** $329955873.20
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-02-20
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TP1, C.4 - ISIN: US313385TP10, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $236142780.00
- **C.18.a - Value (excl. sponsor support):** $236142780.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 104: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385YD2, C.4 - ISIN: US313385YD25, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $15442488.96
- **C.18.a - Value (excl. sponsor support):** $15442488.96
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-06-16
- **C.12 - Maturity Date (WAL):** 2026-06-16
- **C.13 - Final Legal Maturity Date:** 2026-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 105: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313397NY3, C.4 - ISIN: US313397NY37, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $238770061.44
- **C.18.a - Value (excl. sponsor support):** $238770061.44
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 106: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EL2U7, C.4 - ISIN: US3133EL2U78, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30740593.88
- **C.18.a - Value (excl. sponsor support):** $30740593.88
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 107: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EL6S8, C.4 - ISIN: US3133EL6S86, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24560368.07
- **C.18.a - Value (excl. sponsor support):** $24560368.07
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2026-03-09
- **C.12 - Maturity Date (WAL):** 2026-03-09
- **C.13 - Final Legal Maturity Date:** 2026-03-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 108: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 0.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EMAU6, C.4 - ISIN: US3133EMAU63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96054046.75
- **C.18.a - Value (excl. sponsor support):** $96054046.75
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-22
- **C.12 - Maturity Date (WAL):** 2025-09-22
- **C.13 - Final Legal Maturity Date:** 2025-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 109: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.425000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP6Y6, C.4 - ISIN: US3133EP6Y63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $86740731.66
- **C.18.a - Value (excl. sponsor support):** $86740731.66
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 110: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.475000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPD44, C.4 - ISIN: US3133EPD443, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $168280766.28
- **C.18.a - Value (excl. sponsor support):** $168280766.28
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.465000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPE84, C.4 - ISIN: US3133EPE847, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $81703687.12
- **C.18.a - Value (excl. sponsor support):** $81703687.12
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-20
- **C.13 - Final Legal Maturity Date:** 2025-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 112: FEDERAL FARM CREDIT BANKS FUNDING CORP

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.475000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPH24, C.4 - ISIN: US3133EPH246, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $18910207.89
- **C.18.a - Value (excl. sponsor support):** $18910207.89
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPM69, C.4 - ISIN: US3133EPM691, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $14408659.59
- **C.18.a - Value (excl. sponsor support):** $14408659.59
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-15
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPM85, C.4 - ISIN: US3133EPM857, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96211329.47
- **C.18.a - Value (excl. sponsor support):** $96211329.47
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-15
- **C.13 - Final Legal Maturity Date:** 2025-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.375000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPNG6, C.4 - ISIN: US3133EPNG63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $111554597.46
- **C.18.a - Value (excl. sponsor support):** $111554597.46
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2026-06-23
- **C.12 - Maturity Date (WAL):** 2026-06-23
- **C.13 - Final Legal Maturity Date:** 2026-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.445000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPP82, C.4 - ISIN: US3133EPP827, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $192442403.04
- **C.18.a - Value (excl. sponsor support):** $192442403.04
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.375000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPPE9, C.4 - ISIN: US3133EPPE97, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $44421109.19
- **C.18.a - Value (excl. sponsor support):** $44421109.19
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2026-07-06
- **C.12 - Maturity Date (WAL):** 2026-07-06
- **C.13 - Final Legal Maturity Date:** 2026-07-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPQC2, C.4 - ISIN: US3133EPQC23, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $38897998.85
- **C.18.a - Value (excl. sponsor support):** $38897998.85
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2026-07-17
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.465000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPU45, C.4 - ISIN: US3133EPU454, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $38514356.27
- **C.18.a - Value (excl. sponsor support):** $38514356.27
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPWV3, C.4 - ISIN: US3133EPWV30, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $52809835.58
- **C.18.a - Value (excl. sponsor support):** $52809835.58
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-26
- **C.13 - Final Legal Maturity Date:** 2025-09-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.475000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPXS9, C.4 - ISIN: US3133EPXS91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $228467882.76
- **C.18.a - Value (excl. sponsor support):** $228467882.76
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.435000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPY58, C.4 - ISIN: US3133EPY589, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $149939936.36
- **C.18.a - Value (excl. sponsor support):** $149939936.36
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-29
- **C.13 - Final Legal Maturity Date:** 2025-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 5.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPYK5, C.4 - ISIN: US3133EPYK56, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $139021603.88
- **C.18.a - Value (excl. sponsor support):** $139021603.88
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-10-10
- **C.12 - Maturity Date (WAL):** 2025-10-10
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPYR0, C.4 - ISIN: US3133EPYR00, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96134892.95
- **C.18.a - Value (excl. sponsor support):** $96134892.95
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-17
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 5.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPYW9, C.4 - ISIN: US3133EPYW94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24774319.33
- **C.18.a - Value (excl. sponsor support):** $24774319.33
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-10-20
- **C.12 - Maturity Date (WAL):** 2025-10-20
- **C.13 - Final Legal Maturity Date:** 2025-10-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPZ57, C.4 - ISIN: US3133EPZ578, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99671430.13
- **C.18.a - Value (excl. sponsor support):** $99671430.13
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 5.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPZY4, C.4 - ISIN: US3133EPZY42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $23915228.16
- **C.18.a - Value (excl. sponsor support):** $23915228.16
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-07-30
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.450000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2D2, C.4 - ISIN: US3133ER2D27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $196200318.88
- **C.18.a - Value (excl. sponsor support):** $196200318.88
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4C2, C.4 - ISIN: US3133ER4C26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $77510196.68
- **C.18.a - Value (excl. sponsor support):** $77510196.68
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-02-18
- **C.13 - Final Legal Maturity Date:** 2027-02-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.415000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4E8, C.4 - ISIN: US3133ER4E81, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $87219723.77
- **C.18.a - Value (excl. sponsor support):** $87219723.77
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.395000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4P3, C.4 - ISIN: US3133ER4P39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100015358.00
- **C.18.a - Value (excl. sponsor support):** $100015358.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-08-24
- **C.13 - Final Legal Maturity Date:** 2026-08-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4W8, C.4 - ISIN: US3133ER4W89, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $169549391.36
- **C.18.a - Value (excl. sponsor support):** $169549391.36
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-01-25
- **C.13 - Final Legal Maturity Date:** 2027-01-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 133: FEDERAL HOME LOAN BANKS

- **C.1 - Title:** FEDERAL HOME LOAN BANKS 4.360000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER5B3, C.4 - ISIN: US3133ER5B34, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $121243976.21
- **C.18.a - Value (excl. sponsor support):** $121243976.21
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER5L1, C.4 - ISIN: US3133ER5L16, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $53662962.25
- **C.18.a - Value (excl. sponsor support):** $53662962.25
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.410000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6L0, C.4 - ISIN: US3133ER6L07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $43705889.89
- **C.18.a - Value (excl. sponsor support):** $43705889.89
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.415000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6W6, C.4 - ISIN: US3133ER6W61, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $174203595.48
- **C.18.a - Value (excl. sponsor support):** $174203595.48
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-03-10
- **C.13 - Final Legal Maturity Date:** 2027-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.375000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER7M7, C.4 - ISIN: US3133ER7M70, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $124996471.25
- **C.18.a - Value (excl. sponsor support):** $124996471.25
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERB83, C.4 - ISIN: US3133ERB831, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $72673097.31
- **C.18.a - Value (excl. sponsor support):** $72673097.31
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-11-18
- **C.13 - Final Legal Maturity Date:** 2026-11-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.415000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERBY6, C.4 - ISIN: US3133ERBY63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96446504.32
- **C.18.a - Value (excl. sponsor support):** $96446504.32
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.425000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDP3, C.4 - ISIN: US3133ERDP39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $38008951.28
- **C.18.a - Value (excl. sponsor support):** $38008951.28
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.425000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EREA5, C.4 - ISIN: US3133EREA50, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $144659411.80
- **C.18.a - Value (excl. sponsor support):** $144659411.80
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERFS5, C.4 - ISIN: US3133ERFS59, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96437582.50
- **C.18.a - Value (excl. sponsor support):** $96437582.50
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.415000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERGK1, C.4 - ISIN: US3133ERGK15, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96332216.20
- **C.18.a - Value (excl. sponsor support):** $96332216.20
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 5.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHU8, C.4 - ISIN: US3133ERHU87, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50178955.46
- **C.18.a - Value (excl. sponsor support):** $50178955.46
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-25
- **C.12 - Maturity Date (WAL):** 2025-08-25
- **C.13 - Final Legal Maturity Date:** 2025-08-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHZ7, C.4 - ISIN: US3133ERHZ74, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $144979725.43
- **C.18.a - Value (excl. sponsor support):** $144979725.43
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJD4, C.4 - ISIN: US3133ERJD45, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $97031510.46
- **C.18.a - Value (excl. sponsor support):** $97031510.46
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.415000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERKD2, C.4 - ISIN: US3133ERKD26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96657737.82
- **C.18.a - Value (excl. sponsor support):** $96657737.82
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERKS9, C.4 - ISIN: US3133ERKS94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $48942593.37
- **C.18.a - Value (excl. sponsor support):** $48942593.37
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-07-10
- **C.13 - Final Legal Maturity Date:** 2026-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.445000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERLR0, C.4 - ISIN: US3133ERLR03, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $58022071.90
- **C.18.a - Value (excl. sponsor support):** $58022071.90
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERLW9, C.4 - ISIN: US3133ERLW97, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $72807261.07
- **C.18.a - Value (excl. sponsor support):** $72807261.07
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-23
- **C.13 - Final Legal Maturity Date:** 2025-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERP21, C.4 - ISIN: US3133ERP211, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $19020379.78
- **C.18.a - Value (excl. sponsor support):** $19020379.78
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-12-23
- **C.13 - Final Legal Maturity Date:** 2026-12-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.375000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERPF2, C.4 - ISIN: US3133ERPF29, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $142983567.81
- **C.18.a - Value (excl. sponsor support):** $142983567.81
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-13
- **C.12 - Maturity Date (WAL):** 2025-08-13
- **C.13 - Final Legal Maturity Date:** 2025-08-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.375000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ87, C.4 - ISIN: US3133ERQ870, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96726283.06
- **C.18.a - Value (excl. sponsor support):** $96726283.06
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-30
- **C.13 - Final Legal Maturity Date:** 2025-12-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.445000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR86, C.4 - ISIN: US3133ERR860, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $40031916.00
- **C.18.a - Value (excl. sponsor support):** $40031916.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-10-06
- **C.13 - Final Legal Maturity Date:** 2026-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR94, C.4 - ISIN: US3133ERR944, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $40063793.20
- **C.18.a - Value (excl. sponsor support):** $40063793.20
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRM5, C.4 - ISIN: US3133ERRM51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $17416479.37
- **C.18.a - Value (excl. sponsor support):** $17416479.37
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERS69, C.4 - ISIN: US3133ERS694, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99870858.00
- **C.18.a - Value (excl. sponsor support):** $99870858.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSB8, C.4 - ISIN: US3133ERSB87, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $58084040.51
- **C.18.a - Value (excl. sponsor support):** $58084040.51
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSF9, C.4 - ISIN: US3133ERSF91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $38826493.80
- **C.18.a - Value (excl. sponsor support):** $38826493.80
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERUA7, C.4 - ISIN: US3133ERUA76, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $145294803.98
- **C.18.a - Value (excl. sponsor support):** $145294803.98
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.410000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERUF6, C.4 - ISIN: US3133ERUF63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $145246757.30
- **C.18.a - Value (excl. sponsor support):** $145246757.30
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-22
- **C.13 - Final Legal Maturity Date:** 2025-12-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.465000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERV99, C.4 - ISIN: US3133ERV995, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $58221797.64
- **C.18.a - Value (excl. sponsor support):** $58221797.64
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERVE8, C.4 - ISIN: US3133ERVE89, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $200184470.00
- **C.18.a - Value (excl. sponsor support):** $200184470.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.385000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERW98, C.4 - ISIN: US3133ERW985, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $48420707.94
- **C.18.a - Value (excl. sponsor support):** $48420707.94
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-03-23
- **C.13 - Final Legal Maturity Date:** 2026-03-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.450000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXA4, C.4 - ISIN: US3133ERXA40, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $212976275.69
- **C.18.a - Value (excl. sponsor support):** $212976275.69
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.475000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZB0, C.4 - ISIN: US3133ERZB05, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $121098203.60
- **C.18.a - Value (excl. sponsor support):** $121098203.60
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-10-30
- **C.13 - Final Legal Maturity Date:** 2026-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.395000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETBC0, C.4 - ISIN: US3133ETBC00, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $145219205.60
- **C.18.a - Value (excl. sponsor support):** $145219205.60
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-04-01
- **C.13 - Final Legal Maturity Date:** 2027-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.365000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETBN6, C.4 - ISIN: US3133ETBN64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $116110501.25
- **C.18.a - Value (excl. sponsor support):** $116110501.25
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETBP1, C.4 - ISIN: US3133ETBP13, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $280737327.48
- **C.18.a - Value (excl. sponsor support):** $280737327.48
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-04-01
- **C.13 - Final Legal Maturity Date:** 2027-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.445000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETDD6, C.4 - ISIN: US3133ETDD64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96814558.72
- **C.18.a - Value (excl. sponsor support):** $96814558.72
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-04-16
- **C.13 - Final Legal Maturity Date:** 2027-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.450000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETEG8, C.4 - ISIN: US3133ETEG86, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $241960463.31
- **C.18.a - Value (excl. sponsor support):** $241960463.31
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETEL7, C.4 - ISIN: US3133ETEL71, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $209582850.97
- **C.18.a - Value (excl. sponsor support):** $209582850.97
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.440800%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETHD2, C.4 - ISIN: US3133ETHD29, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $62909659.55
- **C.18.a - Value (excl. sponsor support):** $62909659.55
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2027-05-19
- **C.13 - Final Legal Maturity Date:** 2027-05-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.360000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJC2, C.4 - ISIN: US3133ETJC28, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $38802674.87
- **C.18.a - Value (excl. sponsor support):** $38802674.87
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.365000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETLP0, C.4 - ISIN: US3133ETLP03, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $116110941.26
- **C.18.a - Value (excl. sponsor support):** $116110941.26
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.385000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETMS3, C.4 - ISIN: US3133ETMS33, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $115012983.50
- **C.18.a - Value (excl. sponsor support):** $115012983.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETNY9, C.4 - ISIN: US3133ETNY91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96662550.97
- **C.18.a - Value (excl. sponsor support):** $96662550.97
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** FEDERAL FARM CREDIT BANKS FUNDING CORP 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETPK7, C.4 - ISIN: US3133ETPK79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96765931.82
- **C.18.a - Value (excl. sponsor support):** $96765931.82
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-07-09
- **C.13 - Final Legal Maturity Date:** 2027-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 179: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 0.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134GWD52, C.4 - ISIN: US3134GWD525, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $38523680.98
- **C.18.a - Value (excl. sponsor support):** $38523680.98
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 180: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 0.625000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134GWH82, C.4 - ISIN: US3134GWH823, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $208975586.70
- **C.18.a - Value (excl. sponsor support):** $208975586.70
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-08
- **C.12 - Maturity Date (WAL):** 2025-09-08
- **C.13 - Final Legal Maturity Date:** 2025-09-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 181: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 0.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134GWJN7, C.4 - ISIN: US3134GWJN76, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $73062742.39
- **C.18.a - Value (excl. sponsor support):** $73062742.39
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 182: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 0.570000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134GWUG9, C.4 - ISIN: US3134GWUG96, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $70102133.25
- **C.18.a - Value (excl. sponsor support):** $70102133.25
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-24
- **C.12 - Maturity Date (WAL):** 2025-09-24
- **C.13 - Final Legal Maturity Date:** 2025-09-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 183: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 0.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134GWVN3, C.4 - ISIN: US3134GWVN39, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $72049373.35
- **C.18.a - Value (excl. sponsor support):** $72049373.35
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 184: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 0.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134GWZG4, C.4 - ISIN: US3134GWZG42, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $32077865.23
- **C.18.a - Value (excl. sponsor support):** $32077865.23
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-20
- **C.12 - Maturity Date (WAL):** 2025-10-20
- **C.13 - Final Legal Maturity Date:** 2025-10-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 185: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134GXR63, C.4 - ISIN: US3134GXR630, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $69922441.35
- **C.18.a - Value (excl. sponsor support):** $69922441.35
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-28
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 186: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.200000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134GXS47, C.4 - ISIN: US3134GXS471, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $21989465.72
- **C.18.a - Value (excl. sponsor support):** $21989465.72
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-28
- **C.12 - Maturity Date (WAL):** 2025-08-28
- **C.13 - Final Legal Maturity Date:** 2025-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 187: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJM6, C.4 - ISIN: US3134HAJM64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $153902275.46
- **C.18.a - Value (excl. sponsor support):** $153902275.46
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 188: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJN4, C.4 - ISIN: US3134HAJN48, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $61061346.48
- **C.18.a - Value (excl. sponsor support):** $61061346.48
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 189: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.460000%
- **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):** $130737455.19
- **C.18.a - Value (excl. sponsor support):** $130737455.19
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 190: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.435000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAPV9, C.4 - ISIN: US3134HAPV99, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $60047055.00
- **C.18.a - Value (excl. sponsor support):** $60047055.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 191: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.460000%
- **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):** $68659826.75
- **C.18.a - Value (excl. sponsor support):** $68659826.75
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 192: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAVY6, C.4 - ISIN: US3134HAVY64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $65847121.35
- **C.18.a - Value (excl. sponsor support):** $65847121.35
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 193: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.445000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBMJ7, C.4 - ISIN: US3134HBMJ71, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $169420792.16
- **C.18.a - Value (excl. sponsor support):** $169420792.16
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 194: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBXW6, C.4 - ISIN: US3134HBXW63, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $72548916.83
- **C.18.a - Value (excl. sponsor support):** $72548916.83
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 195: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.375000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G05X7, C.4 - ISIN: US3135G05X77, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $24134751.72
- **C.18.a - Value (excl. sponsor support):** $24134751.72
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-25
- **C.12 - Maturity Date (WAL):** 2025-08-25
- **C.13 - Final Legal Maturity Date:** 2025-08-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 196: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07G2, C.4 - ISIN: US3135G07G27, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $96669591.61
- **C.18.a - Value (excl. sponsor support):** $96669591.61
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 197: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07H0, C.4 - ISIN: US3135G07H00, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $42531087.05
- **C.18.a - Value (excl. sponsor support):** $42531087.05
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 198: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.455000%
- **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):** $239329174.95
- **C.18.a - Value (excl. sponsor support):** $239329174.95
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 199: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07K3, C.4 - ISIN: US3135G07K39, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $113107630.24
- **C.18.a - Value (excl. sponsor support):** $113107630.24
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 200: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.460000%
- **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):** $100700316.30
- **C.18.a - Value (excl. sponsor support):** $100700316.30
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 201: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.460000%
- **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):** $140829821.94
- **C.18.a - Value (excl. sponsor support):** $140829821.94
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 202: FEDERAL NATIONAL MORTGAGE ASSOCIATION

- **C.1 - Title:** FEDERAL NATIONAL MORTGAGE ASSOCIATION 4.460000%
- **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):** $52964214.25
- **C.18.a - Value (excl. sponsor support):** $52964214.25
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 203: FEDERAL HOME LOAN MORTGAGE CORPORATION

- **C.1 - Title:** FEDERAL HOME LOAN MORTGAGE CORPORATION 0.375000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3137EAEX3, C.4 - ISIN: US3137EAEX33, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $509982657.12
- **C.18.a - Value (excl. sponsor support):** $509982657.12
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-23
- **C.12 - Maturity Date (WAL):** 2025-09-23
- **C.13 - Final Legal Maturity Date:** 2025-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 204: RIVERSIDE HOME LENDING

- **C.1 - Title:** TAXABLE S/F RENTAL HOUSING RB SERIES 2021A 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 769141AA0, C.4 - ISIN: US769141AA08, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $77300000.00
- **C.18.a - Value (excl. sponsor support):** $77300000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2061-09-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 205: AVENTURA BORROWERS

- **C.1 - Title:** AVENTURA BORROWERS 4.450000%
- **C.6 - Investment Category:** Variable Rate Demand Note
- **Identifiers:** C.3 - CUSIP: 78437YAA2, C.4 - ISIN: US78437YAA29, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $48300000.00
- **C.18.a - Value (excl. sponsor support):** $48300000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2065-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 206: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 2.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128285T3, C.4 - ISIN: US9128285T35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $246902385.18
- **C.18.a - Value (excl. sponsor support):** $246902385.18
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 207: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 2.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286A3, C.4 - ISIN: US9128286A35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $79726133.83
- **C.18.a - Value (excl. sponsor support):** $79726133.83
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 208: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 2.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286F2, C.4 - ISIN: US9128286F22, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $28996403.66
- **C.18.a - Value (excl. sponsor support):** $28996403.66
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 209: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 2.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286S4, C.4 - ISIN: US9128286S43, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $144093658.37
- **C.18.a - Value (excl. sponsor support):** $144093658.37
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 210: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 2.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286X3, C.4 - ISIN: US9128286X38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $39904154.98
- **C.18.a - Value (excl. sponsor support):** $39904154.98
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2026-05-31
- **C.12 - Maturity Date (WAL):** 2026-05-31
- **C.13 - Final Legal Maturity Date:** 2026-05-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 211: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 1.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128287B0, C.4 - ISIN: US9128287B09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $64443477.07
- **C.18.a - Value (excl. sponsor support):** $64443477.07
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 212: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 2.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828M56, C.4 - ISIN: US912828M565, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $48207518.81
- **C.18.a - Value (excl. sponsor support):** $48207518.81
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-15
- **C.12 - Maturity Date (WAL):** 2025-11-15
- **C.13 - Final Legal Maturity Date:** 2025-11-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 213: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 1.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828P46, C.4 - ISIN: US912828P469, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $141677708.46
- **C.18.a - Value (excl. sponsor support):** $141677708.46
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2026-02-15
- **C.12 - Maturity Date (WAL):** 2026-02-15
- **C.13 - Final Legal Maturity Date:** 2026-02-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 214: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 1.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828R36, C.4 - ISIN: US912828R366, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $34901906.43
- **C.18.a - Value (excl. sponsor support):** $34901906.43
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 215: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 1.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Y95, C.4 - ISIN: US912828Y958, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $32069046.75
- **C.18.a - Value (excl. sponsor support):** $32069046.75
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 216: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAZ4, C.4 - ISIN: US91282CAZ41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $287793931.82
- **C.18.a - Value (excl. sponsor support):** $287793931.82
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-11-30
- **C.12 - Maturity Date (WAL):** 2025-11-30
- **C.13 - Final Legal Maturity Date:** 2025-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 217: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBC4, C.4 - ISIN: US91282CBC47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $412134689.59
- **C.18.a - Value (excl. sponsor support):** $412134689.59
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 218: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBH3, C.4 - ISIN: US91282CBH34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $128945107.53
- **C.18.a - Value (excl. sponsor support):** $128945107.53
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 219: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 0.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBQ3, C.4 - ISIN: US91282CBQ33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $119338994.56
- **C.18.a - Value (excl. sponsor support):** $119338994.56
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 220: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBT7, C.4 - ISIN: US91282CBT71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $63517506.65
- **C.18.a - Value (excl. sponsor support):** $63517506.65
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 221: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBW0, C.4 - ISIN: US91282CBW01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $155903899.20
- **C.18.a - Value (excl. sponsor support):** $155903899.20
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 222: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCF6, C.4 - ISIN: US91282CCF68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $363702291.44
- **C.18.a - Value (excl. sponsor support):** $363702291.44
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2026-05-31
- **C.12 - Maturity Date (WAL):** 2026-05-31
- **C.13 - Final Legal Maturity Date:** 2026-05-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 223: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 0.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8, C.4 - ISIN: US91282CCJ80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $389068751.46
- **C.18.a - Value (excl. sponsor support):** $389068751.46
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 224: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 0.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCP4, C.4 - ISIN: US91282CCP41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $47506828.25
- **C.18.a - Value (excl. sponsor support):** $47506828.25
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 225: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 3.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGE5, C.4 - ISIN: US91282CGE57, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $101823290.11
- **C.18.a - Value (excl. sponsor support):** $101823290.11
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 226: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGL9, C.4 - ISIN: US91282CGL90, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $47924902.08
- **C.18.a - Value (excl. sponsor support):** $47924902.08
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2026-02-15
- **C.12 - Maturity Date (WAL):** 2026-02-15
- **C.13 - Final Legal Maturity Date:** 2026-02-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 227: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGR6, C.4 - ISIN: US91282CGR60, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $142425799.78
- **C.18.a - Value (excl. sponsor support):** $142425799.78
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-03-15
- **C.12 - Maturity Date (WAL):** 2026-03-15
- **C.13 - Final Legal Maturity Date:** 2026-03-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 228: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 3.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHB0, C.4 - ISIN: US91282CHB00, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $273907182.90
- **C.18.a - Value (excl. sponsor support):** $273907182.90
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 229: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJL6, C.4 - ISIN: US91282CJL63, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $79918783.10
- **C.18.a - Value (excl. sponsor support):** $79918783.10
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-11-30
- **C.12 - Maturity Date (WAL):** 2025-11-30
- **C.13 - Final Legal Maturity Date:** 2025-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 230: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJS1, C.4 - ISIN: US91282CJS17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $480659250.61
- **C.18.a - Value (excl. sponsor support):** $480659250.61
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 231: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.530900%
- **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):** $448854637.25
- **C.18.a - Value (excl. sponsor support):** $448854637.25
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 232: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJV4, C.4 - ISIN: US91282CJV46, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $149517284.66
- **C.18.a - Value (excl. sponsor support):** $149517284.66
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 233: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKB6, C.4 - ISIN: US91282CKB62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $270443588.40
- **C.18.a - Value (excl. sponsor support):** $270443588.40
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 234: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKH3, C.4 - ISIN: US91282CKH33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $257160757.77
- **C.18.a - Value (excl. sponsor support):** $257160757.77
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 235: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $242784575.57
- **C.18.a - Value (excl. sponsor support):** $242784575.57
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 236: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.435900%
- **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):** $14411637.65
- **C.18.a - Value (excl. sponsor support):** $14411637.65
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 237: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKS9, C.4 - ISIN: US91282CKS97, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $131265754.40
- **C.18.a - Value (excl. sponsor support):** $131265754.40
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2026-05-31
- **C.12 - Maturity Date (WAL):** 2026-05-31
- **C.13 - Final Legal Maturity Date:** 2026-05-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 238: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $97255805.17
- **C.18.a - Value (excl. sponsor support):** $97255805.17
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 239: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.467900%
- **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):** $117530029.90
- **C.18.a - Value (excl. sponsor support):** $117530029.90
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 240: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLB5, C.4 - ISIN: US91282CLB53, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $82454312.50
- **C.18.a - Value (excl. sponsor support):** $82454312.50
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 241: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.490900%
- **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):** $84297032.08
- **C.18.a - Value (excl. sponsor support):** $84297032.08
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 242: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.383900%
- **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):** $175478436.32
- **C.18.a - Value (excl. sponsor support):** $175478436.32
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 243: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.445900%
- **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):** $559852472.20
- **C.18.a - Value (excl. sponsor support):** $559852472.20
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 244: UNITED STATES TREASURY

- **C.1 - Title:** UNITED STATES TREASURY 4.444900%
- **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):** $246683961.91
- **C.18.a - Value (excl. sponsor support):** $246683961.91
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 245: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP186XK0, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP186XK0
- **C.18 - Value (incl. sponsor support):** $1213000000.00
- **C.18.a - Value (excl. sponsor support):** $1213000000.00
- **C.19 - Percentage of Net Assets:** 1.4800%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRM 2025-002 G                                    | 2048-10-20      | 3.5000%  | 0.0000% | $26230912.00       | $23620769.08       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-001 FW                                   | 2054-01-20      | 5.5480%  | 0.0000% | $100000000.00      | $65988065.77       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-028 LN                                   | 2054-07-20      | 5.0000%  | 0.0000% | $7884168.00        | $7423611.70        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2052-05-25      | 5.5000%  | 0.0000% | $21798000.00       | $16705970.34       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2047-02-25      | 3.0000%  | 0.0000% | $14150000.00       | $8941339.42        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2047-10-25      | 3.5000%  | 0.0000% | $78174080.00       | $73105466.86       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-001 KF                                   | 2054-01-20      | 5.4980%  | 0.0000% | $100000000.00      | $51311910.36       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-060 AC                                   | 2049-08-20      | 5.0000%  | 0.0000% | $39052928.00       | $38645844.40       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-001 FL                                   | 2053-01-20      | 5.3480%  | 0.0000% | $50000000.00       | $35802586.65       | Agency Collateralized Mortgage Obligation |
| FNRM CL023EM R25F023                               | 2047-11-25      | 3.0000%  | 0.0000% | $54672320.00       | $48863199.69       | Agency Collateralized Mortgage Obligation |
| FNRM CL072CB R21F072                               | 2049-04-25      | 2.0000%  | 0.0000% | $5000000.00        | $3272033.16        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2050-07-25      | 1.0000%  | 0.0000% | $153855995.00      | $51464511.08       | Agency Collateralized Mortgage Obligation |
| MNRM CL002A1 R25M002                               | 2030-04-25      | 4.4500%  | 0.0000% | $5750999.00        | $5799476.09        | Agency Collateralized Mortgage Obligation |
| FNRM CL072GY R13F072                               | 2043-07-25      | 2.5000%  | 0.0000% | $7522264.00        | $7008525.96        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2042-04-15      | 3.5000%  | 0.0000% | $15000000.00       | $11137747.05       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2051-10-25      | 5.0000%  | 0.0000% | $49125888.00       | $47826683.95       | Agency Collateralized Mortgage Obligation |
| GNRM 2021-180 AC                                   | 2063-01-16      | 1.6000%  | 0.0000% | $5000000.00        | $3211241.24        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-160 WE                                   | 2054-02-20      | 4.5000%  | 0.0000% | $2911000.00        | $2655284.87        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-151 FU                                   | 2054-09-20      | 5.5180%  | 0.0000% | $30000000.00       | $28074175.87       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-002 PL                                   | 2055-01-20      | 5.5000%  | 0.0000% | $9457152.00        | $9290435.02        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-060 MQ                                   | 2052-04-20      | 5.0000%  | 0.0000% | $7520200.00        | $7381374.60        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-083 BQ                                   | 2051-06-20      | 5.0000%  | 0.0000% | $125503616.00      | $124738978.96      | Agency Collateralized Mortgage Obligation |
| GNRA 2024-064 KH                                   | 2054-04-20      | 5.5980%  | 0.0000% | $31700000.00       | $22058870.27       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-J29       A-2    20271125 1.4 | 2027-11-25      | 1.4090%  | 0.0000% | $50000000.00       | $35894964.40       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2051-11-25      | 1.5000%  | 0.0000% | $96497280.00       | $50392767.36       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2050-06-25      | 1.7500%  | 0.0000% | $10000000.00       | $4902121.52        | Agency Collateralized Mortgage Obligation |
| MNRA CL053A2 R20M053                               | 2032-11-25      | 1.6902%  | 0.0000% | $28527000.00       | $23704177.83       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-083 UY                                   | 2051-06-20      | 5.0000%  | 0.0000% | $7049208.00        | $6945377.87        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-063 YF                                   | 2053-05-20      | 5.2980%  | 0.0000% | $100000000.00      | $63570025.75       | Agency Collateralized Mortgage Obligation |
| Fannie Mae                                         | 2046-07-25      | 4.9645%  | 0.0000% | $9950000.00        | $2645690.60        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2048-11-25      | 3.0000%  | 0.0000% | $2491444.00        | $1523055.53        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-028 VF                                   | 2054-07-20      | 5.9980%  | 0.0000% | $100000000.00      | $84899142.08       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-196 DF                                   | 2054-12-20      | 5.5480%  | 0.0000% | $40000000.00       | $39142742.93       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-108 FH                                   | 2054-07-20      | 5.3480%  | 0.0000% | $50000000.00       | $44679444.65       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-069 FW                                   | 2055-04-20      | 5.6980%  | 0.0000% | $20000000.00       | $19997963.51       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-083 FN                                   | 2055-05-20      | 6.0000%  | 0.0000% | $26581000.00       | $26594398.86       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-060 HM                                   | 2052-04-20      | 5.0000%  | 0.0000% | $21200032.00       | $20815350.34       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-060 MB                                   | 2050-08-20      | 5.0000%  | 0.0000% | $14350000.00       | $14157014.36       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-083 MC                                   | 2051-06-20      | 5.0000%  | 0.0000% | $5373384.00        | $5223411.06        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-125 YF                                   | 2054-08-20      | 5.5480%  | 0.0000% | $30000000.00       | $20566548.48       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2027-12-25      | 6.0000%  | 0.0000% | $5010350.00        | $3575260.07        | Agency Collateralized Mortgage Obligation |
| FNRM CL028LA R16F028                               | 2045-05-25      | 2.5000%  | 0.0000% | $24999999.00       | $1645781.91        | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2051-08-25      | 2.0000%  | 0.0000% | $1745000.00        | $950588.17         | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2054-07-25      | 0.1250%  | 0.0000% | $100000000.00      | $63704929.13       | Agency Collateralized Mortgage Obligation |
| Freddie Mac                                        | 2053-11-25      | 5.0000%  | 0.0000% | $34226000.00       | $33019347.46       | Agency Collateralized Mortgage Obligation |

### Security 246: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18OLO6, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP18OLO6
- **C.18 - Value (incl. sponsor support):** $243000000.00
- **C.18.a - Value (excl. sponsor support):** $243000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-27
- **C.12 - Maturity Date (WAL):** 2025-08-27
- **C.13 - Final Legal Maturity Date:** 2025-08-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRA 2025-115 FE | 2055-07-20      | 5.8346%  | 0.0000% | $12969247.00       | $13455513.24       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-099 FE | 2055-06-20      | 5.4480%  | 0.0000% | $1456.00           | $1452.98           | Agency Collateralized Mortgage Obligation |
| GNRA 2025-115 FD | 2055-07-20      | 5.8256%  | 0.0000% | $232301786.00      | $241021710.60      | Agency Collateralized Mortgage Obligation |
| GNRA 2025-100 FL | 2055-06-20      | 5.4980%  | 0.0000% | $640475.00         | $640739.10         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-104 FG | 2055-06-20      | 5.6980%  | 0.0000% | $29595.00          | $29583.03          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-105 DF | 2055-06-20      | 5.7480%  | 0.0000% | $1000.00           | $1001.83           | Agency Collateralized Mortgage Obligation |

### Security 247: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19FVB1, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP19FVB1
- **C.18 - Value (incl. sponsor support):** $1941000000.00
- **C.18.a - Value (excl. sponsor support):** $1941000000.00
- **C.19 - Percentage of Net Assets:** 2.3600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 06.000 CLSL1352 | 2055-05-01      | 6.0000%  | 0.0000% | $14685055.00       | $14950752.19       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA4629 | 2037-06-01      | 3.0000%  | 0.0000% | $484501.00         | $310189.93         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1350 | 2055-05-01      | 6.0000%  | 0.0000% | $15285283.00       | $15545398.33       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA5090 | 2038-06-01      | 3.0000%  | 0.0000% | $547857.00         | $435330.94         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3331 | 2048-04-01      | 3.0000%  | 0.0000% | $62338.00          | $9096.61           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3238 | 2048-01-01      | 3.5000%  | 0.0000% | $3250397.00        | $451382.99         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA3697 | 2039-07-01      | 3.0000%  | 0.0000% | $213036.00         | $24609.75          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA2229 | 2045-03-01      | 3.5000%  | 0.0000% | $1800000.00        | $221355.78         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3774 | 2049-09-01      | 3.0000%  | 0.0000% | $9909701.00        | $1272620.31        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA3831 | 2039-11-01      | 3.0000%  | 0.0000% | $641816.00         | $96831.68          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA3617 | 2049-03-01      | 5.0000%  | 0.0000% | $329126.00         | $28809.21          | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLSL1064 | 2055-03-01      | 7.0000%  | 0.0000% | $11727407.00       | $12186682.93       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY9970 | 2053-08-01      | 6.0000%  | 0.0000% | $6647074.00        | $5937067.26        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL890248 | 2037-08-01      | 6.0000%  | 0.0000% | $26116.00          | $801.41            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL955791 | 2037-10-01      | 6.5000%  | 0.0000% | $462653.00         | $11853.10          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL930063 | 2038-09-01      | 6.0000%  | 0.0000% | $7520201.00        | $329417.11         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0594 | 2055-06-01      | 6.5000%  | 0.0000% | $25431162.00       | $26620575.15       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3416 | 2048-07-01      | 4.5000%  | 0.0000% | $408000.00         | $32313.63          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4465 | 2051-11-01      | 2.0000%  | 0.0000% | $50000000.00       | $31538890.89       | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIBW3040 | 2037-06-01      | 1.5000%  | 0.0000% | $399224.00         | $286021.72         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAB2812 | 2041-04-01      | 4.5000%  | 0.0000% | $67550592.00       | $1789845.41        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBV7970 | 2037-08-01      | 3.0000%  | 0.0000% | $489846.00         | $327141.23         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM4655 | 2047-05-01      | 3.5000%  | 0.0000% | $2600000.00        | $491471.08         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0822 | 2055-02-01      | 6.0000%  | 0.0000% | $16871637.00       | $16604262.03       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2418 | 2048-10-01      | 4.5000%  | 0.0000% | $20073675.00       | $3818162.22        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM9921 | 2051-12-01      | 3.0000%  | 0.0000% | $16465042.00       | $11000944.24       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3960 | 2050-03-01      | 3.0000%  | 0.0000% | $1659156.00        | $300535.19         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB6470 | 2053-06-01      | 4.0000%  | 0.0000% | $1013030.00        | $860900.26         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA1193 | 2055-03-01      | 6.0000%  | 0.0000% | $10008183.00       | $10063434.15       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA0237 | 2047-08-01      | 4.0000%  | 0.0000% | $16500000.00       | $1844482.94        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3182 | 2047-11-01      | 3.5000%  | 0.0000% | $7724818.00        | $1013231.78        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCA1795 | 2048-05-01      | 5.0000%  | 0.0000% | $6692881.00        | $504273.13         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3802 | 2049-10-01      | 3.0000%  | 0.0000% | $9172205.00        | $1250356.12        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA3681 | 2049-06-01      | 4.5000%  | 0.0000% | $55110477.00       | $8967567.16        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA2375 | 2048-09-01      | 4.0000%  | 0.0000% | $19339000.00       | $1482140.54        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM4795 | 2048-08-01      | 3.5000%  | 0.0000% | $201000.00         | $67271.95          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIQO0578 | 2037-07-01      | 2.5000%  | 0.0000% | $46551.00          | $35985.79          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CTRB5017 | 2039-11-01      | 3.0000%  | 0.0000% | $8341331.00        | $1372193.59        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIRC2057 | 2036-05-01      | 3.0000%  | 0.0000% | $83266.00          | $40609.71          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB0818 | 2038-02-01      | 3.0000%  | 0.0000% | $36952.00          | $26043.13          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZT1320 | 2048-11-01      | 4.0000%  | 0.0000% | $155246.00         | $11209.27          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAV9187 | 2044-03-01      | 4.0000%  | 0.0000% | $26798000.00       | $3450125.88        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6573 | 2046-01-01      | 3.5000%  | 0.0000% | $2395000.00        | $257681.63         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAY8840 | 2045-07-01      | 3.5000%  | 0.0000% | $1054536.00        | $181792.08         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAU1650 | 2043-07-01      | 3.5000%  | 0.0000% | $6130000.00        | $681692.70         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS4555 | 2045-03-01      | 3.5000%  | 0.0000% | $700000.00         | $127032.82         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQD5748 | 2052-02-01      | 2.0000%  | 0.0000% | $1008966.00        | $651775.67         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQD8684 | 2052-03-01      | 3.0000%  | 0.0000% | $6110879.00        | $4259770.42        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD0026 | 2047-02-01      | 3.0000%  | 0.0000% | $30000000.00       | $8193962.95        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5696 | 2045-08-01      | 3.5000%  | 0.0000% | $3054168.00        | $275591.14         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO5345 | 2049-11-01      | 3.0000%  | 0.0000% | $89091.00          | $21070.82          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTBM5276 | 2029-09-01      | 6.0000%  | 0.0000% | $3079554.00        | $73262.98          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIQO1100 | 2037-12-01      | 3.5000%  | 0.0000% | $76354.00          | $55857.46          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBV3023 | 2052-02-01      | 2.0000%  | 0.0000% | $1613171.00        | $1043831.42        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBW5042 | 2037-12-01      | 2.5000%  | 0.0000% | $28359.00          | $20556.97          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS4992 | 2045-05-01      | 3.5000%  | 0.0000% | $1171000.00        | $161384.37         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7475 | 2053-11-01      | 5.5000%  | 0.0000% | $7445111.00        | $6459305.96        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAT2060 | 2028-04-01      | 2.5000%  | 0.0000% | $470000.00         | $19610.49          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB4547 | 2037-05-01      | 2.5000%  | 0.0000% | $61205.00          | $42760.29          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM4091 | 2035-08-01      | 2.5000%  | 0.0000% | $50000.00          | $22078.45          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6620 | 2046-02-01      | 3.5000%  | 0.0000% | $500000.00         | $69417.67          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD5077 | 2054-03-01      | 6.5000%  | 0.0000% | $5000000.00        | $4386170.62        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8402 | 2054-02-01      | 6.0000%  | 0.0000% | $538148.00         | $428422.41         | Agency Mortgage-Backed Securities |
| 03.000 FGPC Q14276 G | 2043-01-01      | 3.0000%  | 0.0000% | $2519000.00        | $444528.90         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ2179 | 2054-08-01      | 5.5000%  | 0.0000% | $5865307.00        | $5457000.75        | Agency Mortgage-Backed Securities |
| 03.000 FGPC G18712 G | 2033-11-01      | 3.0000%  | 0.0000% | $792530.00         | $82421.49          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ7692 | 2054-11-01      | 5.5000%  | 0.0000% | $9146580.00        | $8896918.62        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIQN9907 | 2037-04-01      | 3.0000%  | 0.0000% | $136091.00         | $82031.55          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA4561 | 2051-02-01      | 2.5000%  | 0.0000% | $17781646.00       | $11128465.82       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CTRB5027 | 2040-01-01      | 3.0000%  | 0.0000% | $975247.00         | $201948.60         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA1217 | 2049-08-01      | 5.0000%  | 0.0000% | $656959.00         | $83768.48          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAI1206 | 2041-04-01      | 5.5000%  | 0.0000% | $12734611.00       | $408633.18         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6393 | 2045-12-01      | 3.5000%  | 0.0000% | $1234816.00        | $125596.29         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5722 | 2045-09-01      | 3.5000%  | 0.0000% | $805852.00         | $78189.63          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAI5355 | 2041-06-01      | 5.5000%  | 0.0000% | $1342777.00        | $149155.70         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAK1531 | 2042-03-01      | 5.0000%  | 0.0000% | $1001042.00        | $122636.09         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB0919 | 2038-05-01      | 3.0000%  | 0.0000% | $51042.00          | $37765.80          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS7242 | 2046-05-01      | 3.5000%  | 0.0000% | $580000.00         | $45326.00          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS8282 | 2046-11-01      | 3.5000%  | 0.0000% | $640569.00         | $78115.74          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAP6242 | 2042-10-01      | 3.5000%  | 0.0000% | $4590000.00        | $443847.06         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS4886 | 2045-05-01      | 3.5000%  | 0.0000% | $2300000.00        | $455684.54         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAK5035 | 2042-02-01      | 4.5000%  | 0.0000% | $13654237.00       | $138465.94         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAK9716 | 2042-04-01      | 5.0000%  | 0.0000% | $2539492.00        | $217889.27         | Agency Mortgage-Backed Securities |
| 06.000 FGPC A82380 G | 2038-10-01      | 6.0000%  | 0.0000% | $2472559.00        | $4809.48           | Agency Mortgage-Backed Securities |
| 05.500 FGPC A83066 G | 2038-11-01      | 5.5000%  | 0.0000% | $3776120.00        | $10949.94          | Agency Mortgage-Backed Securities |
| 03.500 FGPC C04060 G | 2042-06-01      | 3.5000%  | 0.0000% | $4735000.00        | $420698.60         | Agency Mortgage-Backed Securities |
| 03.000 FGPC G08726 G | 2046-10-01      | 3.0000%  | 0.0000% | $9494420.00        | $1495687.80        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZK5632 | 2028-06-01      | 2.5000%  | 0.0000% | $1100000.00        | $50138.73          | Agency Mortgage-Backed Securities |
| 06.000 FGPC C91213 G | 2028-10-01      | 6.0000%  | 0.0000% | $2000000.00        | $9277.32           | Agency Mortgage-Backed Securities |
| 03.500 FGPC C09068 G | 2044-11-01      | 3.5000%  | 0.0000% | $15000.00          | $1438.82           | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08554 G | 2043-10-01      | 3.5000%  | 0.0000% | $1524768.00        | $159322.40         | Agency Mortgage-Backed Securities |
| 05.000 FGPC A91351 G | 2040-03-01      | 5.0000%  | 0.0000% | $1201282.00        | $20412.60          | Agency Mortgage-Backed Securities |
| 03.000 FGPC C09008 G | 2042-08-01      | 3.0000%  | 0.0000% | $28506.00          | $3136.73           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA2864 | 2047-01-01      | 3.5000%  | 0.0000% | $1412969.00        | $212928.16         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL0874 | 2055-03-01      | 6.0000%  | 0.0000% | $4522151.00        | $4540002.01        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL1462 | 2055-05-01      | 6.5000%  | 0.0000% | $8022374.00        | $8348316.71        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM1233 | 2048-03-01      | 3.5000%  | 0.0000% | $41830842.00       | $7788848.17        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLMA5498 | 2054-10-01      | 6.0000%  | 0.0000% | $119835.00         | $107347.52         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAD9720 | 2040-08-01      | 5.5000%  | 0.0000% | $1926737.00        | $225485.05         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8792 | 2054-08-01      | 6.0000%  | 0.0000% | $12021000.00       | $11002716.08       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA2929 | 2047-03-01      | 3.5000%  | 0.0000% | $1000000.00        | $135927.38         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3183 | 2047-11-01      | 4.0000%  | 0.0000% | $30116000.00       | $3550330.82        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBM1948 | 2041-07-01      | 6.0000%  | 0.0000% | $15534000.00       | $3600458.53        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBJ9175 | 2048-05-01      | 5.5000%  | 0.0000% | $482433.00         | $38193.51          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH3700 | 2047-07-01      | 4.0000%  | 0.0000% | $5617726.00        | $2185595.84        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM5078 | 2047-05-01      | 3.5000%  | 0.0000% | $1700000.00        | $418169.15         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1348 | 2055-05-01      | 6.0000%  | 0.0000% | $22193771.00       | $22588219.71       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA3800 | 2039-10-01      | 3.0000%  | 0.0000% | $1546449.00        | $211937.61         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3937 | 2050-02-01      | 3.0000%  | 0.0000% | $1104138.00        | $191440.54         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9151 | 2054-09-01      | 6.0000%  | 0.0000% | $9404355.00        | $9052168.26        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAB3857 | 2026-11-01      | 2.5000%  | 0.0000% | $27000.00          | $144.96            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3685 | 2049-06-01      | 3.0000%  | 0.0000% | $997405.00         | $97747.44          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM9788 | 2051-12-01      | 3.0000%  | 0.0000% | $30400630.00       | $19792849.72       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3744 | 2049-08-01      | 3.0000%  | 0.0000% | $1455931.00        | $158990.20         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA0708 | 2047-11-01      | 4.0000%  | 0.0000% | $27185044.00       | $7690583.89        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3358 | 2048-05-01      | 4.5000%  | 0.0000% | $1539200.00        | $142008.23         | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08620 G | 2044-12-01      | 3.5000%  | 0.0000% | $195000.00         | $16288.69          | Agency Mortgage-Backed Securities |
| 04.500 FGPC G08818 G | 2048-06-01      | 4.5000%  | 0.0000% | $3148000.00        | $267365.71         | Agency Mortgage-Backed Securities |
| 03.000 FGPC G08499 G | 2042-07-01      | 3.0000%  | 0.0000% | $27667.00          | $2514.58           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB8187 | 2037-11-01      | 3.0000%  | 0.0000% | $796766.00         | $535368.56         | Agency Mortgage-Backed Securities |
| FEPC 03.500 ZLZT1237 | 2043-04-01      | 3.5000%  | 0.0000% | $2000.00           | $342.84            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAI1204 | 2041-04-01      | 5.5000%  | 0.0000% | $3553086.00        | $239395.66         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL7231 | 2045-08-01      | 3.5000%  | 0.0000% | $336000.00         | $58056.29          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICA7939 | 2035-11-01      | 2.5000%  | 0.0000% | $288762.00         | $126392.37         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA5902 | 2050-01-01      | 3.0000%  | 0.0000% | $954968.00         | $194648.39         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8056 | 2050-04-01      | 3.0000%  | 0.0000% | $2586065.00        | $509417.30         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD7399 | 2054-12-01      | 4.5000%  | 0.0000% | $9993971.00        | $9416766.77        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM0948 | 2046-04-01      | 3.5000%  | 0.0000% | $1500000.00        | $137196.28         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CISB8155 | 2037-05-01      | 3.0000%  | 0.0000% | $1055997.00        | $675957.55         | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLSD7425 | 2054-12-01      | 7.0000%  | 0.0000% | $15176307.00       | $14532264.91       | Agency Mortgage-Backed Securities |
| 06.000 FGPC G03551 G | 2037-11-01      | 6.0000%  | 0.0000% | $18276751.00       | $127449.24         | Agency Mortgage-Backed Securities |
| 06.000 FGPC A62706 G | 2037-06-01      | 6.0000%  | 0.0000% | $10272321.00       | $18127.11          | Agency Mortgage-Backed Securities |
| 03.000 FGPC G18719 G | 2034-01-01      | 3.0000%  | 0.0000% | $13002261.00       | $1684231.30        | Agency Mortgage-Backed Securities |
| 05.500 FGPC G07795 G | 2041-06-01      | 5.5000%  | 0.0000% | $25132.00          | $2097.03           | Agency Mortgage-Backed Securities |
| 04.500 FGPC G08853 G | 2048-12-01      | 4.5000%  | 0.0000% | $2000.00           | $143.39            | Agency Mortgage-Backed Securities |
| 03.000 FGPC G07289 G | 2042-11-01      | 3.0000%  | 0.0000% | $1000.00           | $174.05            | Agency Mortgage-Backed Securities |
| 05.500 FGPC G06209 G | 2040-05-01      | 5.5000%  | 0.0000% | $156000.00         | $2518.57           | Agency Mortgage-Backed Securities |
| 06.000 FGPC A69830 G | 2037-12-01      | 6.0000%  | 0.0000% | $4003599.00        | $12724.16          | Agency Mortgage-Backed Securities |
| 03.500 FGPC G06784 G | 2041-10-01      | 3.5000%  | 0.0000% | $8000000.00        | $395981.22         | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08538 G | 2043-07-01      | 3.5000%  | 0.0000% | $1075000.00        | $152721.13         | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08659 G | 2045-08-01      | 3.5000%  | 0.0000% | $921000.00         | $90665.12          | Agency Mortgage-Backed Securities |
| 03.500 FGPC G61195 G | 2044-08-01      | 3.5000%  | 0.0000% | $236000.00         | $58752.82          | Agency Mortgage-Backed Securities |
| 03.500 FGPC G07664 G | 2043-08-01      | 3.5000%  | 0.0000% | $1260000.00        | $218196.55         | Agency Mortgage-Backed Securities |
| 06.500 FGPC G04173 G | 2037-12-01      | 6.5000%  | 0.0000% | $603821.00         | $6155.98           | Agency Mortgage-Backed Securities |
| 05.500 FGPC G03150 G | 2037-08-01      | 5.5000%  | 0.0000% | $16012676.00       | $78101.18          | Agency Mortgage-Backed Securities |
| 05.500 FGPC A79390 G | 2038-07-01      | 5.5000%  | 0.0000% | $9724436.00        | $85413.39          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAH7402 | 2041-06-01      | 5.5000%  | 0.0000% | $1258696.00        | $56819.48          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZA1195 | 2042-05-01      | 3.5000%  | 0.0000% | $45000.00          | $7173.04           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLAL0808 | 2040-05-01      | 6.5000%  | 0.0000% | $593946.00         | $13028.53          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAK1081 | 2042-01-01      | 3.5000%  | 0.0000% | $10027586.00       | $607566.36         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAH3966 | 2041-02-01      | 5.0000%  | 0.0000% | $2474623.00        | $83849.73          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLAL1176 | 2039-10-01      | 6.5000%  | 0.0000% | $1731147.00        | $48452.21          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAL0309 | 2040-01-01      | 6.0000%  | 0.0000% | $341017.00         | $8503.72           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAK7581 | 2042-08-01      | 3.0000%  | 0.0000% | $2375000.00        | $253431.10         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAI5791 | 2041-07-01      | 5.5000%  | 0.0000% | $1123093.00        | $114699.73         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAI1173 | 2041-04-01      | 5.5000%  | 0.0000% | $6995497.00        | $401647.90         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAI1172 | 2041-04-01      | 5.5000%  | 0.0000% | $8496607.00        | $525622.37         | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL630993 | 2031-09-01      | 7.5000%  | 0.0000% | $13440401.00       | $74471.36          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL3527 | 2042-09-01      | 3.5000%  | 0.0000% | $473364.00         | $52603.12          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIAL3197 | 2026-06-01      | 5.0000%  | 0.0000% | $1280921.00        | $1.57              | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAJ7680 | 2041-12-01      | 3.5000%  | 0.0000% | $4200000.00        | $281743.42         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAR6885 | 2028-02-01      | 2.5000%  | 0.0000% | $2300000.00        | $95426.18          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAQ0578 | 2027-11-01      | 2.5000%  | 0.0000% | $1200000.00        | $38597.20          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLRA1729 | 2049-11-01      | 3.5000%  | 0.0000% | $16918979.00       | $4120064.66        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBC3218 | 2046-04-01      | 3.5000%  | 0.0000% | $723480.00         | $130529.99         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB3759 | 2037-03-01      | 2.5000%  | 0.0000% | $1301444.00        | $807111.74         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAL8671 | 2028-11-01      | 2.5000%  | 0.0000% | $5694439.00        | $327922.62         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA2495 | 2046-01-01      | 3.5000%  | 0.0000% | $113000.00         | $13053.39          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBV3083 | 2052-02-01      | 2.0000%  | 0.0000% | $677612.00         | $429929.56         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS5698 | 2053-08-01      | 5.5000%  | 0.0000% | $5100000.00        | $4653246.37        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAB8447 | 2028-02-01      | 2.5000%  | 0.0000% | $1125000.00        | $52122.23          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAC4613 | 2040-05-01      | 4.5000%  | 0.0000% | $1315430.00        | $297635.95         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL889983 | 2038-10-01      | 6.0000%  | 0.0000% | $18808790.00       | $137792.53         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBH1380 | 2047-07-01      | 3.5000%  | 0.0000% | $7052044.00        | $1341774.51        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBH5752 | 2047-11-01      | 3.5000%  | 0.0000% | $3600000.00        | $574511.83         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH6441 | 2047-07-01      | 4.0000%  | 0.0000% | $1298443.00        | $143948.08         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH4689 | 2047-06-01      | 4.5000%  | 0.0000% | $1847148.00        | $230326.81         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBU4462 | 2054-04-01      | 5.5000%  | 0.0000% | $23263541.00       | $20778341.59       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD8997 | 2046-11-01      | 3.5000%  | 0.0000% | $68000.00          | $13781.87          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA6132 | 2051-10-01      | 2.5000%  | 0.0000% | $2617763.00        | $1620671.54        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBJ0978 | 2047-11-01      | 3.0000%  | 0.0000% | $33843.00          | $6287.26           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ5849 | 2048-01-01      | 4.0000%  | 0.0000% | $750000.00         | $171465.21         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA9167 | 2053-06-01      | 5.5000%  | 0.0000% | $427859.00         | $370398.99         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIRC1421 | 2035-06-01      | 2.5000%  | 0.0000% | $299983.00         | $88740.41          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIQO0483 | 2037-06-01      | 2.5000%  | 0.0000% | $492044.00         | $251821.60         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBM4197 | 2047-03-01      | 3.0000%  | 0.0000% | $39000000.00       | $7023413.07        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5629 | 2045-08-01      | 3.5000%  | 0.0000% | $276000.00         | $35628.45          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBA2101 | 2045-08-01      | 3.5000%  | 0.0000% | $3584858.00        | $386230.91         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB4802 | 2037-07-01      | 2.5000%  | 0.0000% | $272164.00         | $159861.73         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAQ1224 | 2042-11-01      | 3.0000%  | 0.0000% | $5750000.00        | $1167560.74        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0012 | 2054-11-01      | 6.0000%  | 0.0000% | $10598233.00       | $9472997.55        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6131 | 2045-11-01      | 3.5000%  | 0.0000% | $150000.00         | $23960.45          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS7170 | 2046-05-01      | 3.5000%  | 0.0000% | $595000.00         | $49956.87          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBC1100 | 2046-01-01      | 3.5000%  | 0.0000% | $632059.00         | $70916.66          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS1111 | 2043-11-01      | 4.0000%  | 0.0000% | $5250000.00        | $903361.00         | Agency Mortgage-Backed Securities |
| 04.500 FGPC G60018 G | 2043-12-01      | 4.5000%  | 0.0000% | $418000.00         | $40804.17          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBC6958 | 2046-04-01      | 3.5000%  | 0.0000% | $684740.00         | $118343.11         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7107 | 2053-09-01      | 5.5000%  | 0.0000% | $7833284.00        | $6145790.51        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAQ4071 | 2028-04-01      | 2.5000%  | 0.0000% | $1000000.00        | $41564.28          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBA3989 | 2046-02-01      | 3.5000%  | 0.0000% | $1150000.00        | $151481.03         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0938 | 2055-03-01      | 6.0000%  | 0.0000% | $8646682.00        | $8659451.69        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5525 | 2053-01-01      | 6.0000%  | 0.0000% | $8158699.00        | $6566810.57        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB4130 | 2052-07-01      | 4.5000%  | 0.0000% | $12952436.00       | $10275482.72       | Agency Mortgage-Backed Securities |
| 04.500 FGPC G08837 G | 2048-09-01      | 4.5000%  | 0.0000% | $31000.00          | $2605.86           | Agency Mortgage-Backed Securities |
| 05.500 FGPC G05956 G | 2038-07-01      | 5.5000%  | 0.0000% | $7395477.00        | $90544.67          | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08711 G | 2046-06-01      | 3.5000%  | 0.0000% | $18715000.00       | $2150948.07        | Agency Mortgage-Backed Securities |
| 06.000 FGPC G08271 G | 2038-05-01      | 6.0000%  | 0.0000% | $4024996.00        | $47761.63          | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08641 G | 2045-05-01      | 3.5000%  | 0.0000% | $350000.00         | $37698.78          | Agency Mortgage-Backed Securities |
| 04.500 FGPC G08827 G | 2048-07-01      | 4.5000%  | 0.0000% | $2767500.00        | $249263.89         | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08599 G | 2044-08-01      | 3.5000%  | 0.0000% | $110000.00         | $8561.70           | Agency Mortgage-Backed Securities |
| 05.000 FGPC G08393 G | 2040-03-01      | 5.0000%  | 0.0000% | $1027416.00        | $28609.33          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQJ4687 | 2054-09-01      | 6.5000%  | 0.0000% | $5000640.00        | $5190146.61        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQH5942 | 2053-12-01      | 5.5000%  | 0.0000% | $21823228.00       | $19056422.85       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQJ7687 | 2054-11-01      | 5.5000%  | 0.0000% | $4452673.00        | $4272372.76        | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08716 G | 2046-08-01      | 3.5000%  | 0.0000% | $30508000.00       | $3651112.14        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAH3431 | 2026-01-01      | 3.5000%  | 0.0000% | $251000.00         | $498.14            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS2894 | 2044-07-01      | 4.0000%  | 0.0000% | $48950000.00       | $8535722.49        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6328 | 2045-12-01      | 3.5000%  | 0.0000% | $600000.00         | $65133.64          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL9407 | 2042-09-01      | 4.5000%  | 0.0000% | $975000.00         | $161335.19         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAO4134 | 2042-06-01      | 3.5000%  | 0.0000% | $10920000.00       | $1297496.31        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAI9114 | 2042-06-01      | 4.0000%  | 0.0000% | $4059613.00        | $1331538.98        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS3877 | 2044-11-01      | 4.5000%  | 0.0000% | $33477900.00       | $3790539.97        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS3572 | 2042-09-01      | 3.5000%  | 0.0000% | $200000.00         | $31268.25          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4642 | 2045-12-01      | 3.5000%  | 0.0000% | $500000.00         | $54020.69          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS7921 | 2046-09-01      | 3.5000%  | 0.0000% | $1600000.00        | $383162.66         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAI5790 | 2041-07-01      | 5.5000%  | 0.0000% | $1897684.00        | $101750.85         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6007 | 2045-10-01      | 3.5000%  | 0.0000% | $808534.00         | $81680.63          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAK7348 | 2042-03-01      | 3.5000%  | 0.0000% | $275000.00         | $24763.86          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZT1595 | 2049-01-01      | 4.5000%  | 0.0000% | $13055551.00       | $798783.80         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAI1203 | 2041-04-01      | 5.5000%  | 0.0000% | $13800663.00       | $1088920.15        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4610 | 2045-04-01      | 3.5000%  | 0.0000% | $25000.00          | $2388.75           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTAI4613 | 2031-07-01      | 4.5000%  | 0.0000% | $2158341.00        | $76774.26          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAO0780 | 2042-04-01      | 3.5000%  | 0.0000% | $3300000.00        | $330139.12         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6203 | 2045-11-01      | 3.5000%  | 0.0000% | $1506141.00        | $97522.87          | Agency Mortgage-Backed Securities |
| FEPC 01.500 CISB0816 | 2037-06-01      | 1.5000%  | 0.0000% | $847497.00         | $590297.58         | Agency Mortgage-Backed Securities |
| 03.000 FGPC G08521 G | 2043-01-01      | 3.0000%  | 0.0000% | $2412403.00        | $349586.48         | Agency Mortgage-Backed Securities |
| 05.500 FGPC A89607 G | 2039-11-01      | 5.5000%  | 0.0000% | $1021426.00        | $80354.41          | Agency Mortgage-Backed Securities |
| 05.500 FGPC A90726 G | 2040-01-01      | 5.5000%  | 0.0000% | $7112245.00        | $464340.17         | Agency Mortgage-Backed Securities |
| 06.500 FGPC C01151 G | 2031-03-01      | 6.5000%  | 0.0000% | $522984.00         | $301.18            | Agency Mortgage-Backed Securities |
| 04.500 FGPC G08843 G | 2048-10-01      | 4.5000%  | 0.0000% | $494754.00         | $45788.44          | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08681 G | 2045-12-01      | 3.5000%  | 0.0000% | $12558000.00       | $1358546.84        | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08654 G | 2045-07-01      | 3.5000%  | 0.0000% | $1906000.00        | $196348.54         | Agency Mortgage-Backed Securities |
| 03.500 FGPC C09042 G | 2043-05-01      | 3.5000%  | 0.0000% | $875000.00         | $98026.36          | Agency Mortgage-Backed Securities |
| 04.500 FGPC G08820 G | 2048-05-01      | 4.5000%  | 0.0000% | $16250742.00       | $1383123.38        | Agency Mortgage-Backed Securities |
| 06.500 FGPC G04955 G | 2038-11-01      | 6.5000%  | 0.0000% | $1625363.00        | $9381.37           | Agency Mortgage-Backed Securities |
| 05.500 FGPC C91165 G | 2028-03-01      | 5.5000%  | 0.0000% | $26458.00          | $73.87             | Agency Mortgage-Backed Securities |
| 05.500 FGPC A80400 G | 2037-08-01      | 5.5000%  | 0.0000% | $1676450.00        | $28126.33          | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08623 G | 2045-01-01      | 3.5000%  | 0.0000% | $2000.00           | $173.71            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZK4374 | 2027-08-01      | 2.5000%  | 0.0000% | $5000000.00        | $124091.10         | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08667 G | 2045-09-01      | 3.5000%  | 0.0000% | $1265000.00        | $117894.57         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL3214 | 2042-06-01      | 3.5000%  | 0.0000% | $25000.00          | $3290.04           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL3084 | 2042-05-01      | 3.5000%  | 0.0000% | $25000.00          | $4295.43           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD6147 | 2054-09-01      | 6.5000%  | 0.0000% | $5909179.00        | $5490928.93        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8062 | 2050-05-01      | 3.0000%  | 0.0000% | $15771802.00       | $3917244.45        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLSD4719 | 2054-01-01      | 7.0000%  | 0.0000% | $7302585.00        | $6216717.82        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD0291 | 2050-03-01      | 5.0000%  | 0.0000% | $9180496.00        | $1341421.93        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZN4632 | 2048-12-01      | 4.0000%  | 0.0000% | $50180730.00       | $5554761.71        | Agency Mortgage-Backed Securities |
| GNII SF MB0256 M     | 2050-10-20      | 4.0000%  | 0.0000% | $89799070.00       | $82277137.60       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICB3224 | 2037-03-01      | 3.0000%  | 0.0000% | $78737.00          | $45392.64          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL966851 | 2037-12-01      | 6.0000%  | 0.0000% | $88557.00          | $1033.48           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL949358 | 2037-08-01      | 6.5000%  | 0.0000% | $895378.00         | $22803.73          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL995251 | 2038-11-01      | 6.0000%  | 0.0000% | $22862795.00       | $266212.17         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL888813 | 2037-03-01      | 6.5000%  | 0.0000% | $4203655.00        | $44680.33          | Agency Mortgage-Backed Securities |
| GNII SF MB0486 M     | 2055-06-20      | 6.0000%  | 0.0000% | $50916985.00       | $52001007.61       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCC0257 | 2055-04-01      | 6.0000%  | 0.0000% | $8229753.00        | $8317054.84        | Agency Mortgage-Backed Securities |
| GNII SF MB0206 M     | 2055-02-20      | 6.0000%  | 0.0000% | $29667716.00       | $29727833.63       | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL888814 | 2037-08-01      | 6.5000%  | 0.0000% | $2364120.00        | $11998.85          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE0100 | 2055-06-01      | 6.0000%  | 0.0000% | $8704528.00        | $8907186.53        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLAE0443 | 2039-10-01      | 6.5000%  | 0.0000% | $1198846.00        | $19691.73          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAE9954 | 2041-02-01      | 4.0000%  | 0.0000% | $1271309.00        | $159425.56         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL938394 | 2037-07-01      | 6.0000%  | 0.0000% | $25935.00          | $243.31            | Agency Mortgage-Backed Securities |
| 04.500 FGPC G08858 G | 2049-01-01      | 4.5000%  | 0.0000% | $3000.00           | $183.79            | Agency Mortgage-Backed Securities |
| 06.000 FGPC G03969 G | 2038-02-01      | 6.0000%  | 0.0000% | $4311563.00        | $39332.75          | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08488 G | 2042-04-01      | 3.5000%  | 0.0000% | $3250000.00        | $259667.04         | Agency Mortgage-Backed Securities |
| 06.000 FGPC A79180 G | 2037-10-01      | 6.0000%  | 0.0000% | $4752815.00        | $46024.34          | Agency Mortgage-Backed Securities |
| 03.500 FGPC G07295 G | 2042-05-01      | 3.5000%  | 0.0000% | $18590513.00       | $2016237.30        | Agency Mortgage-Backed Securities |
| 05.500 FGPC G03812 G | 2038-02-01      | 5.5000%  | 0.0000% | $9315187.00        | $50710.62          | Agency Mortgage-Backed Securities |
| 05.500 FGPC G04788 G | 2038-09-01      | 5.5000%  | 0.0000% | $8993829.00        | $55583.43          | Agency Mortgage-Backed Securities |
| 05.500 FGPC G04359 G | 2038-06-01      | 5.5000%  | 0.0000% | $1666505.00        | $15419.32          | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08541 G | 2043-08-01      | 3.5000%  | 0.0000% | $503003.00         | $57356.54          | Agency Mortgage-Backed Securities |
| 06.500 FGPC G08066 G | 2035-06-01      | 6.5000%  | 0.0000% | $761000.00         | $10282.82          | Agency Mortgage-Backed Securities |
| 06.000 FGPC A88904 G | 2039-09-01      | 6.0000%  | 0.0000% | $1149418.00        | $29639.36          | Agency Mortgage-Backed Securities |
| 06.000 FGPC C91075 G | 2027-08-01      | 6.0000%  | 0.0000% | $3025000.00        | $10942.92          | Agency Mortgage-Backed Securities |
| 05.500 FGPC A29948 G | 2035-02-01      | 5.5000%  | 0.0000% | $1079242.00        | $17079.85          | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08687 G | 2046-01-01      | 3.5000%  | 0.0000% | $210000.00         | $22054.24          | Agency Mortgage-Backed Securities |
| 03.000 FGPC G18706 G | 2033-09-01      | 3.0000%  | 0.0000% | $6621196.00        | $426542.62         | Agency Mortgage-Backed Securities |
| 06.000 FGPC C91112 G | 2027-10-01      | 6.0000%  | 0.0000% | $2048309.00        | $2988.26           | Agency Mortgage-Backed Securities |
| 06.500 FGPC A65070 G | 2037-09-01      | 6.5000%  | 0.0000% | $6437794.00        | $21192.08          | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08572 G | 2044-02-01      | 3.5000%  | 0.0000% | $85000.00          | $6789.07           | Agency Mortgage-Backed Securities |
| 05.500 FGPC G02408 G | 2036-12-01      | 5.5000%  | 0.0000% | $9445341.00        | $51805.47          | Agency Mortgage-Backed Securities |
| 06.500 FGPC A68726 G | 2037-11-01      | 6.5000%  | 0.0000% | $10259051.00       | $23476.97          | Agency Mortgage-Backed Securities |
| 05.500 FGPC G07703 G | 2041-06-01      | 5.5000%  | 0.0000% | $825985.00         | $58625.21          | Agency Mortgage-Backed Securities |
| 05.500 FGPC G03927 G | 2038-01-01      | 5.5000%  | 0.0000% | $1474015.00        | $9481.75           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM2184 | 2046-11-01      | 3.5000%  | 0.0000% | $770274.00         | $287521.32         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL8469 | 2044-09-01      | 3.5000%  | 0.0000% | $500000.00         | $82812.33          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZN6177 | 2049-06-01      | 3.0000%  | 0.0000% | $4910900.00        | $591529.20         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM3967 | 2047-08-01      | 3.5000%  | 0.0000% | $970000.00         | $90399.56          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZN2844 | 2049-01-01      | 4.0000%  | 0.0000% | $12032537.00       | $558126.14         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4754 | 2048-02-01      | 3.0000%  | 0.0000% | $563776.00         | $77959.16          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZN3526 | 2049-02-01      | 3.0000%  | 0.0000% | $1088255.00        | $84623.32          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4788 | 2048-09-01      | 3.0000%  | 0.0000% | $961433.00         | $132111.80         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZN1295 | 2048-11-01      | 4.0000%  | 0.0000% | $159745.00         | $21490.40          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZN5108 | 2049-04-01      | 3.0000%  | 0.0000% | $895289.00         | $138029.70         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4725 | 2047-07-01      | 3.0000%  | 0.0000% | $112744.00         | $16330.99          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZN4984 | 2049-04-01      | 3.0000%  | 0.0000% | $7219026.00        | $763730.62         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZN3397 | 2049-02-01      | 3.0000%  | 0.0000% | $194068.00         | $30112.17          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CTZA6568 | 2039-04-01      | 3.0000%  | 0.0000% | $890360.00         | $100173.60         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8343 | 2053-07-01      | 6.0000%  | 0.0000% | $7834621.00        | $6299618.68        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4622 | 2045-07-01      | 3.5000%  | 0.0000% | $16000.00          | $1646.13           | Agency Mortgage-Backed Securities |
| 03.000 FGPC Q11553 G | 2042-10-01      | 3.0000%  | 0.0000% | $67827.00          | $12376.12          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4706 | 2047-03-01      | 3.0000%  | 0.0000% | $3539673.00        | $743700.81         | Agency Mortgage-Backed Securities |
| 03.000 FGPC Q10378 G | 2042-08-01      | 3.0000%  | 0.0000% | $35389.00          | $4077.10           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4626 | 2045-08-01      | 3.5000%  | 0.0000% | $213000.00         | $20941.04          | Agency Mortgage-Backed Securities |
| 05.500 FGPC Q02328 G | 2041-07-01      | 5.5000%  | 0.0000% | $1538042.00        | $83092.99          | Agency Mortgage-Backed Securities |
| 03.000 FGPC Q44073 G | 2046-09-01      | 3.0000%  | 0.0000% | $48712237.00       | $8053302.78        | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q04439 G | 2041-11-01      | 3.5000%  | 0.0000% | $500000.00         | $24335.03          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4689 | 2046-11-01      | 3.5000%  | 0.0000% | $1000.00           | $134.06            | Agency Mortgage-Backed Securities |
| 03.500 FGPC G61721 G | 2046-11-01      | 3.5000%  | 0.0000% | $380000.00         | $59724.92          | Agency Mortgage-Backed Securities |
| 04.500 FGPC G61615 G | 2045-07-01      | 4.5000%  | 0.0000% | $9956295.00        | $2631223.61        | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q46872 G | 2047-03-01      | 4.5000%  | 0.0000% | $17636107.00       | $3497668.00        | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q23935 G | 2043-12-01      | 3.5000%  | 0.0000% | $100000.00         | $12710.12          | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q07758 G | 2042-04-01      | 3.5000%  | 0.0000% | $6750000.00        | $824990.19         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4707 | 2047-03-01      | 3.5000%  | 0.0000% | $1000000.00        | $131908.00         | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q32117 G | 2045-03-01      | 3.5000%  | 0.0000% | $5540806.00        | $494114.30         | Agency Mortgage-Backed Securities |
| 03.500 FGPC G60136 G | 2043-12-01      | 3.5000%  | 0.0000% | $1740000.00        | $402687.62         | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q31864 G | 2040-11-01      | 5.0000%  | 0.0000% | $881287.00         | $130466.60         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4614 | 2045-05-01      | 3.5000%  | 0.0000% | $705247.00         | $75864.45          | Agency Mortgage-Backed Securities |
| 03.000 FGPC V82504 G | 2046-07-01      | 3.0000%  | 0.0000% | $10681.00          | $3398.04           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA6448 | 2050-01-01      | 3.0000%  | 0.0000% | $56123.00          | $11376.26          | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q57426 G | 2048-07-01      | 4.5000%  | 0.0000% | $25000.00          | $1991.07           | Agency Mortgage-Backed Securities |
| 03.000 FGPC C09022 G | 2042-12-01      | 3.0000%  | 0.0000% | $4613265.00        | $694472.07         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA5546 | 2051-07-01      | 3.0000%  | 0.0000% | $35000000.00       | $20308066.69       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQI8838 | 2054-07-01      | 6.0000%  | 0.0000% | $19402429.00       | $15719601.93       | Agency Mortgage-Backed Securities |
| 03.500 FGPC C03719 G | 2041-10-01      | 3.5000%  | 0.0000% | $500000.00         | $21981.11          | Agency Mortgage-Backed Securities |
| 03.000 FGPC Q09949 G | 2042-08-01      | 3.0000%  | 0.0000% | $159744.00         | $19796.49          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIQO1607 | 2038-09-01      | 3.0000%  | 0.0000% | $183182.00         | $153416.73         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM1028 | 2046-04-01      | 3.5000%  | 0.0000% | $1750000.00        | $186036.01         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL256801 | 2037-06-01      | 6.5000%  | 0.0000% | $2230000.00        | $21406.65          | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q19384 G | 2043-06-01      | 3.5000%  | 0.0000% | $1100000.00        | $166746.69         | Agency Mortgage-Backed Securities |
| 05.500 FGPC V80890 G | 2039-12-01      | 5.5000%  | 0.0000% | $1032642.00        | $116933.66         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6395 | 2045-12-01      | 3.5000%  | 0.0000% | $6130000.00        | $581149.01         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5056 | 2045-05-01      | 3.5000%  | 0.0000% | $5051351.00        | $554595.01         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD6290 | 2054-07-01      | 6.5000%  | 0.0000% | $4401618.00        | $3877077.97        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE0098 | 2055-06-01      | 6.0000%  | 0.0000% | $9742136.00        | $10063391.29       | Agency Mortgage-Backed Securities |
| 03.000 FGPC Q14935 G | 2043-01-01      | 3.0000%  | 0.0000% | $166723.00         | $25513.01          | Agency Mortgage-Backed Securities |
| 03.000 FGPC Q43733 G | 2046-10-01      | 3.0000%  | 0.0000% | $1000000.00        | $240546.81         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q47571 G | 2047-04-01      | 4.0000%  | 0.0000% | $8542295.00        | $618531.97         | Agency Mortgage-Backed Securities |
| 03.000 FGPC Q44663 G | 2046-11-01      | 3.0000%  | 0.0000% | $508840.00         | $104575.96         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q60732 G | 2048-12-01      | 4.0000%  | 0.0000% | $1748541.00        | $689805.28         | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q45219 G | 2045-01-01      | 3.5000%  | 0.0000% | $1250000.00        | $216350.31         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM9933 | 2051-11-01      | 3.0000%  | 0.0000% | $15000000.00       | $9877006.42        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1073 | 2052-03-01      | 3.0000%  | 0.0000% | $1500204.00        | $1026595.55        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTBM1865 | 2029-01-01      | 6.0000%  | 0.0000% | $1363400.00        | $59822.94          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH4358 | 2047-06-01      | 4.5000%  | 0.0000% | $4126552.00        | $633377.86         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA2049 | 2049-11-01      | 3.0000%  | 0.0000% | $30816.00          | $2662.73           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA2885 | 2050-04-01      | 3.0000%  | 0.0000% | $56960.00          | $9881.81           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLFA1612 | 2055-05-01      | 7.0000%  | 0.0000% | $25059382.00       | $26060390.77       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS6841 | 2054-01-01      | 6.0000%  | 0.0000% | $12863543.00       | $11105594.95       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL782244 | 2034-07-01      | 5.5000%  | 0.0000% | $1177570.00        | $15186.18          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS9994 | 2054-11-01      | 6.5000%  | 0.0000% | $4291537.00        | $3853955.66        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM1285 | 2047-05-01      | 4.5000%  | 0.0000% | $190000.00         | $23542.86          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN3112 | 2049-04-01      | 4.0000%  | 0.0000% | $1591723.00        | $385009.24         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA6652 | 2052-01-01      | 2.5000%  | 0.0000% | $6871843.00        | $4613071.00        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE0097 | 2055-06-01      | 6.0000%  | 0.0000% | $11051491.00       | $11288201.99       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAL9562 | 2041-07-01      | 6.0000%  | 0.0000% | $1710541.00        | $321880.80         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQX9429 | 2055-04-01      | 6.0000%  | 0.0000% | $10117959.00       | $10179147.42       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAO9573 | 2027-06-01      | 4.0000%  | 0.0000% | $912271.00         | $9425.73           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD1437 | 2046-08-01      | 3.5000%  | 0.0000% | $4000853.00        | $818479.89         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD2440 | 2047-01-01      | 3.5000%  | 0.0000% | $300000.00         | $51503.17          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAZ7336 | 2045-11-01      | 3.5000%  | 0.0000% | $400000.00         | $63929.82          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL0746 | 2055-04-01      | 6.5000%  | 0.0000% | $23269334.00       | $23073376.58       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAP8897 | 2042-10-01      | 3.5000%  | 0.0000% | $575000.00         | $71187.85          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBC1760 | 2046-02-01      | 3.5000%  | 0.0000% | $1206820.00        | $150433.68         | Agency Mortgage-Backed Securities |
| GNII SF MA8045 M     | 2052-05-20      | 4.0000%  | 0.0000% | $4248590.00        | $3104331.91        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB7965 | 2043-02-01      | 3.5000%  | 0.0000% | $265000.00         | $31029.30          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB6228 | 2042-09-01      | 3.5000%  | 0.0000% | $183000.00         | $22243.91          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA2549 | 2046-03-01      | 3.5000%  | 0.0000% | $4191182.00        | $414097.95         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB5372 | 2042-06-01      | 3.5000%  | 0.0000% | $720000.00         | $46805.03          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS2983 | 2037-07-01      | 2.5000%  | 0.0000% | $314591.00         | $211513.26         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS5361 | 2050-09-01      | 4.5000%  | 0.0000% | $4300071.00        | $3317940.32        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL995069 | 2038-10-01      | 6.0000%  | 0.0000% | $50000.00          | $642.45            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL968381 | 2038-10-01      | 6.5000%  | 0.0000% | $1107430.00        | $11453.90          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAB5122 | 2042-04-01      | 4.0000%  | 0.0000% | $3233356.00        | $976001.11         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBC1442 | 2046-07-01      | 3.5000%  | 0.0000% | $215000.00         | $27391.58          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAZ8655 | 2045-11-01      | 3.5000%  | 0.0000% | $1001506.00        | $145793.91         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAZ7366 | 2045-11-01      | 4.0000%  | 0.0000% | $57418790.00       | $9988513.57        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBC0616 | 2046-02-01      | 4.0000%  | 0.0000% | $1234239.00        | $76731.42          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBE3709 | 2047-06-01      | 4.5000%  | 0.0000% | $46961482.00       | $8833760.46        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAU3195 | 2043-08-01      | 3.0000%  | 0.0000% | $125000.00         | $20640.96          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6879 | 2046-03-01      | 3.5000%  | 0.0000% | $995561.00         | $87908.21          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS4348 | 2045-01-01      | 4.0000%  | 0.0000% | $92218741.00       | $10723208.21       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAT6321 | 2043-06-01      | 3.5000%  | 0.0000% | $303287.00         | $62195.19          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAP8246 | 2042-09-01      | 3.5000%  | 0.0000% | $38679.00          | $4443.23           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS7545 | 2046-07-01      | 3.5000%  | 0.0000% | $10750000.00       | $1147715.13        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM3803 | 2046-11-01      | 3.5000%  | 0.0000% | $2800000.00        | $503355.84         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS4783 | 2045-04-01      | 3.5000%  | 0.0000% | $655000.00         | $130879.23         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3537 | 2048-12-01      | 4.5000%  | 0.0000% | $97000.00          | $7209.37           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3530 | 2048-10-01      | 3.0000%  | 0.0000% | $49763.00          | $5784.90           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAC3818 | 2039-11-01      | 6.0000%  | 0.0000% | $1090814.00        | $140314.28         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB5469 | 2042-06-01      | 3.5000%  | 0.0000% | $692184.00         | $59199.92          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBY0131 | 2053-05-01      | 5.5000%  | 0.0000% | $8169822.00        | $6092787.24        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM1695 | 2031-03-01      | 2.5000%  | 0.0000% | $145000.00         | $18180.91          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA2522 | 2046-02-01      | 3.5000%  | 0.0000% | $1835000.00        | $208102.67         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8157 | 2054-03-01      | 6.0000%  | 0.0000% | $10300748.00       | $9081494.93        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3210 | 2047-12-01      | 3.5000%  | 0.0000% | $3708906.00        | $480265.40         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS5057 | 2038-01-01      | 2.5000%  | 0.0000% | $41527.00          | $30738.19          | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08676 G | 2045-11-01      | 3.5000%  | 0.0000% | $3851024.00        | $404796.00         | Agency Mortgage-Backed Securities |
| 03.000 FGPC G18736 G | 2034-06-01      | 3.0000%  | 0.0000% | $151506.00         | $14638.74          | Agency Mortgage-Backed Securities |
| 05.500 FGPC A77057 G | 2038-05-01      | 5.5000%  | 0.0000% | $2000000.00        | $6778.52           | Agency Mortgage-Backed Securities |
| 06.500 FGPC A67394 G | 2037-11-01      | 6.5000%  | 0.0000% | $615384.00         | $5661.50           | Agency Mortgage-Backed Securities |
| 06.000 FGPC G06534 G | 2038-12-01      | 6.0000%  | 0.0000% | $748357.00         | $12775.21          | Agency Mortgage-Backed Securities |
| 04.000 FGPC G06886 G | 2042-01-01      | 4.0000%  | 0.0000% | $16629581.00       | $1537397.84        | Agency Mortgage-Backed Securities |
| 03.000 FGPC C04482 G | 2043-02-01      | 3.0000%  | 0.0000% | $402132.00         | $85743.00          | Agency Mortgage-Backed Securities |
| 05.500 FGPC G03400 G | 2037-03-01      | 5.5000%  | 0.0000% | $3622490.00        | $19718.69          | Agency Mortgage-Backed Securities |
| 06.500 FGPC G05580 G | 2039-04-01      | 6.5000%  | 0.0000% | $678637.00         | $7116.19           | Agency Mortgage-Backed Securities |
| 05.500 FGPC A82656 G | 2038-10-01      | 5.5000%  | 0.0000% | $7041202.00        | $13146.65          | Agency Mortgage-Backed Securities |
| 05.500 FGPC G02648 G | 2036-12-01      | 5.5000%  | 0.0000% | $9468237.00        | $64281.03          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4581 | 2044-09-01      | 3.5000%  | 0.0000% | $150000.00         | $11567.24          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZS4792 | 2048-09-01      | 5.0000%  | 0.0000% | $1424791.00        | $149852.12         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZT1703 | 2049-01-01      | 4.0000%  | 0.0000% | $26500000.00       | $4773683.78        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0117 | 2034-11-01      | 2.5000%  | 0.0000% | $165000.00         | $48341.22          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CISB0316 | 2033-01-01      | 2.5000%  | 0.0000% | $985882.00         | $207568.95         | Agency Mortgage-Backed Securities |
| FEPC 01.500 CISB8152 | 2037-05-01      | 1.5000%  | 0.0000% | $4650933.00        | $2976888.75        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS9507 | 2045-10-01      | 3.5000%  | 0.0000% | $35000.00          | $8314.94           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZT0712 | 2048-10-01      | 4.0000%  | 0.0000% | $898290.00         | $64703.05          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZT1323 | 2048-10-01      | 3.0000%  | 0.0000% | $11034161.00       | $1346675.49        | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZS8621 | 2031-09-01      | 2.5000%  | 0.0000% | $1000000.00        | $131384.25         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZT2090 | 2049-06-01      | 3.0000%  | 0.0000% | $628526.00         | $65011.51          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZT0715 | 2048-09-01      | 3.0000%  | 0.0000% | $549904.00         | $75019.76          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZK4686 | 2027-11-01      | 2.5000%  | 0.0000% | $10000000.00       | $302248.71         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD0941 | 2052-04-01      | 3.0000%  | 0.0000% | $1648763.00        | $1090324.18        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4607 | 2045-03-01      | 3.5000%  | 0.0000% | $1000000.00        | $96649.36          | Agency Mortgage-Backed Securities |
| 04.000 FGPC G60344 G | 2045-12-01      | 4.0000%  | 0.0000% | $540000.00         | $92119.90          | Agency Mortgage-Backed Securities |
| FEPC 01.500 CLQB9274 | 2051-02-01      | 1.5000%  | 0.0000% | $2557720.00        | $1587959.32        | Agency Mortgage-Backed Securities |
| 03.500 FGPC G60963 G | 2044-12-01      | 3.5000%  | 0.0000% | $497957.00         | $91004.46          | Agency Mortgage-Backed Securities |
| 05.500 FGPC G61876 G | 2049-02-01      | 5.5000%  | 0.0000% | $979534.00         | $107852.57         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA8866 | 2050-04-01      | 3.0000%  | 0.0000% | $2526285.00        | $701341.88         | Agency Mortgage-Backed Securities |
| 06.500 FGPC D97671 G | 2028-03-01      | 6.5000%  | 0.0000% | $894040.00         | $2537.65           | Agency Mortgage-Backed Securities |
| 03.500 FGPC G07098 G | 2042-07-01      | 3.5000%  | 0.0000% | $3090043.00        | $238289.56         | Agency Mortgage-Backed Securities |
| 03.000 FGPC G61985 G | 2047-10-01      | 3.0000%  | 0.0000% | $21281788.00       | $4893085.40        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZN4288 | 2049-03-01      | 3.0000%  | 0.0000% | $230330.00         | $26492.28          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAJ9278 | 2041-12-01      | 3.5000%  | 0.0000% | $10325000.00       | $730403.47         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZA5947 | 2048-11-01      | 4.5000%  | 0.0000% | $1147416.00        | $87205.93          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAI2650 | 2041-06-01      | 5.5000%  | 0.0000% | $4454354.00        | $170927.05         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAH5962 | 2041-02-01      | 5.0000%  | 0.0000% | $1875775.00        | $229661.16         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZN3204 | 2049-02-01      | 4.0000%  | 0.0000% | $180000.00         | $17294.56          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAI1202 | 2041-04-01      | 5.5000%  | 0.0000% | $11910961.00       | $399404.99         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAI1963 | 2041-04-01      | 5.5000%  | 0.0000% | $3763060.00        | $249638.55         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZA5949 | 2048-11-01      | 4.5000%  | 0.0000% | $1050758.00        | $76222.89          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA9049 | 2050-04-01      | 3.0000%  | 0.0000% | $2316541.00        | $718839.13         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL3000 | 2042-12-01      | 3.5000%  | 0.0000% | $551000.00         | $97386.36          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM3875 | 2048-04-01      | 4.0000%  | 0.0000% | $5127679.00        | $904687.35         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAZ1938 | 2045-03-01      | 3.5000%  | 0.0000% | $78000.00          | $8758.20           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL796197 | 2034-11-01      | 5.5000%  | 0.0000% | $176471.00         | $1856.72           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ2854 | 2048-03-01      | 4.0000%  | 0.0000% | $8534238.00        | $1637901.74        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBM1890 | 2032-01-01      | 2.5000%  | 0.0000% | $275000.00         | $36767.77          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBM1888 | 2031-10-01      | 2.5000%  | 0.0000% | $1039612.00        | $88254.72          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO5383 | 2049-12-01      | 3.0000%  | 0.0000% | $367136.00         | $76897.57          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2960 | 2049-01-01      | 4.5000%  | 0.0000% | $2215000.00        | $163420.47         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL555880 | 2033-11-01      | 5.5000%  | 0.0000% | $112553131.00      | $659013.09         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2641 | 2048-11-01      | 4.5000%  | 0.0000% | $11000000.00       | $952659.22         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAJ1890 | 2042-05-01      | 4.0000%  | 0.0000% | $2699234.00        | $608029.72         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAK0695 | 2042-03-01      | 5.0000%  | 0.0000% | $1172012.00        | $83746.92          | Agency Mortgage-Backed Securities |
| 04.500 FGPC G61578 G | 2048-08-01      | 4.5000%  | 0.0000% | $22000000.00       | $1652719.22        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA1191 | 2047-11-01      | 3.5000%  | 0.0000% | $11678260.00       | $1565043.70        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAJ1889 | 2042-04-01      | 4.0000%  | 0.0000% | $1377853.00        | $453862.76         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTAI4612 | 2031-07-01      | 4.5000%  | 0.0000% | $1392364.00        | $58782.65          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB0947 | 2036-06-01      | 2.5000%  | 0.0000% | $256218.00         | $158720.21         | Agency Mortgage-Backed Securities |
| 03.500 FGPC G62009 G | 2046-08-01      | 3.5000%  | 0.0000% | $389107.00         | $99260.47          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAO5472 | 2042-07-01      | 3.5000%  | 0.0000% | $7737893.00        | $636214.98         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIQO0971 | 2037-10-01      | 3.0000%  | 0.0000% | $276231.00         | $178839.61         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL930249 | 2038-12-01      | 6.0000%  | 0.0000% | $8898085.00        | $159264.78         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL929605 | 2038-06-01      | 6.0000%  | 0.0000% | $6657643.00        | $245042.06         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL929950 | 2038-09-01      | 5.5000%  | 0.0000% | $4494306.00        | $478366.16         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL890061 | 2036-06-01      | 5.5000%  | 0.0000% | $47537971.00       | $1487149.83        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS5392 | 2053-07-01      | 6.5000%  | 0.0000% | $24513654.00       | $19748308.39       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFS3271 | 2037-08-01      | 3.0000%  | 0.0000% | $3215783.00        | $2349887.12        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIQO1552 | 2037-12-01      | 3.0000%  | 0.0000% | $495168.00         | $390677.83         | Agency Mortgage-Backed Securities |
| FNMS 03.500 GLAB8675 | 2043-03-01      | 3.5000%  | 0.0000% | $2555608.00        | $160920.66         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAB4300 | 2042-01-01      | 3.5000%  | 0.0000% | $58000.00          | $4609.15           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS4794 | 2037-08-01      | 2.0000%  | 0.0000% | $656906.00         | $465419.62         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5906 | 2045-10-01      | 3.5000%  | 0.0000% | $804109.00         | $75098.61          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAP9736 | 2042-10-01      | 3.5000%  | 0.0000% | $175000.00         | $16507.31          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICB4486 | 2037-08-01      | 3.0000%  | 0.0000% | $327822.00         | $260880.09         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC9228 | 2054-12-01      | 5.5000%  | 0.0000% | $5027651.00        | $4902605.12        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0219 | 2052-01-01      | 3.0000%  | 0.0000% | $53083029.00       | $36669766.80       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBT8211 | 2037-06-01      | 2.5000%  | 0.0000% | $499950.00         | $347501.81         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBV4128 | 2052-03-01      | 2.0000%  | 0.0000% | $4497582.00        | $2857568.82        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL0873 | 2055-04-01      | 6.0000%  | 0.0000% | $9857517.00        | $10121650.52       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL0750 | 2055-04-01      | 6.5000%  | 0.0000% | $18757920.00       | $18579356.44       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAD5025 | 2040-08-01      | 5.5000%  | 0.0000% | $1977161.00        | $122587.15         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX2553 | 2055-01-01      | 5.5000%  | 0.0000% | $3717946.00        | $3586408.93        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL1374 | 2055-05-01      | 6.5000%  | 0.0000% | $24651051.00       | $25321745.62       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7856 | 2051-06-01      | 3.5000%  | 0.0000% | $7944659.00        | $4632274.25        | Agency Mortgage-Backed Securities |
| 04.500 FGPC A91161 G | 2040-02-01      | 4.5000%  | 0.0000% | $12000000.00       | $297051.70         | Agency Mortgage-Backed Securities |
| 05.500 FGPC A90380 G | 2039-12-01      | 5.5000%  | 0.0000% | $3331416.00        | $275278.05         | Agency Mortgage-Backed Securities |
| 06.500 FGPC A80793 G | 2038-08-01      | 6.5000%  | 0.0000% | $144824.00         | $3512.10           | Agency Mortgage-Backed Securities |
| 03.000 FGPC J40197 G | 2034-02-01      | 3.0000%  | 0.0000% | $146957.00         | $18133.97          | Agency Mortgage-Backed Securities |
| 06.500 FGPC A84116 G | 2039-01-01      | 6.5000%  | 0.0000% | $326933.00         | $6096.89           | Agency Mortgage-Backed Securities |
| 05.500 FGPC A83727 G | 2033-09-01      | 5.5000%  | 0.0000% | $9859570.00        | $167578.23         | Agency Mortgage-Backed Securities |
| 03.000 FGPC Q20569 G | 2043-08-01      | 3.0000%  | 0.0000% | $5000.00           | $763.84            | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q27614 G | 2044-05-01      | 4.5000%  | 0.0000% | $863747.00         | $216431.72         | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q06884 G | 2042-03-01      | 3.5000%  | 0.0000% | $2314492.00        | $234817.93         | Agency Mortgage-Backed Securities |
| 03.000 FGPC Q13691 G | 2042-12-01      | 3.0000%  | 0.0000% | $2698267.00        | $472298.14         | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q18615 G | 2043-05-01      | 3.5000%  | 0.0000% | $3098106.00        | $465543.05         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD7216 | 2054-12-01      | 6.5000%  | 0.0000% | $7685219.00        | $7681089.70        | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q00876 G | 2041-05-01      | 4.5000%  | 0.0000% | $1440781.00        | $46479.27          | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8066 | 2050-05-01      | 5.0000%  | 0.0000% | $2051297.00        | $215459.66         | Agency Mortgage-Backed Securities |
| 03.000 FGPC Q15239 G | 2043-02-01      | 3.0000%  | 0.0000% | $4096518.00        | $627628.65         | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q36667 G | 2045-10-01      | 3.5000%  | 0.0000% | $2750000.00        | $416759.04         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIRC3002 | 2038-08-01      | 3.0000%  | 0.0000% | $1100000.00        | $892593.42         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIRC3059 | 2038-10-01      | 2.5000%  | 0.0000% | $105450.00         | $70507.29          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD7526 | 2050-10-01      | 2.5000%  | 0.0000% | $76100000.00       | $37283003.14       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA5100 | 2044-12-01      | 3.0000%  | 0.0000% | $389773.00         | $70834.43          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA8526 | 2051-01-01      | 2.5000%  | 0.0000% | $60000000.00       | $27939082.13       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB8697 | 2054-07-01      | 5.5000%  | 0.0000% | $4506924.00        | $4021145.52        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL0079 | 2040-02-01      | 4.5000%  | 0.0000% | $403110719.00      | $12318535.87       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAH2680 | 2041-01-01      | 3.5000%  | 0.0000% | $4000000.00        | $195383.90         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA4666 | 2037-07-01      | 3.0000%  | 0.0000% | $394160.00         | $256596.20         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4566 | 2037-03-01      | 1.5000%  | 0.0000% | $2425000.00        | $1517964.71        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIMA4538 | 2037-02-01      | 3.0000%  | 0.0000% | $1297160.00        | $780691.68         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIMA4751 | 2037-08-01      | 2.0000%  | 0.0000% | $1735053.00        | $1177902.51        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA3741 | 2039-08-01      | 3.0000%  | 0.0000% | $2655329.00        | $317072.17         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA4832 | 2037-12-01      | 3.5000%  | 0.0000% | $948692.00         | $627990.74         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX1636 | 2054-12-01      | 5.5000%  | 0.0000% | $4231256.00        | $4109060.92        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAY6023 | 2045-09-01      | 3.5000%  | 0.0000% | $1828232.00        | $243249.60         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL725943 | 2034-10-01      | 5.5000%  | 0.0000% | $422852.00         | $3411.71           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD0093 | 2049-10-01      | 5.0000%  | 0.0000% | $32777876.00       | $3652324.02        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLAL1704 | 2040-05-01      | 6.5000%  | 0.0000% | $1933190.00        | $48615.77          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL735178 | 2034-12-01      | 5.5000%  | 0.0000% | $398455.00         | $3537.79           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLAL1308 | 2039-05-01      | 6.5000%  | 0.0000% | $67466.00          | $1132.96           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL745458 | 2036-04-01      | 6.0000%  | 0.0000% | $14395676.00       | $110033.38         | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBV3101 | 2052-03-01      | 2.0000%  | 0.0000% | $2561496.00        | $1690851.15        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBW5564 | 2037-07-01      | 2.5000%  | 0.0000% | $1740136.00        | $1347974.58        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBW5970 | 2037-07-01      | 2.5000%  | 0.0000% | $621237.00         | $407365.98         | Agency Mortgage-Backed Securities |
| 04.000 FGPC V83169 G | 2047-04-01      | 4.0000%  | 0.0000% | $62562572.00       | $4728628.76        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD4488 | 2055-04-01      | 6.0000%  | 0.0000% | $4432869.00        | $4568937.68        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB2697 | 2054-04-01      | 6.0000%  | 0.0000% | $5347934.00        | $4224791.23        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLBU5134 | 2054-11-01      | 7.0000%  | 0.0000% | $5800366.00        | $5225039.47        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA3853 | 2053-12-01      | 6.5000%  | 0.0000% | $326949.00         | $157040.54         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA3474 | 2046-04-01      | 3.5000%  | 0.0000% | $13021075.00       | $3770055.55        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL879737 | 2036-02-01      | 6.5000%  | 0.0000% | $2093181.00        | $123711.86         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBU4724 | 2054-07-01      | 5.5000%  | 0.0000% | $34713075.00       | $31931897.58       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBT6838 | 2051-10-01      | 3.0000%  | 0.0000% | $6401327.00        | $3941644.45        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLMA4561 | 2052-03-01      | 1.5000%  | 0.0000% | $2337313.00        | $1451061.77        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAB2130 | 2026-01-01      | 3.5000%  | 0.0000% | $1299846.00        | $2572.33           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4579 | 2052-04-01      | 3.0000%  | 0.0000% | $49982664.00       | $34499716.92       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA3771 | 2039-09-01      | 3.0000%  | 0.0000% | $25497.00          | $3675.45           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3905 | 2050-01-01      | 3.0000%  | 0.0000% | $3102545.00        | $541995.89         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA3124 | 2032-09-01      | 2.5000%  | 0.0000% | $2225000.00        | $303636.28         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL981726 | 2038-07-01      | 6.0000%  | 0.0000% | $36270.00          | $2060.22           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA3934 | 2040-02-01      | 3.0000%  | 0.0000% | $337842.00         | $64279.30          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3871 | 2049-12-01      | 3.0000%  | 0.0000% | $1269360.00        | $213710.68         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA1528 | 2028-07-01      | 2.5000%  | 0.0000% | $1050000.00        | $60263.46          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3776 | 2049-09-01      | 4.0000%  | 0.0000% | $32500000.00       | $3932010.13        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAE4303 | 2040-09-01      | 5.0000%  | 0.0000% | $33917394.00       | $1703413.69        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY2221 | 2055-04-01      | 6.0000%  | 0.0000% | $3842683.00        | $3928996.51        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM3957 | 2050-03-01      | 5.0000%  | 0.0000% | $657055.00         | $115966.70         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAE0349 | 2040-04-01      | 6.0000%  | 0.0000% | $10147060.00       | $157724.33         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA4775 | 2037-10-01      | 3.5000%  | 0.0000% | $3900.00           | $2486.68           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL929959 | 2038-09-01      | 6.0000%  | 0.0000% | $27511.00          | $359.10            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4907 | 2037-12-01      | 2.5000%  | 0.0000% | $223874.00         | $160612.53         | Agency Mortgage-Backed Securities |
| GNII SF MA6598 M     | 2050-04-20      | 2.5000%  | 0.0000% | $6038148.00        | $1478226.93        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLSL0520 | 2054-09-01      | 7.0000%  | 0.0000% | $27101531.00       | $25552720.72       | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLFS4327 | 2052-04-01      | 1.5000%  | 0.0000% | $13782863.00       | $9021407.83        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY2218 | 2055-05-01      | 6.0000%  | 0.0000% | $6054894.00        | $6216747.90        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY2216 | 2055-05-01      | 6.0000%  | 0.0000% | $14464858.00       | $14818599.15       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB3791 | 2037-05-01      | 2.5000%  | 0.0000% | $6124522.00        | $3268396.43        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL928828 | 2037-10-01      | 6.0000%  | 0.0000% | $12795401.00       | $362013.21         | Agency Mortgage-Backed Securities |
| GNII SF MB0202 M     | 2055-02-20      | 4.0000%  | 0.0000% | $61077814.00       | $55883862.42       | Agency Mortgage-Backed Securities |
| GNII SF MA7135 M     | 2051-01-20      | 2.0000%  | 0.0000% | $479095425.00      | $237117294.39      | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB3444 | 2037-04-01      | 2.5000%  | 0.0000% | $1698225.00        | $1161032.51        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS7800 | 2046-08-01      | 3.0000%  | 0.0000% | $103500000.00      | $14559247.88       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAU9831 | 2043-11-01      | 3.5000%  | 0.0000% | $250000.00         | $18068.95          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS9927 | 2047-07-01      | 4.5000%  | 0.0000% | $35327400.00       | $6876801.97        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAW9011 | 2039-08-01      | 3.5000%  | 0.0000% | $232801.00         | $13885.76          | Agency Mortgage-Backed Securities |
| 04.000 FGPC G61761 G | 2046-01-01      | 4.0000%  | 0.0000% | $13822918.00       | $3968413.58        | Agency Mortgage-Backed Securities |
| 04.500 FGPC G60384 G | 2046-01-01      | 4.5000%  | 0.0000% | $352675.00         | $36892.87          | Agency Mortgage-Backed Securities |
| 04.500 FGPC G60126 G | 2041-11-01      | 4.5000%  | 0.0000% | $179163.00         | $18171.61          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA0800 | 2049-07-01      | 3.0000%  | 0.0000% | $1490144.00        | $177589.50         | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQD8010 | 2052-03-01      | 2.0000%  | 0.0000% | $1898118.00        | $1224240.06        | Agency Mortgage-Backed Securities |
| 03.500 FGPC G61720 G | 2044-01-01      | 3.5000%  | 0.0000% | $90000.00          | $20614.51          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA0055 | 2049-06-01      | 3.0000%  | 0.0000% | $808840.00         | $86075.44          | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQD8207 | 2052-03-01      | 2.0000%  | 0.0000% | $999316.00         | $641465.86         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL9406 | 2045-04-01      | 3.5000%  | 0.0000% | $166000.00         | $32342.93          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA4883 | 2049-12-01      | 3.0000%  | 0.0000% | $25037623.00       | $5223257.98        | Agency Mortgage-Backed Securities |
| 03.500 FGPC V83709 G | 2043-01-01      | 3.5000%  | 0.0000% | $4430091.00        | $1477332.41        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL3398 | 2042-08-01      | 3.5000%  | 0.0000% | $65000.00          | $14370.71          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZK8095 | 2031-06-01      | 2.5000%  | 0.0000% | $745000.00         | $115985.26         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL3068 | 2042-05-01      | 3.5000%  | 0.0000% | $44000.00          | $6940.62           | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q33547 G | 2045-05-01      | 3.5000%  | 0.0000% | $250000.00         | $36529.94          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM0059 | 2045-08-01      | 3.5000%  | 0.0000% | $91000.00          | $14575.85          | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q16644 G | 2043-03-01      | 3.5000%  | 0.0000% | $28000.00          | $4779.38           | Agency Mortgage-Backed Securities |
| 04.000 FGPC G67711 G | 2048-03-01      | 4.0000%  | 0.0000% | $3461000.00        | $819938.13         | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08671 G | 2045-10-01      | 3.5000%  | 0.0000% | $150000.00         | $14861.17          | Agency Mortgage-Backed Securities |
| 03.000 FGPC G07160 G | 2042-10-01      | 3.0000%  | 0.0000% | $22000000.00       | $2190914.96        | Agency Mortgage-Backed Securities |
| 03.000 FGPC G08732 G | 2046-11-01      | 3.0000%  | 0.0000% | $5928000.00        | $980720.46         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN5068 | 2049-04-01      | 4.5000%  | 0.0000% | $2876437.00        | $300973.77         | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZS8549 | 2030-01-01      | 2.5000%  | 0.0000% | $3325000.00        | $241968.12         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZA6140 | 2048-12-01      | 4.5000%  | 0.0000% | $1129513.00        | $69433.34          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZA4615 | 2045-12-01      | 3.5000%  | 0.0000% | $257708.00         | $64701.62          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4651 | 2046-03-01      | 3.5000%  | 0.0000% | $2937941.00        | $295381.41         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4678 | 2046-09-01      | 3.5000%  | 0.0000% | $1000000.00        | $121324.32         | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q34980 G | 2045-07-01      | 3.5000%  | 0.0000% | $510000.00         | $87844.15          | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q61301 G | 2049-02-01      | 4.0000%  | 0.0000% | $1105769.00        | $67913.97          | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q28431 G | 2044-09-01      | 3.5000%  | 0.0000% | $1400000.00        | $201556.19         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q61236 G | 2049-02-01      | 4.0000%  | 0.0000% | $3718992.00        | $798983.29         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQB1361 | 2050-07-01      | 5.0000%  | 0.0000% | $127129.00         | $29538.95          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8298 | 2054-04-01      | 6.0000%  | 0.0000% | $10173896.00       | $9300032.43        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAH5991 | 2041-03-01      | 5.0000%  | 0.0000% | $2707941.00        | $164930.69         | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4581 | 2037-04-01      | 1.5000%  | 0.0000% | $4263416.00        | $2699102.14        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIMA4601 | 2037-05-01      | 1.5000%  | 0.0000% | $314707.00         | $206864.20         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAE0801 | 2039-09-01      | 6.0000%  | 0.0000% | $10608428.00       | $235419.80         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5735 | 2055-06-01      | 5.5000%  | 0.0000% | $25000000.00       | $24690499.28       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAL2462 | 2027-10-01      | 2.5000%  | 0.0000% | $4691803.00        | $148699.85         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBX1270 | 2037-10-01      | 3.0000%  | 0.0000% | $126495.00         | $72749.55          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAI2335 | 2041-05-01      | 6.0000%  | 0.0000% | $2293733.00        | $186623.95         | Agency Mortgage-Backed Securities |
| 05.500 FGPC G03202 G | 2037-09-01      | 5.5000%  | 0.0000% | $3126597.00        | $21523.65          | Agency Mortgage-Backed Securities |
| 05.000 FGPC G08589 G | 2044-05-01      | 5.0000%  | 0.0000% | $379035.00         | $26153.07          | Agency Mortgage-Backed Securities |
| 06.500 FGPC A66740 G | 2037-10-01      | 6.5000%  | 0.0000% | $3302805.00        | $17379.29          | Agency Mortgage-Backed Securities |
| 03.000 FGPC G07306 G | 2043-02-01      | 3.0000%  | 0.0000% | $171936.00         | $30288.58          | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08650 G | 2045-06-01      | 3.5000%  | 0.0000% | $1175000.00        | $129219.20         | Agency Mortgage-Backed Securities |
| 05.500 FGPC G08046 G | 2035-03-01      | 5.5000%  | 0.0000% | $12768317.00       | $138074.76         | Agency Mortgage-Backed Securities |
| 05.500 FGPC G05073 G | 2039-01-01      | 5.5000%  | 0.0000% | $1346434.00        | $8404.04           | Agency Mortgage-Backed Securities |
| 06.500 FGPC G06670 G | 2039-09-01      | 6.5000%  | 0.0000% | $175000.00         | $2919.83           | Agency Mortgage-Backed Securities |
| 06.000 FGPC D97493 G | 2027-12-01      | 6.0000%  | 0.0000% | $2000000.00        | $5060.85           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM2662 | 2047-02-01      | 3.5000%  | 0.0000% | $290000.00         | $30894.65          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CTZA2501 | 2038-04-01      | 3.0000%  | 0.0000% | $1803067.00        | $272885.95         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZM6020 | 2048-03-01      | 3.0000%  | 0.0000% | $42603.00          | $17425.75          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZK4881 | 2028-01-01      | 2.5000%  | 0.0000% | $5000000.00        | $186071.71         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL3251 | 2042-05-01      | 3.5000%  | 0.0000% | $19000.00          | $2767.48           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZL3423 | 2042-08-01      | 3.5000%  | 0.0000% | $100000.00         | $13735.03          | Agency Mortgage-Backed Securities |
| 05.500 FGPC Q00293 G | 2041-04-01      | 5.5000%  | 0.0000% | $2781935.00        | $342103.41         | Agency Mortgage-Backed Securities |
| 05.500 FGPC Q00294 G | 2041-04-01      | 5.5000%  | 0.0000% | $4476781.00        | $523219.67         | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q62886 G | 2049-04-01      | 4.0000%  | 0.0000% | $3609696.00        | $305663.32         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD8397 | 2054-01-01      | 6.5000%  | 0.0000% | $2040430.00        | $1299215.33        | Agency Mortgage-Backed Securities |
| 03.000 FGPC Q08511 G | 2042-05-01      | 3.0000%  | 0.0000% | $158320.00         | $14598.82          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS3883 | 2043-12-01      | 3.5000%  | 0.0000% | $500000.00         | $73646.72          | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q58591 G | 2048-09-01      | 5.0000%  | 0.0000% | $2233722.00        | $252098.17         | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q31356 G | 2045-02-01      | 3.5000%  | 0.0000% | $30000.00          | $8404.27           | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q02323 G | 2041-07-01      | 5.0000%  | 0.0000% | $1640494.00        | $247731.13         | Agency Mortgage-Backed Securities |
| 05.500 FGPC Q01609 G | 2041-06-01      | 5.5000%  | 0.0000% | $1524875.00        | $118951.57         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIQO1175 | 2038-02-01      | 3.0000%  | 0.0000% | $224050.00         | $150350.67         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIQO0873 | 2037-09-01      | 3.0000%  | 0.0000% | $835831.00         | $404469.59         | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q02257 G | 2041-07-01      | 5.0000%  | 0.0000% | $12026210.00       | $662136.99         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAY3376 | 2045-04-01      | 3.5000%  | 0.0000% | $1000000.00        | $110924.16         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAV8744 | 2044-02-01      | 4.5000%  | 0.0000% | $19766938.00       | $3201560.73        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLQD8143 | 2052-03-01      | 2.0000%  | 0.0000% | $712931.00         | $456293.75         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS0516 | 2043-09-01      | 3.0000%  | 0.0000% | $63437254.00       | $11061663.51       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAO2993 | 2042-05-01      | 3.5000%  | 0.0000% | $8160000.00        | $728177.66         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL7481 | 2044-07-01      | 3.5000%  | 0.0000% | $22761000.00       | $4728008.54        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAP1703 | 2042-08-01      | 4.5000%  | 0.0000% | $252000.00         | $29816.80          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAP2422 | 2042-08-01      | 3.5000%  | 0.0000% | $386000.00         | $52023.91          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6534 | 2046-01-01      | 3.5000%  | 0.0000% | $480000.00         | $52079.38          | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLSD4637 | 2054-01-01      | 7.0000%  | 0.0000% | $4342886.00        | $3416950.77        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAP3667 | 2042-10-01      | 3.5000%  | 0.0000% | $1000.00           | $130.33            | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q17647 G | 2043-04-01      | 3.5000%  | 0.0000% | $4608244.00        | $313902.11         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLBU5159 | 2054-11-01      | 7.0000%  | 0.0000% | $8193684.00        | $7499753.55        | Agency Mortgage-Backed Securities |
| 03.000 FGPC Q12445 G | 2042-11-01      | 3.0000%  | 0.0000% | $5178.00           | $398.19            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBU8868 | 2037-03-01      | 2.0000%  | 0.0000% | $44100087.00       | $27726030.57       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBW1354 | 2037-11-01      | 3.5000%  | 0.0000% | $1709915.00        | $1120916.08        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM3701 | 2035-07-01      | 2.5000%  | 0.0000% | $38000.00          | $14698.85          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBE9405 | 2047-07-01      | 4.0000%  | 0.0000% | $5497764.00        | $2208804.64        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7105 | 2049-08-01      | 3.5000%  | 0.0000% | $27667329.00       | $10895763.21       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB6714 | 2053-07-01      | 4.5000%  | 0.0000% | $11540364.00       | $9265863.16        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK7660 | 2048-10-01      | 4.5000%  | 0.0000% | $356688.00         | $23081.84          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAZ4898 | 2030-08-01      | 2.5000%  | 0.0000% | $148879.00         | $12167.52          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ2566 | 2054-09-01      | 6.0000%  | 0.0000% | $4652192.00        | $4098867.20        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB4285 | 2037-07-01      | 2.5000%  | 0.0000% | $254670.00         | $176084.49         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCA2652 | 2048-11-01      | 5.0000%  | 0.0000% | $1285011.00        | $146108.82         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA1189 | 2048-02-01      | 3.5000%  | 0.0000% | $79046952.00       | $12563939.77       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD1215 | 2046-06-01      | 3.5000%  | 0.0000% | $3272047.00        | $520557.76         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA1988 | 2048-07-01      | 4.5000%  | 0.0000% | $787500.00         | $98748.68          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ4603 | 2048-02-01      | 4.0000%  | 0.0000% | $2008442.00        | $307979.03         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAQ9362 | 2028-01-01      | 2.5000%  | 0.0000% | $1120000.00        | $44946.78          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBK4439 | 2048-06-01      | 4.0000%  | 0.0000% | $5750000.00        | $1424897.39        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM5197 | 2046-07-01      | 4.5000%  | 0.0000% | $300000.00         | $73825.59          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBO4944 | 2034-11-01      | 2.5000%  | 0.0000% | $93000.00          | $27763.74          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN3197 | 2049-01-01      | 4.0000%  | 0.0000% | $6225454.00        | $1165525.97        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRA7577 | 2052-06-01      | 5.0000%  | 0.0000% | $21554389.00       | $14498446.89       | Agency Mortgage-Backed Securities |
| FEPC 01.500 CIRC2813 | 2037-11-01      | 1.5000%  | 0.0000% | $25642.00          | $19221.04          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIRC2815 | 2038-01-01      | 2.5000%  | 0.0000% | $1758863.00        | $1348832.50        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBP0038 | 2049-12-01      | 3.0000%  | 0.0000% | $420900.00         | $105083.00         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL889455 | 2038-05-01      | 6.0000%  | 0.0000% | $19058057.00       | $134317.77         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAE7585 | 2040-11-01      | 5.0000%  | 0.0000% | $1297958.00        | $83300.42          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH6460 | 2047-07-01      | 4.5000%  | 0.0000% | $1075044.00        | $230567.58         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSL1362 | 2055-05-01      | 6.5000%  | 0.0000% | $30131395.00       | $30999153.60       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAE8023 | 2040-11-01      | 5.0000%  | 0.0000% | $1505780.00        | $78393.31          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBD6887 | 2038-09-01      | 6.0000%  | 0.0000% | $152062.00         | $26248.73          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLRJ1723 | 2054-06-01      | 6.5000%  | 0.0000% | $28001911.00       | $25881961.01       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAY8841 | 2045-07-01      | 4.0000%  | 0.0000% | $450000.00         | $41173.20          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBC0281 | 2046-03-01      | 3.5000%  | 0.0000% | $163000.00         | $45172.58          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAT1800 | 2043-04-01      | 3.5000%  | 0.0000% | $59014669.00       | $4374486.49        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAV5046 | 2044-02-01      | 4.5000%  | 0.0000% | $46341015.00       | $4701192.44        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAW9441 | 2044-07-01      | 3.5000%  | 0.0000% | $125400920.00      | $11795392.49       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBC4437 | 2046-04-01      | 3.5000%  | 0.0000% | $2802240.00        | $217532.09         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBC2521 | 2046-01-01      | 3.5000%  | 0.0000% | $135000.00         | $21307.20          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM3612 | 2047-02-01      | 4.0000%  | 0.0000% | $116000.00         | $21582.97          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAZ7355 | 2045-11-01      | 3.5000%  | 0.0000% | $406641.00         | $43785.21          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL745932 | 2036-11-01      | 6.5000%  | 0.0000% | $6981339.00        | $41543.16          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN2396 | 2049-02-01      | 4.0000%  | 0.0000% | $980690.00         | $159254.76         | Agency Mortgage-Backed Securities |
| 03.000 FGPC Q34990 G | 2045-08-01      | 3.0000%  | 0.0000% | $46397892.00       | $7296403.50        | Agency Mortgage-Backed Securities |
| 03.500 FGPC Q37204 G | 2045-11-01      | 3.5000%  | 0.0000% | $955630.00         | $91489.43          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD9692 | 2055-05-01      | 6.0000%  | 0.0000% | $3367528.00        | $3481730.37        | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q54882 G | 2048-03-01      | 4.5000%  | 0.0000% | $25090749.00       | $5980818.08        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCA2815 | 2048-12-01      | 5.0000%  | 0.0000% | $23000000.00       | $2847596.35        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM5400 | 2044-04-01      | 4.0000%  | 0.0000% | $8449773.00        | $4295932.47        | Agency Mortgage-Backed Securities |

### Security 248: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19KXA0, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP19KXA0
- **C.18 - Value (incl. sponsor support):** $728000000.00
- **C.18.a - Value (excl. sponsor support):** $728000000.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF MA8100 M | 2052-06-20      | 4.0000%  | 0.0000% | $118442.00         | $86648.86          | Agency Mortgage-Backed Securities |
| GNII SF MA7368 M | 2051-05-20      | 3.0000%  | 0.0000% | $223320.00         | $109190.40         | Agency Mortgage-Backed Securities |
| GNII SF MA5709 M | 2049-01-20      | 3.5000%  | 0.0000% | $83497.00          | $10939.27          | Agency Mortgage-Backed Securities |
| GNII SF MA6409 M | 2050-01-20      | 3.0000%  | 0.0000% | $4997000.00        | $894065.52         | Agency Mortgage-Backed Securities |
| GNII SF MA6473 M | 2050-02-20      | 2.5000%  | 0.0000% | $7798000.00        | $1589285.87        | Agency Mortgage-Backed Securities |
| GNII SF DL2082 C | 2055-07-20      | 6.0000%  | 0.0000% | $2838577.00        | $2926252.13        | Agency Mortgage-Backed Securities |
| GNII SF MB0202 M | 2055-02-20      | 4.0000%  | 0.0000% | $2405028.00        | $2200508.58        | Agency Mortgage-Backed Securities |
| GNII SF MB0023 M | 2054-11-20      | 4.0000%  | 0.0000% | $4536464.00        | $4119121.17        | Agency Mortgage-Backed Securities |
| GNII SF DL3688 C | 2055-07-20      | 6.0000%  | 0.0000% | $2899018.00        | $2984776.75        | Agency Mortgage-Backed Securities |
| GNMI SF AD0999 X | 2043-05-15      | 2.5000%  | 0.0000% | $713726.00         | $130581.55         | Agency Mortgage-Backed Securities |
| GNMI SF CL1779 X | 2052-03-15      | 4.0000%  | 0.0000% | $416442.00         | $305476.65         | Agency Mortgage-Backed Securities |
| GNII SF MA9908 M | 2054-09-20      | 6.5000%  | 0.0000% | $30192.00          | $22598.88          | Agency Mortgage-Backed Securities |
| GNPL PN CU4638   | 2058-12-15      | 5.9600%  | 0.0000% | $22500.00          | $23424.62          | Agency Mortgage-Backed Securities |
| GNMI SF 673844 X | 2039-01-15      | 6.0000%  | 0.0000% | $182653.00         | $15724.11          | Agency Mortgage-Backed Securities |
| GNMI SF 674446 X | 2037-09-15      | 6.0000%  | 0.0000% | $497000.00         | $11244.27          | Agency Mortgage-Backed Securities |
| GNMI SF AB5980 X | 2045-12-15      | 4.5000%  | 0.0000% | $948991.00         | $42613.81          | Agency Mortgage-Backed Securities |
| GNMI SF 705395 X | 2039-01-15      | 6.0000%  | 0.0000% | $1103207.00        | $15391.12          | Agency Mortgage-Backed Securities |
| GNMI SF 703495 X | 2039-04-15      | 5.0000%  | 0.0000% | $481535.00         | $4229.51           | Agency Mortgage-Backed Securities |
| GNMI SP 782333 X | 2038-06-15      | 5.5000%  | 0.0000% | $1613767.00        | $16339.80          | Agency Mortgage-Backed Securities |
| GNII SP 783368 M | 2041-07-20      | 4.5000%  | 0.0000% | $2200000.00        | $97082.77          | Agency Mortgage-Backed Securities |
| GNII SF MA0933 M | 2043-04-20      | 3.0000%  | 0.0000% | $260000.00         | $28270.96          | Agency Mortgage-Backed Securities |
| GNII SF MA1285 M | 2043-09-20      | 3.5000%  | 0.0000% | $14058798.00       | $1369402.34        | Agency Mortgage-Backed Securities |
| GNMI SF 662521 X | 2037-08-15      | 6.0000%  | 0.0000% | $25000.00          | $292.26            | Agency Mortgage-Backed Securities |
| GNMI SF 658218 X | 2036-12-15      | 6.0000%  | 0.0000% | $1174349.00        | $5834.45           | Agency Mortgage-Backed Securities |
| GNMI SP 783056 X | 2040-08-15      | 5.0000%  | 0.0000% | $62831000.00       | $1512737.21        | Agency Mortgage-Backed Securities |
| GNMI SF 730133 X | 2040-05-15      | 5.0000%  | 0.0000% | $1455370.00        | $9729.44           | Agency Mortgage-Backed Securities |
| GNMI SF 682907 X | 2040-11-15      | 6.0000%  | 0.0000% | $25386.00          | $1742.90           | Agency Mortgage-Backed Securities |
| GNII SF MA0022 M | 2042-04-20      | 3.5000%  | 0.0000% | $692000.00         | $47317.15          | Agency Mortgage-Backed Securities |
| GNMI SP 782353 X | 2038-06-15      | 6.0000%  | 0.0000% | $1384219.00        | $12003.20          | Agency Mortgage-Backed Securities |
| GNII SF MA0318 M | 2042-08-20      | 3.5000%  | 0.0000% | $5384000.00        | $436334.89         | Agency Mortgage-Backed Securities |
| GNMI SF 618677 X | 2036-10-15      | 6.0000%  | 0.0000% | $25000.00          | $344.40            | Agency Mortgage-Backed Securities |
| GNMI SF 670109 X | 2037-07-15      | 6.0000%  | 0.0000% | $50000.00          | $323.72            | Agency Mortgage-Backed Securities |
| GNMI SF 638595 X | 2039-02-15      | 6.0000%  | 0.0000% | $250622.00         | $34373.48          | Agency Mortgage-Backed Securities |
| GNMI SF 670636 X | 2039-08-15      | 6.0000%  | 0.0000% | $139430.00         | $13166.07          | Agency Mortgage-Backed Securities |
| GNII SF MA2224 M | 2044-09-20      | 4.0000%  | 0.0000% | $402357.00         | $26798.56          | Agency Mortgage-Backed Securities |
| GNMI SF 680184 X | 2038-03-15      | 5.5000%  | 0.0000% | $2864454.00        | $12461.98          | Agency Mortgage-Backed Securities |
| GNMI SF 676554 X | 2037-10-15      | 6.0000%  | 0.0000% | $24998.00          | $103.17            | Agency Mortgage-Backed Securities |
| GNII SF MA2304 M | 2044-10-20      | 4.0000%  | 0.0000% | $3627940.00        | $238580.92         | Agency Mortgage-Backed Securities |
| GNMI SP 782745 X | 2038-11-15      | 6.0000%  | 0.0000% | $1244839.00        | $12805.75          | Agency Mortgage-Backed Securities |
| GNMI SF 708520 X | 2039-04-15      | 5.0000%  | 0.0000% | $1333305.00        | $7078.55           | Agency Mortgage-Backed Securities |
| GNII SF MA1225 M | 2043-08-20      | 4.0000%  | 0.0000% | $10658545.00       | $631065.99         | Agency Mortgage-Backed Securities |
| GNMI SF 677235 X | 2040-06-15      | 4.5000%  | 0.0000% | $13000000.00       | $410682.33         | Agency Mortgage-Backed Securities |
| GNMI SF 678279 X | 2038-12-15      | 6.0000%  | 0.0000% | $1008160.00        | $3163.30           | Agency Mortgage-Backed Securities |
| GNMI SF BB7223 X | 2047-08-15      | 5.0000%  | 0.0000% | $2759264.00        | $171640.49         | Agency Mortgage-Backed Securities |
| GNII SF MA6219 M | 2049-10-20      | 3.5000%  | 0.0000% | $5000000.00        | $600933.97         | Agency Mortgage-Backed Securities |
| GNII SF MA4380 M | 2047-03-20      | 2.5000%  | 0.0000% | $1400000.00        | $357621.78         | Agency Mortgage-Backed Securities |
| GNII SF MA5264 M | 2048-06-20      | 4.0000%  | 0.0000% | $85000.00          | $7631.85           | Agency Mortgage-Backed Securities |
| GNII SF MA6340 M | 2049-12-20      | 4.0000%  | 0.0000% | $754906.00         | $106941.68         | Agency Mortgage-Backed Securities |
| GNII SF MA5265 M | 2048-05-20      | 4.5000%  | 0.0000% | $1000000.00        | $72903.35          | Agency Mortgage-Backed Securities |
| GNMI SF CV9792 X | 2053-06-15      | 6.0000%  | 0.0000% | $1948512.00        | $1559367.67        | Agency Mortgage-Backed Securities |
| GNMI SF BP1829 X | 2049-08-15      | 4.0000%  | 0.0000% | $51543.00          | $4758.93           | Agency Mortgage-Backed Securities |
| GNMI SF AP9661 X | 2047-05-15      | 5.0000%  | 0.0000% | $113171.00         | $4896.47           | Agency Mortgage-Backed Securities |
| GNMI SF AF8316 X | 2049-05-15      | 3.0000%  | 0.0000% | $384878.00         | $254944.32         | Agency Mortgage-Backed Securities |
| GNMI SF AP5306 X | 2046-01-15      | 4.5000%  | 0.0000% | $259255.00         | $21734.34          | Agency Mortgage-Backed Securities |
| GNPL PN DJ7954   | 2060-07-15      | 5.9900%  | 0.0000% | $3239615.00        | $3417747.39        | Agency Mortgage-Backed Securities |
| GNII SF DK7243 C | 2055-06-20      | 6.0000%  | 0.0000% | $5205680.00        | $5402026.72        | Agency Mortgage-Backed Securities |
| GNII SF DK8215 C | 2055-07-20      | 6.0000%  | 0.0000% | $2242475.00        | $2331521.44        | Agency Mortgage-Backed Securities |
| GNII SF DK1982 C | 2055-06-20      | 6.5000%  | 0.0000% | $1695336.00        | $1769677.17        | Agency Mortgage-Backed Securities |
| GNII SF DJ7997 C | 2055-07-20      | 6.0000%  | 0.0000% | $1180272.00        | $1201751.77        | Agency Mortgage-Backed Securities |
| GNII SF DJ4184 C | 2055-04-20      | 6.0000%  | 0.0000% | $1227408.00        | $1262895.51        | Agency Mortgage-Backed Securities |
| GNII ET DK1287 C | 2065-06-20      | 6.5000%  | 0.0000% | $1174095.00        | $1206770.36        | Agency Mortgage-Backed Securities |
| GNII SF DK1971 C | 2055-06-20      | 6.5000%  | 0.0000% | $2052272.00        | $2142395.32        | Agency Mortgage-Backed Securities |
| GNII SF 004017 M | 2037-08-20      | 6.0000%  | 0.0000% | $3946399.00        | $42940.00          | Agency Mortgage-Backed Securities |
| GNII SF 003320 M | 2032-12-20      | 5.5000%  | 0.0000% | $72748.00          | $501.06            | Agency Mortgage-Backed Securities |
| GNII SF 004268 M | 2038-10-20      | 6.0000%  | 0.0000% | $2468663.00        | $25141.98          | Agency Mortgage-Backed Securities |
| GNII SF 003459 M | 2033-10-20      | 5.5000%  | 0.0000% | $233000.00         | $2857.65           | Agency Mortgage-Backed Securities |
| GNII SF 003461 M | 2033-10-20      | 6.5000%  | 0.0000% | $25000.00          | $215.71            | Agency Mortgage-Backed Securities |
| GNII SF MA9852 M | 2054-08-20      | 6.0000%  | 0.0000% | $415912.00         | $357215.41         | Agency Mortgage-Backed Securities |
| GNMI SF 586343 X | 2035-01-15      | 6.0000%  | 0.0000% | $31988.00          | $292.48            | Agency Mortgage-Backed Securities |
| GNII SF 003546 M | 2034-04-20      | 6.5000%  | 0.0000% | $360000.00         | $3404.35           | Agency Mortgage-Backed Securities |
| GNMI SF AY3841 X | 2047-03-15      | 5.0000%  | 0.0000% | $502598.00         | $45806.44          | Agency Mortgage-Backed Securities |
| GNMI SF AY0512 X | 2047-06-15      | 4.5000%  | 0.0000% | $658449.00         | $65050.44          | Agency Mortgage-Backed Securities |
| GNII SF MA8045 M | 2052-05-20      | 4.0000%  | 0.0000% | $328292107.00      | $239874326.52      | Agency Mortgage-Backed Securities |
| GNII SF 003248 M | 2032-06-20      | 5.5000%  | 0.0000% | $145000.00         | $887.26            | Agency Mortgage-Backed Securities |
| GNMI SF AU8925 X | 2046-08-15      | 4.5000%  | 0.0000% | $2659989.00        | $103931.09         | Agency Mortgage-Backed Securities |
| GNII SF 003432 M | 2033-08-20      | 6.5000%  | 0.0000% | $62168.00          | $816.53            | Agency Mortgage-Backed Securities |
| GNII SF 003965 M | 2037-03-20      | 5.5000%  | 0.0000% | $150000.00         | $1531.36           | Agency Mortgage-Backed Securities |
| GNII SF 003807 M | 2036-01-20      | 5.5000%  | 0.0000% | $1984361.00        | $25896.68          | Agency Mortgage-Backed Securities |
| GNII SF DH3893 C | 2055-01-20      | 6.5000%  | 0.0000% | $452807.00         | $469956.34         | Agency Mortgage-Backed Securities |
| GNMI SP 782938 X | 2040-03-15      | 5.5000%  | 0.0000% | $1302164.00        | $22557.57          | Agency Mortgage-Backed Securities |
| GNMI SP 782858 X | 2039-11-15      | 6.0000%  | 0.0000% | $327790.00         | $5822.35           | Agency Mortgage-Backed Securities |
| GNMI SF 668745 X | 2038-02-15      | 6.0000%  | 0.0000% | $254715.00         | $6606.58           | Agency Mortgage-Backed Securities |
| GNMI SF 698028 X | 2039-01-15      | 5.0000%  | 0.0000% | $35784421.00       | $102124.47         | Agency Mortgage-Backed Securities |
| GNMI SF 691199 X | 2038-05-15      | 5.5000%  | 0.0000% | $538967.00         | $2276.22           | Agency Mortgage-Backed Securities |
| GNMI SF 669068 X | 2037-06-15      | 6.0000%  | 0.0000% | $1378006.00        | $10414.46          | Agency Mortgage-Backed Securities |
| GNMI SF 658121 X | 2036-10-15      | 6.0000%  | 0.0000% | $525000.00         | $2878.54           | Agency Mortgage-Backed Securities |
| GNMI SF 705143 X | 2040-06-15      | 5.0000%  | 0.0000% | $3758100.00        | $82763.17          | Agency Mortgage-Backed Securities |
| GNMI SF BB4482 X | 2047-07-15      | 4.5000%  | 0.0000% | $6810317.00        | $1094669.32        | Agency Mortgage-Backed Securities |
| GNMI SF BD4789 X | 2047-11-15      | 4.5000%  | 0.0000% | $542051.00         | $44831.18          | Agency Mortgage-Backed Securities |
| GNII SF BL2178 C | 2049-02-20      | 4.5000%  | 0.0000% | $2001255.00        | $188644.18         | Agency Mortgage-Backed Securities |
| GNMI SF BQ7172 X | 2049-10-15      | 3.5000%  | 0.0000% | $939391.00         | $95459.76          | Agency Mortgage-Backed Securities |
| GNMI SF BC2040 X | 2047-08-15      | 4.5000%  | 0.0000% | $1393877.00        | $108385.47         | Agency Mortgage-Backed Securities |
| GNMI SF BA0224 X | 2047-06-15      | 4.5000%  | 0.0000% | $2174216.00        | $59369.37          | Agency Mortgage-Backed Securities |
| GNMI SF BA5850 X | 2047-06-15      | 5.0000%  | 0.0000% | $102715.00         | $12046.57          | Agency Mortgage-Backed Securities |
| GNMI SF BA4894 X | 2047-06-15      | 5.0000%  | 0.0000% | $957316.00         | $46308.56          | Agency Mortgage-Backed Securities |
| GNMI SF BA2666 X | 2047-06-15      | 5.0000%  | 0.0000% | $76301.00          | $3763.47           | Agency Mortgage-Backed Securities |
| GNII ET DJ8148 C | 2065-05-20      | 6.5000%  | 0.0000% | $845010.00         | $867486.88         | Agency Mortgage-Backed Securities |
| GNII SF DK3599 C | 2055-07-20      | 7.0000%  | 0.0000% | $1051548.00        | $1111634.85        | Agency Mortgage-Backed Securities |
| GNII SF DK6016 C | 2055-07-20      | 6.5000%  | 0.0000% | $1069294.00        | $1122380.88        | Agency Mortgage-Backed Securities |
| GNII SF DK3038 C | 2055-07-20      | 6.5000%  | 0.0000% | $2850628.00        | $2981832.91        | Agency Mortgage-Backed Securities |
| GNMI SF 724600 X | 2040-05-15      | 5.0000%  | 0.0000% | $2554099.00        | $46869.72          | Agency Mortgage-Backed Securities |
| GNMI SP 782836 X | 2039-01-15      | 5.5000%  | 0.0000% | $183029.00         | $1340.34           | Agency Mortgage-Backed Securities |
| GNMI SF 651881 X | 2036-09-15      | 6.0000%  | 0.0000% | $50000.00          | $248.18            | Agency Mortgage-Backed Securities |
| GNMI SF 726832 X | 2039-10-15      | 5.0000%  | 0.0000% | $2950993.00        | $122871.23         | Agency Mortgage-Backed Securities |
| GNMI SF 727742 X | 2040-03-15      | 6.0000%  | 0.0000% | $37297.00          | $5205.48           | Agency Mortgage-Backed Securities |
| GNMI SF 615895 X | 2033-08-15      | 5.0000%  | 0.0000% | $4786322.00        | $77781.81          | Agency Mortgage-Backed Securities |
| GNMI SP 783375 X | 2041-08-15      | 5.0000%  | 0.0000% | $4331631.00        | $136079.84         | Agency Mortgage-Backed Securities |
| GNMI SP 783798 X | 2040-09-15      | 6.0000%  | 0.0000% | $25000.00          | $1684.66           | Agency Mortgage-Backed Securities |
| GNMI SP 782916 X | 2040-02-15      | 5.5000%  | 0.0000% | $683477.00         | $19101.39          | Agency Mortgage-Backed Securities |
| GNII SF MA3802 M | 2046-07-20      | 3.0000%  | 0.0000% | $900000.00         | $107911.68         | Agency Mortgage-Backed Securities |
| GNII SF MA4718 M | 2047-09-20      | 3.0000%  | 0.0000% | $3756000.00        | $552307.91         | Agency Mortgage-Backed Securities |
| GNII SF MA4836 M | 2047-11-20      | 3.0000%  | 0.0000% | $1500000.00        | $201770.37         | Agency Mortgage-Backed Securities |
| GNII SF MA5018 M | 2048-02-20      | 3.0000%  | 0.0000% | $12130340.00       | $1706908.30        | Agency Mortgage-Backed Securities |
| GNII SF DJ7994 C | 2055-06-20      | 6.0000%  | 0.0000% | $1587255.00        | $1637423.37        | Agency Mortgage-Backed Securities |
| GNII SF DJ7998 C | 2055-07-20      | 6.5000%  | 0.0000% | $1362286.00        | $1423239.67        | Agency Mortgage-Backed Securities |
| GNII SF MA9967 M | 2054-10-20      | 6.5000%  | 0.0000% | $813561.00         | $639284.37         | Agency Mortgage-Backed Securities |
| GNMI SF AQ0483 X | 2046-03-15      | 4.5000%  | 0.0000% | $1721260.00        | $50493.30          | Agency Mortgage-Backed Securities |
| GNMI SF BA5509 X | 2047-06-15      | 5.0000%  | 0.0000% | $4793652.00        | $168838.01         | Agency Mortgage-Backed Securities |
| GNII SF BT0812 C | 2050-03-20      | 3.0000%  | 0.0000% | $5000417.00        | $1013634.16        | Agency Mortgage-Backed Securities |
| GNMI SF BP1506 X | 2049-08-15      | 4.5000%  | 0.0000% | $25187.00          | $1628.38           | Agency Mortgage-Backed Securities |
| GNMI SF BQ7371 X | 2049-11-15      | 3.5000%  | 0.0000% | $2627673.00        | $348194.82         | Agency Mortgage-Backed Securities |
| GNMI SF BS5065 X | 2050-02-15      | 3.5000%  | 0.0000% | $425846.00         | $71235.56          | Agency Mortgage-Backed Securities |
| GNII RG CI4574 C | 2045-04-20      | 4.0000%  | 0.0000% | $2908464.00        | $1526150.52        | Agency Mortgage-Backed Securities |
| GNMI SF BB2257 X | 2047-08-15      | 4.5000%  | 0.0000% | $1982528.00        | $295693.28         | Agency Mortgage-Backed Securities |
| GNMI SF BR6259 X | 2050-01-15      | 3.5000%  | 0.0000% | $3227305.00        | $96020.11          | Agency Mortgage-Backed Securities |
| GNII SF MA5468 M | 2048-09-20      | 5.0000%  | 0.0000% | $247169.00         | $19207.67          | Agency Mortgage-Backed Securities |
| GNII SF MA5819 M | 2049-03-20      | 5.0000%  | 0.0000% | $4558900.00        | $314046.77         | Agency Mortgage-Backed Securities |
| GNII SF MA5399 M | 2048-08-20      | 4.5000%  | 0.0000% | $9300000.00        | $750789.42         | Agency Mortgage-Backed Securities |
| GNII SF MA7136 M | 2051-01-20      | 2.5000%  | 0.0000% | $1125000.00        | $498200.03         | Agency Mortgage-Backed Securities |
| GNII SF DD6592 C | 2054-08-20      | 7.0000%  | 0.0000% | $1323250.00        | $1204773.49        | Agency Mortgage-Backed Securities |
| GNMI SF 681624 X | 2038-11-15      | 6.0000%  | 0.0000% | $221699.00         | $26189.58          | Agency Mortgage-Backed Securities |
| GNMI SF 676389 X | 2038-01-15      | 5.5000%  | 0.0000% | $37722201.00       | $166113.35         | Agency Mortgage-Backed Securities |
| GNMI SF 688024 X | 2038-10-15      | 6.0000%  | 0.0000% | $25000.00          | $182.60            | Agency Mortgage-Backed Securities |
| GNMI SF 736078 X | 2040-06-15      | 5.0000%  | 0.0000% | $1273037.00        | $14688.03          | Agency Mortgage-Backed Securities |
| GNMI SF 736663 X | 2040-03-15      | 5.0000%  | 0.0000% | $1521279.00        | $36920.58          | Agency Mortgage-Backed Securities |
| GNII SF DK8212 C | 2055-07-20      | 6.0000%  | 0.0000% | $2700051.00        | $2793173.06        | Agency Mortgage-Backed Securities |
| GNII SF DL6631 C | 2055-07-20      | 6.0000%  | 0.0000% | $1469613.00        | $1513172.33        | Agency Mortgage-Backed Securities |
| GNMI SF 744060 X | 2041-05-15      | 6.0000%  | 0.0000% | $254623.00         | $10623.54          | Agency Mortgage-Backed Securities |
| GNMI SF 617740 X | 2037-10-15      | 6.0000%  | 0.0000% | $1495570.00        | $5220.50           | Agency Mortgage-Backed Securities |
| GNMI SP 783551 X | 2040-12-15      | 6.0000%  | 0.0000% | $162262.00         | $8403.93           | Agency Mortgage-Backed Securities |
| GNMI SF 689576 X | 2038-07-15      | 5.5000%  | 0.0000% | $60000.00          | $585.67            | Agency Mortgage-Backed Securities |
| GNII SF MA0852 M | 2043-01-20      | 3.5000%  | 0.0000% | $4248994.00        | $386017.78         | Agency Mortgage-Backed Securities |
| GNMI SF 688022 X | 2038-10-15      | 6.0000%  | 0.0000% | $1245892.00        | $19932.20          | Agency Mortgage-Backed Securities |
| GNII SP 781998 M | 2035-11-20      | 5.5000%  | 0.0000% | $305467.00         | $5321.57           | Agency Mortgage-Backed Securities |
| GNMI SF 654432 X | 2036-09-15      | 6.5000%  | 0.0000% | $2762966.00        | $54143.72          | Agency Mortgage-Backed Securities |
| GNII SF MA4509 M | 2046-12-20      | 3.0000%  | 0.0000% | $6443926.00        | $885965.90         | Agency Mortgage-Backed Securities |
| GNII SF MA7192 M | 2051-02-20      | 2.0000%  | 0.0000% | $2700000.00        | $1359865.49        | Agency Mortgage-Backed Securities |
| GNII SF MA6089 M | 2049-07-20      | 3.0000%  | 0.0000% | $3261000.00        | $444776.47         | Agency Mortgage-Backed Securities |
| GNII SF DK6021 C | 2055-07-20      | 6.5000%  | 0.0000% | $1327410.00        | $1390059.33        | Agency Mortgage-Backed Securities |
| GNII SF DK3035 C | 2055-07-20      | 6.5000%  | 0.0000% | $3460581.00        | $3627082.24        | Agency Mortgage-Backed Securities |
| GNII SF DK6010 C | 2055-07-20      | 6.0000%  | 0.0000% | $1106211.00        | $1146065.57        | Agency Mortgage-Backed Securities |
| GNII SF DK1920 C | 2055-06-20      | 6.5000%  | 0.0000% | $3183122.00        | $3322554.69        | Agency Mortgage-Backed Securities |
| GNII SF DK3032 C | 2055-07-20      | 6.5000%  | 0.0000% | $1404789.00        | $1479698.91        | Agency Mortgage-Backed Securities |
| GNII SF DK3071 C | 2055-07-20      | 6.5000%  | 0.0000% | $2152190.00        | $2266948.36        | Agency Mortgage-Backed Securities |
| GNCL CL CR5673   | 2064-03-15      | 6.9500%  | 0.0000% | $19010.00          | $19983.59          | Agency Mortgage-Backed Securities |
| GNMI SF AM2757 X | 2045-04-15      | 4.0000%  | 0.0000% | $658564.00         | $73723.70          | Agency Mortgage-Backed Securities |
| GNCL CL CR5665   | 2063-12-15      | 6.9000%  | 0.0000% | $146167.00         | $155120.02         | Agency Mortgage-Backed Securities |
| GNII SF MA9962 M | 2054-10-20      | 4.0000%  | 0.0000% | $1023269.00        | $925634.94         | Agency Mortgage-Backed Securities |
| GNMI SF BQ8587 X | 2049-10-15      | 3.5000%  | 0.0000% | $31552.00          | $4045.68           | Agency Mortgage-Backed Securities |
| GNPL PN CD6024   | 2063-09-15      | 2.4100%  | 0.0000% | $292204.00         | $237422.83         | Agency Mortgage-Backed Securities |
| GNII SF CJ7473 C | 2052-01-20      | 4.0000%  | 0.0000% | $2469579.00        | $1187532.15        | Agency Mortgage-Backed Securities |
| GNMI SF BT9028 X | 2050-03-15      | 3.5000%  | 0.0000% | $2793731.00        | $265037.71         | Agency Mortgage-Backed Securities |
| GNII SF MA2074 M | 2044-07-20      | 4.0000%  | 0.0000% | $2900000.00        | $184257.30         | Agency Mortgage-Backed Securities |
| GNII SF DH6436 C | 2055-03-20      | 6.5000%  | 0.0000% | $1191361.00        | $1258985.56        | Agency Mortgage-Backed Securities |
| GNII SF MA2893 M | 2045-05-20      | 4.0000%  | 0.0000% | $655000.00         | $60399.09          | Agency Mortgage-Backed Securities |
| GNII SF DH6440 C | 2055-03-20      | 6.5000%  | 0.0000% | $1422275.00        | $1503039.53        | Agency Mortgage-Backed Securities |
| GNII SF MA3106 M | 2045-09-20      | 4.0000%  | 0.0000% | $17775000.00       | $1274848.30        | Agency Mortgage-Backed Securities |
| GNMI SF AY5213 X | 2047-02-15      | 4.5000%  | 0.0000% | $1346126.00        | $226537.66         | Agency Mortgage-Backed Securities |
| GNII SF DI8712 C | 2055-07-20      | 6.5000%  | 0.0000% | $3089669.00        | $3227915.21        | Agency Mortgage-Backed Securities |
| GNMI SF AU6700 X | 2047-02-15      | 4.5000%  | 0.0000% | $2399114.00        | $293172.63         | Agency Mortgage-Backed Securities |
| GNMI SF 699495 X | 2038-10-15      | 6.0000%  | 0.0000% | $25000.00          | $222.21            | Agency Mortgage-Backed Securities |
| GNMI SF 656187 X | 2036-07-15      | 6.0000%  | 0.0000% | $50000.00          | $86.10             | Agency Mortgage-Backed Securities |
| GNMI SF 656323 X | 2036-11-15      | 6.0000%  | 0.0000% | $1518306.00        | $18530.02          | Agency Mortgage-Backed Securities |
| GNMI SF 645916 X | 2036-05-15      | 6.0000%  | 0.0000% | $2743530.00        | $5637.21           | Agency Mortgage-Backed Securities |
| GNMI SF 697650 X | 2038-10-15      | 6.0000%  | 0.0000% | $87000.00          | $557.31            | Agency Mortgage-Backed Securities |
| GNMI SF 690922 X | 2038-06-15      | 5.5000%  | 0.0000% | $4439114.00        | $30949.35          | Agency Mortgage-Backed Securities |
| GNMI SF 668973 X | 2037-03-15      | 6.0000%  | 0.0000% | $2665216.00        | $45852.89          | Agency Mortgage-Backed Securities |
| GNMI SF 648165 X | 2038-11-15      | 6.0000%  | 0.0000% | $796480.00         | $6436.07           | Agency Mortgage-Backed Securities |
| GNMI SF 622626 X | 2033-11-15      | 6.0000%  | 0.0000% | $25000.00          | $996.47            | Agency Mortgage-Backed Securities |
| GNMI SF 690847 X | 2038-06-15      | 5.5000%  | 0.0000% | $28554.00          | $558.15            | Agency Mortgage-Backed Securities |
| GNMI SF 671325 X | 2037-07-15      | 6.0000%  | 0.0000% | $50000.00          | $271.47            | Agency Mortgage-Backed Securities |
| GNMI SF 698611 X | 2038-11-15      | 6.0000%  | 0.0000% | $50000.00          | $1802.18           | Agency Mortgage-Backed Securities |
| GNMI SF AZ3056 X | 2047-08-15      | 4.5000%  | 0.0000% | $1519953.00        | $203403.98         | Agency Mortgage-Backed Securities |
| GNMI SF AV4036 X | 2046-09-15      | 4.5000%  | 0.0000% | $2386613.00        | $296360.62         | Agency Mortgage-Backed Securities |
| GNII SF DI3654 C | 2055-07-20      | 6.5000%  | 0.0000% | $2009441.00        | $2099348.75        | Agency Mortgage-Backed Securities |
| GNII SF 003544 M | 2034-04-20      | 5.5000%  | 0.0000% | $75000.00          | $1042.12           | Agency Mortgage-Backed Securities |
| GNMI SF 689791 X | 2038-08-15      | 6.0000%  | 0.0000% | $33662.00          | $417.33            | Agency Mortgage-Backed Securities |
| GNMI SF 688099 X | 2038-11-15      | 6.0000%  | 0.0000% | $1952000.00        | $14747.44          | Agency Mortgage-Backed Securities |
| GNMI SF 697594 X | 2038-11-15      | 6.5000%  | 0.0000% | $691490.00         | $4700.94           | Agency Mortgage-Backed Securities |
| GNMI SF 697584 X | 2038-11-15      | 5.5000%  | 0.0000% | $26413089.00       | $38568.66          | Agency Mortgage-Backed Securities |
| GNMI SF 700916 X | 2038-11-15      | 6.0000%  | 0.0000% | $46740.00          | $327.34            | Agency Mortgage-Backed Securities |
| GNII SF 005288 M | 2042-01-20      | 5.5000%  | 0.0000% | $25594.00          | $1094.43           | Agency Mortgage-Backed Securities |
| GNII SF 003840 M | 2036-04-20      | 5.0000%  | 0.0000% | $9548805.00        | $123017.18         | Agency Mortgage-Backed Securities |
| GNII SF 003120 M | 2031-08-20      | 6.5000%  | 0.0000% | $400000.00         | $558.05            | Agency Mortgage-Backed Securities |
| GNII SF 005338 M | 2042-03-20      | 6.0000%  | 0.0000% | $1992352.00        | $72858.95          | Agency Mortgage-Backed Securities |
| GNMI SF 463256 X | 2037-02-15      | 6.0000%  | 0.0000% | $25000.00          | $527.88            | Agency Mortgage-Backed Securities |
| GNII SF 004562 M | 2039-10-20      | 6.5000%  | 0.0000% | $100000.00         | $1705.47           | Agency Mortgage-Backed Securities |
| GNMI SF AX0416 X | 2046-10-15      | 4.5000%  | 0.0000% | $694964.00         | $33914.22          | Agency Mortgage-Backed Securities |
| GNII SF 003724 M | 2035-06-20      | 5.5000%  | 0.0000% | $25000.00          | $386.95            | Agency Mortgage-Backed Securities |
| GNII SF 003284 M | 2032-09-20      | 5.5000%  | 0.0000% | $2120000.00        | $7897.59           | Agency Mortgage-Backed Securities |
| GNII SF 004426 M | 2039-04-20      | 6.0000%  | 0.0000% | $288828.00         | $3691.67           | Agency Mortgage-Backed Securities |
| GNII SF 004029 M | 2037-09-20      | 6.5000%  | 0.0000% | $10942187.00       | $117552.78         | Agency Mortgage-Backed Securities |
| GNII SF 003213 M | 2032-03-20      | 5.5000%  | 0.0000% | $30000.00          | $111.69            | Agency Mortgage-Backed Securities |
| GNII SF 003306 M | 2032-11-20      | 5.5000%  | 0.0000% | $2662000.00        | $13680.62          | Agency Mortgage-Backed Securities |
| GNII SF 004370 M | 2039-02-20      | 5.5000%  | 0.0000% | $2489993.00        | $38118.77          | Agency Mortgage-Backed Securities |
| GNII SF 004425 M | 2039-04-20      | 5.5000%  | 0.0000% | $1201064.00        | $25887.70          | Agency Mortgage-Backed Securities |
| GNII SF 003841 M | 2036-04-20      | 5.5000%  | 0.0000% | $740234.00         | $8831.05           | Agency Mortgage-Backed Securities |
| GNII SF DH6437 C | 2055-03-20      | 6.5000%  | 0.0000% | $1898941.00        | $2006815.46        | Agency Mortgage-Backed Securities |
| GNII SF DG7452 C | 2055-07-20      | 6.5000%  | 0.0000% | $1011901.00        | $1059659.35        | Agency Mortgage-Backed Securities |
| GNMI SF AZ3489 X | 2049-01-15      | 4.5000%  | 0.0000% | $205688.00         | $23155.01          | Agency Mortgage-Backed Securities |
| GNII SF 004059 M | 2037-12-20      | 5.5000%  | 0.0000% | $642517.00         | $6080.72           | Agency Mortgage-Backed Securities |
| GNII SF 004006 M | 2037-07-20      | 6.0000%  | 0.0000% | $4840800.00        | $52055.95          | Agency Mortgage-Backed Securities |
| GNII SF 003415 M | 2033-07-20      | 5.5000%  | 0.0000% | $177000.00         | $1879.37           | Agency Mortgage-Backed Securities |
| GNII SF 003736 M | 2035-07-20      | 5.5000%  | 0.0000% | $765000.00         | $12171.78          | Agency Mortgage-Backed Securities |
| GNII SF 004472 M | 2039-06-20      | 6.5000%  | 0.0000% | $210000.00         | $3989.75           | Agency Mortgage-Backed Securities |
| GNII SF MA1286 M | 2043-09-20      | 4.0000%  | 0.0000% | $25492.00          | $1453.86           | Agency Mortgage-Backed Securities |
| GNII SF MA9017 M | 2053-07-20      | 5.5000%  | 0.0000% | $1000.00           | $807.75            | Agency Mortgage-Backed Securities |
| GNII SF MA7884 M | 2052-02-20      | 4.0000%  | 0.0000% | $25000.00          | $17245.74          | Agency Mortgage-Backed Securities |
| GNII SF MA9424 M | 2053-12-20      | 6.0000%  | 0.0000% | $1985464.00        | $1321837.90        | Agency Mortgage-Backed Securities |
| GNMI SF BD4792 X | 2047-11-15      | 3.5000%  | 0.0000% | $97561.00          | $13326.10          | Agency Mortgage-Backed Securities |
| GNMI SF 711752 X | 2043-05-15      | 2.5000%  | 0.0000% | $496995.00         | $177870.28         | Agency Mortgage-Backed Securities |
| GNII SF MA7367 M | 2051-05-20      | 2.5000%  | 0.0000% | $2083905.00        | $1097911.24        | Agency Mortgage-Backed Securities |
| GNII SF MA7649 M | 2051-10-20      | 2.5000%  | 0.0000% | $18000.00          | $10948.11          | Agency Mortgage-Backed Securities |
| GNII SF DH6434 C | 2055-03-20      | 6.5000%  | 0.0000% | $1353779.00        | $1430246.45        | Agency Mortgage-Backed Securities |
| GNII SF DH4986 C | 2055-07-20      | 6.0000%  | 0.0000% | $1784556.00        | $1844194.08        | Agency Mortgage-Backed Securities |
| GNII SF MA8879 M | 2053-05-20      | 5.5000%  | 0.0000% | $1448000.00        | $1155001.60        | Agency Mortgage-Backed Securities |
| GNII SF MA8487 M | 2052-11-20      | 3.5000%  | 0.0000% | $1500000.00        | $1130259.58        | Agency Mortgage-Backed Securities |
| GNII SF MB0364 M | 2055-05-20      | 4.5000%  | 0.0000% | $192028.00         | $182407.61         | Agency Mortgage-Backed Securities |
| GNII SF DI9417 C | 2055-04-20      | 5.5000%  | 0.0000% | $2193112.00        | $2203702.27        | Agency Mortgage-Backed Securities |
| GNII SF MA5818 M | 2049-03-20      | 4.5000%  | 0.0000% | $300000.00         | $22783.10          | Agency Mortgage-Backed Securities |
| GNII SF MA5597 M | 2048-11-20      | 5.0000%  | 0.0000% | $41999630.00       | $2572013.85        | Agency Mortgage-Backed Securities |
| GNII SF MA8147 M | 2052-02-20      | 2.5000%  | 0.0000% | $50000.00          | $31737.54          | Agency Mortgage-Backed Securities |
| GNII SF AS7010 C | 2046-06-20      | 3.5000%  | 0.0000% | $3000000.00        | $945788.54         | Agency Mortgage-Backed Securities |
| GNII SF 003626 M | 2034-10-20      | 6.5000%  | 0.0000% | $100000.00         | $1321.10           | Agency Mortgage-Backed Securities |
| GNMI SF 704178 X | 2039-01-15      | 5.5000%  | 0.0000% | $5069632.00        | $32100.70          | Agency Mortgage-Backed Securities |
| GNMI SF 682587 X | 2038-04-15      | 5.5000%  | 0.0000% | $3925527.00        | $10581.63          | Agency Mortgage-Backed Securities |
| GNII SF MB0150 M | 2054-12-20      | 7.0000%  | 0.0000% | $1014398.00        | $1020552.63        | Agency Mortgage-Backed Securities |
| GNII SF MB0093 M | 2054-09-20      | 6.0000%  | 0.0000% | $103068.00         | $102558.46         | Agency Mortgage-Backed Securities |
| GNII SF DI8709 C | 2055-07-20      | 6.5000%  | 0.0000% | $1568777.00        | $1638971.40        | Agency Mortgage-Backed Securities |
| GNII SF 003199 M | 2032-02-20      | 5.5000%  | 0.0000% | $235002.00         | $1178.24           | Agency Mortgage-Backed Securities |
| GNII SF DI8395 C | 2055-07-20      | 6.0000%  | 0.0000% | $1146166.00        | $1180070.74        | Agency Mortgage-Backed Securities |
| GNII SF 003473 M | 2033-11-20      | 5.5000%  | 0.0000% | $25000.00          | $303.95            | Agency Mortgage-Backed Securities |
| GNMI SF AY3765 X | 2047-03-15      | 4.5000%  | 0.0000% | $947416.00         | $42966.09          | Agency Mortgage-Backed Securities |
| GNII SF 003295 M | 2032-10-20      | 5.5000%  | 0.0000% | $6003734.00        | $32825.73          | Agency Mortgage-Backed Securities |
| GNMI SF 588092 X | 2032-10-15      | 5.5000%  | 0.0000% | $150000.00         | $923.09            | Agency Mortgage-Backed Securities |
| GNMI SF AT2380 X | 2046-07-15      | 4.5000%  | 0.0000% | $48095.00          | $2339.09           | Agency Mortgage-Backed Securities |
| GNMI SF 581589 X | 2032-10-15      | 6.0000%  | 0.0000% | $49900000.00       | $242933.83         | Agency Mortgage-Backed Securities |
| GNMI SF BL2071 X | 2049-02-15      | 4.5000%  | 0.0000% | $233496.00         | $21644.42          | Agency Mortgage-Backed Securities |
| GNII SF BF9479 C | 2048-03-20      | 4.0000%  | 0.0000% | $186000.00         | $32418.85          | Agency Mortgage-Backed Securities |
| GNMI SF BR4832 X | 2052-06-15      | 4.0000%  | 0.0000% | $911955.00         | $396518.61         | Agency Mortgage-Backed Securities |
| GNII SF MA1157 M | 2043-07-20      | 3.5000%  | 0.0000% | $955000.00         | $96420.58          | Agency Mortgage-Backed Securities |
| GNII SF DI8718 C | 2055-07-20      | 6.5000%  | 0.0000% | $1682453.00        | $1758766.83        | Agency Mortgage-Backed Securities |
| GNII SF MA6821 M | 2050-08-20      | 3.5000%  | 0.0000% | $910122.00         | $251746.06         | Agency Mortgage-Backed Securities |
| GNII SF DL6638 C | 2055-07-20      | 6.5000%  | 0.0000% | $1317013.00        | $1384015.60        | Agency Mortgage-Backed Securities |
| GNMI SF BB4345 X | 2047-07-15      | 4.5000%  | 0.0000% | $1108666.00        | $75734.88          | Agency Mortgage-Backed Securities |
| GNMI SF BC7280 X | 2047-08-15      | 4.5000%  | 0.0000% | $701416.00         | $66809.58          | Agency Mortgage-Backed Securities |
| GNII SF MA8264 M | 2052-09-20      | 2.5000%  | 0.0000% | $100000.00         | $63044.93          | Agency Mortgage-Backed Securities |
| GNII SF MA8197 M | 2052-07-20      | 2.5000%  | 0.0000% | $100000.00         | $62963.77          | Agency Mortgage-Backed Securities |
| GNMI SF BD6110 X | 2047-11-15      | 3.5000%  | 0.0000% | $1000000.00        | $107839.92         | Agency Mortgage-Backed Securities |
| GNII SF MA1012 M | 2043-05-20      | 3.5000%  | 0.0000% | $2318934.00        | $234639.42         | Agency Mortgage-Backed Securities |
| GNII SF DI3065 C | 2055-07-20      | 6.0000%  | 0.0000% | $3425894.00        | $3550236.82        | Agency Mortgage-Backed Securities |
| GNII SF DI1519 C | 2055-03-20      | 6.0000%  | 0.0000% | $783962.00         | $807383.72         | Agency Mortgage-Backed Securities |
| GNII SF DL4405 C | 2055-07-20      | 6.0000%  | 0.0000% | $2153561.00        | $2222156.22        | Agency Mortgage-Backed Securities |
| GNMI SF 687708 X | 2038-07-15      | 5.0000%  | 0.0000% | $1744061.00        | $38253.95          | Agency Mortgage-Backed Securities |
| GNMI SF 699137 X | 2038-09-15      | 6.0000%  | 0.0000% | $25000.00          | $321.29            | Agency Mortgage-Backed Securities |
| GNII SF 004713 M | 2040-06-20      | 4.5000%  | 0.0000% | $1292000.00        | $47830.96          | Agency Mortgage-Backed Securities |
| GNMI SF 700933 X | 2038-11-15      | 6.0000%  | 0.0000% | $1275570.00        | $19316.27          | Agency Mortgage-Backed Securities |
| GNMI SF 687836 X | 2038-08-15      | 6.0000%  | 0.0000% | $1572970.00        | $18942.90          | Agency Mortgage-Backed Securities |
| GNMI SF 688386 X | 2038-04-15      | 5.5000%  | 0.0000% | $3905746.00        | $7503.58           | Agency Mortgage-Backed Securities |
| GNMI SF 662122 X | 2037-02-15      | 6.0000%  | 0.0000% | $30231.00          | $2013.13           | Agency Mortgage-Backed Securities |
| GNMI SF 701417 X | 2039-04-15      | 5.0000%  | 0.0000% | $1999800.00        | $68716.90          | Agency Mortgage-Backed Securities |
| GNMI SF 673234 X | 2038-11-15      | 6.0000%  | 0.0000% | $657402.00         | $7433.02           | Agency Mortgage-Backed Securities |
| GNII SF 711724 C | 2043-02-20      | 3.5000%  | 0.0000% | $2050000.00        | $670447.58         | Agency Mortgage-Backed Securities |
| GNMI SF 700899 X | 2038-11-15      | 6.0000%  | 0.0000% | $997595.00         | $2371.57           | Agency Mortgage-Backed Securities |
| GNII SF 004923 M | 2041-01-20      | 4.5000%  | 0.0000% | $1000000.00        | $50983.42          | Agency Mortgage-Backed Securities |
| GNII SF 004801 M | 2040-09-20      | 4.5000%  | 0.0000% | $100000.00         | $4186.14           | Agency Mortgage-Backed Securities |
| GNII SF 004171 M | 2038-06-20      | 6.5000%  | 0.0000% | $25000.00          | $369.39            | Agency Mortgage-Backed Securities |
| GNMI SF 749219 X | 2041-03-15      | 4.5000%  | 0.0000% | $378046.00         | $111492.01         | Agency Mortgage-Backed Securities |
| GNPL PN DK6734   | 2060-06-15      | 5.8400%  | 0.0000% | $3763000.00        | $3958848.79        | Agency Mortgage-Backed Securities |
| GNMI SF BC8549 X | 2047-09-15      | 4.5000%  | 0.0000% | $1016237.00        | $105956.62         | Agency Mortgage-Backed Securities |
| GNMI SF BC8961 X | 2047-10-15      | 4.5000%  | 0.0000% | $226493.00         | $17519.07          | Agency Mortgage-Backed Securities |
| GNMI SF BD7115 X | 2047-11-15      | 4.5000%  | 0.0000% | $1960162.00        | $371814.31         | Agency Mortgage-Backed Securities |
| GNMI SF BC1382 X | 2047-09-15      | 4.5000%  | 0.0000% | $1652671.00        | $161263.14         | Agency Mortgage-Backed Securities |
| GNMI SF BE7988 X | 2048-01-15      | 5.0000%  | 0.0000% | $4185032.00        | $858275.52         | Agency Mortgage-Backed Securities |
| GNII SF 005063 M | 2041-05-20      | 6.0000%  | 0.0000% | $437354.00         | $12640.65          | Agency Mortgage-Backed Securities |
| GNMI SF 553347 X | 2033-07-15      | 5.0000%  | 0.0000% | $1306051.00        | $34060.88          | Agency Mortgage-Backed Securities |
| GNPL PN DK6737   | 2060-06-15      | 5.8400%  | 0.0000% | $3198294.00        | $3364752.15        | Agency Mortgage-Backed Securities |
| GNII SF DK3073 C | 2055-07-20      | 6.0000%  | 0.0000% | $1454745.00        | $1503668.07        | Agency Mortgage-Backed Securities |
| GNII SF 004833 M | 2040-10-20      | 4.0000%  | 0.0000% | $9997000.00        | $486199.69         | Agency Mortgage-Backed Securities |
| GNPL PN DJ7952   | 2060-07-15      | 5.9900%  | 0.0000% | $2544995.00        | $2694517.70        | Agency Mortgage-Backed Securities |
| GNII SF MB0094 M | 2054-11-20      | 6.5000%  | 0.0000% | $1787876.00        | $1759707.20        | Agency Mortgage-Backed Securities |
| GNMI SF AU6655 X | 2047-01-15      | 4.5000%  | 0.0000% | $808390.00         | $43520.78          | Agency Mortgage-Backed Securities |
| GNII SF 002279 M | 2026-09-20      | 6.0000%  | 0.0000% | $75000.00          | $155.20            | Agency Mortgage-Backed Securities |
| GNII SF MA9608 M | 2054-04-20      | 7.0000%  | 0.0000% | $421111.00         | $211850.90         | Agency Mortgage-Backed Securities |
| GNMI SP 785334 X | 2049-03-15      | 5.5000%  | 0.0000% | $2200000.00        | $864895.05         | Agency Mortgage-Backed Securities |
| GNMI SF 741902 X | 2040-04-15      | 6.0000%  | 0.0000% | $169924.00         | $8506.30           | Agency Mortgage-Backed Securities |
| GNMI SF 732515 X | 2040-06-15      | 6.0000%  | 0.0000% | $159759.00         | $9574.17           | Agency Mortgage-Backed Securities |
| GNII SP 783976 M | 2043-04-20      | 3.5000%  | 0.0000% | $633000.00         | $73539.70          | Agency Mortgage-Backed Securities |
| GNMI SP 782436 X | 2038-10-15      | 6.0000%  | 0.0000% | $1380673.00        | $15873.15          | Agency Mortgage-Backed Securities |
| GNMI SF 618681 X | 2036-10-15      | 6.5000%  | 0.0000% | $2256068.00        | $16058.24          | Agency Mortgage-Backed Securities |
| GNII SP 783038 M | 2040-07-20      | 5.5000%  | 0.0000% | $23208584.00       | $639070.22         | Agency Mortgage-Backed Securities |
| GNMI SF 676843 X | 2038-05-15      | 6.0000%  | 0.0000% | $1360461.00        | $9476.51           | Agency Mortgage-Backed Securities |
| GNMI SF 658701 X | 2037-05-15      | 6.0000%  | 0.0000% | $50000.00          | $616.49            | Agency Mortgage-Backed Securities |
| GNMI SF 644935 X | 2035-07-15      | 6.0000%  | 0.0000% | $28571.00          | $528.72            | Agency Mortgage-Backed Securities |
| GNMI SF 662443 X | 2037-06-15      | 6.0000%  | 0.0000% | $25000.00          | $301.15            | Agency Mortgage-Backed Securities |
| GNMI SF 681393 X | 2038-06-15      | 6.5000%  | 0.0000% | $1179923.00        | $79143.23          | Agency Mortgage-Backed Securities |
| GNMI SF 677101 X | 2038-07-15      | 5.5000%  | 0.0000% | $2041841.00        | $8460.60           | Agency Mortgage-Backed Securities |
| GNII SF DL4403 C | 2055-07-20      | 6.0000%  | 0.0000% | $1870448.00        | $1934619.33        | Agency Mortgage-Backed Securities |
| GNMI SF 439084 X | 2039-02-15      | 6.0000%  | 0.0000% | $758983.00         | $9780.59           | Agency Mortgage-Backed Securities |
| GNII SF 005177 M | 2041-09-20      | 5.5000%  | 0.0000% | $960309.00         | $43538.03          | Agency Mortgage-Backed Securities |
| GNMI SF 738145 X | 2041-04-15      | 4.5000%  | 0.0000% | $4903190.00        | $80454.66          | Agency Mortgage-Backed Securities |
| GNMI SF 723240 X | 2039-10-15      | 5.0000%  | 0.0000% | $711455.00         | $11752.73          | Agency Mortgage-Backed Securities |
| GNII SF 005143 M | 2041-08-20      | 5.5000%  | 0.0000% | $90092.00          | $3891.99           | Agency Mortgage-Backed Securities |
| GNMI SF 738002 X | 2041-02-15      | 4.0000%  | 0.0000% | $895000.00         | $82364.93          | Agency Mortgage-Backed Securities |
| GNMI SF 743173 X | 2040-12-15      | 4.5000%  | 0.0000% | $805312.00         | $120095.10         | Agency Mortgage-Backed Securities |
| GNMI SF 676600 X | 2037-11-15      | 6.0000%  | 0.0000% | $25000.00          | $143.82            | Agency Mortgage-Backed Securities |
| GNMI SF 674510 X | 2037-10-15      | 6.0000%  | 0.0000% | $500000.00         | $6186.45           | Agency Mortgage-Backed Securities |
| GNMI SF 673207 X | 2038-10-15      | 6.0000%  | 0.0000% | $25000.00          | $147.37            | Agency Mortgage-Backed Securities |
| GNMI SF 696186 X | 2038-08-15      | 6.0000%  | 0.0000% | $3193691.00        | $24929.56          | Agency Mortgage-Backed Securities |
| GNMI SF 672676 X | 2038-04-15      | 5.5000%  | 0.0000% | $6861749.00        | $50951.69          | Agency Mortgage-Backed Securities |
| GNMI SF 700825 X | 2038-10-15      | 6.0000%  | 0.0000% | $78018.00          | $2199.34           | Agency Mortgage-Backed Securities |
| GNMI SF 702740 X | 2038-12-15      | 6.0000%  | 0.0000% | $1859593.00        | $4700.53           | Agency Mortgage-Backed Securities |
| GNMI SF 681706 X | 2038-12-15      | 6.0000%  | 0.0000% | $113276.00         | $5917.57           | Agency Mortgage-Backed Securities |
| GNII SF 004661 M | 2040-03-20      | 6.5000%  | 0.0000% | $939069.00         | $18218.48          | Agency Mortgage-Backed Securities |
| GNII SF MA8570 M | 2053-01-20      | 5.5000%  | 0.0000% | $3005160.00        | $2168916.22        | Agency Mortgage-Backed Securities |
| GNMI SF 723341 X | 2039-09-15      | 6.0000%  | 0.0000% | $120262.00         | $9436.72           | Agency Mortgage-Backed Securities |
| GNII SF DK3594 C | 2055-07-20      | 6.5000%  | 0.0000% | $1851891.00        | $1939290.38        | Agency Mortgage-Backed Securities |
| GNII SF 004747 M | 2040-07-20      | 5.0000%  | 0.0000% | $12896816.00       | $436491.80         | Agency Mortgage-Backed Securities |
| GNII SF 004266 M | 2038-10-20      | 5.5000%  | 0.0000% | $675749.00         | $7633.75           | Agency Mortgage-Backed Securities |
| GNII SF 004344 M | 2039-01-20      | 6.0000%  | 0.0000% | $3088329.00        | $39174.19          | Agency Mortgage-Backed Securities |
| GNMI SF 716792 X | 2039-04-15      | 4.5000%  | 0.0000% | $25000.00          | $302.91            | Agency Mortgage-Backed Securities |
| GNII SF 005085 M | 2038-10-20      | 6.0000%  | 0.0000% | $5158496.00        | $132335.98         | Agency Mortgage-Backed Securities |
| GNMI SF 723434 X | 2039-11-15      | 5.0000%  | 0.0000% | $1105637.00        | $19789.67          | Agency Mortgage-Backed Securities |
| GNMI SF BA2743 X | 2047-07-15      | 4.5000%  | 0.0000% | $1367647.00        | $86835.95          | Agency Mortgage-Backed Securities |
| GNMI SF BD7509 X | 2047-11-15      | 4.5000%  | 0.0000% | $1306267.00        | $415962.64         | Agency Mortgage-Backed Securities |
| GNMI SF 737902 X | 2041-01-15      | 4.0000%  | 0.0000% | $1400000.00        | $164186.49         | Agency Mortgage-Backed Securities |
| GNII SF DH9223 C | 2055-04-20      | 6.0000%  | 0.0000% | $1966946.00        | $2019715.21        | Agency Mortgage-Backed Securities |
| GNII SF DH6441 C | 2055-03-20      | 6.5000%  | 0.0000% | $1598986.00        | $1688718.54        | Agency Mortgage-Backed Securities |
| GNII SF DJ8767 C | 2055-06-20      | 6.0000%  | 0.0000% | $3366908.00        | $3484017.08        | Agency Mortgage-Backed Securities |
| GNII SF 004696 M | 2040-05-20      | 4.5000%  | 0.0000% | $26114384.00       | $927969.87         | Agency Mortgage-Backed Securities |
| GNII SF 004544 M | 2039-09-20      | 6.5000%  | 0.0000% | $100000.00         | $3462.84           | Agency Mortgage-Backed Securities |
| GNII SF 004619 M | 2040-01-20      | 5.5000%  | 0.0000% | $581278.00         | $22487.20          | Agency Mortgage-Backed Securities |
| GNII SF 004196 M | 2038-07-20      | 6.5000%  | 0.0000% | $12472343.00       | $140257.54         | Agency Mortgage-Backed Securities |
| GNII SF DJ8761 C | 2055-06-20      | 5.5000%  | 0.0000% | $2001176.00        | $2016180.92        | Agency Mortgage-Backed Securities |
| GNII SF MA8346 M | 2052-10-20      | 4.0000%  | 0.0000% | $36000.00          | $27543.64          | Agency Mortgage-Backed Securities |
| GNII SF MA8043 M | 2052-05-20      | 3.0000%  | 0.0000% | $50139.00          | $34268.41          | Agency Mortgage-Backed Securities |
| GNII SF MA5653 M | 2048-12-20      | 5.0000%  | 0.0000% | $3095278.00        | $193075.62         | Agency Mortgage-Backed Securities |
| GNII SF MA8876 M | 2053-05-20      | 4.0000%  | 0.0000% | $600000.00         | $480864.23         | Agency Mortgage-Backed Securities |
| GNII SF DF7410 C | 2054-12-20      | 6.0000%  | 0.0000% | $3120984.00        | $3207772.27        | Agency Mortgage-Backed Securities |
| GNCL CL DF3876   | 2066-07-15      | 5.3500%  | 0.0000% | $187342.00         | $185755.46         | Agency Mortgage-Backed Securities |
| GNMI SF AB2890 X | 2042-09-15      | 3.0000%  | 0.0000% | $1000000.00        | $90149.78          | Agency Mortgage-Backed Securities |
| GNII SF MA0225 M | 2038-03-20      | 6.0000%  | 0.0000% | $696895.00         | $25670.31          | Agency Mortgage-Backed Securities |
| GNII SF DH4659 C | 2055-04-20      | 6.5000%  | 0.0000% | $2354750.00        | $2453897.83        | Agency Mortgage-Backed Securities |
| GNII SF DL2083 C | 2055-07-20      | 6.0000%  | 0.0000% | $1319536.00        | $1358569.19        | Agency Mortgage-Backed Securities |
| GNII SF MB0365 M | 2055-05-20      | 5.0000%  | 0.0000% | $119181.00         | $116389.28         | Agency Mortgage-Backed Securities |
| GNII SF MA7650 M | 2051-10-20      | 3.0000%  | 0.0000% | $637989.00         | $376847.47         | Agency Mortgage-Backed Securities |
| GNII SF MA7939 M | 2052-02-20      | 4.0000%  | 0.0000% | $95000.00          | $64822.27          | Agency Mortgage-Backed Securities |
| GNII SF MA8097 M | 2052-05-20      | 2.5000%  | 0.0000% | $50000.00          | $32243.74          | Agency Mortgage-Backed Securities |
| GNII SF MA7255 M | 2051-03-20      | 2.5000%  | 0.0000% | $5159781.00        | $2500915.81        | Agency Mortgage-Backed Securities |
| GNII SF MA5764 M | 2049-02-20      | 4.5000%  | 0.0000% | $6781554.00        | $503254.90         | Agency Mortgage-Backed Securities |
| GNII SF MA6766 M | 2050-07-20      | 3.0000%  | 0.0000% | $404479.00         | $110326.00         | Agency Mortgage-Backed Securities |
| GNII SF DC1118 C | 2054-06-20      | 7.0000%  | 0.0000% | $1938841.00        | $1680667.57        | Agency Mortgage-Backed Securities |
| GNCL CL DB6877   | 2064-05-15      | 6.0100%  | 0.0000% | $125000.00         | $128338.42         | Agency Mortgage-Backed Securities |
| GNII SF MB0421 M | 2055-06-20      | 4.0000%  | 0.0000% | $48408000.00       | $44730852.10       | Agency Mortgage-Backed Securities |
| GNII SF MB0399 M | 2040-06-20      | 5.0000%  | 0.0000% | $4925408.00        | $4893076.97        | Agency Mortgage-Backed Securities |
| GNII SF MB0486 M | 2055-06-20      | 6.0000%  | 0.0000% | $36148864.00       | $36918473.31       | Agency Mortgage-Backed Securities |
| GNII SF MB0342 M | 2040-05-20      | 6.0000%  | 0.0000% | $878671.00         | $875262.35         | Agency Mortgage-Backed Securities |
| GNMI SF 704005 X | 2038-11-15      | 6.5000%  | 0.0000% | $106705.00         | $1332.17           | Agency Mortgage-Backed Securities |
| GNMI SF 648132 X | 2036-07-15      | 6.0000%  | 0.0000% | $75000.00          | $670.59            | Agency Mortgage-Backed Securities |
| GNMI SF 682306 X | 2038-03-15      | 6.0000%  | 0.0000% | $904270.00         | $39641.93          | Agency Mortgage-Backed Securities |
| GNMI SF 671120 X | 2037-08-15      | 6.0000%  | 0.0000% | $25000.00          | $300.36            | Agency Mortgage-Backed Securities |
| GNMI SF 699113 X | 2038-09-15      | 6.0000%  | 0.0000% | $1884870.00        | $13214.90          | Agency Mortgage-Backed Securities |
| GNMI SF 668585 X | 2037-08-15      | 6.0000%  | 0.0000% | $536627.00         | $4624.91           | Agency Mortgage-Backed Securities |
| GNII SF MA1839 M | 2044-04-20      | 4.0000%  | 0.0000% | $75000.00          | $4571.46           | Agency Mortgage-Backed Securities |
| GNMI SF 689825 X | 2038-08-15      | 6.0000%  | 0.0000% | $3823782.00        | $11345.09          | Agency Mortgage-Backed Securities |
| GNMI SF 687923 X | 2038-09-15      | 6.0000%  | 0.0000% | $2076376.00        | $8460.31           | Agency Mortgage-Backed Securities |
| GNMI SF 700926 X | 2038-11-15      | 5.5000%  | 0.0000% | $4700250.00        | $42213.09          | Agency Mortgage-Backed Securities |
| GNMI SF 698654 X | 2038-11-15      | 6.0000%  | 0.0000% | $203598.00         | $11638.62          | Agency Mortgage-Backed Securities |
| GNMI SF 683958 X | 2038-02-15      | 6.0000%  | 0.0000% | $2091097.00        | $13207.95          | Agency Mortgage-Backed Securities |
| GNMI SF 706016 X | 2039-01-15      | 6.0000%  | 0.0000% | $68778.00          | $2707.40           | Agency Mortgage-Backed Securities |
| GNMI SP 783391 X | 2040-07-15      | 6.0000%  | 0.0000% | $167242.00         | $5645.35           | Agency Mortgage-Backed Securities |
| GNMI SF 700918 X | 2038-11-15      | 5.5000%  | 0.0000% | $3332424.00        | $12690.06          | Agency Mortgage-Backed Securities |
| GNMI SF 680687 X | 2038-01-15      | 6.0000%  | 0.0000% | $2161149.00        | $19541.42          | Agency Mortgage-Backed Securities |
| GNMI SF 632233 X | 2038-03-15      | 6.0000%  | 0.0000% | $58725.00          | $1782.62           | Agency Mortgage-Backed Securities |
| GNMI SF 672935 X | 2038-08-15      | 5.5000%  | 0.0000% | $136950.00         | $1891.97           | Agency Mortgage-Backed Securities |
| GNMI SF 687833 X | 2038-08-15      | 6.0000%  | 0.0000% | $987999.00         | $12544.93          | Agency Mortgage-Backed Securities |
| GNMI SF 658570 X | 2036-08-15      | 6.0000%  | 0.0000% | $2957680.00        | $17236.99          | Agency Mortgage-Backed Securities |
| GNMI SF 686781 X | 2038-06-15      | 5.5000%  | 0.0000% | $2735796.00        | $30438.43          | Agency Mortgage-Backed Securities |
| GNMI SF 617370 X | 2037-01-15      | 6.0000%  | 0.0000% | $1334057.00        | $10411.19          | Agency Mortgage-Backed Securities |
| GNMI SF 704090 X | 2038-12-15      | 6.0000%  | 0.0000% | $955263.00         | $13614.18          | Agency Mortgage-Backed Securities |
| GNMI SF 676797 X | 2038-04-15      | 6.0000%  | 0.0000% | $2912574.00        | $23627.23          | Agency Mortgage-Backed Securities |
| GNMI SP 783179 X | 2039-12-15      | 5.5000%  | 0.0000% | $852261.00         | $14425.17          | Agency Mortgage-Backed Securities |
| GNMI SF 687922 X | 2038-09-15      | 6.0000%  | 0.0000% | $1331000.00        | $3020.21           | Agency Mortgage-Backed Securities |
| GNMI SF 675513 X | 2038-06-15      | 5.5000%  | 0.0000% | $3737869.00        | $24364.02          | Agency Mortgage-Backed Securities |
| GNMI SF BO5617 X | 2049-01-15      | 4.5000%  | 0.0000% | $74851.00          | $6455.01           | Agency Mortgage-Backed Securities |
| GNMI SF 694462 X | 2038-10-15      | 6.0000%  | 0.0000% | $706209.00         | $17423.82          | Agency Mortgage-Backed Securities |
| GNII SF 005140 M | 2041-08-20      | 4.5000%  | 0.0000% | $1020000.00        | $46800.20          | Agency Mortgage-Backed Securities |
| GNMI SF 728629 X | 2040-01-15      | 4.5000%  | 0.0000% | $2229000.00        | $87452.83          | Agency Mortgage-Backed Securities |
| GNMI SF AW5781 X | 2047-02-15      | 4.5000%  | 0.0000% | $1813707.00        | $93092.72          | Agency Mortgage-Backed Securities |
| GNMI SF 738261 X | 2041-05-15      | 4.5000%  | 0.0000% | $5599016.00        | $452472.51         | Agency Mortgage-Backed Securities |
| GNMI SF 595260 X | 2032-12-15      | 5.5000%  | 0.0000% | $1702622.00        | $10528.78          | Agency Mortgage-Backed Securities |
| GNMI SF 701694 X | 2039-02-15      | 5.5000%  | 0.0000% | $75160.00          | $772.66            | Agency Mortgage-Backed Securities |
| GNMI SF BQ7186 X | 2049-10-15      | 3.5000%  | 0.0000% | $1929066.00        | $202182.81         | Agency Mortgage-Backed Securities |
| GNMI SF 697651 X | 2038-10-15      | 6.0000%  | 0.0000% | $4120607.00        | $22640.67          | Agency Mortgage-Backed Securities |
| GNMI SF BS5197 X | 2050-01-15      | 4.5000%  | 0.0000% | $501295.00         | $36929.66          | Agency Mortgage-Backed Securities |
| GNMI SF 724033 X | 2039-11-15      | 6.0000%  | 0.0000% | $79690.00          | $3424.40           | Agency Mortgage-Backed Securities |
| GNMI SF AZ0515 X | 2047-03-15      | 4.5000%  | 0.0000% | $1910535.00        | $99419.91          | Agency Mortgage-Backed Securities |
| GNII SF 004084 M | 2038-02-20      | 5.5000%  | 0.0000% | $181981.00         | $2064.78           | Agency Mortgage-Backed Securities |
| GNMI SF 550764 X | 2035-12-15      | 5.5000%  | 0.0000% | $260000.00         | $2511.04           | Agency Mortgage-Backed Securities |
| GNMI SF 724383 X | 2039-10-15      | 4.5000%  | 0.0000% | $25000.00          | $326.71            | Agency Mortgage-Backed Securities |
| GNII SF DI2063 C | 2055-05-20      | 6.0000%  | 0.0000% | $2042173.00        | $2119310.53        | Agency Mortgage-Backed Securities |
| GNMI SF 728837 X | 2040-01-15      | 5.0000%  | 0.0000% | $367434.00         | $28783.90          | Agency Mortgage-Backed Securities |
| GNMI SF AT6459 X | 2046-07-15      | 5.0000%  | 0.0000% | $225001.00         | $18099.93          | Agency Mortgage-Backed Securities |
| GNII SF 003443 M | 2033-09-20      | 5.5000%  | 0.0000% | $94000.00          | $1156.14           | Agency Mortgage-Backed Securities |
| GNII SF DI4807 C | 2055-07-20      | 6.5000%  | 0.0000% | $1685371.00        | $1769047.42        | Agency Mortgage-Backed Securities |
| GNII SF 004372 M | 2039-02-20      | 6.5000%  | 0.0000% | $39000.00          | $623.36            | Agency Mortgage-Backed Securities |
| GNMI SF AW5811 X | 2047-03-15      | 4.5000%  | 0.0000% | $1221396.00        | $78514.58          | Agency Mortgage-Backed Securities |
| GNII SF 003898 M | 2036-09-20      | 5.5000%  | 0.0000% | $300000.00         | $2474.38           | Agency Mortgage-Backed Securities |
| GNMI SF AY6960 X | 2047-01-15      | 4.5000%  | 0.0000% | $4959310.00        | $345639.58         | Agency Mortgage-Backed Securities |
| GNII SF 003796 M | 2035-12-20      | 5.5000%  | 0.0000% | $428000.00         | $6600.33           | Agency Mortgage-Backed Securities |
| GNII SF 003760 M | 2035-09-20      | 5.5000%  | 0.0000% | $142000.00         | $2733.82           | Agency Mortgage-Backed Securities |
| GNII SP 784407 M | 2047-11-20      | 3.5000%  | 0.0000% | $275013.00         | $34656.60          | Agency Mortgage-Backed Securities |
| GNII SF DG7451 C | 2055-07-20      | 6.5000%  | 0.0000% | $1720607.00        | $1801812.20        | Agency Mortgage-Backed Securities |
| GNII SF DH4985 C | 2055-07-20      | 6.0000%  | 0.0000% | $1088005.00        | $1127496.32        | Agency Mortgage-Backed Securities |
| GNII SF DH4878 C | 2055-06-20      | 6.5000%  | 0.0000% | $1656099.00        | $1730202.25        | Agency Mortgage-Backed Securities |
| GNII SF DH0458 C | 2055-02-20      | 6.5000%  | 0.0000% | $4544992.00        | $4792057.53        | Agency Mortgage-Backed Securities |
| GNMI SF BL3846 X | 2049-02-15      | 4.5000%  | 0.0000% | $4717347.00        | $191870.93         | Agency Mortgage-Backed Securities |
| GNII SF BR7374 C | 2050-01-20      | 5.0000%  | 0.0000% | $1477705.00        | $750922.59         | Agency Mortgage-Backed Securities |
| GNII SF 005207 M | 2039-09-20      | 6.0000%  | 0.0000% | $2639959.00        | $50229.40          | Agency Mortgage-Backed Securities |
| GNII SF 004771 M | 2040-08-20      | 4.5000%  | 0.0000% | $1276000.00        | $45603.01          | Agency Mortgage-Backed Securities |
| GNII SF 004290 M | 2038-11-20      | 5.5000%  | 0.0000% | $486044.00         | $5778.70           | Agency Mortgage-Backed Securities |
| GNII SF 004194 M | 2038-07-20      | 5.5000%  | 0.0000% | $1719082.00        | $21275.85          | Agency Mortgage-Backed Securities |
| GNII SF 004617 M | 2040-01-20      | 4.5000%  | 0.0000% | $4400000.00        | $168786.64         | Agency Mortgage-Backed Securities |
| GNII SF 004246 M | 2038-09-20      | 6.5000%  | 0.0000% | $8723305.00        | $94816.37          | Agency Mortgage-Backed Securities |
| GNMI SF 732485 X | 2040-02-15      | 6.0000%  | 0.0000% | $107189.00         | $6467.25           | Agency Mortgage-Backed Securities |
| GNII SF 004522 M | 2039-08-20      | 6.0000%  | 0.0000% | $1062540.00        | $32826.47          | Agency Mortgage-Backed Securities |
| GNII SF 004116 M | 2038-04-20      | 6.5000%  | 0.0000% | $100000.00         | $1293.05           | Agency Mortgage-Backed Securities |
| GNII SF 005082 M | 2041-06-20      | 4.5000%  | 0.0000% | $800000.00         | $33036.84          | Agency Mortgage-Backed Securities |
| GNMI SF 487821 X | 2039-03-15      | 5.0000%  | 0.0000% | $3695269.00        | $58256.10          | Agency Mortgage-Backed Securities |
| GNMI SP 781607 X | 2033-03-15      | 6.0000%  | 0.0000% | $1234012.00        | $6357.49           | Agency Mortgage-Backed Securities |
| GNII SF MA0782 M | 2043-02-20      | 3.0000%  | 0.0000% | $38335000.00       | $4254505.81        | Agency Mortgage-Backed Securities |
| GNII SF MA3597 M | 2046-04-20      | 3.5000%  | 0.0000% | $720000.00         | $76647.27          | Agency Mortgage-Backed Securities |
| GNII SF MA0319 M | 2042-08-20      | 4.0000%  | 0.0000% | $1112725.00        | $71206.42          | Agency Mortgage-Backed Securities |
| GNII SF MA0027 M | 2042-04-20      | 6.0000%  | 0.0000% | $181067.00         | $3986.58           | Agency Mortgage-Backed Securities |
| GNII SF MA2223 M | 2044-09-20      | 3.5000%  | 0.0000% | $1825000.00        | $141095.29         | Agency Mortgage-Backed Securities |
| GNMI SF BB7228 X | 2047-09-15      | 4.5000%  | 0.0000% | $3247809.00        | $184208.06         | Agency Mortgage-Backed Securities |
| GNII SF MA9603 M | 2054-04-20      | 4.5000%  | 0.0000% | $23065880.00       | $21204614.04       | Agency Mortgage-Backed Securities |
| GNPL PN CP2685   | 2065-07-15      | 4.7400%  | 0.0000% | $807993.00         | $770878.65         | Agency Mortgage-Backed Securities |
| GNMI SF BF9995 X | 2048-04-15      | 4.5000%  | 0.0000% | $2641350.00        | $90436.76          | Agency Mortgage-Backed Securities |
| GNMI SF BC8968 X | 2047-10-15      | 4.5000%  | 0.0000% | $745841.00         | $101735.15         | Agency Mortgage-Backed Securities |
| GNMI SF BD4716 X | 2047-10-15      | 4.5000%  | 0.0000% | $578868.00         | $9024.75           | Agency Mortgage-Backed Securities |
| GNII SF MA9728 M | 2054-05-20      | 7.0000%  | 0.0000% | $1387827.00        | $708573.75         | Agency Mortgage-Backed Securities |
| GNMI SF BN9283 X | 2049-07-15      | 4.5000%  | 0.0000% | $196269.00         | $13139.10          | Agency Mortgage-Backed Securities |
| GNII SF AO6437 C | 2045-08-20      | 3.5000%  | 0.0000% | $1834768.00        | $424670.60         | Agency Mortgage-Backed Securities |
| GNMI SF AO9345 X | 2045-12-15      | 4.5000%  | 0.0000% | $459219.00         | $33140.14          | Agency Mortgage-Backed Securities |
| GNMI SF BC6861 X | 2047-08-15      | 5.0000%  | 0.0000% | $1135442.00        | $32692.95          | Agency Mortgage-Backed Securities |
| GNMI SF BA4513 X | 2047-05-15      | 5.0000%  | 0.0000% | $657722.00         | $146337.45         | Agency Mortgage-Backed Securities |
| GNII SF MA2891 M | 2045-06-20      | 3.0000%  | 0.0000% | $7347000.00        | $723045.19         | Agency Mortgage-Backed Securities |
| GNII SF MA0021 M | 2042-04-20      | 3.0000%  | 0.0000% | $25000.00          | $2086.79           | Agency Mortgage-Backed Securities |
| GNII SF MA9238 M | 2053-09-20      | 4.0000%  | 0.0000% | $844760.00         | $702225.34         | Agency Mortgage-Backed Securities |
| GNMI SF BU8662 X | 2050-07-15      | 2.5000%  | 0.0000% | $1590132.00        | $613519.18         | Agency Mortgage-Backed Securities |
| GNII SF MA5530 M | 2048-10-20      | 5.0000%  | 0.0000% | $9196111.00        | $640317.47         | Agency Mortgage-Backed Securities |
| GNMI SF 770409 X | 2041-06-15      | 4.5000%  | 0.0000% | $569403.00         | $8622.00           | Agency Mortgage-Backed Securities |
| GNII SF MA9853 M | 2054-08-20      | 6.5000%  | 0.0000% | $308951.00         | $218475.51         | Agency Mortgage-Backed Securities |
| GNII SF MA1679 M | 2044-02-20      | 4.5000%  | 0.0000% | $500000.00         | $34318.00          | Agency Mortgage-Backed Securities |
| GNII SF MA8201 M | 2052-08-20      | 4.5000%  | 0.0000% | $345000.00         | $261939.84         | Agency Mortgage-Backed Securities |
| GNII SF MA7418 M | 2051-06-20      | 2.5000%  | 0.0000% | $4967595.00        | $2736359.09        | Agency Mortgage-Backed Securities |
| GNII SF MA8098 M | 2052-06-20      | 3.0000%  | 0.0000% | $168751629.00      | $115296576.54      | Agency Mortgage-Backed Securities |
| GNII SF MA9541 M | 2054-03-20      | 5.5000%  | 0.0000% | $100000.00         | $85361.54          | Agency Mortgage-Backed Securities |
| GNII SF DG3004 C | 2054-12-20      | 6.0000%  | 0.0000% | $1589922.00        | $1633403.62        | Agency Mortgage-Backed Securities |
| GNII SF DI4323 C | 2055-04-20      | 6.0000%  | 0.0000% | $4018616.00        | $3813900.99        | Agency Mortgage-Backed Securities |
| GNMI SF AY4224 X | 2047-05-15      | 5.0000%  | 0.0000% | $1191676.00        | $7836.54           | Agency Mortgage-Backed Securities |
| GNII SF DC1119 C | 2054-06-20      | 7.0000%  | 0.0000% | $5038825.00        | $4060297.11        | Agency Mortgage-Backed Securities |
| GNII SF MB0367 M | 2055-05-20      | 6.0000%  | 0.0000% | $7304240.00        | $7411485.71        | Agency Mortgage-Backed Securities |
| GNMI SF BQ8595 X | 2049-12-15      | 3.0000%  | 0.0000% | $613721.00         | $284867.36         | Agency Mortgage-Backed Securities |
| GNMI SF CL6189 X | 2052-03-15      | 4.0000%  | 0.0000% | $2162898.00        | $1366922.19        | Agency Mortgage-Backed Securities |
| GNII SF MB0144 M | 2055-01-20      | 4.0000%  | 0.0000% | $15062374.00       | $13773328.72       | Agency Mortgage-Backed Securities |
| GNPL PN DA8510   | 2060-06-15      | 5.8400%  | 0.0000% | $4405000.00        | $4634262.28        | Agency Mortgage-Backed Securities |
| GNMI SP 782415 X | 2038-10-15      | 6.5000%  | 0.0000% | $70584.00          | $568.27            | Agency Mortgage-Backed Securities |
| GNII SP 786578 C | 2053-03-20      | 5.0000%  | 0.0000% | $1740000.00        | $1427128.56        | Agency Mortgage-Backed Securities |
| GNMI SP 785994 X | 2052-02-15      | 4.0000%  | 0.0000% | $344623.00         | $224454.59         | Agency Mortgage-Backed Securities |
| GNII SP 782433 M | 2038-10-20      | 6.0000%  | 0.0000% | $915844.00         | $10093.06          | Agency Mortgage-Backed Securities |
| GNMI SP 782474 X | 2038-12-15      | 5.5000%  | 0.0000% | $1553042.00        | $19358.68          | Agency Mortgage-Backed Securities |
| GNMI SP 784071 X | 2041-06-15      | 6.0000%  | 0.0000% | $58426.00          | $10012.72          | Agency Mortgage-Backed Securities |
| GNMI SF 617704 X | 2037-09-15      | 6.0000%  | 0.0000% | $1230704.00        | $10962.94          | Agency Mortgage-Backed Securities |
| GNMI SP 782835 X | 2039-12-15      | 6.0000%  | 0.0000% | $994408.00         | $16460.04          | Agency Mortgage-Backed Securities |
| GNMI SP 782088 X | 2036-05-15      | 6.0000%  | 0.0000% | $25000.00          | $361.14            | Agency Mortgage-Backed Securities |
| GNMI SF 618751 X | 2036-12-15      | 6.0000%  | 0.0000% | $25000.00          | $1298.22           | Agency Mortgage-Backed Securities |
| GNMI SF 622603 X | 2033-11-15      | 6.0000%  | 0.0000% | $140649.00         | $2345.46           | Agency Mortgage-Backed Securities |
| GNMI SP 783173 X | 2039-12-15      | 6.0000%  | 0.0000% | $697000.00         | $16700.46          | Agency Mortgage-Backed Securities |
| GNMI SF 646027 X | 2037-09-15      | 6.0000%  | 0.0000% | $45603.00          | $781.45            | Agency Mortgage-Backed Securities |
| GNMI SP 782495 X | 2038-12-15      | 5.5000%  | 0.0000% | $209361.00         | $2964.04           | Agency Mortgage-Backed Securities |
| GNII SF DH6435 C | 2055-04-20      | 6.5000%  | 0.0000% | $1511153.00        | $1595848.17        | Agency Mortgage-Backed Securities |
| GNII SF MA4585 M | 2047-07-20      | 3.0000%  | 0.0000% | $480000.00         | $63926.60          | Agency Mortgage-Backed Securities |
| GNII SF DJ7972 C | 2055-06-20      | 6.5000%  | 0.0000% | $1082834.00        | $1132902.85        | Agency Mortgage-Backed Securities |
| GNII SF MA4651 M | 2047-08-20      | 3.0000%  | 0.0000% | $9876000.00        | $1343535.11        | Agency Mortgage-Backed Securities |
| GNII SF DJ5404 C | 2055-05-20      | 6.5000%  | 0.0000% | $4183240.00        | $4363649.47        | Agency Mortgage-Backed Securities |
| GNII SF DH6439 C | 2055-04-20      | 6.5000%  | 0.0000% | $1426170.00        | $1506565.29        | Agency Mortgage-Backed Securities |
| GNII SF DH6438 C | 2055-03-20      | 6.5000%  | 0.0000% | $1358729.00        | $1435860.70        | Agency Mortgage-Backed Securities |
| GNII SF MA5712 M | 2049-01-20      | 5.0000%  | 0.0000% | $19175511.00       | $1152095.48        | Agency Mortgage-Backed Securities |
| GNII SF MA5467 M | 2048-09-20      | 4.5000%  | 0.0000% | $500000.00         | $38723.77          | Agency Mortgage-Backed Securities |
| GNII SF DJ2109 C | 2055-04-20      | 6.5000%  | 0.0000% | $2383748.00        | $2477082.49        | Agency Mortgage-Backed Securities |
| GNII SF DH6442 C | 2055-04-20      | 6.5000%  | 0.0000% | $1157184.00        | $1222922.46        | Agency Mortgage-Backed Securities |
| GNII SF MA2303 M | 2044-10-20      | 3.5000%  | 0.0000% | $8929000.00        | $663329.22         | Agency Mortgage-Backed Securities |
| GNII SF MA1601 M | 2044-01-20      | 4.0000%  | 0.0000% | $1739000.00        | $106370.18         | Agency Mortgage-Backed Securities |
| GNMI SF BT9206 X | 2050-04-15      | 3.5000%  | 0.0000% | $102310.00         | $28637.88          | Agency Mortgage-Backed Securities |
| GNMI SF BB1137 X | 2047-06-15      | 5.0000%  | 0.0000% | $327344.00         | $3994.49           | Agency Mortgage-Backed Securities |
| GNMI SF BA2485 X | 2047-04-15      | 4.5000%  | 0.0000% | $242229.00         | $20247.41          | Agency Mortgage-Backed Securities |
| GNMI SF BC7179 X | 2047-10-15      | 4.5000%  | 0.0000% | $2446257.00        | $237817.44         | Agency Mortgage-Backed Securities |
| GNII SF MA4067 M | 2046-11-20      | 2.5000%  | 0.0000% | $10671000.00       | $1804552.31        | Agency Mortgage-Backed Securities |
| GNII SF MA2753 M | 2045-04-20      | 3.0000%  | 0.0000% | $4197000.00        | $377815.93         | Agency Mortgage-Backed Securities |
| GNMI SF AB5966 X | 2045-09-15      | 4.5000%  | 0.0000% | $3399703.00        | $43526.80          | Agency Mortgage-Backed Securities |
| GNII SF MA3174 M | 2045-10-20      | 4.0000%  | 0.0000% | $50000.00          | $3810.20           | Agency Mortgage-Backed Securities |
| GNII SF MA0224 M | 2042-07-20      | 5.5000%  | 0.0000% | $84200.00          | $2603.79           | Agency Mortgage-Backed Securities |
| GNII SF MA6218 M | 2049-10-20      | 3.0000%  | 0.0000% | $61517.00          | $9641.79           | Agency Mortgage-Backed Securities |
| GNII SF MA3805 M | 2046-07-20      | 4.5000%  | 0.0000% | $952000.00         | $76796.06          | Agency Mortgage-Backed Securities |
| GNII SF MA2756 M | 2045-04-20      | 4.5000%  | 0.0000% | $518250.00         | $34513.40          | Agency Mortgage-Backed Securities |
| GNII SF MA3598 M | 2046-04-20      | 4.0000%  | 0.0000% | $19996000.00       | $1820185.97        | Agency Mortgage-Backed Securities |
| GNII SF MA1920 M | 2044-05-20      | 4.0000%  | 0.0000% | $3516040.00        | $204015.25         | Agency Mortgage-Backed Securities |
| GNMI SF BB8885 X | 2047-07-15      | 5.0000%  | 0.0000% | $1695683.00        | $272409.94         | Agency Mortgage-Backed Securities |
| GNMI SF BB7097 X | 2047-08-15      | 4.5000%  | 0.0000% | $1455226.00        | $73276.70          | Agency Mortgage-Backed Securities |
| GNMI SF BA5814 X | 2047-06-15      | 5.0000%  | 0.0000% | $4828401.00        | $345268.14         | Agency Mortgage-Backed Securities |
| GNII SF DC1120 C | 2054-06-20      | 7.0000%  | 0.0000% | $2560344.00        | $2003704.77        | Agency Mortgage-Backed Securities |
| GNMI SF BA4489 X | 2047-07-15      | 5.0000%  | 0.0000% | $51365.00          | $14419.46          | Agency Mortgage-Backed Securities |
| GNII SF MA9722 M | 2054-06-20      | 4.0000%  | 0.0000% | $195772.00         | $173419.71         | Agency Mortgage-Backed Securities |
| GNII SF MA9671 M | 2054-05-20      | 7.0000%  | 0.0000% | $3975746.00        | $2070946.93        | Agency Mortgage-Backed Securities |
| GNII SF MA2676 M | 2045-03-20      | 2.5000%  | 0.0000% | $1547281.00        | $245002.20         | Agency Mortgage-Backed Securities |
| GNMI SP 784439 X | 2045-02-15      | 3.0000%  | 0.0000% | $275000.00         | $59726.76          | Agency Mortgage-Backed Securities |
| GNMI SP 784298 X | 2046-07-15      | 5.0000%  | 0.0000% | $268239.00         | $45498.33          | Agency Mortgage-Backed Securities |
| GNMI SP 783655 X | 2040-05-15      | 6.5000%  | 0.0000% | $1657843.00        | $98518.92          | Agency Mortgage-Backed Securities |
| GNII SF MA7768 M | 2051-12-20      | 3.0000%  | 0.0000% | $1000000.00        | $623820.08         | Agency Mortgage-Backed Securities |
| GNMI SP 782131 X | 2036-12-15      | 5.5000%  | 0.0000% | $58000.00          | $557.73            | Agency Mortgage-Backed Securities |
| GNII SF MA8485 M | 2052-03-20      | 2.5000%  | 0.0000% | $200000.00         | $135001.07         | Agency Mortgage-Backed Securities |
| GNMI SF BC3744 X | 2047-09-15      | 4.5000%  | 0.0000% | $1658221.00        | $124752.95         | Agency Mortgage-Backed Securities |
| GNII SF MA1678 M | 2044-02-20      | 4.0000%  | 0.0000% | $1000000.00        | $58457.81          | Agency Mortgage-Backed Securities |
| GNII SF DH4814 C | 2055-06-20      | 6.5000%  | 0.0000% | $2913164.00        | $3040762.06        | Agency Mortgage-Backed Securities |
| GNII SF MA3456 M | 2046-02-20      | 4.5000%  | 0.0000% | $880000.00         | $66802.41          | Agency Mortgage-Backed Securities |
| GNII SF MA5400 M | 2048-08-20      | 5.0000%  | 0.0000% | $712812.00         | $49553.02          | Agency Mortgage-Backed Securities |
| GNII SF MA4777 M | 2047-10-20      | 3.0000%  | 0.0000% | $14998000.00       | $2025154.81        | Agency Mortgage-Backed Securities |
| GNII SF DH4996 C | 2055-07-20      | 6.5000%  | 0.0000% | $1852157.00        | $1935029.30        | Agency Mortgage-Backed Securities |
| GNMI SF BT3502 X | 2050-02-15      | 3.5000%  | 0.0000% | $1937687.00        | $156571.79         | Agency Mortgage-Backed Securities |
| GNMI SF 685650 X | 2038-04-15      | 6.0000%  | 0.0000% | $353978.00         | $18452.40          | Agency Mortgage-Backed Securities |
| GNMI SF AP5305 X | 2046-01-15      | 5.0000%  | 0.0000% | $4263052.00        | $151716.77         | Agency Mortgage-Backed Securities |
| GNII RG CI4580 C | 2042-01-20      | 4.0000%  | 0.0000% | $1557240.00        | $1104142.33        | Agency Mortgage-Backed Securities |
| GNMI SF BO3004 X | 2049-06-15      | 3.5000%  | 0.0000% | $2916533.00        | $343068.04         | Agency Mortgage-Backed Securities |
| GNMI SF CL8514 X | 2052-03-15      | 4.0000%  | 0.0000% | $822479.00         | $365990.66         | Agency Mortgage-Backed Securities |
| GNMI SF 699494 X | 2038-10-15      | 6.0000%  | 0.0000% | $25000.00          | $266.60            | Agency Mortgage-Backed Securities |
| GNMI SP 781846 X | 2034-09-15      | 6.5000%  | 0.0000% | $2311000.00        | $24339.73          | Agency Mortgage-Backed Securities |
| GNMI SP 782579 X | 2039-02-15      | 5.5000%  | 0.0000% | $5080931.00        | $33908.38          | Agency Mortgage-Backed Securities |
| GNMI SF 558771 X | 2033-12-15      | 6.0000%  | 0.0000% | $25000.00          | $199.10            | Agency Mortgage-Backed Securities |
| GNMI SF 733663 X | 2040-05-15      | 4.5000%  | 0.0000% | $2259000.00        | $126399.73         | Agency Mortgage-Backed Securities |
| GNII SF 004399 M | 2039-03-20      | 5.5000%  | 0.0000% | $933000.00         | $19119.44          | Agency Mortgage-Backed Securities |
| GNMI SF AW9856 X | 2046-10-15      | 4.5000%  | 0.0000% | $559502.00         | $83368.52          | Agency Mortgage-Backed Securities |
| GNII SF 005175 M | 2041-09-20      | 4.5000%  | 0.0000% | $300000.00         | $14757.05          | Agency Mortgage-Backed Securities |
| GNII SF 004660 M | 2040-03-20      | 6.0000%  | 0.0000% | $66941.00          | $1538.18           | Agency Mortgage-Backed Securities |
| GNMI SP 783788 X | 2040-12-15      | 5.5000%  | 0.0000% | $944571.00         | $53686.42          | Agency Mortgage-Backed Securities |
| GNII SF 003335 M | 2033-01-20      | 6.5000%  | 0.0000% | $55000.00          | $272.37            | Agency Mortgage-Backed Securities |
| GNII SF 004577 M | 2039-11-20      | 4.5000%  | 0.0000% | $2000001.00        | $72863.60          | Agency Mortgage-Backed Securities |
| GNMI SF 737532 X | 2040-10-15      | 4.0000%  | 0.0000% | $2117000.00        | $174073.77         | Agency Mortgage-Backed Securities |
| GNMI SP 783720 X | 2040-09-15      | 6.0000%  | 0.0000% | $96063.00          | $5613.61           | Agency Mortgage-Backed Securities |
| GNII SF 004292 M | 2038-11-20      | 6.5000%  | 0.0000% | $39000.00          | $573.10            | Agency Mortgage-Backed Securities |
| GNMI SF 562287 X | 2033-12-15      | 6.0000%  | 0.0000% | $25000.00          | $192.16            | Agency Mortgage-Backed Securities |

### Security 249: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19P2M7, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP19P2M7
- **C.18 - Value (incl. sponsor support):** $97000000.00
- **C.18.a - Value (excl. sponsor support):** $97000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | 0.0000% | $100.00            | $91.30             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $100.00            | $82.42             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | 0.0000% | $96200.00          | $72902.37          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 0.8750%  | 0.0000% | $58400.00          | $73323.93          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | 0.0000% | $200.00            | $104.92            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $3712400.00        | $2056596.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $100.00            | $89.33             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-11      | 0.0000%  | 0.0000% | $511400.00         | $508908.97         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $196700.00         | $195013.47         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $274400.00         | $254050.77         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $29800.00          | $27474.56          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-15      | 0.1250%  | 0.0000% | $20214900.00       | $23194248.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $8543400.00        | $8321712.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | 0.0000% | $1300600.00        | $1130112.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | 0.0000% | $1200.00           | $1233.97           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $48200.00          | $47283.14          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $29300.00          | $29473.44          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | 0.0000% | $15972300.00       | $16087588.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | 0.0000% | $14676000.00       | $14523617.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 0.7500%  | 0.0000% | $300400.00         | $299267.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | 0.0000% | $200.00            | $194.02            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $2399800.00        | $2439399.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $3999100.00        | $4017550.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 4.5309%  | 0.0000% | $200.00            | $200.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $100.00            | $82.68             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $26526900.00       | $25595624.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-30      | 0.0000%  | 0.0000% | $22300.00          | $22063.62          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | 0.0000% | $50500.00          | $41612.76          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $100.00            | $100.41            | U.S. Treasuries (including strips) |

### Security 250: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19P3W4, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: ARP19P3W4
- **C.18 - Value (incl. sponsor support):** $718000000.00
- **C.18.a - Value (excl. sponsor support):** $718000000.00
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-09-16
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac          | 2054-12-25      | 5.7000%  | 0.0000% | $7000860.00        | $5627025.10        | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2037-12-15      | 7.0570%  | 0.0000% | $89429075.00       | $702540.29         | Agency Collateralized Mortgage Obligation |
| FNMS 02.500 I4BF0535 | 2061-03-01      | 2.5000%  | 0.0000% | $1293299.00        | $665862.10         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 I4BF0605 | 2062-03-01      | 4.0000%  | 0.0000% | $63875235.00       | $48615972.97       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC8676 | 2055-01-01      | 6.5000%  | 0.0000% | $1614765.00        | $1668460.83        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC4380 | 2054-10-01      | 6.5000%  | 0.0000% | $2334320.00        | $1901337.28        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBE7474 | 2047-02-01      | 4.0000%  | 0.0000% | $22340436.00       | $4129570.21        | Agency Mortgage-Backed Securities         |
| 04.500 FGPC Q60436 G | 2048-12-01      | 4.5000%  | 0.0000% | $10695043.00       | $2390235.33        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8184 | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $614.57            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA8304 | 2052-12-01      | 5.5000%  | 0.0000% | $32205219.00       | $24961402.28       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA7924 | 2052-09-01      | 4.5000%  | 0.0000% | $2554672.00        | $1884042.52        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 3PQU7914 | 2051-07-01      | 2.5000%  | 0.0000% | $100000.00         | $69596.28          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRA8215 | 2052-11-01      | 6.0000%  | 0.0000% | $52385727.00       | $39819086.21       | Agency Mortgage-Backed Securities         |
| Fannie Mae           | 2027-06-25      | 3.0605%  | 0.0000% | $1644000.00        | $942271.25         | Agency Collateralized Mortgage Obligation |
| FEPC 02.500 CLSD8029 | 2049-12-01      | 2.5000%  | 0.0000% | $3604297.00        | $858924.39         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9264 | 2053-06-01      | 5.5000%  | 0.0000% | $14689000.00       | $12305340.88       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB7789 | 2054-08-01      | 5.5000%  | 0.0000% | $1641667.00        | $1619340.73        | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDB7341 | 2054-07-01      | 7.0000%  | 0.0000% | $1787987.00        | $1714569.04        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8490 | 2055-01-01      | 4.5000%  | 0.0000% | $377081.00         | $348757.65         | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDB5653 | 2054-07-01      | 7.0000%  | 0.0000% | $3718178.00        | $2698862.48        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC3211 | 2054-10-01      | 6.0000%  | 0.0000% | $1452173.00        | $1481653.18        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH0278 | 2053-09-01      | 6.5000%  | 0.0000% | $10116389.00       | $8416034.61        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF9670 | 2053-03-01      | 5.5000%  | 0.0000% | $104000.00         | $86653.16          | Agency Mortgage-Backed Securities         |
| 05.000 FGPC N70075 G | 2035-01-01      | 5.0000%  | 0.0000% | $6429.00           | $123.70            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q49206 G | 2047-07-01      | 3.5000%  | 0.0000% | $6000000.00        | $525895.04         | Agency Mortgage-Backed Securities         |
| 07.500 FGPC G20028 G | 2036-12-01      | 7.5000%  | 0.0000% | $5352.00           | $123.20            | Agency Mortgage-Backed Securities         |
| MNRA CL003A2 R22M003 | 2031-11-25      | 1.7072%  | 0.0000% | $3500000.00        | $2964564.75        | Agency Collateralized Mortgage Obligation |
| MNRA CL003A1 R22M003 | 2031-11-25      | 1.7072%  | 0.0000% | $7041227.00        | $5698056.90        | Agency Collateralized Mortgage Obligation |
| Fannie Mae           | 2053-11-25      | 5.8500%  | 0.0000% | $37603885.00       | $21413660.73       | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2054-12-25      | 5.5500%  | 0.0000% | $600000.00         | $531642.60         | Agency Collateralized Mortgage Obligation |
| Fannie Mae           | 2053-09-25      | 5.2500%  | 0.0000% | $29520612.00       | $23168818.56       | Agency Collateralized Mortgage Obligation |
| Fannie Mae           | 2054-12-25      | 5.7500%  | 0.0000% | $1000.00           | $868.46            | Agency Collateralized Mortgage Obligation |
| Fannie Mae           | 2055-07-25      | 5.1500%  | 0.0000% | $100000000.00      | $98556217.66       | Agency Collateralized Mortgage Obligation |
| MNRA RC004A1X R22M00 | 2030-05-25      | 2.4579%  | 0.0000% | $2583000.00        | $1210469.40        | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLSD4084 | 2053-10-01      | 5.5000%  | 0.0000% | $99711.00          | $82464.44          | Agency Mortgage-Backed Securities         |
| 04.000 FGPC U99177 G | 2044-02-01      | 4.0000%  | 0.0000% | $59000000.00       | $11544696.74       | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD1605 | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $719.77            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDB6893 | 2054-06-01      | 7.0000%  | 0.0000% | $2000177.00        | $1624267.12        | Agency Mortgage-Backed Securities         |
| Fannie Mae           | 2039-12-25      | 7.1247%  | 0.0000% | $69259779.00       | $822428.80         | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLDB6791 | 2054-07-01      | 6.0000%  | 0.0000% | $2500325.00        | $2523792.63        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIDB2344 | 2039-10-01      | 4.0000%  | 0.0000% | $712871.00         | $638734.87         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAP2123 | 2042-08-01      | 3.0000%  | 0.0000% | $78333061.00       | $9645001.31        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8491 | 2054-12-01      | 5.0000%  | 0.0000% | $475000.00         | $442076.85         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBD8447 | 2046-10-01      | 4.0000%  | 0.0000% | $3059022.00        | $444837.27         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8277 | 2052-12-01      | 5.5000%  | 0.0000% | $39652254.00       | $31653377.54       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8232 | 2052-06-01      | 5.0000%  | 0.0000% | $50988.00          | $37547.78          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDD1866 | 2054-12-01      | 5.0000%  | 0.0000% | $1855418.00        | $1815076.29        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE3428 | 2052-06-01      | 5.0000%  | 0.0000% | $15155169.00       | $8819009.53        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8258 | 2052-10-01      | 5.0000%  | 0.0000% | $53216876.00       | $41649575.07       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA8546 | 2053-02-01      | 5.5000%  | 0.0000% | $2934988.00        | $2458535.69        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA5435 | 2051-06-01      | 2.5000%  | 0.0000% | $105000.00         | $69265.50          | Agency Mortgage-Backed Securities         |
| Fannie Mae           | 2053-11-25      | 6.1000%  | 0.0000% | $1000.00           | $618.85            | Agency Collateralized Mortgage Obligation |
| Fannie Mae           | 2054-12-25      | 5.8000%  | 0.0000% | $10751400.00       | $8836191.50        | Agency Collateralized Mortgage Obligation |
| MNRA CL013A2 R22M013 | 2032-05-25      | 2.5921%  | 0.0000% | $759434.00         | $677734.09         | Agency Collateralized Mortgage Obligation |
| Fannie Mae           | 2053-10-25      | 5.6500%  | 0.0000% | $1483.00           | $1010.15           | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2055-07-25      | 5.2000%  | 0.0000% | $10036594.00       | $9938934.61        | Agency Collateralized Mortgage Obligation |
| FEPC 04.500 CLSD1535 | 2052-09-01      | 4.5000%  | 0.0000% | $7688756.00        | $6090789.33        | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G20032 G | 2037-12-01      | 5.5000%  | 0.0000% | $12586.00          | $573.28            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD5457 | 2054-05-01      | 5.5000%  | 0.0000% | $1032.00           | $930.73            | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2039-10-15      | 6.7928%  | 0.0000% | $53677824.00       | $447502.48         | Agency Collateralized Mortgage Obligation |
| MNAR XX.XXX XYBM6932 | 2032-05-01      | 3.1911%  | 0.0000% | $30568022.00       | $26724825.99       | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2054-07-25      | 5.7000%  | 0.0000% | $6248495.00        | $4555063.62        | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CLDB6796 | 2054-07-01      | 6.5000%  | 0.0000% | $2795687.00        | $2876826.38        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC1600 | 2054-09-01      | 5.5000%  | 0.0000% | $1000935.00        | $994780.57         | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2053-11-25      | 5.4500%  | 0.0000% | $718985.00         | $473142.64         | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLDC6063 | 2054-12-01      | 5.5000%  | 0.0000% | $2650433.00        | $2512754.93        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC3024 | 2054-10-01      | 5.5000%  | 0.0000% | $2335934.00        | $2314346.78        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC1985 | 2054-09-01      | 5.5000%  | 0.0000% | $682705.00         | $681357.23         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC2263 | 2054-08-01      | 6.0000%  | 0.0000% | $3089041.00        | $2789491.52        | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2055-02-25      | 6.0000%  | 0.0000% | $2793471.00        | $2604178.11        | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CLDA5489 | 2054-01-01      | 6.5000%  | 0.0000% | $1162917.00        | $994260.82         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB7358 | 2054-07-01      | 6.0000%  | 0.0000% | $9786796.00        | $9886354.60        | Agency Mortgage-Backed Securities         |
| MNRA CL012A2 R18M012 | 2030-08-25      | 3.6261%  | 0.0000% | $5000000.00        | $4862213.33        | Agency Collateralized Mortgage Obligation |
| 04.000 FGPC V83149 G | 2047-04-01      | 4.0000%  | 0.0000% | $11465698.00       | $2745268.21        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8315 | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $834.00            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQF8204 | 2053-02-01      | 6.0000%  | 0.0000% | $100000.00         | $80328.57          | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLQH7631 | 2054-01-01      | 7.5000%  | 0.0000% | $7002.00           | $5235.44           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRA8246 | 2052-11-01      | 4.5000%  | 0.0000% | $36783677.00       | $28188639.14       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQH3273 | 2053-10-01      | 5.5000%  | 0.0000% | $118327.00         | $110542.25         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQG6728 | 2053-07-01      | 6.0000%  | 0.0000% | $2056866.00        | $1633584.01        | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CLDD9025 | 2055-06-01      | 7.5000%  | 0.0000% | $1438969.00        | $1581625.42        | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G08788 G | 2047-11-01      | 3.5000%  | 0.0000% | $43259261.00       | $5351897.66        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD1041 | 2052-06-01      | 3.0000%  | 0.0000% | $7071583.00        | $4694181.88        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE8140 | 2052-08-01      | 5.0000%  | 0.0000% | $13800000.00       | $10700384.18       | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q30510 G | 2044-12-01      | 3.5000%  | 0.0000% | $8300000.00        | $1952998.96        | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G61595 G | 2048-07-01      | 3.5000%  | 0.0000% | $16715512.00       | $3487924.18        | Agency Mortgage-Backed Securities         |
| 06.000 FGPC P20586 G | 2034-11-01      | 6.0000%  | 0.0000% | $6684.00           | $90.55             | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3VZN0506 | 2042-11-01      | 3.5000%  | 0.0000% | $66162090.00       | $10117427.13       | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2055-02-25      | 5.7500%  | 0.0000% | $8600000.00        | $7416722.05        | Agency Collateralized Mortgage Obligation |
| MNRA CL03GA2 R21M03G | 2031-01-25      | 1.2448%  | 0.0000% | $31455000.00       | $26841919.79       | Agency Collateralized Mortgage Obligation |
| MNRA CL01GA2 R21M01G | 2030-11-25      | 1.4684%  | 0.0000% | $8313573.00        | $7183395.40        | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2054-08-25      | 5.4000%  | 0.0000% | $1000000.00        | $758102.06         | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2054-12-25      | 5.8000%  | 0.0000% | $5515430.00        | $4599265.38        | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2054-11-25      | 5.3000%  | 0.0000% | $5872665.00        | $5351144.64        | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2048-05-25      | 3.0000%  | 0.0000% | $21286241.00       | $13573953.04       | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2054-08-25      | 5.4500%  | 0.0000% | $300000.00         | $271405.62         | Agency Collateralized Mortgage Obligation |
| FNMS 04.500 CLDC8358 | 2054-12-01      | 4.5000%  | 0.0000% | $1295505.00        | $1133741.49        | Agency Mortgage-Backed Securities         |
| GNRA 2024-097 FT     | 2054-06-20      | 5.4980%  | 0.0000% | $1024.00           | $987.90            | Agency Collateralized Mortgage Obligation |
| 05.000 FGPC P00062 G | 2035-01-01      | 5.0000%  | 0.0000% | $3775.00           | $143.43            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A50739 G | 2036-07-01      | 6.0000%  | 0.0000% | $9772.00           | $102.43            | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2054-09-25      | 5.2500%  | 0.0000% | $29614728.00       | $27902020.26       | Agency Collateralized Mortgage Obligation |
| 04.000 FGPC Q38388 G | 2046-01-01      | 4.0000%  | 0.0000% | $10995416.00       | $1348075.89        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8340 | 2053-07-01      | 4.5000%  | 0.0000% | $138080.00         | $118194.50         | Agency Mortgage-Backed Securities         |
| MNRM CL009A2 R19M009 | 2029-06-25      | 2.9370%  | 0.0000% | $2060.00           | $1284.96           | Agency Collateralized Mortgage Obligation |
| MNRM CL001A2 R20M001 | 2029-10-25      | 2.4440%  | 0.0000% | $3968106.00        | $3673171.23        | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2041-03-15      | 5.0000%  | 0.0000% | $8141967.00        | $2407299.56        | Agency Collateralized Mortgage Obligation |
| 04.000 FGPC Q34318 G | 2045-06-01      | 4.0000%  | 0.0000% | $63317047.00       | $10771426.44       | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2054-12-25      | 5.5500%  | 0.0000% | $6300000.00        | $5359005.25        | Agency Collateralized Mortgage Obligation |
| FNMS 03.500 I4BF0103 | 2056-06-01      | 3.5000%  | 0.0000% | $27700000.00       | $9535408.52        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBA4958 | 2046-10-01      | 4.0000%  | 0.0000% | $1284550.00        | $306884.96         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAL3092 | 2043-01-01      | 3.5000%  | 0.0000% | $46870610.00       | $8761183.37        | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2038-06-15      | 6.9953%  | 0.0000% | $60521856.00       | $529726.38         | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLQF6627 | 2053-01-01      | 6.5000%  | 0.0000% | $112927.00         | $77771.73          | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDC1630 | 2054-08-01      | 7.0000%  | 0.0000% | $2356160.00        | $2471147.67        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDD1867 | 2054-12-01      | 5.0000%  | 0.0000% | $1557503.00        | $1518904.34        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC3573 | 2054-09-01      | 6.0000%  | 0.0000% | $1869489.00        | $1436958.56        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQG8671 | 2053-08-01      | 6.5000%  | 0.0000% | $11134244.00       | $11387474.28       | Agency Mortgage-Backed Securities         |

### Security 251: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.470000%
- **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: ARP19QB45, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP19QB45
- **C.18 - Value (incl. sponsor support):** $435000000.00
- **C.18.a - Value (excl. sponsor support):** $435000000.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2026-01-27
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNRM RC106PL R17F106 | 2048-01-25      | 3.0000%  | 0.0000% | $8832000.00        | $7656928.90        | Agency Collateralized Mortgage Obligation |
| MNRA CL012A2 R18M012 | 2030-08-25      | 3.6261%  | 0.0000% | $980900.00         | $953869.01         | Agency Collateralized Mortgage Obligation |
| GNRM 2017-077 DY     | 2047-05-20      | 3.5000%  | 0.0000% | $3433999.00        | $1211052.12        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-083 FG     | 2055-04-20      | 6.0000%  | 0.0000% | $100000000.00      | $99943679.80       | Agency Collateralized Mortgage Obligation |
| FNRM CL090G R24F090  | 2051-04-25      | 5.0000%  | 0.0000% | $14199040.00       | $13085961.24       | Agency Collateralized Mortgage Obligation |
| FNRM CL033PL R25F033 | 2054-05-25      | 5.0000%  | 0.0000% | $13434640.00       | $12092004.47       | Agency Collateralized Mortgage Obligation |
| MNRA CL002A2 R25M002 | 2030-04-25      | 4.6200%  | 0.0000% | $183973999.00      | $185976188.03      | Agency Collateralized Mortgage Obligation |
| GNRM 2024-160 GA     | 2053-06-20      | 5.0000%  | 0.0000% | $4012664.00        | $3606701.47        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-086 MC     | 2051-05-20      | 1.2500%  | 0.0000% | $12000000.00       | $4771599.11        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-098 PL     | 2055-06-20      | 5.0000%  | 0.0000% | $15164880.00       | $14403901.27       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-083 CQ     | 2050-01-20      | 5.0000%  | 0.0000% | $18000000.00       | $17906142.07       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-070 FG     | 2055-04-20      | 5.3980%  | 0.0000% | $33040900.00       | $32721645.94       | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2053-04-25      | 5.0000%  | 0.0000% | $44179648.00       | $43358506.51       | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2055-06-25      | 4.5000%  | 0.0000% | $12109557.00       | $10917153.14       | Agency Collateralized Mortgage Obligation |

### Security 252: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19QBG8, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP19QBG8
- **C.18 - Value (incl. sponsor support):** $971000000.00
- **C.18.a - Value (excl. sponsor support):** $971000000.00
- **C.19 - Percentage of Net Assets:** 1.1800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $37691700.00       | $37845821.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $13674300.00       | $13753802.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $100.00            | $85.39             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | 0.0000% | $19000000.00       | $19351457.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $26000.00          | $26153.90          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 2.8750%  | 0.0000% | $300.00            | $226.10            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $300.00            | $212.61            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $100.00            | $101.48            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 4.1250%  | 0.0000% | $49019600.00       | $49954802.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-26      | 0.0000%  | 0.0000% | $543100.00         | $533858.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-15      | 0.1250%  | 0.0000% | $8300.00           | $10260.01          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | 0.0000% | $100.00            | $88.07             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $400.00            | $340.94            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-15      | 4.6250%  | 0.0000% | $29000000.00       | $29584835.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | 0.0000% | $16623000.00       | $16742984.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 4.8750%  | 0.0000% | $1500.00           | $1582.40           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $248077200.00      | $249998389.72      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 4.2500%  | 0.0000% | $16300.00          | $16519.27          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | 0.0000% | $100.00            | $92.19             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | 0.0000% | $1306800.00        | $1316845.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $811400.00         | $795965.55         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | 0.0000% | $300.00            | $278.37            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | 0.0000% | $43944800.00       | $48449069.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 2.5000%  | 0.0000% | $6712400.00        | $6608863.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $1933300.00        | $1915469.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 2.3750%  | 0.0000% | $128600.00         | $140920.64         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 2.3750%  | 0.0000% | $494500.00         | $541876.01         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 3.7500%  | 0.0000% | $49238400.00       | $49615177.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 4.5309%  | 0.0000% | $800.00            | $800.78            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 4.8750%  | 0.0000% | $448700.00         | $452916.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $79900.00          | $81628.80          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $800700.00         | $834902.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $200.00            | $259.41            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $600.00            | $778.22            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | 0.0000% | $100.00            | $66.55             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $100.00            | $100.48            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 0.7500%  | 0.0000% | $2363000.00        | $2354091.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-15      | 4.6250%  | 0.0000% | $18763600.00       | $19099240.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-07-15      | 1.3750%  | 0.0000% | $100.00            | $102.94            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 4.0000%  | 0.0000% | $100.00            | $100.13            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | 0.0000% | $70293900.00       | $72283635.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | 0.0000% | $100.00            | $55.40             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $640600.00         | $572239.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | 0.0000% | $286000.00         | $280149.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-05-15      | 4.2500%  | 0.0000% | $100.00            | $97.41             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $104000.00         | $96379.27          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-31      | 0.2500%  | 0.0000% | $100.00            | $99.05             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | 0.0000% | $100.00            | $92.58             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $100.00            | $49.45             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-08-26      | 0.0000%  | 0.0000% | $721000.00         | $718857.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-18      | 0.0000%  | 0.0000% | $25808200.00       | $25392171.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 0.8750%  | 0.0000% | $417100.00         | $523688.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | 0.0000% | $100.00            | $90.52             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $170300.00         | $96139.64          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 0.2500%  | 0.0000% | $249999200.00      | $179778187.85      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 0.8750%  | 0.0000% | $160534000.00      | $154680014.66      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-15      | 0.1250%  | 0.0000% | $4318800.00        | $4955321.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $200.00            | $188.69            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $100.00            | $127.93            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $200.00            | $133.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | 0.0000% | $1513200.00        | $1010849.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | 0.0000% | $100.00            | $74.63             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $200.00            | $184.39            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | 0.0000% | $100.00            | $110.70            | U.S. Treasuries (including strips) |

### Security 253: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19S7C8, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP19S7C8
- **C.18 - Value (incl. sponsor support):** $485000000.00
- **C.18.a - Value (excl. sponsor support):** $485000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-22
- **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 MA9906 M | 2054-09-20      | 5.5000%  | 0.0000% | $20000000.00       | $19039531.24       | Agency Mortgage-Backed Securities |
| GNPL PN DJ6842   | 2060-07-15      | 5.9300%  | 0.0000% | $12439530.00       | $13067684.80       | Agency Mortgage-Backed Securities |
| GNII SF DJ7899 C | 2055-05-20      | 6.0000%  | 0.0000% | $12591386.00       | $12966505.72       | Agency Mortgage-Backed Securities |
| GNII SF DI8393 C | 2055-07-20      | 6.0000%  | 0.0000% | $12122098.00       | $12480669.66       | Agency Mortgage-Backed Securities |
| GNII SF MA9776 M | 2054-06-20      | 4.0000%  | 0.0000% | $14906051.00       | $13212106.44       | Agency Mortgage-Backed Securities |
| GNII SF DJ2975 C | 2055-07-20      | 6.0000%  | 0.0000% | $16088740.00       | $16585656.82       | Agency Mortgage-Backed Securities |
| GNII SF MA2825 M | 2045-05-20      | 3.0000%  | 0.0000% | $172900000.00      | $16290300.95       | Agency Mortgage-Backed Securities |
| GNII SF MB0202 M | 2055-02-20      | 4.0000%  | 0.0000% | $1000.00           | $914.96            | Agency Mortgage-Backed Securities |
| GNII SF MB0486 M | 2055-06-20      | 6.0000%  | 0.0000% | $138994069.00      | $141953252.73      | Agency Mortgage-Backed Securities |
| GNII SF MB0425 M | 2055-06-20      | 6.0000%  | 0.0000% | $62219.00          | $63347.08          | Agency Mortgage-Backed Securities |
| GNII SF DK7421 C | 2055-07-20      | 6.0000%  | 0.0000% | $17250750.00       | $17833325.08       | Agency Mortgage-Backed Securities |
| GNII SF MB0482 M | 2055-07-20      | 4.0000%  | 0.0000% | $1000.00           | $925.36            | Agency Mortgage-Backed Securities |
| GNII SF CZ5934 C | 2054-02-20      | 7.0000%  | 0.0000% | $24098858.00       | $18244012.22       | Agency Mortgage-Backed Securities |
| GNII SF DI8392 C | 2055-07-20      | 6.0000%  | 0.0000% | $13339977.00       | $13751982.19       | Agency Mortgage-Backed Securities |
| GNII SF DI9344 C | 2055-03-20      | 6.0000%  | 0.0000% | $14298768.00       | $14796277.32       | Agency Mortgage-Backed Securities |
| GNII SF DB7489 C | 2054-06-20      | 7.0000%  | 0.0000% | $14277941.00       | $12760602.28       | Agency Mortgage-Backed Securities |
| GNII SF MA8426 M | 2052-11-20      | 4.0000%  | 0.0000% | $12351722.00       | $9525108.29        | Agency Mortgage-Backed Securities |
| GNII SF MA7418 M | 2051-06-20      | 2.5000%  | 0.0000% | $18821704.00       | $10367781.75       | Agency Mortgage-Backed Securities |
| GNII SF MA9669 M | 2054-05-20      | 6.0000%  | 0.0000% | $20000000.00       | $17020850.78       | Agency Mortgage-Backed Securities |
| GNII SF DI9687 C | 2055-05-20      | 6.5000%  | 0.0000% | $11453436.00       | $11978367.75       | Agency Mortgage-Backed Securities |
| GNII SF MA3663 M | 2046-05-20      | 3.5000%  | 0.0000% | $171000000.00      | $18276587.12       | Agency Mortgage-Backed Securities |
| GNPL PN DJ6838   | 2060-07-15      | 5.8500%  | 0.0000% | $12332000.00       | $12881008.31       | Agency Mortgage-Backed Securities |
| GNII SF MA5984 M | 2049-06-20      | 3.0000%  | 0.0000% | $91373000.00       | $12625234.54       | Agency Mortgage-Backed Securities |
| GNII SF DK7251 C | 2055-06-20      | 6.0000%  | 0.0000% | $16398362.00       | $16867229.28       | Agency Mortgage-Backed Securities |
| GNII SP 786934 C | 2053-09-20      | 6.0000%  | 0.0000% | $13359779.00       | $10672198.99       | Agency Mortgage-Backed Securities |
| GNII SF MA4511 M | 2047-06-20      | 4.0000%  | 0.0000% | $146455000.00      | $14323291.90       | Agency Mortgage-Backed Securities |
| GNII SF MA3105 M | 2045-09-20      | 3.5000%  | 0.0000% | $35233150.00       | $3289831.81        | Agency Mortgage-Backed Securities |
| GNII SF MA5931 M | 2049-05-20      | 4.0000%  | 0.0000% | $152560086.00      | $12664745.84       | Agency Mortgage-Backed Securities |
| GNII SF MA7534 M | 2051-08-20      | 2.5000%  | 0.0000% | $1000.00           | $582.28            | Agency Mortgage-Backed Securities |
| GNII SF MA6656 M | 2050-05-20      | 3.0000%  | 0.0000% | $66427944.00       | $16221432.97       | Agency Mortgage-Backed Securities |
| GNII SF MA6710 M | 2050-06-20      | 3.0000%  | 0.0000% | $45736568.00       | $11595360.01       | Agency Mortgage-Backed Securities |

### Security 254: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** GOLDMAN SACHS & CO LLC 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19VA78, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP19VA78
- **C.18 - Value (incl. sponsor support):** $289000000.00
- **C.18.a - Value (excl. sponsor support):** $289000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2045-02-15      | 0.7500%  | 0.0000% | $34813800.00       | $34500885.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $214603400.00      | $134521872.72      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 0.1250%  | 0.0000% | $89000000.00       | $99362315.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-15      | 3.3750%  | 0.0000% | $12995900.00       | $26394971.15       | U.S. Treasuries (including strips) |

### Security 255: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** GOLDMAN SACHS & CO LLC 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19W6B2, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP19W6B2
- **C.18 - Value (incl. sponsor support):** $310000000.00
- **C.18.a - Value (excl. sponsor support):** $310000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-10-31      | 4.4909%  | 0.0000% | $249824300.00      | $249999177.01      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.8750%  | 0.0000% | $66278400.00       | $66200854.27       | U.S. Treasuries (including strips) |

### Security 256: BANCO BILBAO VIZCAYA ARGENTARIA SA

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19W6G1, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71, C.5 - Other ID: ARP19W6G1
- **C.18 - Value (incl. sponsor support):** $155000000.00
- **C.18.a - Value (excl. sponsor support):** $155000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $200.00            | $198.42            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $500000.00         | $475397.88         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 4.2500%  | 0.0000% | $1700600.00        | $1711327.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $100.00            | $101.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $100.00            | $49.45             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 4.2500%  | 0.0000% | $100.00            | $96.00             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $100.00            | $96.36             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $82552100.00       | $57229331.33       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $428500.00         | $440778.57         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 4.8750%  | 0.0000% | $42869300.00       | $44681278.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-15      | 4.2500%  | 0.0000% | $52512000.00       | $53561373.55       | U.S. Treasuries (including strips) |

### Security 257: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 4.370000%
- **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: ARP19W6U0, C.3 - LEI: JJKC32MCHWDI71265Z06, C.5 - Other ID: ARP19W6U0
- **C.18 - Value (incl. sponsor support):** $180000000.00
- **C.18.a - Value (excl. sponsor support):** $180000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRM 2020-167 BD | 2050-11-20      | 1.0000%  | 0.0000% | $17967726.00       | $7886930.06        | Agency Collateralized Mortgage Obligation |
| GNRM 2020-147 AE | 2062-06-16      | 1.2500%  | 0.0000% | $291349465.00      | $178929077.95      | Agency Collateralized Mortgage Obligation |
| GNRM 2020-167 AC | 2050-11-20      | 1.2500%  | 0.0000% | $834119.00         | $383992.08         | Agency Collateralized Mortgage Obligation |

### Security 258: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC - BANK OF NEW YORK 4.400000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19WPH8, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP19WPH8
- **C.18 - Value (incl. sponsor support):** $146200000.00
- **C.18.a - Value (excl. sponsor support):** $146200000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | 0.0000% | $2217800.00        | $2174943.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $151559000.00      | $149124004.61      | U.S. Treasuries (including strips) |

### Security 259: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19WYA3, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: ARP19WYA3
- **C.18 - Value (incl. sponsor support):** $965124400.00
- **C.18.a - Value (excl. sponsor support):** $965124400.00
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 04.000 CLFS2185 | 2052-06-01      | 4.0000%  | 0.0000% | $187000.00         | $139540.30         | Agency Mortgage-Backed Securities   |
| FEPC 06.000 CLSL0662 | 2055-03-01      | 6.0000%  | 0.0000% | $20663038.00       | $19922897.78       | Agency Mortgage-Backed Securities   |
| FEPC 04.500 CLQF2392 | 2052-10-01      | 4.5000%  | 0.0000% | $53101824.00       | $41788440.70       | Agency Mortgage-Backed Securities   |
| FEPC 06.000 CLSD4324 | 2053-11-01      | 6.0000%  | 0.0000% | $4871368.00        | $4032151.08        | Agency Mortgage-Backed Securities   |
| FEPC 03.000 CLZA4210 | 2043-04-01      | 3.0000%  | 0.0000% | $50000000.00       | $8960906.62        | Agency Mortgage-Backed Securities   |
| FEPC 03.000 CLZA1276 | 2042-12-01      | 3.0000%  | 0.0000% | $86500000.00       | $15375568.04       | Agency Mortgage-Backed Securities   |
| FEPC 06.000 CLQF8720 | 2053-03-01      | 6.0000%  | 0.0000% | $45426000.00       | $37852010.98       | Agency Mortgage-Backed Securities   |
| FEPC 03.000 CLQA2244 | 2046-07-01      | 3.0000%  | 0.0000% | $196177209.00      | $38904321.78       | Agency Mortgage-Backed Securities   |
| FNMS 05.500 CLFS6838 | 2053-11-01      | 5.5000%  | 0.0000% | $28812288.00       | $25462239.34       | Agency Mortgage-Backed Securities   |
| 6.750 TVBD GB 25 E   | 2025-11-01      | 6.7500%  | 0.0000% | $354000.00         | $361652.77         | Agency Debentures and Agency Strips |
| GNII SF MA8151 M     | 2052-07-20      | 4.5000%  | 0.0000% | $2105666.00        | $1584220.46        | Agency Mortgage-Backed Securities   |
| 6.750 TVPR GB 25 E   | 2025-11-01      | 0.0000%  | 0.0000% | $663000.00         | $655143.45         | Agency Debentures and Agency Strips |
| TVIN 03/15/32        | 2032-03-15      | 0.0000%  | 0.0000% | $1683000.00        | $1252303.47        | Agency Debentures and Agency Strips |
| FNMS 03.500 CL890769 | 2046-11-01      | 3.5000%  | 0.0000% | $1121.00           | $308.81            | Agency Mortgage-Backed Securities   |
| TVIN 01/15/34        | 2034-01-15      | 0.0000%  | 0.0000% | $1000.00           | $659.62            | Agency Debentures and Agency Strips |
| FEPC 03.500 CLZL3983 | 2042-10-01      | 3.5000%  | 0.0000% | $67416149.00       | $11635608.39       | Agency Mortgage-Backed Securities   |
| FEPC 05.000 CLQF3908 | 2052-11-01      | 5.0000%  | 0.0000% | $36594373.00       | $28121766.62       | Agency Mortgage-Backed Securities   |
| FEPC 05.500 CLSL0668 | 2055-04-01      | 5.5000%  | 0.0000% | $37445159.00       | $36997940.95       | Agency Mortgage-Backed Securities   |
| FEPC 04.500 CLZA4940 | 2047-06-01      | 4.5000%  | 0.0000% | $32694892.00       | $8523250.80        | Agency Mortgage-Backed Securities   |
| FEPC 06.000 CLSD2255 | 2053-01-01      | 6.0000%  | 0.0000% | $31174688.00       | $21507203.11       | Agency Mortgage-Backed Securities   |
| FEPC 05.000 CLSD3075 | 2053-04-01      | 5.0000%  | 0.0000% | $5049250.00        | $4728098.13        | Agency Mortgage-Backed Securities   |
| FEPC 06.500 CLSD2909 | 2053-04-01      | 6.5000%  | 0.0000% | $21508269.00       | $18542565.46       | Agency Mortgage-Backed Securities   |
| FEPC 04.500 CLSD2249 | 2053-01-01      | 4.5000%  | 0.0000% | $62892957.00       | $49946444.77       | Agency Mortgage-Backed Securities   |
| FEPC 05.500 CLSD2818 | 2053-04-01      | 5.5000%  | 0.0000% | $42173251.00       | $36845239.86       | Agency Mortgage-Backed Securities   |
| FEPC 04.500 CLZM4492 | 2047-10-01      | 4.5000%  | 0.0000% | $1000.00           | $322.78            | Agency Mortgage-Backed Securities   |
| FEPC 05.000 CLSD7564 | 2053-06-01      | 5.0000%  | 0.0000% | $52719744.00       | $43132404.37       | Agency Mortgage-Backed Securities   |
| FEPC 03.500 CLSD4995 | 2052-03-01      | 3.5000%  | 0.0000% | $15703455.00       | $11420050.45       | Agency Mortgage-Backed Securities   |
| FEPC 06.000 CLSD7578 | 2055-04-01      | 6.0000%  | 0.0000% | $473972.00         | $478109.98         | Agency Mortgage-Backed Securities   |
| FEPC 06.500 CLSD6953 | 2054-09-01      | 6.5000%  | 0.0000% | $18821330.00       | $18527812.22       | Agency Mortgage-Backed Securities   |
| FEPC 06.500 CLSD5304 | 2054-04-01      | 6.5000%  | 0.0000% | $7392000.00        | $6555306.99        | Agency Mortgage-Backed Securities   |
| FEPC 06.500 CLSD2339 | 2053-02-01      | 6.5000%  | 0.0000% | $23898515.00       | $16318124.68       | Agency Mortgage-Backed Securities   |
| FEPC 03.500 CLZT0041 | 2047-04-01      | 3.5000%  | 0.0000% | $43496014.00       | $12249846.92       | Agency Mortgage-Backed Securities   |
| FEPC 03.000 CLZS9382 | 2043-09-01      | 3.0000%  | 0.0000% | $77545000.00       | $16865331.00       | Agency Mortgage-Backed Securities   |
| FEPC 04.000 CLZS3430 | 2041-11-01      | 4.0000%  | 0.0000% | $8037984.00        | $1060255.47        | Agency Mortgage-Backed Securities   |
| FEPC 05.500 CLRA8535 | 2053-02-01      | 5.5000%  | 0.0000% | $39867852.00       | $34156586.98       | Agency Mortgage-Backed Securities   |
| FEPC 03.500 CLSD8001 | 2049-07-01      | 3.5000%  | 0.0000% | $1026.00           | $93.37             | Agency Mortgage-Backed Securities   |
| FEPC 05.500 CLRA9842 | 2053-09-01      | 5.5000%  | 0.0000% | $66925461.00       | $57695776.80       | Agency Mortgage-Backed Securities   |
| FEPC 03.500 CLZA4632 | 2046-03-01      | 3.5000%  | 0.0000% | $35000000.00       | $11336117.98       | Agency Mortgage-Backed Securities   |
| FEPC 06.000 CLSD8534 | 2055-05-01      | 6.0000%  | 0.0000% | $15807819.00       | $15539935.63       | Agency Mortgage-Backed Securities   |
| FEPC 05.000 CLSD7166 | 2054-10-01      | 5.0000%  | 0.0000% | $23817219.00       | $22850696.70       | Agency Mortgage-Backed Securities   |
| FEPC 04.000 CLSD7501 | 2049-07-01      | 4.0000%  | 0.0000% | $87900000.00       | $20479013.00       | Agency Mortgage-Backed Securities   |
| FEPC 05.500 CLSD8408 | 2054-03-01      | 5.5000%  | 0.0000% | $1018.00           | $875.44            | Agency Mortgage-Backed Securities   |
| FNMS 03.500 CLFM9966 | 2043-08-01      | 3.5000%  | 0.0000% | $414000.00         | $247192.66         | Agency Mortgage-Backed Securities   |
| FEPC 03.000 CLRA6926 | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $662.04            | Agency Mortgage-Backed Securities   |
| FNMS 03.500 CLCA5738 | 2050-05-01      | 3.5000%  | 0.0000% | $150995.00         | $67228.94          | Agency Mortgage-Backed Securities   |
| FEPC 06.500 CLSD8433 | 2054-05-01      | 6.5000%  | 0.0000% | $53000000.00       | $38893644.63       | Agency Mortgage-Backed Securities   |
| FEPC 04.500 CLRA8287 | 2052-12-01      | 4.5000%  | 0.0000% | $4065110.00        | $3260451.49        | Agency Mortgage-Backed Securities   |
| FEPC 02.000 CTRB5148 | 2042-03-01      | 2.0000%  | 0.0000% | $15112248.00       | $9905296.89        | Agency Mortgage-Backed Securities   |
| FEPC 03.000 CLRA2055 | 2050-01-02      | 3.0000%  | 0.0000% | $295218176.00      | $56520479.04       | Agency Mortgage-Backed Securities   |
| FNMS 05.000 CLBW1372 | 2052-11-01      | 5.0000%  | 0.0000% | $22415.00          | $17722.89          | Agency Mortgage-Backed Securities   |
| FNMS 04.000 CLFS2841 | 2052-09-01      | 4.0000%  | 0.0000% | $7678680.00        | $6089184.94        | Agency Mortgage-Backed Securities   |
| TVIN 12/15/31        | 2031-12-15      | 0.0000%  | 0.0000% | $1470000.00        | $1108284.45        | Agency Debentures and Agency Strips |
| 4.250 TVBD 52 A      | 2052-09-15      | 4.2500%  | 0.0000% | $4750000.00        | $3988743.89        | Agency Debentures and Agency Strips |
| FEPC 03.500 CLZM2632 | 2047-02-01      | 3.5000%  | 0.0000% | $60568884.00       | $20107141.64       | Agency Mortgage-Backed Securities   |
| FEPC 02.500 CLQC5576 | 2051-08-01      | 2.5000%  | 0.0000% | $69146560.00       | $35798482.56       | Agency Mortgage-Backed Securities   |
| FEPC 06.000 CLSD3163 | 2053-06-01      | 6.0000%  | 0.0000% | $26109000.00       | $21112671.01       | Agency Mortgage-Backed Securities   |
| FEPC 06.000 CLSD8516 | 2055-03-01      | 6.0000%  | 0.0000% | $8870288.00        | $8507564.04        | Agency Mortgage-Backed Securities   |
| FEPC 06.000 CLSD3852 | 2053-09-01      | 6.0000%  | 0.0000% | $7943496.00        | $6519787.46        | Agency Mortgage-Backed Securities   |
| FEPC 03.500 CLSD4410 | 2048-11-01      | 3.5000%  | 0.0000% | $12607332.00       | $9871498.02        | Agency Mortgage-Backed Securities   |
| FEPC 06.000 CLSD8350 | 2053-08-01      | 6.0000%  | 0.0000% | $40909564.00       | $32634026.99       | Agency Mortgage-Backed Securities   |
| FEPC 03.500 CLZA5362 | 2048-04-01      | 3.5000%  | 0.0000% | $50240572.00       | $16382057.54       | Agency Mortgage-Backed Securities   |
| FEPC 03.000 CLZL5994 | 2043-05-01      | 3.0000%  | 0.0000% | $79241188.00       | $14532860.09       | Agency Mortgage-Backed Securities   |
| FNMS 05.500 CLFA1802 | 2055-06-01      | 5.5000%  | 0.0000% | $4256004.00        | $4262863.22        | Agency Mortgage-Backed Securities   |
| 4.875 TVBD 35 B      | 2035-05-15      | 4.8750%  | 0.0000% | $7780000.00        | $7933089.00        | Agency Debentures and Agency Strips |
| TVIN 09/15/27        | 2027-09-15      | 0.0000%  | 0.0000% | $1313000.00        | $1203417.02        | Agency Debentures and Agency Strips |
| TVIN 03/15/33        | 2033-03-15      | 0.0000%  | 0.0000% | $3583000.00        | $2453204.86        | Agency Debentures and Agency Strips |
| TVIN 10/01/27        | 2027-10-01      | 0.0000%  | 0.0000% | $312000.00         | $285455.04         | Agency Debentures and Agency Strips |
| TVIN 06/15/32        | 2032-06-15      | 0.0000%  | 0.0000% | $1187000.00        | $872919.80         | Agency Debentures and Agency Strips |

### Security 260: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** GOLDMAN SACHS & CO LLC 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19WZM6, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP19WZM6
- **C.18 - Value (incl. sponsor support):** $1935000000.00
- **C.18.a - Value (excl. sponsor support):** $1935000000.00
- **C.19 - Percentage of Net Assets:** 2.3600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**C.8 - Repurchase 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 2024-183 FD     | 2054-11-20      | 5.9980%  | 0.0000% | $30000000.00       | $25558971.79       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-044 B      | 2055-03-20      | 5.0000%  | 0.0000% | $13174384.00       | $12554221.82       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-153 FA     | 2061-08-16      | 4.0000%  | 0.0000% | $50000000.00       | $41576113.63       | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLQY7622 | 2055-07-01      | 6.0000%  | 0.0000% | $1446524.00        | $1486365.61        | Agency Mortgage-Backed Securities         |
| GNRM 2020-109 MB     | 2060-05-16      | 2.0000%  | 0.0000% | $242977.00         | $106522.01         | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CTCB6291 | 2043-05-01      | 5.5000%  | 0.0000% | $1501168.00        | $1001618.17        | Agency Mortgage-Backed Securities         |
| GNII SF DI7764 C     | 2055-04-20      | 6.5000%  | 0.0000% | $1655808.00        | $1750843.73        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY5347 | 2055-06-01      | 6.0000%  | 0.0000% | $14874832.00       | $15150125.79       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX8488 | 2055-03-01      | 6.0000%  | 0.0000% | $4068392.00        | $4206092.82        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX8428 | 2053-04-01      | 5.0000%  | 0.0000% | $12250128.00       | $10581220.01       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 ZC310204 | 2044-04-25      | 3.5000%  | 0.0000% | $66628992.00       | $42917769.25       | Agency Mortgage-Backed Securities         |
| GNRA 2023-170 FB     | 2053-11-20      | 5.7980%  | 0.0000% | $100000000.00      | $54717256.10       | Agency Collateralized Mortgage Obligation |
| GNII SF DI3640 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1717858.00        | $1791220.37        | Agency Mortgage-Backed Securities         |
| GNRM 2022-013 AH     | 2053-05-16      | 1.5000%  | 0.0000% | $25000000.00       | $18301477.22       | Agency Collateralized Mortgage Obligation |
| GNPL PN CZ7782       | 2059-05-15      | 5.7100%  | 0.0000% | $4919050.00        | $5087467.49        | Agency Mortgage-Backed Securities         |
| GNPL PN DA8484       | 2059-04-15      | 5.5300%  | 0.0000% | $11632000.00       | $11852964.65       | Agency Mortgage-Backed Securities         |
| GNPL PN AT8555       | 2057-10-15      | 4.0700%  | 0.0000% | $21312439.00       | $19546330.58       | Agency Mortgage-Backed Securities         |
| GNII SF DH3119 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1693818.00        | $1776308.78        | Agency Mortgage-Backed Securities         |
| GNRA 2025-099 FD     | 2055-06-20      | 5.3980%  | 0.0000% | $25000000.00       | $24888983.40       | Agency Collateralized Mortgage Obligation |
| GNII SF MA8801 M     | 2053-04-20      | 5.5000%  | 0.0000% | $204640768.00      | $155907425.52      | Agency Mortgage-Backed Securities         |
| GNRA 2023-124 GH     | 2064-09-16      | 3.2500%  | 0.0000% | $108592768.00      | $92104016.64       | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLRA8694 | 2053-04-01      | 5.0000%  | 0.0000% | $2300000.00        | $1884192.91        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD7515 | 2050-05-01      | 3.0000%  | 0.0000% | $1775000.00        | $766711.14         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB1310 | 2051-08-01      | 2.0000%  | 0.0000% | $7783224.00        | $4846475.84        | Agency Mortgage-Backed Securities         |
| GNMI SF BJ5779 X     | 2048-09-15      | 5.5000%  | 0.0000% | $88209.00          | $17630.16          | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB4172 | 2052-07-01      | 5.5000%  | 0.0000% | $5573072.00        | $4095174.00        | Agency Mortgage-Backed Securities         |
| GNMI SF 768482 X     | 2041-05-15      | 4.2900%  | 0.0000% | $70000.00          | $11678.88          | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTAS8553 | 2036-12-01      | 3.0000%  | 0.0000% | $140213.00         | $38099.99          | Agency Mortgage-Backed Securities         |
| GNII SF DJ2626 C     | 2055-05-20      | 6.0000%  | 0.0000% | $366747.00         | $376877.58         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA3937 | 2050-02-01      | 3.0000%  | 0.0000% | $4150000.00        | $719546.13         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA1002 | 2053-11-01      | 5.5000%  | 0.0000% | $134027776.00      | $127465810.62      | Agency Mortgage-Backed Securities         |
| GNRA 2024-198 FC     | 2054-12-20      | 5.7780%  | 0.0000% | $100000000.00      | $85254536.33       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-146 KF     | 2054-09-20      | 5.4480%  | 0.0000% | $100000000.00      | $97695936.12       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-127 KC     | 2043-07-16      | 2.5000%  | 0.0000% | $34430016.00       | $27317476.36       | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CTSC0692 | 2044-11-01      | 5.5000%  | 0.0000% | $187521536.00      | $188056586.20      | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAL3026 | 2042-12-01      | 3.5000%  | 0.0000% | $400000.00         | $50399.79          | Agency Mortgage-Backed Securities         |
| GNRM 2025-044 CB     | 2055-03-20      | 5.0000%  | 0.0000% | $15139000.00       | $14278221.68       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-143 FA     | 2054-09-20      | 5.4980%  | 0.0000% | $100000000.00      | $88628308.05       | Agency Collateralized Mortgage Obligation |
| FNMS 03.000 CLAU3353 | 2043-08-01      | 3.0000%  | 0.0000% | $5600000.00        | $771000.86         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CRBM5590 | 2043-10-01      | 3.5000%  | 0.0000% | $161526016.00      | $45947225.97       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD2184 | 2053-01-01      | 6.0000%  | 0.0000% | $3511308.00        | $2731248.05        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ1633 | 2054-08-01      | 6.0000%  | 0.0000% | $1222462.00        | $1088966.30        | Agency Mortgage-Backed Securities         |
| GNII SF DH7684 C     | 2055-02-20      | 6.0000%  | 0.0000% | $17195200.00       | $17623788.27       | Agency Mortgage-Backed Securities         |
| GNII SF DH3666 C     | 2055-05-20      | 5.0000%  | 0.0000% | $4083184.00        | $3999651.42        | Agency Mortgage-Backed Securities         |
| GNRM 2014-068 DY     | 2040-02-16      | 3.0000%  | 0.0000% | $146000.00         | $119361.57         | Agency Collateralized Mortgage Obligation |
| GNPL PN CM4402       | 2057-12-15      | 4.4200%  | 0.0000% | $1409700.00        | $1325056.55        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRJ2701 | 2054-08-01      | 5.5000%  | 0.0000% | $38606208.00       | $35014069.95       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIMA4074 | 2035-07-01      | 2.0000%  | 0.0000% | $300000.00         | $101499.65         | Agency Mortgage-Backed Securities         |
| GNPL PN CP7212       | 2057-10-15      | 3.8300%  | 0.0000% | $26358800.00       | $23777553.71       | Agency Mortgage-Backed Securities         |
| GNMI SF 762838 X     | 2041-03-15      | 4.0000%  | 0.0000% | $1432616.00        | $59509.10          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX8505 | 2055-03-01      | 6.5000%  | 0.0000% | $31652224.00       | $28655866.46       | Agency Mortgage-Backed Securities         |
| GNII SF DK6683 C     | 2055-06-20      | 6.0000%  | 0.0000% | $1824538.00        | $1886184.87        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBU7254 | 2051-12-01      | 2.0000%  | 0.0000% | $1076028.00        | $711417.07         | Agency Mortgage-Backed Securities         |
| GNPL PN CL2712       | 2057-06-15      | 2.6300%  | 0.0000% | $1948406.00        | $1625521.27        | Agency Mortgage-Backed Securities         |
| GNRM 2013-86 V       | 2042-12-20      | 2.5000%  | 0.0000% | $29927520.00       | $2719487.94        | Agency Collateralized Mortgage Obligation |
| GNRM 2020-057 C      | 2060-01-16      | 2.0000%  | 0.0000% | $459371.00         | $220302.23         | Agency Collateralized Mortgage Obligation |
| FEPC 06.500 CLQY4861 | 2055-06-01      | 6.5000%  | 0.0000% | $8508368.00        | $8884263.85        | Agency Mortgage-Backed Securities         |
| GNPL PN CL2730       | 2057-06-15      | 2.6600%  | 0.0000% | $3460316.00        | $2893108.52        | Agency Mortgage-Backed Securities         |
| GNRA 2024-160 NF     | 2054-10-20      | 5.2980%  | 0.0000% | $69773000.00       | $64309771.48       | Agency Collateralized Mortgage Obligation |
| GNRM 2019-20 LA      | 2049-02-20      | 3.0000%  | 0.0000% | $8000000.00        | $5078009.41        | Agency Collateralized Mortgage Obligation |
| GNRA 2014-129 AF     | 2041-10-20      | 4.7434%  | 0.0000% | $20000000.00       | $1546774.15        | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLZS1750 | 2037-11-01      | 6.0000%  | 0.0000% | $425000.00         | $7083.26           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM4830 | 2050-11-01      | 3.0000%  | 0.0000% | $505994.00         | $169727.91         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8486 | 2046-12-01      | 3.0000%  | 0.0000% | $1782138.00        | $563366.99         | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C01676 G | 2033-11-01      | 6.0000%  | 0.0000% | $24998208.00       | $237082.24         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZS8675 | 2032-11-01      | 2.5000%  | 0.0000% | $100000.00         | $14280.50          | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q46864 G | 2047-03-01      | 3.5000%  | 0.0000% | $30707326.00       | $3800546.64        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQE1961 | 2052-04-01      | 2.0000%  | 0.0000% | $57996.00          | $35831.09          | Agency Mortgage-Backed Securities         |
| GNRA 2024-169 AD     | 2064-10-16      | 4.0000%  | 0.0000% | $147358976.00      | $130318550.71      | Agency Collateralized Mortgage Obligation |
| GNRA 2023-156 GK     | 2064-01-16      | 3.5000%  | 0.0000% | $103626752.00      | $91116965.74       | Agency Collateralized Mortgage Obligation |
| GNMI SF 687827 X     | 2038-08-15      | 5.5000%  | 0.0000% | $10000000.00       | $88918.77          | Agency Mortgage-Backed Securities         |
| GNPL PN CJ9632       | 2055-04-15      | 3.1800%  | 0.0000% | $554600.00         | $476369.02         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD3904 | 2053-09-01      | 6.5000%  | 0.0000% | $63872640.00       | $49065410.46       | Agency Mortgage-Backed Securities         |
| GNII SF MA5594 M     | 2048-11-20      | 3.5000%  | 0.0000% | $1450000.00        | $178157.34         | Agency Mortgage-Backed Securities         |
| GNPL PN CA1768       | 2057-06-15      | 3.2300%  | 0.0000% | $30145760.00       | $26063835.93       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM3048 | 2049-05-01      | 4.0000%  | 0.0000% | $170030000.00      | $44367277.93       | Agency Mortgage-Backed Securities         |
| GNPL PN CF7694       | 2057-06-15      | 3.8100%  | 0.0000% | $1677284.00        | $1509584.98        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC0594 | 2054-09-01      | 5.5000%  | 0.0000% | $6562304.00        | $6156614.89        | Agency Mortgage-Backed Securities         |
| GNII SF MA2826 M     | 2045-05-20      | 3.5000%  | 0.0000% | $12223360.00       | $978540.04         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTBJ2544 | 2037-12-01      | 3.0000%  | 0.0000% | $170000.00         | $29311.43          | Agency Mortgage-Backed Securities         |
| GNII SF MA7590 M     | 2051-09-20      | 3.0000%  | 0.0000% | $335154688.00      | $191594193.21      | Agency Mortgage-Backed Securities         |

### Security 261: FICC - STATE STREET BANK AND TRUST CO

- **C.1 - Title:** FICC - STATE STREET BANK AND TRUST CO 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XKA6, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP19XKA6
- **C.18 - Value (incl. sponsor support):** $1542000000.00
- **C.18.a - Value (excl. sponsor support):** $1542000000.00
- **C.19 - Percentage of Net Assets:** 1.8800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | 0.0000% | $1517990800.00     | $1572840149.06     | U.S. Treasuries (including strips) |

### Security 262: FICC - STATE STREET BANK AND TRUST CO

- **C.1 - Title:** FICC - STATE STREET BANK AND TRUST CO 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XKE8, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP19XKE8
- **C.18 - Value (incl. sponsor support):** $694000000.00
- **C.18.a - Value (excl. sponsor support):** $694000000.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | 0.0000% | $693336200.00      | $707880015.33      | U.S. Treasuries (including strips) |

### Security 263: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 4.370000%
- **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: ARP19XS18, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP19XS18
- **C.18 - Value (incl. sponsor support):** $45000000.00
- **C.18.a - Value (excl. sponsor support):** $45000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRA 2025-115 FE     | 2055-07-20      | 5.8346%  | 0.0000% | $412087.00         | $427537.70         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-099 FE     | 2055-06-20      | 5.4480%  | 0.0000% | $1000.00           | $997.93            | Agency Collateralized Mortgage Obligation |
| MNAR XX.XXX HXBZ4078 | 2032-06-01      | 4.4600%  | 0.0000% | $2631328.00        | $2626117.09        | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS8227 | 2033-06-01      | 4.5900%  | 0.0000% | $6184339.00        | $6179286.40        | Agency Mortgage-Backed Securities         |
| GNRA 2025-104 FG     | 2055-06-20      | 5.6980%  | 0.0000% | $1928.00           | $1927.22           | Agency Collateralized Mortgage Obligation |
| GNRA 2025-100 FL     | 2055-06-20      | 5.4980%  | 0.0000% | $20350.00          | $20358.39          | Agency Collateralized Mortgage Obligation |
| GNRM 2025-115 PH     | 2055-07-20      | 5.0000%  | 0.0000% | $32701939.00       | $32414576.16       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-115 AU     | 2055-07-20      | 5.0000%  | 0.0000% | $5395726.00        | $5408220.70        | Agency Collateralized Mortgage Obligation |

### Security 264: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XS26, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP19XS26
- **C.18 - Value (incl. sponsor support):** $1928000000.00
- **C.18.a - Value (excl. sponsor support):** $1928000000.00
- **C.19 - Percentage of Net Assets:** 2.3500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-04-30      | 2.7500%  | 0.0000% | $253488000.00      | $249998484.19      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 1.8750%  | 0.0000% | $70000.00          | $68443.90          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 0.6250%  | 0.0000% | $263611200.00      | $249999459.86      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 3.8750%  | 0.0000% | $50880600.00       | $109680275.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $47259400.00       | $46497091.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 4.3750%  | 0.0000% | $230000.00         | $220751.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $127805000.00      | $125448275.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 1.1250%  | 0.0000% | $28522200.00       | $26725994.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-15      | 0.1250%  | 0.0000% | $68653800.00       | $81023300.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-15      | 0.1250%  | 0.0000% | $202214400.00      | $249990722.53      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $240339200.00      | $249996974.18      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 0.8750%  | 0.0000% | $800.00            | $772.98            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 3.6250%  | 0.0000% | $79000.00          | $78831.20          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 4.1250%  | 0.0000% | $248390400.00      | $249999969.79      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 4.4449%  | 0.0000% | $33439100.00       | $33437361.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 4.4459%  | 0.0000% | $6584500.00        | $6581405.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $13200.00          | $13175.98          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 2.3750%  | 0.0000% | $13120000.00       | $14378239.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 5.2500%  | 0.0000% | $20939400.00       | $22420979.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.7500%  | 0.0000% | $248219000.00      | $249999503.43      | U.S. Treasuries (including strips) |

### Security 265: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC - BANK OF NEW YORK 4.370000%
- **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: ARP19XS34, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP19XS34
- **C.18 - Value (incl. sponsor support):** $1340133000.00
- **C.18.a - Value (excl. sponsor support):** $1340133000.00
- **C.19 - Percentage of Net Assets:** 1.6300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 06.000 CLBX6115   | 2053-01-01      | 6.0000%  | 0.0000% | $2048.00           | $1290.80           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX1536   | 2052-10-01      | 5.5000%  | 0.0000% | $7000.00           | $4196.94           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY1719   | 2053-05-01      | 6.0000%  | 0.0000% | $2000.00           | $1427.64           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX5948   | 2053-02-01      | 6.0000%  | 0.0000% | $6000.00           | $3838.53           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB0022   | 2051-04-01      | 2.0000%  | 0.0000% | $152248064.00      | $90072856.43       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX3845   | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $741.09            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD3155   | 2055-02-01      | 6.0000%  | 0.0000% | $2000.00           | $2027.08           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD5058   | 2055-04-01      | 6.0000%  | 0.0000% | $2000.00           | $2052.33           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD4966   | 2055-04-01      | 7.0000%  | 0.0000% | $2000.00           | $2123.67           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBV8732   | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $708.56            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX2228   | 2052-11-01      | 5.0000%  | 0.0000% | $5000.00           | $4469.96           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6497   | 2052-09-01      | 5.0000%  | 0.0000% | $6000.00           | $4643.71           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD3121   | 2055-02-01      | 6.0000%  | 0.0000% | $2000.00           | $1946.16           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD5368   | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.63           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX6438   | 2053-02-01      | 6.0000%  | 0.0000% | $2000.00           | $1577.26           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY2174   | 2053-07-01      | 6.5000%  | 0.0000% | $5004.00           | $4482.48           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD9349   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1006.61           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD7620   | 2055-04-01      | 6.0000%  | 0.0000% | $2000.00           | $2037.32           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLBX1940   | 2053-01-01      | 7.0000%  | 0.0000% | $2000.00           | $933.46            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9877   | 2054-06-01      | 5.5000%  | 0.0000% | $3962323.00        | $3703661.32        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW7896   | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $692.94            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6663   | 2055-07-01      | 6.0000%  | 0.0000% | $2361316.00        | $2418220.24        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY6534   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1002.53           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY5872   | 2055-06-01      | 5.0000%  | 0.0000% | $1008.00           | $985.21            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQY5991   | 2055-06-01      | 4.5000%  | 0.0000% | $1000.00           | $951.70            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6421   | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $773.99            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9931   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $705.85            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1469   | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $964.39            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1633   | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $983.95            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBP5613   | 2050-06-01      | 2.5000%  | 0.0000% | $2016.00           | $792.49            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW7030   | 2052-08-01      | 4.5000%  | 0.0000% | $7000.00           | $3642.68           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX1359   | 2052-11-01      | 5.5000%  | 0.0000% | $5000.00           | $4111.38           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW3598   | 2052-07-01      | 5.0000%  | 0.0000% | $3001.00           | $2150.81           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX2188   | 2052-11-01      | 5.5000%  | 0.0000% | $5000.00           | $3558.24           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8751   | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $806.91            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBV8166   | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $675.65            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB4371   | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $772.53            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX9533   | 2053-03-01      | 6.0000%  | 0.0000% | $2000.00           | $1089.28           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO6164   | 2050-01-01      | 3.0000%  | 0.0000% | $2005.00           | $343.55            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW5204   | 2052-12-01      | 4.5000%  | 0.0000% | $3000.00           | $2766.89           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSL1844   | 2054-01-01      | 2.5000%  | 0.0000% | $1000.00           | $828.61            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS0838   | 2052-01-01      | 3.5000%  | 0.0000% | $1000.00           | $663.74            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSL2006   | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1047.24           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS0564   | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $587.85            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL934095   | 2038-07-01      | 6.5000%  | 0.0000% | $1024.00           | $8.36              | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQF0618   | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $837.52            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDA6377   | 2053-12-01      | 6.5000%  | 0.0000% | $2000.00           | $1805.47           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDB6488   | 2054-06-01      | 7.0000%  | 0.0000% | $1000.00           | $918.38            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB0203   | 2054-01-01      | 6.5000%  | 0.0000% | $6933088.00        | $6455963.86        | Agency Mortgage-Backed Securities  |
| FEPC 01.500 CLSD8171   | 2051-10-01      | 1.5000%  | 0.0000% | $1000.00           | $610.19            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX6872   | 2053-02-01      | 5.5000%  | 0.0000% | $5000.00           | $3225.65           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW3678   | 2052-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1489.15           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBY2930   | 2053-06-01      | 4.5000%  | 0.0000% | $2000.00           | $1811.79           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW5996   | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $801.50            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBW7479   | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $787.08            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8587   | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $794.37            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY1580   | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $936.64            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8759   | 2052-10-01      | 5.0000%  | 0.0000% | $6000.00           | $4830.86           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8651   | 2052-08-01      | 5.0000%  | 0.0000% | $923088.00         | $563640.52         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY2041   | 2053-05-01      | 6.0000%  | 0.0000% | $5000.00           | $5022.47           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY3598   | 2053-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1465.67           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA0438   | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $864.38            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH0500   | 2047-04-01      | 4.0000%  | 0.0000% | $1008.00           | $237.36            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAW0977   | 2044-05-01      | 3.5000%  | 0.0000% | $1000.00           | $165.56            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIFS0854   | 2036-10-01      | 2.0000%  | 0.0000% | $1000.00           | $585.46            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 R3BF0554   | 2050-05-01      | 3.0000%  | 0.0000% | $2000.00           | $935.79            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1462   | 2052-01-01      | 3.5000%  | 0.0000% | $1000.00           | $658.92            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1097   | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $715.37            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBH0798   | 2047-04-01      | 3.5000%  | 0.0000% | $2000.00           | $284.34            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ5803   | 2048-03-01      | 4.0000%  | 0.0000% | $2000.00           | $383.69            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBJ9181   | 2048-05-01      | 5.0000%  | 0.0000% | $2000.00           | $269.34            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW1971   | 2052-07-01      | 5.0000%  | 0.0000% | $3001.00           | $2172.69           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD4698   | 2055-04-01      | 6.0000%  | 0.0000% | $2016.00           | $2047.90           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX8625   | 2053-04-01      | 5.0000%  | 0.0000% | $2016.00           | $1641.56           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX6434   | 2053-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1826.12           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO3685   | 2049-12-01      | 3.5000%  | 0.0000% | $8000.00           | $3312.90           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD6291   | 2055-04-01      | 6.0000%  | 0.0000% | $2000.00           | $2038.98           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX9031   | 2053-04-01      | 5.0000%  | 0.0000% | $6000.00           | $4704.14           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8413   | 2052-09-01      | 5.0000%  | 0.0000% | $13000.00          | $9215.85           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX8393   | 2053-04-01      | 6.0000%  | 0.0000% | $5000.00           | $3761.58           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDD2386   | 2055-03-01      | 4.5000%  | 0.0000% | $1000.00           | $950.04            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBU3981   | 2053-04-01      | 6.5000%  | 0.0000% | $2016.00           | $1636.84           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX8173   | 2053-04-01      | 5.5000%  | 0.0000% | $11000.00          | $8780.67           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW1882   | 2053-06-01      | 4.5000%  | 0.0000% | $5001.00           | $4611.87           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX1348   | 2052-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1659.35           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV8828   | 2052-06-01      | 5.0000%  | 0.0000% | $8000.00           | $5235.51           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX4014   | 2052-12-01      | 6.0000%  | 0.0000% | $4000.00           | $3949.44           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBX8093   | 2053-04-01      | 4.5000%  | 0.0000% | $2000.00           | $1429.04           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX7634   | 2053-05-01      | 5.5000%  | 0.0000% | $5000.00           | $4544.23           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL6933   | 2043-08-01      | 4.0000%  | 0.0000% | $1000.00           | $163.57            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZL9967   | 2045-05-01      | 4.0000%  | 0.0000% | $1040.00           | $199.55            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZM1580   | 2046-08-01      | 3.5000%  | 0.0000% | $1000.00           | $100.38            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZM1013   | 2046-04-01      | 3.5000%  | 0.0000% | $1000.00           | $146.28            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM8026   | 2048-09-01      | 4.5000%  | 0.0000% | $4000.00           | $1123.87           | Agency Mortgage-Backed Securities  |
| 03.500 FGPC Q11834 G   | 2042-10-01      | 3.5000%  | 0.0000% | $1000.00           | $177.42            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLZS4399   | 2039-10-01      | 5.0000%  | 0.0000% | $1040.00           | $23.68             | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD8369   | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $710.67            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8343   | 2053-07-01      | 6.0000%  | 0.0000% | $4969479.00        | $3995831.17        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6598   | 2054-10-01      | 5.5000%  | 0.0000% | $1243.00           | $1185.38           | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8150   | 2051-06-01      | 2.0000%  | 0.0000% | $1000.00           | $595.59            | Agency Mortgage-Backed Securities  |
| 06.000 FGPC P51360 G   | 2036-09-01      | 6.0000%  | 0.0000% | $5517.00           | $279.57            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1171   | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $626.68            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAW1806   | 2044-10-01      | 3.5000%  | 0.0000% | $1000.00           | $90.43             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK9051   | 2048-11-01      | 4.5000%  | 0.0000% | $6001.00           | $2287.58           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK2018   | 2048-04-01      | 4.5000%  | 0.0000% | $2016.00           | $383.12            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBJ2383   | 2047-11-01      | 3.5000%  | 0.0000% | $3000.00           | $1242.12           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX8834   | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $998.87            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLAD0944   | 2040-04-01      | 5.5000%  | 0.0000% | $1024.00           | $46.88             | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBX2365   | 2053-02-01      | 6.5000%  | 0.0000% | $2000.00           | $1107.23           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQY4500   | 2055-06-01      | 4.5000%  | 0.0000% | $1000.00           | $954.16            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIMA5013   | 2038-05-01      | 4.5000%  | 0.0000% | $1000.00           | $688.66            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBW9618   | 2053-06-01      | 3.0000%  | 0.0000% | $1000.00           | $775.88            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX5134   | 2053-01-01      | 6.0000%  | 0.0000% | $11000.00          | $5034.43           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX3442   | 2052-11-01      | 6.0000%  | 0.0000% | $6000.00           | $4361.33           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD9815   | 2055-05-01      | 5.5000%  | 0.0000% | $2000.00           | $2020.15           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7914   | 2046-09-01      | 3.0000%  | 0.0000% | $231309056.00      | $35601331.74       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD3794   | 2055-03-01      | 6.0000%  | 0.0000% | $2000.00           | $2031.44           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBA6486   | 2046-07-01      | 3.5000%  | 0.0000% | $2000.00           | $511.43            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAT5893   | 2043-06-01      | 3.0000%  | 0.0000% | $196261079.00      | $34679004.98       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC5691   | 2054-10-01      | 6.5000%  | 0.0000% | $2000.00           | $1928.18           | Agency Mortgage-Backed Securities  |
| 04.500 FGPC Q62997 G   | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $189.09            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZM2976   | 2047-02-01      | 3.5000%  | 0.0000% | $6000.00           | $1613.75           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2026-06-30      | 4.6250%  | 0.0000% | $100.00            | $100.77            | U.S. Treasuries (including strips) |
| FEPC 06.500 CLQY7067   | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1038.36           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6240   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1022.04           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY6603   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1008.14           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY6524   | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.18           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY4696   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $925.40            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY6559   | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1047.89           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CNMA5811   | 2035-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1026.28           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1274   | 2051-08-01      | 2.5000%  | 0.0000% | $1000.00           | $607.95            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTMA4779   | 2042-10-01      | 4.0000%  | 0.0000% | $1000.00           | $722.01            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS7865   | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $940.74            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA1739   | 2054-10-01      | 5.0000%  | 0.0000% | $11986369.00       | $11765664.71       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV9645   | 2052-05-01      | 3.0000%  | 0.0000% | $2000.00           | $1447.84           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV8831   | 2052-06-01      | 5.0000%  | 0.0000% | $7000.00           | $4978.84           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBV7928   | 2052-08-01      | 4.5000%  | 0.0000% | $2000.00           | $1478.82           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR7265   | 2051-04-01      | 2.5000%  | 0.0000% | $2030.00           | $1171.95           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9343   | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $810.93            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBR2303   | 2051-08-01      | 3.0000%  | 0.0000% | $1000.00           | $619.42            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR8465   | 2051-04-01      | 2.5000%  | 0.0000% | $1000.00           | $567.66            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTBP6566   | 2040-08-01      | 2.0000%  | 0.0000% | $1008.00           | $466.29            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO0567   | 2049-06-01      | 3.5000%  | 0.0000% | $3001.00           | $1128.49           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX3655   | 2052-12-01      | 5.5000%  | 0.0000% | $6000.00           | $5826.59           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC8279   | 2055-01-01      | 6.0000%  | 0.0000% | $12575439.00       | $12631733.78       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS0989   | 2050-09-01      | 4.0000%  | 0.0000% | $1000.00           | $640.74            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBN3871   | 2049-04-01      | 4.0000%  | 0.0000% | $3004.00           | $376.48            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM5736   | 2050-12-01      | 4.0000%  | 0.0000% | $348000.00         | $150248.28         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS2847   | 2052-08-01      | 4.0000%  | 0.0000% | $1000.00           | $680.82            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS1107   | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $605.56            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM7900   | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $566.94            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA6436   | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $617.22            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9429   | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $864.95            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD6755   | 2052-11-01      | 3.5000%  | 0.0000% | $4654720.00        | $3921434.03        | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CIRC2274   | 2036-10-01      | 2.0000%  | 0.0000% | $1024.00           | $567.95            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD6442   | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $994.28            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBU4993   | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $990.50            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD0756   | 2055-02-01      | 6.0000%  | 0.0000% | $2002.00           | $2030.98           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW7899   | 2052-08-01      | 4.5000%  | 0.0000% | $11000.00          | $9029.28           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC5675   | 2054-11-01      | 6.0000%  | 0.0000% | $2000.00           | $1990.58           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6349   | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $490.79            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBT7961   | 2052-11-01      | 6.0000%  | 0.0000% | $2000.00           | $1320.45           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN6711   | 2049-06-01      | 4.5000%  | 0.0000% | $2016.00           | $481.20            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW1829   | 2052-11-01      | 4.5000%  | 0.0000% | $3000.00           | $2099.91           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBU4364   | 2054-02-01      | 6.0000%  | 0.0000% | $2000.00           | $2019.78           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBU5069   | 2054-09-01      | 4.5000%  | 0.0000% | $2000.00           | $1875.92           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD3924   | 2055-03-01      | 7.0000%  | 0.0000% | $2000.00           | $2119.46           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBU4960   | 2054-09-01      | 6.0000%  | 0.0000% | $2000.00           | $1896.65           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ6682   | 2051-08-01      | 2.0000%  | 0.0000% | $2000.00           | $1114.53           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW3706   | 2052-07-01      | 5.0000%  | 0.0000% | $8002.00           | $5474.33           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7022   | 2052-08-01      | 5.0000%  | 0.0000% | $8000.00           | $4379.01           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW5811   | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1334.90           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW9899   | 2052-10-01      | 4.5000%  | 0.0000% | $7018.00           | $4422.68           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD1009   | 2055-02-01      | 6.0000%  | 0.0000% | $2000.00           | $2032.03           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW5991   | 2052-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1558.51           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV8001   | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1521.79           | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQE1991   | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $618.23            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB8091   | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $988.37            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAP0354   | 2042-08-01      | 3.5000%  | 0.0000% | $1000.00           | $133.67            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD8227   | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $766.06            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX1159   | 2052-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1602.47           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC5594   | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $996.28            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9527   | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $370.62            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8684   | 2051-01-01      | 2.0000%  | 0.0000% | $2000.00           | $1126.71           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8583   | 2051-01-01      | 2.0000%  | 0.0000% | $61487600.00       | $34197723.86       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6202   | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1236.67           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBU8845   | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $719.86            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB3104   | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $651.61            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB3352   | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $684.72            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8787   | 2052-09-01      | 5.0000%  | 0.0000% | $7002.00           | $5265.14           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3361   | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $709.68            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8925   | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $745.29            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4037   | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $762.02            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD0977   | 2055-01-01      | 6.5000%  | 0.0000% | $2000.00           | $2076.27           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBV4169   | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $663.34            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBT8177   | 2052-06-01      | 4.5000%  | 0.0000% | $2000.00           | $1589.04           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBU7103   | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $611.99            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8925   | 2051-02-01      | 2.0000%  | 0.0000% | $2048.00           | $1128.42           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD6241   | 2055-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1840.04           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX0175   | 2053-02-01      | 5.5000%  | 0.0000% | $6000.00           | $4532.15           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW7890   | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $822.41            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA9234   | 2051-02-01      | 3.0000%  | 0.0000% | $100477913.00      | $56958975.43       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2404   | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $679.13            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8948   | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1765.87           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8716   | 2051-01-01      | 2.0000%  | 0.0000% | $2000.00           | $1127.42           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO2365   | 2049-11-01      | 3.5000%  | 0.0000% | $6000.00           | $2923.29           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC3166   | 2054-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1547.94           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8296   | 2052-10-01      | 5.0000%  | 0.0000% | $2383832.00        | $2246307.87        | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA9033   | 2051-02-01      | 2.0000%  | 0.0000% | $2000.00           | $1156.17           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8578   | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $566.75            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8499   | 2051-01-01      | 2.0000%  | 0.0000% | $2016.00           | $1113.44           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX0552   | 2052-10-01      | 5.0000%  | 0.0000% | $2048.00           | $1661.38           | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDD2672   | 2055-04-01      | 7.0000%  | 0.0000% | $2000.00           | $2125.04           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5245   | 2054-01-01      | 5.0000%  | 0.0000% | $1000.00           | $903.53            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6356   | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1165.69           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBU5422   | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $946.11            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV2451   | 2052-06-01      | 3.0000%  | 0.0000% | $3008.00           | $2253.52           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT4813   | 2051-07-01      | 2.5000%  | 0.0000% | $2000.00           | $906.66            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7943   | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $743.05            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV9892   | 2052-05-01      | 3.5000%  | 0.0000% | $15841688.00       | $11561842.91       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDD8150   | 2055-05-01      | 5.0000%  | 0.0000% | $2000.00           | $1952.52           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLAD0897   | 2040-04-01      | 5.5000%  | 0.0000% | $1000.00           | $31.27             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD2384   | 2055-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1666.03           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAE4445   | 2040-12-01      | 4.0000%  | 0.0000% | $1000.00           | $113.33            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CIMA4229   | 2036-01-01      | 2.0000%  | 0.0000% | $1000.00           | $463.19            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4577   | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $664.81            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBU4775   | 2054-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1863.13           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBT6838   | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $615.75            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ0630   | 2050-08-01      | 2.0000%  | 0.0000% | $2048.00           | $1010.14           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA3089   | 2049-02-01      | 4.5000%  | 0.0000% | $2000.00           | $415.75            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW6028   | 2052-07-01      | 4.5000%  | 0.0000% | $2000.00           | $1738.39           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIMA3438   | 2033-08-01      | 3.5000%  | 0.0000% | $1000.00           | $77.33             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8370   | 2052-08-01      | 5.0000%  | 0.0000% | $6000.00           | $4847.89           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7944   | 2052-08-01      | 5.0000%  | 0.0000% | $2016.00           | $1792.54           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW9955   | 2052-09-01      | 5.0000%  | 0.0000% | $5000.00           | $3004.96           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CIMA5449   | 2039-08-01      | 5.5000%  | 0.0000% | $48000.00          | $36706.94          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW6535   | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $517.43            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC8582   | 2054-11-01      | 6.5000%  | 0.0000% | $2000.00           | $2079.45           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG8802   | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $803.19            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8487   | 2054-05-01      | 5.5000%  | 0.0000% | $46691070.00       | $41883047.47       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6870   | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $854.97            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0679   | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $936.11            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CQBD1054   | 2036-05-01      | 3.5000%  | 0.0000% | $2000.00           | $379.93            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB7316   | 2053-10-01      | 4.0000%  | 0.0000% | $1000.00           | $875.14            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6618   | 2053-06-01      | 5.5000%  | 0.0000% | $1213558.00        | $1088482.94        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBJ5380   | 2047-12-01      | 4.0000%  | 0.0000% | $1000.00           | $424.34            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM6849   | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $365.60            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO8662   | 2050-03-01      | 3.0000%  | 0.0000% | $2000.00           | $326.59            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM5526   | 2048-02-01      | 3.5000%  | 0.0000% | $2000.00           | $373.54            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1074   | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $643.78            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8941   | 2051-02-01      | 2.0000%  | 0.0000% | $2000.00           | $1097.06           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICA6871   | 2035-08-01      | 2.5000%  | 0.0000% | $2000.00           | $842.19            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7519   | 2050-11-01      | 2.0000%  | 0.0000% | $2080.00           | $1086.14           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7224   | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $504.77            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CICA3022   | 2034-01-01      | 3.5000%  | 0.0000% | $2000.00           | $448.49            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN0696   | 2048-09-01      | 4.5000%  | 0.0000% | $7003.00           | $2059.92           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO5233   | 2050-01-01      | 3.5000%  | 0.0000% | $3000.00           | $987.78            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA2039   | 2048-07-01      | 4.0000%  | 0.0000% | $2048.00           | $155.13            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBV7921   | 2052-08-01      | 4.5000%  | 0.0000% | $2000.00           | $1571.09           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA5514   | 2050-04-01      | 2.5000%  | 0.0000% | $1000.00           | $392.17            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBU4200   | 2053-10-01      | 6.0000%  | 0.0000% | $2016.00           | $1500.60           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6911   | 2050-09-01      | 2.5000%  | 0.0000% | $2016.00           | $986.48            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA9288   | 2051-02-01      | 2.5000%  | 0.0000% | $85719680.00       | $48322197.60       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6141   | 2050-06-01      | 2.0000%  | 0.0000% | $1000.00           | $473.41            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN1280   | 2049-06-01      | 3.5000%  | 0.0000% | $3024.00           | $825.44            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB8670   | 2054-06-01      | 5.0000%  | 0.0000% | $1000.00           | $912.88            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW0712   | 2052-06-01      | 5.0000%  | 0.0000% | $2000.00           | $1460.39           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7273   | 2050-10-01      | 2.0000%  | 0.0000% | $2000.00           | $1012.75           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBU4262   | 2053-10-01      | 6.5000%  | 0.0000% | $2000.00           | $2033.69           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTBU5708   | 2045-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1836.98           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBQ8482   | 2050-12-01      | 2.5000%  | 0.0000% | $1000.00           | $393.18            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBP6118   | 2050-05-01      | 4.0000%  | 0.0000% | $2000.00           | $425.06            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA5684   | 2050-05-01      | 2.5000%  | 0.0000% | $2016.00           | $906.72            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA4782   | 2052-10-01      | 3.5000%  | 0.0000% | $1000.00           | $770.94            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB1784   | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $639.04            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6907   | 2050-09-01      | 2.0000%  | 0.0000% | $2048.00           | $1014.32           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8854   | 2051-02-01      | 2.0000%  | 0.0000% | $4048.00           | $2249.34           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7567   | 2050-11-01      | 2.0000%  | 0.0000% | $2214.00           | $1102.42           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB0084   | 2051-04-01      | 2.0000%  | 0.0000% | $58668573.00       | $33132973.81       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB0070   | 2051-04-01      | 2.0000%  | 0.0000% | $84645760.00       | $47810186.97       | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLRQ0018   | 2055-06-01      | 7.5000%  | 0.0000% | $1000.00           | $935.24            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM7460   | 2051-03-01      | 4.0000%  | 0.0000% | $1000.00           | $332.01            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBN3872   | 2049-04-01      | 4.0000%  | 0.0000% | $3000.00           | $156.08            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN3864   | 2049-03-01      | 4.5000%  | 0.0000% | $6000.00           | $1588.21           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS1289   | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $644.42            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 NQ889153   | 2037-12-01      | 5.5000%  | 0.0000% | $1022.00           | $5.61              | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL2004   | 2055-07-01      | 6.0000%  | 0.0000% | $1008.00           | $1038.77           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBD5039   | 2047-02-01      | 3.5000%  | 0.0000% | $164422301.00      | $24070105.39       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL1685   | 2055-06-01      | 6.0000%  | 0.0000% | $13400.00          | $13728.13          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY7396   | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1003.73           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBD8018   | 2046-09-01      | 3.0000%  | 0.0000% | $2048.00           | $429.60            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBA4737   | 2045-12-01      | 4.0000%  | 0.0000% | $2000.00           | $292.77            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDE1954   | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $978.02            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBD8428   | 2046-09-01      | 2.5000%  | 0.0000% | $2000.00           | $543.67            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA3213   | 2049-03-01      | 4.5000%  | 0.0000% | $111665280.00      | $27918346.16       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CTCA2080   | 2038-07-01      | 4.5000%  | 0.0000% | $2048.00           | $411.92            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB6512   | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $763.52            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBC6941   | 2046-03-01      | 4.0000%  | 0.0000% | $2000.00           | $717.45            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL2005   | 2055-07-01      | 6.0000%  | 0.0000% | $1024.00           | $1052.20           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 U6BF0500   | 2054-12-01      | 3.0000%  | 0.0000% | $2000.00           | $1113.59           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBC4421   | 2046-03-01      | 4.0000%  | 0.0000% | $1000.00           | $165.05            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 I4BF0560   | 2061-09-01      | 2.5000%  | 0.0000% | $1000.00           | $590.59            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ3640   | 2055-03-01      | 5.5000%  | 0.0000% | $2802855.00        | $2651021.78        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBE8783   | 2047-06-01      | 4.5000%  | 0.0000% | $3000.00           | $589.39            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA5960   | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $475.21            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY6826   | 2053-07-01      | 5.5000%  | 0.0000% | $2001.00           | $1318.57           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY5604   | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $645.74            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CICA2406   | 2033-10-01      | 4.0000%  | 0.0000% | $2000.00           | $306.67            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTCA6179   | 2040-06-01      | 2.5000%  | 0.0000% | $2000.00           | $808.04            | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLCA8455   | 2051-01-01      | 1.5000%  | 0.0000% | $2000.00           | $1038.00           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA5883   | 2049-12-01      | 3.5000%  | 0.0000% | $6240.00           | $2452.91           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7718   | 2050-11-01      | 2.0000%  | 0.0000% | $2048.00           | $1228.37           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8459   | 2051-01-01      | 2.0000%  | 0.0000% | $4096.00           | $2492.41           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA4819   | 2049-12-01      | 4.0000%  | 0.0000% | $1000.00           | $284.90            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE1630   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1012.14           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2634   | 2048-11-01      | 4.5000%  | 0.0000% | $185143293.00      | $43434086.14       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA1079   | 2048-01-01      | 3.5000%  | 0.0000% | $2048.00           | $249.68            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCA2822   | 2048-12-01      | 5.5000%  | 0.0000% | $2000.00           | $390.94            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN2995   | 2048-11-01      | 4.5000%  | 0.0000% | $5000.00           | $1508.30           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS1510   | 2048-10-01      | 5.0000%  | 0.0000% | $1000.00           | $617.10            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM6985   | 2051-05-01      | 2.5000%  | 0.0000% | $186000.00         | $88638.94          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIBN5968   | 2034-07-01      | 3.0000%  | 0.0000% | $2000.00           | $311.92            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBN3708   | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $335.43            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CIRC2202   | 2036-09-01      | 2.0000%  | 0.0000% | $1024.00           | $560.09            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC6776   | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $943.97            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD3296   | 2055-02-01      | 6.0000%  | 0.0000% | $2000.00           | $1945.14           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBJ1066   | 2048-01-01      | 4.5000%  | 0.0000% | $3000.00           | $1157.32           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD5342   | 2055-03-01      | 6.0000%  | 0.0000% | $2000.00           | $2043.35           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC8682   | 2054-11-01      | 6.5000%  | 0.0000% | $2000.00           | $2071.99           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD2293   | 2055-02-01      | 6.0000%  | 0.0000% | $2000.00           | $2053.27           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBH3356   | 2047-06-01      | 3.5000%  | 0.0000% | $2000.00           | $548.58            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBJ0633   | 2048-03-01      | 4.5000%  | 0.0000% | $2048.00           | $580.53            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC9737   | 2055-01-01      | 5.0000%  | 0.0000% | $2000.00           | $1912.22           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD6397   | 2055-04-01      | 6.0000%  | 0.0000% | $2016.00           | $1940.59           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY0727   | 2053-05-01      | 6.0000%  | 0.0000% | $7000.00           | $5357.20           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX9777   | 2053-04-01      | 6.0000%  | 0.0000% | $3000.00           | $2436.11           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY8306   | 2053-08-01      | 6.0000%  | 0.0000% | $2016.00           | $1849.37           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE2054   | 2055-06-01      | 5.5000%  | 0.0000% | $2048.00           | $2052.65           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX4106   | 2053-02-01      | 5.0000%  | 0.0000% | $2000.00           | $1640.54           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA0833   | 2047-12-01      | 3.5000%  | 0.0000% | $2000.00           | $411.56            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY8614   | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $837.30            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBX8714   | 2053-03-01      | 6.5000%  | 0.0000% | $2000.00           | $1474.11           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA1892   | 2048-06-01      | 4.0000%  | 0.0000% | $2048.00           | $200.95            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7798   | 2050-11-01      | 2.0000%  | 0.0000% | $2560.00           | $1304.88           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY5413   | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $851.87            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8152   | 2054-03-01      | 6.0000%  | 0.0000% | $46697171.00       | $40252856.64       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS4653   | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $805.18            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3249   | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $665.67            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS4308   | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $757.98            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS6599   | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $808.85            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAB7126   | 2042-12-01      | 3.5000%  | 0.0000% | $1040.00           | $135.16            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL979900   | 2038-05-01      | 6.0000%  | 0.0000% | $1024.00           | $10.22             | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY7399   | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $980.60            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5846   | 2053-03-01      | 5.5000%  | 0.0000% | $42038400.00       | $34553434.06       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY0184   | 2053-05-01      | 5.0000%  | 0.0000% | $2000.00           | $1445.62           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY1413   | 2053-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1781.77           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8819   | 2051-02-01      | 2.0000%  | 0.0000% | $2048.00           | $1063.16           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7743   | 2050-11-01      | 2.5000%  | 0.0000% | $2000.00           | $1201.87           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFM2743   | 2034-02-01      | 3.0000%  | 0.0000% | $1000.00           | $189.48            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX2166   | 2052-12-01      | 6.0000%  | 0.0000% | $5000.00           | $3979.56           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 NP995509   | 2039-01-01      | 5.5000%  | 0.0000% | $1024.00           | $4.65              | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL995378   | 2039-01-01      | 6.5000%  | 0.0000% | $1000.00           | $10.17             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NP897064   | 2036-07-01      | 6.0000%  | 0.0000% | $39987820.00       | $144372.20         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX9232   | 2053-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1548.62           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY2754   | 2053-05-01      | 6.5000%  | 0.0000% | $6000.00           | $4910.71           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 I3BF0163   | 2046-11-01      | 5.0000%  | 0.0000% | $1000.00           | $181.83            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBA2905   | 2045-11-01      | 4.0000%  | 0.0000% | $1000.00           | $153.50            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTCA2074   | 2038-07-01      | 4.0000%  | 0.0000% | $2016.00           | $434.87            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7032   | 2050-09-01      | 2.5000%  | 0.0000% | $2048.00           | $1016.27           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7290   | 2050-10-01      | 2.0000%  | 0.0000% | $4096.00           | $2068.25           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8750   | 2051-02-01      | 2.0000%  | 0.0000% | $149365048.00      | $87031454.56       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA2929   | 2045-12-01      | 3.5000%  | 0.0000% | $1000.00           | $161.24            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 I4BF0338   | 2059-01-01      | 4.5000%  | 0.0000% | $1000.00           | $353.05            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8856   | 2051-02-01      | 2.0000%  | 0.0000% | $4096.00           | $2461.30           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICB0333   | 2036-04-01      | 2.5000%  | 0.0000% | $1000.00           | $530.17            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBD5369   | 2047-06-01      | 4.0000%  | 0.0000% | $1266.00           | $562.01            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY4494   | 2053-08-01      | 6.0000%  | 0.0000% | $2000.00           | $1703.99           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY4499   | 2053-06-01      | 6.0000%  | 0.0000% | $2000.00           | $2003.87           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK4284   | 2048-09-01      | 4.5000%  | 0.0000% | $2000.00           | $396.33            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR3465   | 2043-01-01      | 3.5000%  | 0.0000% | $1000.00           | $110.56            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY4119   | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $760.41            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX3912   | 2053-01-01      | 6.0000%  | 0.0000% | $2000.00           | $1414.88           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM3215   | 2049-01-01      | 3.5000%  | 0.0000% | $1000.00           | $268.73            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBY5041   | 2053-07-01      | 4.5000%  | 0.0000% | $2000.00           | $1855.51           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL995228   | 2038-11-01      | 6.5000%  | 0.0000% | $1000.00           | $16.52             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY5851   | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $924.50            | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLCA8564   | 2051-01-01      | 1.5000%  | 0.0000% | $2048.00           | $1096.20           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8800   | 2051-02-01      | 2.0000%  | 0.0000% | $2048.00           | $1138.10           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6987   | 2050-09-01      | 2.0000%  | 0.0000% | $1008.00           | $610.43            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7874   | 2050-11-01      | 2.0000%  | 0.0000% | $2048.00           | $1045.38           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY3440   | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $861.66            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM7505   | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $424.25            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CQMA1611   | 2043-09-01      | 4.0000%  | 0.0000% | $139000.00         | $20033.66          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0737   | 2055-02-01      | 6.0000%  | 0.0000% | $2492419.00        | $2473819.17        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1709   | 2055-06-01      | 5.5000%  | 0.0000% | $4165952.00        | $4166434.17        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CQMA1169   | 2042-08-01      | 4.0000%  | 0.0000% | $1000.00           | $99.70             | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB7059   | 2053-09-01      | 6.5000%  | 0.0000% | $1024.00           | $875.13            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLAC6616   | 2039-11-01      | 5.5000%  | 0.0000% | $1024.00           | $27.35             | Agency Mortgage-Backed Securities  |
| FEPC 07.500 CLQX5707   | 2055-02-01      | 7.5000%  | 0.0000% | $1000.00           | $901.09            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQX6525   | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $937.63            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $34100.00          | $34624.87          | U.S. Treasuries (including strips) |
| FEPC 06.000 CLQY6708   | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1024.28           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY5310   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.94           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO1161   | 2049-07-01      | 3.5000%  | 0.0000% | $3000.00           | $846.09            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO7786   | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $406.28            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBN0528   | 2048-09-01      | 4.0000%  | 0.0000% | $1000.00           | $273.60            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO8268   | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $396.30            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CICA5466   | 2035-04-01      | 3.0000%  | 0.0000% | $2000.00           | $687.90            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7631   | 2050-11-01      | 2.0000%  | 0.0000% | $2048.00           | $1043.39           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA3978   | 2049-08-01      | 4.5000%  | 0.0000% | $2000.00           | $555.54            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7131   | 2050-09-01      | 2.5000%  | 0.0000% | $2000.00           | $874.38            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7115   | 2050-09-01      | 2.0000%  | 0.0000% | $57993375.00       | $28599462.06       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD7738   | 2055-04-01      | 6.5000%  | 0.0000% | $2000.00           | $2015.78           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD6715   | 2055-04-01      | 6.0000%  | 0.0000% | $2000.00           | $2051.44           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH7573   | 2047-08-01      | 4.0000%  | 0.0000% | $3000.00           | $850.06            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIDC9194   | 2039-12-01      | 4.5000%  | 0.0000% | $1000.00           | $850.32            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM4341   | 2048-02-01      | 4.0000%  | 0.0000% | $2048.00           | $612.27            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD8819   | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1048.97           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK7198   | 2048-09-01      | 4.5000%  | 0.0000% | $3001.00           | $611.42            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC6005   | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $936.64            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM4621   | 2046-03-01      | 3.5000%  | 0.0000% | $2000.00           | $453.60            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN6805   | 2049-02-01      | 4.5000%  | 0.0000% | $3000.00           | $822.21            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBJ7541   | 2048-12-01      | 5.0000%  | 0.0000% | $1000.00           | $465.85            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK1971   | 2048-03-01      | 4.5000%  | 0.0000% | $2048.00           | $475.46            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD5077   | 2055-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1863.74           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD9301   | 2055-05-01      | 6.0000%  | 0.0000% | $2000.00           | $2045.69           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD5799   | 2055-04-01      | 5.5000%  | 0.0000% | $2000.00           | $2004.25           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 R3BF0748   | 2052-04-01      | 3.5000%  | 0.0000% | $2016.00           | $1430.93           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE1640   | 2055-06-01      | 6.5000%  | 0.0000% | $1973.00           | $2081.55           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBD8003   | 2046-09-01      | 3.5000%  | 0.0000% | $1000.00           | $148.25            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK9008   | 2048-09-01      | 4.5000%  | 0.0000% | $6000.00           | $1755.05           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBJ1081   | 2048-01-01      | 4.5000%  | 0.0000% | $3000.00           | $1033.92           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD6233   | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1001.71           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 U4BF0200   | 2051-11-01      | 3.5000%  | 0.0000% | $2000.00           | $557.76            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC6809   | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $944.58            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBD6341   | 2046-09-01      | 3.0000%  | 0.0000% | $2000.00           | $216.65            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBJ7821   | 2049-05-01      | 4.5000%  | 0.0000% | $7007.00           | $1309.40           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLQA4446   | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $391.93            | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CL940644   | 2037-08-01      | 7.0000%  | 0.0000% | $1008.00           | $5.03              | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIBT4423   | 2036-11-01      | 3.0000%  | 0.0000% | $2000.00           | $1459.68           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS5681   | 2053-09-01      | 6.0000%  | 0.0000% | $320300.00         | $293094.42         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN2985   | 2048-11-01      | 4.5000%  | 0.0000% | $2000.00           | $565.48            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NP944132   | 2037-07-01      | 6.5000%  | 0.0000% | $1024.00           | $3.05              | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CIBT6626   | 2038-04-01      | 4.5000%  | 0.0000% | $1000.00           | $577.45            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CZ994095   | 2048-11-01      | 5.5000%  | 0.0000% | $1024.00           | $6.43              | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBT7959   | 2052-11-01      | 6.0000%  | 0.0000% | $6000.00           | $4540.17           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY2208   | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1034.30           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAT3504   | 2043-04-01      | 3.5000%  | 0.0000% | $1000.00           | $160.43            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBJ7337   | 2048-10-01      | 4.5000%  | 0.0000% | $3001.00           | $2094.53           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK6043   | 2048-09-01      | 4.5000%  | 0.0000% | $3000.00           | $1469.51           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA3679   | 2049-06-01      | 4.5000%  | 0.0000% | $2000.00           | $498.66            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7614   | 2050-11-01      | 2.0000%  | 0.0000% | $2000.00           | $1081.23           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTCA1585   | 2038-04-01      | 4.0000%  | 0.0000% | $2016.00           | $446.06            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8504   | 2051-01-01      | 2.0000%  | 0.0000% | $2080.00           | $1288.47           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTCA1584   | 2038-04-01      | 4.0000%  | 0.0000% | $2016.00           | $384.85            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCA3350   | 2049-04-01      | 5.0000%  | 0.0000% | $2048.00           | $720.45            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CICA7502   | 2035-10-01      | 3.0000%  | 0.0000% | $1000.00           | $445.97            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8727   | 2051-01-01      | 2.0000%  | 0.0000% | $2048.00           | $1055.44           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY8357   | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $811.30            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA8645   | 2051-01-01      | 4.0000%  | 0.0000% | $2000.00           | $700.69            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8752   | 2051-01-01      | 2.0000%  | 0.0000% | $2048.00           | $1114.03           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA7087   | 2050-09-01      | 4.5000%  | 0.0000% | $2000.00           | $896.71            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3941   | 2053-02-01      | 5.0000%  | 0.0000% | $1000.00           | $801.35            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS3421   | 2052-12-01      | 5.0000%  | 0.0000% | $1218388.00        | $994627.45         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS3385   | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $814.13            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFS0393   | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $616.20            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0523   | 2052-02-01      | 2.5000%  | 0.0000% | $1000.00           | $657.12            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBQ3099   | 2050-10-01      | 3.0000%  | 0.0000% | $6001.00           | $2092.80           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI5153   | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $878.26            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NP913968   | 2037-02-01      | 6.5000%  | 0.0000% | $1016.00           | $8.01              | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLQD4215   | 2052-01-01      | 2.0000%  | 0.0000% | $7917516.00        | $5250588.13        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQE5867   | 2052-07-01      | 4.5000%  | 0.0000% | $5000.00           | $2459.23           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZN3206   | 2049-02-01      | 4.5000%  | 0.0000% | $3222352.00        | $1046594.88        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM4183   | 2047-09-01      | 4.5000%  | 0.0000% | $7000.00           | $1640.93           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG8729   | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $927.44            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBJ9502   | 2048-02-01      | 3.0000%  | 0.0000% | $2000.00           | $463.38            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK8841   | 2048-08-01      | 4.5000%  | 0.0000% | $2048.00           | $397.06            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD9937   | 2055-05-01      | 6.0000%  | 0.0000% | $2000.00           | $2035.72           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY1966   | 2053-05-01      | 6.0000%  | 0.0000% | $1012.00           | $623.36            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8911   | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1251.01           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBX2509   | 2052-11-01      | 4.5000%  | 0.0000% | $5000.00           | $4576.70           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX8329   | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $707.08            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX8917   | 2053-05-01      | 6.0000%  | 0.0000% | $8000.00           | $5667.91           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX7028   | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $563.35            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA0483   | 2047-10-01      | 3.5000%  | 0.0000% | $1000.00           | $226.45            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY9357   | 2053-08-01      | 6.5000%  | 0.0000% | $2000.00           | $1642.13           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW1291   | 2052-10-01      | 4.5000%  | 0.0000% | $2048.00           | $1616.39           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX5777   | 2052-12-01      | 6.0000%  | 0.0000% | $7000.00           | $5436.20           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX6601   | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $901.21            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX9785   | 2053-04-01      | 6.0000%  | 0.0000% | $6000.00           | $4203.83           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBX6441   | 2053-02-01      | 6.5000%  | 0.0000% | $1000.00           | $616.91            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX0238   | 2052-09-01      | 5.5000%  | 0.0000% | $1000.00           | $973.27            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY3475   | 2053-06-01      | 6.0000%  | 0.0000% | $6000.00           | $4946.82           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7680   | 2052-09-01      | 5.0000%  | 0.0000% | $7000.00           | $5420.91           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX1248   | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $871.37            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY4303   | 2053-06-01      | 6.5000%  | 0.0000% | $6000.00           | $4372.06           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW5851   | 2052-09-01      | 4.5000%  | 0.0000% | $1024.00           | $763.08            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX9419   | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $737.91            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX0156   | 2053-02-01      | 5.5000%  | 0.0000% | $5000.00           | $4326.09           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX2159   | 2053-01-01      | 5.5000%  | 0.0000% | $7000.00           | $4599.69           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY9493   | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $922.86            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAO9575   | 2042-07-01      | 3.5000%  | 0.0000% | $1000.00           | $32.54             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRAP9766   | 2042-10-01      | 4.0000%  | 0.0000% | $1000.00           | $110.85            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC8581   | 2054-11-01      | 6.5000%  | 0.0000% | $2000.00           | $2076.68           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC7716   | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $979.64            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC3059   | 2054-09-01      | 5.5000%  | 0.0000% | $2000.00           | $1965.95           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC5473   | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $993.49            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD1627   | 2055-01-01      | 6.5000%  | 0.0000% | $2000.00           | $2052.50           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6008   | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $862.73            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC4434   | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $944.49            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD4649   | 2055-04-01      | 5.5000%  | 0.0000% | $2000.00           | $2006.37           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC3397   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1018.72           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY4699   | 2055-06-01      | 6.5000%  | 0.0000% | $1058350.00        | $1098725.16        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY7425   | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.29           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY7170   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1002.62           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY9794   | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.98           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY7805   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.92           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX8910   | 2053-05-01      | 5.5000%  | 0.0000% | $6000.00           | $3206.20           | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQY3140   | 2055-04-01      | 4.5000%  | 0.0000% | $1000.00           | $951.31            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY6930   | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1002.59           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX4629   | 2053-01-01      | 6.0000%  | 0.0000% | $7000.00           | $5071.58           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBC2815   | 2046-09-01      | 3.0000%  | 0.0000% | $2048.00           | $342.19            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6221   | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1032.56           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY5823   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.65           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY0108   | 2053-05-01      | 5.0000%  | 0.0000% | $7000.00           | $4623.13           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBE2244   | 2047-02-01      | 4.0000%  | 0.0000% | $3000.00           | $373.92            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY5010   | 2055-06-01      | 5.5000%  | 0.0000% | $1024.00           | $1011.57           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL0725   | 2055-02-01      | 5.5000%  | 0.0000% | $27823737.00       | $25345608.33       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY7406   | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.65           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBH1485   | 2047-06-01      | 4.5000%  | 0.0000% | $5001.00           | $1584.21           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBE3600   | 2048-11-01      | 4.5000%  | 0.0000% | $8000.00           | $3952.43           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1684   | 2055-06-01      | 5.5000%  | 0.0000% | $1024.00           | $1023.68           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY5741   | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1042.26           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY7064   | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1038.04           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY4222   | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $806.78            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4139   | 2052-07-01      | 5.0000%  | 0.0000% | $1024.00           | $757.97            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBH3067   | 2047-05-01      | 4.5000%  | 0.0000% | $6005.00           | $2001.82           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK7076   | 2048-06-01      | 4.5000%  | 0.0000% | $3001.00           | $1058.31           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM1538   | 2047-07-01      | 4.0000%  | 0.0000% | $2000.00           | $456.12            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA2430   | 2055-08-01      | 6.5000%  | 0.0000% | $2267519.00        | $2355946.95        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS2906   | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $712.71            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBM5024   | 2048-11-01      | 3.0000%  | 0.0000% | $1000.00           | $172.65            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLFM4252   | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $488.13            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM5429   | 2049-01-01      | 4.5000%  | 0.0000% | $2048.00           | $399.26            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 GLBM7363   | 2050-11-01      | 2.5000%  | 0.0000% | $2016.00           | $1488.14           | Agency Mortgage-Backed Securities  |
| 07.000 FGPC G03822 G   | 2038-01-01      | 7.0000%  | 0.0000% | $7159.00           | $76.24             | Agency Mortgage-Backed Securities  |
| 04.000 FGPC V81252 G   | 2044-07-01      | 4.0000%  | 0.0000% | $967244.00         | $109826.45         | Agency Mortgage-Backed Securities  |
| 03.000 FGPC Q45735 G   | 2047-01-01      | 3.0000%  | 0.0000% | $1040.00           | $209.33            | Agency Mortgage-Backed Securities  |
| 04.000 FGPC Q11101 G   | 2042-09-01      | 4.0000%  | 0.0000% | $6000.00           | $1440.90           | Agency Mortgage-Backed Securities  |
| 05.000 FGPC Q58384 G   | 2048-09-01      | 5.0000%  | 0.0000% | $7000.00           | $882.45            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLAD3812   | 2040-04-01      | 5.0000%  | 0.0000% | $1000.00           | $29.03             | Agency Mortgage-Backed Securities  |
| FNMS 05.500 NP913248   | 2037-03-01      | 5.5000%  | 0.0000% | $1024.00           | $1.18              | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIFS8575   | 2039-05-01      | 5.0000%  | 0.0000% | $1000.00           | $784.31            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 NP922741   | 2037-03-01      | 5.5000%  | 0.0000% | $1019.00           | $1.79              | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBX7360   | 2053-09-01      | 6.5000%  | 0.0000% | $6000.00           | $4861.78           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL942487   | 2037-08-01      | 6.5000%  | 0.0000% | $1024.00           | $6.44              | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY5505   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1018.72           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NP944054   | 2037-07-01      | 6.5000%  | 0.0000% | $1024.00           | $2.12              | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY5307   | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $871.44            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NP891423   | 2036-03-01      | 6.0000%  | 0.0000% | $1018.00           | $1.23              | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4889   | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $760.55            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD7916   | 2055-05-01      | 6.0000%  | 0.0000% | $2000.00           | $2049.12           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY2139   | 2053-06-01      | 6.5000%  | 0.0000% | $6000.00           | $4917.87           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 U3BF0198   | 2040-11-01      | 4.0000%  | 0.0000% | $2000.00           | $391.44            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8794   | 2052-09-01      | 5.0000%  | 0.0000% | $6000.00           | $3721.51           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS4862   | 2051-10-01      | 2.5000%  | 0.0000% | $28000.00          | $20223.30          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE2714   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1018.72           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY4322   | 2053-06-01      | 6.5000%  | 0.0000% | $6000.00           | $4061.93           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB6336   | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $719.76            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY7695   | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $869.76            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQY7761   | 2055-06-01      | 5.0000%  | 0.0000% | $1096226.00        | $1075968.47        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB4602   | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $768.96            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3901   | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $789.15            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQY6579   | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1037.34           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY7046   | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1047.89           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | 0.0000% | $495700.00         | $509419.96         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | 0.0000% | $393500.00         | $364358.77         | U.S. Treasuries (including strips) |
| FNMS 04.500 CLBN4887   | 2049-04-01      | 4.5000%  | 0.0000% | $3000.00           | $542.16            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBO5799   | 2049-09-01      | 5.0000%  | 0.0000% | $2000.00           | $536.37            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBO0299   | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $149.41            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR7563   | 2051-03-01      | 2.0000%  | 0.0000% | $2000.00           | $1154.92           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO8243   | 2049-11-01      | 3.5000%  | 0.0000% | $3000.00           | $1372.12           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBN5069   | 2049-02-01      | 5.5000%  | 0.0000% | $2032.00           | $34.31             | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBN6534   | 2049-03-01      | 5.0000%  | 0.0000% | $3000.00           | $498.40            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY8808   | 2053-08-01      | 6.5000%  | 0.0000% | $2000.00           | $840.46            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW8782   | 2052-09-01      | 5.0000%  | 0.0000% | $7000.00           | $4861.44           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBV4011   | 2052-04-01      | 4.0000%  | 0.0000% | $4360.00           | $3642.77           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL940767   | 2037-06-01      | 6.0000%  | 0.0000% | $1024.00           | $5.84              | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBW3779   | 2052-09-01      | 4.5000%  | 0.0000% | $2048.00           | $1773.77           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC4995   | 2054-10-01      | 5.0000%  | 0.0000% | $2132.00           | $2055.82           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW7656   | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1909.88           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 NP899810   | 2037-08-01      | 6.5000%  | 0.0000% | $1000.00           | $2.45              | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV5382   | 2052-04-01      | 3.0000%  | 0.0000% | $2048.00           | $1372.29           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC4273   | 2054-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1989.28           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIBC4932   | 2031-03-01      | 3.5000%  | 0.0000% | $2000.00           | $247.86            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBW1689   | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $836.54            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC4841   | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $748.10            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBU4136   | 2053-09-01      | 6.5000%  | 0.0000% | $2000.00           | $1786.74           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC4804   | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1006.59           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8523   | 2051-01-01      | 2.0000%  | 0.0000% | $46876850.00       | $25819831.43       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA7257   | 2050-10-01      | 2.5000%  | 0.0000% | $1000.00           | $536.02            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA0237   | 2047-08-01      | 4.0000%  | 0.0000% | $2000.00           | $223.57            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7344   | 2050-10-01      | 2.0000%  | 0.0000% | $4016.00           | $2135.46           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8012   | 2050-12-01      | 2.0000%  | 0.0000% | $2000.00           | $1074.87           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7518   | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $545.67            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2201   | 2048-08-01      | 4.5000%  | 0.0000% | $2048.00           | $300.90            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA3202   | 2048-02-01      | 4.0000%  | 0.0000% | $6024.00           | $1135.32           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIBK7642   | 2033-09-01      | 4.0000%  | 0.0000% | $2000.00           | $491.01            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM4839   | 2048-10-01      | 4.0000%  | 0.0000% | $2000.00           | $403.74            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CTCA7425   | 2040-10-01      | 2.0000%  | 0.0000% | $2048.00           | $1127.95           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS1031   | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $613.84            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CICA3287   | 2034-03-01      | 4.0000%  | 0.0000% | $2006.00           | $309.08            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2483   | 2048-10-01      | 4.5000%  | 0.0000% | $2000.00           | $314.97            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA4133   | 2049-09-01      | 3.0000%  | 0.0000% | $2000.00           | $668.30            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CRCA4696   | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $374.83            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7555   | 2050-11-01      | 2.0000%  | 0.0000% | $2048.00           | $1096.76           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8821   | 2051-02-01      | 2.0000%  | 0.0000% | $4096.00           | $2420.82           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO0569   | 2049-06-01      | 3.5000%  | 0.0000% | $10483.00          | $2457.38           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY9275   | 2053-10-01      | 6.0000%  | 0.0000% | $6000.00           | $3107.24           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN7929   | 2049-07-01      | 3.5000%  | 0.0000% | $7001.00           | $3545.14           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBU4620   | 2054-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1731.79           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK2042   | 2048-05-01      | 4.5000%  | 0.0000% | $2048.00           | $434.26            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5777   | 2053-02-01      | 6.0000%  | 0.0000% | $1607.00           | $1369.66           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK7247   | 2048-10-01      | 4.5000%  | 0.0000% | $3000.00           | $731.98            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK6172   | 2048-09-01      | 4.5000%  | 0.0000% | $7002.00           | $2155.86           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM4655   | 2047-05-01      | 3.5000%  | 0.0000% | $2000.00           | $378.05            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIBK0935   | 2033-07-01      | 4.0000%  | 0.0000% | $2000.00           | $430.99            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBM5466   | 2043-10-01      | 2.5000%  | 0.0000% | $2000.00           | $606.42            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7240   | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $897.70            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3259   | 2052-04-01      | 3.5000%  | 0.0000% | $50000000.00       | $36904982.17       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 REBJ4579   | 2048-01-01      | 3.5000%  | 0.0000% | $2000.00           | $508.24            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBH4628   | 2047-06-01      | 4.5000%  | 0.0000% | $5000.00           | $1888.24           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK5262   | 2048-05-01      | 4.5000%  | 0.0000% | $2048.00           | $457.57            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTFA1111   | 2043-01-01      | 5.5000%  | 0.0000% | $1000.00           | $951.42            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ1350   | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $904.68            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1689   | 2055-06-01      | 5.5000%  | 0.0000% | $1008.00           | $1000.30           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA2864   | 2047-01-01      | 3.5000%  | 0.0000% | $1000.00           | $150.70            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA3237   | 2048-01-01      | 3.0000%  | 0.0000% | $1000.00           | $158.44            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQX1526   | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $905.38            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFM5280   | 2050-10-01      | 3.5000%  | 0.0000% | $1000.00           | $380.99            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIFM3869   | 2035-06-01      | 3.0000%  | 0.0000% | $1000.00           | $180.29            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA5734   | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $966.45            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7595   | 2050-11-01      | 2.0000%  | 0.0000% | $2000.00           | $989.27            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA6038   | 2050-06-01      | 2.5000%  | 0.0000% | $1047.00           | $448.66            | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZM7186   | 2048-07-01      | 4.5000%  | 0.0000% | $6000.00           | $2087.35           | Agency Mortgage-Backed Securities  |
| 04.500 FGPC A97806 G   | 2041-03-01      | 4.5000%  | 0.0000% | $6994.00           | $985.15            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG7990   | 2053-07-01      | 6.5000%  | 0.0000% | $1292051.00        | $1026583.28        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQJ1469   | 2054-08-01      | 6.0000%  | 0.0000% | $1016046.00        | $1027546.40        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG6720   | 2053-07-01      | 5.5000%  | 0.0000% | $1139090.00        | $1072245.76        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD4700   | 2054-01-01      | 6.0000%  | 0.0000% | $1024.00           | $883.56            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQG0646   | 2053-04-01      | 6.5000%  | 0.0000% | $6000.00           | $4630.86           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG3875   | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $855.89            | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CIQN8902   | 2036-12-01      | 2.0000%  | 0.0000% | $1024.00           | $630.21            | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQF9069   | 2053-03-01      | 6.5000%  | 0.0000% | $6000.00           | $4105.48           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8342   | 2053-07-01      | 5.5000%  | 0.0000% | $1051.00           | $884.72            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN5423   | 2049-04-01      | 3.5000%  | 0.0000% | $2083.00           | $603.76            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8408   | 2054-03-01      | 5.5000%  | 0.0000% | $5605.00           | $4820.08           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBU5223   | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $905.90            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN6952   | 2049-02-01      | 4.5000%  | 0.0000% | $8000.00           | $1865.66           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC4901   | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $967.45            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO7287   | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $335.88            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN3155   | 2049-05-01      | 4.5000%  | 0.0000% | $3000.00           | $458.61            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTBM5460   | 2035-01-01      | 3.5000%  | 0.0000% | $2000.00           | $425.54            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO9987   | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $375.90            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC7751   | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $759.73            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC7619   | 2054-10-01      | 6.0000%  | 0.0000% | $286604.00         | $293329.01         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC4827   | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $939.17            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD1099   | 2055-01-01      | 6.0000%  | 0.0000% | $2000.00           | $2045.58           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC4557   | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $944.29            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAU3746   | 2043-08-01      | 3.5000%  | 0.0000% | $1000.00           | $113.58            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CISB8373   | 2040-03-01      | 6.0000%  | 0.0000% | $1000.00           | $837.28            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5696   | 2045-08-01      | 3.5000%  | 0.0000% | $1000.00           | $90.23             | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIAY4658   | 2031-04-01      | 4.0000%  | 0.0000% | $1000.00           | $33.04             | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR1017   | 2051-05-01      | 2.0000%  | 0.0000% | $2000.00           | $1191.30           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 U3BF0208   | 2042-02-01      | 3.5000%  | 0.0000% | $2000.00           | $502.47            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK8692   | 2048-07-01      | 4.5000%  | 0.0000% | $3000.00           | $632.28            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM5313   | 2048-03-01      | 3.5000%  | 0.0000% | $86471424.00       | $24094052.35       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5644   | 2045-08-01      | 3.5000%  | 0.0000% | $60097792.00       | $15623869.32       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAP4450   | 2042-08-01      | 4.0000%  | 0.0000% | $4999.00           | $512.56            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM5012   | 2048-03-01      | 3.5000%  | 0.0000% | $2016.00           | $593.82            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDB3287   | 2054-10-01      | 4.5000%  | 0.0000% | $1000.00           | $943.28            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CKBM7085   | 2052-04-01      | 3.5000%  | 0.0000% | $2000.00           | $1512.70           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN6554   | 2049-05-01      | 4.5000%  | 0.0000% | $6000.00           | $2810.45           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBN5945   | 2049-06-01      | 3.5000%  | 0.0000% | $7000.00           | $1803.84           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM4518   | 2048-10-01      | 4.5000%  | 0.0000% | $4000.00           | $1063.48           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBN6064   | 2049-05-01      | 5.0000%  | 0.0000% | $1000.00           | $100.69            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN7888   | 2049-05-01      | 4.5000%  | 0.0000% | $3000.00           | $1069.99           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO2977   | 2049-09-01      | 3.5000%  | 0.0000% | $2000.00           | $406.13            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC7033   | 2054-11-01      | 6.5000%  | 0.0000% | $4204.00           | $4263.48           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBU4311   | 2053-12-01      | 6.5000%  | 0.0000% | $2000.00           | $1457.03           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM4747   | 2048-10-01      | 4.5000%  | 0.0000% | $2048.00           | $394.85            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA0771   | 2047-11-01      | 3.5000%  | 0.0000% | $200127161.00      | $29305818.38       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIBK3751   | 2033-05-01      | 3.0000%  | 0.0000% | $2109.00           | $361.72            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK6691   | 2048-11-01      | 4.5000%  | 0.0000% | $3000.00           | $1145.53           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTBK0531   | 2040-01-01      | 3.0000%  | 0.0000% | $2000.00           | $840.18            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK6169   | 2048-09-01      | 4.5000%  | 0.0000% | $3000.00           | $1250.30           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY6992   | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $984.84            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM3830   | 2050-04-01      | 3.0000%  | 0.0000% | $1000.00           | $352.61            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRMA2592   | 2046-04-01      | 3.5000%  | 0.0000% | $1004.00           | $233.87            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CKBY9168   | 2053-09-01      | 6.0000%  | 0.0000% | $2000.00           | $1247.85           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTCA0735   | 2037-11-01      | 4.0000%  | 0.0000% | $1008.00           | $256.43            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM5457   | 2050-05-01      | 4.0000%  | 0.0000% | $2503206.00        | $716832.47         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY6764   | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1922.34           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN2148   | 2048-11-01      | 4.5000%  | 0.0000% | $3001.00           | $589.30            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY7878   | 2054-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1868.74           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY3808   | 2053-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1513.91           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBY6133   | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $718.72            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBN4459   | 2049-01-01      | 5.0000%  | 0.0000% | $2000.00           | $93.90             | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM4656   | 2047-02-01      | 3.5000%  | 0.0000% | $2005.00           | $318.62            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY4854   | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $950.04            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBN4448   | 2049-01-01      | 5.0000%  | 0.0000% | $2016.00           | $41.65             | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN4845   | 2049-03-01      | 4.5000%  | 0.0000% | $7000.00           | $1802.29           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM5332   | 2048-11-01      | 4.5000%  | 0.0000% | $2048.00           | $547.73            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK5291   | 2048-06-01      | 4.5000%  | 0.0000% | $2000.00           | $419.88            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICB1445   | 2036-08-01      | 2.0000%  | 0.0000% | $1024.00           | $556.77            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7967   | 2050-12-01      | 2.0000%  | 0.0000% | $2048.00           | $1088.79           | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CICA8377   | 2035-12-01      | 1.5000%  | 0.0000% | $2000.00           | $1013.06           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA5744   | 2050-05-01      | 3.5000%  | 0.0000% | $48417889.00       | $23428275.94       | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8575   | 2051-01-01      | 2.0000%  | 0.0000% | $4016.00           | $2209.28           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBN5340   | 2049-03-01      | 5.0000%  | 0.0000% | $2048.00           | $548.65            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB3320   | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $725.87            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5602   | 2053-02-01      | 6.0000%  | 0.0000% | $43724992.00       | $32664739.99       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBK5178   | 2048-05-01      | 3.0000%  | 0.0000% | $2000.00           | $700.80            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5731   | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $797.47            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 I3BF0293   | 2048-07-01      | 3.0000%  | 0.0000% | $2000.00           | $504.00            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4103   | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $754.53            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB9775   | 2055-01-01      | 5.0000%  | 0.0000% | $6304895.00        | $6024770.42        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBH5111   | 2047-08-01      | 3.5000%  | 0.0000% | $3000.00           | $1040.97           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA1943   | 2055-05-01      | 5.5000%  | 0.0000% | $26975051.00       | $27110783.81       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM2714   | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $300.39            | Agency Mortgage-Backed Securities  |
| FEPC 07.000 CLQY6746   | 2055-06-01      | 7.0000%  | 0.0000% | $1000.00           | $1069.09           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1693   | 2055-06-01      | 5.5000%  | 0.0000% | $1008.00           | $1023.13           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSL1720   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1000.24           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSL0270   | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $937.70            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQY6019   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1012.24           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSL2007   | 2055-02-01      | 5.0000%  | 0.0000% | $1024.00           | $1001.43           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ0158   | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1002.44           | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRJ1771   | 2054-06-01      | 5.5000%  | 0.0000% | $2745735.00        | $2471999.42        | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLSD1641   | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $766.79            | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CISB1575   | 2040-05-01      | 4.0000%  | 0.0000% | $1000.00           | $974.92            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 ZLZT1220   | 2036-11-01      | 6.0000%  | 0.0000% | $1000.00           | $12.08             | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0728   | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $623.15            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD6080   | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $774.85            | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLCA8563   | 2051-01-01      | 1.5000%  | 0.0000% | $2016.00           | $1097.24           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE0960   | 2055-06-01      | 6.5000%  | 0.0000% | $2000.00           | $2081.88           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY6402   | 2053-08-01      | 6.0000%  | 0.0000% | $2000.00           | $2030.18           | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM5935   | 2049-03-01      | 4.5000%  | 0.0000% | $2000.00           | $534.57            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD3162   | 2053-06-01      | 5.0000%  | 0.0000% | $3575360.00        | $3340012.53        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZS3993   | 2044-07-01      | 4.0000%  | 0.0000% | $1000.00           | $136.15            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL2326   | 2042-04-01      | 4.5000%  | 0.0000% | $1000.00           | $76.98             | Agency Mortgage-Backed Securities  |
| FNMS 02.500 RIAZ9181   | 2030-09-01      | 2.5000%  | 0.0000% | $2000.00           | $112.27            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBM4027   | 2048-05-01      | 3.5000%  | 0.0000% | $2048.00           | $618.62            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBD5192   | 2046-07-01      | 3.5000%  | 0.0000% | $3000.00           | $639.75            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO8284   | 2049-11-01      | 3.5000%  | 0.0000% | $8001.00           | $4466.76           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH0358   | 2047-04-01      | 4.0000%  | 0.0000% | $6006.00           | $1131.18           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBP1060   | 2050-02-01      | 3.5000%  | 0.0000% | $3000.00           | $1318.19           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8519   | 2051-01-01      | 2.0000%  | 0.0000% | $2560.00           | $1357.31           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2099   | 2051-11-01      | 3.0000%  | 0.0000% | $1024.00           | $704.27            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8484   | 2054-05-01      | 5.5000%  | 0.0000% | $36445560.00       | $34466215.89       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2545   | 2052-01-01      | 3.0000%  | 0.0000% | $1024.00           | $692.63            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7704   | 2050-11-01      | 2.0000%  | 0.0000% | $2048.00           | $1117.67           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8728   | 2051-01-01      | 2.0000%  | 0.0000% | $2560.00           | $1424.69           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2403   | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $683.50            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA8848   | 2051-02-01      | 2.0000%  | 0.0000% | $2000.00           | $1125.85           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA7596   | 2050-11-01      | 2.0000%  | 0.0000% | $2048.00           | $1244.31           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2049   | 2051-11-01      | 2.5000%  | 0.0000% | $886566.00         | $605866.20         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6926   | 2053-08-01      | 6.0000%  | 0.0000% | $42215232.00       | $32515293.64       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB3833   | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $718.27            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL982357   | 2038-05-01      | 6.0000%  | 0.0000% | $1024.00           | $23.11             | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA5787   | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $830.06            | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CLCB0297   | 2051-05-01      | 1.5000%  | 0.0000% | $60711488.00       | $33536374.11       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CICB4243   | 2037-07-01      | 3.5000%  | 0.0000% | $1000.00           | $660.93            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5914   | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $749.38            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB8137   | 2054-03-01      | 5.5000%  | 0.0000% | $50322112.00       | $46351553.62       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB2670   | 2052-01-01      | 3.0000%  | 0.0000% | $1024.00           | $733.58            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4635   | 2052-09-01      | 5.5000%  | 0.0000% | $48337280.00       | $35066934.92       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5314   | 2052-12-01      | 6.0000%  | 0.0000% | $38404959.00       | $31949151.85       | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5405   | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $827.04            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6913   | 2053-08-01      | 5.5000%  | 0.0000% | $26412263.00       | $22298090.79       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQF1026   | 2052-10-01      | 5.0000%  | 0.0000% | $5000.00           | $2372.47           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLQE7761   | 2052-07-01      | 5.0000%  | 0.0000% | $4000.00           | $2391.66           | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV3117   | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $667.87            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFS9324   | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $857.95            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CL940537   | 2037-07-01      | 6.5000%  | 0.0000% | $1040.00           | $8.61              | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAB7738   | 2043-01-01      | 3.0000%  | 0.0000% | $1000.00           | $151.40            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 NP901421   | 2036-10-01      | 6.0000%  | 0.0000% | $1000.00           | $2.68              | Agency Mortgage-Backed Securities  |
| FNMS 07.000 CLDA7118   | 2053-12-01      | 7.0000%  | 0.0000% | $2000.00           | $843.15            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS9871   | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $971.26            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBU5047   | 2054-09-01      | 5.5000%  | 0.0000% | $54499013.00       | $51721197.93       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLQA6204   | 2050-01-01      | 4.0000%  | 0.0000% | $5000.00           | $1572.96           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAL9918   | 2047-02-01      | 3.5000%  | 0.0000% | $1000.00           | $250.89            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQF8209   | 2053-02-01      | 5.5000%  | 0.0000% | $5000.00           | $2730.24           | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO8271   | 2049-11-01      | 3.5000%  | 0.0000% | $3000.00           | $514.68            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDE4762   | 2055-06-01      | 4.5000%  | 0.0000% | $1000.00           | $952.92            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD6337   | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $974.74            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFA0624   | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $965.99            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE4750   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1000.20           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CICB0407   | 2036-05-01      | 2.0000%  | 0.0000% | $1458.00           | $800.12            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CRBC3492   | 2046-02-01      | 3.5000%  | 0.0000% | $5000.00           | $2443.22           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2129   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1020.40           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFA1900   | 2050-11-25      | 4.0000%  | 0.0000% | $1000.00           | $948.53            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCB3760   | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $712.21            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDE3934   | 2055-06-01      | 4.5000%  | 0.0000% | $1000.00           | $952.92            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIBM5499   | 2029-05-01      | 4.0000%  | 0.0000% | $2000.00           | $49.29             | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CTRB5166   | 2042-07-01      | 3.0000%  | 0.0000% | $1000.00           | $717.81            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CRBM4482   | 2043-01-01      | 4.0000%  | 0.0000% | $2000.00           | $475.67            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLRA9165   | 2053-06-01      | 5.5000%  | 0.0000% | $204972.00         | $176363.06         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CIBM4129   | 2033-04-01      | 3.5000%  | 0.0000% | $2000.00           | $297.47            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBH9886   | 2047-10-01      | 3.5000%  | 0.0000% | $2000.00           | $442.25            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0264   | 2058-05-01      | 3.5000%  | 0.0000% | $1000.00           | $336.63            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBR0386   | 2051-01-01      | 2.0000%  | 0.0000% | $2048.00           | $1233.49           | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBT8030   | 2053-01-01      | 6.0000%  | 0.0000% | $2000.00           | $1704.55           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLRA7681   | 2052-07-01      | 5.0000%  | 0.0000% | $53622637.00       | $37691818.22       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 REBM6090   | 2049-07-01      | 3.0000%  | 0.0000% | $2000.00           | $143.59            | Agency Mortgage-Backed Securities  |
| FNMS 07.500 CLDA7448   | 2054-01-01      | 7.5000%  | 0.0000% | $1000.00           | $435.66            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO8761   | 2050-01-01      | 3.5000%  | 0.0000% | $3001.00           | $1355.39           | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5437   | 2044-05-01      | 4.0000%  | 0.0000% | $2000.00           | $487.12            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBM5134   | 2048-11-01      | 4.0000%  | 0.0000% | $2000.00           | $385.67            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBJ8377   | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $262.64            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 REBM6499   | 2048-10-01      | 3.0000%  | 0.0000% | $2000.00           | $487.63            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBK6690   | 2048-11-01      | 4.5000%  | 0.0000% | $137039.00         | $80159.53          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBE3702   | 2047-06-01      | 4.0000%  | 0.0000% | $718985.00         | $80231.13          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBH4277   | 2047-04-01      | 4.5000%  | 0.0000% | $3001.00           | $1122.43           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBN6701   | 2049-06-01      | 5.5000%  | 0.0000% | $1000.00           | $97.35             | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBQ6335   | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $552.55            | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBH4014   | 2047-09-01      | 4.0000%  | 0.0000% | $2048.00           | $613.35            | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTBM3253   | 2037-12-01      | 2.5000%  | 0.0000% | $2000.00           | $328.02            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4730   | 2047-08-01      | 3.5000%  | 0.0000% | $1000.00           | $108.87            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZS4726   | 2047-07-01      | 3.5000%  | 0.0000% | $1000.00           | $105.05            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAP4098   | 2042-09-01      | 3.5000%  | 0.0000% | $1008.00           | $34.42             | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD3019   | 2052-07-01      | 3.0000%  | 0.0000% | $1024.00           | $781.67            | Agency Mortgage-Backed Securities  |
| 05.000 FGPC L00016 G   | 2035-11-01      | 5.0000%  | 0.0000% | $1552.00           | $59.01             | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5298   | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $925.70            | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD8206   | 2052-04-01      | 3.0000%  | 0.0000% | $1008.00           | $699.34            | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8191   | 2052-01-01      | 3.5000%  | 0.0000% | $1000.00           | $596.04            | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD6592   | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $925.03            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | 0.0000% | $4716500.00        | $4767464.39        | U.S. Treasuries (including strips) |

### Security 266: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 4.370000%
- **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: ARP19XS59, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: ARP19XS59
- **C.18 - Value (incl. sponsor support):** $479818000.00
- **C.18.a - Value (excl. sponsor support):** $479818000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 05.500 CLFA1802 | 2055-06-01      | 5.5000%  | 0.0000% | $2198493.00        | $2202036.22        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBX8127 | 2053-04-01      | 5.5000%  | 0.0000% | $50000000.00       | $40546607.85       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4138 | 2052-07-01      | 5.0000%  | 0.0000% | $3915184.00        | $2903372.53        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD8420 | 2054-04-01      | 5.5000%  | 0.0000% | $1903374.00        | $1656718.78        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB8624 | 2054-07-01      | 6.5000%  | 0.0000% | $282000.00         | $263825.77         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBV7898 | 2052-08-01      | 4.5000%  | 0.0000% | $32579899.00       | $22735757.66       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB8530 | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $910.52            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBV4128 | 2052-03-01      | 2.0000%  | 0.0000% | $963386.00         | $612093.74         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8534 | 2055-05-01      | 6.0000%  | 0.0000% | $4146007.00        | $4075747.70        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA5738 | 2050-05-01      | 3.5000%  | 0.0000% | $20075776.00       | $8938529.02        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBN9019 | 2051-02-01      | 2.0000%  | 0.0000% | $67559787.00       | $37898863.92       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW4951 | 2053-02-01      | 5.0000%  | 0.0000% | $1705860.00        | $1272372.67        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA1767 | 2055-01-01      | 5.5000%  | 0.0000% | $813815.00         | $806052.34         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2203 | 2048-08-01      | 4.5000%  | 0.0000% | $39300000.00       | $11971167.86       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM9966 | 2043-08-01      | 3.5000%  | 0.0000% | $1000.00           | $597.08            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB3788 | 2054-05-01      | 6.0000%  | 0.0000% | $1311838.00        | $1210831.25        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8396 | 2054-01-01      | 6.0000%  | 0.0000% | $28825286.00       | $22137315.34       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBP9680 | 2050-07-01      | 3.0000%  | 0.0000% | $13032340.00       | $4303346.73        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8238 | 2052-08-01      | 4.5000%  | 0.0000% | $2454075.00        | $1891475.12        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM7955 | 2048-09-01      | 4.0000%  | 0.0000% | $15239637.00       | $2797814.18        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM4759 | 2047-11-01      | 4.0000%  | 0.0000% | $7098045.00        | $2053092.87        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS9958 | 2047-07-01      | 4.0000%  | 0.0000% | $107604736.00      | $26375538.72       | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD5304 | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $886.81            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB5859 | 2053-03-01      | 6.0000%  | 0.0000% | $55209.00          | $42412.18          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBU2153 | 2051-10-01      | 3.5000%  | 0.0000% | $5136423.00        | $2496293.30        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD2384 | 2053-02-01      | 6.5000%  | 0.0000% | $39308245.00       | $27718614.12       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD6336 | 2054-09-01      | 6.0000%  | 0.0000% | $9714033.00        | $9395854.98        | Agency Mortgage-Backed Securities |
| FEPC 02.000 CTSC0384 | 2042-04-01      | 2.0000%  | 0.0000% | $38080033.00       | $26820286.53       | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1494 | 2052-08-01      | 5.0000%  | 0.0000% | $35790502.00       | $28589474.33       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2806 | 2048-12-01      | 4.5000%  | 0.0000% | $26730.00          | $6793.48           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB8115 | 2054-03-01      | 4.5000%  | 0.0000% | $18686740.00       | $16334968.94       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD7578 | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1008.73           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM4492 | 2047-10-01      | 4.5000%  | 0.0000% | $10721532.00       | $3460733.55        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAP9733 | 2042-10-01      | 3.5000%  | 0.0000% | $8014949.00        | $1230719.06        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB4217 | 2052-07-01      | 5.0000%  | 0.0000% | $20135040.00       | $15076725.61       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLCB5894 | 2053-03-01      | 5.0000%  | 0.0000% | $58873410.00       | $48088165.38       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2477 | 2048-10-01      | 4.5000%  | 0.0000% | $1008.00           | $273.89            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC8547 | 2054-12-01      | 5.5000%  | 0.0000% | $1159702.00        | $1153316.14        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA3391 | 2049-04-01      | 4.5000%  | 0.0000% | $1123584.00        | $222825.71         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM4546 | 2047-10-01      | 4.0000%  | 0.0000% | $18372256.00       | $6363305.94        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC3465 | 2054-09-01      | 6.0000%  | 0.0000% | $18186680.00       | $16334730.03       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD0835 | 2055-01-01      | 6.0000%  | 0.0000% | $1307525.00        | $1310018.30        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBM5173 | 2047-11-01      | 4.5000%  | 0.0000% | $178000000.00      | $45728460.90       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB4023 | 2052-07-01      | 4.0000%  | 0.0000% | $69587852.00       | $52404805.51       | Agency Mortgage-Backed Securities |

### Security 267: NOMURA SECURITIES INTERNATIONAL INC

- **C.1 - Title:** NOMURA SECURITIES INTERNATIONAL INC 4.370000%
- **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: ARP19XS75, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: ARP19XS75
- **C.18 - Value (incl. sponsor support):** $90000000.00
- **C.18.a - Value (excl. sponsor support):** $90000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 01.500 CLMA4464   | 2051-11-01      | 1.5000%  | 0.0000% | $8289200.00        | $5144756.53        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2025-11-28      | 0.0000%  | 0.0000% | $1278700.00        | $1260900.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 6.3750%  | 0.0000% | $326000.00         | $351032.05         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-15      | 4.0000%  | 0.0000% | $658200.00         | $660977.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-15      | 4.5000%  | 0.0000% | $9681300.00        | $9771256.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | 0.0000% | $14811300.00       | $15375699.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 2.3750%  | 0.0000% | $9800.00           | $10738.90          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $14033000.00       | $17951903.58       | U.S. Treasuries (including strips) |
| FMAR 841662 G          | 2038-08-01      | 6.7210%  | 0.0000% | $25900.00          | $19823.79          | Agency Mortgage-Backed Securities  |
| FNAR XX.XXX LBBM6760   | 2046-08-01      | 6.6370%  | 0.0000% | $94900.00          | $25425.08          | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2025-08-07      | 0.0000%  | 0.0000% | $4947400.00        | $4943882.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $1678700.00        | $1434128.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 5.0000%  | 0.0000% | $25608400.00       | $27245825.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-28      | 0.0000%  | 0.0000% | $49700.00          | $49185.51          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | 0.0000% | $29200.00          | $23688.04          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 3.7500%  | 0.0000% | $8713500.00        | $7607769.63        | U.S. Treasuries (including strips) |

### Security 268: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XS83, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP19XS83
- **C.18 - Value (incl. sponsor support):** $1928000000.00
- **C.18.a - Value (excl. sponsor support):** $1928000000.00
- **C.19 - Percentage of Net Assets:** 2.3500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $99896800.00       | $98931697.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.2500%  | 0.0000% | $252528000.00      | $249994076.47      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 3.8750%  | 0.0000% | $129183400.00      | $129679378.09      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 0.8750%  | 0.0000% | $258737600.00      | $249999168.88      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 0.1250%  | 0.0000% | $213148800.00      | $237965824.73      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $257390000.00      | $249999689.62      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $195305600.00      | $249999753.53      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | 0.0000% | $265097600.00      | $249999496.39      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $246500800.00      | $249991004.83      | U.S. Treasuries (including strips) |

### Security 269: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 4.370000%
- **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: ARP19XS91, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP19XS91
- **C.18 - Value (incl. sponsor support):** $314000000.00
- **C.18.a - Value (excl. sponsor support):** $314000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 06.000 CLFS9998   | 2054-12-01      | 6.0000%  | 0.0000% | $1014.00           | $956.43            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFS9835   | 2054-01-01      | 6.5000%  | 0.0000% | $8578650.00        | $8225477.48        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCC0000   | 2055-02-01      | 6.0000%  | 0.0000% | $1024.00           | $997.22            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCA0525   | 2047-10-01      | 3.0000%  | 0.0000% | $41104538.00       | $8101471.30        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $400.00            | $391.91            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | 0.0000% | $1100.00           | $1083.69           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | 0.0000% | $100.00            | $96.89             | U.S. Treasuries (including strips) |
| GNII SF MB0261 M       | 2055-02-20      | 6.5000%  | 0.0000% | $1000.00           | $1021.46           | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB4813   | 2052-10-01      | 5.0000%  | 0.0000% | $2138999.00        | $1679591.54        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB5837   | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $844.38            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $23800.00          | $24481.98          | U.S. Treasuries (including strips) |
| FNMS 02.500 CLCB2092   | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $688.72            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7338   | 2053-10-01      | 6.0000%  | 0.0000% | $1024.00           | $924.52            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8501   | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $984.06            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCA2793   | 2048-12-01      | 4.5000%  | 0.0000% | $12601698.00       | $2917737.07        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLQD3220   | 2051-12-01      | 2.5000%  | 0.0000% | $106000.00         | $67707.37          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS8154   | 2054-06-01      | 6.0000%  | 0.0000% | $2345412.00        | $2155338.70        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLFS6516   | 2052-09-01      | 4.5000%  | 0.0000% | $727480.00         | $635131.90         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBV1539   | 2055-04-01      | 5.5000%  | 0.0000% | $1008.00           | $968.44            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD2509   | 2055-02-01      | 6.5000%  | 0.0000% | $1883394.00        | $1948094.57        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD7548   | 2051-11-01      | 2.5000%  | 0.0000% | $2884583.00        | $1782802.75        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5331   | 2054-03-01      | 6.0000%  | 0.0000% | $422039.00         | $379062.79         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB5108   | 2052-11-01      | 5.5000%  | 0.0000% | $1700000.00        | $1369096.97        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBP1430   | 2050-03-01      | 3.5000%  | 0.0000% | $3452764.00        | $1161887.38        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBU3058   | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $678.47            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD7567   | 2054-02-01      | 5.5000%  | 0.0000% | $1077.00           | $944.47            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD6780   | 2054-10-01      | 5.5000%  | 0.0000% | $1024.00           | $952.76            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB9374   | 2054-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1942.15           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5107   | 2053-08-01      | 5.5000%  | 0.0000% | $7176783.00        | $5963024.30        | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $100.00            | $104.46            | U.S. Treasuries (including strips) |
| FNMS 03.500 CLMA3305   | 2048-03-01      | 3.5000%  | 0.0000% | $1002.00           | $131.21            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA0485   | 2054-09-01      | 6.5000%  | 0.0000% | $636825.00         | $622902.44         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5010   | 2053-05-01      | 5.5000%  | 0.0000% | $47598.00          | $38398.38          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB5914   | 2053-03-01      | 6.0000%  | 0.0000% | $1024.00           | $767.37            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQG6211   | 2053-06-01      | 5.5000%  | 0.0000% | $4664114.00        | $3482638.05        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBO4645   | 2049-11-01      | 3.0000%  | 0.0000% | $1001.00           | $358.56            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE1640   | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1055.02           | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | 0.0000% | $1000.00           | $966.86            | U.S. Treasuries (including strips) |
| FNMS 05.000 CLMA5585   | 2055-01-01      | 5.0000%  | 0.0000% | $935968.00         | $880030.54         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB5886   | 2053-03-01      | 4.5000%  | 0.0000% | $5341717.00        | $4012161.19        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6698   | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $769.74            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB7116   | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $863.28            | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFA1410   | 2052-06-01      | 3.0000%  | 0.0000% | $565486.00         | $480478.17         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB4475   | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $890.77            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLCB4945   | 2052-10-01      | 4.5000%  | 0.0000% | $1952418.00        | $1565221.01        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA6078   | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $596.57            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8332   | 2053-06-01      | 6.0000%  | 0.0000% | $9992974.00        | $7861989.91        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA5286   | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $581.22            | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $100.00            | $95.21             | U.S. Treasuries (including strips) |
| GNII SF MB0149 M       | 2055-01-20      | 6.5000%  | 0.0000% | $230174066.00      | $230723898.23      | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $100.00            | $102.03            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $100.00            | $101.65            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $100.00            | $99.98             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.8750%  | 0.0000% | $361200.00         | $360861.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $300.00            | $296.06            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $45800.00          | $46420.23          | U.S. Treasuries (including strips) |
| FNMS 06.500 CLFS4733   | 2053-02-01      | 6.5000%  | 0.0000% | $1823479.00        | $1370091.07        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBU4746   | 2054-07-01      | 6.0000%  | 0.0000% | $1024.00           | $919.47            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8277   | 2052-12-01      | 5.5000%  | 0.0000% | $280000.00         | $223516.82         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8183   | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $633.47            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI8055   | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $923.26            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA4414   | 2051-01-01      | 2.5000%  | 0.0000% | $1307.00           | $690.35            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCA6141   | 2050-06-01      | 2.0000%  | 0.0000% | $1046.00           | $495.19            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4355   | 2051-06-01      | 2.0000%  | 0.0000% | $1008.00           | $600.68            | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLMA4785   | 2052-10-01      | 5.0000%  | 0.0000% | $37000.00          | $27881.11          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBU5686   | 2055-03-01      | 5.5000%  | 0.0000% | $2707808.00        | $2696056.65        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLMA4160   | 2050-10-01      | 3.0000%  | 0.0000% | $1018.00           | $331.46            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD2810   | 2055-06-01      | 6.0000%  | 0.0000% | $4329435.00        | $4425967.59        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQC5763   | 2051-08-01      | 3.0000%  | 0.0000% | $1021.00           | $655.46            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFS3361   | 2052-12-01      | 5.5000%  | 0.0000% | $4589856.00        | $3661826.17        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ3897   | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1014.00           | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLMA4492   | 2051-12-01      | 2.0000%  | 0.0000% | $29798217.00       | $18917760.13       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9011   | 2054-08-01      | 6.0000%  | 0.0000% | $1024.00           | $976.67            | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLFA1862   | 2055-05-01      | 6.5000%  | 0.0000% | $302243.00         | $313509.32         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I3BF0154   | 2046-11-01      | 3.5000%  | 0.0000% | $1000.00           | $171.32            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD8317   | 2053-04-01      | 6.0000%  | 0.0000% | $1021.00           | $778.49            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLSD8469   | 2054-10-01      | 5.5000%  | 0.0000% | $1059.00           | $974.67            | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQI0286   | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $919.11            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDC2284   | 2054-10-01      | 5.5000%  | 0.0000% | $71805.00          | $71756.47          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD8040   | 2055-05-01      | 6.0000%  | 0.0000% | $1008.00           | $910.09            | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8223   | 2054-03-01      | 6.0000%  | 0.0000% | $1400000.00        | $1242141.04        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD7504   | 2049-08-01      | 3.5000%  | 0.0000% | $1033.00           | $191.87            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBU5606   | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $991.27            | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD9349   | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1006.61           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD7227   | 2055-05-01      | 5.5000%  | 0.0000% | $1008.00           | $1005.35           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7049   | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $837.32            | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAO2977   | 2042-05-01      | 3.5000%  | 0.0000% | $51042724.00       | $3942051.72        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE1630   | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1012.14           | Agency Mortgage-Backed Securities  |

### Security 270: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XSA8, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: ARP19XSA8
- **C.18 - Value (incl. sponsor support):** $270000000.00
- **C.18.a - Value (excl. sponsor support):** $270000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2041-08-15      | 3.7500%  | 0.0000% | $10723000.00       | $9713956.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 3.0000%  | 0.0000% | $7340300.00        | $5615631.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 4.6250%  | 0.0000% | $7497600.00        | $7554972.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-15      | 0.1250%  | 0.0000% | $7798900.00        | $9209040.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $194022000.00      | $112402623.82      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $30553300.00       | $28154803.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-15      | 4.2500%  | 0.0000% | $726500.00         | $735382.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 3.0000%  | 0.0000% | $53502000.00       | $41156850.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $28367000.00       | $28123777.34       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | 0.0000% | $43018800.00       | $32733012.41       | U.S. Treasuries (including strips) |

### Security 271: BANCO BILBAO VIZCAYA ARGENTARIA SA

- **C.1 - Title:** BANCO BILBAO VIZCAYA ARGENTARIA SA 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XSB6, C.3 - LEI: K8MS7FD7N5Z2WQ51AZ71, C.5 - Other ID: ARP19XSB6
- **C.18 - Value (incl. sponsor support):** $964000000.00
- **C.18.a - Value (excl. sponsor support):** $964000000.00
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $1642100.00        | $1689153.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $89426300.00       | $87941619.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | 0.0000% | $100.00            | $49.45             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $17447900.00       | $12095775.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | 0.0000% | $102139000.00      | $74197842.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 4.2500%  | 0.0000% | $200.00            | $191.99            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $18404000.00       | $17549130.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $74123800.00       | $68692285.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-15      | 4.0000%  | 0.0000% | $78188100.00       | $78793613.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | 0.0000% | $16098000.00       | $16279161.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $95000000.00       | $89123458.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 1.5000%  | 0.0000% | $150000000.00      | $128079463.83      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-10-31      | 4.1250%  | 0.0000% | $78552000.00       | $79633778.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $174499500.00      | $180755142.19      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $146465900.00      | $148449357.91      | U.S. Treasuries (including strips) |

### Security 272: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XSC4, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP19XSC4
- **C.18 - Value (incl. sponsor support):** $1241000000.00
- **C.18.a - Value (excl. sponsor support):** $1241000000.00
- **C.19 - Percentage of Net Assets:** 1.5100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-04-15      | 3.6250%  | 0.0000% | $102100.00         | $217551.63         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | 0.0000% | $4629200.00        | $4535618.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 1.1250%  | 0.0000% | $28500.00          | $26721.01          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | 0.0000% | $2580600.00        | $2406203.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | 0.0000% | $100.00            | $102.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $228585700.00      | $229686218.31      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | 0.0000% | $25616300.00       | $24501956.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | 0.0000% | $6454200.00        | $6036342.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 3.8750%  | 0.0000% | $174784000.00      | $175126014.36      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $74262300.00       | $69668557.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 1.2500%  | 0.0000% | $1274500.00        | $1184793.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | 0.0000% | $227360000.00      | $225263058.72      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 4.0000%  | 0.0000% | $500.00            | $509.82            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 3.6250%  | 0.0000% | $19407200.00       | $19395510.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $250967800.00      | $249999984.59      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $1345400.00        | $1365358.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.7500%  | 0.0000% | $6356600.00        | $6406131.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $248683800.00      | $249999391.76      | U.S. Treasuries (including strips) |

### Security 273: FICC - BANK OF NEW YORK

- **C.1 - Title:** FICC - BANK OF NEW YORK 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XSD2, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: ARP19XSD2
- **C.18 - Value (incl. sponsor support):** $6746000000.00
- **C.18.a - Value (excl. sponsor support):** $6746000000.00
- **C.19 - Percentage of Net Assets:** 8.2100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $1828579700.00     | $2373530208.77     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $2878393200.00     | $1983239010.31     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 0.1250%  | 0.0000% | $112942700.00      | $137219362.81      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $2365000000.00     | $2386931432.55     | U.S. Treasuries (including strips) |

### Security 274: MIZUHO SECURITIES USA LLC

- **C.1 - Title:** MIZUHO SECURITIES USA LLC 4.370000%
- **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: ARP19XSE0, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: ARP19XSE0
- **C.18 - Value (incl. sponsor support):** $234000000.00
- **C.18.a - Value (excl. sponsor support):** $234000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $103005700.00      | $105957303.72      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $128893000.00      | $132722776.70      | U.S. Treasuries (including strips) |

### Security 275: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XSF7, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP19XSF7
- **C.18 - Value (incl. sponsor support):** $403000000.00
- **C.18.a - Value (excl. sponsor support):** $403000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | 0.0000% | $512800.00         | $522917.03         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | 0.0000% | $3441300.00        | $3499875.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $34198200.00       | $36041711.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 4.0000%  | 0.0000% | $15200.00          | $15233.67          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 0.3750%  | 0.0000% | $448800.00         | $589255.63         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | 0.0000% | $10219400.00       | $13594534.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-15      | 0.1250%  | 0.0000% | $90700.00          | $107099.71         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-02-15      | 3.6250%  | 0.0000% | $100.00            | $82.42             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 0.8750%  | 0.0000% | $847500.00         | $1064075.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | 0.0000% | $205900.00         | $200127.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | 0.0000% | $4299000.00        | $4224790.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | 0.0000% | $56600.00          | $48353.89          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | 0.0000% | $124327000.00      | $115477777.12      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 1.7500%  | 0.0000% | $1732100.00        | $2690856.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-31      | 0.2500%  | 0.0000% | $100.00            | $99.05             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 0.8750%  | 0.0000% | $7643000.00        | $7364292.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 0.8750%  | 0.0000% | $325900.00         | $314015.83         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 2.1250%  | 0.0000% | $6923000.00        | $10021473.16       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 1.3750%  | 0.0000% | $22676200.00       | $26369515.39       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 1.0000%  | 0.0000% | $7305000.00        | $6998483.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $68200.00          | $68528.35          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-07-15      | 1.3750%  | 0.0000% | $725500.00         | $746863.60         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | 0.0000% | $200.00            | $200.15            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | 0.0000% | $137700.00         | $142852.41         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 4.5000%  | 0.0000% | $500.00            | $510.87            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | 0.0000% | $38286900.00       | $33157023.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $163000.00         | $167692.93         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-06-30      | 4.2500%  | 0.0000% | $117100.00         | $118854.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | 0.0000% | $1887100.00        | $1884771.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $1800.00           | $1851.82           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $8487600.00        | $8420394.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | 0.0000% | $175000.00         | $174170.38         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | 0.0000% | $100.00            | $100.71            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $78300.00          | $78763.48          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $100.00            | $107.44            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 0.7500%  | 0.0000% | $591600.00         | $575562.91         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $21909200.00       | $22660000.58       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 0.5000%  | 0.0000% | $18698900.00       | $18329275.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | 0.0000% | $100.00            | $96.69             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $200.00            | $208.16            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | 0.0000% | $42900.00          | $44650.84          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 4.1250%  | 0.0000% | $100.00            | $102.53            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-15      | 0.3750%  | 0.0000% | $18246600.00       | $23666418.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $770400.00         | $656644.29         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 0.7500%  | 0.0000% | $693600.00         | $690985.14         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | 0.0000% | $100.00            | $120.94            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | 0.0000% | $35929300.00       | $36095065.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | 0.0000% | $5793200.00        | $6000880.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $1000.00           | $1009.40           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 4.1250%  | 0.0000% | $2198000.00        | $2201202.49        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-15      | 3.8750%  | 0.0000% | $100.00            | $101.48            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | 0.0000% | $1686500.00        | $1732110.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | 0.0000% | $5167900.00        | $5099995.54        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $2467200.00        | $1846521.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $86400.00          | $82148.75          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $17181200.00       | $17268245.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | 0.0000% | $1400.00           | $1402.60           | U.S. Treasuries (including strips) |

### Security 276: MUFG SECURITIES AMERICAS INC

- **C.1 - Title:** MUFG SECURITIES AMERICAS INC 4.370000%
- **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: ARP19XSG5, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: ARP19XSG5
- **C.18 - Value (incl. sponsor support):** $27000000.00
- **C.18.a - Value (excl. sponsor support):** $27000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 04.500 CIZS6543 | 2026-06-01      | 4.5000%  | 0.0000% | $196479.00         | $16.84             | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZA6116 | 2049-01-01      | 4.5000%  | 0.0000% | $665000.00         | $162276.66         | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZS8670 | 2032-09-01      | 3.5000%  | 0.0000% | $24000.00          | $3151.60           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1692 | 2052-10-01      | 5.0000%  | 0.0000% | $30000.00          | $22709.04          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZT1502 | 2048-11-01      | 3.5000%  | 0.0000% | $258999.00         | $70804.54          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CISB8309 | 2039-06-01      | 5.5000%  | 0.0000% | $57000.00          | $40910.76          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF8551 | 2053-03-01      | 5.5000%  | 0.0000% | $56986.00          | $37031.85          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS1989 | 2037-09-01      | 5.5000%  | 0.0000% | $821558.00         | $6729.91           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CIZK9051 | 2032-11-01      | 3.0000%  | 0.0000% | $250000.00         | $46986.33          | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLZS4513 | 2043-03-01      | 2.5000%  | 0.0000% | $33599.00          | $6408.34           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD6157 | 2048-11-01      | 3.0000%  | 0.0000% | $28463200.00       | $22930798.48       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSL0419 | 2053-10-01      | 3.0000%  | 0.0000% | $5557599.00        | $4641236.03        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD1710 | 2052-10-01      | 5.0000%  | 0.0000% | $135000.00         | $110939.62         | Agency Mortgage-Backed Securities |

### Security 277: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XSH3, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP19XSH3
- **C.18 - Value (incl. sponsor support):** $308000000.00
- **C.18.a - Value (excl. sponsor support):** $308000000.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | 0.0000% | $38000.00          | $35629.97          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | 0.0000% | $100.00            | $86.44             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 5.3750%  | 0.0000% | $24783200.00       | $27024661.75       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $250114900.00      | $249997087.63      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 2.1250%  | 0.0000% | $34570000.00       | $37140586.33       | U.S. Treasuries (including strips) |

### Security 278: RBC DOMINION SECURITIES INC

- **C.1 - Title:** RBC DOMINION SECURITIES INC 4.370000%
- **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: ARP19XSJ9, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP19XSJ9
- **C.18 - Value (incl. sponsor support):** $179000000.00
- **C.18.a - Value (excl. sponsor support):** $179000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 03.000 CLCA4938   | 2050-01-01      | 3.0000%  | 0.0000% | $2066.00           | $762.83            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 3PQU8070   | 2052-02-01      | 3.5000%  | 0.0000% | $1000.00           | $824.15            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q59742 G   | 2048-11-01      | 4.0000%  | 0.0000% | $208215.00         | $33269.07          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ2224   | 2054-08-01      | 6.5000%  | 0.0000% | $286488.00         | $255801.44         | Agency Mortgage-Backed Securities         |
| GNII SF MA5529 M       | 2048-10-20      | 4.5000%  | 0.0000% | $1018.00           | $79.11             | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G67710 G   | 2048-03-01      | 3.5000%  | 0.0000% | $25382330.00       | $5472297.84        | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLSD4983   | 2054-01-01      | 7.0000%  | 0.0000% | $33837.00          | $24510.59          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRA9081   | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $773.86            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA6664   | 2052-02-01      | 3.0000%  | 0.0000% | $14000.00          | $9396.01           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL4012   | 2042-10-01      | 3.5000%  | 0.0000% | $8415.00           | $860.25            | Agency Mortgage-Backed Securities         |
| GNII SF MA2826 M       | 2045-05-20      | 3.5000%  | 0.0000% | $50000000.00       | $4002745.72        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8269   | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $174.22            | Agency Mortgage-Backed Securities         |
| GNRA 2025-080 FD       | 2055-05-20      | 5.7480%  | 0.0000% | $7378125.00        | $7355306.77        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-024 FB       | 2055-02-20      | 5.4980%  | 0.0000% | $1155.00           | $1041.44           | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2032-07-15      | 0.6250%  | 0.0000% | $7500.00           | $7745.54           | U.S. Treasuries (including strips)        |
| FEPC 04.500 CLZT0543   | 2048-08-01      | 4.5000%  | 0.0000% | $530766.00         | $115192.46         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQB9485   | 2051-03-01      | 2.0000%  | 0.0000% | $268000.00         | $145217.04         | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4669   | 2046-06-01      | 4.0000%  | 0.0000% | $1002.00           | $121.96            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 3SZN0134   | 2043-06-01      | 3.0000%  | 0.0000% | $1002.00           | $92.48             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD4994   | 2053-07-01      | 5.5000%  | 0.0000% | $820839.00         | $708978.82         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD6284   | 2054-01-01      | 2.0000%  | 0.0000% | $1000.00           | $740.06            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQI9010   | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $915.96            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8219   | 2052-06-01      | 2.5000%  | 0.0000% | $38000.00          | $26268.47          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8347   | 2053-08-01      | 4.5000%  | 0.0000% | $8000.00           | $6842.14           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD3839   | 2053-09-01      | 5.5000%  | 0.0000% | $72585.00          | $63756.88          | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8244   | 2052-09-01      | 4.0000%  | 0.0000% | $1000.00           | $781.37            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8340   | 2053-07-01      | 4.5000%  | 0.0000% | $9000.00           | $7703.87           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3838   | 2053-10-01      | 6.0000%  | 0.0000% | $799000.00         | $679135.46         | Agency Mortgage-Backed Securities         |
| GNRA 2022-019 FA       | 2052-01-20      | 2.5000%  | 0.0000% | $85204.00          | $53047.96          | Agency Collateralized Mortgage Obligation |
| GNRA 2021-193 EF       | 2051-11-20      | 2.5000%  | 0.0000% | $1000.00           | $593.14            | Agency Collateralized Mortgage Obligation |
| GNRA 2021-077 FT       | 2051-05-20      | 3.5000%  | 0.0000% | $6580474.00        | $3830912.22        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-075 FA       | 2052-04-20      | 4.0000%  | 0.0000% | $160720.00         | $110103.68         | Agency Collateralized Mortgage Obligation |
| GNII SF MA8100 M       | 2052-06-20      | 4.0000%  | 0.0000% | $18051585.00       | $13206035.44       | Agency Mortgage-Backed Securities         |
| GNII SF MA3521 M       | 2046-03-20      | 3.5000%  | 0.0000% | $49178308.00       | $4864362.01        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ4183   | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1023.86           | Agency Mortgage-Backed Securities         |
| GNII SF MA7989 M       | 2052-04-20      | 3.5000%  | 0.0000% | $243548.00         | $171295.71         | Agency Mortgage-Backed Securities         |
| GNMI SP 782691 X       | 2039-06-15      | 5.0000%  | 0.0000% | $21782072.00       | $528111.69         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD7512   | 2050-02-01      | 3.0000%  | 0.0000% | $1040.00           | $389.03            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8191   | 2052-01-01      | 3.5000%  | 0.0000% | $42000.00          | $25033.57          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH5503   | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $947.95            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA2625   | 2050-05-01      | 2.5000%  | 0.0000% | $10858132.00       | $3808377.50        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQG2351   | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $828.19            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD2917   | 2053-05-01      | 5.5000%  | 0.0000% | $1359087.00        | $1021171.98        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD2879   | 2052-08-01      | 3.0000%  | 0.0000% | $446943.00         | $316758.12         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8213   | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $709.21            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQE3333   | 2052-05-01      | 3.0000%  | 0.0000% | $43136.00          | $30408.84          | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQD8778   | 2052-03-01      | 3.5000%  | 0.0000% | $741365.00         | $482309.54         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD2494   | 2052-03-01      | 3.5000%  | 0.0000% | $1000.00           | $781.56            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD0958   | 2052-04-01      | 3.5000%  | 0.0000% | $230000.00         | $153605.98         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1432   | 2052-08-01      | 4.5000%  | 0.0000% | $1395558.00        | $1108761.08        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQG6305   | 2053-07-01      | 4.5000%  | 0.0000% | $39000.00          | $32346.74          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE6088   | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $764.11            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD1640   | 2052-09-01      | 4.0000%  | 0.0000% | $54000.00          | $41014.54          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD2361   | 2053-02-01      | 6.0000%  | 0.0000% | $156256.00         | $120197.99         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS6942   | 2053-12-01      | 6.5000%  | 0.0000% | $2248.00           | $1805.33           | Agency Mortgage-Backed Securities         |
| GNRA 2024-171 FA       | 2054-10-20      | 5.4980%  | 0.0000% | $11932960.00       | $11206953.20       | Agency Collateralized Mortgage Obligation |
| FNMS 03.500 CLMA3238   | 2048-01-01      | 3.5000%  | 0.0000% | $14000.00          | $1944.18           | Agency Mortgage-Backed Securities         |
| GNII SF MA2754 M       | 2045-04-20      | 3.5000%  | 0.0000% | $27278784.00       | $2028672.83        | Agency Mortgage-Backed Securities         |
| GNII SF MA3310 M       | 2045-12-20      | 3.5000%  | 0.0000% | $1998.00           | $208.50            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA6265   | 2050-07-01      | 2.5000%  | 0.0000% | $1141.00           | $537.85            | Agency Mortgage-Backed Securities         |
| GNII SF MA4261 M       | 2047-02-20      | 3.0000%  | 0.0000% | $3143192.00        | $483549.53         | Agency Mortgage-Backed Securities         |
| GNII SF MA9422 M       | 2054-01-20      | 5.0000%  | 0.0000% | $7069013.00        | $6385085.98        | Agency Mortgage-Backed Securities         |
| GNRA 2024-001 JF       | 2054-01-20      | 5.3480%  | 0.0000% | $2800.00           | $1844.78           | Agency Collateralized Mortgage Obligation |
| GNII SF MA9015 M       | 2053-04-20      | 4.5000%  | 0.0000% | $1171388.00        | $1003433.59        | Agency Mortgage-Backed Securities         |
| GNMI SP 783639 X       | 2042-06-15      | 4.0000%  | 0.0000% | $19610000.00       | $830773.62         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD7435   | 2054-12-01      | 5.0000%  | 0.0000% | $117870.00         | $110914.90         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBQ4793   | 2050-10-01      | 2.5000%  | 0.0000% | $3800.00           | $2137.52           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8221   | 2052-06-01      | 3.5000%  | 0.0000% | $35896.00          | $26478.78          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQC9156   | 2051-10-01      | 2.5000%  | 0.0000% | $639016.00         | $399926.04         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8342   | 2053-07-01      | 5.5000%  | 0.0000% | $7000.00           | $5892.52           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD3786   | 2053-05-01      | 5.0000%  | 0.0000% | $50000.00          | $42541.70          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8371   | 2053-11-01      | 5.0000%  | 0.0000% | $834224.00         | $737816.38         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG8719   | 2053-08-01      | 5.5000%  | 0.0000% | $2232986.00        | $1885516.43        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRA9174   | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $773.59            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA3592   | 2050-09-01      | 3.5000%  | 0.0000% | $1024.00           | $417.61            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | 0.0000% | $462000.00         | $480947.78         | U.S. Treasuries (including strips)        |
| GNRA 2024-134 FC       | 2054-08-20      | 5.4080%  | 0.0000% | $6669555.00        | $5781425.75        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-180 FE       | 2054-11-20      | 5.4580%  | 0.0000% | $3135251.00        | $2410835.38        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-024 FA       | 2052-02-20      | 3.0000%  | 0.0000% | $6884.00           | $4302.12           | Agency Collateralized Mortgage Obligation |
| GNRA 2023-001 TF       | 2053-01-20      | 5.3480%  | 0.0000% | $34400.00          | $29141.78          | Agency Collateralized Mortgage Obligation |
| GNRA 2021-226 FB       | 2051-12-20      | 2.5000%  | 0.0000% | $73831.00          | $46030.50          | Agency Collateralized Mortgage Obligation |
| GNRA 2022-050 FH       | 2052-03-20      | 3.5000%  | 0.0000% | $3936710.00        | $2606849.22        | Agency Collateralized Mortgage Obligation |
| GNII SF MA8349 M       | 2052-10-20      | 5.5000%  | 0.0000% | $1024.00           | $739.27            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2030-06-30      | 3.7500%  | 0.0000% | $211200.00         | $209713.36         | U.S. Treasuries (including strips)        |
| GNRA 2024-005 JF       | 2054-01-20      | 5.5480%  | 0.0000% | $1292401.00        | $663866.06         | Agency Collateralized Mortgage Obligation |
| GNII SF MA8569 M       | 2053-01-20      | 5.0000%  | 0.0000% | $1000.00           | $777.58            | Agency Mortgage-Backed Securities         |
| GNII SF MA6821 M       | 2050-08-20      | 3.5000%  | 0.0000% | $7664032.00        | $2119924.39        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS3827   | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $861.52            | Agency Mortgage-Backed Securities         |
| GNRA 2021-194 FA       | 2051-11-20      | 2.5000%  | 0.0000% | $4120.00           | $2543.29           | Agency Collateralized Mortgage Obligation |
| GNRA 2022-009 FE       | 2052-01-20      | 2.5000%  | 0.0000% | $22841000.00       | $14109612.24       | Agency Collateralized Mortgage Obligation |
| GNII SF MA8268 M       | 2052-09-20      | 4.5000%  | 0.0000% | $6080615.00        | $4650833.49        | Agency Mortgage-Backed Securities         |
| GNII SF MA7705 M       | 2051-11-20      | 2.5000%  | 0.0000% | $553575.00         | $340210.77         | Agency Mortgage-Backed Securities         |
| GNII SF MA6766 M       | 2050-07-20      | 3.0000%  | 0.0000% | $294410.00         | $80303.50          | Agency Mortgage-Backed Securities         |
| GNII SF MA8101 M       | 2052-06-20      | 4.5000%  | 0.0000% | $231168.00         | $173046.19         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL555647   | 2033-07-01      | 4.5000%  | 0.0000% | $27827659.00       | $237611.59         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE7444   | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $831.80            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8000   | 2049-07-01      | 3.0000%  | 0.0000% | $1034.00           | $107.68            | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2054-11-25      | 5.5000%  | 0.0000% | $1012.00           | $871.85            | Agency Collateralized Mortgage Obligation |
| FEPC 03.000 CLQE2559   | 2047-05-01      | 3.0000%  | 0.0000% | $1000.00           | $761.85            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC D98606 G   | 2031-04-01      | 3.5000%  | 0.0000% | $2442.00           | $66.77             | Agency Mortgage-Backed Securities         |
| GNRA 2021-213 EF       | 2051-12-20      | 2.5000%  | 0.0000% | $11652266.00       | $6982272.57        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-056 FA       | 2052-03-20      | 3.5000%  | 0.0000% | $13704000.00       | $9046820.80        | Agency Collateralized Mortgage Obligation |
| GNII SF MA8801 M       | 2053-04-20      | 5.5000%  | 0.0000% | $16065.00          | $12239.27          | Agency Mortgage-Backed Securities         |
| GNII SF MA8571 M       | 2053-01-20      | 6.0000%  | 0.0000% | $2022441.00        | $1222629.90        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8461   | 2054-09-01      | 5.0000%  | 0.0000% | $307719.00         | $288341.96         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 ZK310219   | 2048-10-25      | 3.0000%  | 0.0000% | $26245419.00       | $20323352.07       | Agency Mortgage-Backed Securities         |
| FEPC 03.000 3SZM9438   | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $307.49            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQJ8701   | 2054-11-01      | 4.5000%  | 0.0000% | $102270.00         | $96555.50          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD4078   | 2051-12-01      | 2.5000%  | 0.0000% | $20336.00          | $14238.20          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $8168000.00        | $7475263.34        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $100.00            | $98.45             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2025-08-12      | 0.0000%  | 0.0000% | $1000.00           | $998.58            | U.S. Treasuries (including strips)        |
| GNII SF MA7828 M       | 2052-01-20      | 3.0000%  | 0.0000% | $2024.00           | $1287.23           | Agency Mortgage-Backed Securities         |
| GNRA 2021-197 FD       | 2051-11-20      | 2.5000%  | 0.0000% | $4800.00           | $2847.44           | Agency Collateralized Mortgage Obligation |
| GNRA 2024-058 AF       | 2054-04-20      | 5.3980%  | 0.0000% | $16206200.00       | $11202204.33       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-182 FA       | 2054-11-20      | 5.4480%  | 0.0000% | $12117744.00       | $10236901.56       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-022 FA       | 2055-02-20      | 5.4580%  | 0.0000% | $187920.00         | $179262.19         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-024 FD       | 2055-02-20      | 5.4180%  | 0.0000% | $159200.00         | $145347.03         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-030 LF       | 2054-02-20      | 5.3480%  | 0.0000% | $1000.00           | $531.57            | Agency Collateralized Mortgage Obligation |
| GNII SF MA8348 M       | 2052-10-20      | 5.0000%  | 0.0000% | $51901.00          | $39851.19          | Agency Mortgage-Backed Securities         |
| GNII SF MA7254 M       | 2051-03-20      | 2.0000%  | 0.0000% | $8011284.00        | $4100688.15        | Agency Mortgage-Backed Securities         |
| GNII SF MA7990 M       | 2052-04-20      | 4.0000%  | 0.0000% | $2000.00           | $1422.93           | Agency Mortgage-Backed Securities         |
| GNII SF MA3376 M       | 2046-01-20      | 3.5000%  | 0.0000% | $49999000.00       | $4998186.08        | Agency Mortgage-Backed Securities         |

### Security 279: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XSK6, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP19XSK6
- **C.18 - Value (incl. sponsor support):** $231000000.00
- **C.18.a - Value (excl. sponsor support):** $231000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-10-15      | 2.3750%  | 0.0000% | $215000900.00      | $235620009.66      | U.S. Treasuries (including strips) |

### Security 280: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XSL4, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP19XSL4
- **C.18 - Value (incl. sponsor support):** $463000000.00
- **C.18.a - Value (excl. sponsor support):** $463000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2035-07-15      | 1.8750%  | 0.0000% | $92342400.00       | $91989868.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | 0.0000% | $162186800.00      | $95838008.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 2.6250%  | 0.0000% | $24683000.00       | $24565022.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 2.7500%  | 0.0000% | $347925600.00      | $249998981.47      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 0.7500%  | 0.0000% | $10143100.00       | $9868140.85        | U.S. Treasuries (including strips) |

### Security 281: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.370000%
- **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: ARP19XSM2, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP19XSM2
- **C.18 - Value (incl. sponsor support):** $90000000.00
- **C.18.a - Value (excl. sponsor support):** $90000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF MA9962 M | 2054-10-20      | 4.0000%  | 0.0000% | $1000.00           | $904.59            | Agency Mortgage-Backed Securities |
| GNII SF MA8045 M | 2052-05-20      | 4.0000%  | 0.0000% | $5411831.00        | $3954281.23        | Agency Mortgage-Backed Securities |
| GNII SF MB0202 M | 2055-02-20      | 4.0000%  | 0.0000% | $1000.00           | $914.96            | Agency Mortgage-Backed Securities |
| GNII SF MB0425 M | 2055-06-20      | 6.0000%  | 0.0000% | $60970.00          | $62075.44          | Agency Mortgage-Backed Securities |
| GNII SF MA9666 M | 2054-05-20      | 4.5000%  | 0.0000% | $96296149.00       | $88693077.45       | Agency Mortgage-Backed Securities |

### Security 282: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XSN0, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP19XSN0
- **C.18 - Value (incl. sponsor support):** $1928000000.00
- **C.18.a - Value (excl. sponsor support):** $1928000000.00
- **C.19 - Percentage of Net Assets:** 2.3500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-08-31      | 3.1250%  | 0.0000% | $250761600.00      | $249998413.84      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 4.4449%  | 0.0000% | $216570000.00      | $216558738.36      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $248846000.00      | $249999816.04      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 0.3750%  | 0.0000% | $200.00            | $185.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $244851200.00      | $249999309.60      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | 0.0000% | $11000.00          | $10808.30          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $281347200.00      | $249999499.48      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $262497600.00      | $249999564.27      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $256049600.00      | $249998971.28      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $500.00            | $502.77            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $400.00            | $400.65            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 4.4679%  | 0.0000% | $249789000.00      | $249993826.98      | U.S. Treasuries (including strips) |

### Security 283: DEUTSCHE BANK AG (NEW YORK BRANCH)

- **C.1 - Title:** DEUTSCHE BANK AG (NEW YORK BRANCH) 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XSP5, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: ARP19XSP5
- **C.18 - Value (incl. sponsor support):** $155000000.00
- **C.18.a - Value (excl. sponsor support):** $155000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | 0.0000% | $216707900.00      | $137984297.43      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | 0.0000% | $20676100.00       | $20134907.47       | U.S. Treasuries (including strips) |

### Security 284: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.370000%
- **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: ARP19XSQ3, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP19XSQ3
- **C.18 - Value (incl. sponsor support):** $482000000.00
- **C.18.a - Value (excl. sponsor support):** $482000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRA 2016-7O FC      | 2066-08-20      | 5.2667%  | 0.0000% | $4800000.00        | $1034095.35        | Agency Collateralized Mortgage Obligation |
| GNII SF MB0151 M     | 2054-12-20      | 7.5000%  | 0.0000% | $5192944.00        | $5392208.60        | Agency Mortgage-Backed Securities         |
| GNAR WK 787365 M     | 2049-08-20      | 4.9500%  | 0.0000% | $1386530.00        | $1006866.01        | Agency Mortgage-Backed Securities         |
| GNPL PN DI9898       | 2060-06-15      | 5.9700%  | 0.0000% | $1474420.00        | $1565685.38        | Agency Mortgage-Backed Securities         |
| GNII SF DH4260 C     | 2055-07-20      | 3.5000%  | 0.0000% | $2936012.00        | $2612480.12        | Agency Mortgage-Backed Securities         |
| GNII BD DG3878 C     | 2055-03-20      | 4.5000%  | 0.0000% | $2848504.00        | $2619122.97        | Agency Mortgage-Backed Securities         |
| GNII ET DI1843 C     | 2065-03-20      | 6.0000%  | 0.0000% | $2142044.00        | $2164841.94        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB6489 | 2053-06-01      | 6.0000%  | 0.0000% | $37583680.00       | $31249354.67       | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CIQN6119 | 2036-04-01      | 2.0000%  | 0.0000% | $348044.00         | $131732.08         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQF3340 | 2052-11-01      | 3.0000%  | 0.0000% | $88223.00          | $65041.11          | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CLQY7352 | 2055-07-01      | 7.0000%  | 0.0000% | $2077412.00        | $2212562.09        | Agency Mortgage-Backed Securities         |
| GNRA 2024-113 FL     | 2054-07-20      | 5.4480%  | 0.0000% | $50000000.00       | $39178725.18       | Agency Collateralized Mortgage Obligation |
| GNII SF MA6821 M     | 2050-08-20      | 3.5000%  | 0.0000% | $1469794.00        | $406555.21         | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA7189 | 2052-04-01      | 3.5000%  | 0.0000% | $37000.00          | $27148.68          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD2981 | 2053-05-01      | 6.5000%  | 0.0000% | $51183.00          | $38768.90          | Agency Mortgage-Backed Securities         |
| GNPL PN DF8948       | 2060-04-15      | 4.9800%  | 0.0000% | $2833976.00        | $2802423.86        | Agency Mortgage-Backed Securities         |
| GNII ET DG1770 C     | 2065-03-20      | 7.0000%  | 0.0000% | $11147632.00       | $10554161.20       | Agency Mortgage-Backed Securities         |
| GNPL PN DI9899       | 2060-06-15      | 6.0100%  | 0.0000% | $9500000.00        | $10116123.60       | Agency Mortgage-Backed Securities         |
| Fannie Mae           | 2054-12-25      | 5.8500%  | 0.0000% | $6026000.00        | $4549077.85        | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CLBX6130 | 2053-01-01      | 6.5000%  | 0.0000% | $3180896.00        | $2148176.63        | Agency Mortgage-Backed Securities         |
| GNRA 2017-3O FB      | 2066-06-20      | 5.0867%  | 0.0000% | $399996.00         | $11425.58          | Agency Collateralized Mortgage Obligation |
| GNRA 2018-9O FA      | 2068-04-20      | 4.9774%  | 0.0000% | $2600000.00        | $961584.33         | Agency Collateralized Mortgage Obligation |
| GNHA RM DK4992 H     | 2075-06-20      | 6.0210%  | 0.0000% | $23224512.00       | $24734558.16       | Agency Mortgage-Backed Securities         |
| GNII SF DK4294 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1410026.00        | $1471893.88        | Agency Mortgage-Backed Securities         |
| GNII BD DK3590 C     | 2055-07-20      | 6.5000%  | 0.0000% | $4361112.00        | $4465925.51        | Agency Mortgage-Backed Securities         |
| GNII SF MA5265 M     | 2048-05-20      | 4.5000%  | 0.0000% | $27234880.00       | $1985513.88        | Agency Mortgage-Backed Securities         |
| GNII SF CU0339 C     | 2053-08-20      | 7.0000%  | 0.0000% | $10901936.00       | $9661326.09        | Agency Mortgage-Backed Securities         |
| GNPL PN DF3003       | 2060-04-15      | 5.6500%  | 0.0000% | $5538032.00        | $5769707.51        | Agency Mortgage-Backed Securities         |
| GNRA 2017-53 WA      | 2036-06-20      | 4.5080%  | 0.0000% | $12689488.00       | $1006204.27        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-08O FC     | 2070-02-20      | 5.0867%  | 0.0000% | $1100000.00        | $190001.97         | Agency Collateralized Mortgage Obligation |
| GNPL PN CP2703       | 2060-04-15      | 5.1700%  | 0.0000% | $1400000.00        | $1409814.12        | Agency Mortgage-Backed Securities         |
| GNMI SF AN8477 X     | 2045-08-15      | 3.5000%  | 0.0000% | $284831.00         | $58193.11          | Agency Mortgage-Backed Securities         |
| GNAR WK 787349 M     | 2048-02-20      | 5.2250%  | 0.0000% | $2720052.00        | $2348019.24        | Agency Mortgage-Backed Securities         |
| GNII SP 788012 C     | 2055-05-20      | 5.5000%  | 0.0000% | $239243000.00      | $240475827.27      | Agency Mortgage-Backed Securities         |
| GNMI SF AE8248 X     | 2044-03-15      | 5.0000%  | 0.0000% | $48169.00          | $11295.21          | Agency Mortgage-Backed Securities         |
| GNPL PN DC7244       | 2060-05-15      | 5.5900%  | 0.0000% | $5645112.00        | $5827026.66        | Agency Mortgage-Backed Securities         |
| GNPL PN DC7229       | 2060-03-15      | 5.2500%  | 0.0000% | $8246768.00        | $8348070.09        | Agency Mortgage-Backed Securities         |
| GNAR AF MA1615 M     | 2044-01-20      | 5.6250%  | 0.0000% | $103511679.00      | $1618030.00        | Agency Mortgage-Backed Securities         |
| GNPL PN CN7596       | 2064-12-15      | 4.3900%  | 0.0000% | $3361320.00        | $3180708.25        | Agency Mortgage-Backed Securities         |
| GNII SF DH6586 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2426336.00        | $2534901.60        | Agency Mortgage-Backed Securities         |
| GNII SF DK1985 C     | 2055-06-20      | 6.0000%  | 0.0000% | $2123016.00        | $2177723.75        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY6685 | 2055-06-01      | 6.0000%  | 0.0000% | $1256050.00        | $1283589.08        | Agency Mortgage-Backed Securities         |
| GNPL PN DD2270       | 2060-06-15      | 5.6100%  | 0.0000% | $12749168.00       | $14043017.29       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQI3504 | 2054-04-01      | 6.5000%  | 0.0000% | $614212.00         | $627109.19         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5038 | 2053-06-01      | 5.0000%  | 0.0000% | $24484512.00       | $20599789.42       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBN3625 | 2049-01-01      | 4.0000%  | 0.0000% | $2025000.00        | $322176.64         | Agency Mortgage-Backed Securities         |
| FNRM RC053DY R25F053 | 2055-07-25      | 5.2500%  | 0.0000% | $22430528.00       | $21406888.42       | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLRJ1758 | 2054-06-01      | 5.0000%  | 0.0000% | $58883.00          | $54529.10          | Agency Mortgage-Backed Securities         |

### Security 285: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.370000%
- **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: ARP19XSR1, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP19XSR1
- **C.18 - Value (incl. sponsor support):** $960922000.00
- **C.18.a - Value (excl. sponsor support):** $960922000.00
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNAR XX.XXX S1947501 | 2037-10-01      | 7.3850%  | 0.0000% | $1695500.00        | $60109.00          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1995919 | 2037-07-01      | 7.2850%  | 0.0000% | $417135.00         | $2654.66           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1906281 | 2037-01-01      | 6.6370%  | 0.0000% | $155000.00         | $1680.96           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BZ2664 | 2031-10-01      | 5.4400%  | 0.0000% | $500000.00         | $519340.57         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAD0482 | 2039-12-01      | 6.7140%  | 0.0000% | $1378000.00        | $20829.85          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1AE0354 | 2037-09-01      | 6.8600%  | 0.0000% | $23423435.00       | $449612.84         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WSAE0557 | 2038-12-01      | 6.9200%  | 0.0000% | $9010000.00        | $67739.80          | Agency Mortgage-Backed Securities |
| FMAR 782870 G        | 2034-09-01      | 6.8710%  | 0.0000% | $447136.00         | $5527.12           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIBT1939 | 2037-02-01      | 2.0000%  | 0.0000% | $7331825.00        | $4740399.97        | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLFS6770 | 2054-01-01      | 7.0000%  | 0.0000% | $158349330.00      | $120052066.10      | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFS8150 | 2035-08-01      | 2.5000%  | 0.0000% | $800000.00         | $632682.99         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS851297 | 2035-09-01      | 6.5880%  | 0.0000% | $5000000.00        | $16971.70          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LA255279 | 2034-04-01      | 6.7500%  | 0.0000% | $25000000.00       | $131135.77         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS555847 | 2033-09-01      | 5.1050%  | 0.0000% | $1500000.00        | $1708.90           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4439 | 2030-07-01      | 4.1900%  | 0.0000% | $21562000.00       | $21432707.07       | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL1845 | 2039-06-01      | 6.4140%  | 0.0000% | $2144000.00        | $23004.08          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA5555 | 2050-04-01      | 3.5000%  | 0.0000% | $450000.00         | $149185.93         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4083 | 2030-06-01      | 4.5100%  | 0.0000% | $9350000.00        | $9430048.46        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOBM7682 | 2055-02-01      | 5.2610%  | 0.0000% | $34212340.00       | $33644976.09       | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1893580 | 2036-09-01      | 7.0650%  | 0.0000% | $166854.00         | $956.46            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS984511 | 2038-01-01      | 6.6500%  | 0.0000% | $6527822.00        | $460278.76         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAI2591 | 2041-05-01      | 6.5000%  | 0.0000% | $30695706.00       | $7428.20           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN3240 | 2026-10-01      | 2.4500%  | 0.0000% | $6000000.00        | $4965563.01        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL0139 | 2039-02-01      | 6.9420%  | 0.0000% | $50000.00          | $794.14            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAL7523 | 2045-10-01      | 3.0000%  | 0.0000% | $261000.00         | $61833.54          | Agency Mortgage-Backed Securities |
| FKAR 03.850 WEWE5057 | 2040-01-01      | 3.8500%  | 0.0000% | $21000000.00       | $19309863.99       | Agency Mortgage-Backed Securities |
| FMAR 2B5130 G        | 2046-02-01      | 6.5730%  | 0.0000% | $610000.00         | $15747.01          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD2673 | 2055-04-01      | 6.0000%  | 0.0000% | $1022699.00        | $1057812.99        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD2569 | 2055-02-01      | 6.0000%  | 0.0000% | $1990015.00        | $2047063.15        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4423 | 2030-07-01      | 4.8900%  | 0.0000% | $1185000.00        | $1209768.87        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4228 | 2030-07-01      | 4.5600%  | 0.0000% | $7995000.00        | $8070976.49        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBL5267 | 2030-01-01      | 2.4700%  | 0.0000% | $40000.00          | $32958.05          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS679740 | 2039-07-01      | 7.4320%  | 0.0000% | $43350679.00       | $323164.74         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBM3904 | 2048-05-01      | 5.0000%  | 0.0000% | $662384.00         | $78145.66          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD0105 | 2055-02-01      | 5.5000%  | 0.0000% | $1929752.00        | $1887608.30        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB804433 | 2034-12-01      | 6.0360%  | 0.0000% | $2699999.00        | $24628.27          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD804420 | 2034-12-01      | 6.4570%  | 0.0000% | $7500000.00        | $37086.14          | Agency Mortgage-Backed Securities |
| FMAR 841879 G        | 2054-09-01      | 6.2040%  | 0.0000% | $11095295.00       | $10694884.87       | Agency Mortgage-Backed Securities |
| FMAR 840955 G        | 2049-04-01      | 4.3930%  | 0.0000% | $5500000.00        | $637920.89         | Agency Mortgage-Backed Securities |
| FMAR 1G0608 G        | 2035-12-01      | 6.6030%  | 0.0000% | $13676523.00       | $100748.99         | Agency Mortgage-Backed Securities |
| FMAR 841163 G        | 2050-05-01      | 3.6430%  | 0.0000% | $3536525.00        | $655915.71         | Agency Mortgage-Backed Securities |
| FMAR 1Q1148 G        | 2037-05-01      | 6.4230%  | 0.0000% | $835000.00         | $12928.14          | Agency Mortgage-Backed Securities |
| FMAR 1G1999 G        | 2037-06-01      | 6.3680%  | 0.0000% | $260000.00         | $3197.65           | Agency Mortgage-Backed Securities |
| FMAR 972164 G        | 2035-01-01      | 6.9900%  | 0.0000% | $4675000.00        | $38145.19          | Agency Mortgage-Backed Securities |
| FMAR 2B7150 G        | 2048-10-01      | 3.3800%  | 0.0000% | $8770024.00        | $250829.13         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA1043 | 2042-03-01      | 4.5000%  | 0.0000% | $87754.00          | $4314.41           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1995615 | 2037-10-01      | 6.1900%  | 0.0000% | $300000.00         | $982.13            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CVAB7352 | 2027-12-01      | 3.0000%  | 0.0000% | $8861229.00        | $154349.91         | Agency Mortgage-Backed Securities |
| FNMS 05.000 NPAA7231 | 2038-03-01      | 5.0000%  | 0.0000% | $5580249.00        | $53926.28          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ3966 | 2030-06-01      | 4.1200%  | 0.0000% | $1296000.00        | $1282897.87        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4111 | 2030-06-01      | 4.4900%  | 0.0000% | $13842000.00       | $13936300.94       | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ1076 | 2031-06-01      | 4.7300%  | 0.0000% | $6856000.00        | $6960729.97        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BZ2890 | 2032-03-01      | 4.9500%  | 0.0000% | $500000.00         | $507284.30         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CTFM7232 | 2028-01-01      | 7.0000%  | 0.0000% | $1040621.00        | $161230.35         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ1226 | 2031-06-01      | 4.7650%  | 0.0000% | $6907000.00        | $7024072.50        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBL4420 | 2029-10-01      | 2.1400%  | 0.0000% | $2300000.00        | $2087265.05        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2092 | 2051-11-01      | 2.5000%  | 0.0000% | $9522918.00        | $6558651.76        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CICA9437 | 2036-03-01      | 2.0000%  | 0.0000% | $115853.00         | $65991.20          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ1884 | 2034-09-01      | 4.2300%  | 0.0000% | $1174000.00        | $1135803.91        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4391 | 2030-07-01      | 4.4300%  | 0.0000% | $11760000.00       | $11794993.84       | Agency Mortgage-Backed Securities |
| FMAR 1N1440 G        | 2037-03-01      | 6.1850%  | 0.0000% | $125000.00         | $3555.71           | Agency Mortgage-Backed Securities |
| FMAR 847986 G        | 2031-06-01      | 5.4070%  | 0.0000% | $10647613.00       | $416064.87         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ1883 | 2034-09-01      | 4.2900%  | 0.0000% | $579000.00         | $562506.03         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ0855 | 2029-04-01      | 4.5500%  | 0.0000% | $50000.00          | $50588.38          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ0959 | 2040-05-01      | 5.5500%  | 0.0000% | $1900000.00        | $1969755.54        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1914850 | 2037-04-01      | 6.5950%  | 0.0000% | $77816.00          | $1570.79           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIFM1824 | 2026-08-01      | 5.0000%  | 0.0000% | $12894563.00       | $10134.51          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFS8795 | 2054-08-01      | 6.0000%  | 0.0000% | $1700000.00        | $1619398.15        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB900197 | 2036-10-01      | 7.5110%  | 0.0000% | $213359.00         | $3286.13           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1888763 | 2037-10-01      | 6.3830%  | 0.0000% | $2150000.00        | $11638.73          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD924707 | 2036-09-01      | 6.9600%  | 0.0000% | $5596852.00        | $671767.62         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLCC0300 | 2055-04-01      | 7.0000%  | 0.0000% | $31251883.00       | $30574593.10       | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1947317 | 2037-10-01      | 7.5100%  | 0.0000% | $2960361.00        | $99939.58          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1914789 | 2037-04-01      | 6.6770%  | 0.0000% | $165000.00         | $2049.57           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1937595 | 2037-05-01      | 6.1100%  | 0.0000% | $4867292.00        | $56178.88          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS924713 | 2033-08-01      | 5.1660%  | 0.0000% | $1769358.00        | $64840.92          | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS1331 | 2037-03-01      | 2.0000%  | 0.0000% | $98000.00          | $58376.76          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTFM8013 | 2031-04-01      | 5.5000%  | 0.0000% | $75444.00          | $3616.06           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODE2938 | 2055-07-01      | 5.0070%  | 0.0000% | $4826091.00        | $4831087.22        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN1466 | 2026-04-01      | 2.6800%  | 0.0000% | $8000000.00        | $6537667.57        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL3850 | 2037-10-01      | 6.6580%  | 0.0000% | $1110609.00        | $32345.12          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAE0923 | 2040-10-01      | 7.2800%  | 0.0000% | $15054152.00       | $42998.40          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDE7043 | 2055-08-01      | 7.0000%  | 0.0000% | $8166651.00        | $8629939.66        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD1718 | 2055-03-01      | 6.5000%  | 0.0000% | $2983946.00        | $3100319.86        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLAS9623 | 2047-05-01      | 5.0000%  | 0.0000% | $5695821.00        | $135911.33         | Agency Mortgage-Backed Securities |
| FKAR 03.900 WAWA3194 | 2037-07-01      | 3.9000%  | 0.0000% | $2506432.00        | $2218995.73        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ0597 | 2040-03-01      | 5.1000%  | 0.0000% | $6100000.00        | $6094290.73        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS2035 | 2037-05-01      | 2.0000%  | 0.0000% | $838405.00         | $535353.72         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ0571 | 2034-02-01      | 5.3000%  | 0.0000% | $846000.00         | $864801.18         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ0281 | 2029-01-01      | 4.9100%  | 0.0000% | $50000.00          | $51095.08          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4058 | 2030-06-01      | 4.1500%  | 0.0000% | $15715000.00       | $15602595.84       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW0733 | 2052-07-01      | 4.5000%  | 0.0000% | $139303.00         | $114550.80         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ0385 | 2034-02-01      | 4.7600%  | 0.0000% | $65000.00          | $65810.59          | Agency Mortgage-Backed Securities |
| FMAR 1B1150 G        | 2033-09-01      | 7.3750%  | 0.0000% | $4185000.00        | $15434.68          | Agency Mortgage-Backed Securities |
| FMAR 1J0244 G        | 2037-01-01      | 6.7960%  | 0.0000% | $5172478.00        | $44110.17          | Agency Mortgage-Backed Securities |
| FMAR 410567 G        | 2027-10-01      | 7.3780%  | 0.0000% | $3262376.00        | $7563.51           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS313731 | 2029-01-01      | 4.7940%  | 0.0000% | $35843917.00       | $1378.68           | Agency Mortgage-Backed Securities |
| FMAR 840291 G        | 2041-11-01      | 6.9930%  | 0.0000% | $3000000.00        | $192763.77         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB817509 | 2035-09-01      | 6.1630%  | 0.0000% | $26204766.00       | $344134.61         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC2702 | 2054-11-01      | 5.5000%  | 0.0000% | $275896.00         | $273484.71         | Agency Mortgage-Backed Securities |
| FMAR 840698 G        | 2047-03-01      | 2.6850%  | 0.0000% | $9500000.00        | $1266225.30        | Agency Mortgage-Backed Securities |
| FMAR 1L2606 G        | 2036-11-01      | 7.1000%  | 0.0000% | $1680845.00        | $55684.01          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HT468473 | 2031-07-01      | 4.5000%  | 0.0000% | $2599448.00        | $1120601.35        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4426 | 2030-07-01      | 4.4700%  | 0.0000% | $6650000.00        | $6684965.70        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD841068 | 2034-11-01      | 6.9590%  | 0.0000% | $7600000.00        | $68179.33          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB814670 | 2035-04-01      | 6.4710%  | 0.0000% | $7923175.00        | $124885.36         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD791868 | 2034-08-01      | 7.3930%  | 0.0000% | $14858979.00       | $150576.41         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB665387 | 2032-08-01      | 5.7880%  | 0.0000% | $2470359.00        | $5875.50           | Agency Mortgage-Backed Securities |
| FMAR 8C1053 G        | 2055-06-01      | 5.7660%  | 0.0000% | $6974865.00        | $7100542.82        | Agency Mortgage-Backed Securities |
| FKAR 04.650 WSWS4019 | 2040-07-01      | 4.6500%  | 0.0000% | $918225.00         | $869907.57         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBV1198 | 2052-02-01      | 2.5000%  | 0.0000% | $965063.00         | $741003.58         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS9787 | 2054-11-01      | 5.5000%  | 0.0000% | $310000.00         | $292116.05         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTCC0323 | 2045-03-01      | 6.0000%  | 0.0000% | $2764436.00        | $2716357.38        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDA8101 | 2054-01-01      | 7.5000%  | 0.0000% | $510289.00         | $373769.24         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BS9877 | 2031-10-01      | 6.1200%  | 0.0000% | $1435000.00        | $1529103.79        | Agency Mortgage-Backed Securities |
| FMAR 840727 G        | 2047-12-01      | 6.7060%  | 0.0000% | $13307750.00       | $873492.08         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN2522 | 2026-10-01      | 2.2600%  | 0.0000% | $8100000.00        | $6527633.33        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL4349 | 2043-11-01      | 6.7270%  | 0.0000% | $5000000.00        | $144979.73         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL5548 | 2038-05-01      | 6.8450%  | 0.0000% | $13000000.00       | $923688.75         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD1751 | 2055-01-01      | 5.5000%  | 0.0000% | $3837022.00        | $3828334.24        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS836464 | 2035-10-01      | 6.4820%  | 0.0000% | $5350000.00        | $39448.05          | Agency Mortgage-Backed Securities |
| FMAR 1G0626 G        | 2036-01-01      | 6.6030%  | 0.0000% | $13375620.00       | $34131.42          | Agency Mortgage-Backed Securities |
| FMAR 1J1380 G        | 2036-03-01      | 7.6720%  | 0.0000% | $330000.00         | $751.92            | Agency Mortgage-Backed Securities |
| FMAR 2B5468 G        | 2046-07-01      | 7.1960%  | 0.0000% | $806000.00         | $97518.24          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL7231 | 2045-08-01      | 3.5000%  | 0.0000% | $48000.00          | $8293.76           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL6236 | 2044-02-01      | 6.3870%  | 0.0000% | $8500000.00        | $250557.39         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL4364 | 2042-09-01      | 6.7890%  | 0.0000% | $1100000.00        | $33694.30          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN8305 | 2028-02-01      | 3.1300%  | 0.0000% | $5900000.00        | $5751180.36        | Agency Mortgage-Backed Securities |
| FKAR 04.450 WNWN2666 | 2031-06-01      | 4.4500%  | 0.0000% | $3238000.00        | $3231952.49        | Agency Mortgage-Backed Securities |
| FMAR 1B3940 G        | 2035-11-01      | 6.6760%  | 0.0000% | $2915956.00        | $32910.67          | Agency Mortgage-Backed Securities |
| FMAR 1N1457 G        | 2037-01-01      | 6.2670%  | 0.0000% | $2742606.00        | $17765.56          | Agency Mortgage-Backed Securities |
| FMAR 841824 G        | 2054-10-01      | 5.7480%  | 0.0000% | $62550000.00       | $52956721.14       | Agency Mortgage-Backed Securities |
| FMAR 1J0358 G        | 2037-04-01      | 6.9250%  | 0.0000% | $1850000.00        | $5442.46           | Agency Mortgage-Backed Securities |
| FMAR 1J0506 G        | 2037-07-01      | 6.8320%  | 0.0000% | $43516047.00       | $291922.71         | Agency Mortgage-Backed Securities |
| FMAR 1B1980 G        | 2034-04-01      | 7.4220%  | 0.0000% | $95000.00          | $703.28            | Agency Mortgage-Backed Securities |
| FMAR 1B2321 G        | 2035-09-01      | 7.3790%  | 0.0000% | $4475000.00        | $189926.94         | Agency Mortgage-Backed Securities |
| FMAR 841938 G        | 2050-07-01      | 3.1630%  | 0.0000% | $5994124.00        | $5549974.76        | Agency Mortgage-Backed Securities |
| FMAR 1J0405 G        | 2037-05-01      | 6.5110%  | 0.0000% | $2120000.00        | $14138.94          | Agency Mortgage-Backed Securities |
| FMAR 841880 G        | 2045-03-01      | 6.7400%  | 0.0000% | $1184360.00        | $1124428.25        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WSAL7183 | 2036-01-01      | 6.5340%  | 0.0000% | $2700000.00        | $265582.11         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN6602 | 2032-11-01      | 3.2100%  | 0.0000% | $140000.00         | $126724.50         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WDAL1991 | 2034-06-01      | 6.5270%  | 0.0000% | $9256885.00        | $528980.76         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAN5679 | 2027-07-01      | 3.0400%  | 0.0000% | $14637900.00       | $12126471.36       | Agency Mortgage-Backed Securities |
| FMAR 1J1378 G        | 2036-11-01      | 6.2650%  | 0.0000% | $2454700.00        | $24712.84          | Agency Mortgage-Backed Securities |
| FMAR 1J1433 G        | 2036-10-01      | 6.9360%  | 0.0000% | $18000000.00       | $90264.91          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOBM7782 | 2055-08-01      | 5.3660%  | 0.0000% | $102030504.00      | $102684893.68      | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBL3653 | 2029-09-01      | 2.5600%  | 0.0000% | $75000.00          | $66461.66          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB849264 | 2036-01-01      | 6.6280%  | 0.0000% | $5089993.00        | $117631.98         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBS8643 | 2030-06-01      | 4.4800%  | 0.0000% | $4950000.00        | $4983572.55        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCA8587 | 2051-01-01      | 2.0000%  | 0.0000% | $99822.00          | $62618.69          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAS0765 | 2028-10-01      | 3.5000%  | 0.0000% | $25000.00          | $1168.90           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE5200 | 2055-08-01      | 6.0000%  | 0.0000% | $6239711.00        | $6423021.23        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAM9825 | 2025-10-01      | 2.9200%  | 0.0000% | $12299000.00       | $9946164.07        | Agency Mortgage-Backed Securities |
| FMAR 1G2603 G        | 2036-10-01      | 6.3580%  | 0.0000% | $2475000.00        | $6993.85           | Agency Mortgage-Backed Securities |
| FMAR 1J1264 G        | 2036-02-01      | 6.6550%  | 0.0000% | $47302415.00       | $169426.86         | Agency Mortgage-Backed Securities |
| FMAR 1L1312 G        | 2036-01-01      | 7.2360%  | 0.0000% | $3000000.00        | $6225.70           | Agency Mortgage-Backed Securities |
| FMAR 1N0169 G        | 2036-07-01      | 6.3070%  | 0.0000% | $4800000.00        | $42815.77          | Agency Mortgage-Backed Securities |
| FMAR 1G1946 G        | 2037-05-01      | 6.1190%  | 0.0000% | $45971707.00       | $710586.27         | Agency Mortgage-Backed Securities |
| FMAR 1G1850 G        | 2036-04-01      | 6.2400%  | 0.0000% | $70334541.00       | $159360.66         | Agency Mortgage-Backed Securities |
| FMAR 1N0333 G        | 2036-12-01      | 6.3650%  | 0.0000% | $75000.00          | $2061.54           | Agency Mortgage-Backed Securities |
| FMAR 1Q1104 G        | 2037-04-01      | 6.5400%  | 0.0000% | $180000.00         | $8080.16           | Agency Mortgage-Backed Securities |
| FMAR 1N1433 G        | 2037-02-01      | 6.1000%  | 0.0000% | $124000.00         | $1178.31           | Agency Mortgage-Backed Securities |
| FMAR 1G1649 G        | 2037-03-01      | 6.7750%  | 0.0000% | $18320000.00       | $51214.08          | Agency Mortgage-Backed Securities |
| FMAR 1N1463 G        | 2037-05-01      | 6.8560%  | 0.0000% | $3000000.00        | $14342.90          | Agency Mortgage-Backed Securities |
| FMAR 1N1447 G        | 2037-02-01      | 6.3200%  | 0.0000% | $1340000.00        | $5085.23           | Agency Mortgage-Backed Securities |
| FMAR 1G1471 G        | 2037-01-01      | 6.5870%  | 0.0000% | $500000.00         | $3448.56           | Agency Mortgage-Backed Securities |
| FMAR 1J1732 G        | 2037-06-01      | 6.6280%  | 0.0000% | $5190000.00        | $32782.35          | Agency Mortgage-Backed Securities |
| FMAR 1H1343 G        | 2036-08-01      | 7.6010%  | 0.0000% | $755000.00         | $2595.01           | Agency Mortgage-Backed Securities |
| FMAR 1J2876 G        | 2037-09-01      | 7.5090%  | 0.0000% | $9995224.00        | $274231.99         | Agency Mortgage-Backed Securities |
| FMAR 1Q1434 G        | 2040-09-01      | 6.7370%  | 0.0000% | $7900000.00        | $127119.15         | Agency Mortgage-Backed Securities |
| FMAR 1G1834 G        | 2036-02-01      | 7.3200%  | 0.0000% | $24354966.00       | $103169.16         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ0338 | 2040-01-01      | 4.7600%  | 0.0000% | $5400000.00        | $5219168.99        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS843997 | 2035-11-01      | 6.2350%  | 0.0000% | $200000.00         | $1612.55           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WSBO9776 | 2049-03-01      | 4.2610%  | 0.0000% | $1374000.00        | $604672.30         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB725731 | 2034-08-01      | 5.9060%  | 0.0000% | $5317000.00        | $24816.69          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BZ2691 | 2034-01-01      | 5.2400%  | 0.0000% | $1700000.00        | $1747135.33        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1883056 | 2036-07-01      | 6.3880%  | 0.0000% | $7500000.00        | $134649.45         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODC0898 | 2055-03-01      | 5.9480%  | 0.0000% | $6846553.00        | $5831819.43        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB945032 | 2037-08-01      | 7.7990%  | 0.0000% | $333708.00         | $4750.98           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC2210 | 2054-08-01      | 6.0000%  | 0.0000% | $400000.00         | $390371.52         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC1044 | 2054-09-01      | 5.5000%  | 0.0000% | $1534975.00        | $1414068.68        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4437 | 2051-10-01      | 2.0000%  | 0.0000% | $2788458.00        | $1736943.40        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CJMA4142 | 2035-09-01      | 2.5000%  | 0.0000% | $265000.00         | $41737.33          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA7257 | 2050-10-01      | 2.5000%  | 0.0000% | $100000.00         | $53602.16          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBL7124 | 2035-06-01      | 1.9300%  | 0.0000% | $2430000.00        | $1758053.10        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ3858 | 2032-06-01      | 4.7500%  | 0.0000% | $11982000.00       | $12153274.70       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CNMA5774 | 2035-07-01      | 4.5000%  | 0.0000% | $9089479.00        | $8964235.71        | Agency Mortgage-Backed Securities |
| FKAR 04.250 WRWR1005 | 2030-04-01      | 4.2500%  | 0.0000% | $18708000.00       | $18616736.15       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3686 | 2049-06-01      | 3.5000%  | 0.0000% | $195276.00         | $16975.80          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBS9156 | 2030-08-01      | 4.4600%  | 0.0000% | $1000000.00        | $1006925.67        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS836904 | 2035-10-01      | 6.1530%  | 0.0000% | $50002447.00       | $243096.54         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDB8633 | 2054-07-01      | 6.5000%  | 0.0000% | $170000.00         | $131002.08         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBM6169 | 2049-11-01      | 2.9960%  | 0.0000% | $23828464.00       | $2709457.10        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS844532 | 2035-11-01      | 6.0980%  | 0.0000% | $300000.00         | $3392.46           | Agency Mortgage-Backed Securities |
| FMAR 783015 G        | 2035-02-01      | 6.4350%  | 0.0000% | $4780000.00        | $48561.33          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6340 | 2045-12-01      | 3.5000%  | 0.0000% | $300000.00         | $57590.34          | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIDE5980 | 2040-07-01      | 6.5000%  | 0.0000% | $1053086.00        | $1101494.96        | Agency Mortgage-Backed Securities |
| FMAR 781095 G        | 2033-11-01      | 6.5420%  | 0.0000% | $11250000.00       | $63625.12          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS2718 | 2036-08-01      | 1.9500%  | 0.0000% | $50000.00          | $36528.76          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAT1155 | 2043-09-01      | 7.1170%  | 0.0000% | $10349493.00       | $725812.03         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAX3715 | 2027-06-01      | 3.5000%  | 0.0000% | $45000.00          | $696.78            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAY4068 | 2044-04-01      | 6.3770%  | 0.0000% | $9000000.00        | $323548.50         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL745147 | 2035-12-01      | 4.5000%  | 0.0000% | $715485.00         | $7828.94           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS725639 | 2033-09-01      | 7.0860%  | 0.0000% | $500000.00         | $667.54            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS735992 | 2032-09-01      | 7.1910%  | 0.0000% | $7719108.00        | $113784.72         | Agency Mortgage-Backed Securities |
| FMAR 1Q0379 G        | 2037-11-01      | 6.9530%  | 0.0000% | $1385000.00        | $2722.78           | Agency Mortgage-Backed Securities |
| FMAR 1G2127 G        | 2037-08-01      | 7.4080%  | 0.0000% | $20408134.00       | $156258.96         | Agency Mortgage-Backed Securities |
| FMAR 1N1417 G        | 2037-02-01      | 6.0900%  | 0.0000% | $12955902.00       | $33162.77          | Agency Mortgage-Backed Securities |
| FMAR 1H2617 G        | 2036-05-01      | 6.2500%  | 0.0000% | $22500000.00       | $53896.63          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL8182 | 2046-02-01      | 6.7280%  | 0.0000% | $1019000.00        | $38419.35          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL2984 | 2042-10-01      | 6.7080%  | 0.0000% | $5200000.00        | $245220.97         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAD0663 | 2036-06-01      | 5.5000%  | 0.0000% | $464957.00         | $8567.99           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CNMA5182 | 2033-10-01      | 6.0000%  | 0.0000% | $200889.00         | $89420.15          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD9479 | 2055-05-01      | 6.0000%  | 0.0000% | $1210277.00        | $1245592.89        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAL6470 | 2029-10-01      | 3.5000%  | 0.0000% | $1133000.00        | $49618.91          | Agency Mortgage-Backed Securities |
| FMAR 841022 G        | 2049-05-01      | 6.5400%  | 0.0000% | $15800000.00       | $1091429.97        | Agency Mortgage-Backed Securities |
| FMAR 847320 G        | 2033-04-01      | 6.6280%  | 0.0000% | $1000000.00        | $5269.48           | Agency Mortgage-Backed Securities |
| FKAR 01.250 WNWN2052 | 2027-03-01      | 1.2500%  | 0.0000% | $4000000.00        | $3575900.45        | Agency Mortgage-Backed Securities |
| FMAR 1J0453 G        | 2037-06-01      | 6.4950%  | 0.0000% | $360000.00         | $4851.82           | Agency Mortgage-Backed Securities |
| FMAR 847376 G        | 2034-12-01      | 6.5290%  | 0.0000% | $513000.00         | $1720.30           | Agency Mortgage-Backed Securities |
| FMAR 1J1479 G        | 2037-02-01      | 7.1900%  | 0.0000% | $12107628.00       | $299585.89         | Agency Mortgage-Backed Securities |
| FMAR 1G1533 G        | 2037-02-01      | 6.6080%  | 0.0000% | $1260000.00        | $7621.29           | Agency Mortgage-Backed Securities |
| FMAR 1Q1915 G        | 2040-06-01      | 6.7550%  | 0.0000% | $1562523.00        | $1522705.06        | Agency Mortgage-Backed Securities |
| FMAR 1Q0317 G        | 2037-09-01      | 7.4330%  | 0.0000% | $18290445.00       | $178840.25         | Agency Mortgage-Backed Securities |
| FMAR 841881 G        | 2051-01-01      | 2.2440%  | 0.0000% | $2077185.00        | $1772029.24        | Agency Mortgage-Backed Securities |
| FMAR 1L0132 G        | 2035-07-01      | 7.3750%  | 0.0000% | $42316866.00       | $345067.62         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD0737 | 2055-02-01      | 6.0000%  | 0.0000% | $3667940.00        | $3618680.94        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIDC7418 | 2039-12-01      | 5.0000%  | 0.0000% | $1028197.00        | $689761.03         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WE238575 | 2033-03-01      | 4.2100%  | 0.0000% | $4211814.00        | $10588.32          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAI4891 | 2041-06-01      | 4.5000%  | 0.0000% | $1698200.00        | $51205.93          | Agency Mortgage-Backed Securities |
| FMAR 2B0973 G        | 2042-11-01      | 6.3950%  | 0.0000% | $925000.00         | $13647.07          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIBW1175 | 2037-09-01      | 3.0000%  | 0.0000% | $3111478.00        | $2202008.81        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTBU5714 | 2045-02-01      | 6.0000%  | 0.0000% | $1666020.00        | $1327368.10        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX XYAL9970 | 2027-02-01      | 2.8800%  | 0.0000% | $145000.00         | $11438.69          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX YLAL3755 | 2038-02-01      | 5.0090%  | 0.0000% | $450000.00         | $9252.24           | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BS9382 | 2035-02-01      | 4.9200%  | 0.0000% | $2868000.00        | $2892535.74        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBU8842 | 2052-05-01      | 3.5000%  | 0.0000% | $10000000.00       | $7265450.11        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBV2255 | 2052-02-01      | 2.5000%  | 0.0000% | $27000.00          | $18872.78          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAM9431 | 2030-08-01      | 3.5800%  | 0.0000% | $1200000.00        | $1146478.00        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB879052 | 2036-03-01      | 6.7860%  | 0.0000% | $615000.00         | $7157.65           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS745445 | 2036-01-01      | 6.5220%  | 0.0000% | $500562.00         | $4098.23           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS867584 | 2036-02-01      | 6.2980%  | 0.0000% | $5025000.00        | $33591.80          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS735356 | 2035-01-01      | 6.0810%  | 0.0000% | $700000.00         | $7598.65           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS735643 | 2042-08-01      | 5.5980%  | 0.0000% | $200000.00         | $2355.52           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD820544 | 2035-05-01      | 6.1900%  | 0.0000% | $500000.00         | $775.75            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB828480 | 2035-06-01      | 6.3940%  | 0.0000% | $610000.00         | $3134.28           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB821697 | 2035-06-01      | 6.1970%  | 0.0000% | $3593000.00        | $26754.21          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL1438 | 2042-02-01      | 6.6880%  | 0.0000% | $20000000.00       | $357397.98         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WDAL0332 | 2034-09-01      | 6.5450%  | 0.0000% | $2679223.00        | $113694.91         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS813714 | 2035-01-01      | 6.1940%  | 0.0000% | $470000.00         | $3867.16           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS848390 | 2035-12-01      | 6.1340%  | 0.0000% | $1300000.00        | $6980.71           | Agency Mortgage-Backed Securities |
| FMAR 848404 G        | 2036-06-01      | 6.4920%  | 0.0000% | $500000.00         | $18106.47          | Agency Mortgage-Backed Securities |
| FMAR 1Q0789 G        | 2038-05-01      | 6.8710%  | 0.0000% | $254700.00         | $559.12            | Agency Mortgage-Backed Securities |
| FMAR 1Q1467 G        | 2039-11-01      | 6.8720%  | 0.0000% | $795000.00         | $11197.32          | Agency Mortgage-Backed Securities |
| FMAR 786668 G        | 2028-12-01      | 7.4180%  | 0.0000% | $78860802.00       | $121426.93         | Agency Mortgage-Backed Securities |
| FMAR 1G2604 G        | 2036-10-01      | 6.5660%  | 0.0000% | $4947327.00        | $39379.44          | Agency Mortgage-Backed Securities |
| FMAR 782758 G        | 2036-11-01      | 6.8950%  | 0.0000% | $6250000.00        | $31894.99          | Agency Mortgage-Backed Securities |
| FMAR 1N1582 G        | 2037-05-01      | 5.9800%  | 0.0000% | $3570000.00        | $25586.05          | Agency Mortgage-Backed Securities |
| FMAR 849192 G        | 2043-12-01      | 7.1150%  | 0.0000% | $10652481.00       | $632315.80         | Agency Mortgage-Backed Securities |
| FMAR 1Q0092 G        | 2036-03-01      | 6.4950%  | 0.0000% | $333657.00         | $3958.42           | Agency Mortgage-Backed Securities |
| FKAR 04.450 WNWN1559 | 2030-11-01      | 4.4500%  | 0.0000% | $3042000.00        | $3046676.57        | Agency Mortgage-Backed Securities |
| FKAR 04.000 WNWN0195 | 2040-05-01      | 4.0000%  | 0.0000% | $9240000.00        | $8301736.52        | Agency Mortgage-Backed Securities |
| FMAR 1L2609 G        | 2038-08-01      | 6.1800%  | 0.0000% | $8271708.00        | $82043.68          | Agency Mortgage-Backed Securities |
| FMAR 1G1114 G        | 2035-09-01      | 7.4770%  | 0.0000% | $1675819.00        | $9405.18           | Agency Mortgage-Backed Securities |
| FMAR 1B4406 G        | 2039-08-01      | 7.6540%  | 0.0000% | $1045000.00        | $9845.33           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9669 | 2053-07-01      | 5.0000%  | 0.0000% | $9786230.00        | $7475987.39        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS7303 | 2053-07-01      | 5.0000%  | 0.0000% | $2085000.00        | $1905391.61        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIFS9694 | 2037-03-01      | 2.0000%  | 0.0000% | $19997730.00       | $16729438.72       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDD1532 | 2055-01-01      | 4.5000%  | 0.0000% | $2385301.00        | $2259525.27        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CICB3219 | 2037-03-01      | 3.0000%  | 0.0000% | $101000.00         | $61070.32          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD6049 | 2055-04-01      | 5.5000%  | 0.0000% | $1459895.00        | $1469934.05        | Agency Mortgage-Backed Securities |
| FKAR 04.350 WSWS4018 | 2038-03-01      | 4.3500%  | 0.0000% | $5565353.00        | $5150185.23        | Agency Mortgage-Backed Securities |
| FMAR 8C0269 G        | 2052-05-01      | 2.4870%  | 0.0000% | $265000.00         | $185781.88         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3061 | 2052-03-01      | 3.0000%  | 0.0000% | $44629.00          | $33648.76          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFS0392 | 2052-01-01      | 2.5000%  | 0.0000% | $305500.00         | $209748.76         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBS4598 | 2029-02-01      | 1.7400%  | 0.0000% | $220000.00         | $202010.60         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD1952 | 2055-02-01      | 6.0000%  | 0.0000% | $3614665.00        | $3710695.63        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOBU8798 | 2052-04-01      | 2.8780%  | 0.0000% | $1000000.00        | $745456.43         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WSBO9999 | 2046-07-01      | 4.0750%  | 0.0000% | $2000000.00        | $484607.72         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS9194 | 2052-02-01      | 3.5000%  | 0.0000% | $5657295.00        | $4784825.90        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB922881 | 2037-02-01      | 6.0850%  | 0.0000% | $19325778.00       | $60677.60          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA0734 | 2031-05-01      | 4.5000%  | 0.0000% | $1050000.00        | $33645.68          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3872 | 2049-12-01      | 3.5000%  | 0.0000% | $359000.00         | $49355.86          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WSBO7214 | 2047-07-01      | 3.3320%  | 0.0000% | $330000.00         | $85523.66          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WZ735654 | 2044-10-01      | 5.5980%  | 0.0000% | $400000.00         | $3293.12           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB658481 | 2033-09-01      | 5.9940%  | 0.0000% | $25000.00          | $1005.32           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB745925 | 2036-09-01      | 7.1860%  | 0.0000% | $120000.00         | $2054.63           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS735642 | 2042-08-01      | 5.5980%  | 0.0000% | $699998.00         | $10172.84          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDC9142 | 2055-07-01      | 5.0000%  | 0.0000% | $2515763.00        | $2489324.01        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS3801 | 2031-12-01      | 1.9000%  | 0.0000% | $50000.00          | $43015.02          | Agency Mortgage-Backed Securities |
| MNMS 03.210 MTBS5245 | 2042-04-01      | 3.2100%  | 0.0000% | $2750000.00        | $2167840.96        | Agency Mortgage-Backed Securities |
| FMAR 781995 G        | 2034-10-01      | 6.9460%  | 0.0000% | $1500000.00        | $11795.22          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBS6891 | 2029-10-01      | 4.4300%  | 0.0000% | $170000.00         | $169364.97         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS8096 | 2033-04-01      | 4.7000%  | 0.0000% | $707000.00         | $704233.27         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD1765 | 2055-01-01      | 6.0000%  | 0.0000% | $4957828.00        | $4822467.90        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX AS065583 | 2028-09-01      | 4.4100%  | 0.0000% | $2866290.00        | $827.59            | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS6673 | 2032-10-01      | 4.2300%  | 0.0000% | $850000.00         | $834132.20         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIDC9691 | 2039-12-01      | 6.0000%  | 0.0000% | $1016300.00        | $1004032.94        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX AS070146 | 2029-01-01      | 4.7940%  | 0.0000% | $31774895.00       | $679.13            | Agency Mortgage-Backed Securities |
| FMAR 848568 G        | 2038-09-01      | 6.6560%  | 0.0000% | $1590000.00        | $51055.53          | Agency Mortgage-Backed Securities |
| FMAR 2B6311 G        | 2047-07-01      | 6.3160%  | 0.0000% | $520000.00         | $11347.77          | Agency Mortgage-Backed Securities |
| FMAR 848777 G        | 2037-06-01      | 6.5500%  | 0.0000% | $12088248.00       | $134161.39         | Agency Mortgage-Backed Securities |
| FMAR 848595 G        | 2035-06-01      | 6.8260%  | 0.0000% | $5231621.00        | $393780.27         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4656 | 2052-07-01      | 4.5000%  | 0.0000% | $1940417.00        | $1477921.01        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCC0002 | 2055-02-01      | 6.5000%  | 0.0000% | $13111559.00       | $13574655.23       | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB920985 | 2036-12-01      | 6.2450%  | 0.0000% | $9000000.00        | $68104.74          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS924712 | 2034-09-01      | 5.5630%  | 0.0000% | $250000.00         | $26477.56          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB888526 | 2035-08-01      | 6.3510%  | 0.0000% | $17853000.00       | $259806.42         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBM6935 | 2049-07-01      | 3.4340%  | 0.0000% | $3764000.00        | $2352897.36        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFM3247 | 2045-10-01      | 4.5000%  | 0.0000% | $1183000.00        | $384907.55         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM2373 | 2049-12-01      | 5.0000%  | 0.0000% | $760000.00         | $110951.36         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SOBM7118 | 2052-12-01      | 4.8080%  | 0.0000% | $9700000.00        | $7702912.75        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA2057 | 2055-07-01      | 6.0000%  | 0.0000% | $75660671.00       | $77718774.47       | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM5510 | 2051-01-01      | 2.0000%  | 0.0000% | $29072.00          | $16307.29          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS6676 | 2032-11-01      | 3.6700%  | 0.0000% | $100000.00         | $94489.83          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS6767 | 2032-10-01      | 4.2700%  | 0.0000% | $400000.00         | $377594.50         | Agency Mortgage-Backed Securities |
| FNMS 07.500 CLDC2671 | 2055-05-01      | 7.5000%  | 0.0000% | $1072135.00        | $1149045.63        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODC9109 | 2055-06-01      | 5.5660%  | 0.0000% | $27825183.00       | $28002249.50       | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC3024 | 2054-10-01      | 5.5000%  | 0.0000% | $103551.00         | $102594.05         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CICB9550 | 2039-11-01      | 4.5000%  | 0.0000% | $3509576.00        | $3111651.26        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ0294 | 2029-01-01      | 4.5700%  | 0.0000% | $50000.00          | $50608.27          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS7108 | 2032-12-01      | 4.8300%  | 0.0000% | $2000000.00        | $1995296.10        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBS9744 | 2028-10-01      | 5.2800%  | 0.0000% | $6285000.00        | $6488684.28        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CJMA2344 | 2030-07-01      | 2.5000%  | 0.0000% | $1465000.00        | $103129.60         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA2508 | 2036-01-01      | 4.0000%  | 0.0000% | $5135000.00        | $698893.24         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS544874 | 2036-07-01      | 5.1390%  | 0.0000% | $15015000.00       | $50766.43          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB884760 | 2036-09-01      | 6.8080%  | 0.0000% | $4050000.00        | $52674.94          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDD0751 | 2055-02-01      | 6.0000%  | 0.0000% | $1363092.00        | $1390863.26        | Agency Mortgage-Backed Securities |
| FMAR 782836 G        | 2034-11-01      | 6.5290%  | 0.0000% | $2700000.00        | $17769.54          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX H2BZ0865 | 2031-04-01      | 5.2000%  | 0.0000% | $646000.00         | $665303.99         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB795135 | 2034-10-01      | 6.3900%  | 0.0000% | $405000.00         | $2072.63           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS679737 | 2040-04-01      | 7.6920%  | 0.0000% | $38350572.00       | $203567.83         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4267 | 2030-07-01      | 4.3600%  | 0.0000% | $16582000.00       | $16598753.34       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE1398 | 2055-06-01      | 6.0000%  | 0.0000% | $1170400.00        | $1210760.89        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4470 | 2030-07-01      | 4.4600%  | 0.0000% | $6151000.00        | $6172274.26        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD493805 | 2029-01-01      | 6.4650%  | 0.0000% | $3135000.00        | $3494.44           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS485627 | 2028-11-01      | 6.5360%  | 0.0000% | $8400000.00        | $12108.42          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX SODE2899 | 2055-07-01      | 5.1790%  | 0.0000% | $1622750.00        | $1638028.11        | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBZ3164 | 2035-02-01      | 5.1700%  | 0.0000% | $3313000.00        | $3395207.55        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBM6064 | 2043-10-01      | 6.5060%  | 0.0000% | $6974000.00        | $605262.68         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS6731 | 2032-11-01      | 3.7800%  | 0.0000% | $92000.00          | $84465.19          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB725721 | 2034-06-01      | 6.4880%  | 0.0000% | $4485000.00        | $8135.21           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB823477 | 2035-02-01      | 6.1630%  | 0.0000% | $875000.00         | $17251.70          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB788976 | 2034-04-01      | 6.1590%  | 0.0000% | $8000000.00        | $53590.47          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBP4767 | 2050-05-01      | 2.7160%  | 0.0000% | $500000.00         | $151115.89         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFS7207 | 2039-02-01      | 6.0000%  | 0.0000% | $15691973.00       | $12143139.60       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM8320 | 2051-08-01      | 2.5000%  | 0.0000% | $2149106.00        | $1323577.37        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM3090 | 2035-04-01      | 3.5000%  | 0.0000% | $3800000.00        | $810499.75         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB810429 | 2034-12-01      | 6.5450%  | 0.0000% | $800000.00         | $2955.36           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIFS9460 | 2039-10-01      | 5.5000%  | 0.0000% | $12901614.00       | $11483068.39       | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LA745700 | 2036-06-01      | 6.6950%  | 0.0000% | $30788872.00       | $263573.11         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBM6188 | 2049-08-01      | 3.7090%  | 0.0000% | $10000000.00       | $987876.19         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBM3845 | 2037-09-01      | 6.6780%  | 0.0000% | $334000.00         | $62408.22          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WZ735653 | 2044-10-01      | 5.5980%  | 0.0000% | $699999.00         | $4709.80           | Agency Mortgage-Backed Securities |
| FKAR 05.030 WSWS3002 | 2038-05-01      | 5.0300%  | 0.0000% | $520000.00         | $514528.95         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ4469 | 2030-07-01      | 4.4600%  | 0.0000% | $1884000.00        | $1890516.13        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX HYAM0762 | 2032-09-01      | 3.2900%  | 0.0000% | $10000.00          | $6995.87           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS3405 | 2052-12-01      | 5.5000%  | 0.0000% | $51000.00          | $36898.24          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HYBS4030 | 2032-01-01      | 1.9600%  | 0.0000% | $400000.00         | $343834.33         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB809986 | 2035-03-01      | 6.3290%  | 0.0000% | $2465000.00        | $14059.28          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB888043 | 2036-08-01      | 7.0220%  | 0.0000% | $18250000.00       | $238246.74         | Agency Mortgage-Backed Securities |

### Security 286: CITIGROUP GLOBAL MARKETS INC

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS INC 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XSS9, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: ARP19XSS9
- **C.18 - Value (incl. sponsor support):** $76000000.00
- **C.18.a - Value (excl. sponsor support):** $76000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-05-31      | 3.7500%  | 0.0000% | $22500.00          | $22450.79          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $68358300.00       | $58264651.64       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $100.00            | $102.03            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-31      | 4.1250%  | 0.0000% | $3233500.00        | $3315146.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-15      | 0.1250%  | 0.0000% | $967500.00         | $1142436.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-28      | 4.2500%  | 0.0000% | $14337600.00       | $14774837.11       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | 0.0000% | $400.00            | $396.06            | U.S. Treasuries (including strips) |

### Security 287: CANADIAN IMPERIAL BANK OF COMMERCE

- **C.1 - Title:** CANADIAN IMPERIAL BANK OF COMMERCE 4.370000%
- **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: ARP19XST7, C.3 - LEI: 2IGI19DL77OX0HC3ZE78, C.5 - Other ID: ARP19XST7
- **C.18 - Value (incl. sponsor support):** $54000000.00
- **C.18.a - Value (excl. sponsor support):** $54000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | 0.0000% | $166000.00         | $120746.23         | U.S. Treasuries (including strips) |
| FNMS 07.000 CLDE4238   | 2055-07-01      | 7.0000%  | 0.0000% | $1000.00           | $1064.23           | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBX9236   | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $606.70            | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB2282   | 2051-12-01      | 2.0000%  | 0.0000% | $1022.00           | $627.65            | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBU8859   | 2052-05-01      | 4.5000%  | 0.0000% | $1000.00           | $783.83            | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ1376   | 2031-07-01      | 4.6650%  | 0.0000% | $1841.00           | $1863.34           | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8288   | 2053-01-01      | 5.0000%  | 0.0000% | $574653.00         | $469641.99         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLRA7925   | 2052-09-01      | 4.5000%  | 0.0000% | $4482.00           | $3411.80           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBR9324   | 2051-05-01      | 2.5000%  | 0.0000% | $17415310.00       | $11448804.51       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA8213   | 2052-11-30      | 6.0000%  | 0.0000% | $8264192.00        | $6156387.16        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA5517   | 2051-06-01      | 2.5000%  | 0.0000% | $2048.00           | $1326.98           | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA7744   | 2052-07-01      | 2.5000%  | 0.0000% | $11023024.00       | $8122876.61        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA8886   | 2053-04-01      | 6.0000%  | 0.0000% | $5248.00           | $4367.86           | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2040   | 2052-12-01      | 6.0000%  | 0.0000% | $2000.00           | $1460.23           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT0113   | 2051-06-01      | 2.5000%  | 0.0000% | $2016.00           | $1326.27           | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBU3058   | 2051-12-01      | 2.5000%  | 0.0000% | $12735968.00       | $8641017.86        | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0902   | 2052-02-01      | 2.5000%  | 0.0000% | $125883.00         | $85914.98          | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD7254   | 2054-11-01      | 5.0000%  | 0.0000% | $109674.00         | $104891.24         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD2056   | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $747.51            | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLRA6136   | 2051-10-01      | 2.5000%  | 0.0000% | $1024.00           | $714.10            | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRA8417   | 2053-01-01      | 6.0000%  | 0.0000% | $3000.00           | $2394.77           | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD4205   | 2053-10-01      | 6.5000%  | 0.0000% | $11646224.00       | $9395195.25        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCB2400   | 2051-12-01      | 2.5000%  | 0.0000% | $16063798.00       | $11036463.43       | Agency Mortgage-Backed Securities  |
| MNAR XX.XXX HXBZ4355   | 2030-07-01      | 4.4600%  | 0.0000% | $16109.00          | $16182.26          | Agency Mortgage-Backed Securities  |

### Security 288: SMBC NIKKO SECURITIES AMERICA INC

- **C.1 - Title:** SMBC NIKKO SECURITIES AMERICA INC 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XSV2, C.3 - LEI: 6PJDTY319315T5LR2241, C.5 - Other ID: ARP19XSV2
- **C.18 - Value (incl. sponsor support):** $478000000.00
- **C.18.a - Value (excl. sponsor support):** $478000000.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2039-11-15      | 4.3750%  | 0.0000% | $49355400.00       | $48443618.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 3.1250%  | 0.0000% | $799600.00         | $658882.48         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 4.1250%  | 0.0000% | $1000.00           | $1013.54           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 4.6250%  | 0.0000% | $134600.00         | $137219.34         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-02-15      | 4.7500%  | 0.0000% | $585500.00         | $616790.16         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | 0.0000% | $4099500.00        | $2905344.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-15      | 3.8750%  | 0.0000% | $600.00            | $603.17            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | 0.0000% | $374000.00         | $380171.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | 0.0000% | $141700.00         | $142794.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $200.00            | $200.42            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | 0.0000% | $286000.00         | $288905.71         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $100.00            | $100.94            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $182400.00         | $182947.07         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | 0.0000% | $157415800.00      | $159608308.20      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | 0.0000% | $100.00            | $102.88            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | 0.0000% | $30203000.00       | $29988075.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 0.5000%  | 0.0000% | $16800.00          | $16467.91          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | 0.0000% | $8206000.00        | $7934065.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | 0.0000% | $270200.00         | $275132.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $10644300.00       | $10860351.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $100.00            | $97.77             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | 0.0000% | $100.00            | $85.23             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 0.7500%  | 0.0000% | $100.00            | $97.29             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | 0.0000% | $25568700.00       | $25500073.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $6217300.00        | $6247232.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 3.0000%  | 0.0000% | $5000000.00        | $3825205.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 0.5000%  | 0.0000% | $3510200.00        | $3280140.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-15      | 2.2500%  | 0.0000% | $100.00            | $99.84             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.6250%  | 0.0000% | $583500.00         | $566830.77         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $44477600.00       | $42411607.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 4.2500%  | 0.0000% | $100.00            | $99.94             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | 0.0000% | $600.00            | $617.19            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $54487100.00       | $55325765.44       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $1783000.00        | $1822403.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 1.8750%  | 0.0000% | $4690300.00        | $4600098.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | 0.0000% | $19000000.00       | $10726090.25       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $1500.00           | $948.39            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $100.00            | $73.29             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | 0.0000% | $1800.00           | $1655.15           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $999400.00         | $952899.92         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $50794200.00       | $50781545.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $10365500.00       | $9855473.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 0.5000%  | 0.0000% | $999500.00         | $928119.71         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 3.6250%  | 0.0000% | $9002100.00        | $7781900.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 4.7500%  | 0.0000% | $31600.00          | $32455.91          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $439800.00         | $443523.06         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.0000%  | 0.0000% | $32500.00          | $25931.98          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 2.3750%  | 0.0000% | $7900.00           | $7837.12           | U.S. Treasuries (including strips) |

### Security 289: DAIWA CAPITAL MARKETS AMERICA INC

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC 4.370000%
- **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: ARP19XSW0, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: ARP19XSW0
- **C.18 - Value (incl. sponsor support):** $512000000.00
- **C.18.a - Value (excl. sponsor support):** $512000000.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 06.000 CLQY9829   | 2055-08-01      | 6.0000%  | 0.0000% | $8932227.00        | $9105789.10        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE5591   | 2055-07-01      | 6.0000%  | 0.0000% | $6835950.00        | $6968779.34        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8277   | 2052-12-01      | 5.5000%  | 0.0000% | $15739689.00       | $12564590.10       | Agency Mortgage-Backed Securities         |
| GNRM 2025-044 GV       | 2036-01-20      | 6.0000%  | 0.0000% | $10407000.00       | $10506014.95       | Agency Collateralized Mortgage Obligation |
| GNII SF MA8878 M       | 2053-05-20      | 5.0000%  | 0.0000% | $607037.00         | $506259.77         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY9774   | 2055-07-01      | 6.0000%  | 0.0000% | $2238334.00        | $2281827.07        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS6578   | 2053-12-01      | 6.0000%  | 0.0000% | $49837000.00       | $44976009.78       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6482   | 2053-06-01      | 5.5000%  | 0.0000% | $24414162.00       | $22812358.52       | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQB1209   | 2050-07-01      | 2.0000%  | 0.0000% | $5396644.00        | $2680405.97        | Agency Mortgage-Backed Securities         |
| FNRM CL001MA R25F001   | 2050-01-25      | 6.0000%  | 0.0000% | $289520.00         | $255467.07         | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLFS3691   | 2053-01-01      | 6.0000%  | 0.0000% | $12595418.00       | $9959284.30        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBP7243   | 2050-07-01      | 2.0000%  | 0.0000% | $5917095.00        | $3469550.34        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 3PSE9057   | 2051-05-01      | 2.0000%  | 0.0000% | $79999.00          | $52125.55          | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM4796   | 2048-09-01      | 4.5000%  | 0.0000% | $57715845.00       | $18959622.61       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDE6633   | 2055-07-01      | 6.5000%  | 0.0000% | $1372137.00        | $1433193.90        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY5392   | 2055-06-01      | 6.5000%  | 0.0000% | $3772527.00        | $3937968.18        | Agency Mortgage-Backed Securities         |
| GNII SF MB0424 M       | 2055-05-20      | 5.5000%  | 0.0000% | $35999364.00       | $36009474.89       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB5024   | 2052-11-01      | 5.0000%  | 0.0000% | $4561387.00        | $3558506.37        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE5192   | 2055-07-01      | 6.0000%  | 0.0000% | $3650421.00        | $3720414.17        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8438   | 2054-06-01      | 5.5000%  | 0.0000% | $10881595.00       | $9628323.17        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 3PSE9060   | 2052-02-01      | 2.0000%  | 0.0000% | $50000.00          | $32953.16          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3389   | 2053-07-01      | 6.0000%  | 0.0000% | $22407326.00       | $18903287.39       | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDC5723   | 2054-11-01      | 5.0000%  | 0.0000% | $43762.00          | $38849.89          | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2055-01-25      | 5.2000%  | 0.0000% | $50000000.00       | $46756848.64       | Agency Collateralized Mortgage Obligation |
| Freddie Mac            | 2050-04-25      | 6.0000%  | 0.0000% | $85325.00          | $61939.01          | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLFA1377   | 2055-04-01      | 6.0000%  | 0.0000% | $19934959.00       | $19770613.96       | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQB1050   | 2050-07-01      | 2.0000%  | 0.0000% | $7849408.00        | $3756426.99        | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2049-12-25      | 5.5000%  | 0.0000% | $4128.00           | $3661.32           | Agency Collateralized Mortgage Obligation |
| FNMS 02.500 CLBP4093   | 2050-06-01      | 2.5000%  | 0.0000% | $12993366.00       | $6583166.60        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB8871   | 2054-07-01      | 6.5000%  | 0.0000% | $17270853.00       | $16111691.09       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY9767   | 2055-08-01      | 6.0000%  | 0.0000% | $14868406.00       | $15210156.31       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2027-01-15      | 4.0000%  | 0.0000% | $2672000.00        | $2675380.43        | U.S. Treasuries (including strips)        |
| Freddie Mac            | 2026-08-20      | 4.5200%  | 0.0000% | $5080000.00        | $5125862.24        | Agency Debentures and Agency Strips       |
| GNII SF MA7193 M       | 2051-02-20      | 2.5000%  | 0.0000% | $34235125.00       | $15495487.85       | Agency Mortgage-Backed Securities         |
| GNRM 2025-063 PA       | 2055-03-20      | 5.0000%  | 0.0000% | $52705.00          | $50738.80          | Agency Collateralized Mortgage Obligation |
| GNII SF MA7989 M       | 2052-04-20      | 3.5000%  | 0.0000% | $25083000.00       | $17641738.72       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2047-05-15      | 3.0000%  | 0.0000% | $2491000.00        | $1864334.58        | U.S. Treasuries (including strips)        |
| FNMS 05.500 CLFS6378   | 2053-10-01      | 5.5000%  | 0.0000% | $3630566.00        | $3056068.10        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8469   | 2054-10-01      | 5.5000%  | 0.0000% | $531583.00         | $489251.99         | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2055-05-25      | 5.3500%  | 0.0000% | $605143.00         | $591694.87         | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLSD8493   | 2054-12-01      | 5.5000%  | 0.0000% | $150136.00         | $141022.58         | Agency Mortgage-Backed Securities         |
| Fannie Mae             | 2054-02-25      | 5.2500%  | 0.0000% | $462359.00         | $426665.52         | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLQI6928   | 2054-06-01      | 5.5000%  | 0.0000% | $15274245.00       | $12639400.28       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8453   | 2054-08-01      | 5.5000%  | 0.0000% | $2325383.00        | $2118131.92        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5614   | 2055-02-01      | 5.5000%  | 0.0000% | $5931096.00        | $5698306.94        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8462   | 2054-09-01      | 5.5000%  | 0.0000% | $21836131.00       | $20122704.56       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFA1364   | 2055-04-01      | 4.5000%  | 0.0000% | $16212545.00       | $15283193.11       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5271   | 2054-02-01      | 5.5000%  | 0.0000% | $6143348.00        | $5346333.59        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL0296   | 2055-01-01      | 5.0000%  | 0.0000% | $330938.00         | $316504.32         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBP9656   | 2050-07-01      | 2.0000%  | 0.0000% | $5296740.00        | $2360543.88        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB8712   | 2054-06-01      | 6.0000%  | 0.0000% | $22085170.00       | $20019065.54       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5792   | 2055-07-01      | 5.5000%  | 0.0000% | $50678568.00       | $50657401.23       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE3546   | 2055-07-01      | 6.0000%  | 0.0000% | $1137579.00        | $1159658.27        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ4299   | 2055-06-01      | 5.0000%  | 0.0000% | $11930005.00       | $11663306.39       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRQ0026   | 2055-07-01      | 5.0000%  | 0.0000% | $3779128.00        | $3676032.67        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY8176   | 2055-07-01      | 6.0000%  | 0.0000% | $3596044.00        | $3665433.27        | Agency Mortgage-Backed Securities         |

### Security 290: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XSX8, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP19XSX8
- **C.18 - Value (incl. sponsor support):** $364000000.00
- **C.18.a - Value (excl. sponsor support):** $364000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $249370500.00      | $249999977.47      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $116505400.00      | $121325061.10      | U.S. Treasuries (including strips) |

### Security 291: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XSZ3, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP19XSZ3
- **C.18 - Value (incl. sponsor support):** $278000000.00
- **C.18.a - Value (excl. sponsor support):** $278000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-09-30      | 3.5000%  | 0.0000% | $210932800.00      | $211910825.15      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | 0.0000% | $71288300.00       | $71683593.62       | U.S. Treasuries (including strips) |

### Security 292: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XT25, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP19XT25
- **C.18 - Value (incl. sponsor support):** $1021000000.00
- **C.18.a - Value (excl. sponsor support):** $1021000000.00
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $100.00            | $82.23             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $21048900.00       | $21330955.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $18060000.00       | $18093230.40       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 4.0000%  | 0.0000% | $66728700.00       | $67303678.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 5.5000%  | 0.0000% | $900.00            | $964.82            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-16      | 0.0000%  | 0.0000% | $327300.00         | $324337.94         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $2800.00           | $2843.06           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | 0.0000% | $248834900.00      | $249534126.07      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 4.3839%  | 0.0000% | $9146200.00        | $9140620.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $248739800.00      | $249938311.19      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 3.7500%  | 0.0000% | $1799900.00        | $1621218.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $20417200.00       | $18924100.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | 0.0000% | $100.00            | $89.56             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | 0.0000% | $94200.00          | $92686.55          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 2.2500%  | 0.0000% | $195611900.00      | $119164359.54      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $30077000.00       | $26725821.14       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-30      | 3.0000%  | 0.0000% | $671900.00         | $677179.79         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 1.6250%  | 0.0000% | $100.00            | $97.72             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | 0.0000% | $100.00            | $98.39             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | 0.0000% | $100.00            | $80.63             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | 0.0000% | $700.00            | $702.41            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-18      | 0.0000%  | 0.0000% | $2380500.00        | $2349734.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-31      | 0.2500%  | 0.0000% | $163900.00         | $162296.24         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | 0.0000% | $12036300.00       | $11920618.72       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 3.7500%  | 0.0000% | $100.00            | $99.65             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $2065600.00        | $2125619.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.8750%  | 0.0000% | $9514900.00        | $9279829.79        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.1250%  | 0.0000% | $20207800.00       | $19418024.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | 0.0000% | $100.00            | $78.51             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | 0.0000% | $152112600.00      | $144696415.44      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | 0.0000% | $12853000.00       | $12994468.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | 0.0000% | $100.00            | $96.27             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | 0.0000% | $1000.00           | $925.89            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | 0.0000% | $100.00            | $95.09             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 2.6250%  | 0.0000% | $53000000.00       | $50476564.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 4.2500%  | 0.0000% | $5248400.00        | $5245739.06        | U.S. Treasuries (including strips) |

### Security 293: DAIWA CAPITAL MARKETS AMERICA INC

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA INC 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XT33, C.3 - LEI: M67H5PRC0NQKM73ZAS82, C.5 - Other ID: ARP19XT33
- **C.18 - Value (incl. sponsor support):** $77000000.00
- **C.18.a - Value (excl. sponsor support):** $77000000.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2025-10-31      | 5.0000%  | 0.0000% | $37129300.00       | $37642129.89       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | 0.0000% | $36053800.00       | $36613427.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | 0.0000% | $4271700.00        | $4284511.96        | U.S. Treasuries (including strips) |

### Security 294: FEDERAL RESERVE BANK OF NEW YORK

- **C.1 - Title:** FEDERAL RESERVE BANK OF NEW YORK 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XT41, C.3 - LEI: 254900Y8NKGV541U8Q32, C.5 - Other ID: ARP19XT41
- **C.18 - Value (incl. sponsor support):** $2232000000.00
- **C.18.a - Value (excl. sponsor support):** $2232000000.00
- **C.19 - Percentage of Net Assets:** 2.7200%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | 0.0000% | $186396800.00      | $172199823.79      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | 0.0000% | $2383177700.00     | $2060063702.95     | U.S. Treasuries (including strips) |

### Security 295: BANCO SANTANDER SA

- **C.1 - Title:** BANCO SANTANDER SA 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XT58, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: ARP19XT58
- **C.18 - Value (incl. sponsor support):** $465000000.00
- **C.18.a - Value (excl. sponsor support):** $465000000.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-05-31      | 4.8750%  | 0.0000% | $6745800.00        | $6833825.94        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | 0.0000% | $218600.00         | $219707.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $2401500.00        | $2400990.80        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-12-31      | 4.5000%  | 0.0000% | $465800.00         | $478629.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 3.6250%  | 0.0000% | $100.00            | $100.59            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | 0.0000% | $169375600.00      | $172116463.57      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | 0.0000% | $700.00            | $679.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | 0.0000% | $1000.00           | $1009.40           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 0.5000%  | 0.0000% | $100.00            | $98.02             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | 0.0000% | $100.00            | $97.77             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 4.8750%  | 0.0000% | $4999900.00        | $5083100.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | 0.0000% | $40944700.00       | $41574920.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | 0.0000% | $37500000.00       | $38561473.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | 0.0000% | $1484100.00        | $1491245.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | 0.0000% | $28146000.00       | $28768011.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 3.8750%  | 0.0000% | $5799900.00        | $5784333.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | 0.0000% | $1000.00           | $1020.30           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 0.1250%  | 0.0000% | $29347900.00       | $34151127.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 0.8750%  | 0.0000% | $100.00            | $96.62             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 1.3750%  | 0.0000% | $100.00            | $92.19             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $2000.00           | $1866.20           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | 0.0000% | $100.00            | $97.32             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-15      | 4.3750%  | 0.0000% | $835800.00         | $843975.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $100.00            | $102.97            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 4.3750%  | 0.0000% | $3398000.00        | $3473208.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-06-30      | 3.7500%  | 0.0000% | $6717300.00        | $6680307.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.8750%  | 0.0000% | $200.00            | $171.14            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $2400.00           | $2355.90           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 2.7500%  | 0.0000% | $200.00            | $192.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | 0.0000% | $43701600.00       | $40682780.88       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-09-16      | 0.0000%  | 0.0000% | $5909600.00        | $5877404.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-15      | 0.1250%  | 0.0000% | $10854400.00       | $11439524.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | 0.0000% | $74302800.00       | $51510495.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | 0.0000% | $100.00            | $63.23             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $500.00            | $366.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 2.0000%  | 0.0000% | $16686000.00       | $16320039.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.8750%  | 0.0000% | $100.00            | $101.17            | U.S. Treasuries (including strips) |

### Security 296: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** GOLDMAN SACHS & CO LLC 4.280000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XT82, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP19XT82
- **C.18 - Value (incl. sponsor support):** $257000000.00
- **C.18.a - Value (excl. sponsor support):** $257000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $242938800.00      | $249997833.11      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 1.2500%  | 0.0000% | $150000.00         | $161121.76         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 0.7500%  | 0.0000% | $10360000.00       | $10022452.62       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 0.3750%  | 0.0000% | $1490000.00        | $1958651.14        | U.S. Treasuries (including strips) |

### Security 297: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.370000%
- **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: ARP19XTA7, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP19XTA7
- **C.18 - Value (incl. sponsor support):** $1252000000.00
- **C.18.a - Value (excl. sponsor support):** $1252000000.00
- **C.19 - Percentage of Net Assets:** 1.5200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF DK6522 C     | 2055-07-20      | 7.0000%  | 0.0000% | $2377240.00        | $2514535.91        | Agency Mortgage-Backed Securities |
| GNII JM 004308 M     | 2038-12-20      | 5.0000%  | 0.0000% | $100000.00         | $503.48            | Agency Mortgage-Backed Securities |
| GNII SP 785134 M     | 2049-11-20      | 5.0000%  | 0.0000% | $1024.00           | $193.20            | Agency Mortgage-Backed Securities |
| GNMI SF 733963 X     | 2025-10-15      | 3.5000%  | 0.0000% | $500000.00         | $297.21            | Agency Mortgage-Backed Securities |
| GNII SF 004945 M     | 2041-02-20      | 4.0000%  | 0.0000% | $1024.00           | $53.64             | Agency Mortgage-Backed Securities |
| GNII SF DK2007 C     | 2055-07-20      | 6.0000%  | 0.0000% | $1000.00           | $1029.58           | Agency Mortgage-Backed Securities |
| GNII SF DK7331 C     | 2055-07-20      | 5.5000%  | 0.0000% | $1738144.00        | $1761272.32        | Agency Mortgage-Backed Securities |
| GNMI SF 704185 X     | 2039-01-15      | 5.5000%  | 0.0000% | $1000.00           | $4.80              | Agency Mortgage-Backed Securities |
| GNMI SP 781811 X     | 2034-10-15      | 5.0000%  | 0.0000% | $225000.00         | $3488.26           | Agency Mortgage-Backed Securities |
| GNMI SF 623958 X     | 2035-12-15      | 5.0000%  | 0.0000% | $234889.00         | $1869.01           | Agency Mortgage-Backed Securities |
| GNMI SF 658258 X     | 2037-01-15      | 6.0000%  | 0.0000% | $660359.00         | $2795.69           | Agency Mortgage-Backed Securities |
| GNMI SF 663893 X     | 2037-03-15      | 5.0000%  | 0.0000% | $1.00              | $0.03              | Agency Mortgage-Backed Securities |
| GNMI SF 663852 X     | 2037-02-15      | 5.5000%  | 0.0000% | $454000.00         | $1186.21           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL995149 | 2038-10-01      | 6.5000%  | 0.0000% | $230000.00         | $2128.17           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAB9352 | 2043-05-01      | 3.0000%  | 0.0000% | $30873.00          | $4950.64           | Agency Mortgage-Backed Securities |
| GNII SF MA5266 M     | 2048-06-20      | 5.0000%  | 0.0000% | $1000.00           | $76.84             | Agency Mortgage-Backed Securities |
| GNII SF MA4264 M     | 2047-02-20      | 4.5000%  | 0.0000% | $25000.00          | $2409.90           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS4146 | 2052-11-01      | 5.5000%  | 0.0000% | $3800000.00        | $2675895.39        | Agency Mortgage-Backed Securities |
| GNII SF 003172 M     | 2031-12-20      | 6.0000%  | 0.0000% | $150000.00         | $490.13            | Agency Mortgage-Backed Securities |
| GNMI SF 585479 X     | 2032-08-15      | 6.5000%  | 0.0000% | $250000.00         | $773.76            | Agency Mortgage-Backed Securities |
| GNII SF 003527 M     | 2034-02-20      | 4.0000%  | 0.0000% | $85000.00          | $2336.25           | Agency Mortgage-Backed Securities |
| GNII SF 002767 M     | 2029-06-20      | 6.5000%  | 0.0000% | $795481.00         | $913.37            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLCB7351 | 2053-10-01      | 6.5000%  | 0.0000% | $8479000.00        | $6693690.34        | Agency Mortgage-Backed Securities |
| GNII SF 003150 M     | 2031-10-20      | 6.5000%  | 0.0000% | $500000.00         | $814.51            | Agency Mortgage-Backed Securities |
| GNII SF AV7468 C     | 2046-09-20      | 3.5000%  | 0.0000% | $1000.00           | $118.31            | Agency Mortgage-Backed Securities |
| GNMI SF 599357 X     | 2033-01-15      | 5.5000%  | 0.0000% | $860663.00         | $1901.96           | Agency Mortgage-Backed Securities |
| GNII SF 002975 M     | 2030-09-20      | 9.0000%  | 0.0000% | $200000.00         | $56.79             | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL890200 | 2039-10-01      | 6.5000%  | 0.0000% | $315000.00         | $4664.65           | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL994641 | 2038-11-01      | 7.5000%  | 0.0000% | $95750.00          | $174.60            | Agency Mortgage-Backed Securities |
| GNMI SF AU3385 X     | 2046-08-15      | 4.5000%  | 0.0000% | $48450.00          | $4910.87           | Agency Mortgage-Backed Securities |
| GNII SF AT7147 C     | 2046-06-20      | 3.5000%  | 0.0000% | $1000.00           | $66.13             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3914 | 2052-06-01      | 4.0000%  | 0.0000% | $1597000.00        | $1167115.64        | Agency Mortgage-Backed Securities |
| GNMI SF 570033 X     | 2032-07-15      | 6.5000%  | 0.0000% | $729120.00         | $2011.68           | Agency Mortgage-Backed Securities |
| GNMI SF 573796 X     | 2032-06-15      | 6.5000%  | 0.0000% | $185053.00         | $1978.06           | Agency Mortgage-Backed Securities |
| GNMI SF 578272 X     | 2032-06-15      | 6.5000%  | 0.0000% | $284777.00         | $766.34            | Agency Mortgage-Backed Securities |
| GNMI SF 606285 X     | 2036-05-15      | 5.0000%  | 0.0000% | $344376.00         | $2199.13           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIFM2235 | 2028-12-01      | 4.5000%  | 0.0000% | $10000.00          | $50.09             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAB2302 | 2026-02-01      | 3.5000%  | 0.0000% | $1760000.00        | $4286.67           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIFM3388 | 2034-03-01      | 4.0000%  | 0.0000% | $25000.00          | $788.04            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM1155 | 2032-06-01      | 2.5000%  | 0.0000% | $24000.00          | $4773.58           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM3241 | 2050-03-01      | 3.0000%  | 0.0000% | $13000.00          | $4092.02           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL968252 | 2038-02-01      | 7.0000%  | 0.0000% | $100000.00         | $1070.28           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIBY0026 | 2038-04-01      | 4.0000%  | 0.0000% | $1790228.00        | $1361688.90        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE5833 | 2055-07-01      | 6.0000%  | 0.0000% | $1202154.00        | $1245646.73        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA1053 | 2048-01-01      | 3.5000%  | 0.0000% | $25000.00          | $3628.71           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA2194 | 2048-08-01      | 4.0000%  | 0.0000% | $25503.00          | $2420.06           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE6764 | 2055-07-01      | 5.5000%  | 0.0000% | $6911080.00        | $6912036.03        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE6039 | 2055-08-01      | 6.0000%  | 0.0000% | $113501952.00      | $115679600.45      | Agency Mortgage-Backed Securities |
| FNMS 03.500 CKCA4613 | 2049-11-01      | 3.5000%  | 0.0000% | $180000.00         | $10144.06          | Agency Mortgage-Backed Securities |
| GNMI SF 421379 X     | 2033-11-15      | 6.5000%  | 0.0000% | $55000.00          | $387.96            | Agency Mortgage-Backed Securities |
| GNAR AR 080115 M     | 2027-09-20      | 4.6250%  | 0.0000% | $11890721.00       | $3430.29           | Agency Mortgage-Backed Securities |
| GNMI SF 721470 X     | 2039-11-15      | 5.5000%  | 0.0000% | $25000.00          | $310.13            | Agency Mortgage-Backed Securities |
| GNMI SF 506607 X     | 2029-03-15      | 6.5000%  | 0.0000% | $27681.00          | $49.93             | Agency Mortgage-Backed Securities |
| GNMI SF 532558 X     | 2030-08-15      | 8.5000%  | 0.0000% | $983809.00         | $4890.27           | Agency Mortgage-Backed Securities |
| GNMI SF 564821 X     | 2031-09-15      | 6.5000%  | 0.0000% | $568392.00         | $586.89            | Agency Mortgage-Backed Securities |
| GNII SF MB0365 M     | 2055-05-20      | 5.0000%  | 0.0000% | $107416576.00      | $104900424.31      | Agency Mortgage-Backed Securities |
| GNII SF MB0025 M     | 2054-11-20      | 5.0000%  | 0.0000% | $1008.00           | $965.28            | Agency Mortgage-Backed Securities |
| GNII SF 004540 M     | 2039-09-20      | 4.5000%  | 0.0000% | $25000.00          | $888.60            | Agency Mortgage-Backed Securities |
| GNMI SF 732938 X     | 2040-01-15      | 5.0000%  | 0.0000% | $100000.00         | $3914.49           | Agency Mortgage-Backed Securities |
| GNII SF 005085 M     | 2038-10-20      | 6.0000%  | 0.0000% | $1000.00           | $25.65             | Agency Mortgage-Backed Securities |
| GNII SF 005114 M     | 2041-07-20      | 4.0000%  | 0.0000% | $20180.00          | $877.75            | Agency Mortgage-Backed Securities |
| GNII SF 005114 M     | 2041-07-20      | 4.0000%  | 0.0000% | $50000.00          | $2174.81           | Agency Mortgage-Backed Securities |
| GNMI SF 457100 X     | 2028-11-15      | 6.5000%  | 0.0000% | $460000.00         | $1935.75           | Agency Mortgage-Backed Securities |
| GNMI SF AT7556 X     | 2046-07-15      | 4.5000%  | 0.0000% | $43308.00          | $1407.78           | Agency Mortgage-Backed Securities |
| GNII SF MA1156 M     | 2043-07-20      | 3.0000%  | 0.0000% | $25000.00          | $2904.68           | Agency Mortgage-Backed Securities |
| GNMI SF AA6307 X     | 2043-04-15      | 3.5000%  | 0.0000% | $25000.00          | $1910.31           | Agency Mortgage-Backed Securities |
| GNMI SF 796410 X     | 2043-04-15      | 3.5000%  | 0.0000% | $25000.00          | $4219.88           | Agency Mortgage-Backed Securities |
| GNII SF MB0458 M     | 2040-07-20      | 5.0000%  | 0.0000% | $1004.00           | $1010.94           | Agency Mortgage-Backed Securities |
| FNMS 06.000 GLAB0462 | 2037-02-01      | 6.0000%  | 0.0000% | $93000.00          | $4337.92           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL992249 | 2038-11-01      | 7.0000%  | 0.0000% | $100000.00         | $2488.02           | Agency Mortgage-Backed Securities |
| GNMI SF AB9205 X     | 2042-11-15      | 3.0000%  | 0.0000% | $10000.00          | $1018.88           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLAE0443 | 2039-10-01      | 6.5000%  | 0.0000% | $10720.00          | $176.08            | Agency Mortgage-Backed Securities |
| GNII ET DC7472 C     | 2063-11-20      | 6.5000%  | 0.0000% | $16584.00          | $4450.20           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAE0762 | 2040-12-01      | 6.8800%  | 0.0000% | $257000.00         | $3322.73           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAE0368 | 2025-12-01      | 3.5000%  | 0.0000% | $42000.00          | $30.13             | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX8215 | 2055-02-01      | 4.5000%  | 0.0000% | $3087.00           | $2768.91           | Agency Mortgage-Backed Securities |
| GNMI SF 704865 X     | 2040-01-15      | 5.0000%  | 0.0000% | $150000.00         | $4042.87           | Agency Mortgage-Backed Securities |
| GNII SF MA4320 M     | 2047-01-20      | 3.0000%  | 0.0000% | $1024.00           | $149.88            | Agency Mortgage-Backed Securities |
| GNII SF MA5245 M     | 2027-10-20      | 8.0000%  | 0.0000% | $161316.00         | $2731.44           | Agency Mortgage-Backed Securities |
| GNII SF MA5334 M     | 2048-07-20      | 6.0000%  | 0.0000% | $35000.00          | $4776.18           | Agency Mortgage-Backed Securities |
| GNII JM MA5701 M     | 2049-01-20      | 4.5000%  | 0.0000% | $112100.00         | $2274.69           | Agency Mortgage-Backed Securities |
| GNII SF MA8098 M     | 2052-06-20      | 3.0000%  | 0.0000% | $1000.00           | $683.23            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL995681 | 2038-05-01      | 6.0000%  | 0.0000% | $61364.00          | $269.93            | Agency Mortgage-Backed Securities |
| GNII SF MA5799 M     | 2031-08-20      | 7.5000%  | 0.0000% | $31209.00          | $1970.90           | Agency Mortgage-Backed Securities |
| GNII SF MA5168 M     | 2033-05-20      | 4.5000%  | 0.0000% | $48146.00          | $4744.27           | Agency Mortgage-Backed Securities |
| GNII SF MA1089 M     | 2043-06-20      | 3.0000%  | 0.0000% | $10000.00          | $1110.82           | Agency Mortgage-Backed Securities |
| GNMI SF 778855 X     | 2027-02-15      | 3.0000%  | 0.0000% | $213000.00         | $2266.72           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS7245 | 2046-05-01      | 3.5000%  | 0.0000% | $2000.00           | $197.53            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS4783 | 2045-04-01      | 3.5000%  | 0.0000% | $3000.00           | $599.45            | Agency Mortgage-Backed Securities |
| GNMI SF 772109 X     | 2041-12-15      | 3.5000%  | 0.0000% | $50000.00          | $3211.23           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CJAQ9357 | 2028-01-01      | 2.5000%  | 0.0000% | $1300000.00        | $54401.05          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAT2062 | 2028-04-01      | 2.5000%  | 0.0000% | $20000.00          | $905.05            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS8700 | 2047-01-01      | 4.5000%  | 0.0000% | $6000.00           | $620.35            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBK8810 | 2048-08-01      | 4.0000%  | 0.0000% | $1000.00           | $67.41             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTAS1406 | 2034-01-01      | 3.5000%  | 0.0000% | $31018.00          | $3218.41           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBK6578 | 2048-08-01      | 4.5000%  | 0.0000% | $13000.00          | $692.33            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIAS3595 | 2029-09-01      | 2.0000%  | 0.0000% | $42291.00          | $3288.66           | Agency Mortgage-Backed Securities |
| GNMI SF BC1180 X     | 2047-08-15      | 4.0000%  | 0.0000% | $47740.00          | $4782.79           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA1909 | 2048-06-01      | 4.5000%  | 0.0000% | $350000.00         | $45707.24          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCA8618 | 2051-01-01      | 3.0000%  | 0.0000% | $92490880.00       | $48266026.45       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ9169 | 2048-05-01      | 4.0000%  | 0.0000% | $26358.00          | $2683.72           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB4109 | 2052-07-01      | 3.0000%  | 0.0000% | $2000.00           | $1472.32           | Agency Mortgage-Backed Securities |
| GNII SF MA8268 M     | 2052-09-20      | 4.5000%  | 0.0000% | $1000.00           | $764.86            | Agency Mortgage-Backed Securities |
| GNII SF MA8271 M     | 2052-09-20      | 6.0000%  | 0.0000% | $500000.00         | $296753.22         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3180 | 2032-11-01      | 3.5000%  | 0.0000% | $11131.00          | $1331.42           | Agency Mortgage-Backed Securities |
| GNII SF 003413 M     | 2033-07-20      | 4.5000%  | 0.0000% | $66000.00          | $633.93            | Agency Mortgage-Backed Securities |
| GNII SF 003214 M     | 2032-03-20      | 6.0000%  | 0.0000% | $548000.00         | $1935.27           | Agency Mortgage-Backed Securities |
| GNII SF 003284 M     | 2032-09-20      | 5.5000%  | 0.0000% | $75000.00          | $279.40            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3932 | 2035-02-01      | 3.5000%  | 0.0000% | $4000.00           | $667.92            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3559 | 2034-01-01      | 3.5000%  | 0.0000% | $22000.00          | $1766.23           | Agency Mortgage-Backed Securities |
| GNII SF 003530 M     | 2034-03-20      | 5.5000%  | 0.0000% | $75000.00          | $1039.68           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4494 | 2051-12-01      | 3.0000%  | 0.0000% | $4000.00           | $2407.51           | Agency Mortgage-Backed Securities |
| GNII SF 003416 M     | 2033-07-20      | 6.0000%  | 0.0000% | $452000.00         | $4084.09           | Agency Mortgage-Backed Securities |
| GNII SF 003330 M     | 2032-12-20      | 4.5000%  | 0.0000% | $40000.00          | $1011.08           | Agency Mortgage-Backed Securities |
| GNII SF 003798 M     | 2035-12-20      | 6.5000%  | 0.0000% | $56000.00          | $1109.21           | Agency Mortgage-Backed Securities |
| GNII SF 003704 M     | 2035-04-20      | 6.5000%  | 0.0000% | $37000.00          | $486.69            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA2956 | 2047-04-01      | 3.0000%  | 0.0000% | $2000.00           | $455.36            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CKMA3725 | 2049-07-01      | 3.5000%  | 0.0000% | $10800000.00       | $386468.90         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3008 | 2047-05-01      | 4.5000%  | 0.0000% | $46000.00          | $4668.64           | Agency Mortgage-Backed Securities |
| GNII SF 003296 M     | 2032-10-20      | 6.0000%  | 0.0000% | $118000.00         | $508.86            | Agency Mortgage-Backed Securities |
| GNII SF 003678 M     | 2035-02-20      | 5.5000%  | 0.0000% | $75000.00          | $1300.39           | Agency Mortgage-Backed Securities |
| GNAR AR 008876 M     | 2026-05-20      | 4.8750%  | 0.0000% | $37691793.00       | $4371.83           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA2938 | 2047-03-01      | 4.5000%  | 0.0000% | $5000.00           | $539.39            | Agency Mortgage-Backed Securities |
| GNII SF 004073 M     | 2038-01-20      | 6.0000%  | 0.0000% | $200000.00         | $2006.55           | Agency Mortgage-Backed Securities |
| GNII SF 004115 M     | 2038-04-20      | 6.0000%  | 0.0000% | $315000.00         | $4219.91           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA2879 | 2047-01-01      | 4.0000%  | 0.0000% | $15000.00          | $1985.74           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3610 | 2034-03-01      | 3.5000%  | 0.0000% | $18000.00          | $1430.33           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLMA3448 | 2048-08-01      | 5.0000%  | 0.0000% | $40000.00          | $3670.92           | Agency Mortgage-Backed Securities |
| GNII SF 003039 M     | 2031-02-20      | 6.5000%  | 0.0000% | $1500000.00        | $1014.66           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA0888 | 2026-09-01      | 4.0000%  | 0.0000% | $453000.00         | $3466.58           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3663 | 2049-05-01      | 3.5000%  | 0.0000% | $7000.00           | $521.71            | Agency Mortgage-Backed Securities |
| GNII SF 003840 M     | 2036-04-20      | 5.0000%  | 0.0000% | $25000.00          | $322.07            | Agency Mortgage-Backed Securities |
| GNII JM 004163 M     | 2038-06-20      | 5.5000%  | 0.0000% | $87113.00          | $51.22             | Agency Mortgage-Backed Securities |
| GNII SF 002689 M     | 2028-12-20      | 6.5000%  | 0.0000% | $4117122.00        | $4432.62           | Agency Mortgage-Backed Securities |
| GNMI SF 587980 X     | 2032-06-15      | 6.5000%  | 0.0000% | $884966.00         | $3918.83           | Agency Mortgage-Backed Securities |
| GNII SF 002657 M     | 2028-10-20      | 6.0000%  | 0.0000% | $545000.00         | $503.81            | Agency Mortgage-Backed Securities |
| GNII SF 002658 M     | 2028-10-20      | 6.5000%  | 0.0000% | $2146450.00        | $1902.12           | Agency Mortgage-Backed Securities |
| GNII SF 003237 M     | 2032-05-20      | 5.5000%  | 0.0000% | $25000.00          | $126.80            | Agency Mortgage-Backed Securities |
| GNII SF 003429 M     | 2033-08-20      | 5.5000%  | 0.0000% | $25000.00          | $306.99            | Agency Mortgage-Backed Securities |
| GNII SF AI4891 C     | 2044-11-20      | 4.0000%  | 0.0000% | $1000.00           | $40.66             | Agency Mortgage-Backed Securities |
| GNII SF 003228 M     | 2032-04-20      | 6.5000%  | 0.0000% | $100000.00         | $201.54            | Agency Mortgage-Backed Securities |
| GNII SF 003295 M     | 2032-10-20      | 5.5000%  | 0.0000% | $200000.00         | $1093.51           | Agency Mortgage-Backed Securities |
| GNII SF 004006 M     | 2037-07-20      | 6.0000%  | 0.0000% | $180000.00         | $1935.65           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM6039 | 2050-06-01      | 3.5000%  | 0.0000% | $15000.00          | $4890.32           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFM3712 | 2049-09-01      | 5.5000%  | 0.0000% | $26401.00          | $3955.77           | Agency Mortgage-Backed Securities |
| FMAR 2B1056 G        | 2042-12-01      | 6.5250%  | 0.0000% | $25000.00          | $759.56            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS535598 | 2040-10-01      | 5.7980%  | 0.0000% | $750000.00         | $496.70            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAL1204 | 2026-09-01      | 4.5000%  | 0.0000% | $68000.00          | $92.84             | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL578569 | 2031-04-01      | 5.5000%  | 0.0000% | $500000.00         | $2290.27           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAI1888 | 2041-05-01      | 4.5000%  | 0.0000% | $1000.00           | $36.10             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS573662 | 2030-09-01      | 7.2750%  | 0.0000% | $24619562.00       | $880.44            | Agency Mortgage-Backed Securities |
| FNMS 05.500 ZL310151 | 2044-09-01      | 5.5000%  | 0.0000% | $21000.00          | $2118.35           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZS0452 | 2029-07-01      | 6.5000%  | 0.0000% | $8983725.00        | $3494.39           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZA6538 | 2049-03-01      | 4.0000%  | 0.0000% | $1828.00           | $98.75             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CT256852 | 2027-08-01      | 6.0000%  | 0.0000% | $700000.00         | $2451.01           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAI2095 | 2026-05-01      | 4.0000%  | 0.0000% | $1170000.00        | $4056.48           | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZA0496 | 2027-10-01      | 7.0000%  | 0.0000% | $1510000.00        | $337.00            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZA0607 | 2029-06-01      | 6.5000%  | 0.0000% | $27500.00          | $17.74             | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZA0649 | 2030-01-01      | 7.0000%  | 0.0000% | $8357.00           | $4.92              | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL0139 | 2039-02-01      | 6.9420%  | 0.0000% | $200000.00         | $3176.54           | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLZS0426 | 2028-04-01      | 7.5000%  | 0.0000% | $10930.00          | $1.69              | Agency Mortgage-Backed Securities |
| FNMS 05.000 CT257575 | 2029-01-01      | 5.0000%  | 0.0000% | $1550000.00        | $4514.88           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL535164 | 2030-02-01      | 7.0000%  | 0.0000% | $1480000.00        | $798.50            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA2054 | 2048-07-01      | 4.5000%  | 0.0000% | $5000.00           | $445.34            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA2374 | 2048-09-01      | 4.0000%  | 0.0000% | $14019.00          | $980.23            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ5488 | 2048-03-01      | 4.0000%  | 0.0000% | $31411.00          | $4679.49           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBM3350 | 2033-01-01      | 3.5000%  | 0.0000% | $7000.00           | $1130.83           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIBM1423 | 2032-05-01      | 2.5000%  | 0.0000% | $3000.00           | $528.46            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBM6535 | 2046-10-01      | 6.8900%  | 0.0000% | $1000.00           | $418.64            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBJ7398 | 2048-11-01      | 3.5000%  | 0.0000% | $3745680.00        | $787201.80         | Agency Mortgage-Backed Securities |
| FNMS 03.000 U4BF0513 | 2055-02-01      | 3.0000%  | 0.0000% | $227000.00         | $117877.36         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ6216 | 2048-03-01      | 4.0000%  | 0.0000% | $32317.00          | $4431.72           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0671 | 2052-02-01      | 3.0000%  | 0.0000% | $1038116.00        | $709096.94         | Agency Mortgage-Backed Securities |
| FEPC 02.500 ZLSI2106 | 2051-05-25      | 2.5000%  | 0.0000% | $4000.00           | $3047.36           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB806721 | 2034-11-01      | 6.8480%  | 0.0000% | $260000.00         | $1969.88           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIFM6002 | 2034-12-01      | 4.5000%  | 0.0000% | $6000.00           | $1856.53           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS888507 | 2035-02-01      | 6.4290%  | 0.0000% | $251000.00         | $2899.76           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB936591 | 2037-04-01      | 5.8150%  | 0.0000% | $250000.00         | $1209.86           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CI890468 | 2027-09-01      | 3.5000%  | 0.0000% | $11000.00          | $50.72             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1868952 | 2036-05-01      | 6.8050%  | 0.0000% | $180000.00         | $262.48            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFS2587 | 2052-08-01      | 4.5000%  | 0.0000% | $4000.00           | $3110.35           | Agency Mortgage-Backed Securities |
| FMAR 783022 G        | 2035-02-01      | 6.5000%  | 0.0000% | $220000.00         | $1803.16           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL889414 | 2037-11-01      | 6.0000%  | 0.0000% | $59000.00          | $752.40            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAB1389 | 2040-08-01      | 4.5000%  | 0.0000% | $26000.00          | $624.54            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAL9259 | 2031-08-01      | 3.5000%  | 0.0000% | $1000.00           | $100.38            | Agency Mortgage-Backed Securities |
| FNMS 06.500 K2596676 | 2031-08-01      | 6.5000%  | 0.0000% | $309000.00         | $472.02            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA2948 | 2048-09-01      | 4.0000%  | 0.0000% | $27077.00          | $2778.56           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB1150 | 2051-07-01      | 3.0000%  | 0.0000% | $870931.00         | $529181.23         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIAL5588 | 2027-03-01      | 5.0000%  | 0.0000% | $691450.00         | $1.51              | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIAL6468 | 2026-07-01      | 5.0000%  | 0.0000% | $140000.00         | $3.52              | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAL8081 | 2031-02-01      | 3.5000%  | 0.0000% | $19000.00          | $294.74            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA8045 | 2050-12-01      | 2.5000%  | 0.0000% | $5000.00           | $2449.59           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAL0045 | 2032-02-01      | 6.0000%  | 0.0000% | $150000.00         | $4763.18           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAL8046 | 2028-01-01      | 3.5000%  | 0.0000% | $440000.00         | $3992.32           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL545993 | 2032-11-01      | 6.0000%  | 0.0000% | $191761.00         | $447.42            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAL1043 | 2038-10-01      | 6.5450%  | 0.0000% | $19000.00          | $449.30            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA1033 | 2049-07-01      | 3.0000%  | 0.0000% | $15000.00          | $2094.72           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAL5851 | 2029-10-01      | 3.5000%  | 0.0000% | $18000.00          | $1062.21           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZS8641 | 2032-02-01      | 2.5000%  | 0.0000% | $20000.00          | $3467.71           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CTZT0799 | 2031-09-01      | 5.0000%  | 0.0000% | $2467362.00        | $2209.22           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZK3882 | 2027-02-01      | 3.5000%  | 0.0000% | $91000.00          | $497.68            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZT0713 | 2048-10-01      | 4.5000%  | 0.0000% | $19000.00          | $1756.10           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZS8701 | 2033-06-01      | 3.5000%  | 0.0000% | $12000.00          | $1147.61           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CTZS8821 | 2027-01-01      | 6.5000%  | 0.0000% | $1514114.00        | $4071.64           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4762 | 2048-04-01      | 3.0000%  | 0.0000% | $11000.00          | $1656.89           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZT2090 | 2049-06-01      | 3.0000%  | 0.0000% | $9000.00           | $930.91            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQC0717 | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $546.70            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQA8805 | 2050-04-01      | 3.0000%  | 0.0000% | $13000.00          | $3657.48           | Agency Mortgage-Backed Securities |
| 08.000 FGPC G01098 G | 2030-01-01      | 8.0000%  | 0.0000% | $884138.00         | $407.05            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q58905 G | 2048-10-01      | 4.0000%  | 0.0000% | $2000.00           | $142.39            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQE5066 | 2052-06-01      | 3.5000%  | 0.0000% | $32532.00          | $23732.62          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB0364 | 2035-06-01      | 3.5000%  | 0.0000% | $15000.00          | $4242.54           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZS8595 | 2031-01-01      | 3.5000%  | 0.0000% | $17000.00          | $1474.27           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIZS6650 | 2026-09-01      | 4.5000%  | 0.0000% | $47000.00          | $5.88              | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZT1953 | 2049-05-01      | 4.5000%  | 0.0000% | $16000.00          | $1538.35           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZT1546 | 2048-12-01      | 4.5000%  | 0.0000% | $25000.00          | $1790.02           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZS4228 | 2036-02-01      | 6.5000%  | 0.0000% | $50000.00          | $571.60            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4600 | 2045-01-01      | 4.0000%  | 0.0000% | $27000.00          | $2094.94           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS6230 | 2026-04-01      | 4.0000%  | 0.0000% | $1340688.00        | $2839.06           | Agency Mortgage-Backed Securities |
| 06.000 FGPC C71012 G | 2032-09-01      | 6.0000%  | 0.0000% | $249976.00         | $172.27            | Agency Mortgage-Backed Securities |
| 04.000 FGPC A86314 G | 2039-05-01      | 4.0000%  | 0.0000% | $23000.00          | $222.44            | Agency Mortgage-Backed Securities |
| 08.500 FGPC P50582 G | 2025-10-01      | 8.5000%  | 0.0000% | $524698.00         | $1289.29           | Agency Mortgage-Backed Securities |
| 05.000 FGPC G30459 G | 2029-05-01      | 5.0000%  | 0.0000% | $25000.00          | $4.28              | Agency Mortgage-Backed Securities |
| GNMI SP 782958 X     | 2040-05-15      | 5.0000%  | 0.0000% | $125000.00         | $3306.72           | Agency Mortgage-Backed Securities |
| GNII SP 782779 C     | 2035-12-20      | 6.0000%  | 0.0000% | $1000.00           | $55.88             | Agency Mortgage-Backed Securities |
| GNMI SP 782958 X     | 2040-05-15      | 5.0000%  | 0.0000% | $1000.00           | $26.45             | Agency Mortgage-Backed Securities |
| GNMI SP 781299 X     | 2031-06-15      | 6.5000%  | 0.0000% | $1016726.00        | $1135.09           | Agency Mortgage-Backed Securities |
| GNII SF 754406 C     | 2042-05-20      | 3.5000%  | 0.0000% | $1000.00           | $176.58            | Agency Mortgage-Backed Securities |
| GNMI SP 783653 X     | 2040-08-15      | 5.0000%  | 0.0000% | $2000.00           | $140.88            | Agency Mortgage-Backed Securities |
| GNMI SF 755071 X     | 2042-09-15      | 3.0000%  | 0.0000% | $58810.00          | $4902.51           | Agency Mortgage-Backed Securities |
| GNMI SF 723541 X     | 2039-12-15      | 5.0000%  | 0.0000% | $55790.00          | $1292.09           | Agency Mortgage-Backed Securities |
| GNMI SF 721041 X     | 2039-12-15      | 5.0000%  | 0.0000% | $340000.00         | $476.39            | Agency Mortgage-Backed Securities |
| GNII SF DL4735 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1286110.00        | $1353117.19        | Agency Mortgage-Backed Securities |
| GNMI SF 731680 X     | 2040-10-15      | 5.0000%  | 0.0000% | $257497.00         | $1164.29           | Agency Mortgage-Backed Securities |
| GNMI SF 471690 X     | 2028-05-15      | 6.5000%  | 0.0000% | $1404925.00        | $1453.29           | Agency Mortgage-Backed Securities |
| GNMI SF 723599 X     | 2040-01-15      | 5.5000%  | 0.0000% | $25000.00          | $1967.78           | Agency Mortgage-Backed Securities |
| GNMI SF 737555 X     | 2040-10-15      | 4.5000%  | 0.0000% | $50000.00          | $1358.19           | Agency Mortgage-Backed Securities |
| FMAR 2B0180 G        | 2042-01-01      | 6.8700%  | 0.0000% | $101025.00         | $747.41            | Agency Mortgage-Backed Securities |
| 04.000 FGPC Q55519 G | 2048-04-01      | 4.0000%  | 0.0000% | $2000.00           | $325.98            | Agency Mortgage-Backed Securities |
| FNMS 06.500 KL405224 | 2028-10-01      | 6.5000%  | 0.0000% | $4924999.00        | $83.37             | Agency Mortgage-Backed Securities |
| FNMS 05.500 CT256714 | 2027-05-01      | 5.5000%  | 0.0000% | $1000000.00        | $1878.62           | Agency Mortgage-Backed Securities |
| 04.000 FGPC U20127 G | 2047-09-01      | 4.0000%  | 0.0000% | $1060068.00        | $467838.83         | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ3629 | 2030-04-01      | 4.6000%  | 0.0000% | $200100.00         | $202431.83         | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL253480 | 2030-10-01      | 7.5000%  | 0.0000% | $5062579.00        | $1860.77           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAV1823 | 2028-12-01      | 3.5000%  | 0.0000% | $33000.00          | $2168.22           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD5232 | 2055-05-01      | 6.5000%  | 0.0000% | $7816530.00        | $7560799.27        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS4169 | 2044-12-01      | 4.0000%  | 0.0000% | $1000.00           | $94.38             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDE1585 | 2055-07-01      | 6.0000%  | 0.0000% | $3296040.00        | $3412637.42        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAX7296 | 2044-12-01      | 4.5000%  | 0.0000% | $2000.00           | $335.18            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAZ0829 | 2045-07-01      | 3.0000%  | 0.0000% | $3407692.00        | $147223.95         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE5114 | 2055-07-01      | 5.5000%  | 0.0000% | $9623584.00        | $9625511.92        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAX7732 | 2045-03-01      | 3.5000%  | 0.0000% | $22000.00          | $1960.02           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS9994 | 2047-04-01      | 4.5000%  | 0.0000% | $12000.00          | $1502.91           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS9490 | 2047-04-01      | 4.5000%  | 0.0000% | $7000.00           | $666.73            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB817509 | 2035-09-01      | 6.1630%  | 0.0000% | $50000.00          | $656.63            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6408 | 2046-01-01      | 3.5000%  | 0.0000% | $10000.00          | $1083.07           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS0617 | 2043-10-01      | 4.5000%  | 0.0000% | $1000.00           | $29.69             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAW7396 | 2027-01-01      | 3.5000%  | 0.0000% | $27000.00          | $158.08            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS1640 | 2052-04-01      | 4.0000%  | 0.0000% | $1500000.00        | $997159.27         | Agency Mortgage-Backed Securities |
| FNMS 05.000 NP745593 | 2036-05-01      | 5.0000%  | 0.0000% | $2000000.00        | $2084.90           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBM5485 | 2049-02-01      | 3.5000%  | 0.0000% | $5000.00           | $434.77            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM8138 | 2035-09-01      | 3.5000%  | 0.0000% | $1000.00           | $223.81            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB745169 | 2036-01-01      | 7.2330%  | 0.0000% | $90000.00          | $424.77            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS677861 | 2032-09-01      | 6.7260%  | 0.0000% | $9868815.00        | $147320.58         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBM5024 | 2048-11-01      | 3.0000%  | 0.0000% | $15000.00          | $2589.76           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIFM2875 | 2027-03-01      | 5.0000%  | 0.0000% | $160000.00         | $74.55             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAL4898 | 2027-01-01      | 4.5000%  | 0.0000% | $7000.00           | $9.42              | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBA2889 | 2045-11-01      | 4.0000%  | 0.0000% | $4000.00           | $230.77            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBE6503 | 2047-01-01      | 4.5000%  | 0.0000% | $50000.00          | $2452.54           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAE4103 | 2040-09-01      | 4.5000%  | 0.0000% | $1000.00           | $46.00             | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIAL3928 | 2026-06-01      | 5.0000%  | 0.0000% | $400000.00         | $7.47              | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE6074 | 2055-07-01      | 5.5000%  | 0.0000% | $1011582.00        | $1015945.29        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBE7150 | 2032-02-01      | 3.5000%  | 0.0000% | $3000.00           | $308.19            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZS7386 | 2030-12-01      | 3.5000%  | 0.0000% | $7000.00           | $93.71             | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4626 | 2045-08-01      | 3.5000%  | 0.0000% | $23000.00          | $2261.24           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZS7613 | 2030-07-01      | 3.5000%  | 0.0000% | $1000.00           | $69.64             | Agency Mortgage-Backed Securities |
| 03.000 FGPC Q61246 G | 2049-01-01      | 3.0000%  | 0.0000% | $1000.00           | $115.23            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4622 | 2045-07-01      | 3.5000%  | 0.0000% | $7000.00           | $720.18            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4706 | 2047-03-01      | 3.0000%  | 0.0000% | $20000.00          | $4202.09           | Agency Mortgage-Backed Securities |
| 03.000 FGPC U70087 G | 2027-05-01      | 3.0000%  | 0.0000% | $150000.00         | $2679.77           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIZS6315 | 2026-06-01      | 4.5000%  | 0.0000% | $680000.00         | $2225.92           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZS7148 | 2030-04-01      | 3.5000%  | 0.0000% | $27000.00          | $1942.12           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CT257163 | 2028-04-01      | 5.0000%  | 0.0000% | $555000.00         | $1380.30           | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL323832 | 2029-07-01      | 7.5000%  | 0.0000% | $11000000.00       | $4712.30           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CZ257092 | 2048-01-01      | 6.0000%  | 0.0000% | $1300736.00        | $1789.59           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZI4159 | 2036-02-01      | 6.5000%  | 0.0000% | $25000.00          | $553.46            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS8096 | 2029-01-01      | 4.0000%  | 0.0000% | $189143.00         | $298.96            | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q57426 G | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $79.64             | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZJ3803 | 2029-07-01      | 6.5000%  | 0.0000% | $389629.00         | $378.19            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS544861 | 2036-12-01      | 4.8850%  | 0.0000% | $2100000.00        | $1318.14           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WC573667 | 2030-06-01      | 6.0250%  | 0.0000% | $9050012.00        | $3306.51           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZK8746 | 2032-05-01      | 3.5000%  | 0.0000% | $16000.00          | $2217.17           | Agency Mortgage-Backed Securities |
| 04.000 FGPC U65174 G | 2042-05-01      | 4.0000%  | 0.0000% | $2205160.00        | $618439.70         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX AS072166 | 2028-05-01      | 4.8500%  | 0.0000% | $534325.00         | $76.31             | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZJ5311 | 2031-06-01      | 7.0000%  | 0.0000% | $606999.00         | $3282.70           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL190445 | 2055-03-01      | 6.5000%  | 0.0000% | $838629.00         | $777680.27         | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL560457 | 2030-12-01      | 7.5000%  | 0.0000% | $6000000.00        | $1700.53           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CT256103 | 2026-02-01      | 5.5000%  | 0.0000% | $1680000.00        | $717.75            | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL545562 | 2032-03-01      | 7.5000%  | 0.0000% | $2675199.00        | $3592.69           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZI4821 | 2036-05-01      | 6.0000%  | 0.0000% | $25000.00          | $327.44            | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL535996 | 2031-06-01      | 7.5000%  | 0.0000% | $9635798.00        | $4413.99           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZJ1245 | 2041-02-01      | 4.5000%  | 0.0000% | $10000.00          | $358.04            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZA0754 | 2031-06-01      | 6.5000%  | 0.0000% | $176311.00         | $97.12             | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4596 | 2044-12-01      | 3.5000%  | 0.0000% | $6000.00           | $500.54            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CTZA2009 | 2027-06-01      | 5.0000%  | 0.0000% | $1555275.00        | $3103.44           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZA0798 | 2032-01-01      | 6.5000%  | 0.0000% | $67586.00          | $86.38             | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZN3056 | 2049-01-01      | 3.0000%  | 0.0000% | $2000.00           | $230.16            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS4578 | 2044-08-01      | 4.5000%  | 0.0000% | $27000.00          | $1554.08           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZS6536 | 2027-05-01      | 3.5000%  | 0.0000% | $200000.00         | $3123.20           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZA4542 | 2034-12-01      | 4.5000%  | 0.0000% | $415954.00         | $41654.25          | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZS2078 | 2038-04-01      | 6.5000%  | 0.0000% | $49000.00          | $423.94            | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZS0570 | 2031-06-01      | 7.0000%  | 0.0000% | $3459.00           | $3.05              | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4677 | 2046-09-01      | 3.0000%  | 0.0000% | $8000.00           | $1242.74           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS2283 | 2036-06-01      | 6.0000%  | 0.0000% | $89469.00          | $1735.38           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS6891 | 2029-01-01      | 4.0000%  | 0.0000% | $1115244.00        | $4809.12           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZS2817 | 2035-12-01      | 6.5000%  | 0.0000% | $100000.00         | $3732.25           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS6397 | 2026-07-01      | 4.0000%  | 0.0000% | $950000.00         | $3303.75           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZN1256 | 2048-11-01      | 4.5000%  | 0.0000% | $16000.00          | $554.20            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2897 | 2039-03-01      | 5.5000%  | 0.0000% | $72516.00          | $762.59            | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLZA0659 | 2030-03-01      | 7.5000%  | 0.0000% | $3977488.00        | $1155.76           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM8576 | 2048-10-01      | 4.0000%  | 0.0000% | $6000.00           | $426.60            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZK3050 | 2026-03-01      | 4.0000%  | 0.0000% | $1000000.00        | $2558.99           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZA2629 | 2026-06-01      | 4.0000%  | 0.0000% | $700000.00         | $2901.43           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZS0378 | 2028-01-01      | 6.5000%  | 0.0000% | $19440000.00       | $2313.93           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4582 | 2044-09-01      | 4.0000%  | 0.0000% | $1000.00           | $67.18             | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIZS6807 | 2028-10-01      | 4.5000%  | 0.0000% | $440000.00         | $2604.27           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZS8433 | 2026-06-01      | 3.5000%  | 0.0000% | $1000000.00        | $1992.71           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2191 | 2038-07-01      | 5.5000%  | 0.0000% | $90000.00          | $1939.17           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZS7854 | 2032-09-01      | 3.5000%  | 0.0000% | $3000.00           | $384.10            | Agency Mortgage-Backed Securities |
| 04.000 FGPC G08847 G | 2048-11-01      | 4.0000%  | 0.0000% | $2000.00           | $144.60            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CI890400 | 2026-08-01      | 5.0000%  | 0.0000% | $165000.00         | $742.03            | Agency Mortgage-Backed Securities |
| GNII SF DD1715 C     | 2054-07-20      | 7.0000%  | 0.0000% | $1147726.00        | $1180280.19        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1914850 | 2037-04-01      | 6.5950%  | 0.0000% | $33610.00          | $678.45            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIFM2876 | 2033-09-01      | 4.5000%  | 0.0000% | $15000.00          | $203.48            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CL930922 | 2039-04-01      | 4.5000%  | 0.0000% | $18000.00          | $444.87            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL946282 | 2037-09-01      | 6.0000%  | 0.0000% | $226146.00         | $785.70            | Agency Mortgage-Backed Securities |
| GNMI SF AD2435 X     | 2043-05-15      | 3.5000%  | 0.0000% | $25000.00          | $1700.03           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA2386 | 2054-10-01      | 4.5000%  | 0.0000% | $36484800.00       | $34802960.17       | Agency Mortgage-Backed Securities |
| GNII SF DE1585 C     | 2054-09-20      | 6.5000%  | 0.0000% | $278020.00         | $287958.33         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS6256 | 2052-08-01      | 3.5000%  | 0.0000% | $9000000.00        | $7200016.26        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS7890 | 2047-07-01      | 5.0000%  | 0.0000% | $5000.00           | $4309.45           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM3098 | 2030-08-01      | 3.5000%  | 0.0000% | $224000.00         | $4686.16           | Agency Mortgage-Backed Securities |
| GNII JM MA6030 M     | 2049-07-20      | 3.5000%  | 0.0000% | $120000.00         | $3926.91           | Agency Mortgage-Backed Securities |
| GNII SF MA7235 M     | 2032-09-20      | 6.5000%  | 0.0000% | $87599.00          | $3120.22           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLBY2488 | 2053-05-01      | 6.5000%  | 0.0000% | $1031348.00        | $939594.55         | Agency Mortgage-Backed Securities |
| FNMS 02.500 CICB3696 | 2037-05-01      | 2.5000%  | 0.0000% | $5000.00           | $3268.16           | Agency Mortgage-Backed Securities |
| GNII SF MA6152 M     | 2049-09-20      | 2.5000%  | 0.0000% | $25000.00          | $4180.37           | Agency Mortgage-Backed Securities |
| GNII SF MA7880 M     | 2052-02-20      | 2.0000%  | 0.0000% | $191902720.00      | $120430437.17      | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICA0251 | 2032-08-01      | 3.5000%  | 0.0000% | $11000.00          | $1250.01           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICB3393 | 2037-04-01      | 3.5000%  | 0.0000% | $6000.00           | $3566.48           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFS3563 | 2038-06-01      | 3.5000%  | 0.0000% | $1000.00           | $717.46            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1877 | 2052-05-01      | 3.0000%  | 0.0000% | $260000.00         | $180241.10         | Agency Mortgage-Backed Securities |
| GNMI SF 703495 X     | 2039-04-15      | 5.0000%  | 0.0000% | $33820.00          | $297.05            | Agency Mortgage-Backed Securities |
| GNMI SF 662442 X     | 2037-06-15      | 5.5000%  | 0.0000% | $226066.00         | $2731.90           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS9768 | 2050-04-01      | 4.0000%  | 0.0000% | $5099952.00        | $4535081.33        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL946008 | 2037-09-01      | 6.0000%  | 0.0000% | $110384.00         | $430.05            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL924842 | 2037-09-01      | 6.5000%  | 0.0000% | $15024.00          | $180.78            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CI890430 | 2027-07-01      | 3.5000%  | 0.0000% | $20000.00          | $226.22            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL962589 | 2038-04-01      | 5.5000%  | 0.0000% | $38000.00          | $334.07            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL976969 | 2038-02-01      | 6.0000%  | 0.0000% | $125000.00         | $2981.72           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL976871 | 2036-08-01      | 6.5000%  | 0.0000% | $175000.00         | $3819.71           | Agency Mortgage-Backed Securities |
| GNII JM MA6813 M     | 2050-08-20      | 4.5000%  | 0.0000% | $1000.00           | $135.88            | Agency Mortgage-Backed Securities |
| GNII SF MA6824 M     | 2050-04-20      | 5.0000%  | 0.0000% | $25000.00          | $4974.10           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL969625 | 2038-02-01      | 6.0000%  | 0.0000% | $158837.00         | $840.79            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CZ968418 | 2047-12-01      | 6.0000%  | 0.0000% | $3287600.00        | $177647.30         | Agency Mortgage-Backed Securities |
| GNMI SF AD7352 X     | 2043-04-15      | 3.5000%  | 0.0000% | $25000.00          | $1779.50           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CTAD0838 | 2027-10-01      | 6.5000%  | 0.0000% | $237813.00         | $18.82             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAE0420 | 2040-10-01      | 7.3100%  | 0.0000% | $129000.00         | $646.85            | Agency Mortgage-Backed Securities |
| GNII ET DG2844 C     | 2064-11-20      | 6.0000%  | 0.0000% | $1000.00           | $487.57            | Agency Mortgage-Backed Securities |
| GNII SF DJ9267 C     | 2055-06-20      | 5.5000%  | 0.0000% | $1567628.00        | $1579361.37        | Agency Mortgage-Backed Securities |
| GNII SF 003610 M     | 2034-09-20      | 5.5000%  | 0.0000% | $50000.00          | $595.39            | Agency Mortgage-Backed Securities |
| GNII SF 003080 M     | 2031-05-20      | 6.5000%  | 0.0000% | $1500000.00        | $2752.13           | Agency Mortgage-Backed Securities |
| GNII SF MA7369 M     | 2051-05-20      | 3.5000%  | 0.0000% | $10000.00          | $4688.38           | Agency Mortgage-Backed Securities |
| GNII SF 004495 M     | 2039-07-20      | 4.5000%  | 0.0000% | $2000.00           | $68.17             | Agency Mortgage-Backed Securities |
| GNII SF DJ4132 C     | 2055-04-20      | 5.5000%  | 0.0000% | $1000.00           | $1005.42           | Agency Mortgage-Backed Securities |
| GNII SF 003652 M     | 2034-12-20      | 5.5000%  | 0.0000% | $50000.00          | $798.95            | Agency Mortgage-Backed Securities |
| GNII SF MA8729 M     | 2052-12-20      | 7.0000%  | 0.0000% | $4488.00           | $1922.63           | Agency Mortgage-Backed Securities |
| GNII SF 004060 M     | 2037-12-20      | 6.0000%  | 0.0000% | $125000.00         | $1362.67           | Agency Mortgage-Backed Securities |
| GNII SF 005211 M     | 2041-10-20      | 3.0000%  | 0.0000% | $30000.00          | $2240.66           | Agency Mortgage-Backed Securities |
| GNMI SF 447986 X     | 2028-06-15      | 7.0000%  | 0.0000% | $316237.00         | $210.99            | Agency Mortgage-Backed Securities |
| GNII SF 004852 M     | 2040-11-20      | 3.5000%  | 0.0000% | $38305.00          | $2177.74           | Agency Mortgage-Backed Securities |
| GNII SF 003376 M     | 2033-04-20      | 6.0000%  | 0.0000% | $468000.00         | $3576.69           | Agency Mortgage-Backed Securities |
| GNII SF 002741 M     | 2029-04-20      | 6.5000%  | 0.0000% | $2000000.00        | $2047.22           | Agency Mortgage-Backed Securities |
| GNAR AR 008911 M     | 2026-07-20      | 4.6250%  | 0.0000% | $5835382.00        | $705.67            | Agency Mortgage-Backed Securities |
| GNII SF 003941 M     | 2037-01-20      | 6.0000%  | 0.0000% | $200570.00         | $2318.82           | Agency Mortgage-Backed Securities |
| 04.000 FGPC G08872 G | 2049-04-01      | 4.0000%  | 0.0000% | $1000.00           | $73.84             | Agency Mortgage-Backed Securities |
| 03.500 FGPC G18696 G | 2033-07-01      | 3.5000%  | 0.0000% | $17000.00          | $1511.29           | Agency Mortgage-Backed Securities |
| 04.000 FGPC G08601 G | 2044-08-01      | 4.0000%  | 0.0000% | $2000.00           | $140.95            | Agency Mortgage-Backed Securities |
| 03.500 FGPC G07961 G | 2045-03-01      | 3.5000%  | 0.0000% | $4000.00           | $513.10            | Agency Mortgage-Backed Securities |
| 04.500 FGPC G08858 G | 2049-01-01      | 4.5000%  | 0.0000% | $1000.00           | $61.26             | Agency Mortgage-Backed Securities |
| 04.500 FGPC G08700 G | 2046-03-01      | 4.5000%  | 0.0000% | $1000.00           | $87.35             | Agency Mortgage-Backed Securities |
| 02.500 FGPC G18622 G | 2031-12-01      | 2.5000%  | 0.0000% | $8000.00           | $1263.24           | Agency Mortgage-Backed Securities |
| 02.500 FGPC G18536 G | 2030-01-01      | 2.5000%  | 0.0000% | $31000.00          | $2258.45           | Agency Mortgage-Backed Securities |
| 02.500 FGPC G18470 G | 2028-06-01      | 2.5000%  | 0.0000% | $2000.00           | $104.00            | Agency Mortgage-Backed Securities |
| 03.500 FGPC G18730 G | 2034-04-01      | 3.5000%  | 0.0000% | $2000.00           | $170.00            | Agency Mortgage-Backed Securities |
| 02.000 FGPC G18675 G | 2032-10-01      | 2.0000%  | 0.0000% | $18962.00          | $3211.90           | Agency Mortgage-Backed Securities |
| 04.000 FGPC G08542 G | 2043-08-01      | 4.0000%  | 0.0000% | $26000.00          | $1755.35           | Agency Mortgage-Backed Securities |
| 02.500 FGPC G16407 G | 2033-01-01      | 2.5000%  | 0.0000% | $2000.00           | $380.27            | Agency Mortgage-Backed Securities |
| GNII SF DJ6215 C     | 2055-04-20      | 5.5000%  | 0.0000% | $1008.00           | $1013.19           | Agency Mortgage-Backed Securities |
| GNII SF MA4072 M     | 2046-11-20      | 5.0000%  | 0.0000% | $1000.00           | $130.36            | Agency Mortgage-Backed Securities |
| GNII SF CZ1221 C     | 2054-03-20      | 7.5000%  | 0.0000% | $2761908.00        | $2881899.21        | Agency Mortgage-Backed Securities |
| GNII SF DI0202 C     | 2055-04-20      | 5.5000%  | 0.0000% | $1000.00           | $1005.43           | Agency Mortgage-Backed Securities |
| GNII SP 785247 C     | 2050-11-20      | 3.5000%  | 0.0000% | $1024.00           | $409.78            | Agency Mortgage-Backed Securities |
| GNII EP 788087 C     | 2065-07-20      | 3.5000%  | 0.0000% | $249132800.00      | $220559925.26      | Agency Mortgage-Backed Securities |
| GNMI SP 782294 X     | 2038-03-15      | 5.5000%  | 0.0000% | $1000.00           | $9.94              | Agency Mortgage-Backed Securities |
| GNMI SF 618961 X     | 2034-05-15      | 5.0000%  | 0.0000% | $67.00             | $0.74              | Agency Mortgage-Backed Securities |
| GNMI SF 554687 X     | 2031-03-15      | 6.5000%  | 0.0000% | $39494.00          | $337.05            | Agency Mortgage-Backed Securities |
| GNMI SP 781001 X     | 2029-03-15      | 7.5000%  | 0.0000% | $400000.00         | $368.64            | Agency Mortgage-Backed Securities |
| GNMI SF 738422 X     | 2041-06-15      | 4.5000%  | 0.0000% | $2000.00           | $45.55             | Agency Mortgage-Backed Securities |
| GNMI SF 555704 X     | 2032-02-15      | 6.5000%  | 0.0000% | $72840.00          | $42.59             | Agency Mortgage-Backed Securities |
| GNMI SF 722796 X     | 2039-11-15      | 5.5000%  | 0.0000% | $25000.00          | $524.82            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAX3715 | 2027-06-01      | 3.5000%  | 0.0000% | $83000.00          | $1285.17           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD687120 | 2033-03-01      | 6.5400%  | 0.0000% | $1000000.00        | $48.53             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAW0744 | 2044-03-01      | 4.5000%  | 0.0000% | $18000.00          | $617.89            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAW1543 | 2029-03-01      | 3.5000%  | 0.0000% | $7000.00           | $234.37            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAZ0084 | 2030-06-01      | 3.5000%  | 0.0000% | $4000.00           | $240.76            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAX2501 | 2044-10-01      | 4.0000%  | 0.0000% | $1000.00           | $86.75             | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4643 | 2045-12-01      | 4.0000%  | 0.0000% | $3000.00           | $303.32            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIAS0338 | 2028-08-01      | 2.0000%  | 0.0000% | $39669.00          | $2861.11           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB8236 | 2038-04-01      | 3.5000%  | 0.0000% | $4000.00           | $2226.38           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIAY8790 | 2030-04-01      | 2.0000%  | 0.0000% | $50000.00          | $4125.91           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CISB8373 | 2040-03-01      | 6.0000%  | 0.0000% | $2000.00           | $1674.55           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB675490 | 2033-03-01      | 6.8330%  | 0.0000% | $325000.00         | $466.31            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS5696 | 2045-08-01      | 3.5000%  | 0.0000% | $7000.00           | $631.64            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAX2187 | 2029-11-01      | 3.5000%  | 0.0000% | $10000.00          | $902.35            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAV8516 | 2029-03-01      | 3.5000%  | 0.0000% | $25000.00          | $1072.72           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS6328 | 2045-12-01      | 3.5000%  | 0.0000% | $3673000.00        | $398726.45         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBM1066 | 2047-02-01      | 4.0000%  | 0.0000% | $5000.00           | $648.55            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO0804 | 2037-09-01      | 5.5000%  | 0.0000% | $2022.00           | $1630.31           | Agency Mortgage-Backed Securities |
| FMAR 782785 G        | 2034-10-01      | 6.8970%  | 0.0000% | $140000.00         | $1411.71           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDB0171 | 2054-03-01      | 4.5000%  | 0.0000% | $1420364.00        | $1222572.29        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA4934 | 2051-03-01      | 3.0000%  | 0.0000% | $7000.00           | $4004.21           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8024 | 2049-11-01      | 3.0000%  | 0.0000% | $26000.00          | $4169.89           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8496 | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $934.03            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD7412 | 2055-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1847.10           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8267 | 2052-11-01      | 5.0000%  | 0.0000% | $1002.00           | $807.00            | Agency Mortgage-Backed Securities |
| FMAR 2B1638 G        | 2043-08-01      | 7.1850%  | 0.0000% | $14000.00          | $565.43            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZA2849 | 2027-06-01      | 2.5000%  | 0.0000% | $220000.00         | $3751.12           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8235 | 2052-08-01      | 3.0000%  | 0.0000% | $1000.00           | $730.08            | Agency Mortgage-Backed Securities |
| 05.000 FGPC G30759 G | 2031-06-01      | 5.0000%  | 0.0000% | $475121.00         | $4203.55           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZA4555 | 2045-05-01      | 4.0000%  | 0.0000% | $9000.00           | $990.36            | Agency Mortgage-Backed Securities |
| FMAR 1B7789 G        | 2040-11-01      | 6.7510%  | 0.0000% | $125000.00         | $608.89            | Agency Mortgage-Backed Securities |
| 04.500 FGPC A96366 G | 2041-01-01      | 4.5000%  | 0.0000% | $2000.00           | $116.71            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZM3709 | 2047-07-01      | 3.5000%  | 0.0000% | $18000.00          | $2099.29           | Agency Mortgage-Backed Securities |
| FMAR 1G3589 G        | 2037-04-01      | 6.5340%  | 0.0000% | $100000.00         | $2825.35           | Agency Mortgage-Backed Securities |
| 03.500 FGPC G18710 G | 2033-10-01      | 3.5000%  | 0.0000% | $13000.00          | $1079.84           | Agency Mortgage-Backed Securities |
| 03.000 FGPC G08726 G | 2046-10-01      | 3.0000%  | 0.0000% | $13000.00          | $2047.93           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI7706 | 2033-05-01      | 5.5000%  | 0.0000% | $126624.00         | $2004.27           | Agency Mortgage-Backed Securities |
| 04.500 FGPC A97047 G | 2041-02-01      | 4.5000%  | 0.0000% | $8000.00           | $286.80            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZK4451 | 2027-09-01      | 2.5000%  | 0.0000% | $89757.00          | $2259.84           | Agency Mortgage-Backed Securities |
| FMAR 1Q0379 G        | 2037-11-01      | 6.9530%  | 0.0000% | $1094000.00        | $2150.70           | Agency Mortgage-Backed Securities |
| GNII SF 002699 M     | 2029-01-20      | 6.0000%  | 0.0000% | $698000.00         | $1029.75           | Agency Mortgage-Backed Securities |
| GNMI SF 588010 X     | 2032-07-15      | 6.5000%  | 0.0000% | $1999920.00        | $1776.63           | Agency Mortgage-Backed Securities |
| GNMI SF AB2392 X     | 2043-04-15      | 3.0000%  | 0.0000% | $21000.00          | $2536.45           | Agency Mortgage-Backed Securities |
| GNAR FB MA1113 M     | 2043-06-20      | 7.3750%  | 0.0000% | $182000.00         | $2050.31           | Agency Mortgage-Backed Securities |
| GNII SF MA2072 M     | 2044-07-20      | 3.0000%  | 0.0000% | $40000.00          | $3796.62           | Agency Mortgage-Backed Securities |
| GNMI SF 648970 X     | 2035-11-15      | 5.0000%  | 0.0000% | $350000.00         | $4694.48           | Agency Mortgage-Backed Securities |
| GNMI SF 693508 X     | 2038-07-15      | 5.5000%  | 0.0000% | $1000000.00        | $4367.87           | Agency Mortgage-Backed Securities |
| GNII ET CV1303 C     | 2064-06-20      | 6.5000%  | 0.0000% | $2876.00           | $2946.12           | Agency Mortgage-Backed Securities |
| GNII SF DL2829 C     | 2055-07-20      | 6.0000%  | 0.0000% | $1000.00           | $1038.64           | Agency Mortgage-Backed Securities |
| GNMI SP 781846 X     | 2034-09-15      | 6.5000%  | 0.0000% | $1000.00           | $10.53             | Agency Mortgage-Backed Securities |
| GNMI SF 423929 X     | 2026-09-15      | 8.0000%  | 0.0000% | $78011.00          | $7.04              | Agency Mortgage-Backed Securities |
| GNMI SP 781215 X     | 2029-09-15      | 6.5000%  | 0.0000% | $281418.00         | $380.55            | Agency Mortgage-Backed Securities |
| GNII SF AR3762 C     | 2046-02-20      | 4.0000%  | 0.0000% | $25000.00          | $4988.69           | Agency Mortgage-Backed Securities |
| GNMI SF 569899 X     | 2032-06-15      | 6.5000%  | 0.0000% | $2071729.00        | $2640.90           | Agency Mortgage-Backed Securities |
| GNMI SP 783807 X     | 2043-08-15      | 2.5000%  | 0.0000% | $15936.00          | $2550.95           | Agency Mortgage-Backed Securities |
| GNMI SF 554033 X     | 2031-12-15      | 6.5000%  | 0.0000% | $40340.00          | $1077.42           | Agency Mortgage-Backed Securities |
| GNII SF 004097 M     | 2038-03-20      | 5.0000%  | 0.0000% | $1000.00           | $12.55             | Agency Mortgage-Backed Securities |
| GNMI SF 486470 X     | 2028-08-15      | 6.5000%  | 0.0000% | $1540000.00        | $630.41            | Agency Mortgage-Backed Securities |
| GNMI SP 782570 X     | 2039-02-15      | 5.5000%  | 0.0000% | $1000.00           | $10.18             | Agency Mortgage-Backed Securities |
| GNMI SF 716813 X     | 2039-04-15      | 5.0000%  | 0.0000% | $141439.00         | $2301.08           | Agency Mortgage-Backed Securities |
| GNMI SF 563338 X     | 2031-09-15      | 6.5000%  | 0.0000% | $420870.00         | $556.98            | Agency Mortgage-Backed Securities |
| GNMI SP 784121 X     | 2029-08-15      | 7.0000%  | 0.0000% | $1000.00           | $70.24             | Agency Mortgage-Backed Securities |
| GNMI SF 745045 X     | 2039-11-15      | 5.0000%  | 0.0000% | $266714.00         | $2245.52           | Agency Mortgage-Backed Securities |
| GNII SP 783967 C     | 2044-12-20      | 4.2500%  | 0.0000% | $1000.00           | $307.19            | Agency Mortgage-Backed Securities |
| GNMI SF 548496 X     | 2031-05-15      | 6.5000%  | 0.0000% | $71024.00          | $469.16            | Agency Mortgage-Backed Securities |
| GNMI SF 564116 X     | 2031-07-15      | 6.5000%  | 0.0000% | $403078.00         | $1405.80           | Agency Mortgage-Backed Securities |
| GNAR AR 008949 M     | 2026-08-20      | 4.6250%  | 0.0000% | $25100000.00       | $3830.92           | Agency Mortgage-Backed Securities |
| GNII SF 002550 M     | 2028-02-20      | 8.0000%  | 0.0000% | $100000.00         | $10.14             | Agency Mortgage-Backed Securities |
| GNMI SF 460993 X     | 2027-11-15      | 7.5000%  | 0.0000% | $1253407.00        | $908.86            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3275 | 2048-01-01      | 3.0000%  | 0.0000% | $15000.00          | $2318.16           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3686 | 2049-06-01      | 3.5000%  | 0.0000% | $34000.00          | $2955.70           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3331 | 2048-04-01      | 3.0000%  | 0.0000% | $2000.00           | $291.85            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3340 | 2033-04-01      | 3.5000%  | 0.0000% | $5000.00           | $560.71            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3637 | 2049-04-01      | 3.5000%  | 0.0000% | $38000.00          | $2889.09           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3745 | 2049-08-01      | 3.5000%  | 0.0000% | $17000.00          | $1723.97           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3906 | 2050-01-01      | 3.5000%  | 0.0000% | $28000.00          | $3875.01           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3939 | 2050-02-01      | 3.5000%  | 0.0000% | $7000.00           | $970.06            | Agency Mortgage-Backed Securities |
| GNPL PN DC7227       | 2060-02-15      | 5.7900%  | 0.0000% | $1000.00           | $1043.66           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5550 | 2054-12-01      | 4.0000%  | 0.0000% | $4000.00           | $3606.12           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM4251 | 2049-12-01      | 3.5000%  | 0.0000% | $14000.00          | $2136.76           | Agency Mortgage-Backed Securities |
| GNMI SF 400595 X     | 2038-03-15      | 5.0000%  | 0.0000% | $41837.00          | $1186.28           | Agency Mortgage-Backed Securities |
| GNAR AR 080393 M     | 2030-04-20      | 4.8750%  | 0.0000% | $1916904.00        | $2363.06           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM3387 | 2035-03-01      | 3.5000%  | 0.0000% | $4000.00           | $722.04            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5135 | 2053-09-01      | 4.0000%  | 0.0000% | $2000.00           | $1663.11           | Agency Mortgage-Backed Securities |
| GNII SF 005144 M     | 2041-08-20      | 3.5000%  | 0.0000% | $75000.00          | $3852.76           | Agency Mortgage-Backed Securities |
| GNMI SF 746166 X     | 2038-09-15      | 6.0000%  | 0.0000% | $26572.00          | $1535.22           | Agency Mortgage-Backed Securities |
| GNMI SF 532749 X     | 2030-08-15      | 8.0000%  | 0.0000% | $255220.00         | $140.83            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CVMA1557 | 2028-07-01      | 3.0000%  | 0.0000% | $107000.00         | $4836.96           | Agency Mortgage-Backed Securities |
| GNMI SF 557521 X     | 2031-07-15      | 6.5000%  | 0.0000% | $87563.00          | $113.28            | Agency Mortgage-Backed Securities |
| GNII SP 784981 C     | 2050-04-20      | 3.5000%  | 0.0000% | $1000.00           | $80.64             | Agency Mortgage-Backed Securities |
| GNII SF MA0023 M     | 2042-04-20      | 4.0000%  | 0.0000% | $43681.00          | $2348.44           | Agency Mortgage-Backed Securities |
| GNII SF MA2305 M     | 2044-10-20      | 4.5000%  | 0.0000% | $50000.00          | $3275.13           | Agency Mortgage-Backed Securities |
| GNMI SF AA6407 X     | 2043-05-15      | 3.0000%  | 0.0000% | $32235.00          | $3223.24           | Agency Mortgage-Backed Securities |
| GNII SF MA2752 M     | 2045-04-20      | 2.5000%  | 0.0000% | $1000.00           | $164.29            | Agency Mortgage-Backed Securities |
| GNAR AT MA3334 M     | 2045-12-20      | 4.6250%  | 0.0000% | $58000.00          | $1415.57           | Agency Mortgage-Backed Securities |
| GNII SF MA3803 M     | 2046-07-20      | 3.5000%  | 0.0000% | $16000.00          | $1756.53           | Agency Mortgage-Backed Securities |
| GNII SF MA4265 M     | 2047-02-20      | 5.0000%  | 0.0000% | $30000.00          | $2752.95           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL800468 | 2034-10-01      | 6.0000%  | 0.0000% | $169983.00         | $1082.72           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB844000 | 2035-11-01      | 6.5830%  | 0.0000% | $368000.00         | $2961.62           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL976394 | 2038-04-01      | 6.5000%  | 0.0000% | $11176.00          | $194.58            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAB0206 | 2035-04-01      | 5.5000%  | 0.0000% | $498331520.00      | $5505313.09        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA2877 | 2032-01-01      | 3.5000%  | 0.0000% | $15000.00          | $1121.07           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTMA0140 | 2029-08-01      | 4.5000%  | 0.0000% | $380958.00         | $4446.85           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIMA3439 | 2033-08-01      | 4.0000%  | 0.0000% | $12000.00          | $944.50            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA2671 | 2046-07-01      | 3.5000%  | 0.0000% | $3000.00           | $365.30            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTMA1982 | 2034-08-01      | 3.5000%  | 0.0000% | $55000.00          | $4434.95           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3871 | 2049-12-01      | 3.0000%  | 0.0000% | $11580000.00       | $1949620.00        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL366111 | 2026-12-01      | 7.5000%  | 0.0000% | $3512712.00        | $964.67            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL889996 | 2038-06-01      | 5.5000%  | 0.0000% | $9000.00           | $59.05             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB920961 | 2037-01-01      | 5.8930%  | 0.0000% | $1055000.00        | $4513.74           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL928938 | 2037-12-01      | 7.0000%  | 0.0000% | $200000.00         | $1862.31           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLQB0061 | 2050-06-01      | 2.5000%  | 0.0000% | $7581.00           | $2686.02           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB5118 | 2052-11-01      | 4.0000%  | 0.0000% | $5000.00           | $3776.81           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4653 | 2052-07-01      | 3.0000%  | 0.0000% | $3000.00           | $2192.99           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS1501 | 2051-08-01      | 4.0000%  | 0.0000% | $2000.00           | $1224.35           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3866 | 2034-12-01      | 3.5000%  | 0.0000% | $38000.00          | $5084.75           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIMA5302 | 2039-03-01      | 6.5000%  | 0.0000% | $4571824.00        | $2891945.42        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3960 | 2050-03-01      | 3.0000%  | 0.0000% | $24000.00          | $4347.30           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3803 | 2049-10-01      | 3.5000%  | 0.0000% | $38000.00          | $4589.04           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3548 | 2048-12-01      | 3.5000%  | 0.0000% | $2000.00           | $175.88            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCA4074 | 2049-08-01      | 3.5000%  | 0.0000% | $4000.00           | $565.11            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA2729 | 2031-08-01      | 3.5000%  | 0.0000% | $2000.00           | $176.27            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3799 | 2034-10-01      | 3.5000%  | 0.0000% | $20000.00          | $2882.20           | Agency Mortgage-Backed Securities |
| GNMI SF 693631 X     | 2038-07-15      | 5.5000%  | 0.0000% | $756137.00         | $3716.17           | Agency Mortgage-Backed Securities |
| GNMI SF 646746 X     | 2039-03-15      | 5.0000%  | 0.0000% | $51346.00          | $772.27            | Agency Mortgage-Backed Securities |
| GNMI SF 687444 X     | 2038-06-15      | 5.5000%  | 0.0000% | $1000.00           | $3.85              | Agency Mortgage-Backed Securities |
| GNMI SF 587282 X     | 2032-09-15      | 6.5000%  | 0.0000% | $595960.00         | $3099.45           | Agency Mortgage-Backed Securities |
| GNII SF 003132 M     | 2031-09-20      | 6.0000%  | 0.0000% | $50000.00          | $102.47            | Agency Mortgage-Backed Securities |
| GNII SF AR3773 C     | 2046-02-20      | 4.0000%  | 0.0000% | $45000.00          | $3328.49           | Agency Mortgage-Backed Securities |
| GNII SF 002643 M     | 2028-09-20      | 6.0000%  | 0.0000% | $191000.00         | $299.26            | Agency Mortgage-Backed Securities |
| GNII SF 003400 M     | 2033-05-20      | 4.0000%  | 0.0000% | $50000.00          | $1753.91           | Agency Mortgage-Backed Securities |
| GNMI SF 603333 X     | 2032-12-15      | 5.5000%  | 0.0000% | $195625.00         | $1277.47           | Agency Mortgage-Backed Securities |
| GNMI SF 490279 X     | 2029-06-15      | 7.0000%  | 0.0000% | $935874.00         | $1237.23           | Agency Mortgage-Backed Securities |
| GNII SF 003133 M     | 2031-09-20      | 6.5000%  | 0.0000% | $125345.00         | $190.93            | Agency Mortgage-Backed Securities |
| GNMI SF 723438 X     | 2039-11-15      | 5.5000%  | 0.0000% | $45582.00          | $1907.74           | Agency Mortgage-Backed Securities |
| GNII SF 004222 M     | 2038-08-20      | 6.0000%  | 0.0000% | $500000.00         | $4544.87           | Agency Mortgage-Backed Securities |
| GNMI SF 723939 X     | 2039-09-15      | 5.0000%  | 0.0000% | $138267.00         | $2365.02           | Agency Mortgage-Backed Securities |
| GNII SF 004372 M     | 2039-02-20      | 6.5000%  | 0.0000% | $1000.00           | $15.98             | Agency Mortgage-Backed Securities |
| GNMI SF 448335 X     | 2031-04-15      | 6.5000%  | 0.0000% | $55958.00          | $43.24             | Agency Mortgage-Backed Securities |
| GNMI SF 545051 X     | 2031-02-15      | 6.5000%  | 0.0000% | $380928.00         | $2363.79           | Agency Mortgage-Backed Securities |
| GNMI SF 587719 X     | 2032-07-15      | 6.5000%  | 0.0000% | $96495.00          | $320.53            | Agency Mortgage-Backed Securities |
| GNII SF 004910 M     | 2026-01-20      | 3.5000%  | 0.0000% | $1500000.00        | $3153.25           | Agency Mortgage-Backed Securities |
| GNMI SF 422963 X     | 2029-03-15      | 6.5000%  | 0.0000% | $503405.00         | $4374.40           | Agency Mortgage-Backed Securities |
| GNAR AR 008927 M     | 2026-07-20      | 4.6250%  | 0.0000% | $8906461.00        | $1505.73           | Agency Mortgage-Backed Securities |
| GNMI SF 545134 X     | 2031-03-15      | 6.5000%  | 0.0000% | $44900.00          | $163.47            | Agency Mortgage-Backed Securities |
| GNMI SP 780247 X     | 2025-09-15      | 8.0000%  | 0.0000% | $180000.00         | $0.25              | Agency Mortgage-Backed Securities |
| GNII SF 002495 M     | 2027-10-20      | 6.5000%  | 0.0000% | $4565385.00        | $1364.17           | Agency Mortgage-Backed Securities |
| GNII SF 004977 M     | 2041-03-20      | 4.0000%  | 0.0000% | $25000.00          | $1374.72           | Agency Mortgage-Backed Securities |
| GNMI SF 486516 X     | 2028-09-15      | 6.5000%  | 0.0000% | $2000000.00        | $959.62            | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08623 G | 2045-01-01      | 3.5000%  | 0.0000% | $5000.00           | $434.27            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI9251 | 2039-09-01      | 5.5000%  | 0.0000% | $4000.00           | $109.92            | Agency Mortgage-Backed Securities |
| 03.500 FGPC J17898 G | 2027-02-01      | 3.5000%  | 0.0000% | $2000.00           | $10.95             | Agency Mortgage-Backed Securities |
| FMAR 848661 G        | 2041-12-01      | 6.4950%  | 0.0000% | $104847.00         | $1391.88           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZI5099 | 2036-08-01      | 6.5000%  | 0.0000% | $517000.00         | $1810.00           | Agency Mortgage-Backed Securities |
| 02.500 FGPC G14606 G | 2027-11-01      | 2.5000%  | 0.0000% | $8000.00           | $240.45            | Agency Mortgage-Backed Securities |
| 03.000 FGPC G08721 G | 2046-09-01      | 3.0000%  | 0.0000% | $5824000.00        | $905908.13         | Agency Mortgage-Backed Securities |
| 04.500 FGPC G08843 G | 2048-10-01      | 4.5000%  | 0.0000% | $3000.00           | $277.64            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZI7890 | 2037-08-01      | 6.5000%  | 0.0000% | $54859.00          | $347.25            | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZJ4817 | 2031-02-01      | 7.0000%  | 0.0000% | $395188.00         | $204.12            | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08761 G | 2047-05-01      | 3.5000%  | 0.0000% | $7000.00           | $730.75            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZJ5019 | 2031-05-01      | 6.5000%  | 0.0000% | $1004142.00        | $4837.48           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZK2531 | 2025-09-01      | 3.5000%  | 0.0000% | $1000000.00        | $108.93            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLZL4361 | 2042-12-01      | 2.5000%  | 0.0000% | $2225.00           | $480.33            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZN1241 | 2048-11-01      | 4.0000%  | 0.0000% | $28000.00          | $4727.15           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8019 | 2049-10-01      | 4.5000%  | 0.0000% | $28000.00          | $3603.61           | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLZA1577 | 2026-05-01      | 7.5000%  | 0.0000% | $3000000.00        | $150.16            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZA0995 | 2037-05-01      | 5.5000%  | 0.0000% | $176500.00         | $2482.60           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZA0760 | 2031-07-01      | 6.5000%  | 0.0000% | $1000000.00        | $585.43            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8062 | 2050-05-01      | 3.0000%  | 0.0000% | $9000.00           | $2235.33           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZA2622 | 2026-05-01      | 3.5000%  | 0.0000% | $28000.00          | $97.05             | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8200 | 2052-03-01      | 2.5000%  | 0.0000% | $5000.00           | $3297.85           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD4821 | 2053-07-01      | 3.0000%  | 0.0000% | $2000.00           | $1540.40           | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZA0646 | 2029-12-01      | 7.0000%  | 0.0000% | $2200000.00        | $1079.55           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD1534 | 2052-03-01      | 3.0000%  | 0.0000% | $2155.00           | $1604.30           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS6675 | 2046-02-01      | 4.0000%  | 0.0000% | $2000.00           | $187.24            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAK5545 | 2027-03-01      | 3.5000%  | 0.0000% | $14000.00          | $297.64            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAS1758 | 2029-02-01      | 3.5000%  | 0.0000% | $24000.00          | $989.01            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS1626 | 2044-02-01      | 4.5000%  | 0.0000% | $31000.00          | $2066.41           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAS1756 | 2029-02-01      | 3.5000%  | 0.0000% | $2000.00           | $77.86             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL6715 | 2045-02-01      | 4.0000%  | 0.0000% | $1000.00           | $72.36             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS5942 | 2045-10-01      | 4.0000%  | 0.0000% | $46000.00          | $4317.23           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIAY5863 | 2030-03-01      | 2.0000%  | 0.0000% | $25000.00          | $8155.89           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAU6687 | 2028-09-01      | 3.5000%  | 0.0000% | $22000.00          | $875.02            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIZS6301 | 2025-12-01      | 4.5000%  | 0.0000% | $95000.00          | $3.64              | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL9421 | 2031-03-01      | 4.0000%  | 0.0000% | $7000.00           | $202.92            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAS8483 | 2046-12-01      | 3.0000%  | 0.0000% | $20000.00          | $3888.32           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAI3571 | 2041-06-01      | 6.5650%  | 0.0000% | $100000.00         | $2846.45           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4100 | 2045-03-01      | 3.5000%  | 0.0000% | $15000.00          | $1921.62           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZT1595 | 2049-01-01      | 4.5000%  | 0.0000% | $15000.00          | $917.75            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4639 | 2045-11-01      | 4.0000%  | 0.0000% | $1000.00           | $97.16             | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4627 | 2045-08-01      | 4.0000%  | 0.0000% | $20000.00          | $1760.07           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAL8113 | 2042-02-01      | 5.5000%  | 0.0000% | $4000.00           | $569.12            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAH5583 | 2041-02-01      | 4.5000%  | 0.0000% | $18000.00          | $598.00            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4785 | 2048-08-01      | 4.0000%  | 0.0000% | $60000.00          | $4446.04           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL6841 | 2029-02-01      | 4.0000%  | 0.0000% | $12000.00          | $39.22             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAH7535 | 2026-03-01      | 3.5000%  | 0.0000% | $11000.00          | $43.72             | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4731 | 2047-08-01      | 4.0000%  | 0.0000% | $2000.00           | $224.82            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2262 | 2031-06-01      | 5.5000%  | 0.0000% | $21000.00          | $146.47            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAH6960 | 2026-02-01      | 4.0000%  | 0.0000% | $400000.00         | $863.33            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAL9994 | 2032-04-01      | 2.5000%  | 0.0000% | $7000.00           | $1158.90           | Agency Mortgage-Backed Securities |
| FNMS 07.000 K2545191 | 2031-09-01      | 7.0000%  | 0.0000% | $485000.00         | $352.25            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAH5616 | 2026-02-01      | 3.5000%  | 0.0000% | $20000.00          | $47.03             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL555528 | 2033-04-01      | 6.0000%  | 0.0000% | $150000.00         | $409.33            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS3000 | 2040-03-01      | 5.5000%  | 0.0000% | $10000.00          | $138.15            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS4168 | 2044-12-01      | 4.0000%  | 0.0000% | $13000.00          | $1567.17           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS6318 | 2026-09-01      | 4.0000%  | 0.0000% | $1150000.00        | $2950.60           | Agency Mortgage-Backed Securities |
| 03.500 FGPC G18692 G | 2033-06-01      | 3.5000%  | 0.0000% | $10000.00          | $957.40            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1239 | 2052-07-01      | 4.5000%  | 0.0000% | $1404.00           | $1131.08           | Agency Mortgage-Backed Securities |
| FMAR 1G0369 G        | 2035-10-01      | 6.7300%  | 0.0000% | $1675000.00        | $19191.97          | Agency Mortgage-Backed Securities |
| 03.500 FGPC G18713 G | 2033-11-01      | 3.5000%  | 0.0000% | $12000.00          | $1134.19           | Agency Mortgage-Backed Securities |
| 04.000 FGPC C91738 G | 2033-11-01      | 4.0000%  | 0.0000% | $10000.00          | $935.40            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA5286 | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $581.22            | Agency Mortgage-Backed Securities |
| FNMS 03.500 I4BF0145 | 2057-03-01      | 3.5000%  | 0.0000% | $2550000.00        | $794705.21         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBR2965 | 2051-05-01      | 3.5000%  | 0.0000% | $2089520.00        | $1287584.33        | Agency Mortgage-Backed Securities |
| FMAR 781530 G        | 2034-05-01      | 6.4660%  | 0.0000% | $100000.00         | $572.48            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBM3257 | 2032-11-01      | 3.5000%  | 0.0000% | $11000.00          | $2856.46           | Agency Mortgage-Backed Securities |
| FMAR 781773 G        | 2034-07-01      | 7.1790%  | 0.0000% | $675000.00         | $4814.74           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN3009 | 2048-11-01      | 4.0000%  | 0.0000% | $3000.00           | $366.13            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8003 | 2049-07-01      | 4.0000%  | 0.0000% | $10000.00          | $1023.57           | Agency Mortgage-Backed Securities |
| FEPC 02.000 3PRE6066 | 2050-10-01      | 2.0000%  | 0.0000% | $5000.00           | $2317.12           | Agency Mortgage-Backed Securities |
| FNMS 02.500 REBP8557 | 2050-06-01      | 2.5000%  | 0.0000% | $400000.00         | $188425.42         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB844773 | 2035-12-01      | 6.2660%  | 0.0000% | $175000.00         | $1079.12           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBK5211 | 2048-08-01      | 5.0000%  | 0.0000% | $59935.00          | $1985.17           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBH9288 | 2048-02-01      | 4.0000%  | 0.0000% | $5000.00           | $1423.33           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLRA6132 | 2051-10-01      | 2.5000%  | 0.0000% | $2000.00           | $1238.21           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBH5968 | 2047-08-01      | 7.3500%  | 0.0000% | $30000.00          | $2605.30           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS9459 | 2047-04-01      | 4.5000%  | 0.0000% | $5000.00           | $542.10            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAS5090 | 2030-06-01      | 2.5000%  | 0.0000% | $25000.00          | $2675.44           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA2385 | 2055-07-01      | 6.0000%  | 0.0000% | $89327232.00       | $91090372.91       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS0909 | 2043-11-01      | 4.5000%  | 0.0000% | $4000.00           | $287.81            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBC9053 | 2046-12-01      | 6.3550%  | 0.0000% | $20000.00          | $1740.99           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS4371 | 2045-02-01      | 3.5000%  | 0.0000% | $1000.00           | $157.80            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAS3955 | 2044-12-01      | 4.0000%  | 0.0000% | $6000.00           | $395.98            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIAS8291 | 2031-11-01      | 2.0000%  | 0.0000% | $11000.00          | $1843.81           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB817330 | 2035-07-01      | 6.1230%  | 0.0000% | $160000.00         | $948.44            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBM4075 | 2032-03-01      | 3.5000%  | 0.0000% | $15000.00          | $347.55            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBO0988 | 2049-07-01      | 3.5000%  | 0.0000% | $2000.00           | $252.58            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL821507 | 2035-06-01      | 5.5000%  | 0.0000% | $208871.00         | $1255.16           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAZ7916 | 2026-04-01      | 3.5000%  | 0.0000% | $9000.00           | $33.87             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB820607 | 2035-03-01      | 6.2620%  | 0.0000% | $183493.00         | $3754.72           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE6189 | 2055-07-01      | 6.5000%  | 0.0000% | $4976664.00        | $5188986.74        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8058 | 2050-04-01      | 4.0000%  | 0.0000% | $4000.00           | $689.51            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBD7883 | 2046-09-01      | 3.5000%  | 0.0000% | $9000.00           | $1364.88           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL504712 | 2029-07-01      | 7.0000%  | 0.0000% | $1500000.00        | $2602.60           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLAL6289 | 2042-02-01      | 5.5000%  | 0.0000% | $1000.00           | $103.45            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL0842 | 2026-09-01      | 4.0000%  | 0.0000% | $1135000.00        | $3525.50           | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL585786 | 2031-06-01      | 7.5000%  | 0.0000% | $1000000.00        | $155.33            | Agency Mortgage-Backed Securities |
| FNMS 08.000 CL535916 | 2031-05-01      | 8.0000%  | 0.0000% | $3818000.00        | $1440.72           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAL5213 | 2044-04-01      | 4.5000%  | 0.0000% | $3000.00           | $221.88            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAL4432 | 2026-10-01      | 4.5000%  | 0.0000% | $175000.00         | $934.29            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL535347 | 2030-05-01      | 7.0000%  | 0.0000% | $500000.00         | $295.48            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL580402 | 2031-06-01      | 6.5000%  | 0.0000% | $2750000.00        | $4830.09           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL535895 | 2031-02-01      | 6.5000%  | 0.0000% | $2000000.00        | $1749.14           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAL8115 | 2030-06-01      | 3.5000%  | 0.0000% | $10000.00          | $916.18            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAL8272 | 2031-03-01      | 3.5000%  | 0.0000% | $4000.00           | $469.29            | Agency Mortgage-Backed Securities |
| 04.000 FGPC G08682 G | 2045-12-01      | 4.0000%  | 0.0000% | $2000.00           | $202.48            | Agency Mortgage-Backed Securities |
| 03.000 FGPC G08737 G | 2046-12-01      | 3.0000%  | 0.0000% | $20000.00          | $3567.45           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIAL0806 | 2026-02-01      | 5.0000%  | 0.0000% | $248892.00         | $52.72             | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL571953 | 2031-07-01      | 6.5000%  | 0.0000% | $6158392.00        | $4377.43           | Agency Mortgage-Backed Securities |
| FMAR 846988 G        | 2032-02-01      | 6.5990%  | 0.0000% | $1000000.00        | $1233.27           | Agency Mortgage-Backed Securities |
| 03.000 FGPC G18684 G | 2033-04-01      | 3.0000%  | 0.0000% | $37000.00          | $4396.71           | Agency Mortgage-Backed Securities |
| 04.000 FGPC G08775 G | 2047-08-01      | 4.0000%  | 0.0000% | $1000.00           | $112.56            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZT2087 | 2049-06-01      | 4.0000%  | 0.0000% | $27000.00          | $2629.60           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CICB4243 | 2037-07-01      | 3.5000%  | 0.0000% | $10000.00          | $6609.30           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBV1502 | 2055-04-01      | 5.5000%  | 0.0000% | $2649028.00        | $2661047.08        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CT256715 | 2027-05-01      | 6.0000%  | 0.0000% | $1000000.00        | $3053.80           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB3110 | 2047-03-01      | 2.5000%  | 0.0000% | $2000.00           | $1372.91           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CTAO1130 | 2032-05-01      | 3.5000%  | 0.0000% | $8840.00           | $1123.86           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA1037 | 2049-07-01      | 4.0000%  | 0.0000% | $9000.00           | $1680.62           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTBM5440 | 2038-11-01      | 4.5000%  | 0.0000% | $21000.00          | $3690.27           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA1720 | 2049-11-01      | 3.0000%  | 0.0000% | $1002.00           | $276.23            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE6780 | 2055-08-01      | 6.5000%  | 0.0000% | $1359004.00        | $1412340.38        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAL8238 | 2030-08-01      | 3.5000%  | 0.0000% | $12000.00          | $875.47            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAL8211 | 2030-12-01      | 3.5000%  | 0.0000% | $20000.00          | $2245.36           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS555715 | 2033-07-01      | 6.2110%  | 0.0000% | $130000.00         | $310.42            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB1434 | 2051-08-01      | 4.0000%  | 0.0000% | $2411.00           | $1122.88           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL613142 | 2031-11-01      | 7.0000%  | 0.0000% | $775000.00         | $3302.19           | Agency Mortgage-Backed Securities |
| FNMS 08.000 CL535290 | 2030-05-01      | 8.0000%  | 0.0000% | $7712357.00        | $3307.10           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAL5259 | 2029-05-01      | 3.5000%  | 0.0000% | $42000.00          | $2166.26           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4656 | 2046-03-01      | 4.0000%  | 0.0000% | $3000.00           | $320.44            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS4791 | 2048-09-01      | 4.5000%  | 0.0000% | $26000.00          | $2182.70           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4717 | 2047-05-01      | 3.5000%  | 0.0000% | $5000.00           | $521.29            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAL6206 | 2028-06-01      | 3.5000%  | 0.0000% | $75000.00          | $1143.19           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDE1958 | 2055-06-01      | 5.0000%  | 0.0000% | $4074576.00        | $3985109.18        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTCA8304 | 2040-12-01      | 2.0000%  | 0.0000% | $2000000.00        | $1118481.61        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3022 | 2052-03-01      | 3.0000%  | 0.0000% | $911824.00         | $643387.43         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAP0262 | 2027-08-01      | 3.5000%  | 0.0000% | $70000.00          | $558.00            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN0509 | 2048-09-01      | 4.0000%  | 0.0000% | $27467.00          | $4639.99           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8190 | 2052-01-01      | 3.0000%  | 0.0000% | $7000.00           | $4385.34           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBN4718 | 2049-02-01      | 5.0000%  | 0.0000% | $28000.00          | $2640.38           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAB5004 | 2027-04-01      | 3.5000%  | 0.0000% | $8000.00           | $130.48            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL946222 | 2037-09-01      | 6.0000%  | 0.0000% | $661612.00         | $3119.07           | Agency Mortgage-Backed Securities |
| FNMS 05.500 NP256219 | 2036-04-01      | 5.5000%  | 0.0000% | $235000.00         | $225.53            | Agency Mortgage-Backed Securities |
| FNMS 05.500 K2255538 | 2034-11-01      | 5.5000%  | 0.0000% | $60000.00          | $1894.54           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZT1872 | 2034-04-01      | 3.5000%  | 0.0000% | $21000.00          | $1782.97           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZT1566 | 2033-12-01      | 3.5000%  | 0.0000% | $1000.00           | $79.02             | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD3097 | 2052-06-01      | 3.5000%  | 0.0000% | $4000.00           | $3006.63           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4650 | 2046-02-01      | 3.0000%  | 0.0000% | $3000.00           | $425.54            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZK5598 | 2028-06-01      | 2.5000%  | 0.0000% | $50000.00          | $2771.70           | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD0578 | 2051-03-01      | 2.5000%  | 0.0000% | $100000.00         | $55752.92          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD1683 | 2052-10-01      | 4.5000%  | 0.0000% | $73073.00          | $56522.13          | Agency Mortgage-Backed Securities |
| FMAR 847512 G        | 2036-01-01      | 6.7480%  | 0.0000% | $110000.00         | $667.96            | Agency Mortgage-Backed Securities |
| 03.000 FGPC G08886 G | 2049-05-01      | 3.0000%  | 0.0000% | $1000.00           | $92.59             | Agency Mortgage-Backed Securities |
| 04.500 FGPC G08853 G | 2048-12-01      | 4.5000%  | 0.0000% | $2000.00           | $143.39            | Agency Mortgage-Backed Securities |
| 04.500 FGPC G08600 G | 2044-08-01      | 4.5000%  | 0.0000% | $4000.00           | $230.53            | Agency Mortgage-Backed Securities |
| 04.000 FGPC G08762 G | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $104.39            | Agency Mortgage-Backed Securities |
| 03.000 FGPC G08799 G | 2048-02-01      | 3.0000%  | 0.0000% | $1000.00           | $138.46            | Agency Mortgage-Backed Securities |
| FMAR 786921 G        | 2029-11-01      | 7.0930%  | 0.0000% | $1350000.00        | $936.89            | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08659 G | 2045-08-01      | 3.5000%  | 0.0000% | $32000.00          | $3150.15           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB8170 | 2037-08-01      | 3.5000%  | 0.0000% | $1000.00           | $634.68            | Agency Mortgage-Backed Securities |
| 03.500 FGPC G08792 G | 2047-12-01      | 3.5000%  | 0.0000% | $29000.00          | $3773.11           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQE1600 | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $796.33            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQE8533 | 2052-07-01      | 4.0000%  | 0.0000% | $70000.00          | $53200.20          | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB814418 | 2035-03-01      | 6.3320%  | 0.0000% | $130000.00         | $1616.70           | Agency Mortgage-Backed Securities |
| GNII SF AA1000 C     | 2027-05-20      | 3.0000%  | 0.0000% | $165000.00         | $2144.62           | Agency Mortgage-Backed Securities |
| GNII SF MA3245 M     | 2045-11-20      | 4.0000%  | 0.0000% | $25000.00          | $2005.10           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBK4160 | 2048-05-01      | 4.0000%  | 0.0000% | $50464.00          | $2693.85           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ9366 | 2048-04-01      | 4.0000%  | 0.0000% | $25468.00          | $1398.88           | Agency Mortgage-Backed Securities |
| GNMI SF BA2348 X     | 2047-05-15      | 4.5000%  | 0.0000% | $25053.00          | $3299.99           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBK8852 | 2048-09-01      | 4.0000%  | 0.0000% | $27468.00          | $2354.06           | Agency Mortgage-Backed Securities |
| GNII SF MA8728 M     | 2053-01-20      | 6.5000%  | 0.0000% | $2000.00           | $982.66            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBJ4623 | 2048-02-01      | 4.0000%  | 0.0000% | $27467.00          | $2333.18           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3276 | 2048-02-01      | 3.5000%  | 0.0000% | $2000.00           | $257.87            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3588 | 2034-02-01      | 3.5000%  | 0.0000% | $34000.00          | $2526.88           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1888121 | 2036-12-01      | 6.3150%  | 0.0000% | $570000.00         | $3292.39           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDA3104 | 2053-12-01      | 6.5000%  | 0.0000% | $1012974.00        | $1049736.57        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX S1905759 | 2036-12-01      | 6.5840%  | 0.0000% | $200000.00         | $792.07            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3219 | 2032-12-01      | 3.5000%  | 0.0000% | $1000.00           | $130.22            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3416 | 2048-07-01      | 4.5000%  | 0.0000% | $12000.00          | $950.40            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL976853 | 2029-11-01      | 5.5000%  | 0.0000% | $1046282.00        | $4993.82           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBM3459 | 2033-02-01      | 3.5000%  | 0.0000% | $6000.00           | $1234.39           | Agency Mortgage-Backed Securities |
| GNII SF MA0319 M     | 2042-08-20      | 4.0000%  | 0.0000% | $25000.00          | $1599.82           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBM6373 | 2047-04-01      | 6.5260%  | 0.0000% | $1000.00           | $165.56            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIBM1064 | 2030-11-01      | 3.5000%  | 0.0000% | $38000.00          | $2629.39           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB784365 | 2034-05-01      | 6.1750%  | 0.0000% | $300000.00         | $4425.14           | Agency Mortgage-Backed Securities |
| GNII JM MA0002 M     | 2026-11-20      | 3.0000%  | 0.0000% | $250000.00         | $3016.91           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAV2326 | 2028-12-01      | 3.5000%  | 0.0000% | $52000.00          | $2327.57           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB745606 | 2036-05-01      | 7.0890%  | 0.0000% | $75000.00          | $716.69            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTBM5651 | 2029-09-01      | 6.0000%  | 0.0000% | $81360.00          | $1741.57           | Agency Mortgage-Backed Securities |
| GNMI SF 774290 X     | 2042-02-15      | 5.0000%  | 0.0000% | $65290.00          | $2427.90           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB827871 | 2035-03-01      | 6.4550%  | 0.0000% | $2000000.00        | $1315.16           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB813174 | 2035-02-01      | 6.7600%  | 0.0000% | $115000.00         | $154.29            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB816308 | 2035-02-01      | 6.3130%  | 0.0000% | $100000.00         | $2100.93           | Agency Mortgage-Backed Securities |
| GNMI SF 465529 X     | 2028-05-15      | 6.5000%  | 0.0000% | $1100000.00        | $2406.37           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4183 | 2050-11-01      | 2.5000%  | 0.0000% | $11000.00          | $4774.45           | Agency Mortgage-Backed Securities |
| GNII SF 003663 M     | 2035-01-20      | 4.5000%  | 0.0000% | $96000.00          | $2195.42           | Agency Mortgage-Backed Securities |
| GNII SF 004371 M     | 2039-02-20      | 6.0000%  | 0.0000% | $125000.00         | $2208.91           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3692 | 2049-07-01      | 3.5000%  | 0.0000% | $13000.00          | $1184.04           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3744 | 2049-08-01      | 3.0000%  | 0.0000% | $25000.00          | $2730.04           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CNMA3345 | 2028-04-01      | 3.5000%  | 0.0000% | $16000.00          | $1054.43           | Agency Mortgage-Backed Securities |
| GNMI SF 723363 X     | 2039-10-15      | 5.0000%  | 0.0000% | $1000.00           | $55.75             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3332 | 2048-04-01      | 3.5000%  | 0.0000% | $6000.00           | $773.57            | Agency Mortgage-Backed Securities |
| GNII SF 004882 M     | 2040-12-20      | 4.0000%  | 0.0000% | $50000.00          | $2567.34           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4618 | 2052-04-01      | 4.0000%  | 0.0000% | $7000.00           | $4644.83           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CNMA3650 | 2029-04-01      | 3.5000%  | 0.0000% | $40000.00          | $3231.75           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA1200 | 2032-10-01      | 3.0000%  | 0.0000% | $20000.00          | $1818.40           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1194 | 2055-05-01      | 6.0000%  | 0.0000% | $2451.00           | $2422.70           | Agency Mortgage-Backed Securities |
| GNMI SF 567628 X     | 2032-04-15      | 6.5000%  | 0.0000% | $55003.00          | $126.84            | Agency Mortgage-Backed Securities |
| GNMI SF 434141 X     | 2029-01-15      | 6.5000%  | 0.0000% | $204197.00         | $201.73            | Agency Mortgage-Backed Securities |
| GNII SF 004954 M     | 2026-02-20      | 3.0000%  | 0.0000% | $1033321.00        | $1952.81           | Agency Mortgage-Backed Securities |
| GNII SF 004928 M     | 2038-12-20      | 6.0000%  | 0.0000% | $115929.00         | $2379.26           | Agency Mortgage-Backed Securities |
| GNII SF 004961 M     | 2036-10-20      | 6.0000%  | 0.0000% | $109470.00         | $3536.81           | Agency Mortgage-Backed Securities |
| GNAR AR 008892 M     | 2026-06-20      | 4.8750%  | 0.0000% | $41087422.00       | $4168.22           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB8699 | 2054-06-01      | 6.0000%  | 0.0000% | $102519200.00      | $94891584.69       | Agency Mortgage-Backed Securities |
| GNMI SF 728323 X     | 2039-11-15      | 5.5000%  | 0.0000% | $100000.00         | $1804.07           | Agency Mortgage-Backed Securities |
| GNMI SF 587228 X     | 2032-08-15      | 6.5000%  | 0.0000% | $995843.00         | $2791.25           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3415 | 2048-07-01      | 4.0000%  | 0.0000% | $2536196.00        | $213048.67         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA0324 | 2047-09-01      | 4.5000%  | 0.0000% | $31339.00          | $3552.44           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA1490 | 2033-07-01      | 3.0000%  | 0.0000% | $17000.00          | $2018.01           | Agency Mortgage-Backed Securities |
| GNII SF DH5008 C     | 2055-07-20      | 6.0000%  | 0.0000% | $1406769.00        | $1455723.15        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM8338 | 2050-11-01      | 4.0000%  | 0.0000% | $10759.00          | $4123.20           | Agency Mortgage-Backed Securities |
| GNII SF BG5457 C     | 2048-04-20      | 4.0000%  | 0.0000% | $2000.00           | $297.97            | Agency Mortgage-Backed Securities |
| GNPL PN CN2872       | 2057-12-15      | 4.2100%  | 0.0000% | $1000.00           | $928.76            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3632 | 2034-04-01      | 3.5000%  | 0.0000% | $14000.00          | $1089.76           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3106 | 2047-08-01      | 3.0000%  | 0.0000% | $1000.00           | $172.25            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3747 | 2049-08-01      | 4.5000%  | 0.0000% | $1000.00           | $97.77             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA3358 | 2048-05-01      | 4.5000%  | 0.0000% | $11000.00          | $1014.87           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM9043 | 2049-02-01      | 4.0000%  | 0.0000% | $3000.00           | $1384.17           | Agency Mortgage-Backed Securities |
| GNII SF DH2709 C     | 2055-01-20      | 5.5000%  | 0.0000% | $1000.00           | $872.90            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CNMA2779 | 2026-10-01      | 2.0000%  | 0.0000% | $30000.00          | $824.86            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3685 | 2049-06-01      | 3.0000%  | 0.0000% | $3000.00           | $294.01            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3442 | 2048-08-01      | 3.5000%  | 0.0000% | $4000.00           | $383.13            | Agency Mortgage-Backed Securities |
| GNMI SF 552766 X     | 2032-09-15      | 6.5000%  | 0.0000% | $700478.00         | $3745.23           | Agency Mortgage-Backed Securities |
| GNMI SF 736667 X     | 2040-03-15      | 5.0000%  | 0.0000% | $54832.00          | $1732.84           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFA0479 | 2055-01-01      | 5.5000%  | 0.0000% | $50000.00          | $48371.47          | Agency Mortgage-Backed Securities |
| GNII SF 004617 M     | 2040-01-20      | 4.5000%  | 0.0000% | $100000.00         | $3836.06           | Agency Mortgage-Backed Securities |
| GNAR AR 008849 M     | 2026-04-20      | 4.8750%  | 0.0000% | $20991201.00       | $1517.08           | Agency Mortgage-Backed Securities |
| GNMI SF 468156 X     | 2028-08-15      | 6.5000%  | 0.0000% | $510393.00         | $1230.12           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CNMA3097 | 2027-08-01      | 3.5000%  | 0.0000% | $13000.00          | $580.18            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CQMA1871 | 2044-03-01      | 5.0000%  | 0.0000% | $750000.00         | $112895.72         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA2930 | 2047-03-01      | 4.0000%  | 0.0000% | $1000.00           | $94.81             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA1658 | 2028-10-01      | 3.5000%  | 0.0000% | $24000.00          | $1098.89           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3563 | 2049-01-01      | 4.0000%  | 0.0000% | $2000.00           | $134.59            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3147 | 2047-10-01      | 3.0000%  | 0.0000% | $3000.00           | $469.34            | Agency Mortgage-Backed Securities |
| GNII JM MA1828 M     | 2044-03-20      | 3.0000%  | 0.0000% | $771.00            | $111.48            | Agency Mortgage-Backed Securities |
| GNII SF MA6314 M     | 2032-07-20      | 5.0000%  | 0.0000% | $26034.00          | $4220.34           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CTMA0436 | 2030-04-01      | 5.5000%  | 0.0000% | $512800.00         | $2583.97           | Agency Mortgage-Backed Securities |
| GNII SF DA3014 C     | 2054-08-20      | 6.5000%  | 0.0000% | $1783220.00        | $1870579.71        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZK2631 | 2025-10-01      | 3.5000%  | 0.0000% | $1000000.00        | $497.91            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4579 | 2044-08-01      | 4.0000%  | 0.0000% | $14000.00          | $985.38            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4603 | 2045-02-01      | 3.5000%  | 0.0000% | $1000.00           | $90.93             | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZT1594 | 2049-01-01      | 4.0000%  | 0.0000% | $2000.00           | $129.58            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZS2141 | 2038-03-01      | 6.5000%  | 0.0000% | $734667.00         | $3151.52           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4631 | 2045-09-01      | 4.0000%  | 0.0000% | $1000.00           | $82.28             | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZT1345 | 2033-11-01      | 3.5000%  | 0.0000% | $43000.00          | $4059.67           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZS8105 | 2032-09-01      | 3.5000%  | 0.0000% | $10000.00          | $1129.50           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZK3510 | 2026-09-01      | 3.5000%  | 0.0000% | $16000.00          | $56.75             | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLQA3399 | 2049-10-01      | 4.0000%  | 0.0000% | $1000.00           | $144.21            | Agency Mortgage-Backed Securities |
| FEPC 05.000 CTZS8795 | 2026-02-01      | 5.0000%  | 0.0000% | $675000.00         | $214.50            | Agency Mortgage-Backed Securities |
| 05.000 FGPC Q60256 G | 2048-11-01      | 5.0000%  | 0.0000% | $75000.00          | $4550.10           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZS4652 | 2046-02-01      | 4.0000%  | 0.0000% | $1000.00           | $96.87             | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZS7452 | 2031-01-01      | 3.5000%  | 0.0000% | $3000.00           | $266.44            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZS8652 | 2032-04-01      | 3.5000%  | 0.0000% | $19000.00          | $1999.83           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIZS6436 | 2026-07-01      | 4.5000%  | 0.0000% | $205000.00         | $1.21              | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLZS0515 | 2031-01-01      | 7.5000%  | 0.0000% | $7607968.00        | $3314.38           | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZS4263 | 2036-10-01      | 7.0000%  | 0.0000% | $41467.00          | $439.01            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIZS7694 | 2029-01-01      | 4.0000%  | 0.0000% | $5761.00           | $3.17              | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS3486 | 2040-08-01      | 5.5000%  | 0.0000% | $30742.00          | $683.40            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS1687 | 2037-11-01      | 5.5000%  | 0.0000% | $167130.00         | $963.11            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS3881 | 2041-06-01      | 5.5000%  | 0.0000% | $2000.00           | $134.10            | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZS0478 | 2029-12-01      | 7.0000%  | 0.0000% | $1608816.00        | $586.19            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZI5041 | 2036-07-01      | 6.5000%  | 0.0000% | $88193.00          | $649.08            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CIZS8605 | 2031-04-01      | 2.5000%  | 0.0000% | $6000.00           | $628.92            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIZS6837 | 2026-09-01      | 4.5000%  | 0.0000% | $3000.00           | $7.02              | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZI5718 | 2037-01-01      | 6.0000%  | 0.0000% | $100259.00         | $753.27            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZS8592 | 2030-12-01      | 3.5000%  | 0.0000% | $26000.00          | $2150.87           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZJ5220 | 2029-01-01      | 6.5000%  | 0.0000% | $58460.00          | $332.02            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZA1383 | 2045-02-01      | 4.0000%  | 0.0000% | $25000.00          | $1115.40           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZN5189 | 2034-04-01      | 3.5000%  | 0.0000% | $18000.00          | $2470.77           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZS4267 | 2036-11-01      | 6.5000%  | 0.0000% | $253235.00         | $2439.37           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZA5675 | 2048-09-01      | 4.0000%  | 0.0000% | $41704.00          | $3179.28           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CT257282 | 2028-07-01      | 5.5000%  | 0.0000% | $500000.00         | $1436.87           | Agency Mortgage-Backed Securities |
| FNMS 07.000 GL252410 | 2029-03-01      | 7.0000%  | 0.0000% | $500000.00         | $459.62            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAH1204 | 2041-01-01      | 6.7110%  | 0.0000% | $125000.00         | $1845.09           | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL256709 | 2037-03-01      | 7.5000%  | 0.0000% | $141983.00         | $374.46            | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZJ8819 | 2028-02-01      | 7.0000%  | 0.0000% | $3259879.00        | $4873.03           | Agency Mortgage-Backed Securities |
| FNMS 06.000 GL252290 | 2028-11-01      | 6.0000%  | 0.0000% | $50000.00          | $150.52            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CT256640 | 2027-03-01      | 5.5000%  | 0.0000% | $89635.00          | $156.26            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL484754 | 2029-03-01      | 6.5000%  | 0.0000% | $4796842.00        | $2805.50           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLQC7001 | 2051-08-01      | 3.5000%  | 0.0000% | $3789.00           | $3257.65           | Agency Mortgage-Backed Securities |
| 08.500 FGPC G00598 G | 2026-11-01      | 8.5000%  | 0.0000% | $4881781.00        | $493.30            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM6127 | 2048-04-01      | 4.0000%  | 0.0000% | $17067.00          | $3935.42           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL252497 | 2029-06-01      | 6.5000%  | 0.0000% | $5918000.00        | $3484.84           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX AS052597 | 2027-07-01      | 4.3080%  | 0.0000% | $19000000.00       | $3311.22           | Agency Mortgage-Backed Securities |
| FNMS 06.500 GL252334 | 2029-02-01      | 6.5000%  | 0.0000% | $488044.00         | $1050.39           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZA0572 | 2029-01-01      | 6.5000%  | 0.0000% | $457210.00         | $373.57            | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZA0454 | 2027-01-01      | 7.0000%  | 0.0000% | $33000.00          | $2.67              | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL592488 | 2031-06-01      | 7.5000%  | 0.0000% | $1000000.00        | $3116.89           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CT256041 | 2025-12-01      | 5.5000%  | 0.0000% | $2000000.00        | $772.51            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM7630 | 2048-08-01      | 4.0000%  | 0.0000% | $49417.00          | $3160.95           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL613024 | 2031-07-01      | 6.5000%  | 0.0000% | $750000.00         | $2176.90           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLAD0440 | 2039-10-01      | 6.0000%  | 0.0000% | $11000.00          | $204.26            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL2689 | 2027-02-01      | 4.0000%  | 0.0000% | $8000.00           | $21.76             | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDD6751 | 2055-05-01      | 5.5000%  | 0.0000% | $7287712.00        | $7322484.64        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAJ1443 | 2026-09-01      | 4.0000%  | 0.0000% | $245000.00         | $1899.42           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFS3686 | 2053-01-01      | 5.0000%  | 0.0000% | $5000.00           | $3833.26           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL641519 | 2032-04-01      | 6.5000%  | 0.0000% | $402847.00         | $2262.76           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CL669662 | 2032-05-01      | 6.5000%  | 0.0000% | $1500000.00        | $1040.41           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIFM3464 | 2027-03-01      | 5.0000%  | 0.0000% | $95000.00          | $42.05             | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM9695 | 2051-12-01      | 2.5000%  | 0.0000% | $58948224.00       | $35930240.32       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAZ0862 | 2045-07-01      | 3.5000%  | 0.0000% | $25000.00          | $3271.84           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFM9579 | 2051-07-01      | 2.0000%  | 0.0000% | $6000.00           | $3634.25           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFS1163 | 2037-01-01      | 3.5000%  | 0.0000% | $1000.00           | $501.68            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CQAL7167 | 2041-01-01      | 4.0000%  | 0.0000% | $44026.00          | $2992.61           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAH9021 | 2026-03-01      | 4.0000%  | 0.0000% | $1245000.00        | $1695.96           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAE8048 | 2025-11-01      | 3.5000%  | 0.0000% | $2000.00           | $2.59              | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA5589 | 2040-01-01      | 4.5000%  | 0.0000% | $4971000.00        | $4500903.20        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAL1953 | 2027-01-01      | 4.5000%  | 0.0000% | $340000.00         | $96.47             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAL1379 | 2026-10-01      | 4.5000%  | 0.0000% | $110000.00         | $454.86            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLAE0442 | 2039-01-01      | 6.5000%  | 0.0000% | $199933.00         | $3833.42           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAH5801 | 2026-02-01      | 3.5000%  | 0.0000% | $59000.00          | $127.98            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDD8521 | 2055-05-01      | 7.0000%  | 0.0000% | $1752924.00        | $1854210.81        | Agency Mortgage-Backed Securities |
| 04.000 FGPC G08610 G | 2044-10-01      | 4.0000%  | 0.0000% | $17000.00          | $1243.64           | Agency Mortgage-Backed Securities |
| 04.000 FGPC G08669 G | 2045-09-01      | 4.0000%  | 0.0000% | $1000.00           | $82.39             | Agency Mortgage-Backed Securities |
| 06.500 FGPC H09901 G | 2036-08-01      | 6.5000%  | 0.0000% | $1250000.00        | $2079.69           | Agency Mortgage-Backed Securities |
| 03.500 FGPC T49005 G | 2028-12-01      | 3.5000%  | 0.0000% | $10000.00          | $278.41            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZA0566 | 2028-12-01      | 6.5000%  | 0.0000% | $30000.00          | $19.85             | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZA0598 | 2029-05-01      | 6.5000%  | 0.0000% | $519144.00         | $420.28            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZA0590 | 2029-04-01      | 6.5000%  | 0.0000% | $4317805.00        | $2738.61           | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLZA0756 | 2031-05-01      | 7.5000%  | 0.0000% | $500000.00         | $207.35            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZA0771 | 2031-09-01      | 6.5000%  | 0.0000% | $1035127.00        | $763.33            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZN3543 | 2049-02-01      | 4.0000%  | 0.0000% | $590396.00         | $24672.25          | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLZA0719 | 2030-12-01      | 7.5000%  | 0.0000% | $4900.00           | $2.74              | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZS4754 | 2048-02-01      | 3.0000%  | 0.0000% | $25000.00          | $3457.01           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2586 | 2038-12-01      | 5.5000%  | 0.0000% | $3000.00           | $20.53             | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZL7877 | 2044-03-01      | 4.5000%  | 0.0000% | $2000.00           | $135.67            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZN3772 | 2034-03-01      | 3.5000%  | 0.0000% | $28000.00          | $2604.99           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4599 | 2045-01-01      | 3.5000%  | 0.0000% | $14000.00          | $1214.39           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8222 | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $750.53            | Agency Mortgage-Backed Securities |
| FEPC 02.500 CLSD8151 | 2051-06-01      | 2.5000%  | 0.0000% | $1000.00           | $574.99            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIZS6362 | 2026-09-01      | 4.5000%  | 0.0000% | $155000.00         | $689.38            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8086 | 2050-08-01      | 4.0000%  | 0.0000% | $13000.00          | $2692.55           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLZS4647 | 2046-01-01      | 3.5000%  | 0.0000% | $2000.00           | $209.77            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZK2849 | 2026-01-01      | 3.5000%  | 0.0000% | $1000000.00        | $1449.91           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZJ5026 | 2031-05-01      | 6.5000%  | 0.0000% | $587703.00         | $224.98            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZJ6315 | 2032-08-01      | 6.5000%  | 0.0000% | $55832.00          | $523.99            | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZJ1244 | 2041-02-01      | 4.5000%  | 0.0000% | $9000.00           | $264.91            | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZJ6859 | 2033-02-01      | 6.0000%  | 0.0000% | $250025.00         | $485.77            | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLZS0486 | 2030-03-01      | 7.5000%  | 0.0000% | $10966265.00       | $1961.62           | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLZS1693 | 2037-09-01      | 6.0000%  | 0.0000% | $261785.00         | $1040.71           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZI6698 | 2037-11-01      | 6.5000%  | 0.0000% | $70002.00          | $152.27            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAS9829 | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $104.99            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAZ2881 | 2030-08-01      | 3.5000%  | 0.0000% | $11000.00          | $1247.68           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH7598 | 2047-08-01      | 4.5000%  | 0.0000% | $56568.00          | $597.55            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS1556 | 2052-05-01      | 3.5000%  | 0.0000% | $1900000.00        | $1333558.20        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB9153 | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $964.98            | Agency Mortgage-Backed Securities |
| FNMS 04.500 U3BF0212 | 2041-02-01      | 4.5000%  | 0.0000% | $625000.00         | $146613.60         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFM9906 | 2051-12-01      | 3.0000%  | 0.0000% | $1468620.00        | $1029737.27        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBH5928 | 2047-07-01      | 6.6060%  | 0.0000% | $10000.00          | $703.62            | Agency Mortgage-Backed Securities |
| FNMS 05.500 NP256576 | 2037-01-01      | 5.5000%  | 0.0000% | $1250000.00        | $3239.64           | Agency Mortgage-Backed Securities |
| FNMS 08.500 CL253598 | 2030-12-01      | 8.5000%  | 0.0000% | $1560581.00        | $2556.02           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD4223 | 2053-10-01      | 6.5000%  | 0.0000% | $5000.00           | $3964.53           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CT255892 | 2025-09-01      | 5.0000%  | 0.0000% | $54002910.00       | $2168.63           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBV3694 | 2052-02-01      | 2.5000%  | 0.0000% | $7884.00           | $4671.23           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8512 | 2055-03-01      | 4.0000%  | 0.0000% | $1000.00           | $901.75            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDD6146 | 2055-04-01      | 6.5000%  | 0.0000% | $7993160.00        | $8325152.31        | Agency Mortgage-Backed Securities |
| 03.000 FGPC U40194 G | 2027-03-01      | 3.0000%  | 0.0000% | $280000.00         | $4820.98           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBV1493 | 2055-04-01      | 5.5000%  | 0.0000% | $5260136.00        | $5300262.82        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL253515 | 2030-11-01      | 7.5000%  | 0.0000% | $2946581.00        | $856.87            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBX7619 | 2053-05-01      | 6.0000%  | 0.0000% | $1097198.00        | $1089343.43        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CT256212 | 2026-04-01      | 5.0000%  | 0.0000% | $4644646.00        | $2254.46           | Agency Mortgage-Backed Securities |
| FNMS 06.500 GO254484 | 2031-12-01      | 6.5000%  | 0.0000% | $275000.00         | $415.33            | Agency Mortgage-Backed Securities |
| FNMS 05.000 CT257371 | 2028-09-01      | 5.0000%  | 0.0000% | $50000.00          | $191.94            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBW5297 | 2053-06-01      | 5.5000%  | 0.0000% | $1000000.00        | $847010.30         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX AS037029 | 2026-11-01      | 5.0000%  | 0.0000% | $2000000.00        | $232.47            | Agency Mortgage-Backed Securities |
| FNMS 07.500 GO813836 | 2032-02-01      | 7.5000%  | 0.0000% | $815244.00         | $2701.96           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIAL8215 | 2026-06-01      | 5.0000%  | 0.0000% | $70000.00          | $15.19             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAL8001 | 2031-02-01      | 3.5000%  | 0.0000% | $1000.00           | $104.75            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAL3174 | 2028-02-01      | 2.5000%  | 0.0000% | $30000.00          | $1086.07           | Agency Mortgage-Backed Securities |
| 04.500 FGPC U99084 G | 2044-02-01      | 4.5000%  | 0.0000% | $3050000.00        | $542832.87         | Agency Mortgage-Backed Securities |
| 03.500 FGPC J40419 G | 2034-03-01      | 3.5000%  | 0.0000% | $2000.00           | $186.28            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8284 | 2053-01-01      | 3.0000%  | 0.0000% | $1000.00           | $750.01            | Agency Mortgage-Backed Securities |
| 06.500 FGPC C91169 G | 2028-02-01      | 6.5000%  | 0.0000% | $1083071.00        | $3801.40           | Agency Mortgage-Backed Securities |
| FNMS 07.750 CL411530 | 2026-12-01      | 7.7500%  | 0.0000% | $3995252.00        | $4638.82           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZJ3586 | 2029-05-01      | 6.5000%  | 0.0000% | $109000.00         | $19.00             | Agency Mortgage-Backed Securities |
| FNMS 05.500 NP256776 | 2037-06-01      | 5.5000%  | 0.0000% | $300000.00         | $800.63            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CT256928 | 2027-10-01      | 6.0000%  | 0.0000% | $282424.00         | $807.93            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CT256469 | 2026-09-01      | 7.0000%  | 0.0000% | $170852.00         | $585.67            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CZ256882 | 2047-08-01      | 6.5000%  | 0.0000% | $135000.00         | $1097.54           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI0919 | 2033-10-01      | 5.5000%  | 0.0000% | $269213.00         | $1540.10           | Agency Mortgage-Backed Securities |
| 04.500 FGPC V80530 G | 2043-10-01      | 4.5000%  | 0.0000% | $1000.00           | $153.89            | Agency Mortgage-Backed Securities |
| FNMS 06.000 GL835577 | 2025-09-01      | 6.0000%  | 0.0000% | $470000.00         | $149.09            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAL8841 | 2031-07-01      | 3.5000%  | 0.0000% | $10475.00          | $117.96            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTAL1318 | 2027-10-01      | 6.0000%  | 0.0000% | $200000.00         | $1095.61           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIAS8012 | 2031-09-01      | 2.5000%  | 0.0000% | $20000.00          | $3016.29           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB4890 | 2055-01-01      | 6.0000%  | 0.0000% | $1065102.00        | $1092631.94        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIAS2673 | 2029-05-01      | 2.0000%  | 0.0000% | $25000.00          | $1454.89           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAS0012 | 2028-07-01      | 3.5000%  | 0.0000% | $8000.00           | $304.82            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL252244 | 2028-12-01      | 7.0000%  | 0.0000% | $206655.00         | $53.35             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CT256275 | 2026-06-01      | 6.0000%  | 0.0000% | $463451.00         | $335.42            | Agency Mortgage-Backed Securities |
| FNMS 06.000 NQ256182 | 2036-02-01      | 6.0000%  | 0.0000% | $300000.00         | $1800.62           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CT256803 | 2027-07-01      | 6.0000%  | 0.0000% | $1300000.00        | $3962.64           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD4139 | 2053-03-01      | 3.5000%  | 0.0000% | $5000.00           | $3970.95           | Agency Mortgage-Backed Securities |
| 08.000 FGPC C00922 G | 2030-02-01      | 8.0000%  | 0.0000% | $750000.00         | $206.17            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX AS029138 | 2026-06-01      | 4.1860%  | 0.0000% | $900000.00         | $64.01             | Agency Mortgage-Backed Securities |
| FMAR 1J1380 G        | 2036-03-01      | 7.6720%  | 0.0000% | $175000.00         | $398.75            | Agency Mortgage-Backed Securities |
| 04.000 FGPC V81760 G | 2045-05-01      | 4.0000%  | 0.0000% | $13000.00          | $1432.37           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL883115 | 2036-07-01      | 6.0000%  | 0.0000% | $115219.00         | $968.51            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WD888527 | 2034-04-01      | 6.7970%  | 0.0000% | $20000.00          | $193.29            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CZ918649 | 2047-06-01      | 5.5000%  | 0.0000% | $6709656.00        | $98677.80          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS6789 | 2052-12-01      | 3.0000%  | 0.0000% | $5500000.00        | $4312577.80        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFS8395 | 2054-07-01      | 6.5000%  | 0.0000% | $20000.00          | $15745.14          | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAD5093 | 2025-10-01      | 3.5000%  | 0.0000% | $21000.00          | $13.00             | Agency Mortgage-Backed Securities |
| FNMS 05.000 CIAE0552 | 2025-09-01      | 5.0000%  | 0.0000% | $4300000.00        | $0.56              | Agency Mortgage-Backed Securities |
| GNMI SF AD2224 X     | 2043-02-15      | 3.5000%  | 0.0000% | $25000.00          | $2198.45           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLCB3841 | 2052-06-01      | 3.5000%  | 0.0000% | $4000.00           | $2893.95           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCA4041 | 2049-05-01      | 6.0000%  | 0.0000% | $332008.00         | $43329.38          | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDD3977 | 2055-03-01      | 7.0000%  | 0.0000% | $1253628.00        | $1325707.47        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBW9901 | 2052-10-01      | 4.5000%  | 0.0000% | $11790100.00       | $7587349.32        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLDC4264 | 2054-11-01      | 4.5000%  | 0.0000% | $2527.00           | $2356.61           | Agency Mortgage-Backed Securities |
| GNMI SF 797250 X     | 2042-03-15      | 3.5000%  | 0.0000% | $2219.00           | $98.18             | Agency Mortgage-Backed Securities |
| GNII SF AP6332 C     | 2045-11-20      | 3.5000%  | 0.0000% | $1000.00           | $317.22            | Agency Mortgage-Backed Securities |
| GNMI SF AD2152 X     | 2043-01-15      | 3.5000%  | 0.0000% | $37794.00          | $2377.68           | Agency Mortgage-Backed Securities |
| GNMI SF AF0384 X     | 2043-07-15      | 3.5000%  | 0.0000% | $25000.00          | $3941.30           | Agency Mortgage-Backed Securities |
| GNMI SF AD2412 X     | 2043-05-15      | 3.5000%  | 0.0000% | $25000.00          | $2137.82           | Agency Mortgage-Backed Securities |
| GNII SF MA6310 M     | 2034-12-20      | 3.0000%  | 0.0000% | $1000.00           | $143.63            | Agency Mortgage-Backed Securities |
| GNMI SF 697946 X     | 2039-03-15      | 5.0000%  | 0.0000% | $375237.00         | $3573.02           | Agency Mortgage-Backed Securities |
| GNII SF MA0674 M     | 2028-01-20      | 2.5000%  | 0.0000% | $160000.00         | $4998.87           | Agency Mortgage-Backed Securities |
| GNII SF MA1997 M     | 2044-06-20      | 4.5000%  | 0.0000% | $4836752.00        | $327272.55         | Agency Mortgage-Backed Securities |
| GNMI SF 697944 X     | 2039-03-15      | 5.0000%  | 0.0000% | $449201.00         | $3542.46           | Agency Mortgage-Backed Securities |
| GNMI SP 782044 X     | 2032-12-15      | 6.5000%  | 0.0000% | $1000.00           | $11.70             | Agency Mortgage-Backed Securities |
| GNMI SF 705447 X     | 2039-02-15      | 5.5000%  | 0.0000% | $1000.00           | $23.79             | Agency Mortgage-Backed Securities |
| GNII SF 003358 M     | 2033-03-20      | 4.5000%  | 0.0000% | $52504.00          | $890.65            | Agency Mortgage-Backed Securities |
| GNII SF 003025 M     | 2031-01-20      | 6.5000%  | 0.0000% | $2000000.00        | $2514.98           | Agency Mortgage-Backed Securities |
| GNII SF 003320 M     | 2032-12-20      | 5.5000%  | 0.0000% | $55000.00          | $378.82            | Agency Mortgage-Backed Securities |
| GNII SF 003248 M     | 2032-06-20      | 5.5000%  | 0.0000% | $70000.00          | $428.33            | Agency Mortgage-Backed Securities |
| GNMI SF 584464 X     | 2032-06-15      | 6.5000%  | 0.0000% | $951838.00         | $4027.22           | Agency Mortgage-Backed Securities |
| GNII SF 003689 M     | 2035-03-20      | 4.5000%  | 0.0000% | $50000.00          | $876.34            | Agency Mortgage-Backed Securities |
| GNII SF 002548 M     | 2028-02-20      | 7.0000%  | 0.0000% | $3000151.00        | $1604.72           | Agency Mortgage-Backed Securities |
| GNII SF 004040 M     | 2037-10-20      | 6.5000%  | 0.0000% | $1000.00           | $11.26             | Agency Mortgage-Backed Securities |
| GNII SF 002644 M     | 2028-09-20      | 6.5000%  | 0.0000% | $2990000.00        | $2254.35           | Agency Mortgage-Backed Securities |
| GNII SF DJ8646 C     | 2055-07-20      | 5.5000%  | 0.0000% | $1499248.00        | $1513390.91        | Agency Mortgage-Backed Securities |
| GNII SF MA4837 M     | 2047-11-20      | 3.5000%  | 0.0000% | $9000.00           | $1135.34           | Agency Mortgage-Backed Securities |
| GNII SF MA5629 M     | 2031-09-20      | 7.0000%  | 0.0000% | $126722.00         | $1967.72           | Agency Mortgage-Backed Securities |
| GNMI SF 619189 X     | 2035-01-15      | 5.0000%  | 0.0000% | $150000.00         | $255.31            | Agency Mortgage-Backed Securities |
| GNMI SF 636501 X     | 2027-04-15      | 6.0000%  | 0.0000% | $25000.00          | $300.27            | Agency Mortgage-Backed Securities |
| GNII SF 003612 M     | 2034-09-20      | 6.5000%  | 0.0000% | $40000.00          | $449.79            | Agency Mortgage-Backed Securities |
| GNII SF 002603 M     | 2028-06-20      | 6.5000%  | 0.0000% | $5000000.00        | $3486.73           | Agency Mortgage-Backed Securities |
| GNMI SF 604290 X     | 2033-05-15      | 5.0000%  | 0.0000% | $91000.00          | $1761.59           | Agency Mortgage-Backed Securities |
| GNII SF 003702 M     | 2035-04-20      | 5.5000%  | 0.0000% | $40000.00          | $744.90            | Agency Mortgage-Backed Securities |
| GNII SF DJ5890 C     | 2055-04-20      | 5.0000%  | 0.0000% | $2653672.00        | $2606859.48        | Agency Mortgage-Backed Securities |
| GNMI SF AD3518 X     | 2043-04-15      | 3.5000%  | 0.0000% | $25000.00          | $4097.86           | Agency Mortgage-Backed Securities |
| GNII SF MB0457 M     | 2040-06-20      | 4.5000%  | 0.0000% | $1000.00           | $990.52            | Agency Mortgage-Backed Securities |
| GNII SF DI7297 C     | 2055-03-20      | 6.0000%  | 0.0000% | $1000.00           | $1029.59           | Agency Mortgage-Backed Securities |
| GNII SF 003485 M     | 2033-11-20      | 4.0000%  | 0.0000% | $28000.00          | $543.34            | Agency Mortgage-Backed Securities |
| GNII SF DI1963 C     | 2055-05-20      | 7.0000%  | 0.0000% | $1016400.00        | $1061294.62        | Agency Mortgage-Backed Securities |
| GNMI SF 593723 X     | 2033-08-15      | 5.0000%  | 0.0000% | $92000.00          | $3859.36           | Agency Mortgage-Backed Securities |
| GNII SF 002167 M     | 2026-02-20      | 6.5000%  | 0.0000% | $676392.00         | $45.51             | Agency Mortgage-Backed Securities |
| GNII SF 002671 M     | 2028-11-20      | 6.0000%  | 0.0000% | $33000.00          | $44.03             | Agency Mortgage-Backed Securities |
| GNII SF 003009 M     | 2030-12-20      | 6.5000%  | 0.0000% | $50000.00          | $103.36            | Agency Mortgage-Backed Securities |
| GNMI SF 584308 X     | 2032-04-15      | 6.5000%  | 0.0000% | $227725.00         | $553.55            | Agency Mortgage-Backed Securities |
| GNII SF 002426 M     | 2027-05-20      | 6.5000%  | 0.0000% | $400000.00         | $158.40            | Agency Mortgage-Backed Securities |
| GNII FS 004483 M     | 2039-07-20      | 4.0000%  | 0.0000% | $50000.00          | $2034.82           | Agency Mortgage-Backed Securities |
| GNMI SF 699835 X     | 2039-11-15      | 5.5000%  | 0.0000% | $50000.00          | $319.48            | Agency Mortgage-Backed Securities |
| GNMI SF 710719 X     | 2039-07-15      | 5.5000%  | 0.0000% | $88463.00          | $1316.60           | Agency Mortgage-Backed Securities |
| GNII SF MA2864 M     | 2030-06-20      | 3.0000%  | 0.0000% | $1606.00           | $101.65            | Agency Mortgage-Backed Securities |
| GNMI SF 511460 X     | 2035-04-15      | 5.0000%  | 0.0000% | $150564.00         | $4773.18           | Agency Mortgage-Backed Securities |
| GNII SF MA1285 M     | 2043-09-20      | 3.5000%  | 0.0000% | $26665.00          | $2597.31           | Agency Mortgage-Backed Securities |
| GNII SF MA3105 M     | 2045-09-20      | 3.5000%  | 0.0000% | $27710.00          | $2587.37           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM8087 | 2035-03-01      | 3.5000%  | 0.0000% | $1000.00           | $400.30            | Agency Mortgage-Backed Securities |
| GNMI SF 736057 X     | 2040-06-15      | 5.0000%  | 0.0000% | $247017.00         | $3130.85           | Agency Mortgage-Backed Securities |
| GNMI SF 677064 X     | 2038-07-15      | 5.5000%  | 0.0000% | $1000.00           | $39.30             | Agency Mortgage-Backed Securities |
| GNMI SF 689414 X     | 2038-06-15      | 5.0000%  | 0.0000% | $74280.00          | $806.90            | Agency Mortgage-Backed Securities |
| GNAR AR 080061 M     | 2027-04-20      | 4.8750%  | 0.0000% | $5020000.00        | $1327.19           | Agency Mortgage-Backed Securities |
| GNMI SF 757366 X     | 2041-03-15      | 5.0000%  | 0.0000% | $53723.00          | $4540.67           | Agency Mortgage-Backed Securities |
| GNMI SF 469991 X     | 2029-02-15      | 6.5000%  | 0.0000% | $580808.00         | $757.68            | Agency Mortgage-Backed Securities |
| GNII SP 784673 C     | 2049-01-20      | 5.5000%  | 0.0000% | $1000.00           | $181.16            | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLBR6514 | 2051-04-01      | 2.0000%  | 0.0000% | $1208.00           | $817.66            | Agency Mortgage-Backed Securities |
| GNII SF AM4929 C     | 2045-04-20      | 3.5000%  | 0.0000% | $6000.00           | $860.56            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFS0471 | 2033-05-01      | 3.5000%  | 0.0000% | $1000.00           | $376.00            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBU3851 | 2051-10-01      | 3.5000%  | 0.0000% | $1166800.00        | $973974.38         | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN6594 | 2049-05-01      | 4.0000%  | 0.0000% | $2000.00           | $272.71            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS0630 | 2052-02-01      | 3.0000%  | 0.0000% | $2000.00           | $1334.47           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAE0318 | 2025-09-01      | 4.5000%  | 0.0000% | $1415000.00        | $17.97             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAD6175 | 2025-09-01      | 4.0000%  | 0.0000% | $1125000.00        | $88.47             | Agency Mortgage-Backed Securities |
| GNII SF DK4070 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1050940.00        | $1097067.07        | Agency Mortgage-Backed Securities |
| GNII SF DK4094 C     | 2055-06-20      | 5.5000%  | 0.0000% | $1000.00           | $1014.24           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIMA5258 | 2039-01-01      | 6.5000%  | 0.0000% | $4792424.00        | $2498086.59        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS4928 | 2050-06-01      | 3.5000%  | 0.0000% | $1000.00           | $762.61            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA5494 | 2054-10-01      | 4.0000%  | 0.0000% | $1000.00           | $894.44            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CI890838 | 2033-05-01      | 4.0000%  | 0.0000% | $13000.00          | $2004.87           | Agency Mortgage-Backed Securities |
| GNII SF AF5097 C     | 2043-08-20      | 4.0000%  | 0.0000% | $1000.00           | $115.89            | Agency Mortgage-Backed Securities |
| GNII SF BG1732 C     | 2048-05-20      | 4.0000%  | 0.0000% | $1000.00           | $203.14            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4655 | 2052-07-01      | 4.0000%  | 0.0000% | $4000.00           | $3039.43           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZS0572 | 2031-05-01      | 6.5000%  | 0.0000% | $1042345.00        | $539.03            | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLZJ3945 | 2029-10-01      | 7.5000%  | 0.0000% | $506572.00         | $384.33            | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8068 | 2050-06-01      | 3.0000%  | 0.0000% | $1000.00           | $248.02            | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZJ6245 | 2032-05-01      | 7.0000%  | 0.0000% | $900720.00         | $1142.96           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZJ5453 | 2031-11-01      | 6.5000%  | 0.0000% | $132234.00         | $131.98            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZI6920 | 2037-12-01      | 6.5000%  | 0.0000% | $52933.00          | $316.86            | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZJ6895 | 2033-03-01      | 5.5000%  | 0.0000% | $1330447.00        | $2362.88           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI6912 | 2037-12-01      | 5.5000%  | 0.0000% | $85000.00          | $3948.97           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZI8041 | 2038-08-01      | 6.5000%  | 0.0000% | $1010000.00        | $2253.48           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZJ3882 | 2029-08-01      | 6.5000%  | 0.0000% | $750547.00         | $190.73            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZI0905 | 2033-10-01      | 6.5000%  | 0.0000% | $42315.00          | $444.95            | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZA1566 | 2026-04-01      | 6.5000%  | 0.0000% | $838500.00         | $42.50             | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZA0654 | 2030-02-01      | 7.0000%  | 0.0000% | $11000000.00       | $2639.70           | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLZA0721 | 2030-12-01      | 7.0000%  | 0.0000% | $7443079.00        | $3321.13           | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZS0261 | 2026-12-01      | 6.5000%  | 0.0000% | $26214.00          | $3.30              | Agency Mortgage-Backed Securities |
| 03.500 FGPC J39815 G | 2033-11-01      | 3.5000%  | 0.0000% | $7000.00           | $1677.81           | Agency Mortgage-Backed Securities |
| FMAR 848739 G        | 2035-09-01      | 7.0010%  | 0.0000% | $124000.00         | $4458.32           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZM7365 | 2048-07-01      | 4.5000%  | 0.0000% | $3000.00           | $238.61            | Agency Mortgage-Backed Securities |
| 03.500 FGPC J40517 G | 2034-04-01      | 3.5000%  | 0.0000% | $15000.00          | $2061.29           | Agency Mortgage-Backed Securities |
| FMAR 789192 G        | 2032-04-01      | 6.4790%  | 0.0000% | $2000000.00        | $3911.42           | Agency Mortgage-Backed Securities |
| 02.500 FGPC J32368 G | 2028-11-01      | 2.5000%  | 0.0000% | $58000.00          | $3790.98           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM6217 | 2048-04-01      | 4.0000%  | 0.0000% | $3000.00           | $488.33            | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLZA0835 | 2032-05-01      | 7.5000%  | 0.0000% | $2500100.00        | $4893.69           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8045 | 2050-02-01      | 3.5000%  | 0.0000% | $9000.00           | $1298.48           | Agency Mortgage-Backed Securities |
| FMAR 782837 G        | 2034-11-01      | 6.4020%  | 0.0000% | $220000.00         | $2269.23           | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL253397 | 2030-07-01      | 7.5000%  | 0.0000% | $5488788.00        | $1868.33           | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL252712 | 2029-08-01      | 7.5000%  | 0.0000% | $2461000.00        | $1125.09           | Agency Mortgage-Backed Securities |
| FNMS 05.500 K2255221 | 2034-03-01      | 5.5000%  | 0.0000% | $70000.00          | $525.96            | Agency Mortgage-Backed Securities |
| FMAR 780870 G        | 2033-09-01      | 7.3020%  | 0.0000% | $440000.00         | $2065.28           | Agency Mortgage-Backed Securities |
| FMAR 420191 G        | 2030-06-01      | 4.6420%  | 0.0000% | $10000000.00       | $3221.24           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX AS062942 | 2027-07-01      | 4.1860%  | 0.0000% | $255000.00         | $0.87              | Agency Mortgage-Backed Securities |
| FEPC 04.500 CIQO1234 | 2038-03-01      | 4.5000%  | 0.0000% | $26321.00          | $19153.17          | Agency Mortgage-Backed Securities |
| FMAR 780163 G        | 2033-01-01      | 6.4730%  | 0.0000% | $1000000.00        | $2220.93           | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8424 | 2054-03-01      | 4.0000%  | 0.0000% | $4000.00           | $3516.96           | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZA7009 | 2049-05-01      | 4.5000%  | 0.0000% | $29000.00          | $3083.47           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD6429 | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $939.15            | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSD8484 | 2054-11-01      | 4.0000%  | 0.0000% | $5000.00           | $4495.31           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS0944 | 2035-10-01      | 5.5000%  | 0.0000% | $10000.00          | $76.98             | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLZS0401 | 2028-04-01      | 7.5000%  | 0.0000% | $1636794.00        | $234.66            | Agency Mortgage-Backed Securities |
| FEPC 03.500 CLSD8202 | 2052-03-01      | 3.5000%  | 0.0000% | $7000.00           | $4739.11           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS2325 | 2032-07-01      | 5.5000%  | 0.0000% | $316560.00         | $4276.90           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAS6627 | 2046-02-01      | 4.5000%  | 0.0000% | $13000.00          | $1168.45           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL190391 | 2038-09-01      | 6.0000%  | 0.0000% | $14000.00          | $83.79             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX AS074095 | 2029-02-01      | 4.6690%  | 0.0000% | $4000000.00        | $1780.53           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX AS048079 | 2026-10-01      | 4.1860%  | 0.0000% | $225000.00         | $18.86             | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDB6003 | 2054-06-01      | 6.0000%  | 0.0000% | $5834352.00        | $5905019.21        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD0093 | 2049-10-01      | 5.0000%  | 0.0000% | $42289.00          | $4712.12           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAL1245 | 2026-12-01      | 4.5000%  | 0.0000% | $125000.00         | $370.89            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAX5591 | 2045-01-01      | 6.4970%  | 0.0000% | $126000.00         | $2593.51           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAL0720 | 2026-07-01      | 4.5000%  | 0.0000% | $655000.00         | $4136.01           | Agency Mortgage-Backed Securities |
| FNMS 02.000 CIAS1382 | 2028-07-01      | 2.0000%  | 0.0000% | $47321.00          | $2278.91           | Agency Mortgage-Backed Securities |
| FEPC 03.500 CIZT1799 | 2034-03-01      | 3.5000%  | 0.0000% | $33000.00          | $2887.50           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CL771019 | 2034-04-01      | 5.0000%  | 0.0000% | $249291.00         | $4027.43           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAL4148 | 2027-01-01      | 4.5000%  | 0.0000% | $135000.00         | $66.25             | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB813844 | 2035-01-01      | 6.1950%  | 0.0000% | $350000.00         | $3721.28           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS746335 | 2033-09-01      | 7.3750%  | 0.0000% | $2000000.00        | $1884.32           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL745405 | 2035-12-01      | 5.5000%  | 0.0000% | $110000.00         | $1138.65           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAL2680 | 2042-11-01      | 3.5000%  | 0.0000% | $3000.00           | $248.34            | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB4439 | 2054-08-01      | 5.5000%  | 0.0000% | $303747.00         | $293925.60         | Agency Mortgage-Backed Securities |
| FNMS 07.500 K2745556 | 2034-08-01      | 7.5000%  | 0.0000% | $1300000.00        | $225.22            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4513 | 2052-01-01      | 3.0000%  | 0.0000% | $5000.00           | $3112.13           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4548 | 2052-02-01      | 2.5000%  | 0.0000% | $2000.00           | $1308.88           | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLDD0526 | 2055-02-01      | 5.0000%  | 0.0000% | $3333520.00        | $3223830.57        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4598 | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $689.56            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3392 | 2033-06-01      | 3.5000%  | 0.0000% | $10000.00          | $945.68            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3614 | 2049-03-01      | 3.5000%  | 0.0000% | $4000.00           | $297.24            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CTMA0587 | 2030-12-01      | 4.0000%  | 0.0000% | $3000.00           | $78.41             | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4583 | 2037-04-01      | 2.5000%  | 0.0000% | $3000.00           | $1889.74           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA3936 | 2050-02-01      | 2.5000%  | 0.0000% | $4000.00           | $891.75            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTAB0090 | 2029-03-01      | 4.5000%  | 0.0000% | $13175180.00       | $293.55            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS544859 | 2029-08-01      | 4.6290%  | 0.0000% | $51225970.00       | $1331.96           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4195 | 2050-10-01      | 4.5000%  | 0.0000% | $9000.00           | $2278.25           | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL620611 | 2032-01-01      | 7.0000%  | 0.0000% | $242395.00         | $457.55            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLAD0130 | 2039-08-01      | 6.5000%  | 0.0000% | $83598.00          | $928.27            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAH4407 | 2026-01-01      | 3.5000%  | 0.0000% | $9000.00           | $20.84             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAH6593 | 2026-02-01      | 3.5000%  | 0.0000% | $850000.00         | $3220.36           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAH0969 | 2025-12-01      | 3.5000%  | 0.0000% | $17000.00          | $23.62             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIAH8168 | 2026-04-01      | 4.5000%  | 0.0000% | $600000.00         | $2373.81           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3993 | 2050-04-01      | 4.0000%  | 0.0000% | $2000.00           | $327.91            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA3834 | 2049-11-01      | 3.0000%  | 0.0000% | $10000.00          | $1540.99           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB888502 | 2033-06-01      | 6.0560%  | 0.0000% | $66000.00          | $840.96            | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL889579 | 2038-05-01      | 6.0000%  | 0.0000% | $342000.00         | $2168.89           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL889643 | 2038-03-01      | 6.0000%  | 0.0000% | $123000.00         | $1639.62           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CT922571 | 2026-12-01      | 5.5000%  | 0.0000% | $44141.00          | $896.35            | Agency Mortgage-Backed Securities |
| GNII SF MA2826 M     | 2045-05-20      | 3.5000%  | 0.0000% | $30082.00          | $2408.21           | Agency Mortgage-Backed Securities |
| GNMI SF AF0383 X     | 2043-07-15      | 3.5000%  | 0.0000% | $25000.00          | $1546.46           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3775 | 2049-09-01      | 3.5000%  | 0.0000% | $15000.00          | $1722.84           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA4307 | 2051-04-01      | 3.0000%  | 0.0000% | $3000.00           | $1389.54           | Agency Mortgage-Backed Securities |
| GNAR AR 080011 M     | 2026-11-20      | 4.7500%  | 0.0000% | $3000000.00        | $633.81            | Agency Mortgage-Backed Securities |
| GNMI SF 652203 X     | 2036-03-15      | 5.0000%  | 0.0000% | $306583.00         | $1569.10           | Agency Mortgage-Backed Securities |
| GNMI JP 783676 X     | 2026-05-15      | 4.0000%  | 0.0000% | $1193150.00        | $978.51            | Agency Mortgage-Backed Securities |
| GNMI SF 655338 X     | 2036-05-15      | 5.5000%  | 0.0000% | $92166.00          | $1917.41           | Agency Mortgage-Backed Securities |
| GNMI SF 651823 X     | 2036-05-15      | 5.0000%  | 0.0000% | $268949.00         | $4136.96           | Agency Mortgage-Backed Securities |
| GNMI SF 755948 X     | 2041-01-15      | 3.5000%  | 0.0000% | $39947.00          | $3729.46           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAE3066 | 2025-09-01      | 3.5000%  | 0.0000% | $26000.00          | $8.46              | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY3701 | 2055-05-01      | 5.5000%  | 0.0000% | $5703768.00        | $5694494.40        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM6479 | 2051-03-01      | 2.5000%  | 0.0000% | $5400.00           | $3073.84           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLFA2387 | 2053-06-01      | 4.5000%  | 0.0000% | $126470784.00      | $120706625.08      | Agency Mortgage-Backed Securities |
| GNMI SF 521330 X     | 2035-05-15      | 5.0000%  | 0.0000% | $58000.00          | $892.81            | Agency Mortgage-Backed Securities |
| GNMI SP 782604 X     | 2039-03-15      | 5.5000%  | 0.0000% | $1000.00           | $15.81             | Agency Mortgage-Backed Securities |
| GNMI SF 723249 X     | 2039-10-15      | 5.5000%  | 0.0000% | $25000.00          | $1863.64           | Agency Mortgage-Backed Securities |
| GNAR AR 008971 M     | 2026-09-20      | 4.6250%  | 0.0000% | $1456149.00        | $121.66            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAE0401 | 2025-09-01      | 4.0000%  | 0.0000% | $2100000.00        | $121.18            | Agency Mortgage-Backed Securities |
| GNMI SF 486599 X     | 2028-10-15      | 7.0000%  | 0.0000% | $500000.00         | $139.05            | Agency Mortgage-Backed Securities |
| GNMI SF 564648 X     | 2031-06-15      | 6.5000%  | 0.0000% | $30935.00          | $83.14             | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA4667 | 2037-07-01      | 3.5000%  | 0.0000% | $7000.00           | $4357.14           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIMA4099 | 2035-08-01      | 2.5000%  | 0.0000% | $7000.00           | $2353.93           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA4639 | 2037-05-01      | 3.5000%  | 0.0000% | $1000.00           | $561.49            | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLMA4096 | 2050-08-01      | 2.5000%  | 0.0000% | $7000.00           | $2606.65           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4084 | 2050-07-01      | 4.0000%  | 0.0000% | $8000.00           | $1942.62           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBQ3865 | 2050-09-01      | 2.5000%  | 0.0000% | $4000.00           | $1812.47           | Agency Mortgage-Backed Securities |
| GNII SF MA5296 M     | 2027-05-20      | 1.5000%  | 0.0000% | $26427.00          | $4712.10           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCA3870 | 2049-07-01      | 4.0000%  | 0.0000% | $11000.00          | $1249.72           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB3401 | 2054-05-01      | 5.5000%  | 0.0000% | $1984742.00        | $1796246.08        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS843997 | 2035-11-01      | 6.2350%  | 0.0000% | $200000.00         | $1612.55           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDB0183 | 2054-03-01      | 5.5000%  | 0.0000% | $1196690.00        | $872354.14         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CICA3163 | 2034-02-01      | 4.5000%  | 0.0000% | $5000.00           | $552.48            | Agency Mortgage-Backed Securities |
| GNMI SF BB6967 X     | 2047-06-15      | 4.0000%  | 0.0000% | $28000.00          | $4476.63           | Agency Mortgage-Backed Securities |
| GNMI SF BF2393 X     | 2048-03-15      | 4.5000%  | 0.0000% | $31032.00          | $2799.85           | Agency Mortgage-Backed Securities |
| GNII SF BH7902 C     | 2048-06-20      | 4.0000%  | 0.0000% | $1000.00           | $108.15            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIFM1507 | 2028-12-01      | 4.5000%  | 0.0000% | $25000.00          | $114.24            | Agency Mortgage-Backed Securities |
| GNMI SF AD6371 X     | 2048-03-15      | 3.0000%  | 0.0000% | $2373660.00        | $1356960.67        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFM0036 | 2049-08-01      | 5.0000%  | 0.0000% | $3000.00           | $676.47            | Agency Mortgage-Backed Securities |
| GNMI SF AD0815 X     | 2043-03-15      | 2.5000%  | 0.0000% | $60000.00          | $1843.70           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CIFA2311 | 2040-07-01      | 6.0000%  | 0.0000% | $44640256.00       | $46317301.14       | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLFM8422 | 2051-08-01      | 2.5000%  | 0.0000% | $35000.00          | $21924.74          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS0015 | 2050-01-01      | 4.0000%  | 0.0000% | $2000.00           | $1071.79           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN0334 | 2048-12-01      | 4.0000%  | 0.0000% | $39612.00          | $2791.65           | Agency Mortgage-Backed Securities |
| GNMI SF AD7471 X     | 2043-04-15      | 3.5000%  | 0.0000% | $25000.00          | $2726.92           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLFA2384 | 2055-07-01      | 6.5000%  | 0.0000% | $39014976.00       | $40491172.65       | Agency Mortgage-Backed Securities |
| GNMI SF AL8731 X     | 2045-05-15      | 4.5000%  | 0.0000% | $68500.00          | $4270.21           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA3890 | 2040-01-01      | 3.0000%  | 0.0000% | $2000.00           | $343.42            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3466 | 2048-09-01      | 3.5000%  | 0.0000% | $36000.00          | $3421.73           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL995876 | 2038-11-01      | 6.0000%  | 0.0000% | $24000.00          | $256.20            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA2960 | 2047-04-01      | 4.0000%  | 0.0000% | $5000.00           | $483.53            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA3658 | 2034-05-01      | 3.5000%  | 0.0000% | $11000.00          | $1107.74           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLMA2771 | 2046-10-01      | 3.0000%  | 0.0000% | $23000.00          | $3791.25           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CKMA3726 | 2049-07-01      | 4.0000%  | 0.0000% | $30000.00          | $2416.20           | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL535425 | 2030-08-01      | 7.5000%  | 0.0000% | $23145311.00       | $2462.07           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4481 | 2051-10-01      | 4.0000%  | 0.0000% | $11000.00          | $4628.65           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CTMA3934 | 2040-02-01      | 3.0000%  | 0.0000% | $17000.00          | $3234.49           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA3494 | 2048-10-01      | 3.5000%  | 0.0000% | $1000.00           | $85.93             | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA4118 | 2050-08-01      | 4.5000%  | 0.0000% | $31000.00          | $4839.14           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIMA1034 | 2027-04-01      | 3.5000%  | 0.0000% | $2000.00           | $30.73             | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA3615 | 2049-03-01      | 4.0000%  | 0.0000% | $1000.00           | $67.71             | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL545646 | 2026-09-01      | 7.0000%  | 0.0000% | $4500000.00        | $1061.47           | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLMA4026 | 2050-05-01      | 4.0000%  | 0.0000% | $8000.00           | $1577.04           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CKAS7661 | 2046-08-01      | 3.0000%  | 0.0000% | $20000.00          | $2028.76           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CIFM3422 | 2035-05-01      | 3.0000%  | 0.0000% | $6000.00           | $1977.23           | Agency Mortgage-Backed Securities |
| FNMS 02.500 CIFM1152 | 2033-07-01      | 2.5000%  | 0.0000% | $21000.00          | $4593.70           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLBC1386 | 2039-07-01      | 5.5000%  | 0.0000% | $6277100.00        | $1192027.10        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CICB7910 | 2038-11-01      | 4.0000%  | 0.0000% | $2133.00           | $1511.90           | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLAT0654 | 2043-04-01      | 3.0000%  | 0.0000% | $138317.00         | $32069.65          | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM5530 | 2050-11-01      | 4.0000%  | 0.0000% | $41000.00          | $12593.58          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB9602 | 2054-09-01      | 5.5000%  | 0.0000% | $1311852.00        | $1255571.63        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM5127 | 2050-09-01      | 3.5000%  | 0.0000% | $5000.00           | $1173.81           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAW6899 | 2029-07-01      | 3.5000%  | 0.0000% | $7000.00           | $445.38            | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIFM7423 | 2036-06-01      | 1.5000%  | 0.0000% | $4397016.00        | $2169698.22        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLAW8992 | 2044-07-01      | 4.5000%  | 0.0000% | $13000.00          | $1541.55           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIFM2672 | 2028-12-01      | 4.5000%  | 0.0000% | $50000.00          | $588.89            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB2078 | 2051-11-01      | 3.0000%  | 0.0000% | $5000.00           | $3220.08           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE3678 | 2055-07-01      | 5.5000%  | 0.0000% | $4969992.00        | $4987607.31        | Agency Mortgage-Backed Securities |
| GNII SF MA7293 M     | 2031-10-20      | 7.0000%  | 0.0000% | $28746.00          | $4486.98           | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDE3621 | 2055-07-01      | 5.5000%  | 0.0000% | $1652394.00        | $1662082.54        | Agency Mortgage-Backed Securities |
| FNMS 06.000 CL848648 | 2035-12-01      | 6.0000%  | 0.0000% | $50000.00          | $150.82            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLDA8692 | 2054-02-01      | 7.0000%  | 0.0000% | $1939216.00        | $1864510.52        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLBN7891 | 2049-05-01      | 4.0000%  | 0.0000% | $3000.00           | $448.61            | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB735648 | 2034-02-01      | 6.7400%  | 0.0000% | $170000.00         | $1292.13           | Agency Mortgage-Backed Securities |
| FEPC 05.000 CTRB5333 | 2045-02-01      | 5.0000%  | 0.0000% | $2965.00           | $2807.07           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM7592 | 2050-03-01      | 3.5000%  | 0.0000% | $7000.00           | $2420.30           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB796989 | 2034-08-01      | 6.2400%  | 0.0000% | $300000.00         | $3058.84           | Agency Mortgage-Backed Securities |
| FNMS 06.000 CTBM4277 | 2026-06-01      | 6.0000%  | 0.0000% | $218232.00         | $255.10            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL5762 | 2028-11-01      | 4.0000%  | 0.0000% | $19000.00          | $102.92            | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBE3631 | 2047-05-01      | 4.5000%  | 0.0000% | $10000.00          | $1411.63           | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIAL8235 | 2030-06-01      | 3.5000%  | 0.0000% | $12000.00          | $948.99            | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLAL7206 | 2045-08-01      | 4.0000%  | 0.0000% | $30000.00          | $2820.88           | Agency Mortgage-Backed Securities |
| 04.500 FGPC Q25332 G | 2044-03-01      | 4.5000%  | 0.0000% | $2000.00           | $135.85            | Agency Mortgage-Backed Securities |
| FNMS 07.000 CL411528 | 2026-04-01      | 7.0000%  | 0.0000% | $3785716.00        | $2617.75           | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE6543 | 2055-08-01      | 6.5000%  | 0.0000% | $1069352.00        | $1124905.55        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAX5294 | 2027-01-01      | 4.0000%  | 0.0000% | $16000.00          | $40.37             | Agency Mortgage-Backed Securities |
| FNMS 05.500 CL732755 | 2033-08-01      | 5.5000%  | 0.0000% | $250000.00         | $452.88            | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL640996 | 2032-05-01      | 7.5000%  | 0.0000% | $378000.00         | $975.42            | Agency Mortgage-Backed Securities |
| FNMS 08.000 CL745955 | 2028-04-01      | 8.0000%  | 0.0000% | $1100000.00        | $2399.50           | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBH1172 | 2047-05-01      | 4.5000%  | 0.0000% | $1000.00           | $188.52            | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDE0278 | 2055-06-01      | 6.5000%  | 0.0000% | $15081632.00       | $15663800.08       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLAZ4775 | 2045-10-01      | 3.5000%  | 0.0000% | $10000.00          | $1067.98           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS781460 | 2034-08-01      | 7.1180%  | 0.0000% | $600000.00         | $4996.19           | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LB823477 | 2035-02-01      | 6.1630%  | 0.0000% | $10000.00          | $197.16            | Agency Mortgage-Backed Securities |
| FNMS 03.500 CIFM7877 | 2036-03-01      | 3.5000%  | 0.0000% | $1000.00           | $393.95            | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO6225 | 2049-12-01      | 3.0000%  | 0.0000% | $1000.00           | $231.15            | Agency Mortgage-Backed Securities |

### Security 298: CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA

- **C.1 - Title:** CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 4.370000%
- **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: ARP19XTB5, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: ARP19XTB5
- **C.18 - Value (incl. sponsor support):** $144000000.00
- **C.18.a - Value (excl. sponsor support):** $144000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac   | 2055-05-25      | 6.0000%  | 0.0000% | $676465.00         | $652690.08         | Agency Collateralized Mortgage Obligation |
| Freddie Mac   | 2054-11-25      | 5.8500%  | 0.0000% | $169046680.00      | $150565664.04      | Agency Collateralized Mortgage Obligation |

### Security 299: WELLS FARGO BANK NA

- **C.1 - Title:** WELLS FARGO BANK NA 4.370000%
- **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: ARP19XTC3, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: ARP19XTC3
- **C.18 - Value (incl. sponsor support):** $1789000000.00
- **C.18.a - Value (excl. sponsor support):** $1789000000.00
- **C.19 - Percentage of Net Assets:** 2.1800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF MA8151 M         | 2052-07-20      | 4.5000%  | 0.0000% | $7014828.00        | $5277681.28        | Agency Mortgage-Backed Securities         |
| GNII SF DK5638 C         | 2050-07-20      | 6.0000%  | 0.0000% | $1297466.00        | $1335830.77        | Agency Mortgage-Backed Securities         |
| GNII SF DK8008 C         | 2055-07-20      | 6.5000%  | 0.0000% | $1008.00           | $1053.10           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2034-08-15      | 3.8750%  | 0.0000% | $100.00            | $98.39             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2034-07-15      | 1.8750%  | 0.0000% | $393000.00         | $402881.72         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2027-11-15      | 4.1250%  | 0.0000% | $10324400.00       | $10459454.65       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2040-11-15      | 1.3750%  | 0.0000% | $57751200.00       | $36567715.53       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2044-08-15      | 4.1250%  | 0.0000% | $100.00            | $92.18             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2053-02-15      | 1.5000%  | 0.0000% | $146995200.00      | $124726357.98      | U.S. Treasuries (including strips)        |
| GNII JM MA6645 M         | 2050-05-20      | 2.5000%  | 0.0000% | $8341488.00        | $1617982.28        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW7880     | 2052-08-01      | 5.0000%  | 0.0000% | $1925770.00        | $1817691.75        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBW1372     | 2052-11-01      | 5.0000%  | 0.0000% | $86366333.00       | $68287365.48       | Agency Mortgage-Backed Securities         |
| GNII SF DK8023 C         | 2055-07-20      | 6.5000%  | 0.0000% | $1000.00           | $1044.74           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS7432     | 2050-01-01      | 3.5000%  | 0.0000% | $21773951.00       | $17438105.34       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLMA4928     | 2053-02-01      | 6.5000%  | 0.0000% | $28003519.00       | $16853865.63       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB3253     | 2052-04-01      | 3.5000%  | 0.0000% | $39071040.00       | $26496106.53       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBV4128     | 2052-03-01      | 2.0000%  | 0.0000% | $35077.00          | $22286.41          | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM8008     | 2048-09-01      | 4.5000%  | 0.0000% | $9519035.00        | $2150081.31        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD3852     | 2053-09-01      | 6.0000%  | 0.0000% | $486504.00         | $399308.15         | Agency Mortgage-Backed Securities         |
| FEPC 02.000 3JRE0027     | 2051-05-01      | 2.0000%  | 0.0000% | $13019689.00       | $7540351.10        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CTRB5148     | 2042-03-01      | 2.0000%  | 0.0000% | $9740040.00        | $6384092.42        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CTRB5222     | 2043-01-01      | 6.5000%  | 0.0000% | $135000.00         | $65782.08          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBW5083     | 2053-01-01      | 6.5000%  | 0.0000% | $4595083.00        | $3678396.60        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD2290     | 2055-02-01      | 6.0000%  | 0.0000% | $1560516.00        | $1584031.96        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8494     | 2055-01-01      | 5.5000%  | 0.0000% | $464849.00         | $440033.36         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC0451     | 2054-10-01      | 5.5000%  | 0.0000% | $700000.00         | $654656.52         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB8623     | 2054-07-01      | 6.5000%  | 0.0000% | $289999.00         | $233357.99         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBK3182     | 2048-03-01      | 4.0000%  | 0.0000% | $7955011.00        | $2160389.05        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQG8211     | 2053-08-01      | 5.0000%  | 0.0000% | $3212698.00        | $2654447.77        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH0325     | 2053-09-01      | 6.5000%  | 0.0000% | $3052223.00        | $2743690.07        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQH9717     | 2054-02-01      | 6.0000%  | 0.0000% | $2062819.00        | $1376055.83        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM3340     | 2035-05-01      | 3.5000%  | 0.0000% | $6573912.00        | $829213.48         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY2145     | 2055-04-01      | 6.0000%  | 0.0000% | $1637021.00        | $1665629.47        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQX4381     | 2055-01-01      | 5.0000%  | 0.0000% | $3009873.00        | $2920977.73        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAK6726     | 2042-03-01      | 3.5000%  | 0.0000% | $1866.00           | $283.13            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM2892     | 2047-03-01      | 4.0000%  | 0.0000% | $18798142.00       | $5165844.85        | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q29759 G     | 2044-11-01      | 4.0000%  | 0.0000% | $13212128.00       | $2350575.54        | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q47957 G     | 2047-05-01      | 4.0000%  | 0.0000% | $14489356.00       | $3980354.73        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM2703     | 2047-02-01      | 4.0000%  | 0.0000% | $13863610.00       | $4944802.01        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQG6969     | 2053-07-01      | 6.5000%  | 0.0000% | $1535328.00        | $1142120.77        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF1027     | 2052-10-01      | 5.0000%  | 0.0000% | $1319420.00        | $1233176.19        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC1999     | 2054-09-01      | 6.0000%  | 0.0000% | $49267.00          | $47155.24          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD0835     | 2055-01-01      | 6.0000%  | 0.0000% | $751764.00         | $753197.53         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE4430     | 2052-06-01      | 5.0000%  | 0.0000% | $1562600.00        | $1216057.40        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS0419     | 2043-09-01      | 4.0000%  | 0.0000% | $3937792.00        | $593466.49         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD1830     | 2055-02-01      | 5.5000%  | 0.0000% | $5601488.00        | $5534212.26        | Agency Mortgage-Backed Securities         |
| GNRM 2024-025 CL         | 2054-02-20      | 5.5000%  | 0.0000% | $6488000.00        | $6571444.33        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY   | 2035-01-15      | 2.1250%  | 0.0000% | $47148100.00       | $48737233.01       | U.S. Treasuries (including strips)        |
| GNII ET DJ2868 C         | 2065-07-20      | 6.5000%  | 0.0000% | $6355069.00        | $6534324.32        | Agency Mortgage-Backed Securities         |
| GNII ET DJ4968 C         | 2065-04-20      | 7.0000%  | 0.0000% | $1400412.00        | $1450868.91        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2042-05-15      | 3.2500%  | 0.0000% | $272500.00         | $224069.47         | U.S. Treasuries (including strips)        |
| GNII SF DK4162 C         | 2055-07-20      | 6.0000%  | 0.0000% | $1000.00           | $1034.80           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX2587     | 2054-12-01      | 5.5000%  | 0.0000% | $11849169.00       | $11218940.68       | Agency Mortgage-Backed Securities         |
| GNII SF DK8019 C         | 2055-07-20      | 6.5000%  | 0.0000% | $1000.00           | $1047.07           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY1292     | 2055-04-01      | 6.0000%  | 0.0000% | $11156786.00       | $11333596.74       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSL0663     | 2055-03-01      | 6.0000%  | 0.0000% | $20715748.00       | $20371060.77       | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLDD0376     | 2055-01-01      | 7.0000%  | 0.0000% | $3287779.00        | $3501140.22        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA3522     | 2048-11-01      | 4.5000%  | 0.0000% | $43794197.00       | $3615757.05        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBW8471     | 2052-09-01      | 4.5000%  | 0.0000% | $7161256.00        | $5273864.84        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC6827     | 2054-12-01      | 6.0000%  | 0.0000% | $25797.00          | $26124.41          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBV3101     | 2052-03-01      | 2.0000%  | 0.0000% | $729854.00         | $481778.80         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX0350     | 2052-10-01      | 5.0000%  | 0.0000% | $6357092.00        | $5146060.34        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBP8565     | 2050-06-01      | 4.0000%  | 0.0000% | $5539077.00        | $919816.98         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8363     | 2053-09-01      | 6.0000%  | 0.0000% | $1817190.00        | $1467915.44        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBV3023     | 2052-02-01      | 2.0000%  | 0.0000% | $458905.00         | $296942.77         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBD2413     | 2047-05-01      | 4.5000%  | 0.0000% | $16389357.00       | $4572087.14        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ7363     | 2054-11-01      | 6.0000%  | 0.0000% | $3592803.00        | $2890291.89        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQI6933     | 2054-05-01      | 5.0000%  | 0.0000% | $7515923.00        | $7264442.18        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC0244     | 2054-08-01      | 6.5000%  | 0.0000% | $800000.00         | $700766.11         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD7543     | 2051-08-01      | 2.5000%  | 0.0000% | $5548815.00        | $3294000.13        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBE7472     | 2047-02-01      | 3.5000%  | 0.0000% | $3672233.00        | $1342372.46        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA6132     | 2051-10-01      | 2.5000%  | 0.0000% | $837684.00         | $518614.79         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDA5065     | 2053-11-01      | 6.5000%  | 0.0000% | $4752700.00        | $3221775.01        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE8118     | 2052-08-01      | 5.0000%  | 0.0000% | $7961312.00        | $6087179.35        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQC5859     | 2051-08-01      | 3.0000%  | 0.0000% | $8973174.00        | $5808667.64        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQE2307     | 2052-05-01      | 3.5000%  | 0.0000% | $9000000.00        | $6614658.05        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ4547     | 2054-09-01      | 6.0000%  | 0.0000% | $14425101.00       | $13780893.03       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA8093     | 2052-10-01      | 5.5000%  | 0.0000% | $15890944.00       | $12812484.30       | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8001     | 2049-07-01      | 3.5000%  | 0.0000% | $1024.00           | $93.19             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8446     | 2054-07-01      | 5.5000%  | 0.0000% | $704968.00         | $640109.59         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD8534     | 2055-05-01      | 6.0000%  | 0.0000% | $2971710.00        | $2921350.64        | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A35575 G     | 2035-06-01      | 6.0000%  | 0.0000% | $48883276.00       | $902096.80         | Agency Mortgage-Backed Securities         |
| 2.50 FHLB 41 AS          | 2041-12-13      | 2.5000%  | 0.0000% | $475000.00         | $325732.83         | Agency Debentures and Agency Strips       |
| GNII SF MA5020 M         | 2048-02-20      | 4.0000%  | 0.0000% | $1000.00           | $99.86             | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBT6838     | 2051-10-01      | 3.0000%  | 0.0000% | $1891564.00        | $1164738.62        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA5738     | 2050-05-01      | 3.5000%  | 0.0000% | $23804160.00       | $10598552.95       | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLFS8582     | 2040-01-01      | 7.0000%  | 0.0000% | $5754504.00        | $5042820.56        | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CTMA4387     | 2041-07-01      | 2.0000%  | 0.0000% | $26238375.00       | $15508215.79       | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB1643     | 2051-09-01      | 4.0000%  | 0.0000% | $25010995.00       | $12797974.54       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSL0323     | 2053-07-01      | 5.0000%  | 0.0000% | $2101813.00        | $1968850.86        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRJ1755     | 2054-06-01      | 4.5000%  | 0.0000% | $11069579.00       | $10340222.01       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ2404     | 2054-09-01      | 5.0000%  | 0.0000% | $24419905.00       | $22853732.32       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSL0508     | 2053-07-01      | 4.5000%  | 0.0000% | $11554614.00       | $10625394.65       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA9377     | 2053-07-01      | 5.5000%  | 0.0000% | $19541775.00       | $17469976.93       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH0965     | 2053-09-01      | 6.5000%  | 0.0000% | $5757339.00        | $5036778.31        | Agency Mortgage-Backed Securities         |
| GNMI SP 782310 X         | 2038-04-15      | 5.0000%  | 0.0000% | $29078000.00       | $501129.45         | Agency Mortgage-Backed Securities         |
| GNII ET DG6072 C         | 2065-03-20      | 6.5000%  | 0.0000% | $2332742.00        | $2395942.18        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2026-10-15      | 0.1250%  | 0.0000% | $10000000.00       | $11647743.35       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2029-03-31      | 2.3750%  | 0.0000% | $800.00            | $764.55            | U.S. Treasuries (including strips)        |
| FNMS 03.500 CLFM9966     | 2043-08-01      | 3.5000%  | 0.0000% | $664224.00         | $396597.33         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB9057     | 2054-08-01      | 6.0000%  | 0.0000% | $15836160.00       | $15120698.07       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAB4430     | 2042-02-01      | 3.5000%  | 0.0000% | $17067379.00       | $2450508.49        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDB5118     | 2054-07-01      | 6.5000%  | 0.0000% | $279838.00         | $219314.28         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBJ3024     | 2047-11-01      | 4.0000%  | 0.0000% | $5089808.00        | $952503.24         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CTFS8579     | 2042-08-01      | 2.0000%  | 0.0000% | $85501969.00       | $66435524.07       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CTFA0504     | 2042-01-01      | 2.0000%  | 0.0000% | $2488100.00        | $2029482.38        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ1761     | 2054-06-01      | 5.0000%  | 0.0000% | $14180787.00       | $12719596.86       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ0140     | 2053-12-01      | 6.5000%  | 0.0000% | $1244873.00        | $906855.68         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5701     | 2055-05-01      | 6.0000%  | 0.0000% | $512131.00         | $503968.39         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5498     | 2054-10-01      | 6.0000%  | 0.0000% | $456216.00         | $408675.74         | Agency Mortgage-Backed Securities         |
| GNRA 2013-150 FT         | 2040-02-20      | 4.9051%  | 0.0000% | $1981.00           | $64.76             | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY   | 2029-04-15      | 2.1250%  | 0.0000% | $29576000.00       | $31775238.11       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2027-08-31      | 3.1250%  | 0.0000% | $800.00            | $797.57            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2027-07-15      | 0.3750%  | 0.0000% | $2944800.00        | $3822404.77        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2026-02-28      | 4.6250%  | 0.0000% | $100.00            | $102.11            | U.S. Treasuries (including strips)        |
| FEPC 06.500 CLQH0712     | 2053-09-01      | 6.5000%  | 0.0000% | $5292595.00        | $4908416.47        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB5859     | 2053-03-01      | 6.0000%  | 0.0000% | $709810.00         | $545284.07         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAL8746     | 2046-06-01      | 3.5000%  | 0.0000% | $7534961.00        | $1553678.73        | Agency Mortgage-Backed Securities         |
| Fannie Mae               | 2037-07-15      | 5.6250%  | 0.0000% | $1000.00           | $1084.10           | Agency Debentures and Agency Strips       |
| FEPC 06.500 CLQH7544     | 2053-12-01      | 6.5000%  | 0.0000% | $14364950.00       | $10200307.00       | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA4561     | 2051-02-01      | 2.5000%  | 0.0000% | $5171396.00        | $3236466.61        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA7068     | 2052-03-01      | 2.5000%  | 0.0000% | $12384910.00       | $8057561.50        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH1513     | 2053-09-01      | 6.5000%  | 0.0000% | $7737476.00        | $5959738.73        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRA9423     | 2053-07-01      | 5.0000%  | 0.0000% | $26099540.00       | $21831158.77       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ3870     | 2054-09-01      | 6.0000%  | 0.0000% | $13807772.00       | $13794074.16       | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM4040     | 2047-08-01      | 4.0000%  | 0.0000% | $14780981.00       | $4342552.14        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD7578     | 2055-04-01      | 6.0000%  | 0.0000% | $15384143.00       | $15518453.05       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZN6284     | 2049-05-01      | 4.5000%  | 0.0000% | $8047707.00        | $2641403.37        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD3127     | 2053-06-01      | 6.5000%  | 0.0000% | $5104705.00        | $3502112.21        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2051-02-15      | 0.1250%  | 0.0000% | $23786400.00       | $15726308.32       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2033-05-15      | 3.3750%  | 0.0000% | $59765400.00       | $56828218.72       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2028-09-30      | 4.6250%  | 0.0000% | $100.00            | $103.68            | U.S. Treasuries (including strips)        |
| FNMS 04.000 CLAS6228     | 2045-11-01      | 4.0000%  | 0.0000% | $43220800.00       | $11300081.06       | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS3430     | 2041-11-01      | 4.0000%  | 0.0000% | $6480184.00        | $854772.85         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD2967     | 2053-03-01      | 4.5000%  | 0.0000% | $13483390.00       | $10833348.23       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF9868     | 2053-04-01      | 5.0000%  | 0.0000% | $2853647.00        | $2467052.21        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH5186     | 2053-11-01      | 6.5000%  | 0.0000% | $14111278.00       | $9470725.41        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ6718     | 2054-10-01      | 6.0000%  | 0.0000% | $1026815.00        | $1009268.19        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ5013     | 2054-10-01      | 6.0000%  | 0.0000% | $12486500.00       | $12672702.23       | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH4728     | 2053-11-01      | 6.5000%  | 0.0000% | $1186122.00        | $937047.15         | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD5304     | 2054-04-01      | 6.5000%  | 0.0000% | $222400.00         | $197226.77         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF8973     | 2053-03-01      | 5.5000%  | 0.0000% | $1845274.00        | $1074219.76        | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G61910 G     | 2048-05-01      | 3.5000%  | 0.0000% | $19004276.00       | $7023169.81        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQH3955     | 2053-10-01      | 6.5000%  | 0.0000% | $5355592.00        | $3545051.49        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD2282     | 2052-01-01      | 3.5000%  | 0.0000% | $4982000.00        | $3433257.18        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD3128     | 2053-06-01      | 5.0000%  | 0.0000% | $483905.00         | $417924.86         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB8115     | 2054-03-01      | 4.5000%  | 0.0000% | $2343400.00        | $2048477.49        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA3468     | 2048-09-01      | 4.5000%  | 0.0000% | $33310004.00       | $2555321.75        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM8768     | 2051-02-01      | 2.5000%  | 0.0000% | $1932000.00        | $1054714.14        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2034-05-15      | 4.3750%  | 0.0000% | $42976000.00       | $43587729.49       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2028-02-15      | 4.2500%  | 0.0000% | $5914600.00        | $6078842.23        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2029-12-31      | 4.3750%  | 0.0000% | $8400.00           | $8576.61           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2029-11-30      | 4.1250%  | 0.0000% | $100.00            | $101.42            | U.S. Treasuries (including strips)        |
| FEPC 03.500 CLSL0015     | 2054-12-01      | 3.5000%  | 0.0000% | $59477338.00       | $51459885.94       | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2030-04-15      | 1.6250%  | 0.0000% | $4966200.00        | $5077973.00        | U.S. Treasuries (including strips)        |
| FNMS 06.000 CLFS3441     | 2052-12-01      | 6.0000%  | 0.0000% | $23106951.00       | $17816374.45       | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAP3442     | 2042-08-01      | 3.5000%  | 0.0000% | $14300918.00       | $2012681.51        | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB4217     | 2052-07-01      | 5.0000%  | 0.0000% | $10269479.00       | $7689585.77        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA3717     | 2049-06-01      | 4.0000%  | 0.0000% | $154145594.00      | $38091221.15       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE8030     | 2052-08-01      | 5.0000%  | 0.0000% | $23102332.00       | $17555776.37       | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE7406     | 2052-08-01      | 4.5000%  | 0.0000% | $40431989.00       | $31499562.88       | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQE4370     | 2052-06-01      | 3.5000%  | 0.0000% | $6569552.00        | $4584423.27        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQH2991     | 2053-10-01      | 6.0000%  | 0.0000% | $12584683.00       | $9797030.96        | Agency Mortgage-Backed Securities         |
| Farm Federal Credit Bank | 2032-04-12      | 2.9000%  | 0.0000% | $10000.00          | $9268.11           | Agency Debentures and Agency Strips       |
| FEPC 05.000 CLQF7074     | 2053-02-01      | 5.0000%  | 0.0000% | $15163726.00       | $11455161.78       | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF3908     | 2052-11-01      | 5.0000%  | 0.0000% | $22212577.00       | $17069752.95       | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF7275     | 2053-02-01      | 5.5000%  | 0.0000% | $5043077.00        | $4097554.62        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQF6276     | 2053-01-01      | 4.5000%  | 0.0000% | $1895481.00        | $1738971.55        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQG4368     | 2053-06-01      | 5.0000%  | 0.0000% | $7602000.00        | $6200926.91        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD4977     | 2053-11-01      | 5.0000%  | 0.0000% | $4614228.00        | $4096764.27        | Agency Mortgage-Backed Securities         |
| GNII SF DK5700 C         | 2055-07-20      | 6.0000%  | 0.0000% | $1923156.00        | $1980042.95        | Agency Mortgage-Backed Securities         |
| GNII SF DK4165 C         | 2055-07-20      | 6.0000%  | 0.0000% | $1000.00           | $1029.58           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2051-11-15      | 1.8750%  | 0.0000% | $55744100.00       | $30595273.82       | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2044-02-15      | 4.5000%  | 0.0000% | $100.00            | $97.30             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2032-02-15      | 1.8750%  | 0.0000% | $52234700.00       | $45976150.63       | U.S. Treasuries (including strips)        |
| GNII SF DK5640 C         | 2055-07-20      | 6.0000%  | 0.0000% | $1836786.00        | $1891119.97        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2027-11-30      | 0.6250%  | 0.0000% | $897200.00         | $833014.91         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2031-07-15      | 0.1250%  | 0.0000% | $6998100.00        | $7741112.05        | U.S. Treasuries (including strips)        |
| FNMS 05.000 CLFS3989     | 2053-01-01      | 5.0000%  | 0.0000% | $2010368.00        | $1688865.15        | Agency Mortgage-Backed Securities         |
| GNII SF MB0424 M         | 2055-05-20      | 5.5000%  | 0.0000% | $1003.00           | $1003.28           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM2986     | 2045-04-01      | 4.0000%  | 0.0000% | $5444000.00        | $1436954.82        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM2419     | 2050-02-01      | 3.0000%  | 0.0000% | $1507366.00        | $739256.02         | Agency Mortgage-Backed Securities         |
| GNII ET DE1929 C         | 2064-09-20      | 6.5000%  | 0.0000% | $3014681.00        | $2191845.12        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBX5026     | 2052-12-01      | 6.0000%  | 0.0000% | $4316737.00        | $3618020.30        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2031-01-31      | 4.0000%  | 0.0000% | $200.00            | $199.77            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2034-01-15      | 1.7500%  | 0.0000% | $5231100.00        | $5421033.77        | U.S. Treasuries (including strips)        |
| GNRA 2023-182 FD         | 2053-12-20      | 5.6480%  | 0.0000% | $1676801.00        | $1178710.46        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-051 FK         | 2055-03-20      | 5.3980%  | 0.0000% | $23393047.00       | $23126166.91       | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CLBY4199     | 2053-07-01      | 6.5000%  | 0.0000% | $2771500.00        | $884920.75         | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLCB7151     | 2053-09-01      | 7.0000%  | 0.0000% | $8412034.00        | $5873113.64        | Agency Mortgage-Backed Securities         |
| GNII SF MA9243 M         | 2053-10-20      | 6.5000%  | 0.0000% | $2240442.00        | $1216201.45        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB6548     | 2053-06-01      | 6.5000%  | 0.0000% | $5986860.00        | $4753750.07        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTCA4204     | 2039-09-01      | 3.0000%  | 0.0000% | $1216447.00        | $538256.45         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA0244     | 2047-08-01      | 3.5000%  | 0.0000% | $45001604.00       | $12439184.00       | Agency Mortgage-Backed Securities         |
| GNII SF MA8101 M         | 2052-06-20      | 4.5000%  | 0.0000% | $1000.00           | $748.57            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB5156     | 2052-11-01      | 6.5000%  | 0.0000% | $98999.00          | $72029.50          | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQG9540     | 2053-08-01      | 5.0000%  | 0.0000% | $11025442.00       | $9269057.45        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC8824     | 2054-12-01      | 6.0000%  | 0.0000% | $233145.00         | $203534.70         | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CKCA7991     | 2050-12-01      | 2.0000%  | 0.0000% | $49999000.00       | $28005183.74       | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q47887 G     | 2047-05-01      | 4.0000%  | 0.0000% | $3053142.00        | $684353.15         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS4959     | 2053-05-01      | 6.5000%  | 0.0000% | $25207453.00       | $18005170.44       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT257125     | 2028-03-01      | 5.5000%  | 0.0000% | $74967020.00       | $267628.47         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQE6357     | 2052-07-01      | 4.5000%  | 0.0000% | $9971155.00        | $8036870.18        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLQF0234     | 2052-09-01      | 4.5000%  | 0.0000% | $1972457.00        | $1437841.50        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQC9239     | 2051-10-01      | 3.0000%  | 0.0000% | $10009103.00       | $7588982.28        | Agency Mortgage-Backed Securities         |
| 04.500 FGPC Q60362 G     | 2048-12-01      | 4.5000%  | 0.0000% | $24000000.00       | $5517282.53        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE8583     | 2052-08-01      | 5.0000%  | 0.0000% | $8720442.00        | $6629685.55        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQD1503     | 2051-11-01      | 2.0000%  | 0.0000% | $1922683.00        | $929667.48         | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE7139     | 2052-08-01      | 5.0000%  | 0.0000% | $10271863.00       | $7575319.28        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQE0637     | 2052-04-01      | 3.0000%  | 0.0000% | $13898982.00       | $9390616.57        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE9297     | 2052-09-01      | 5.0000%  | 0.0000% | $2874000.00        | $2553195.57        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQG9942     | 2053-09-01      | 5.5000%  | 0.0000% | $826997.00         | $705662.05         | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD1041     | 2052-06-01      | 3.0000%  | 0.0000% | $1773742.00        | $1177426.26        | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CTSC0634     | 2042-08-01      | 2.0000%  | 0.0000% | $6314214.00        | $5207684.61        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2030-11-15      | 0.8750%  | 0.0000% | $425600.00         | $363602.78         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2029-06-30      | 3.2500%  | 0.0000% | $100.00            | $97.84             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2027-04-15      | 0.1250%  | 0.0000% | $2999900.00        | $3349179.90        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2040-08-15      | 1.1250%  | 0.0000% | $100.00            | $61.35             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2054-08-15      | 4.2500%  | 0.0000% | $400.00            | $366.08            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2039-02-15      | 3.5000%  | 0.0000% | $1083400.00        | $982552.50         | U.S. Treasuries (including strips)        |
| FNMS 03.500 CLBC9209     | 2046-08-01      | 3.5000%  | 0.0000% | $814785.00         | $154167.66         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA1767     | 2055-01-01      | 5.5000%  | 0.0000% | $11428108.00       | $11319099.75       | Agency Mortgage-Backed Securities         |
| FEPC 02.500 3PQU7809     | 2051-02-01      | 2.5000%  | 0.0000% | $2642222.00        | $1920774.28        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQJ5537     | 2054-09-01      | 5.5000%  | 0.0000% | $11536937.00       | $10850475.37       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS2525     | 2052-08-01      | 4.5000%  | 0.0000% | $16281048.00       | $12024346.50       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD4788     | 2055-02-01      | 6.0000%  | 0.0000% | $1325983.00        | $1367046.15        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBY7307     | 2053-09-01      | 6.0000%  | 0.0000% | $721396.00         | $600989.60         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQJ0181     | 2054-07-01      | 6.0000%  | 0.0000% | $9028259.00        | $9103600.05        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFS3436     | 2052-12-01      | 5.5000%  | 0.0000% | $9409984.00        | $6993124.24        | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA6652     | 2052-01-01      | 2.5000%  | 0.0000% | $1978258.00        | $1328005.40        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS3838     | 2049-05-01      | 4.0000%  | 0.0000% | $17810070.00       | $12729918.94       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQY0643     | 2055-04-01      | 6.0000%  | 0.0000% | $3097129.00        | $3168164.38        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 I4BF0262     | 2058-05-01      | 3.0000%  | 0.0000% | $46088978.00       | $13887395.29       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD6230     | 2055-04-01      | 6.5000%  | 0.0000% | $2047802.00        | $2127126.59        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAK6757     | 2042-03-01      | 4.0000%  | 0.0000% | $1002.00           | $64.69             | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY0404     | 2055-04-01      | 6.5000%  | 0.0000% | $7522335.00        | $7833551.41        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM4274     | 2047-09-01      | 4.0000%  | 0.0000% | $19632580.00       | $6541474.51        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8257     | 2052-10-01      | 4.5000%  | 0.0000% | $6350000.00        | $4974489.94        | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q29519 G     | 2044-11-01      | 3.5000%  | 0.0000% | $20215285.00       | $3396640.92        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL3211     | 2042-06-01      | 3.5000%  | 0.0000% | $12254699.00       | $1889211.34        | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL2737     | 2042-02-01      | 4.0000%  | 0.0000% | $14384641.00       | $2039359.68        | Agency Mortgage-Backed Securities         |
| GNII SF MA8570 M         | 2053-01-20      | 5.5000%  | 0.0000% | $1823330.00        | $1315953.23        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2048-02-15      | 1.0000%  | 0.0000% | $1765800.00        | $1681858.72        | U.S. Treasuries (including strips)        |
| GNII SF DK9446 C         | 2055-07-20      | 6.0000%  | 0.0000% | $6168900.00        | $6351764.70        | Agency Mortgage-Backed Securities         |
| GNII SF DK8020 C         | 2055-07-20      | 6.5000%  | 0.0000% | $3732110.00        | $3903905.24        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY   | 2048-05-15      | 3.1250%  | 0.0000% | $11796800.00       | $8882149.56        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY   | 2028-08-15      | 2.8750%  | 0.0000% | $1000.00           | $983.87            | U.S. Treasuries (including strips)        |
| FEPC 05.500 CLQX3885     | 2055-01-01      | 5.5000%  | 0.0000% | $1408047.00        | $1401733.21        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA4920     | 2053-02-01      | 6.0000%  | 0.0000% | $31642568.00       | $22121351.38       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLMA5217     | 2053-12-01      | 6.5000%  | 0.0000% | $504093.00         | $334109.28         | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX4065     | 2055-01-01      | 6.0000%  | 0.0000% | $7979527.00        | $7912404.16        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS8192     | 2053-06-01      | 6.0000%  | 0.0000% | $5776601.00        | $5068187.99        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX7976     | 2055-02-01      | 6.5000%  | 0.0000% | $2287746.00        | $2393345.24        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB5700     | 2053-02-01      | 6.0000%  | 0.0000% | $27733504.00       | $21319754.74       | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLQY3013     | 2055-05-01      | 7.5000%  | 0.0000% | $1943672.00        | $2104275.27        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQX4028     | 2055-01-01      | 5.5000%  | 0.0000% | $12182312.00       | $12160404.90       | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX7016     | 2055-03-01      | 6.0000%  | 0.0000% | $4987177.00        | $4574857.08        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ1729     | 2054-06-01      | 6.5000%  | 0.0000% | $747480.00         | $562612.90         | Agency Mortgage-Backed Securities         |
| GNRM 2015-095 KA         | 2043-02-20      | 2.5000%  | 0.0000% | $50248.00          | $6983.18           | Agency Collateralized Mortgage Obligation |
| GNII SF MA7989 M         | 2052-04-20      | 3.5000%  | 0.0000% | $1472859.00        | $1035912.52        | Agency Mortgage-Backed Securities         |

### Security 300: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL 4.370000%
- **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: ARP19XTD1, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: ARP19XTD1
- **C.18 - Value (incl. sponsor support):** $45000000.00
- **C.18.a - Value (excl. sponsor support):** $45000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF DE7937 C | 2055-01-20      | 6.0000%  | 0.0000% | $16082708.00       | $16622887.94       | Agency Mortgage-Backed Securities |
| GNII SF DJ2298 C | 2055-06-20      | 5.5000%  | 0.0000% | $8838904.00        | $8904384.77        | Agency Mortgage-Backed Securities |
| GNII SF DJ4869 C | 2055-05-20      | 6.5000%  | 0.0000% | $19658229.00       | $20828354.01       | Agency Mortgage-Backed Securities |

### Security 301: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC 4.370000%
- **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: ARP19XTE9, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: ARP19XTE9
- **C.18 - Value (incl. sponsor support):** $468000000.00
- **C.18.a - Value (excl. sponsor support):** $468000000.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 05.000 CLDD7813 | 2055-05-01      | 5.0000%  | 0.0000% | $13626784.00       | $13178387.95       | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2055-01-25      | 5.6500%  | 0.0000% | $40000000.00       | $35669152.56       | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2054-08-25      | 5.4500%  | 0.0000% | $10700000.00       | $9680133.91        | Agency Collateralized Mortgage Obligation |
| FEPC 05.000 CLSD2344 | 2053-02-01      | 5.0000%  | 0.0000% | $12987100.00       | $10492932.64       | Agency Mortgage-Backed Securities         |
| GNRA 2016-4O FD      | 2066-11-20      | 4.8330%  | 0.0000% | $1862000.00        | $379553.54         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-096 A      | 2059-04-16      | 2.8059%  | 0.0000% | $82744960.00       | $78538231.26       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-164 FH     | 2054-10-20      | 5.5480%  | 0.0000% | $300000000.00      | $242267513.42      | Agency Collateralized Mortgage Obligation |
| GNRM 2015-182 AB     | 2045-12-20      | 3.0000%  | 0.0000% | $1566918.00        | $469230.97         | Agency Collateralized Mortgage Obligation |
| FEPC 04.000 CLRA2569 | 2050-01-01      | 4.0000%  | 0.0000% | $14424416.00       | $2693648.96        | Agency Mortgage-Backed Securities         |
| Freddie Mac          | 2054-11-25      | 5.5000%  | 0.0000% | $8500000.00        | $7322849.28        | Agency Collateralized Mortgage Obligation |
| Freddie Mac          | 2054-12-25      | 5.5500%  | 0.0000% | $7600000.00        | $6734139.57        | Agency Collateralized Mortgage Obligation |
| GNII SF MA8726 M     | 2053-03-20      | 5.5000%  | 0.0000% | $224424.00         | $168149.93         | Agency Mortgage-Backed Securities         |
| GNRM 2025-081 EY     | 2055-05-20      | 5.5000%  | 0.0000% | $8298660.00        | $8102374.56        | Agency Collateralized Mortgage Obligation |
| FEPC 03.500 CISB8359 | 2040-01-01      | 3.5000%  | 0.0000% | $23596160.00       | $21678778.91       | Agency Mortgage-Backed Securities         |
| GNRA 2014-2O FB      | 2063-12-20      | 5.0867%  | 0.0000% | $1099987.00        | $32361.36          | Agency Collateralized Mortgage Obligation |
| GNII SF DL2049 C     | 2055-07-20      | 6.5000%  | 0.0000% | $8177488.00        | $8543386.98        | Agency Mortgage-Backed Securities         |
| GNRA 2025-15O FM     | 2075-07-20      | 5.1443%  | 0.0000% | $30000000.00       | $30033896.18       | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CLDA6001 | 2054-03-01      | 6.5000%  | 0.0000% | $2812784.00        | $2869279.81        | Agency Mortgage-Backed Securities         |
| GNRA 2018-8O FC      | 2065-08-20      | 4.7867%  | 0.0000% | $4500000.00        | $253831.58         | Agency Collateralized Mortgage Obligation |
| GNRA 2022-22O FB     | 2072-10-20      | 5.4480%  | 0.0000% | $2900000.00        | $2932167.70        | Agency Collateralized Mortgage Obligation |

### Security 302: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.370000%
- **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: ARP19XTF6, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP19XTF6
- **C.18 - Value (incl. sponsor support):** $1789000000.00
- **C.18.a - Value (excl. sponsor support):** $1789000000.00
- **C.19 - Percentage of Net Assets:** 2.1800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 07.000 CLCC0611 | 2055-06-01      | 7.0000%  | 0.0000% | $17717376.00       | $18535599.80       | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA0498 | 2054-12-01      | 5.0000%  | 0.0000% | $11364944.00       | $10807101.08       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS5050 | 2052-06-01      | 3.0000%  | 0.0000% | $10766240.00       | $8093591.23        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LA769518 | 2034-02-01      | 6.6250%  | 0.0000% | $4200000.00        | $16338.91          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBN0340 | 2048-12-01      | 4.5000%  | 0.0000% | $552852.00         | $44317.83          | Agency Mortgage-Backed Securities |
| FNMS 03.000 I4BF0675 | 2062-09-01      | 3.0000%  | 0.0000% | $125000000.00      | $86853946.71       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLBY2351 | 2053-04-01      | 6.0000%  | 0.0000% | $1094208.00        | $684203.60         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ0142 | 2055-08-01      | 5.5000%  | 0.0000% | $3416232.00        | $3425962.57        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1898 | 2055-07-01      | 6.0000%  | 0.0000% | $3231232.00        | $3297582.12        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQZ0235 | 2055-08-01      | 5.5000%  | 0.0000% | $15129088.00       | $15261956.69       | Agency Mortgage-Backed Securities |
| GNII SF MA6748 M     | 2032-12-20      | 6.5000%  | 0.0000% | $913514.00         | $306725.16         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCA1710 | 2048-05-01      | 4.5000%  | 0.0000% | $850000.00         | $101466.81         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFA1404 | 2052-09-01      | 3.0000%  | 0.0000% | $2420480.00        | $2042491.34        | Agency Mortgage-Backed Securities |
| FEPC 07.000 CLQH4770 | 2053-11-01      | 7.0000%  | 0.0000% | $2928140.00        | $2849393.09        | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLFA0252 | 2053-03-01      | 5.0000%  | 0.0000% | $32285120.00       | $29355479.37       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFM3049 | 2044-04-01      | 4.0000%  | 0.0000% | $2100000.00        | $689098.63         | Agency Mortgage-Backed Securities |
| GNII RG CJ1941 C     | 2047-01-20      | 3.0000%  | 0.0000% | $175000.00         | $80117.16          | Agency Mortgage-Backed Securities |
| GNII SF BS7620 C     | 2050-06-20      | 3.0000%  | 0.0000% | $1400546.00        | $873684.35         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLCB8656 | 2054-06-01      | 4.5000%  | 0.0000% | $123728.00         | $110813.04         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLCB7478 | 2053-11-01      | 6.0000%  | 0.0000% | $26000000.00       | $22170447.84       | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA2232 | 2054-07-01      | 6.0000%  | 0.0000% | $85749760.00       | $87451206.74       | Agency Mortgage-Backed Securities |
| GNII SF DH6836 C     | 2055-02-20      | 7.0000%  | 0.0000% | $1800094.00        | $1862621.50        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCA6577 | 2050-08-01      | 2.5000%  | 0.0000% | $1369238.00        | $671352.27         | Agency Mortgage-Backed Securities |
| GNII BD DJ9742 C     | 2055-05-20      | 4.5000%  | 0.0000% | $1057898.00        | $972355.28         | Agency Mortgage-Backed Securities |
| GNII EP 788078 C     | 2065-06-20      | 5.0000%  | 0.0000% | $122588400.00      | $119445315.15      | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQY1078 | 2055-04-01      | 6.5000%  | 0.0000% | $1210768.00        | $1259634.04        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLMA5271 | 2054-02-01      | 5.5000%  | 0.0000% | $1993592.00        | $1734951.02        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CTMA4540 | 2042-02-01      | 2.0000%  | 0.0000% | $8374960.00        | $5367473.68        | Agency Mortgage-Backed Securities |
| GNII SF BB4480 C     | 2047-07-20      | 4.0000%  | 0.0000% | $15581936.00       | $1037064.40        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLMA5000 | 2053-04-01      | 3.5000%  | 0.0000% | $14151392.00       | $11624498.39       | Agency Mortgage-Backed Securities |
| FNMS 04.500 CIMA5799 | 2040-07-01      | 4.5000%  | 0.0000% | $370500.00         | $367695.32         | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLDC1462 | 2054-08-01      | 6.0000%  | 0.0000% | $4949940.00        | $4828989.25        | Agency Mortgage-Backed Securities |
| FNMS 06.500 CIMA5120 | 2038-07-01      | 6.5000%  | 0.0000% | $1838734.00        | $1538187.70        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBBR0151 | 2050-12-01      | 2.2940%  | 0.0000% | $1340666.00        | $408896.71         | Agency Mortgage-Backed Securities |
| FNMS 06.500 CLDC1417 | 2054-08-01      | 6.5000%  | 0.0000% | $1264198.00        | $1091694.46        | Agency Mortgage-Backed Securities |
| FEPC 01.500 CISB0816 | 2037-06-01      | 1.5000%  | 0.0000% | $8442112.00        | $5880089.58        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CISB0372 | 2033-01-01      | 4.0000%  | 0.0000% | $385549.00         | $98759.45          | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTBU5376 | 2044-12-01      | 4.5000%  | 0.0000% | $2121948.00        | $1998317.29        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD8470 | 2054-10-01      | 6.0000%  | 0.0000% | $88443.00          | $79803.63          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLDC8890 | 2054-12-01      | 5.5000%  | 0.0000% | $2341768.00        | $2334602.12        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLSD8474 | 2054-11-01      | 5.0000%  | 0.0000% | $30000000.00       | $27836873.94       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8108 | 2050-11-01      | 3.0000%  | 0.0000% | $108000.00         | $38475.01          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8030 | 2049-12-01      | 3.0000%  | 0.0000% | $1896000.00        | $329335.08         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLRA7541 | 2052-06-01      | 4.5000%  | 0.0000% | $5523744.00        | $4138971.95        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZI5591 | 2036-11-01      | 6.5000%  | 0.0000% | $108000.00         | $6178.06           | Agency Mortgage-Backed Securities |
| GNII SF DF1599 C     | 2054-10-20      | 7.0000%  | 0.0000% | $2212968.00        | $2267043.25        | Agency Mortgage-Backed Securities |
| GNII SF DF2316 C     | 2054-10-20      | 7.0000%  | 0.0000% | $1122952.00        | $800818.87         | Agency Mortgage-Backed Securities |
| GNII SF DF6180 C     | 2054-11-20      | 6.0000%  | 0.0000% | $9217008.00        | $9412785.98        | Agency Mortgage-Backed Securities |
| GNII SF BY6438 C     | 2050-11-20      | 2.5000%  | 0.0000% | $672782.00         | $373120.44         | Agency Mortgage-Backed Securities |
| GNII SF MA6158 M     | 2049-09-20      | 5.5000%  | 0.0000% | $6385960.00        | $962513.29         | Agency Mortgage-Backed Securities |
| GNII BD DJ9738 C     | 2055-05-20      | 4.5000%  | 0.0000% | $10900064.00       | $10053758.73       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFS2884 | 2052-09-01      | 3.5000%  | 0.0000% | $2150000.00        | $1573486.98        | Agency Mortgage-Backed Securities |
| GNII SF DK2651 C     | 2055-05-20      | 6.0000%  | 0.0000% | $35033024.00       | $36001106.41       | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB3610 | 2052-05-01      | 4.0000%  | 0.0000% | $302753.00         | $220707.96         | Agency Mortgage-Backed Securities |
| GNII SF AD4691 C     | 2045-11-20      | 4.0000%  | 0.0000% | $1188822.00        | $201654.07         | Agency Mortgage-Backed Securities |
| GNII SF MA9905 M     | 2054-09-20      | 5.0000%  | 0.0000% | $1260358.00        | $1195897.76        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY6214 | 2055-06-01      | 6.0000%  | 0.0000% | $490161.00         | $507825.86         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY7787 | 2055-07-01      | 6.0000%  | 0.0000% | $21571.00          | $22165.13          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLSL0762 | 2053-09-01      | 4.0000%  | 0.0000% | $33317120.00       | $29878539.54       | Agency Mortgage-Backed Securities |
| GNII SF DK7429 C     | 2055-07-20      | 5.5000%  | 0.0000% | $2126436.00        | $2149440.49        | Agency Mortgage-Backed Securities |
| GNII SF DK5760 C     | 2055-07-20      | 6.5000%  | 0.0000% | $5654088.00        | $5907078.28        | Agency Mortgage-Backed Securities |
| GNII ET DK8085 C     | 2065-07-20      | 5.0000%  | 0.0000% | $587632.00         | $572564.92         | Agency Mortgage-Backed Securities |
| GNII SF DL2799 C     | 2055-07-20      | 6.0000%  | 0.0000% | $48796224.00       | $50239665.10       | Agency Mortgage-Backed Securities |
| GNII SF DE2628 C     | 2054-10-20      | 6.0000%  | 0.0000% | $6389312.00        | $6519109.65        | Agency Mortgage-Backed Securities |
| GNII SF DI5117 C     | 2055-06-20      | 7.0000%  | 0.0000% | $1398932.00        | $1492955.64        | Agency Mortgage-Backed Securities |
| GNII SF DF1202 C     | 2054-08-20      | 4.5000%  | 0.0000% | $1478778.00        | $1394138.67        | Agency Mortgage-Backed Securities |
| GNII ET DG3054 C     | 2064-10-20      | 4.5000%  | 0.0000% | $175134.00         | $164471.10         | Agency Mortgage-Backed Securities |
| GNII SF DJ9879 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2281336.00        | $2383409.06        | Agency Mortgage-Backed Securities |
| GNII SF DK4932 C     | 2055-07-20      | 7.0000%  | 0.0000% | $2096632.00        | $2178015.57        | Agency Mortgage-Backed Securities |
| GNII SF DK8350 C     | 2055-06-20      | 6.5000%  | 0.0000% | $24735456.00       | $26266745.64       | Agency Mortgage-Backed Securities |
| GNII SF DK7699 C     | 2055-06-20      | 5.5000%  | 0.0000% | $1336998.00        | $1350396.27        | Agency Mortgage-Backed Securities |
| GNII SF DJ9323 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1052814.00        | $1103794.06        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSL1566 | 2053-01-01      | 5.5000%  | 0.0000% | $166475840.00      | $165471658.93      | Agency Mortgage-Backed Securities |
| GNII SF CL5228 C     | 2052-06-20      | 4.5000%  | 0.0000% | $1880798.00        | $1359291.62        | Agency Mortgage-Backed Securities |
| GNII SF DJ2884 C     | 2055-07-20      | 5.5000%  | 0.0000% | $8097392.00        | $8166335.89        | Agency Mortgage-Backed Securities |
| GNII SF DJ9134 C     | 2055-05-20      | 7.0000%  | 0.0000% | $2393032.00        | $2528033.95        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLCB3151 | 2052-03-01      | 2.0000%  | 0.0000% | $1315000.00        | $879246.71         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBW9353 | 2052-09-01      | 5.0000%  | 0.0000% | $3307372.00        | $2527718.74        | Agency Mortgage-Backed Securities |
| GNII RG CZ1035 C     | 2047-01-20      | 3.0000%  | 0.0000% | $1010534.00        | $695390.48         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBV9913 | 2052-06-01      | 3.5000%  | 0.0000% | $1765000.00        | $1289875.23        | Agency Mortgage-Backed Securities |
| GNII SF CS3876 C     | 2042-11-20      | 4.0000%  | 0.0000% | $1518274.00        | $955572.95         | Agency Mortgage-Backed Securities |
| GNII ET DL0057 C     | 2065-06-20      | 6.5000%  | 0.0000% | $2689468.00        | $2763842.43        | Agency Mortgage-Backed Securities |
| GNII SF DL2487 C     | 2055-07-20      | 5.5000%  | 0.0000% | $5746480.00        | $5795407.44        | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLFS8288 | 2052-03-01      | 2.0000%  | 0.0000% | $29000.00          | $21151.79          | Agency Mortgage-Backed Securities |
| 06.000 FGPC G61450 G | 2040-04-01      | 6.0000%  | 0.0000% | $1550000.00        | $454069.09         | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLRA7390 | 2052-05-01      | 4.0000%  | 0.0000% | $1593284.00        | $1181317.80        | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZM6683 | 2048-05-01      | 4.0000%  | 0.0000% | $205353.00         | $23192.82          | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD8347 | 2053-08-01      | 4.5000%  | 0.0000% | $1584866.00        | $1355483.95        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CIAL6511 | 2029-07-01      | 4.0000%  | 0.0000% | $1322480.00        | $45101.17          | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY9133 | 2055-08-01      | 6.0000%  | 0.0000% | $11497100.00       | $11785700.20       | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQX9181 | 2055-03-01      | 5.5000%  | 0.0000% | $2907630.00        | $2922260.70        | Agency Mortgage-Backed Securities |
| FMAR 972164 G        | 2035-01-01      | 6.9900%  | 0.0000% | $780000.00         | $6364.33           | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZI1822 | 2034-05-01      | 5.5000%  | 0.0000% | $2000200.00        | $47887.97          | Agency Mortgage-Backed Securities |
| GNII SF DH4813 C     | 2055-06-20      | 5.0000%  | 0.0000% | $1113374.00        | $1098725.55        | Agency Mortgage-Backed Securities |
| GNII SF CF4072 C     | 2052-10-20      | 2.5000%  | 0.0000% | $1144686.00        | $892465.26         | Agency Mortgage-Backed Securities |
| GNII SF BZ8510 C     | 2050-12-20      | 3.0000%  | 0.0000% | $114000.00         | $63390.22          | Agency Mortgage-Backed Securities |
| GNII SF DH4505 C     | 2055-03-20      | 6.5000%  | 0.0000% | $1110984.00        | $1158176.28        | Agency Mortgage-Backed Securities |
| GNII SF DJ2277 C     | 2055-05-20      | 6.5000%  | 0.0000% | $3630212.00        | $3806395.62        | Agency Mortgage-Backed Securities |
| GNII SF DH4845 C     | 2055-06-20      | 6.0000%  | 0.0000% | $1403080.00        | $1449902.53        | Agency Mortgage-Backed Securities |
| GNII SF DH2864 C     | 2055-01-20      | 6.5000%  | 0.0000% | $407182.00         | $423796.13         | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSL1807 | 2055-07-01      | 6.0000%  | 0.0000% | $22382.00          | $23017.31          | Agency Mortgage-Backed Securities |
| GNMI SF 462682 X     | 2028-04-15      | 6.5000%  | 0.0000% | $17932278.00       | $9063.44           | Agency Mortgage-Backed Securities |
| GNII SF MA1287 M     | 2043-09-20      | 4.5000%  | 0.0000% | $604000.00         | $32237.45          | Agency Mortgage-Backed Securities |
| GNII SF MA2754 M     | 2045-04-20      | 3.5000%  | 0.0000% | $30455960.00       | $2264953.54        | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLCB2858 | 2052-02-01      | 2.5000%  | 0.0000% | $1531914.00        | $983143.56         | Agency Mortgage-Backed Securities |
| GNII SF AO1154 C     | 2045-07-20      | 3.0000%  | 0.0000% | $7500000.00        | $1420632.19        | Agency Mortgage-Backed Securities |
| FEPC 03.500 CISB0856 | 2035-06-01      | 3.5000%  | 0.0000% | $9000.00           | $5759.52           | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLZM1406 | 2046-07-01      | 3.0000%  | 0.0000% | $50000000.00       | $6785595.51        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLZS3826 | 2039-09-01      | 6.5000%  | 0.0000% | $100000.00         | $6057.37           | Agency Mortgage-Backed Securities |
| FEPC 02.000 CIQN7552 | 2036-08-01      | 2.0000%  | 0.0000% | $35000.00          | $17212.18          | Agency Mortgage-Backed Securities |
| FNMS 02.500 CLBP6716 | 2050-09-01      | 2.5000%  | 0.0000% | $199900000.00      | $97086499.30       | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS7064 | 2053-09-01      | 3.0000%  | 0.0000% | $3465860.00        | $2673418.73        | Agency Mortgage-Backed Securities |
| FNMS 05.500 CIBV1448 | 2040-04-01      | 5.5000%  | 0.0000% | $1808306.00        | $1648450.11        | Agency Mortgage-Backed Securities |
| FEPC 07.500 CLQH3448 | 2053-10-01      | 7.5000%  | 0.0000% | $1026512.00        | $538149.01         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLQG5245 | 2053-06-01      | 5.0000%  | 0.0000% | $306394.00         | $291838.14         | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLRA3175 | 2050-07-01      | 3.0000%  | 0.0000% | $225750.00         | $97074.38          | Agency Mortgage-Backed Securities |
| FEPC 06.000 3PQU8322 | 2055-08-01      | 6.0000%  | 0.0000% | $9022944.00        | $9094874.91        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQC8888 | 2051-10-01      | 3.0000%  | 0.0000% | $115000.00         | $70147.17          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLCB3360 | 2052-04-01      | 3.0000%  | 0.0000% | $1628482.00        | $1123306.85        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLCB4120 | 2052-07-01      | 4.0000%  | 0.0000% | $4750000.00        | $3621055.63        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA7944 | 2052-09-01      | 5.5000%  | 0.0000% | $41000.00          | $34261.99          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQG6361 | 2053-07-01      | 5.5000%  | 0.0000% | $2378172.00        | $1823745.00        | Agency Mortgage-Backed Securities |
| FNMS 07.500 CL576566 | 2031-03-01      | 7.5000%  | 0.0000% | $5279000.00        | $152333.00         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLZS3917 | 2039-01-01      | 5.5000%  | 0.0000% | $6080000.00        | $543549.76         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLZS4773 | 2048-06-01      | 4.5000%  | 0.0000% | $828000.00         | $70231.65          | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD6330 | 2054-06-01      | 5.5000%  | 0.0000% | $9411664.00        | $8305693.31        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD1859 | 2052-11-01      | 5.5000%  | 0.0000% | $113000.00         | $90424.19          | Agency Mortgage-Backed Securities |
| FMAR 1L0232 G        | 2035-10-01      | 7.2370%  | 0.0000% | $120195968.00      | $314344.07         | Agency Mortgage-Backed Securities |
| GNII SF DK7631 C     | 2055-07-20      | 6.0000%  | 0.0000% | $2076068.00        | $2135566.03        | Agency Mortgage-Backed Securities |
| GNII ET DH9351 C     | 2065-01-20      | 6.5000%  | 0.0000% | $2969196.00        | $3046836.43        | Agency Mortgage-Backed Securities |
| GNII SF MA0826 M     | 2028-03-20      | 3.0000%  | 0.0000% | $975000.00         | $25499.47          | Agency Mortgage-Backed Securities |
| GNII SF MA3375 M     | 2046-01-20      | 3.0000%  | 0.0000% | $129000.00         | $14715.78          | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLCB7476 | 2053-11-01      | 5.5000%  | 0.0000% | $22265824.00       | $19955650.53       | Agency Mortgage-Backed Securities |
| FNMS 02.500 I4BF0461 | 2060-03-01      | 2.5000%  | 0.0000% | $13000000.00       | $5821031.54        | Agency Mortgage-Backed Securities |
| GNII SF BE4660 C     | 2047-12-20      | 4.0000%  | 0.0000% | $535000.00         | $273508.50         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CTAB2795 | 2031-04-01      | 4.5000%  | 0.0000% | $1336000.00        | $51326.00          | Agency Mortgage-Backed Securities |
| GNII SF MA0154 M     | 2042-06-20      | 3.5000%  | 0.0000% | $3027280.00        | $230127.53         | Agency Mortgage-Backed Securities |
| GNII SF MA2797 M     | 2030-05-20      | 3.0000%  | 0.0000% | $1491780.00        | $82532.85          | Agency Mortgage-Backed Securities |
| GNII SF DJ9378 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1571099.00        | $1618925.63        | Agency Mortgage-Backed Securities |
| GNII SF DJ8565 C     | 2055-06-20      | 5.5000%  | 0.0000% | $2385780.00        | $2403558.17        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLQX5225 | 2055-02-01      | 6.5000%  | 0.0000% | $2570900.00        | $2344305.97        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQX1585 | 2054-12-01      | 4.5000%  | 0.0000% | $800556.00         | $758125.74         | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLRJ0063 | 2053-10-01      | 5.0000%  | 0.0000% | $5884520.00        | $5584606.85        | Agency Mortgage-Backed Securities |
| GNII ET DD1383 C     | 2064-05-20      | 6.5000%  | 0.0000% | $281076.00         | $260417.79         | Agency Mortgage-Backed Securities |
| GNII SF DE8931 C     | 2054-09-20      | 7.5000%  | 0.0000% | $1944172.00        | $2011894.11        | Agency Mortgage-Backed Securities |
| GNMI SP 782551 X     | 2039-02-15      | 5.5000%  | 0.0000% | $200000000.00      | $2158388.01        | Agency Mortgage-Backed Securities |
| GNII SP 785663 C     | 2051-10-20      | 2.5000%  | 0.0000% | $3600000.00        | $2089180.56        | Agency Mortgage-Backed Securities |
| GNII SF DL3983 C     | 2055-07-20      | 5.5000%  | 0.0000% | $14705872.00       | $14831082.69       | Agency Mortgage-Backed Securities |
| GNII SF DL2750 C     | 2055-07-20      | 5.5000%  | 0.0000% | $2044140.00        | $2077368.18        | Agency Mortgage-Backed Securities |
| GNII SF DJ1851 C     | 2055-05-20      | 6.5000%  | 0.0000% | $1020560.00        | $1066943.73        | Agency Mortgage-Backed Securities |
| GNII SF DJ1306 C     | 2055-04-20      | 7.5000%  | 0.0000% | $3402864.00        | $3681828.80        | Agency Mortgage-Backed Securities |
| GNII SF DG1153 C     | 2054-12-20      | 6.5000%  | 0.0000% | $2365040.00        | $2456329.45        | Agency Mortgage-Backed Securities |
| GNII SF DG1190 C     | 2054-12-20      | 7.0000%  | 0.0000% | $1017874.00        | $1051711.00        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CLZJ0282 | 2040-08-01      | 5.0000%  | 0.0000% | $650000.00         | $35691.80          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CLZJ0350 | 2040-08-01      | 4.0000%  | 0.0000% | $2669228.00        | $87560.95          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD8320 | 2053-02-01      | 3.0000%  | 0.0000% | $3708460.00        | $2827236.46        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD5784 | 2054-03-01      | 4.5000%  | 0.0000% | $3022424.00        | $2800214.56        | Agency Mortgage-Backed Securities |
| FEPC 05.000 CISB8247 | 2038-08-01      | 5.0000%  | 0.0000% | $200000.00         | $134766.32         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD4665 | 2054-02-01      | 5.5000%  | 0.0000% | $11557136.00       | $10227105.37       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQJ9890 | 2054-11-01      | 6.0000%  | 0.0000% | $1517344.00        | $1464112.27        | Agency Mortgage-Backed Securities |
| FEPC 07.000 3PQU8205 | 2054-09-01      | 7.0000%  | 0.0000% | $2681376.00        | $2791530.90        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CIQO1630 | 2038-09-01      | 5.5000%  | 0.0000% | $1216614.00        | $578426.61         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRA9060 | 2053-05-01      | 5.5000%  | 0.0000% | $75000.00          | $64096.60          | Agency Mortgage-Backed Securities |
| FEPC 04.000 CIQO1299 | 2038-04-01      | 4.0000%  | 0.0000% | $343717.00         | $239338.13         | Agency Mortgage-Backed Securities |
| GNAR AR 080137 M     | 2027-11-20      | 4.7500%  | 0.0000% | $22626304.00       | $8109.14           | Agency Mortgage-Backed Securities |
| GNII SF DL3981 C     | 2055-07-20      | 5.5000%  | 0.0000% | $4909256.00        | $4951055.04        | Agency Mortgage-Backed Securities |
| GNII ET CT6289 C     | 2063-07-20      | 6.5000%  | 0.0000% | $1670524.00        | $555252.50         | Agency Mortgage-Backed Securities |
| GNII SF DL3992 C     | 2055-07-20      | 6.5000%  | 0.0000% | $2104984.00        | $2199166.60        | Agency Mortgage-Backed Securities |
| GNII SF MB0367 M     | 2055-05-20      | 6.0000%  | 0.0000% | $27655104.00       | $28061154.63       | Agency Mortgage-Backed Securities |
| GNII SF DH6726 C     | 2055-01-20      | 6.5000%  | 0.0000% | $6745088.00        | $7003642.07        | Agency Mortgage-Backed Securities |
| GNII SF DH0588 C     | 2055-05-20      | 5.5000%  | 0.0000% | $1072660.00        | $1080054.68        | Agency Mortgage-Backed Securities |
| GNII SF MA8774 M     | 2029-07-20      | 7.0000%  | 0.0000% | $255367.00         | $138634.22         | Agency Mortgage-Backed Securities |
| GNII SF DK0421 C     | 2055-06-20      | 5.5000%  | 0.0000% | $2086560.00        | $2116921.28        | Agency Mortgage-Backed Securities |
| GNII SF 003998 M     | 2037-06-20      | 6.0000%  | 0.0000% | $618000.00         | $6948.65           | Agency Mortgage-Backed Securities |
| GNII SF DL3707 C     | 2055-07-20      | 6.0000%  | 0.0000% | $5521312.00        | $5684637.93        | Agency Mortgage-Backed Securities |
| GNII SF DK9234 C     | 2055-07-20      | 5.5000%  | 0.0000% | $2610850.00        | $2633079.65        | Agency Mortgage-Backed Securities |
| GNII SF AA3019 C     | 2042-10-20      | 3.5000%  | 0.0000% | $8032736.00        | $594260.37         | Agency Mortgage-Backed Securities |
| GNII ET CV7873 C     | 2064-09-20      | 6.5000%  | 0.0000% | $37953.00          | $19538.00          | Agency Mortgage-Backed Securities |
| FNMS 05.000 CNMA5749 | 2035-05-01      | 5.0000%  | 0.0000% | $483970.00         | $467460.87         | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLMA5790 | 2055-07-01      | 4.5000%  | 0.0000% | $9091696.00        | $8663658.95        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQY3667 | 2055-05-01      | 5.5000%  | 0.0000% | $5971128.00        | $5958669.84        | Agency Mortgage-Backed Securities |
| GNII SF DI2095 C     | 2055-03-20      | 7.5000%  | 0.0000% | $3524380.00        | $3665656.99        | Agency Mortgage-Backed Securities |
| FNMS 04.000 CLFS2323 | 2052-07-01      | 4.0000%  | 0.0000% | $245000.00         | $171745.83         | Agency Mortgage-Backed Securities |
| GNII JM MA3001 M     | 2030-06-20      | 3.0000%  | 0.0000% | $2380680.00        | $71787.34          | Agency Mortgage-Backed Securities |
| FEPC 03.500 CNRD5151 | 2033-05-01      | 3.5000%  | 0.0000% | $1119424.00        | $406820.28         | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD3936 | 2053-10-01      | 6.5000%  | 0.0000% | $540000.00         | $461889.51         | Agency Mortgage-Backed Securities |
| 04.000 FGPC V81158 G | 2044-05-01      | 4.0000%  | 0.0000% | $7471000.00        | $1784626.39        | Agency Mortgage-Backed Securities |
| FEPC 06.500 CLSD4033 | 2053-10-01      | 6.5000%  | 0.0000% | $1700000.00        | $1417722.24        | Agency Mortgage-Backed Securities |
| FNAR XX.XXX LBAE1955 | 2040-08-01      | 7.5100%  | 0.0000% | $5031096.00        | $240964.75         | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLRJ4373 | 2055-06-01      | 5.5000%  | 0.0000% | $108397056.00      | $108463165.11      | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA2280 | 2055-08-01      | 6.0000%  | 0.0000% | $111174528.00      | $113635932.05      | Agency Mortgage-Backed Securities |
| FNMS 06.000 CLFA0968 | 2055-03-01      | 6.0000%  | 0.0000% | $28087320.00       | $28282807.33       | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLFM4102 | 2050-02-01      | 3.5000%  | 0.0000% | $2905544.00        | $1342312.84        | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSD1844 | 2052-06-01      | 3.0000%  | 0.0000% | $6000000.00        | $4279136.13        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLSD5249 | 2054-04-01      | 5.5000%  | 0.0000% | $9892000.00        | $8835537.74        | Agency Mortgage-Backed Securities |
| FEPC 05.500 CLQF6821 | 2053-01-01      | 5.5000%  | 0.0000% | $1708026.00        | $1197795.99        | Agency Mortgage-Backed Securities |
| FNMS 03.500 CQAQ5369 | 2042-12-01      | 3.5000%  | 0.0000% | $200000.00         | $24119.66          | Agency Mortgage-Backed Securities |
| MNAR XX.XXX HXBZ3629 | 2030-04-01      | 4.6000%  | 0.0000% | $291300.00         | $294694.62         | Agency Mortgage-Backed Securities |
| FNMS 07.000 CLBX9939 | 2053-05-01      | 7.0000%  | 0.0000% | $1058356.00        | $628786.45         | Agency Mortgage-Backed Securities |
| FNMS 05.000 CLBY3006 | 2053-05-01      | 5.0000%  | 0.0000% | $100000.00         | $93479.19          | Agency Mortgage-Backed Securities |
| GNII SF DI9237 C     | 2055-06-20      | 6.5000%  | 0.0000% | $3170420.00        | $3309426.47        | Agency Mortgage-Backed Securities |
| GNII SF DL2800 C     | 2055-07-20      | 6.0000%  | 0.0000% | $16557152.00       | $17046929.11       | Agency Mortgage-Backed Securities |
| GNII SF DI1735 C     | 2055-02-20      | 7.0000%  | 0.0000% | $4155104.00        | $4374546.96        | Agency Mortgage-Backed Securities |
| GNII RG CO7654 C     | 2043-09-20      | 3.5000%  | 0.0000% | $200000.00         | $145114.57         | Agency Mortgage-Backed Securities |
| GNII SF MA8264 M     | 2052-09-20      | 2.5000%  | 0.0000% | $1331108.00        | $839196.05         | Agency Mortgage-Backed Securities |
| GNII EP 788066 C     | 2065-07-20      | 4.0000%  | 0.0000% | $148635392.00      | $135606211.67      | Agency Mortgage-Backed Securities |
| GNII SP 785702 C     | 2051-10-20      | 2.5000%  | 0.0000% | $2823600.00        | $1685577.20        | Agency Mortgage-Backed Securities |
| FMAR 841979 G        | 2055-07-01      | 5.5250%  | 0.0000% | $5415040.00        | $5484775.11        | Agency Mortgage-Backed Securities |
| 03.000 FGPC T40106 G | 2027-08-01      | 3.0000%  | 0.0000% | $1200000.00        | $32159.71          | Agency Mortgage-Backed Securities |
| FNMS 06.000 CZ257176 | 2048-03-01      | 6.0000%  | 0.0000% | $5002752.00        | $29168.37          | Agency Mortgage-Backed Securities |
| FNMS 06.500 KL252477 | 2029-04-01      | 6.5000%  | 0.0000% | $4065960.00        | $11450.45          | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLQD8337 | 2052-03-01      | 3.0000%  | 0.0000% | $7456720.00        | $5111306.19        | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLQF2179 | 2052-10-01      | 4.5000%  | 0.0000% | $541947.00         | $379929.45         | Agency Mortgage-Backed Securities |
| FEPC 04.500 CLSD2251 | 2052-11-01      | 4.5000%  | 0.0000% | $142000.00         | $105749.90         | Agency Mortgage-Backed Securities |
| FNMS 02.500 REBP0003 | 2049-12-01      | 2.5000%  | 0.0000% | $450000.00         | $106377.58         | Agency Mortgage-Backed Securities |
| FEPC 03.000 3PRE5011 | 2049-10-01      | 3.0000%  | 0.0000% | $1002840.00        | $287106.07         | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLBO1439 | 2049-10-01      | 3.0000%  | 0.0000% | $99000.00          | $15885.41          | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS1802 | 2049-09-01      | 3.0000%  | 0.0000% | $24056416.00       | $14768641.65       | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLSD6903 | 2054-05-01      | 6.0000%  | 0.0000% | $315000.00         | $289266.12         | Agency Mortgage-Backed Securities |
| FNMS 03.500 CLBH3354 | 2047-06-01      | 3.5000%  | 0.0000% | $1507494.00        | $230405.85         | Agency Mortgage-Backed Securities |
| FNAR XX.XXX WS800417 | 2034-08-01      | 5.4970%  | 0.0000% | $4182776.00        | $104885.20         | Agency Mortgage-Backed Securities |
| GNII SF DG3352 C     | 2054-12-20      | 4.5000%  | 0.0000% | $1316764.00        | $1230477.42        | Agency Mortgage-Backed Securities |
| GNII SF DF6498 C     | 2055-02-20      | 6.5000%  | 0.0000% | $1474844.00        | $1552024.79        | Agency Mortgage-Backed Securities |
| FNMS 04.500 CLBY8477 | 2053-08-01      | 4.5000%  | 0.0000% | $1259812.00        | $1166303.24        | Agency Mortgage-Backed Securities |
| GNII SF DH2691 C     | 2055-01-20      | 4.5000%  | 0.0000% | $1075632.00        | $1006924.00        | Agency Mortgage-Backed Securities |
| GNII SF DF5928 C     | 2054-10-20      | 4.5000%  | 0.0000% | $20024384.00       | $18536437.98       | Agency Mortgage-Backed Securities |
| FEPC 03.000 CLSL1037 | 2053-01-01      | 3.0000%  | 0.0000% | $82000.00          | $69385.19          | Agency Mortgage-Backed Securities |
| GNII SF MA8777 M     | 2030-06-20      | 8.5000%  | 0.0000% | $42155.00          | $31108.38          | Agency Mortgage-Backed Securities |
| GNII SF MA6475 M     | 2050-02-20      | 3.5000%  | 0.0000% | $99732352.00       | $13749282.49       | Agency Mortgage-Backed Securities |
| GNII SF CX0792 C     | 2053-09-20      | 7.0000%  | 0.0000% | $1070256.00        | $1090880.29        | Agency Mortgage-Backed Securities |
| FEPC 06.000 CLQY6696 | 2055-06-01      | 6.0000%  | 0.0000% | $488209.00         | $505918.09         | Agency Mortgage-Backed Securities |
| GNII SF DE1091 C     | 2054-10-20      | 7.0000%  | 0.0000% | $11239952.00       | $4956734.93        | Agency Mortgage-Backed Securities |
| GNII SF DA2695 C     | 2054-02-20      | 7.5000%  | 0.0000% | $27993248.00       | $22644168.71       | Agency Mortgage-Backed Securities |
| GNII SF MA0850 M     | 2043-03-20      | 2.5000%  | 0.0000% | $4115144.00        | $570393.48         | Agency Mortgage-Backed Securities |
| GNAR AS MA0338 M     | 2042-08-20      | 5.8750%  | 0.0000% | $2980616.00        | $71277.85          | Agency Mortgage-Backed Securities |
| GNII SF DF2331 C     | 2054-10-20      | 7.5000%  | 0.0000% | $3258336.00        | $3490146.18        | Agency Mortgage-Backed Securities |
| GNII SF DF1305 C     | 2054-09-20      | 7.5000%  | 0.0000% | $29932672.00       | $30162507.47       | Agency Mortgage-Backed Securities |
| GNII SF DF9107 C     | 2055-06-20      | 6.5000%  | 0.0000% | $1299572.00        | $1361165.15        | Agency Mortgage-Backed Securities |
| GNII SF DF1373 C     | 2054-11-20      | 7.5000%  | 0.0000% | $2931416.00        | $3130606.16        | Agency Mortgage-Backed Securities |
| GNII SF DI6413 C     | 2055-05-20      | 6.5000%  | 0.0000% | $5733888.00        | $5979798.40        | Agency Mortgage-Backed Securities |
| GNII SF MB0369 M     | 2053-12-20      | 7.0000%  | 0.0000% | $2095100.00        | $2157405.86        | Agency Mortgage-Backed Securities |
| GNII SF DI4826 C     | 2055-06-20      | 5.5000%  | 0.0000% | $1061270.00        | $1077478.07        | Agency Mortgage-Backed Securities |
| GNII SF DI3044 C     | 2055-07-20      | 5.5000%  | 0.0000% | $1656118.00        | $1672659.86        | Agency Mortgage-Backed Securities |
| GNII SF DL7799 C     | 2055-07-20      | 6.5000%  | 0.0000% | $963360.00         | $1006465.22        | Agency Mortgage-Backed Securities |
| GNII SF MA6820 M     | 2050-08-20      | 3.0000%  | 0.0000% | $21349952.00       | $6285284.00        | Agency Mortgage-Backed Securities |
| GNII SF MA8699 M     | 2029-06-20      | 7.0000%  | 0.0000% | $83076.00          | $11536.13          | Agency Mortgage-Backed Securities |
| GNII SF DD2404 C     | 2054-05-20      | 7.5000%  | 0.0000% | $1088198.00        | $875779.41         | Agency Mortgage-Backed Securities |
| GNII ET DF1369 C     | 2064-10-20      | 6.5000%  | 0.0000% | $4328992.00        | $4019984.68        | Agency Mortgage-Backed Securities |
| GNII SF DD7702 C     | 2054-08-20      | 7.0000%  | 0.0000% | $2132624.00        | $2244768.25        | Agency Mortgage-Backed Securities |
| GNII SF DI8777 C     | 2055-07-20      | 6.5000%  | 0.0000% | $1138888.00        | $1199575.55        | Agency Mortgage-Backed Securities |
| FNMS 01.500 CIFS5598 | 2037-08-01      | 1.5000%  | 0.0000% | $4422568.00        | $3189444.54        | Agency Mortgage-Backed Securities |
| FNMS 03.000 CLFS4338 | 2052-05-01      | 3.0000%  | 0.0000% | $931480.00         | $689163.42         | Agency Mortgage-Backed Securities |
| FNMS 05.500 CLFS5347 | 2053-07-01      | 5.5000%  | 0.0000% | $200000.00         | $173523.73         | Agency Mortgage-Backed Securities |
| GNII SF DK6540 C     | 2055-07-20      | 7.0000%  | 0.0000% | $2751660.00        | $2932433.97        | Agency Mortgage-Backed Securities |
| GNII SF DK9758 C     | 2055-07-20      | 5.5000%  | 0.0000% | $4030504.00        | $4064817.02        | Agency Mortgage-Backed Securities |
| GNII SF DK3917 C     | 2055-07-20      | 5.5000%  | 0.0000% | $12703584.00       | $12811746.54       | Agency Mortgage-Backed Securities |
| GNII SF DK5147 C     | 2055-06-20      | 5.5000%  | 0.0000% | $7390650.00        | $7446178.78        | Agency Mortgage-Backed Securities |
| GNII SF DK5437 C     | 2055-07-20      | 5.5000%  | 0.0000% | $1802178.00        | $1823056.83        | Agency Mortgage-Backed Securities |
| GNMI SP 784284 X     | 2039-01-15      | 6.0000%  | 0.0000% | $13500000.00       | $3504589.55        | Agency Mortgage-Backed Securities |

### Security 303: BNP PARIBAS SA

- **C.1 - Title:** BNP PARIBAS SA 4.370000%
- **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: ARP19XTG4, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: ARP19XTG4
- **C.18 - Value (incl. sponsor support):** $180000000.00
- **C.18.a - Value (excl. sponsor support):** $180000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FKAR 04.500 WAWA4456   | 2029-12-01      | 4.5000%  | 0.0000% | $7314.00           | $7308.11           | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ3723   | 2030-05-01      | 4.4400%  | 0.0000% | $2155292.00        | $2167924.17        | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY5855   | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1038.12           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBAL8484   | 2046-04-01      | 3.1360%  | 0.0000% | $441000.00         | $45052.24          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY5272   | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1041.51           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4700   | 2052-08-01      | 4.0000%  | 0.0000% | $184040.00         | $141681.51         | Agency Mortgage-Backed Securities         |
| GNII SF MA5077 M       | 2048-03-20      | 3.5000%  | 0.0000% | $111477.00         | $13425.84          | Agency Mortgage-Backed Securities         |
| GNII SF MA3875 M       | 2046-07-20      | 4.0000%  | 0.0000% | $2121.00           | $211.17            | Agency Mortgage-Backed Securities         |
| GNRA 2019-65 FA        | 2049-05-20      | 4.5000%  | 0.0000% | $19240043.00       | $3798272.08        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-064 CY       | 2055-04-20      | 5.0000%  | 0.0000% | $6243220.00        | $5928216.26        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2027-09-15      | 3.3750%  | 0.0000% | $100.00            | $100.16            | U.S. Treasuries (including strips)        |
| FNMS 04.000 CLBE8055   | 2047-04-01      | 4.0000%  | 0.0000% | $55861.00          | $10457.60          | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBL3625   | 2034-09-01      | 2.8900%  | 0.0000% | $3778109.00        | $3306103.54        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8258   | 2052-10-01      | 5.0000%  | 0.0000% | $258795.00         | $202542.93         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLMA5072   | 2053-07-01      | 5.5000%  | 0.0000% | $11082338.00       | $9182697.54        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLQX6541   | 2055-01-01      | 6.0000%  | 0.0000% | $1014.00           | $962.66            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCB3026   | 2052-03-01      | 3.5000%  | 0.0000% | $30723.00          | $20694.16          | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCA7369   | 2050-10-01      | 2.5000%  | 0.0000% | $2873640.00        | $1148779.62        | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD7562   | 2053-04-01      | 5.5000%  | 0.0000% | $2877209.00        | $2334049.48        | Agency Mortgage-Backed Securities         |
| FKAR 03.750 WSWS4034   | 2034-01-01      | 3.7500%  | 0.0000% | $27841.00          | $25695.83          | Agency Mortgage-Backed Securities         |
| GNII SF DJ4783 C       | 2055-03-20      | 7.5000%  | 0.0000% | $686910.00         | $735849.52         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL889750   | 2038-05-01      | 6.0000%  | 0.0000% | $1081.00           | $5.79              | Agency Mortgage-Backed Securities         |
| GNII SF MA9423 M       | 2054-01-20      | 5.5000%  | 0.0000% | $488739.00         | $410726.80         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5272   | 2054-02-01      | 6.0000%  | 0.0000% | $383532.00         | $299779.21         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS8849   | 2052-07-01      | 3.0000%  | 0.0000% | $1022.00           | $814.94            | Agency Mortgage-Backed Securities         |
| FNMS 04.830 ML470541   | 2042-03-01      | 4.8300%  | 0.0000% | $1447700.00        | $1101886.74        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC8002   | 2054-10-01      | 6.5000%  | 0.0000% | $12994.00          | $13463.72          | Agency Mortgage-Backed Securities         |
| FMAR 1Q0473 G          | 2037-05-01      | 6.8590%  | 0.0000% | $5095927.00        | $29007.01          | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8055   | 2050-04-01      | 2.5000%  | 0.0000% | $1000.00           | $221.79            | Agency Mortgage-Backed Securities         |
| FKAR 05.740 WVWV0039   | 2029-10-01      | 5.0180%  | 0.0000% | $21783717.00       | $21781792.78       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDD5912   | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1041.39           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDE2693   | 2055-07-01      | 6.0000%  | 0.0000% | $443497.00         | $451843.54         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY4018   | 2055-05-01      | 5.5000%  | 0.0000% | $3918168.00        | $3826232.71        | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2044-03-01      | 3.8300%  | 0.0000% | $28204.00          | $21345.21          | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CLDB9718   | 2054-07-01      | 6.5000%  | 0.0000% | $439912.00         | $452570.81         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD5915   | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1024.26           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD6339   | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1022.32           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZA5318   | 2048-03-01      | 3.5000%  | 0.0000% | $1146855.00        | $205236.75         | Agency Mortgage-Backed Securities         |
| GNII SF MA8097 M       | 2052-05-20      | 2.5000%  | 0.0000% | $1000.00           | $644.87            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2027-06-30      | 3.7500%  | 0.0000% | $13734000.00       | $13727530.83       | U.S. Treasuries (including strips)        |
| GNRA 2022-081 YF       | 2052-05-20      | 4.5000%  | 0.0000% | $1001.00           | $711.41            | Agency Collateralized Mortgage Obligation |
| GNRA 2024-134 FA       | 2054-08-20      | 5.4580%  | 0.0000% | $45835.00          | $37245.56          | Agency Collateralized Mortgage Obligation |
| FEPC 04.500 CLZL1744   | 2041-07-01      | 4.5000%  | 0.0000% | $9609967.00        | $322650.45         | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX HYAN8325   | 2038-02-01      | 3.5600%  | 0.0000% | $74699.00          | $58108.27          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY5854   | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1040.40           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCC0438   | 2055-05-01      | 6.0000%  | 0.0000% | $1008.00           | $986.76            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLBY4721   | 2053-06-01      | 7.0000%  | 0.0000% | $7303.00           | $7880.07           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX9419   | 2053-03-01      | 5.0000%  | 0.0000% | $170784.00         | $126023.43         | Agency Mortgage-Backed Securities         |
| GNII SF MB0026 M       | 2054-11-20      | 5.5000%  | 0.0000% | $1024.00           | $1000.45           | Agency Mortgage-Backed Securities         |
| GNRA 2023-070 FA       | 2053-05-20      | 5.3480%  | 0.0000% | $1000.00           | $784.06            | Agency Collateralized Mortgage Obligation |
| GNRM 2025-103 BA       | 2048-02-20      | 3.0000%  | 0.0000% | $10101200.00       | $9311950.62        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2026-06-30      | 0.8750%  | 0.0000% | $2119300.00        | $2058050.31        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | 0.0000% | $800.00            | $770.68            | U.S. Treasuries (including strips)        |
| GNRA 2023-021 FB       | 2053-02-20      | 5.2280%  | 0.0000% | $498158.00         | $363261.27         | Agency Collateralized Mortgage Obligation |
| GNAR AT MA4091 M       | 2046-11-20      | 4.6250%  | 0.0000% | $1002.00           | $41.11             | Agency Mortgage-Backed Securities         |
| GNII SF MB0424 M       | 2055-05-20      | 5.5000%  | 0.0000% | $1026799.00        | $1027087.39        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB5309   | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $744.35            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS4951   | 2053-06-01      | 5.0000%  | 0.0000% | $1034764.00        | $845196.16         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CIDA9706   | 2039-02-01      | 6.5000%  | 0.0000% | $1641389.00        | $955517.96         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFA1923   | 2046-02-01      | 4.0000%  | 0.0000% | $4736406.00        | $4520662.56        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM6251   | 2049-07-01      | 4.0000%  | 0.0000% | $300000.00         | $113213.66         | Agency Mortgage-Backed Securities         |
| GNRA 2024-132 FD       | 2054-08-20      | 5.4480%  | 0.0000% | $9998160.00        | $8631754.97        | Agency Collateralized Mortgage Obligation |
| FNMS 02.500 CLFS6131   | 2052-03-01      | 2.5000%  | 0.0000% | $4394632.00        | $3243057.58        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2028-10-31      | 4.8750%  | 0.0000% | $100.00            | $104.16            | U.S. Treasuries (including strips)        |
| FEPC 05.500 CLQX9769   | 2055-04-01      | 5.5000%  | 0.0000% | $3783363.00        | $3793666.03        | Agency Mortgage-Backed Securities         |
| FMAR 841980 G          | 2055-07-01      | 5.2350%  | 0.0000% | $321534.00         | $322773.63         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS1603   | 2052-05-01      | 3.5000%  | 0.0000% | $777029.00         | $547076.35         | Agency Mortgage-Backed Securities         |
| GNRA 2023-001 DF       | 2053-01-20      | 5.2980%  | 0.0000% | $10692074.00       | $8514766.84        | Agency Collateralized Mortgage Obligation |
| GNII SF MA8648 M       | 2053-02-20      | 5.5000%  | 0.0000% | $1000.00           | $731.96            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFA0110   | 2048-11-01      | 3.5000%  | 0.0000% | $19889855.00       | $17421756.15       | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE4861   | 2055-07-01      | 5.5000%  | 0.0000% | $149016.00         | $149321.98         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBP2187   | 2050-03-01      | 3.0000%  | 0.0000% | $1591991.00        | $531738.00         | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQD6321   | 2052-02-01      | 2.5000%  | 0.0000% | $1004260.00        | $517220.84         | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQI6052   | 2054-05-01      | 5.5000%  | 0.0000% | $168077.00         | $155591.77         | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBS7892   | 2033-03-01      | 4.4700%  | 0.0000% | $41329.00          | $40876.94          | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD4617   | 2054-01-01      | 6.5000%  | 0.0000% | $4133754.00        | $3711092.28        | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZT0535   | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $292.16            | Agency Mortgage-Backed Securities         |
| GNRA 2023-120 FB       | 2053-08-20      | 5.4580%  | 0.0000% | $1000.00           | $529.73            | Agency Collateralized Mortgage Obligation |
| GNRA 2024-172 FB       | 2054-10-20      | 5.3480%  | 0.0000% | $9917203.00        | $9216942.55        | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLQY3242   | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1016.22           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQY4255   | 2055-05-01      | 6.5000%  | 0.0000% | $1002.00           | $1029.27           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CKMA3524   | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $35.56             | Agency Mortgage-Backed Securities         |
| GNRA 2023-048 EF       | 2053-03-20      | 5.3480%  | 0.0000% | $17842830.00       | $8424768.55        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-178 FC       | 2052-10-20      | 5.6480%  | 0.0000% | $5704205.00        | $4405012.62        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-066 FB       | 2054-04-20      | 5.3780%  | 0.0000% | $5731621.00        | $4187060.95        | Agency Collateralized Mortgage Obligation |
| GNII ET DJ1309 C       | 2065-03-20      | 7.0000%  | 0.0000% | $354550.00         | $367067.66         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFA2214   | 2052-04-01      | 2.5000%  | 0.0000% | $10508862.00       | $8756849.04        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBY9886   | 2053-11-01      | 6.5000%  | 0.0000% | $814478.00         | $615763.57         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBM4495   | 2041-07-01      | 6.0000%  | 0.0000% | $1000.00           | $289.02            | Agency Mortgage-Backed Securities         |
| GNAR AF MA4335 M       | 2047-03-20      | 5.5000%  | 0.0000% | $37127.00          | $3151.00           | Agency Mortgage-Backed Securities         |
| GNII SF MA8727 M       | 2053-03-20      | 6.0000%  | 0.0000% | $1575.00           | $947.46            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5135   | 2053-09-01      | 4.0000%  | 0.0000% | $1000.00           | $831.55            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ4030   | 2055-04-01      | 6.0000%  | 0.0000% | $11230354.00       | $11342733.77       | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLRQ0018   | 2055-06-01      | 7.5000%  | 0.0000% | $1000.00           | $935.24            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRQ0040   | 2055-07-01      | 5.5000%  | 0.0000% | $203769.00         | $203683.89         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA4841   | 2052-12-01      | 5.0000%  | 0.0000% | $115000.00         | $92163.25          | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2025-08-15      | 3.1250%  | 0.0000% | $300.00            | $304.08            | U.S. Treasuries (including strips)        |
| FEPC 02.000 CLRA3404   | 2050-08-01      | 2.0000%  | 0.0000% | $223565.00         | $110169.02         | Agency Mortgage-Backed Securities         |

### Security 304: JP MORGAN SECURITIES LLC

- **C.1 - Title:** JP MORGAN SECURITIES LLC 4.360000%
- **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: ARP19XTH2, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: ARP19XTH2
- **C.18 - Value (incl. sponsor support):** $45000000.00
- **C.18.a - Value (excl. sponsor support):** $45000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF DJ9121 C | 2055-05-20      | 6.5000%  | 0.0000% | $3638732.00        | $3838434.43        | Agency Mortgage-Backed Securities |
| GNII SF DK6518 C | 2055-07-20      | 6.5000%  | 0.0000% | $1151304.00        | $1207052.06        | Agency Mortgage-Backed Securities |
| GNII SF AX4341 C | 2046-10-20      | 3.5000%  | 0.0000% | $138000.00         | $31269.67          | Agency Mortgage-Backed Securities |
| GNCL CL CX6396   | 2066-01-15      | 5.7400%  | 0.0000% | $14993632.00       | $15795901.26       | Agency Mortgage-Backed Securities |
| GNII SF MA5631 M | 2032-12-20      | 8.0000%  | 0.0000% | $184393.00         | $11023.71          | Agency Mortgage-Backed Securities |
| GNII SF DA5789 C | 2054-01-20      | 8.0000%  | 0.0000% | $1110213.00        | $1176574.04        | Agency Mortgage-Backed Securities |
| GNII SF MB0365 M | 2055-05-20      | 5.0000%  | 0.0000% | $15124480.00       | $14770200.55       | Agency Mortgage-Backed Securities |
| GNII SF MA4102 M | 2031-11-20      | 3.0000%  | 0.0000% | $265000.00         | $32266.56          | Agency Mortgage-Backed Securities |
| GNII SF DJ1936 C | 2055-05-20      | 6.5000%  | 0.0000% | $1810462.00        | $1888251.33        | Agency Mortgage-Backed Securities |
| GNII SF DJ7441 C | 2055-06-20      | 6.5000%  | 0.0000% | $1247780.00        | $1307891.40        | Agency Mortgage-Backed Securities |
| GNII SF MA6765 M | 2050-07-20      | 2.5000%  | 0.0000% | $4450000.00        | $1423115.18        | Agency Mortgage-Backed Securities |
| GNPL PN CY8219   | 2059-01-15      | 6.9300%  | 0.0000% | $255576.00         | $276016.73         | Agency Mortgage-Backed Securities |
| GNII SF MA6320 M | 2029-11-20      | 8.0000%  | 0.0000% | $101727.00         | $11137.87          | Agency Mortgage-Backed Securities |
| GNII SF MA7165 M | 2036-06-20      | 2.5000%  | 0.0000% | $1125000.00        | $463113.30         | Agency Mortgage-Backed Securities |
| GNII SF DK5107 C | 2055-06-20      | 5.0000%  | 0.0000% | $3406348.00        | $3350089.67        | Agency Mortgage-Backed Securities |
| GNII SF MA2893 M | 2045-05-20      | 4.0000%  | 0.0000% | $79276.00          | $7310.23           | Agency Mortgage-Backed Securities |
| GNII RG CH2338 C | 2047-02-20      | 3.0000%  | 0.0000% | $1250000.00        | $760352.02         | Agency Mortgage-Backed Securities |

### Security 305: RBC DOMINION SECURITIES INC

- **C.1 - Title:** RBC DOMINION SECURITIES INC 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19XTJ8, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: ARP19XTJ8
- **C.18 - Value (incl. sponsor support):** $1941000000.00
- **C.18.a - Value (excl. sponsor support):** $1941000000.00
- **C.19 - Percentage of Net Assets:** 2.3600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 06.500 CLRJ4183   | 2055-05-01      | 6.5000%  | 0.0000% | $20281042.00       | $20764878.89       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM9668   | 2051-11-01      | 2.0000%  | 0.0000% | $3000.00           | $1902.54           | Agency Mortgage-Backed Securities         |
| GNII SF MA7254 M       | 2051-03-20      | 2.0000%  | 0.0000% | $110627155.00      | $56626061.84       | Agency Mortgage-Backed Securities         |
| GNII SF MA8101 M       | 2052-06-20      | 4.5000%  | 0.0000% | $63117.00          | $47247.70          | Agency Mortgage-Backed Securities         |
| GNII SF MA7990 M       | 2052-04-20      | 4.0000%  | 0.0000% | $5130.00           | $3649.82           | Agency Mortgage-Backed Securities         |
| GNII SF MA7650 M       | 2051-10-20      | 3.0000%  | 0.0000% | $564385.00         | $333371.04         | Agency Mortgage-Backed Securities         |
| GNII SF MA7939 M       | 2052-02-20      | 4.0000%  | 0.0000% | $20520.00          | $14001.61          | Agency Mortgage-Backed Securities         |
| GNII SF MA6766 M       | 2050-07-20      | 3.0000%  | 0.0000% | $1030.00           | $280.94            | Agency Mortgage-Backed Securities         |
| GNII SF MA8100 M       | 2052-06-20      | 4.0000%  | 0.0000% | $17911638.00       | $13103654.12       | Agency Mortgage-Backed Securities         |
| GNII SF MA7989 M       | 2052-04-20      | 3.5000%  | 0.0000% | $1251000.00        | $879871.43         | Agency Mortgage-Backed Securities         |
| GNII SF MA8348 M       | 2052-10-20      | 5.0000%  | 0.0000% | $1984939.00        | $1524097.49        | Agency Mortgage-Backed Securities         |
| GNII SF MA5985 M       | 2049-06-20      | 3.5000%  | 0.0000% | $2000.00           | $203.50            | Agency Mortgage-Backed Securities         |
| GNII SF MA7313 M       | 2051-04-20      | 3.0000%  | 0.0000% | $734857.00         | $332767.27         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | 0.0000% | $5999900.00        | $5530430.30        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | 0.0000% | $300000.00         | $298268.36         | U.S. Treasuries (including strips)        |
| GNII SF MB0092 M       | 2054-12-20      | 5.5000%  | 0.0000% | $839944.00         | $826185.41         | Agency Mortgage-Backed Securities         |
| GNII SF MA8569 M       | 2053-01-20      | 5.0000%  | 0.0000% | $5580.00           | $4338.89           | Agency Mortgage-Backed Securities         |
| GNII SF MA9605 M       | 2054-04-20      | 5.5000%  | 0.0000% | $3197899.00        | $2870501.64        | Agency Mortgage-Backed Securities         |
| GNRA 2023-060 FA       | 2053-04-20      | 5.2480%  | 0.0000% | $193401838.00      | $116498988.56      | Agency Collateralized Mortgage Obligation |
| GNRA 2024-113 FG       | 2054-07-20      | 5.6480%  | 0.0000% | $200000000.00      | $117698883.43      | Agency Collateralized Mortgage Obligation |
| GNRA 2024-182 FA       | 2054-11-20      | 5.4480%  | 0.0000% | $7583600.00        | $6406519.78        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | 0.0000% | $47200.00          | $47865.45          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | 0.0000% | $3234900.00        | $4140814.20        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-05-15      | 3.8750%  | 0.0000% | $597000.00         | $530482.27         | U.S. Treasuries (including strips)        |
| GNII SF MA7649 M       | 2051-10-20      | 2.5000%  | 0.0000% | $1000.00           | $608.23            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | 0.0000% | $4948000.00        | $4528354.92        | U.S. Treasuries (including strips)        |
| GNII SF MB0205 M       | 2055-02-20      | 5.5000%  | 0.0000% | $8254514.00        | $8151011.66        | Agency Mortgage-Backed Securities         |
| GNII SF MB0027 M       | 2054-09-20      | 6.0000%  | 0.0000% | $7010.00           | $6775.37           | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2031-01-15      | 0.1250%  | 0.0000% | $42700.00          | $48954.96          | U.S. Treasuries (including strips)        |
| FNMS 02.500 CLFM4257   | 2050-09-01      | 2.5000%  | 0.0000% | $3536000.00        | $1715726.36        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM3127   | 2047-10-01      | 3.0000%  | 0.0000% | $1040.00           | $263.31            | Agency Mortgage-Backed Securities         |
| GNII SF MA6932 M       | 2050-08-20      | 3.0000%  | 0.0000% | $10082966.00       | $3374697.35        | Agency Mortgage-Backed Securities         |
| GNII SF MA7256 M       | 2051-03-20      | 3.0000%  | 0.0000% | $2172176.00        | $865942.23         | Agency Mortgage-Backed Securities         |
| 03.500 FGPC V81932 G   | 2045-10-01      | 3.5000%  | 0.0000% | $937733.00         | $134115.37         | Agency Mortgage-Backed Securities         |
| 05.000 FGPC P00062 G   | 2035-01-01      | 5.0000%  | 0.0000% | $1370.00           | $52.05             | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A50739 G   | 2036-07-01      | 6.0000%  | 0.0000% | $42318.00          | $443.59            | Agency Mortgage-Backed Securities         |
| GNII SF MA8879 M       | 2053-05-20      | 5.5000%  | 0.0000% | $2176.00           | $1735.69           | Agency Mortgage-Backed Securities         |
| GNII SF MA8267 M       | 2052-09-20      | 4.0000%  | 0.0000% | $1069288.00        | $812957.82         | Agency Mortgage-Backed Securities         |
| GNII SF MA8801 M       | 2053-04-20      | 5.5000%  | 0.0000% | $1025.00           | $780.91            | Agency Mortgage-Backed Securities         |
| GNII SF MA8571 M       | 2053-01-20      | 6.0000%  | 0.0000% | $32503396.00       | $19649336.53       | Agency Mortgage-Backed Securities         |
| GNRA 2022-056 FA       | 2052-03-20      | 3.5000%  | 0.0000% | $165070000.00      | $108972468.63      | Agency Collateralized Mortgage Obligation |
| GNRA 2021-213 EF       | 2051-12-20      | 2.5000%  | 0.0000% | $68268329.00       | $40907758.31       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2032-08-15      | 2.7500%  | 0.0000% | $6088500.00        | $5643251.02        | U.S. Treasuries (including strips)        |
| 03.500 FGPC D98606 G   | 2031-04-01      | 3.5000%  | 0.0000% | $1960.00           | $53.59             | Agency Mortgage-Backed Securities         |
| 05.500 FGPC A42489 G   | 2036-01-01      | 5.5000%  | 0.0000% | $2249.00           | $32.59             | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQA8518   | 2050-04-01      | 3.0000%  | 0.0000% | $1000.00           | $334.36            | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G20032 G   | 2037-12-01      | 5.5000%  | 0.0000% | $5919.00           | $269.60            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE6784   | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $938.80            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC P20586 G   | 2034-11-01      | 6.0000%  | 0.0000% | $12941.00          | $175.32            | Agency Mortgage-Backed Securities         |
| 05.500 FGPC A59151 G   | 2037-04-01      | 5.5000%  | 0.0000% | $419910.00         | $2903.64           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8000   | 2049-07-01      | 3.0000%  | 0.0000% | $3568.00           | $371.56            | Agency Mortgage-Backed Securities         |
| GNII SF MA8268 M       | 2052-09-20      | 4.5000%  | 0.0000% | $83315836.00       | $63725146.28       | Agency Mortgage-Backed Securities         |
| GNRA 2024-160 YF       | 2054-09-20      | 5.5480%  | 0.0000% | $200000000.00      | $188275886.81      | Agency Collateralized Mortgage Obligation |
| GNRA 2021-194 FA       | 2051-11-20      | 2.5000%  | 0.0000% | $188184620.00      | $116167198.75      | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLFS3827   | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $861.52            | Agency Mortgage-Backed Securities         |
| GNRA 2024-164 FH       | 2054-10-20      | 5.5480%  | 0.0000% | $63229440.00       | $51061464.01       | Agency Collateralized Mortgage Obligation |
| GNII SF MA5875 M       | 2049-04-20      | 3.5000%  | 0.0000% | $2000.00           | $186.08            | Agency Mortgage-Backed Securities         |
| GNII SF MA6867 M       | 2050-09-20      | 3.5000%  | 0.0000% | $2204.00           | $642.84            | Agency Mortgage-Backed Securities         |
| GNII SF MA8045 M       | 2052-05-20      | 4.0000%  | 0.0000% | $133677312.00      | $97674462.78       | Agency Mortgage-Backed Securities         |
| GNII SF MB0026 M       | 2054-11-20      | 5.5000%  | 0.0000% | $1000.00           | $977.01            | Agency Mortgage-Backed Securities         |
| GNRA 2023-069 FA       | 2053-05-20      | 5.2980%  | 0.0000% | $12918095.00       | $8009580.61        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-077 FT       | 2051-05-20      | 3.5000%  | 0.0000% | $21265.00          | $12379.71          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-005 JF       | 2054-01-20      | 5.5480%  | 0.0000% | $4305900.00        | $2211806.45        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-022 FA       | 2055-02-20      | 5.4580%  | 0.0000% | $11241312.00       | $10723404.65       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2041-11-15      | 3.1250%  | 0.0000% | $400.00            | $325.74            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | 0.0000% | $100.00            | $84.30             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-03-31      | 0.6250%  | 0.0000% | $178900.00         | $169662.38         | U.S. Treasuries (including strips)        |
| GNII SF MB0366 M       | 2055-05-20      | 5.5000%  | 0.0000% | $2074.00           | $2069.64           | Agency Mortgage-Backed Securities         |
| GNRA 2022-024 FA       | 2052-02-20      | 3.0000%  | 0.0000% | $37505659.00       | $23438989.26       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-050 FH       | 2052-03-20      | 3.5000%  | 0.0000% | $265499974.00      | $175811375.69      | Agency Collateralized Mortgage Obligation |
| GNRA 2025-024 FB       | 2055-02-20      | 5.4980%  | 0.0000% | $7806764.00        | $7039203.20        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-226 FB       | 2051-12-20      | 2.5000%  | 0.0000% | $2870678.00        | $1789746.20        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-134 FC       | 2054-08-20      | 5.4080%  | 0.0000% | $2113358.00        | $1831939.67        | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLSD2917   | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $751.37            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLRA7097   | 2052-04-01      | 3.5000%  | 0.0000% | $82517.00          | $56857.71          | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLSD5298   | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $925.70            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD7518   | 2050-06-01      | 3.0000%  | 0.0000% | $1000.00           | $395.54            | Agency Mortgage-Backed Securities         |
| Freddie Mac            | 2054-11-25      | 5.5000%  | 0.0000% | $2753928.00        | $2372541.14        | Agency Collateralized Mortgage Obligation |
| FEPC 02.500 CLQC5537   | 2051-08-01      | 2.5000%  | 0.0000% | $1723328.00        | $1045923.95        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBM3663   | 2047-04-01      | 3.0000%  | 0.0000% | $1000.00           | $200.14            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLBQ4793   | 2050-10-01      | 2.5000%  | 0.0000% | $16065.00          | $9036.66           | Agency Mortgage-Backed Securities         |
| GNII SF MA6039 M       | 2049-07-20      | 3.5000%  | 0.0000% | $48886.00          | $5304.53           | Agency Mortgage-Backed Securities         |
| GNII SF MA9015 M       | 2053-04-20      | 4.5000%  | 0.0000% | $411720.00         | $352687.31         | Agency Mortgage-Backed Securities         |
| GNII SF MA9488 M       | 2054-01-20      | 5.5000%  | 0.0000% | $1005.00           | $826.60            | Agency Mortgage-Backed Securities         |
| GNII SF MA9422 M       | 2054-01-20      | 5.0000%  | 0.0000% | $4306818.00        | $3890133.35        | Agency Mortgage-Backed Securities         |
| GNII SF MA9722 M       | 2054-06-20      | 4.0000%  | 0.0000% | $657091.00         | $582067.57         | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2025-08-28      | 0.0000%  | 0.0000% | $4247000.00        | $4232899.96        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | 0.0000% | $1800000.00        | $1646711.91        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | 0.0000% | $1100000.00        | $1018003.24        | U.S. Treasuries (including strips)        |
| GNII SF MA9173 M       | 2053-09-20      | 6.5000%  | 0.0000% | $9847815.00        | $5373736.20        | Agency Mortgage-Backed Securities         |
| GNII SF MA9489 M       | 2054-02-20      | 6.0000%  | 0.0000% | $3114886.00        | $2139167.76        | Agency Mortgage-Backed Securities         |
| GNII SF MA9018 M       | 2053-07-20      | 6.0000%  | 0.0000% | $17276.00          | $11832.21          | Agency Mortgage-Backed Securities         |
| GNII SF MA9540 M       | 2054-03-20      | 5.0000%  | 0.0000% | $8103448.00        | $7240565.77        | Agency Mortgage-Backed Securities         |
| GNII SF MA8427 M       | 2052-11-20      | 4.5000%  | 0.0000% | $2898916.00        | $2266004.18        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3521   | 2048-11-01      | 4.0000%  | 0.0000% | $1023.00           | $80.62             | Agency Mortgage-Backed Securities         |
| GNRA 2025-089 FG       | 2055-05-20      | 5.7480%  | 0.0000% | $17563566.00       | $17516797.40       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-171 FA       | 2054-10-20      | 5.4980%  | 0.0000% | $55081700.00       | $51730503.91       | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CLSD2361   | 2053-02-01      | 6.0000%  | 0.0000% | $2274.00           | $1749.25           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD1751   | 2051-10-01      | 2.5000%  | 0.0000% | $1512.00           | $998.09            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA6012   | 2051-10-01      | 3.0000%  | 0.0000% | $1002.00           | $694.86            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA4938   | 2050-01-01      | 3.0000%  | 0.0000% | $1792.00           | $661.66            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQF0348   | 2052-09-01      | 4.0000%  | 0.0000% | $1000.00           | $515.56            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD1549   | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $696.68            | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | 0.0000% | $11424800.00       | $6559163.57        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2041-11-15      | 2.0000%  | 0.0000% | $7012000.00        | $4791599.59        | U.S. Treasuries (including strips)        |
| GNII SF MA8349 M       | 2052-10-20      | 5.5000%  | 0.0000% | $6399677.00        | $4620234.39        | Agency Mortgage-Backed Securities         |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | 0.0000% | $5100.00           | $4984.59           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2033-07-15      | 1.3750%  | 0.0000% | $500.00            | $513.90            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | 0.0000% | $3168200.00        | $2605126.18        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | 0.0000% | $100.00            | $94.40             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2043-02-15      | 0.6250%  | 0.0000% | $25700.00          | $26596.93          | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | 0.0000% | $100.00            | $75.64             | U.S. Treasuries (including strips)        |
| FNMS 02.000 CLCB0496   | 2051-05-01      | 2.0000%  | 0.0000% | $10954.00          | $6572.51           | Agency Mortgage-Backed Securities         |
| GNII SF MA6767 M       | 2050-07-20      | 3.5000%  | 0.0000% | $3977684.00        | $1017790.27        | Agency Mortgage-Backed Securities         |
| GNRA 2024-058 FB       | 2054-04-20      | 5.4480%  | 0.0000% | $29840600.00       | $20659983.73       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-075 FA       | 2052-04-20      | 4.0000%  | 0.0000% | $236919515.00      | $162305321.30      | Agency Collateralized Mortgage Obligation |
| GNRA 2024-167 F        | 2054-10-20      | 5.4480%  | 0.0000% | $200000000.00      | $173393094.05      | Agency Collateralized Mortgage Obligation |
| GNRA 2022-019 FA       | 2052-01-20      | 2.5000%  | 0.0000% | $1872221.00        | $1165643.79        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-058 AF       | 2054-04-20      | 5.3980%  | 0.0000% | $281500.00         | $194581.12         | Agency Collateralized Mortgage Obligation |
| GNRA 2021-197 FD       | 2051-11-20      | 2.5000%  | 0.0000% | $126991063.00      | $75333331.52       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-193 EF       | 2051-11-20      | 2.5000%  | 0.0000% | $40878090.00       | $24246616.50       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-136 FC       | 2053-09-20      | 5.5480%  | 0.0000% | $27706164.00       | $10683072.13       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2025-10-02      | 0.0000%  | 0.0000% | $21100.00          | $20943.54          | U.S. Treasuries (including strips)        |
| FEPC 05.500 CLSD3839   | 2053-09-01      | 5.5000%  | 0.0000% | $1303.00           | $1144.52           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLSD8331   | 2053-06-01      | 5.5000%  | 0.0000% | $10850312.00       | $8932281.01        | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT0543   | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $217.03            | Agency Mortgage-Backed Securities         |
| 07.500 FGPC G20028 G   | 2036-12-01      | 7.5000%  | 0.0000% | $1023.00           | $23.55             | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQB7592   | 2051-01-01      | 2.5000%  | 0.0000% | $13759808.00       | $6825103.21        | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE8029   | 2052-08-01      | 5.0000%  | 0.0000% | $1153.00           | $856.64            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G61748 G   | 2048-11-01      | 3.5000%  | 0.0000% | $1000.00           | $273.73            | Agency Mortgage-Backed Securities         |
| 05.000 FGPC N70075 G   | 2035-01-01      | 5.0000%  | 0.0000% | $14015.00          | $269.65            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC G05097 G   | 2038-09-01      | 6.0000%  | 0.0000% | $1473.00           | $15.44             | Agency Mortgage-Backed Securities         |
| 06.000 FGPC P50525 G   | 2036-10-01      | 6.0000%  | 0.0000% | $9782.00           | $169.29            | Agency Mortgage-Backed Securities         |
| GNRA 2025-069 FN       | 2055-04-20      | 5.6480%  | 0.0000% | $6293400.00        | $6262451.98        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-148 FB       | 2054-09-20      | 5.4980%  | 0.0000% | $14192600.00       | $11920559.81       | Agency Collateralized Mortgage Obligation |
| GNII SP 783457 M       | 2041-09-20      | 4.5000%  | 0.0000% | $1000.00           | $44.51             | Agency Mortgage-Backed Securities         |
| GNMI SP 782737 X       | 2039-08-15      | 4.5000%  | 0.0000% | $47962000.00       | $1098693.74        | Agency Mortgage-Backed Securities         |
| GNRA 2025-080 FD       | 2055-05-20      | 5.7480%  | 0.0000% | $925007.00         | $922146.24         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-126 FW       | 2054-08-20      | 5.4980%  | 0.0000% | $100000000.00      | $82484828.43       | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY | 2038-05-15      | 4.5000%  | 0.0000% | $2900000.00        | $2920708.21        | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY | 2042-02-15      | 0.7500%  | 0.0000% | $200.00            | $220.33            | U.S. Treasuries (including strips)        |
| GNII SF MA4653 M       | 2047-08-20      | 4.0000%  | 0.0000% | $1024.00           | $111.01            | Agency Mortgage-Backed Securities         |
| GNII SF MA6600 M       | 2050-04-20      | 3.5000%  | 0.0000% | $1003.00           | $202.37            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB6931   | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $869.83            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ0512   | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $844.61            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQE3333   | 2052-05-01      | 3.0000%  | 0.0000% | $1008.00           | $710.59            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8269   | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $174.22            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCC0289   | 2055-04-01      | 6.5000%  | 0.0000% | $11796.00          | $11870.91          | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4119   | 2050-09-01      | 2.0000%  | 0.0000% | $1019512.00        | $490031.41         | Agency Mortgage-Backed Securities         |
| GNII SF MA4511 M       | 2047-06-20      | 4.0000%  | 0.0000% | $7042896.00        | $688794.89         | Agency Mortgage-Backed Securities         |
| GNII SF MA4587 M       | 2047-07-20      | 4.0000%  | 0.0000% | $1000.00           | $97.91             | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD5808   | 2052-12-01      | 4.0000%  | 0.0000% | $1000.00           | $853.68            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G67710 G   | 2048-03-01      | 3.5000%  | 0.0000% | $34624505.00       | $7464862.52        | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8016   | 2049-10-01      | 3.0000%  | 0.0000% | $1889.00           | $280.11            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD7504   | 2049-08-01      | 3.5000%  | 0.0000% | $1211.00           | $224.93            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ2224   | 2054-08-01      | 6.5000%  | 0.0000% | $3432.00           | $3064.39           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ0513   | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $873.37            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q59742 G   | 2048-11-01      | 4.0000%  | 0.0000% | $1123744.00        | $179554.40         | Agency Mortgage-Backed Securities         |

### Security 306: WELLS FARGO SECURITIES LLC

- **C.1 - Title:** WELLS FARGO SECURITIES LLC 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19XTK5, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: ARP19XTK5
- **C.18 - Value (incl. sponsor support):** $485000000.00
- **C.18.a - Value (excl. sponsor support):** $485000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-18
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                            |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae               | 2030-07-17      | 4.0000%  | 0.0000% | $11450000.00       | $11362929.11       | Agency Debentures and Agency Strips |
| Freddie Mac              | 2032-07-16      | 5.0000%  | 0.0000% | $11305000.00       | $11263299.62       | Agency Debentures and Agency Strips |
| Freddie Mac              | 2028-06-23      | 4.5000%  | 0.0000% | $3030000.00        | $3036672.06        | Agency Debentures and Agency Strips |
| Freddie Mac              | 2027-01-20      | 4.3500%  | 0.0000% | $2000000.00        | $1997770.00        | Agency Debentures and Agency Strips |
| Freddie Mac              | 2029-04-10      | 4.2500%  | 0.0000% | $1500000.00        | $1500333.17        | Agency Debentures and Agency Strips |
| Freddie Mac              | 2026-07-28      | 1.2500%  | 0.0000% | $1650000.00        | $1603940.53        | Agency Debentures and Agency Strips |
| Freddie Mac              | 2040-06-18      | 5.8400%  | 0.0000% | $2510000.00        | $2519474.13        | Agency Debentures and Agency Strips |
| Freddie Mac              | 2028-07-28      | 4.2700%  | 0.0000% | $3845000.00        | $3839101.13        | Agency Debentures and Agency Strips |
| Freddie Mac              | 2028-02-09      | 4.3000%  | 0.0000% | $2720000.00        | $2741502.81        | Agency Debentures and Agency Strips |
| Freddie Mac              | 2038-12-16      | 5.8500%  | 0.0000% | $36065000.00       | $36340626.76       | Agency Debentures and Agency Strips |
| Freddie Mac              | 2026-06-29      | 0.8500%  | 0.0000% | $10000.00          | $9716.21           | Agency Debentures and Agency Strips |
| Freddie Mac              | 2041-02-25      | 2.1500%  | 0.0000% | $415000.00         | $281292.26         | Agency Debentures and Agency Strips |
| Freddie Mac              | 2041-11-05      | 2.6500%  | 0.0000% | $350000.00         | $250796.19         | Agency Debentures and Agency Strips |
| TVIN 04/01/26            | 2026-04-01      | 0.0000%  | 0.0000% | $1578000.00        | $1533737.10        | Agency Debentures and Agency Strips |
| 7.125 TVBD 30 G          | 2030-05-01      | 7.1250%  | 0.0000% | $10000.00          | $11499.02          | Agency Debentures and Agency Strips |
| 4.875 TVBD 35 B          | 2035-05-15      | 4.8750%  | 0.0000% | $58105000.00       | $59248346.61       | Agency Debentures and Agency Strips |
| 1.500 TVBD 31 A          | 2031-09-15      | 1.5000%  | 0.0000% | $139000.00         | $119226.79         | Agency Debentures and Agency Strips |
| TVIN 09/15/25            | 2025-09-15      | 0.0000%  | 0.0000% | $135000.00         | $134239.95         | Agency Debentures and Agency Strips |
| 4.375 TVBD 34 A          | 2034-08-01      | 4.3750%  | 0.0000% | $1430000.00        | $1437300.15        | Agency Debentures and Agency Strips |
| TVIN 03/15/26            | 2026-03-15      | 0.0000%  | 0.0000% | $2051000.00        | $1997163.30        | Agency Debentures and Agency Strips |
| 5.250 TVBD 55 A          | 2055-02-01      | 5.2500%  | 0.0000% | $872000.00         | $861053.06         | Agency Debentures and Agency Strips |
| TVIN 01/15/28            | 2028-01-15      | 0.0000%  | 0.0000% | $2065000.00        | $1869010.85        | Agency Debentures and Agency Strips |
| 3.875 TVBD 28 A          | 2028-03-15      | 3.8750%  | 0.0000% | $6805000.00        | $6884747.04        | Agency Debentures and Agency Strips |
| 2.875 TVBD 27 A          | 2027-02-01      | 2.8750%  | 0.0000% | $13000.00          | $12956.94          | Agency Debentures and Agency Strips |
| 4.625 TVBD 60 A          | 2060-09-15      | 4.6250%  | 0.0000% | $381000.00         | $331268.92         | Agency Debentures and Agency Strips |
| Freddie Mac              | 2030-07-29      | 4.2500%  | 0.0000% | $1200000.00        | $1196707.33        | Agency Debentures and Agency Strips |
| Freddie Mac              | 2027-10-22      | 4.3750%  | 0.0000% | $6945000.00        | $6941105.01        | Agency Debentures and Agency Strips |
| Freddie Mac              | 2028-06-16      | 4.5000%  | 0.0000% | $3650000.00        | $3663012.25        | Agency Debentures and Agency Strips |
| Freddie Mac              | 2036-03-04      | 2.2500%  | 0.0000% | $1885000.00        | $1496421.39        | Agency Debentures and Agency Strips |
| Freddie Mac              | 2029-07-10      | 4.5500%  | 0.0000% | $16415000.00       | $16412934.45       | Agency Debentures and Agency Strips |
| Freddie Mac              | 2027-02-19      | 4.4650%  | 0.0000% | $10000000.00       | $10090788.61       | Agency Debentures and Agency Strips |
| Freddie Mac              | 2030-03-27      | 4.5000%  | 0.0000% | $1200000.00        | $1216428.00        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2027-02-12      | 4.4550%  | 0.0000% | $10000000.00       | $10099327.78       | Agency Debentures and Agency Strips |
| Freddie Mac              | 2028-07-10      | 4.1250%  | 0.0000% | $4300000.00        | $4301432.97        | Agency Debentures and Agency Strips |
| Fannie Mae               | 2028-07-28      | 4.1500%  | 0.0000% | $7500000.00        | $7490100.00        | Agency Debentures and Agency Strips |
| Fannie Mae               | 2030-03-04      | 4.5000%  | 0.0000% | $1520000.00        | $1540497.20        | Agency Debentures and Agency Strips |
| Freddie Mac              | 2031-07-30      | 5.0000%  | 0.0000% | $3155000.00        | $3143768.20        | Agency Debentures and Agency Strips |
| Fannie Mae               | 2030-07-16      | 4.1250%  | 0.0000% | $5900000.00        | $5891383.54        | Agency Debentures and Agency Strips |
| Freddie Mac              | 2037-05-29      | 5.7500%  | 0.0000% | $14245000.00       | $14360993.87       | Agency Debentures and Agency Strips |
| Freddie Mac              | 2034-06-12      | 5.3500%  | 0.0000% | $37585000.00       | $37714139.97       | Agency Debentures and Agency Strips |
| Freddie Mac              | 2040-06-12      | 5.9500%  | 0.0000% | $57590000.00       | $57686671.21       | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2030-11-27      | 5.0300%  | 0.0000% | $6470000.00        | $6519936.90        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2034-07-03      | 5.2900%  | 0.0000% | $29418000.00       | $29405657.51       | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2032-07-30      | 5.1100%  | 0.0000% | $39310000.00       | $39221552.50       | Agency Debentures and Agency Strips |
| Freddie Mac              | 2032-07-28      | 5.0900%  | 0.0000% | $15125000.00       | $15072125.52       | Agency Debentures and Agency Strips |
| Freddie Mac              | 2030-02-26      | 4.5000%  | 0.0000% | $3000000.00        | $3049905.00        | Agency Debentures and Agency Strips |
| Farm Federal Credit Bank | 2025-12-08      | 3.3700%  | 0.0000% | $34000.00          | $34029.02          | Agency Debentures and Agency Strips |
| Fannie Mae               | 2029-01-30      | 4.3000%  | 0.0000% | $13000000.00       | $12958790.00       | Agency Debentures and Agency Strips |
| 6.750 TVPR GB 25 E       | 2025-11-01      | 0.0000%  | 0.0000% | $605000.00         | $597830.75         | Agency Debentures and Agency Strips |
| Fannie Mae               | 2025-08-18      | 0.5000%  | 0.0000% | $50000.00          | $50010.19          | Agency Debentures and Agency Strips |
| Fannie Mae               | 2030-03-05      | 4.7500%  | 0.0000% | $3480000.00        | $3538547.13        | Agency Debentures and Agency Strips |
| Freddie Mac              | 2028-03-22      | 4.2500%  | 0.0000% | $5000000.00        | $4994537.50        | Agency Debentures and Agency Strips |
| Freddie Mac              | 2028-07-07      | 4.4000%  | 0.0000% | $14300000.00       | $14334367.67       | Agency Debentures and Agency Strips |
| Freddie Mac              | 2037-02-24      | 2.9000%  | 0.0000% | $200000.00         | $165307.24         | Agency Debentures and Agency Strips |
| Fannie Mae               | 2029-07-11      | 4.1500%  | 0.0000% | $7106000.00        | $7104120.86        | Agency Debentures and Agency Strips |
| Freddie Mac              | 2036-02-25      | 2.0000%  | 0.0000% | $335000.00         | $257395.13         | Agency Debentures and Agency Strips |
| Freddie Mac              | 2028-07-07      | 4.5000%  | 0.0000% | $2750000.00        | $2749931.25        | Agency Debentures and Agency Strips |
| 5.880 TVBD 36 C          | 2036-04-01      | 5.8800%  | 0.0000% | $25031000.00       | $27887687.91       | Agency Debentures and Agency Strips |
| 5.375 TVBD 56 A          | 2056-04-01      | 5.3750%  | 0.0000% | $167000.00         | $167161.43         | Agency Debentures and Agency Strips |

### Security 307: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** GOLDMAN SACHS & CO LLC 4.370000%
- **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: ARP19XTL3, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP19XTL3
- **C.18 - Value (incl. sponsor support):** $556000000.00
- **C.18.a - Value (excl. sponsor support):** $556000000.00
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNRA 2022-096 B      | 2057-05-16      | 2.2500%  | 0.0000% | $19325312.00       | $13907093.60       | Agency Collateralized Mortgage Obligation |
| GNRM 2021-002 AH     | 2063-06-16      | 1.5000%  | 0.0000% | $1223000.00        | $733522.18         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-073 GB     | 2064-08-16      | 3.2500%  | 0.0000% | $14044896.00       | $9931880.99        | Agency Collateralized Mortgage Obligation |
| FEPC 05.500 CLSL1548 | 2053-08-01      | 5.5000%  | 0.0000% | $76897536.00       | $76026096.50       | Agency Mortgage-Backed Securities         |
| GNMI SF AB2104 X     | 2042-11-15      | 3.2500%  | 0.0000% | $3718572.00        | $757000.77         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDD8636 | 2055-05-01      | 5.0000%  | 0.0000% | $6682368.00        | $6522185.77        | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLRJ3888 | 2055-04-01      | 6.0000%  | 0.0000% | $85186688.00       | $85497633.24       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD0564 | 2055-03-01      | 6.0000%  | 0.0000% | $14807060.00       | $15281531.00       | Agency Mortgage-Backed Securities         |
| GNII SF MA7255 M     | 2051-03-20      | 2.5000%  | 0.0000% | $81650688.00       | $39575613.15       | Agency Mortgage-Backed Securities         |
| GNII SF MA9781 M     | 2054-07-20      | 6.5000%  | 0.0000% | $245500000.00      | $168026737.24      | Agency Mortgage-Backed Securities         |
| GNII SF MB0147 M     | 2055-01-20      | 5.5000%  | 0.0000% | $63728127.00       | $62868974.28       | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB7750 | 2054-01-01      | 6.5000%  | 0.0000% | $3449772.00        | $3051592.19        | Agency Mortgage-Backed Securities         |
| GNRM 2025-058 LB     | 2066-06-16      | 4.5000%  | 0.0000% | $15978608.00       | $13543436.18       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-115 EA     | 2060-10-16      | 2.2500%  | 0.0000% | $588611.00         | $443832.24         | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLBV1490 | 2055-04-01      | 6.0000%  | 0.0000% | $3650804.00        | $3696707.87        | Agency Mortgage-Backed Securities         |
| GNRM 2021-047 KN     | 2061-03-16      | 1.5000%  | 0.0000% | $286945.00         | $104503.07         | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CLDE1706 | 2055-06-01      | 6.0000%  | 0.0000% | $4903352.00        | $5031545.53        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLDC0883 | 2055-03-01      | 6.5000%  | 0.0000% | $10981984.00       | $10875850.28       | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFA2085 | 2052-11-01      | 4.5000%  | 0.0000% | $48183872.00       | $45738889.83       | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL545390 | 2032-01-01      | 6.0000%  | 0.0000% | $244408227.00      | $218308.43         | Agency Mortgage-Backed Securities         |
| FNMS 04.000 I4BM6731 | 2059-08-01      | 4.0000%  | 0.0000% | $9115790.00        | $5117385.82        | Agency Mortgage-Backed Securities         |
| GNII JM MA4645 M     | 2047-07-20      | 4.5000%  | 0.0000% | $1048398.00        | $79054.76          | Agency Mortgage-Backed Securities         |
| GNRM 2008-017 BN     | 2038-02-20      | 5.0000%  | 0.0000% | $26000000.00       | $470575.04         | Agency Collateralized Mortgage Obligation |

### Security 308: GOLDMAN SACHS & CO LLC

- **C.1 - Title:** GOLDMAN SACHS & CO LLC 4.370000%
- **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: ARP19XTN9, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: ARP19XTN9
- **C.18 - Value (incl. sponsor support):** $571000000.00
- **C.18.a - Value (excl. sponsor support):** $571000000.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNII BD 580834 C                                   | 2034-06-20      | 6.0000%  | 0.0000% | $50000.00          | $244.03            | Agency Mortgage-Backed Securities         |
| GNPL PN DE7026                                     | 2054-10-15      | 5.1800%  | 0.0000% | $3000.00           | $3001.05           | Agency Mortgage-Backed Securities         |
| GNPL PN DD2271                                     | 2060-04-15      | 5.7300%  | 0.0000% | $2002.00           | $2083.21           | Agency Mortgage-Backed Securities         |
| GNPL PN DF2998                                     | 2060-01-15      | 5.6000%  | 0.0000% | $1000.00           | $1031.26           | Agency Mortgage-Backed Securities         |
| GNPL PN CP1214                                     | 2058-03-15      | 4.7400%  | 0.0000% | $5001.00           | $4829.74           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBP9638                               | 2050-06-01      | 3.0000%  | 0.0000% | $2000.00           | $589.54            | Agency Mortgage-Backed Securities         |
| GNPL PN CS2725                                     | 2058-05-15      | 5.4400%  | 0.0000% | $3024.00           | $3080.45           | Agency Mortgage-Backed Securities         |
| GNHA AL CW9880 H                                   | 2073-09-20      | 6.8660%  | 0.0000% | $1000.00           | $947.95            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS3575                               | 2052-09-01      | 4.5000%  | 0.0000% | $132000.00         | $101403.53         | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTFS1947                               | 2038-08-01      | 3.0000%  | 0.0000% | $3000.00           | $1825.03           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS0730                               | 2051-02-01      | 4.0000%  | 0.0000% | $1000.00           | $696.44            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFM5798                               | 2036-01-01      | 2.0000%  | 0.0000% | $9000.00           | $4141.66           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM1635                               | 2049-09-01      | 3.5000%  | 0.0000% | $9000.00           | $1376.10           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM7796                               | 2048-06-01      | 4.0000%  | 0.0000% | $1000.00           | $466.33            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB3104                               | 2052-03-01      | 2.5000%  | 0.0000% | $2000.00           | $1303.21           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS0879                               | 2052-03-01      | 2.5000%  | 0.0000% | $6000.00           | $3929.11           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM5736                               | 2050-12-01      | 4.0000%  | 0.0000% | $11000.00          | $4749.23           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM1866                               | 2048-12-01      | 4.0000%  | 0.0000% | $3385.00           | $375.06            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAD6083                               | 2040-06-01      | 4.5000%  | 0.0000% | $14478.00          | $445.78            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCB3346                               | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $689.84            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS6943                               | 2052-06-01      | 3.0000%  | 0.0000% | $6000.00           | $4649.95           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAE9319                               | 2040-12-01      | 4.5000%  | 0.0000% | $1396.00           | $39.56             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAD5093                               | 2025-10-01      | 3.5000%  | 0.0000% | $70000.00          | $43.35             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAD6895                               | 2040-06-01      | 4.5000%  | 0.0000% | $5472.00           | $185.22            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS7065                               | 2053-03-01      | 3.0000%  | 0.0000% | $1000.00           | $770.62            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS7065                               | 2053-03-01      | 3.0000%  | 0.0000% | $2000.00           | $1541.25           | Agency Mortgage-Backed Securities         |
| GNPL PN DK6736                                     | 2060-06-15      | 5.8400%  | 0.0000% | $1000.00           | $1052.05           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTFS6318                               | 2042-11-01      | 4.5000%  | 0.0000% | $7833920.00        | $6533364.74        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAE0949                               | 2041-02-01      | 4.0000%  | 0.0000% | $8000.00           | $402.13            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM8087                               | 2035-03-01      | 3.5000%  | 0.0000% | $3000.00           | $1200.90           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAE7731                               | 2040-11-01      | 4.5000%  | 0.0000% | $76000.00          | $2694.26           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM6599                               | 2050-06-01      | 3.5000%  | 0.0000% | $3000.00           | $948.61            | Agency Mortgage-Backed Securities         |
| GNPL PN CP3716                                     | 2058-05-15      | 4.5500%  | 0.0000% | $2000.00           | $1911.47           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL890519                               | 2040-10-01      | 6.0000%  | 0.0000% | $8098.00           | $288.68            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL894964                               | 2036-08-01      | 6.0000%  | 0.0000% | $25000.00          | $550.07            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL931555                               | 2039-07-01      | 4.5000%  | 0.0000% | $60163.00          | $1947.00           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CI890446                               | 2026-06-01      | 4.5000%  | 0.0000% | $238324.00         | $69.97             | Agency Mortgage-Backed Securities         |
| GNPL PN CP0907                                     | 2063-03-15      | 5.2000%  | 0.0000% | $1000.00           | $1000.27           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL932124                               | 2039-11-01      | 4.5000%  | 0.0000% | $63000.00          | $2833.58           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA8177                               | 2050-12-01      | 4.0000%  | 0.0000% | $4836.00           | $1196.05           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBV3989                               | 2052-04-01      | 4.5000%  | 0.0000% | $9693.00           | $4898.82           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CNCA5050                               | 2030-01-01      | 2.5000%  | 0.0000% | $4877488.00        | $842310.44         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTAE0213                               | 2029-12-01      | 5.5000%  | 0.0000% | $492433.00         | $3618.75           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL604845                               | 2031-05-01      | 6.0000%  | 0.0000% | $53789.00          | $800.78            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA5756                               | 2055-07-01      | 3.5000%  | 0.0000% | $3000.00           | $2682.55           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3121                               | 2047-09-01      | 4.0000%  | 0.0000% | $14000.00          | $1599.17           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAK6544                               | 2027-04-01      | 3.0000%  | 0.0000% | $100000.00         | $2233.07           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAJ5934                               | 2026-12-01      | 3.5000%  | 0.0000% | $337761.00         | $1666.51           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAD1594                               | 2040-02-01      | 5.0000%  | 0.0000% | $65000.00          | $4903.44           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAH4407                               | 2026-01-01      | 3.5000%  | 0.0000% | $22000.00          | $50.93             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA3658                               | 2034-05-01      | 3.5000%  | 0.0000% | $34000.00          | $3423.93           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL563097                               | 2030-09-01      | 6.5000%  | 0.0000% | $280000.00         | $307.51            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAE9432                               | 2040-12-01      | 4.0000%  | 0.0000% | $346316.00         | $2806.07           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL545998                               | 2032-11-01      | 6.0000%  | 0.0000% | $42864.00          | $88.82             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLAD0130                               | 2039-08-01      | 6.5000%  | 0.0000% | $380220.00         | $4221.95           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL621252                               | 2032-02-01      | 6.5000%  | 0.0000% | $165370.00         | $365.68            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAH0057                               | 2041-02-01      | 4.5000%  | 0.0000% | $20000.00          | $771.28            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA5159                               | 2038-08-01      | 3.5000%  | 0.0000% | $4000.00           | $2944.24           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA3936                               | 2050-02-01      | 2.5000%  | 0.0000% | $9000.00           | $2006.44           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL545491                               | 2032-02-01      | 7.5000%  | 0.0000% | $4049391.00        | $2286.01           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA5526                               | 2054-10-01      | 3.5000%  | 0.0000% | $1000.00           | $864.74            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL585629                               | 2031-05-01      | 6.0000%  | 0.0000% | $1000998.00        | $738.99            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA2539                               | 2046-02-01      | 4.0000%  | 0.0000% | $10000.00          | $1061.47           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAH5620                               | 2026-02-01      | 4.0000%  | 0.0000% | $1019000.00        | $1373.11           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIMA4583                               | 2037-04-01      | 2.5000%  | 0.0000% | $1000.00           | $629.91            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL535909                               | 2031-05-01      | 6.0000%  | 0.0000% | $5805000.00        | $3470.04           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA4028                               | 2035-05-01      | 3.5000%  | 0.0000% | $7000.00           | $1525.56           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAH0969                               | 2025-12-01      | 3.5000%  | 0.0000% | $77000.00          | $107.00            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL636846                               | 2032-03-01      | 6.5000%  | 0.0000% | $306000.00         | $547.45            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4804                               | 2052-11-01      | 4.0000%  | 0.0000% | $5000.00           | $3991.16           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAW7099                               | 2039-07-01      | 3.5000%  | 0.0000% | $100110.00         | $4536.79           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAW8285                               | 2044-08-01      | 3.5000%  | 0.0000% | $9961.00           | $503.01            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAX6528                               | 2044-12-01      | 3.5000%  | 0.0000% | $12062.00          | $784.86            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL677666                               | 2033-02-01      | 6.5000%  | 0.0000% | $190723.00         | $458.16            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAW4182                               | 2044-02-01      | 3.5000%  | 0.0000% | $5618.00           | $467.00            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAX3195                               | 2044-09-01      | 4.0000%  | 0.0000% | $3000.00           | $148.51            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL673591                               | 2033-01-01      | 5.5000%  | 0.0000% | $38288.00          | $343.56            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAV8830                               | 2044-08-01      | 3.5000%  | 0.0000% | $1000.00           | $111.63            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL697296                               | 2033-10-01      | 6.0000%  | 0.0000% | $3354209.00        | $1563.85           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAV0001                               | 2028-10-01      | 2.5000%  | 0.0000% | $24765.00          | $707.00            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAS1665                               | 2044-02-01      | 4.5000%  | 0.0000% | $20660.00          | $273.48            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAS9316                               | 2032-03-01      | 2.5000%  | 0.0000% | $13646.00          | $2255.76           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAZ0084                               | 2030-06-01      | 3.5000%  | 0.0000% | $15000.00          | $902.86            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL697161                               | 2033-04-01      | 5.5000%  | 0.0000% | $35372.00          | $875.52            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL735415                               | 2032-12-01      | 6.5000%  | 0.0000% | $270634.00         | $2461.54           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAZ1450                               | 2045-07-01      | 3.5000%  | 0.0000% | $18792.00          | $1167.92           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL745408                               | 2036-01-01      | 6.5000%  | 0.0000% | $30631.00          | $447.11            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2026-05-15      | 5.0000%  | 0.0000% | $25000.00          | $48.33             | Agency Collateralized Mortgage Obligation |
| FNMS 04.500 CLAX7350                               | 2044-11-01      | 4.5000%  | 0.0000% | $7798.00           | $451.97            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL649812                               | 2032-06-01      | 6.5000%  | 0.0000% | $51000.00          | $49.20             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL724783                               | 2033-06-01      | 5.5000%  | 0.0000% | $31780.00          | $2131.86           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL825940                               | 2035-07-01      | 6.0000%  | 0.0000% | $30622.00          | $335.38            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL710653                               | 2033-05-01      | 5.0000%  | 0.0000% | $33391.00          | $65.88             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIAL6132                               | 2029-03-01      | 4.5000%  | 0.0000% | $218000.00         | $453.99            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL729535                               | 2033-07-01      | 5.5000%  | 0.0000% | $41207.00          | $124.85            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL704869                               | 2033-01-01      | 5.5000%  | 0.0000% | $129372.00         | $164.40            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL850278                               | 2035-12-01      | 5.5000%  | 0.0000% | $120441.00         | $430.10            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLAT2297                               | 2043-03-01      | 2.5000%  | 0.0000% | $1125.00           | $298.69            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLAU3194                               | 2043-07-01      | 2.5000%  | 0.0000% | $13647.00          | $3199.05           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL689416                               | 2033-02-01      | 5.5000%  | 0.0000% | $30614.00          | $169.55            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAW3616                               | 2044-06-01      | 4.0000%  | 0.0000% | $2000.00           | $261.94            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL663224                               | 2032-10-01      | 6.0000%  | 0.0000% | $423066.00         | $835.30            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL735126                               | 2034-12-01      | 6.5000%  | 0.0000% | $30000.00          | $296.46            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL725866                               | 2034-09-01      | 4.5000%  | 0.0000% | $54000.00          | $675.74            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIAL2456                               | 2026-10-01      | 4.5000%  | 0.0000% | $8520000.00        | $1380.88           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL745092                               | 2035-07-01      | 6.5000%  | 0.0000% | $207900.00         | $2738.85           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL844415                               | 2035-10-01      | 5.5000%  | 0.0000% | $29009.00          | $405.66            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL689415                               | 2033-02-01      | 5.5000%  | 0.0000% | $13452.00          | $134.46            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL731773                               | 2033-10-01      | 6.0000%  | 0.0000% | $48334.00          | $566.07            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL661968                               | 2032-10-01      | 6.5000%  | 0.0000% | $122806.00         | $468.82            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL731793                               | 2033-09-01      | 6.5000%  | 0.0000% | $120000.00         | $160.69            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL781300                               | 2034-07-01      | 6.5000%  | 0.0000% | $109994.00         | $499.84            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL724940                               | 2033-06-01      | 5.5000%  | 0.0000% | $31160.00          | $1191.87           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL651895                               | 2032-08-01      | 6.0000%  | 0.0000% | $1246000.00        | $1547.59           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL787592                               | 2034-08-01      | 6.5000%  | 0.0000% | $60000.00          | $660.12            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL812977                               | 2035-02-01      | 6.5000%  | 0.0000% | $54756.00          | $2575.02           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL730510                               | 2033-08-01      | 4.5000%  | 0.0000% | $89320.00          | $579.50            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAL0608                               | 2041-08-01      | 5.0000%  | 0.0000% | $100000.00         | $2762.46           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL678145                               | 2032-12-01      | 5.5000%  | 0.0000% | $14824.00          | $669.90            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL785355                               | 2034-05-01      | 4.5000%  | 0.0000% | $1534825.00        | $1547.82           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL748115                               | 2033-10-01      | 6.0000%  | 0.0000% | $400000.00         | $2755.13           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTAL5542                               | 2031-04-01      | 5.5000%  | 0.0000% | $109395.00         | $2049.08           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL773597                               | 2034-08-01      | 6.5000%  | 0.0000% | $28279.00          | $662.35            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL804556                               | 2034-12-01      | 4.5000%  | 0.0000% | $228300.00         | $2613.12           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL775296                               | 2034-05-01      | 4.5000%  | 0.0000% | $9000.00           | $115.95            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL868417                               | 2036-04-01      | 5.5000%  | 0.0000% | $20000.00          | $47.93             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL817421                               | 2035-08-01      | 4.5000%  | 0.0000% | $125940.00         | $3526.14           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL878092                               | 2036-04-01      | 6.0000%  | 0.0000% | $255780.00         | $2795.38           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL1561                               | 2027-04-01      | 3.5000%  | 0.0000% | $103656.00         | $269.59            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL740944                               | 2033-07-01      | 6.5000%  | 0.0000% | $26824.00          | $10.88             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL840112                               | 2035-10-01      | 5.5000%  | 0.0000% | $300000.00         | $4162.02           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL852029                               | 2036-01-01      | 6.0000%  | 0.0000% | $149000.00         | $758.75            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAL6583                               | 2030-03-01      | 3.0000%  | 0.0000% | $36904.00          | $3777.22           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL785868                               | 2034-07-01      | 6.5000%  | 0.0000% | $510000.00         | $4995.44           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBV0922                               | 2052-06-01      | 3.0000%  | 0.0000% | $3000.00           | $1943.76           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC7012                               | 2054-12-01      | 5.5000%  | 0.0000% | $13078300.00       | $12721530.47       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBQ3700                               | 2050-09-01      | 3.0000%  | 0.0000% | $13417.00          | $4856.61           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB9507                               | 2054-08-01      | 5.5000%  | 0.0000% | $1313048.00        | $1240026.54        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC5031                               | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $994.96            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8406                               | 2054-01-01      | 4.0000%  | 0.0000% | $4000.00           | $3412.73           | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G31066 G                               | 2035-11-01      | 4.0000%  | 0.0000% | $12000.00          | $2550.49           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZS2091                               | 2038-03-01      | 6.5000%  | 0.0000% | $525000.00         | $4323.36           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS0411                               | 2028-07-01      | 6.0000%  | 0.0000% | $100335.00         | $39.42             | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZA7009                               | 2049-05-01      | 4.5000%  | 0.0000% | $2000.00           | $212.65            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS0956                               | 2035-10-01      | 4.5000%  | 0.0000% | $25000.00          | $168.23            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q04649 G                               | 2041-11-01      | 3.5000%  | 0.0000% | $11000.00          | $630.04            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8016                               | 2049-10-01      | 3.0000%  | 0.0000% | $1000.00           | $148.29            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLSD8433                               | 2054-05-01      | 6.5000%  | 0.0000% | $2714.00           | $1991.65           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS2678                               | 2035-12-01      | 5.0000%  | 0.0000% | $36000.00          | $1367.98           | Agency Mortgage-Backed Securities         |
| 02.500 FGPC V60905 G                               | 2030-07-01      | 2.5000%  | 0.0000% | $6634.00           | $610.62            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8004                               | 2049-08-01      | 3.0000%  | 0.0000% | $14000.00          | $1503.42           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8484                               | 2054-11-01      | 4.0000%  | 0.0000% | $2000.00           | $1798.12           | Agency Mortgage-Backed Securities         |
| 04.500 FGPC Q41222 G                               | 2046-06-01      | 4.5000%  | 0.0000% | $41054.00          | $4966.84           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2029-02-15      | 6.0000%  | 0.0000% | $74000.00          | $502.81            | Agency Collateralized Mortgage Obligation |
| FEPC 03.500 CLSD8045                               | 2050-02-01      | 3.5000%  | 0.0000% | $10000.00          | $1442.75           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD4553                               | 2053-09-01      | 3.0000%  | 0.0000% | $2000.00           | $1547.37           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLRA3520                               | 2050-09-01      | 2.0000%  | 0.0000% | $3600.00           | $1751.03           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 NP256178                               | 2036-03-01      | 6.0000%  | 0.0000% | $820000.00         | $1952.89           | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLSD8204                               | 2052-04-01      | 2.0000%  | 0.0000% | $2000.00           | $1319.50           | Agency Mortgage-Backed Securities         |
| FNRM CL090KB R20F090                               | 2049-09-25      | 1.0000%  | 0.0000% | $10000.00          | $3723.55           | Agency Collateralized Mortgage Obligation |
| FNRM RC133NA R13F133                               | 2036-05-25      | 3.0000%  | 0.0000% | $1000000.00        | $384.00            | Agency Collateralized Mortgage Obligation |
| 06.500 FGPC C01364 G                               | 2032-06-01      | 6.5000%  | 0.0000% | $374963.00         | $583.44            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8046                               | 2050-02-01      | 4.0000%  | 0.0000% | $19000.00          | $2459.89           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL125474                               | 2027-02-01      | 7.5000%  | 0.0000% | $565000.00         | $55.20             | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS0363                               | 2027-12-01      | 6.0000%  | 0.0000% | $29736.00          | $4.98              | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZS0375                               | 2028-01-01      | 7.5000%  | 0.0000% | $6167184.00        | $1126.30           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI8496                               | 2039-02-01      | 4.5000%  | 0.0000% | $522534.00         | $4038.49           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL4615                               | 2043-01-01      | 3.5000%  | 0.0000% | $3441.00           | $485.06            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI8557                               | 2039-02-01      | 4.5000%  | 0.0000% | $71707.00          | $2416.93           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZI9436                               | 2039-11-01      | 4.0000%  | 0.0000% | $44714.00          | $1430.22           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI8648                               | 2039-03-01      | 4.5000%  | 0.0000% | $313922.00         | $3300.81           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS1618                               | 2034-05-01      | 5.0000%  | 0.0000% | $123000.00         | $1480.54           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS0442                               | 2029-01-01      | 6.0000%  | 0.0000% | $88315.00          | $53.01             | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI4668                               | 2035-10-01      | 5.0000%  | 0.0000% | $275000.00         | $2393.25           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CTZL0249                               | 2037-03-01      | 4.0000%  | 0.0000% | $26000.00          | $4595.24           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZA3832                               | 2030-09-01      | 2.5000%  | 0.0000% | $28642.00          | $3427.05           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI8671                               | 2039-04-01      | 4.5000%  | 0.0000% | $16554.00          | $122.98            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC J32203 G                               | 2030-07-01      | 3.5000%  | 0.0000% | $10000.00          | $730.97            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTZA2179                               | 2030-09-01      | 5.0000%  | 0.0000% | $355624.00         | $4778.32           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI1806                               | 2034-05-01      | 4.5000%  | 0.0000% | $1000000.00        | $227.94            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZK5766                               | 2028-07-01      | 2.5000%  | 0.0000% | $1430.00           | $116.11            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A14174 G                               | 2033-10-01      | 6.0000%  | 0.0000% | $55000.00          | $706.93            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C54261 G                               | 2031-07-01      | 7.0000%  | 0.0000% | $115224.00         | $1324.56           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC A15678 G                               | 2033-11-01      | 7.0000%  | 0.0000% | $40000.00          | $272.77            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC J39815 G                               | 2033-11-01      | 3.5000%  | 0.0000% | $18000.00          | $4314.38           | Agency Mortgage-Backed Securities         |
| 09.000 FGPC C40893 G                               | 2030-07-01      | 9.0000%  | 0.0000% | $210000.00         | $2386.58           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CTZA2134                               | 2029-09-01      | 4.5000%  | 0.0000% | $67792.00          | $1053.37           | Agency Mortgage-Backed Securities         |
| 07.500 FGPC C01009 G                               | 2030-06-01      | 7.5000%  | 0.0000% | $1450145.00        | $165.03            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A13713 G                               | 2033-09-01      | 6.0000%  | 0.0000% | $33000.00          | $66.23             | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZS0386                               | 2027-12-01      | 6.5000%  | 0.0000% | $14941029.00       | $1483.98           | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C29215 G                               | 2029-07-01      | 6.0000%  | 0.0000% | $165069.00         | $512.05            | Agency Mortgage-Backed Securities         |
| 08.000 FGPC C28141 G                               | 2028-09-01      | 8.0000%  | 0.0000% | $150905.00         | $123.60            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZA2093                               | 2028-09-01      | 6.0000%  | 0.0000% | $1084452.00        | $4450.26           | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C25638 G                               | 2029-04-01      | 6.0000%  | 0.0000% | $1570.00           | $3.30              | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZA1924                               | 2026-02-01      | 6.0000%  | 0.0000% | $200000.00         | $162.04            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI9890                               | 2040-04-01      | 5.0000%  | 0.0000% | $96746.00          | $4836.31           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTZA1898                               | 2025-09-01      | 5.0000%  | 0.0000% | $24213763.00       | $2429.67           | Agency Mortgage-Backed Securities         |
| 08.500 FGPC C39584 G                               | 2030-07-01      | 8.5000%  | 0.0000% | $765000.00         | $3166.91           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C01188 G                               | 2031-06-01      | 7.0000%  | 0.0000% | $300634.00         | $189.94            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C57485 G                               | 2031-08-01      | 7.0000%  | 0.0000% | $50070.00          | $65.12             | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM6217                               | 2048-04-01      | 4.0000%  | 0.0000% | $19000.00          | $3092.79           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C57764 G                               | 2031-09-01      | 7.0000%  | 0.0000% | $53643.00          | $33.93             | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI4909                               | 2036-06-01      | 6.0000%  | 0.0000% | $730000.00         | $3193.72           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZA2032                               | 2027-11-01      | 6.0000%  | 0.0000% | $1460000.00        | $4616.85           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZA1995                               | 2027-06-01      | 5.5000%  | 0.0000% | $1410000.00        | $3343.18           | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZS0595                               | 2028-07-01      | 7.5000%  | 0.0000% | $1729801.00        | $1251.17           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS0921                               | 2035-10-01      | 4.5000%  | 0.0000% | $40293.00          | $322.01            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZJ3788                               | 2029-07-01      | 6.0000%  | 0.0000% | $3000000.00        | $3587.18           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI8572                               | 2039-02-01      | 4.5000%  | 0.0000% | $209604.00         | $3236.49           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI8703                               | 2039-04-01      | 5.0000%  | 0.0000% | $156000.00         | $1400.22           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZI8971                               | 2039-07-01      | 4.0000%  | 0.0000% | $55319.00          | $4786.59           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZI8828                               | 2033-01-01      | 5.5000%  | 0.0000% | $346541.00         | $2429.47           | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZA0535                               | 2028-05-01      | 7.5000%  | 0.0000% | $29192.00          | $12.38             | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI8507                               | 2039-02-01      | 4.5000%  | 0.0000% | $34000.00          | $505.72            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZA1992                               | 2027-05-01      | 5.5000%  | 0.0000% | $2267114.00        | $4713.96           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZI5455                               | 2036-06-01      | 6.5000%  | 0.0000% | $110000.00         | $508.33            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZA0910                               | 2033-08-01      | 4.5000%  | 0.0000% | $127584.00         | $1443.93           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI8755                               | 2039-05-01      | 4.5000%  | 0.0000% | $26610.00          | $82.48             | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZA0636                               | 2029-10-01      | 7.5000%  | 0.0000% | $5642030.00        | $2822.60           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTZA2073                               | 2028-06-01      | 5.0000%  | 0.0000% | $1252903.00        | $2910.48           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZA1939                               | 2026-06-01      | 6.0000%  | 0.0000% | $237778.00         | $268.23            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI9471                               | 2039-12-01      | 4.5000%  | 0.0000% | $43000.00          | $2917.51           | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZJ4782                               | 2031-01-01      | 7.5000%  | 0.0000% | $1000000.00        | $2922.53           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC E02892 G                               | 2026-05-01      | 3.5000%  | 0.0000% | $24000.00          | $83.28             | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C57321 G                               | 2031-09-01      | 7.0000%  | 0.0000% | $32168.00          | $27.65             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL535300                               | 2030-05-01      | 6.5000%  | 0.0000% | $292499.00         | $179.41            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIMA3173                               | 2032-09-01      | 4.0000%  | 0.0000% | $6947.00           | $1098.41           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA2469                               | 2048-10-01      | 4.0000%  | 0.0000% | $43413.00          | $3392.71           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL440738                               | 2028-12-01      | 6.0000%  | 0.0000% | $224818.00         | $110.12            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA4803                               | 2052-11-01      | 3.5000%  | 0.0000% | $3000.00           | $2346.33           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA5071                               | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $850.82            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4357                               | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $502.43            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3664                               | 2049-05-01      | 4.0000%  | 0.0000% | $11000.00          | $936.16            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CTMA0494                               | 2030-08-01      | 5.0000%  | 0.0000% | $67000.00          | $1676.00           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA2920                               | 2047-03-01      | 3.0000%  | 0.0000% | $6000.00           | $1327.33           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL600799                               | 2031-08-01      | 6.5000%  | 0.0000% | $335209.00         | $987.31            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL633866                               | 2032-03-01      | 6.0000%  | 0.0000% | $2000000.00        | $4494.06           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CVMA1481                               | 2028-06-01      | 3.0000%  | 0.0000% | $73039.00          | $3114.87           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA1034                               | 2027-04-01      | 3.5000%  | 0.0000% | $10000.00          | $153.64            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIMA2845                               | 2031-12-01      | 2.0000%  | 0.0000% | $26000.00          | $4453.11           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CVMA1320                               | 2028-01-01      | 3.0000%  | 0.0000% | $79207.00          | $2681.90           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL449277                               | 2029-02-01      | 6.0000%  | 0.0000% | $65703.00          | $49.17             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD0548                               | 2055-03-01      | 6.0000%  | 0.0000% | $826897.00         | $789978.17         | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL323694                               | 2029-05-01      | 7.5000%  | 0.0000% | $600000.00         | $274.35            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL636758                               | 2032-05-01      | 6.5000%  | 0.0000% | $154000.00         | $153.03            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3494                               | 2048-10-01      | 3.5000%  | 0.0000% | $16000.00          | $1374.94           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL323705                               | 2029-04-01      | 7.5000%  | 0.0000% | $1250000.00        | $495.11            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFM5137                               | 2050-05-01      | 5.0000%  | 0.0000% | $4000.00           | $1267.83           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFS1163                               | 2037-01-01      | 3.5000%  | 0.0000% | $5000.00           | $2508.42           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB9011                               | 2054-08-01      | 6.0000%  | 0.0000% | $167944.00         | $160181.23         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB7472                               | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $943.57            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LBAT1147                               | 2043-09-01      | 7.3100%  | 0.0000% | $7464.00           | $191.27            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM7003                               | 2051-02-01      | 4.0000%  | 0.0000% | $3456.00           | $1080.93           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAU4422                               | 2028-10-01      | 2.5000%  | 0.0000% | $1695.00           | $105.56            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA2038                               | 2054-01-01      | 6.0000%  | 0.0000% | $4961384.00        | $5143335.57        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM3102                               | 2049-09-01      | 4.0000%  | 0.0000% | $19793.00          | $2676.35           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM8138                               | 2035-09-01      | 3.5000%  | 0.0000% | $8000.00           | $1790.52           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM1449                               | 2049-09-01      | 3.5000%  | 0.0000% | $13000.00          | $1916.46           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM6063                               | 2051-02-01      | 3.0000%  | 0.0000% | $6000.00           | $3179.91           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM2690                               | 2050-01-01      | 2.5000%  | 0.0000% | $18660.00          | $4212.51           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAS9680                               | 2032-05-01      | 2.5000%  | 0.0000% | $19844.00          | $4071.63           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFM7230                               | 2049-10-01      | 5.5000%  | 0.0000% | $1000.00           | $275.62            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCB4157                               | 2052-07-01      | 4.0000%  | 0.0000% | $4627.00           | $3665.01           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBD1002                               | 2046-03-01      | 3.5000%  | 0.0000% | $1000.00           | $77.65             | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFA1024                               | 2051-05-01      | 2.5000%  | 0.0000% | $1143.00           | $924.18            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAW6899                               | 2029-07-01      | 3.5000%  | 0.0000% | $2000.00           | $127.25            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM1001                               | 2048-11-01      | 3.5000%  | 0.0000% | $28000.00          | $4070.53           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM5768                               | 2044-11-01      | 4.0000%  | 0.0000% | $7000.00           | $2959.55           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM5768                               | 2044-11-01      | 4.0000%  | 0.0000% | $5000.00           | $2113.96           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL928739                               | 2037-10-01      | 6.5000%  | 0.0000% | $40000.00          | $413.79            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL450627                               | 2028-12-01      | 6.0000%  | 0.0000% | $750000.00         | $560.49            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAB1366                               | 2025-08-25      | 4.0000%  | 0.0000% | $4500000.00        | $140.50            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 REAC5864                               | 2040-05-01      | 4.0000%  | 0.0000% | $1000000.00        | $2512.91           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL535831                               | 2031-04-01      | 6.5000%  | 0.0000% | $478440.00         | $302.05            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA3898                               | 2035-01-01      | 3.5000%  | 0.0000% | $11000.00          | $1621.89           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL479081                               | 2029-01-01      | 6.0000%  | 0.0000% | $1352134.00        | $977.19            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIMA3985                               | 2035-04-01      | 3.0000%  | 0.0000% | $11000.00          | $2037.34           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL535334                               | 2030-06-01      | 7.5000%  | 0.0000% | $381326.00         | $84.04             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CQMA2115                               | 2044-11-01      | 4.0000%  | 0.0000% | $8941.00           | $1608.04           | Agency Mortgage-Backed Securities         |
| GNPL PN CA5713                                     | 2063-07-15      | 2.7400%  | 0.0000% | $3257.00           | $2722.09           | Agency Mortgage-Backed Securities         |
| GNPL PN CB4900                                     | 2063-05-15      | 2.8000%  | 0.0000% | $1000.00           | $842.16            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB9630                               | 2054-12-01      | 4.5000%  | 0.0000% | $1000.00           | $926.99            | Agency Mortgage-Backed Securities         |
| GNPL PN CH6585                                     | 2064-01-15      | 2.4300%  | 0.0000% | $1000.00           | $802.17            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS0630                               | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $667.23            | Agency Mortgage-Backed Securities         |
| GNPL PN CL2689                                     | 2063-07-15      | 2.2200%  | 0.0000% | $1000.00           | $788.08            | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CIFM6100                               | 2036-04-01      | 1.5000%  | 0.0000% | $1000.00           | $529.74            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIFM1418                               | 2034-09-01      | 4.0000%  | 0.0000% | $2236.00           | $223.38            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM8422                               | 2051-08-01      | 2.5000%  | 0.0000% | $1000.00           | $626.42            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL894675                               | 2036-11-01      | 6.5000%  | 0.0000% | $1000.00           | $5.60              | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL888034                               | 2036-08-01      | 6.5000%  | 0.0000% | $224700.00         | $3153.93           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 JL889649                               | 2037-08-01      | 6.5000%  | 0.0000% | $1100000.00        | $4109.67           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL889697                               | 2038-07-01      | 6.0000%  | 0.0000% | $458000.00         | $2968.31           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL928125                               | 2037-03-01      | 5.5000%  | 0.0000% | $97111.00          | $1386.76           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4700                               | 2052-08-01      | 4.0000%  | 0.0000% | $6000.00           | $4619.04           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA4655                               | 2052-07-01      | 4.0000%  | 0.0000% | $5000.00           | $3799.29           | Agency Mortgage-Backed Securities         |
| GNPL PN CO1754                                     | 2058-05-15      | 4.7900%  | 0.0000% | $2953.00           | $2868.35           | Agency Mortgage-Backed Securities         |
| GNHA RM CK9658 H                                   | 2072-01-20      | 5.6940%  | 0.0000% | $1024.00           | $1108.98           | Agency Mortgage-Backed Securities         |
| GNPL PN CT3707                                     | 2060-01-15      | 5.1300%  | 0.0000% | $3011.00           | $2989.02           | Agency Mortgage-Backed Securities         |
| GNPL PN CO1751                                     | 2058-04-15      | 4.9000%  | 0.0000% | $2024.00           | $1976.45           | Agency Mortgage-Backed Securities         |
| GNPL PN BC5743                                     | 2058-05-15      | 4.8700%  | 0.0000% | $1000.00           | $975.08            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3597                               | 2049-02-01      | 3.5000%  | 0.0000% | $12000.00          | $930.01            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3835                               | 2049-11-01      | 3.5000%  | 0.0000% | $5000.00           | $630.64            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM5750                               | 2050-08-01      | 4.0000%  | 0.0000% | $1000.00           | $242.92            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAD5524                               | 2040-05-01      | 4.5000%  | 0.0000% | $6720.00           | $492.72            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTFM2837                               | 2035-12-01      | 4.0000%  | 0.0000% | $4000.00           | $1095.96           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM5891                               | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $446.31            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFS3880                               | 2053-02-01      | 6.0000%  | 0.0000% | $1024.00           | $791.30            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4120                               | 2050-09-01      | 2.5000%  | 0.0000% | $4000.00           | $1611.76           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL772103                               | 2033-09-01      | 6.0000%  | 0.0000% | $1049028.00        | $3726.08           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTAL7755                               | 2034-10-01      | 4.0000%  | 0.0000% | $18000.00          | $1867.45           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL831936                               | 2036-11-01      | 6.0000%  | 0.0000% | $144000.00         | $782.45            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL722813                               | 2033-05-01      | 5.5000%  | 0.0000% | $3714.00           | $822.06            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL8841                               | 2031-07-01      | 3.5000%  | 0.0000% | $6000.00           | $67.56             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL839067                               | 2035-10-01      | 5.5000%  | 0.0000% | $802687.00         | $2414.34           | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX JUAL7034                               | 2043-11-01      | 5.9110%  | 0.0000% | $1992.00           | $242.61            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL878201                               | 2036-09-01      | 6.0000%  | 0.0000% | $25000.00          | $255.81            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAL6442                               | 2039-10-01      | 6.0000%  | 0.0000% | $12000.00          | $1261.24           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAO7523                               | 2042-07-01      | 3.5000%  | 0.0000% | $21548.00          | $2978.53           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAS6233                               | 2045-11-01      | 4.5000%  | 0.0000% | $29811.00          | $2310.81           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAO4133                               | 2042-06-01      | 3.5000%  | 0.0000% | $1000.00           | $136.90            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTAL7077                               | 2035-07-01      | 4.0000%  | 0.0000% | $2000.00           | $387.00            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL753589                               | 2033-11-01      | 6.5000%  | 0.0000% | $99000.00          | $447.18            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBE9028                               | 2047-04-01      | 4.0000%  | 0.0000% | $1282.00           | $102.99            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM7031                               | 2051-01-01      | 4.0000%  | 0.0000% | $2000.00           | $600.97            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM9703                               | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $594.64            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFM6366                               | 2048-11-01      | 5.5000%  | 0.0000% | $1001.00           | $367.69            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTFA1004                               | 2037-03-01      | 3.0000%  | 0.0000% | $16847072.00       | $15122332.37       | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAY0693                               | 2029-12-01      | 2.5000%  | 0.0000% | $14154.00          | $350.83            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q08239 G                               | 2042-05-01      | 3.5000%  | 0.0000% | $8000.00           | $1068.61           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL253836                               | 2031-06-01      | 6.0000%  | 0.0000% | $5779042.00        | $4866.33           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDD4085                               | 2055-04-01      | 6.0000%  | 0.0000% | $3289020.00        | $3376537.05        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL252570                               | 2029-07-01      | 6.5000%  | 0.0000% | $125300.00         | $105.02            | Agency Mortgage-Backed Securities         |
| 04.500 FGPC Q25332 G                               | 2044-03-01      | 4.5000%  | 0.0000% | $4000.00           | $271.70            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT256885                               | 2027-09-01      | 6.0000%  | 0.0000% | $1840000.00        | $4772.46           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB7709                               | 2054-08-01      | 6.0000%  | 0.0000% | $1055150.00        | $1039779.18        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL805317                               | 2035-01-01      | 6.0000%  | 0.0000% | $251829.00         | $1581.98           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIAL6447                               | 2026-01-01      | 4.5000%  | 0.0000% | $110000.00         | $6.48              | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL792407                               | 2034-09-01      | 6.0000%  | 0.0000% | $19490528.00       | $175618.65         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAS0012                               | 2028-07-01      | 3.5000%  | 0.0000% | $18000.00          | $685.84            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS4156                               | 2044-12-01      | 3.5000%  | 0.0000% | $17905.00          | $1295.70           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL8743                               | 2046-06-01      | 4.5000%  | 0.0000% | $7000.00           | $1112.18           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAP3839                               | 2042-09-01      | 3.5000%  | 0.0000% | $1000.00           | $239.63            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8284                               | 2053-01-01      | 3.0000%  | 0.0000% | $4000.00           | $3000.03           | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A80852 G                               | 2038-08-01      | 6.0000%  | 0.0000% | $15952.00          | $320.24            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A25837 G                               | 2034-08-01      | 6.0000%  | 0.0000% | $175000.00         | $382.06            | Agency Mortgage-Backed Securities         |
| 06.500 FGPC C01310 G                               | 2032-03-01      | 6.5000%  | 0.0000% | $49100.00          | $79.30             | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A17241 G                               | 2033-12-01      | 6.0000%  | 0.0000% | $29773.00          | $203.75            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C01458 G                               | 2032-11-01      | 7.0000%  | 0.0000% | $142444.00         | $179.36            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C32282 G                               | 2029-10-01      | 7.0000%  | 0.0000% | $105000.00         | $75.52             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT256395                               | 2026-09-01      | 6.0000%  | 0.0000% | $650000.00         | $633.87            | Agency Mortgage-Backed Securities         |
| 04.500 FGPC E02749 G                               | 2025-08-15      | 4.5000%  | 0.0000% | $8208.00           | $0.57              | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT257424                               | 2028-10-01      | 5.5000%  | 0.0000% | $1557860.00        | $4529.80           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC J29219 G                               | 2029-07-01      | 3.5000%  | 0.0000% | $15231.00          | $1156.02           | Agency Mortgage-Backed Securities         |
| 05.500 FGPC A88896 G                               | 2039-09-01      | 5.5000%  | 0.0000% | $8000.00           | $220.11            | Agency Mortgage-Backed Securities         |
| 05.000 FGPC A36407 G                               | 2035-08-01      | 5.0000%  | 0.0000% | $110754.00         | $759.78            | Agency Mortgage-Backed Securities         |
| 07.500 FGPC C35940 G                               | 2030-01-01      | 7.5000%  | 0.0000% | $1071.00           | $1.21              | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C01175 G                               | 2031-05-01      | 7.0000%  | 0.0000% | $5000.00           | $2.27              | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CT256518                               | 2026-11-01      | 6.5000%  | 0.0000% | $108457.00         | $153.63            | Agency Mortgage-Backed Securities         |
| 08.500 FGPC C39511 G                               | 2030-06-01      | 8.5000%  | 0.0000% | $989806.00         | $1699.51           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAS5872                               | 2030-09-01      | 2.5000%  | 0.0000% | $25036.00          | $3505.21           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIAL2439                               | 2027-09-01      | 5.0000%  | 0.0000% | $947000.00         | $0.12              | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL831679                               | 2036-08-01      | 6.5000%  | 0.0000% | $750000.00         | $3881.61           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL8001                               | 2031-02-01      | 3.5000%  | 0.0000% | $10000.00          | $1047.49           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8276                               | 2052-12-01      | 5.0000%  | 0.0000% | $1000.00           | $813.88            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A80697 G                               | 2038-08-01      | 6.0000%  | 0.0000% | $12270.00          | $110.77            | Agency Mortgage-Backed Securities         |
| 08.500 FGPC C35676 G                               | 2030-01-01      | 8.5000%  | 0.0000% | $1824000.00        | $1188.14           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC J40419 G                               | 2034-03-01      | 3.5000%  | 0.0000% | $41000.00          | $3818.74           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8520                               | 2055-03-01      | 3.5000%  | 0.0000% | $1000.00           | $881.52            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8537                               | 2055-05-01      | 3.5000%  | 0.0000% | $4000.00           | $3558.92           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT256896                               | 2027-09-01      | 5.5000%  | 0.0000% | $465000.00         | $573.56            | Agency Mortgage-Backed Securities         |
| 06.500 FGPC C12662 G                               | 2028-07-01      | 6.5000%  | 0.0000% | $18890.00          | $4.20              | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C01437 G                               | 2032-10-01      | 7.0000%  | 0.0000% | $106365.00         | $381.47            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT256803                               | 2027-07-01      | 6.0000%  | 0.0000% | $70383.00          | $214.54            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL329673                               | 2026-01-01      | 6.5000%  | 0.0000% | $30000.00          | $0.72              | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL447629                               | 2028-10-01      | 6.0000%  | 0.0000% | $54751.00          | $10.73             | Agency Mortgage-Backed Securities         |
| 06.500 FGPC C46902 G                               | 2030-09-01      | 6.5000%  | 0.0000% | $200000.00         | $168.78            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC E02905 G                               | 2026-06-01      | 4.0000%  | 0.0000% | $500000.00         | $1948.50           | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C11920 G                               | 2028-07-01      | 6.0000%  | 0.0000% | $1741.00           | $6.05              | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQI0213                               | 2054-02-01      | 6.5000%  | 0.0000% | $2891.00           | $2213.24           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZS8820                               | 2027-01-01      | 6.0000%  | 0.0000% | $1870000.00        | $3807.17           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIZS6971                               | 2026-09-01      | 4.5000%  | 0.0000% | $146150.00         | $0.13              | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL253037                               | 2030-02-01      | 7.5000%  | 0.0000% | $525000.00         | $342.60            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C01186 G                               | 2031-06-01      | 6.0000%  | 0.0000% | $300000.00         | $252.78            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C01383 G                               | 2032-07-01      | 6.0000%  | 0.0000% | $344414.00         | $778.59            | Agency Mortgage-Backed Securities         |
| 06.500 FGPC C29919 G                               | 2029-08-01      | 6.5000%  | 0.0000% | $298100.00         | $373.25            | Agency Mortgage-Backed Securities         |
| FKAR 04.450 WNWN2695                               | 2032-07-01      | 4.4500%  | 0.0000% | $1000.00           | $994.06            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTZS8889                               | 2028-11-01      | 5.0000%  | 0.0000% | $369827.00         | $1238.56           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8057                               | 2050-04-01      | 3.5000%  | 0.0000% | $14000.00          | $2809.61           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4586                               | 2044-10-01      | 4.0000%  | 0.0000% | $39000.00          | $2849.37           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI0320                               | 2033-07-01      | 5.0000%  | 0.0000% | $279851.00         | $1911.67           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZI8960                               | 2039-07-01      | 4.0000%  | 0.0000% | $35767.00          | $2264.02           | Agency Mortgage-Backed Securities         |
| 05.500 FGPC A36995 G                               | 2035-09-01      | 5.5000%  | 0.0000% | $46043.00          | $374.56            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS1105                               | 2036-06-01      | 6.0000%  | 0.0000% | $300000.00         | $1388.54           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI8796                               | 2039-05-01      | 4.5000%  | 0.0000% | $139077.00         | $1951.83           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI6391                               | 2037-08-01      | 6.0000%  | 0.0000% | $100000.00         | $693.10            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZJ5581                               | 2032-01-01      | 5.5000%  | 0.0000% | $2216000.00        | $2617.26           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZK4029                               | 2027-04-01      | 3.0000%  | 0.0000% | $47840.00          | $1584.94           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZJ1210                               | 2041-02-01      | 5.0000%  | 0.0000% | $21699.00          | $3869.53           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZJ7004                               | 2033-04-01      | 5.5000%  | 0.0000% | $520408.00         | $1340.91           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI8850                               | 2039-06-01      | 4.5000%  | 0.0000% | $175000.00         | $4305.46           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM2484                               | 2047-01-01      | 4.5000%  | 0.0000% | $16886.00          | $4313.32           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI9668                               | 2040-01-01      | 5.0000%  | 0.0000% | $46000.00          | $2379.66           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI9028                               | 2039-08-01      | 4.5000%  | 0.0000% | $98899.00          | $1735.29           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZK2849                               | 2026-01-01      | 3.5000%  | 0.0000% | $2394816.00        | $3472.28           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL6483                               | 2043-07-01      | 3.5000%  | 0.0000% | $3000.00           | $770.33            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL5636                               | 2043-04-01      | 3.5000%  | 0.0000% | $8335.00           | $808.55            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZK3471                               | 2026-08-01      | 3.5000%  | 0.0000% | $290737.00         | $997.53            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZA0566                               | 2028-12-01      | 6.5000%  | 0.0000% | $225096.00         | $148.93            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL7781                               | 2044-02-01      | 4.0000%  | 0.0000% | $2000.00           | $211.77            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL8925                               | 2045-01-01      | 4.0000%  | 0.0000% | $14591.00          | $4131.36           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZA0765                               | 2031-08-01      | 6.5000%  | 0.0000% | $480514.00         | $356.95            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL4675                               | 2043-01-01      | 4.0000%  | 0.0000% | $28064.00          | $2115.87           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZJ3669                               | 2029-06-01      | 6.0000%  | 0.0000% | $372007.00         | $364.51            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI9034                               | 2039-08-01      | 4.5000%  | 0.0000% | $25720.00          | $892.23            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZK3619                               | 2026-10-01      | 3.0000%  | 0.0000% | $5000.00           | $39.64             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZI3847                               | 2035-11-01      | 5.5000%  | 0.0000% | $100000.00         | $828.17            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI8817                               | 2039-05-01      | 4.5000%  | 0.0000% | $37360.00          | $728.47            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS2614                               | 2039-03-01      | 5.0000%  | 0.0000% | $82976.00          | $3318.55           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI8716                               | 2039-04-01      | 4.5000%  | 0.0000% | $80781.00          | $866.58            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTZJ9243                               | 2028-03-01      | 5.0000%  | 0.0000% | $340000.00         | $588.78            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS1334                               | 2037-03-01      | 6.0000%  | 0.0000% | $638588.00         | $3715.85           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL5051                               | 2043-02-01      | 3.5000%  | 0.0000% | $10183.00          | $619.73            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM1446                               | 2046-07-01      | 4.5000%  | 0.0000% | $71832.00          | $4044.60           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL6698                               | 2043-08-01      | 3.5000%  | 0.0000% | $16937.00          | $3784.71           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI9623                               | 2040-01-01      | 4.5000%  | 0.0000% | $3550.00           | $80.55             | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZK6914                               | 2029-04-01      | 3.5000%  | 0.0000% | $34922.00          | $457.26            | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZJ4394                               | 2030-08-01      | 7.5000%  | 0.0000% | $9607594.00        | $2664.23           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI5750                               | 2036-12-01      | 6.0000%  | 0.0000% | $350000.00         | $1805.44           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM4628                               | 2047-10-01      | 3.5000%  | 0.0000% | $14903.00          | $4306.87           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZA4903                               | 2047-04-01      | 4.5000%  | 0.0000% | $5000.00           | $538.52            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS2782                               | 2039-10-01      | 4.5000%  | 0.0000% | $80131.00          | $1789.88           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q46456 G                               | 2047-02-01      | 3.5000%  | 0.0000% | $29506.00          | $4222.77           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS3004                               | 2039-06-01      | 4.5000%  | 0.0000% | $52906.00          | $512.51            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8254                               | 2052-10-01      | 3.0000%  | 0.0000% | $4000.00           | $2966.61           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q55965 G                               | 2048-05-01      | 3.5000%  | 0.0000% | $83823.00          | $3985.49           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4526                               | 2043-08-01      | 3.5000%  | 0.0000% | $3000.00           | $341.65            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS1824                               | 2037-12-01      | 6.0000%  | 0.0000% | $823718.00         | $4453.10           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZN3772                               | 2034-03-01      | 3.5000%  | 0.0000% | $15000.00          | $1395.53           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZA2652                               | 2026-08-01      | 3.5000%  | 0.0000% | $266316.00         | $1043.59           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI6778                               | 2037-11-01      | 6.0000%  | 0.0000% | $91986.00          | $623.86            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS2334                               | 2038-09-01      | 5.5000%  | 0.0000% | $55000.00          | $2270.69           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZA3822                               | 2030-08-01      | 2.5000%  | 0.0000% | $39630.00          | $4331.61           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZA0980                               | 2036-11-01      | 6.5000%  | 0.0000% | $200000.00         | $2206.08           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS3351                               | 2041-10-01      | 4.0000%  | 0.0000% | $10017.00          | $1007.60           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZA1953                               | 2026-09-01      | 5.5000%  | 0.0000% | $1100000.00        | $1152.07           | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZA0687                               | 2030-07-01      | 7.5000%  | 0.0000% | $1917324.00        | $301.85            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZA2031                               | 2027-11-01      | 5.5000%  | 0.0000% | $1550000.00        | $2565.09           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS4754                               | 2048-02-01      | 3.0000%  | 0.0000% | $5000.00           | $691.40            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTZA2041                               | 2027-11-01      | 5.0000%  | 0.0000% | $127458.00         | $197.45            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIZS6561                               | 2026-09-01      | 4.5000%  | 0.0000% | $445034.00         | $59.26             | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS1055                               | 2036-03-01      | 6.0000%  | 0.0000% | $141918.00         | $682.11            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZK3248                               | 2026-05-01      | 3.5000%  | 0.0000% | $975000.00         | $3240.80           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZN1093                               | 2033-11-01      | 3.5000%  | 0.0000% | $14000.00          | $3351.88           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL7059                               | 2043-09-01      | 4.0000%  | 0.0000% | $40800.00          | $4735.63           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZA0877                               | 2033-02-01      | 6.0000%  | 0.0000% | $922000.00         | $4668.65           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL2350                               | 2041-11-01      | 3.5000%  | 0.0000% | $3000.00           | $171.61            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G01317 G                               | 2031-10-01      | 7.0000%  | 0.0000% | $571095.00         | $256.47            | Agency Mortgage-Backed Securities         |
| 05.000 FGPC G01941 G                               | 2035-10-01      | 5.0000%  | 0.0000% | $199467.00         | $1834.91           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C66239 G                               | 2032-04-01      | 7.0000%  | 0.0000% | $823074.00         | $1887.23           | Agency Mortgage-Backed Securities         |
| 06.500 FGPC C64936 G                               | 2032-03-01      | 6.5000%  | 0.0000% | $71700.00          | $50.85             | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G00616 G                               | 2026-06-01      | 7.0000%  | 0.0000% | $51793.00          | $4.30              | Agency Mortgage-Backed Securities         |
| 07.500 FGPC C68825 G                               | 2032-07-01      | 7.5000%  | 0.0000% | $1322732.00        | $4404.54           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C67215 G                               | 2032-05-01      | 7.0000%  | 0.0000% | $43105.00          | $93.57             | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C68248 G                               | 2032-06-01      | 7.0000%  | 0.0000% | $45000.00          | $100.09            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C63171 G                               | 2032-01-01      | 7.0000%  | 0.0000% | $151376.00         | $1051.78           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G01168 G                               | 2031-01-01      | 7.0000%  | 0.0000% | $2065561.00        | $267.06            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL658351                               | 2033-05-01      | 6.0000%  | 0.0000% | $89266.00          | $701.84            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAX9644                               | 2030-04-01      | 2.5000%  | 0.0000% | $23419.00          | $2174.45           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAU0801                               | 2028-08-01      | 2.5000%  | 0.0000% | $12874.00          | $227.57            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIBC2628                               | 2031-11-01      | 2.5000%  | 0.0000% | $8305.00           | $1628.39           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAY4707                               | 2031-08-01      | 4.0000%  | 0.0000% | $27000.00          | $4172.02           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL652825                               | 2032-09-01      | 5.5000%  | 0.0000% | $48875.00          | $1869.54           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAZ1938                               | 2045-03-01      | 3.5000%  | 0.0000% | $1000.00           | $112.28            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBD5232                               | 2046-08-01      | 4.5000%  | 0.0000% | $30000.00          | $2043.69           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBC4714                               | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $231.77            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL669573                               | 2033-01-01      | 6.5000%  | 0.0000% | $59588.00          | $221.19            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL763798                               | 2034-03-01      | 5.5000%  | 0.0000% | $340000.00         | $4168.28           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBJ4916                               | 2048-03-01      | 3.5000%  | 0.0000% | $13000.00          | $1850.66           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAY2062                               | 2045-01-01      | 4.0000%  | 0.0000% | $1409.00           | $99.32             | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2026-01-15      | 5.5000%  | 0.0000% | $200000.00         | $348.13            | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CL747417                               | 2033-10-01      | 6.0000%  | 0.0000% | $1168627.00        | $2626.10           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL751182                               | 2034-03-01      | 5.5000%  | 0.0000% | $150000.00         | $4838.79           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2053-04-25      | 6.0000%  | 0.0000% | $5000.00           | $4826.83           | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CL254902                               | 2033-08-01      | 6.0000%  | 0.0000% | $50000.00          | $271.37            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL630907                               | 2032-02-01      | 7.5000%  | 0.0000% | $630169.00         | $4429.97           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CT256294                               | 2026-05-01      | 5.0000%  | 0.0000% | $748529.00         | $948.32            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZK7528                               | 2030-07-01      | 2.5000%  | 0.0000% | $10000.00          | $1091.13           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL629303                               | 2032-02-01      | 6.0000%  | 0.0000% | $77750.00          | $160.96            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL250550                               | 2026-05-01      | 6.5000%  | 0.0000% | $97100.00          | $10.47             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL256273                               | 2036-04-01      | 5.5000%  | 0.0000% | $96376.00          | $1018.06           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL254114                               | 2031-10-01      | 6.0000%  | 0.0000% | $100233.00         | $1573.25           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL608187                               | 2031-12-01      | 6.0000%  | 0.0000% | $184488.00         | $1507.07           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL313819                               | 2027-11-01      | 6.5000%  | 0.0000% | $36500.00          | $7.35              | Agency Mortgage-Backed Securities         |
| FNMS 08.000 GO630873                               | 2030-09-01      | 8.0000%  | 0.0000% | $500000.00         | $129.72            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL606341                               | 2031-10-01      | 6.0000%  | 0.0000% | $999900.00         | $422.15            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL602454                               | 2031-09-01      | 6.5000%  | 0.0000% | $395500.00         | $1702.21           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZA1119                               | 2042-02-01      | 3.5000%  | 0.0000% | $14000.00          | $651.04            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 3XZN0194                               | 2027-09-01      | 3.0000%  | 0.0000% | $54000.00          | $1334.52           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZA1964                               | 2026-11-01      | 6.0000%  | 0.0000% | $1425000.00        | $3216.73           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT255994                               | 2025-11-01      | 5.5000%  | 0.0000% | $1125000.00        | $330.12            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM8302                               | 2048-09-01      | 4.5000%  | 0.0000% | $1950.00           | $225.58            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G01233 G                               | 2031-04-01      | 7.0000%  | 0.0000% | $92316.00          | $34.69             | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8428                               | 2054-05-01      | 4.0000%  | 0.0000% | $1000.00           | $863.52            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQE0768                               | 2052-04-01      | 3.5000%  | 0.0000% | $5000.00           | $3614.24           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G01309 G                               | 2031-08-01      | 7.0000%  | 0.0000% | $110000.00         | $48.80             | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQD5114                               | 2052-01-01      | 3.0000%  | 0.0000% | $3678.00           | $2449.89           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G01276 G                               | 2031-06-01      | 7.0000%  | 0.0000% | $70000.00          | $61.84             | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQE4965                               | 2052-06-01      | 5.0000%  | 0.0000% | $2635.00           | $2286.58           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G01217 G                               | 2031-03-01      | 7.0000%  | 0.0000% | $596145.00         | $367.28            | Agency Mortgage-Backed Securities         |
| FEPC 02.000 CLQB9325                               | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $516.00            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI8869                               | 2039-06-01      | 4.5000%  | 0.0000% | $28940.00          | $519.75            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT256751                               | 2027-06-01      | 5.5000%  | 0.0000% | $1073591.00        | $2351.64           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT256600                               | 2027-02-01      | 5.5000%  | 0.0000% | $850000.00         | $1706.22           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL602006                               | 2031-08-01      | 6.5000%  | 0.0000% | $267100.00         | $429.10            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL251613                               | 2028-04-01      | 6.5000%  | 0.0000% | $198500.00         | $53.26             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 K2596693                               | 2032-01-01      | 6.0000%  | 0.0000% | $3000000.00        | $2844.93           | Agency Mortgage-Backed Securities         |
| FNMS 08.000 CL252926                               | 2029-12-01      | 8.0000%  | 0.0000% | $50000.00          | $23.93             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL597497                               | 2031-09-01      | 6.5000%  | 0.0000% | $459438.00         | $1003.67           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZK2879                               | 2026-01-01      | 3.5000%  | 0.0000% | $282800.00         | $691.78            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT256752                               | 2027-06-01      | 6.0000%  | 0.0000% | $35000.00          | $135.99            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZK3413                               | 2026-07-01      | 3.5000%  | 0.0000% | $1112990.00        | $4458.24           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT256517                               | 2026-12-01      | 6.0000%  | 0.0000% | $1000000.00        | $1604.65           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT257282                               | 2028-07-01      | 5.5000%  | 0.0000% | $589617.00         | $1694.40           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL250569                               | 2026-05-01      | 6.0000%  | 0.0000% | $125245.00         | $20.20             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL253893                               | 2031-08-01      | 6.0000%  | 0.0000% | $1503590.00        | $1821.40           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 ZL310104                               | 2037-08-01      | 5.5000%  | 0.0000% | $64000.00          | $2251.80           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL250511                               | 2026-03-01      | 6.5000%  | 0.0000% | $435200.00         | $8.85              | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL254092                               | 2031-12-01      | 6.5000%  | 0.0000% | $92799.00          | $154.46            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT256677                               | 2027-04-01      | 6.0000%  | 0.0000% | $722745.00         | $1981.49           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL254918                               | 2033-09-01      | 4.5000%  | 0.0000% | $242000.00         | $2971.80           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL602518                               | 2031-09-01      | 6.0000%  | 0.0000% | $500000.00         | $364.75            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL254416                               | 2032-06-01      | 7.5000%  | 0.0000% | $2099702.00        | $2425.55           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2026-01-15      | 3.5000%  | 0.0000% | $90000.00          | $846.70            | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CL252569                               | 2029-06-01      | 6.0000%  | 0.0000% | $5000.00           | $8.66              | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIQO0746                               | 2037-08-01      | 4.5000%  | 0.0000% | $2078.00           | $1256.21           | Agency Mortgage-Backed Securities         |
| FNRM CL083MY R21F083                               | 2050-06-25      | 3.0000%  | 0.0000% | $1000.00           | $630.00            | Agency Collateralized Mortgage Obligation |
| FNMS 04.000 CIAH4890                               | 2026-03-01      | 4.0000%  | 0.0000% | $51948.00          | $160.88            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZT0066                               | 2041-05-01      | 5.0000%  | 0.0000% | $3000.00           | $624.93            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZT1864                               | 2049-04-01      | 4.0000%  | 0.0000% | $41000.00          | $3023.42           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q55052 G                               | 2048-04-01      | 3.5000%  | 0.0000% | $27906.00          | $4304.94           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G01315 G                               | 2031-09-01      | 7.0000%  | 0.0000% | $665000.00         | $370.33            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQA8805                               | 2050-04-01      | 3.0000%  | 0.0000% | $17000.00          | $4782.86           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT0231                               | 2046-04-01      | 4.5000%  | 0.0000% | $14000.00          | $3581.34           | Agency Mortgage-Backed Securities         |
| 06.000 FGPC G01800 G                               | 2035-01-01      | 6.0000%  | 0.0000% | $14000.00          | $75.65             | Agency Mortgage-Backed Securities         |
| 06.000 FGPC G00433 G                               | 2026-01-01      | 6.0000%  | 0.0000% | $1100000.00        | $150.46            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQD5325                               | 2052-01-01      | 3.0000%  | 0.0000% | $1143.00           | $774.90            | Agency Mortgage-Backed Securities         |
| 05.000 FGPC Q63012 G                               | 2049-04-01      | 5.0000%  | 0.0000% | $26000.00          | $2970.19           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZS8883                               | 2028-03-01      | 6.0000%  | 0.0000% | $125000.00         | $880.20            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZS8931                               | 2026-07-01      | 5.5000%  | 0.0000% | $63052.00          | $27.73             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZS8816                               | 2027-01-01      | 5.5000%  | 0.0000% | $1246315.00        | $4034.93           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZK2786                               | 2025-12-01      | 3.5000%  | 0.0000% | $630636.00         | $989.35            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZT1732                               | 2034-02-01      | 3.5000%  | 0.0000% | $20000.00          | $1409.31           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZS8861                               | 2028-01-01      | 6.0000%  | 0.0000% | $376200.00         | $718.60            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS2547                               | 2038-09-01      | 5.0000%  | 0.0000% | $5000.00           | $42.69             | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS4574                               | 2044-07-01      | 4.5000%  | 0.0000% | $5838.00           | $449.91            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI7996                               | 2038-08-01      | 6.0000%  | 0.0000% | $30000.00          | $412.87            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZJ3798                               | 2029-07-01      | 6.5000%  | 0.0000% | $100000.00         | $85.25             | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS4381                               | 2039-06-01      | 4.5000%  | 0.0000% | $53218.00          | $1172.62           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTZS8845                               | 2027-08-01      | 5.0000%  | 0.0000% | $47625.00          | $121.96            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTZA2104                               | 2028-10-01      | 5.0000%  | 0.0000% | $750000.00         | $3394.86           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZT1345                               | 2033-11-01      | 3.5000%  | 0.0000% | $21000.00          | $1982.63           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4582                               | 2044-09-01      | 4.0000%  | 0.0000% | $10000.00          | $671.82            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI7350                               | 2038-04-01      | 4.5000%  | 0.0000% | $29277.00          | $108.10            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZS6194                               | 2026-01-01      | 3.5000%  | 0.0000% | $66213.00          | $133.79            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 3LZT0691                               | 2032-05-01      | 6.0000%  | 0.0000% | $1000000.00        | $65.91             | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZK3355                               | 2026-07-01      | 3.5000%  | 0.0000% | $29574.00          | $159.13            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZK3882                               | 2027-02-01      | 3.5000%  | 0.0000% | $69000.00          | $377.37            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZI8073                               | 2038-09-01      | 5.5000%  | 0.0000% | $150000.00         | $4402.49           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CTZS8935                               | 2029-01-01      | 6.5000%  | 0.0000% | $400000.00         | $1280.82           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZJ5522                               | 2031-12-01      | 5.0000%  | 0.0000% | $950000.00         | $3781.88           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZT1594                               | 2049-01-01      | 4.0000%  | 0.0000% | $5000.00           | $323.94            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZK2631                               | 2025-10-01      | 3.5000%  | 0.0000% | $1243000.00        | $618.91            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI7982                               | 2038-08-01      | 6.0000%  | 0.0000% | $337891.00         | $4516.82           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZS7122                               | 2027-08-01      | 3.5000%  | 0.0000% | $218303.00         | $1277.95           | Agency Mortgage-Backed Securities         |
| 06.500 FGPC G01443 G                               | 2032-08-01      | 6.5000%  | 0.0000% | $79400.00          | $90.60             | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G01340 G                               | 2031-11-01      | 7.0000%  | 0.0000% | $780172.00         | $480.46            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C67305 G                               | 2032-05-01      | 7.0000%  | 0.0000% | $59000.00          | $354.61            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G18555 G                               | 2030-05-01      | 3.5000%  | 0.0000% | $3000.00           | $302.30            | Agency Mortgage-Backed Securities         |
| 06.500 FGPC G01486 G                               | 2032-12-01      | 6.5000%  | 0.0000% | $151435.00         | $370.93            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C75592 G                               | 2033-01-01      | 6.0000%  | 0.0000% | $53000.00          | $752.40            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G01501 G                               | 2032-09-01      | 7.0000%  | 0.0000% | $57692.00          | $231.85            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC G01660 G                               | 2034-02-01      | 6.0000%  | 0.0000% | $18000.00          | $117.91            | Agency Mortgage-Backed Securities         |
| 04.500 FGPC G08674 G                               | 2045-10-01      | 4.5000%  | 0.0000% | $23389.00          | $3160.65           | Agency Mortgage-Backed Securities         |
| 06.500 FGPC C66957 G                               | 2032-05-01      | 6.5000%  | 0.0000% | $595944.00         | $141.86            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZA3834                               | 2030-07-01      | 2.5000%  | 0.0000% | $2564.00           | $235.74            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI6043                               | 2036-04-01      | 5.0000%  | 0.0000% | $57000.00          | $348.91            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4594                               | 2044-12-01      | 4.0000%  | 0.0000% | $1000.00           | $75.49             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZI6182                               | 2037-06-01      | 5.5000%  | 0.0000% | $65000.00          | $296.27            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIZS8702                               | 2033-05-01      | 4.0000%  | 0.0000% | $22393.00          | $2135.95           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS0784                               | 2034-03-01      | 6.0000%  | 0.0000% | $33000.00          | $583.97            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4567                               | 2044-05-01      | 4.0000%  | 0.0000% | $8000.00           | $474.90            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI8754                               | 2039-05-01      | 4.5000%  | 0.0000% | $318242.00         | $1872.05           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZS8592                               | 2030-12-01      | 3.5000%  | 0.0000% | $19000.00          | $1571.79           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZA0932                               | 2033-12-01      | 6.0000%  | 0.0000% | $500000.00         | $4385.34           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI9267                               | 2039-09-01      | 4.5000%  | 0.0000% | $209329.00         | $3329.39           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZS3287                               | 2039-09-01      | 6.5000%  | 0.0000% | $100000.00         | $3139.77           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTZA2099                               | 2028-12-01      | 5.0000%  | 0.0000% | $991979.00         | $1566.47           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZA3780                               | 2030-03-01      | 2.5000%  | 0.0000% | $24746.00          | $2543.49           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI4593                               | 2035-09-01      | 4.5000%  | 0.0000% | $26000.00          | $189.83            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI3717                               | 2035-05-01      | 4.5000%  | 0.0000% | $66744.00          | $442.86            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS3881                               | 2041-06-01      | 5.5000%  | 0.0000% | $22000.00          | $1475.13           | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZJ5549                               | 2031-12-01      | 7.5000%  | 0.0000% | $500467.00         | $2397.86           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI1230                               | 2033-12-01      | 6.0000%  | 0.0000% | $1878535.00        | $3547.08           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZS8691                               | 2033-03-01      | 3.5000%  | 0.0000% | $11000.00          | $1158.72           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZS8636                               | 2032-01-01      | 2.5000%  | 0.0000% | $11366.00          | $1908.08           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CTZA2174                               | 2030-08-01      | 4.5000%  | 0.0000% | $39634.00          | $714.54            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS0708                               | 2032-02-01      | 6.0000%  | 0.0000% | $267305.00         | $457.58            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS2417                               | 2038-10-01      | 6.0000%  | 0.0000% | $120000.00         | $2346.41           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS4394                               | 2039-09-01      | 4.5000%  | 0.0000% | $28572.00          | $731.56            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZS8856                               | 2027-12-01      | 6.0000%  | 0.0000% | $1000000.00        | $2525.92           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZK3510                               | 2026-09-01      | 3.5000%  | 0.0000% | $8000.00           | $28.37             | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZJ0546                               | 2040-10-01      | 4.0000%  | 0.0000% | $1345.00           | $57.06             | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS1030                               | 2035-07-01      | 4.5000%  | 0.0000% | $56995.00          | $572.12            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZS8914                               | 2027-12-01      | 6.0000%  | 0.0000% | $195791.00         | $988.91            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTZS8807                               | 2026-08-01      | 5.0000%  | 0.0000% | $4300000.00        | $3520.07           | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZS0296                               | 2027-05-01      | 7.5000%  | 0.0000% | $67736.00          | $7.49              | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS0622                               | 2032-03-01      | 5.5000%  | 0.0000% | $912312.00         | $1890.57           | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZJ4659                               | 2030-12-01      | 7.5000%  | 0.0000% | $6571144.00        | $3541.09           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS0901                               | 2035-08-01      | 4.5000%  | 0.0000% | $223000.00         | $2231.20           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI8783                               | 2039-05-01      | 4.5000%  | 0.0000% | $152219.00         | $815.50            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZS0602                               | 2031-12-01      | 5.5000%  | 0.0000% | $478000.00         | $1142.33           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS4308                               | 2037-09-01      | 6.0000%  | 0.0000% | $150000.00         | $913.39            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTZA2120                               | 2029-04-01      | 5.0000%  | 0.0000% | $300087.00         | $2586.16           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C66605 G                               | 2032-04-01      | 7.0000%  | 0.0000% | $502029.00         | $1094.34           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G01697 G                               | 2034-01-01      | 7.0000%  | 0.0000% | $16399.00          | $87.35             | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C62300 G                               | 2032-01-01      | 6.0000%  | 0.0000% | $5161301.00        | $2016.79           | Agency Mortgage-Backed Securities         |
| 06.000 FGPC G00816 G                               | 2027-09-01      | 6.0000%  | 0.0000% | $90000.00          | $4.36              | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G14916 G                               | 2028-01-01      | 3.5000%  | 0.0000% | $5000.00           | $58.23             | Agency Mortgage-Backed Securities         |
| 07.500 FGPC C75528 G                               | 2033-01-01      | 7.5000%  | 0.0000% | $248315.00         | $1473.64           | Agency Mortgage-Backed Securities         |
| 05.000 FGPC G02296 G                               | 2036-06-01      | 5.0000%  | 0.0000% | $39791.00          | $369.83            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C67056 G                               | 2032-05-01      | 7.0000%  | 0.0000% | $142750.00         | $1324.27           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C61792 G                               | 2031-12-01      | 7.0000%  | 0.0000% | $51943.00          | $43.22             | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G01641 G                               | 2034-01-01      | 7.0000%  | 0.0000% | $12000.00          | $69.48             | Agency Mortgage-Backed Securities         |
| 05.000 FGPC C90931 G                               | 2025-11-01      | 5.0000%  | 0.0000% | $25000.00          | $6.05              | Agency Mortgage-Backed Securities         |
| 05.000 FGPC G02342 G                               | 2036-10-01      | 5.0000%  | 0.0000% | $75000.00          | $752.35            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G01713 G                               | 2034-01-01      | 7.0000%  | 0.0000% | $24887.00          | $186.73            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC G04617 G                               | 2038-08-01      | 6.0000%  | 0.0000% | $43444.00          | $723.87            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G16308 G                               | 2032-08-01      | 3.5000%  | 0.0000% | $1000.00           | $128.18            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC D82064 G                               | 2027-09-01      | 7.0000%  | 0.0000% | $209955.00         | $233.01            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G08669 G                               | 2045-09-01      | 4.0000%  | 0.0000% | $8000.00           | $659.11            | Agency Mortgage-Backed Securities         |
| 04.500 FGPC G08713 G                               | 2046-06-01      | 4.5000%  | 0.0000% | $5000.00           | $389.23            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G14257 G                               | 2026-10-01      | 3.5000%  | 0.0000% | $14969.00          | $58.09             | Agency Mortgage-Backed Securities         |
| 06.500 FGPC C70067 G                               | 2032-08-01      | 6.5000%  | 0.0000% | $45700.00          | $324.46            | Agency Mortgage-Backed Securities         |
| 05.000 FGPC G08062 G                               | 2035-06-01      | 5.0000%  | 0.0000% | $26000.00          | $226.82            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAD7679                               | 2040-10-01      | 3.5000%  | 0.0000% | $25056.00          | $1395.91           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL1746                               | 2027-03-01      | 3.5000%  | 0.0000% | $475694.00         | $3767.04           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA5731                               | 2055-06-01      | 3.5000%  | 0.0000% | $1000.00           | $892.43            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL7767                               | 2044-06-01      | 4.5000%  | 0.0000% | $25000.00          | $2847.45           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAE1658                               | 2040-08-01      | 4.5000%  | 0.0000% | $14632.00          | $177.23            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBC2849                               | 2046-09-01      | 3.0000%  | 0.0000% | $8000.00           | $1416.29           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAE8939                               | 2025-11-01      | 3.5000%  | 0.0000% | $427601.00         | $505.98            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAD4739                               | 2025-09-01      | 3.5000%  | 0.0000% | $25178.00          | $5.72              | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAH5801                               | 2026-02-01      | 3.5000%  | 0.0000% | $5000.00           | $10.85             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAD4377                               | 2040-05-01      | 4.5000%  | 0.0000% | $2162.00           | $54.72             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIAL1953                               | 2027-01-01      | 4.5000%  | 0.0000% | $6000000.00        | $1702.40           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAE8048                               | 2025-11-01      | 3.5000%  | 0.0000% | $9000.00           | $11.64             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL9257                               | 2031-02-01      | 3.5000%  | 0.0000% | $18600000.00       | $1410244.89        | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAD6454                               | 2040-05-01      | 4.5000%  | 0.0000% | $7116.00           | $94.57             | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDE3530                               | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $981.25            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAL4746                               | 2027-02-01      | 4.0000%  | 0.0000% | $646573.00         | $1387.00           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL581157                               | 2031-04-01      | 6.5000%  | 0.0000% | $182298.00         | $117.97            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDD6748                               | 2055-05-01      | 5.0000%  | 0.0000% | $1683626.00        | $1650423.83        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAD0440                               | 2039-10-01      | 6.0000%  | 0.0000% | $43000.00          | $798.48            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAD7140                               | 2040-07-01      | 5.5000%  | 0.0000% | $53808.00          | $2083.86           | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CIMA4178                               | 2035-11-01      | 1.5000%  | 0.0000% | $1000.00           | $458.06            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAH6276                               | 2041-04-01      | 5.0000%  | 0.0000% | $41000.00          | $651.27            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM5035                               | 2050-07-01      | 4.0000%  | 0.0000% | $1000.00           | $230.58            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL642958                               | 2032-04-01      | 6.5000%  | 0.0000% | $120897.00         | $323.59            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAW3613                               | 2044-06-01      | 3.5000%  | 0.0000% | $6953.00           | $486.78            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAZ2375                               | 2030-05-01      | 3.5000%  | 0.0000% | $30054.00          | $3212.48           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAX6170                               | 2029-11-01      | 3.5000%  | 0.0000% | $40139.00          | $2440.44           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTFS2731                               | 2038-08-01      | 3.0000%  | 0.0000% | $3000.00           | $1936.73           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL654871                               | 2032-08-01      | 6.5000%  | 0.0000% | $314398.00         | $145.33            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAV8196                               | 2044-02-01      | 4.5000%  | 0.0000% | $13451.00          | $881.15            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFM9679                               | 2046-09-01      | 4.5000%  | 0.0000% | $5000.00           | $2838.57           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBM3327                               | 2047-12-01      | 3.5000%  | 0.0000% | $18000.00          | $4659.74           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTFS0314                               | 2033-06-01      | 3.0000%  | 0.0000% | $3000.00           | $1465.67           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAH1097                               | 2025-12-01      | 4.0000%  | 0.0000% | $3186043.00        | $2286.45           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAH9719                               | 2041-04-01      | 4.5000%  | 0.0000% | $54000.00          | $2866.63           | Agency Mortgage-Backed Securities         |
| GNRM 2008-001 LB                                   | 2038-01-20      | 5.5000%  | 0.0000% | $33000.00          | $1752.99           | Agency Collateralized Mortgage Obligation |
| GNRM 2018-041 A                                    | 2058-09-16      | 2.4000%  | 0.0000% | $7190000.00        | $95118.89          | Agency Collateralized Mortgage Obligation |
| GNRM 2017-28 AN                                    | 2056-12-16      | 2.6000%  | 0.0000% | $710403.00         | $479756.22         | Agency Collateralized Mortgage Obligation |
| GNRM 2005-74 HA                                    | 2035-09-16      | 7.5000%  | 0.0000% | $12119.00          | $2.28              | Agency Collateralized Mortgage Obligation |
| GNCL CL DF3880                                     | 2066-07-15      | 5.3500%  | 0.0000% | $1000.00           | $1005.86           | Agency Mortgage-Backed Securities         |
| GNPL PN DJ4973                                     | 2060-07-15      | 5.8500%  | 0.0000% | $1000.00           | $1044.52           | Agency Mortgage-Backed Securities         |
| GNPL PN DJ4969                                     | 2060-04-15      | 5.7500%  | 0.0000% | $1000.00           | $1041.89           | Agency Mortgage-Backed Securities         |
| GNPL PN CQ0047                                     | 2058-04-15      | 2.4000%  | 0.0000% | $3021.00           | $2455.81           | Agency Mortgage-Backed Securities         |
| GNPL PN CR3471                                     | 2058-01-15      | 5.7000%  | 0.0000% | $1000.00           | $1024.68           | Agency Mortgage-Backed Securities         |
| GNPL PN CQ9718                                     | 2060-01-15      | 5.5300%  | 0.0000% | $2000.00           | $2064.84           | Agency Mortgage-Backed Securities         |
| GNPL PN DG0401                                     | 2060-05-15      | 5.6500%  | 0.0000% | $1000.00           | $1036.68           | Agency Mortgage-Backed Securities         |
| GNPL PN DG8450                                     | 2060-01-15      | 5.3600%  | 0.0000% | $1000.00           | $1012.90           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLRJ1538                               | 2054-05-01      | 6.5000%  | 0.0000% | $1008.00           | $845.49            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL931227                               | 2039-05-01      | 4.5000%  | 0.0000% | $91339.00          | $4407.45           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL952425                               | 2037-09-01      | 7.0000%  | 0.0000% | $75000.00          | $39.98             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL933727                               | 2038-04-01      | 6.0000%  | 0.0000% | $16000.00          | $200.33            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL930071                               | 2038-10-01      | 6.0000%  | 0.0000% | $567000.00         | $1947.12           | Agency Mortgage-Backed Securities         |
| GNPL PN CK5808                                     | 2059-12-15      | 4.9800%  | 0.0000% | $1000.00           | $981.98            | Agency Mortgage-Backed Securities         |
| GNHA AL CS6223 H                                   | 2073-03-20      | 6.7880%  | 0.0000% | $1000.00           | $968.98            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS1891                               | 2050-01-01      | 4.0000%  | 0.0000% | $3000.00           | $1964.23           | Agency Mortgage-Backed Securities         |
| GNPL PN CS8166                                     | 2058-04-15      | 4.9200%  | 0.0000% | $3016.00           | $2947.03           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD0281                               | 2055-01-01      | 5.5000%  | 0.0000% | $3470.00           | $3335.85           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CLFS8836                               | 2054-07-01      | 7.5000%  | 0.0000% | $2000.00           | $1583.22           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAE6620                               | 2025-10-01      | 4.0000%  | 0.0000% | $3000000.00        | $2809.49           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAD9751                               | 2025-12-01      | 3.5000%  | 0.0000% | $60314.00          | $70.55             | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIAE0552                               | 2025-09-01      | 5.0000%  | 0.0000% | $1615000.00        | $0.21              | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAD8529                               | 2040-08-01      | 4.5000%  | 0.0000% | $116000.00         | $2958.13           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 NP923743                               | 2037-04-01      | 6.0000%  | 0.0000% | $400000.00         | $3881.33           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL888021                               | 2036-12-01      | 6.0000%  | 0.0000% | $500000.00         | $2572.29           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5027                               | 2053-05-01      | 4.0000%  | 0.0000% | $5000.00           | $4122.35           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL905141                               | 2037-02-01      | 5.5000%  | 0.0000% | $280000.00         | $2036.77           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAD3650                               | 2040-03-01      | 5.0000%  | 0.0000% | $48000.00          | $1700.11           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS9230                               | 2051-08-01      | 4.0000%  | 0.0000% | $189384704.00      | $166442635.67      | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CL932123                               | 2039-10-01      | 4.0000%  | 0.0000% | $35536.00          | $3337.79           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBY1455                               | 2053-12-01      | 3.0000%  | 0.0000% | $5000.00           | $4119.87           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY3603                               | 2053-06-01      | 5.5000%  | 0.0000% | $3807056.00        | $3117806.39        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB7701                               | 2054-08-01      | 6.0000%  | 0.0000% | $1075384.00        | $1097147.89        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBA6972                               | 2046-03-01      | 4.0000%  | 0.0000% | $49023.00          | $4187.79           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CICA2528                               | 2033-10-01      | 4.0000%  | 0.0000% | $10048.00          | $1851.62           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CICA2527                               | 2033-10-01      | 4.0000%  | 0.0000% | $10036.00          | $2012.29           | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q55519 G                               | 2048-04-01      | 4.0000%  | 0.0000% | $2000.00           | $325.98            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2051-08-25      | 1.5000%  | 0.0000% | $1250.00           | $516.52            | Agency Collateralized Mortgage Obligation |
| FNMS 05.000 CLCA1398                               | 2048-03-01      | 5.0000%  | 0.0000% | $3659.00           | $594.08            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ0233                               | 2029-01-01      | 5.3000%  | 0.0000% | $1218.00           | $1259.56           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL479502                               | 2029-04-01      | 6.5000%  | 0.0000% | $226503.00         | $75.88             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CICA0599                               | 2032-10-01      | 4.0000%  | 0.0000% | $4000.00           | $737.45            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBX5040                               | 2053-01-01      | 6.0000%  | 0.0000% | $5069008.00        | $3964424.10        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL457997                               | 2029-01-01      | 6.5000%  | 0.0000% | $50000.00          | $49.87             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL482402                               | 2029-02-01      | 6.0000%  | 0.0000% | $998617.00         | $152.36            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL535475                               | 2029-03-01      | 6.0000%  | 0.0000% | $120330.00         | $80.82             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL323210                               | 2028-06-01      | 6.0000%  | 0.0000% | $706272.00         | $23.16             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL453863                               | 2028-12-01      | 6.0000%  | 0.0000% | $590000.00         | $334.76            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2031-07-15      | 2.0000%  | 0.0000% | $75000.00          | $767.58            | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CL535902                               | 2031-05-01      | 6.0000%  | 0.0000% | $6077653.00        | $4004.72           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL508677                               | 2029-08-01      | 6.5000%  | 0.0000% | $280000.00         | $2526.13           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL498610                               | 2029-05-01      | 6.0000%  | 0.0000% | $10000.00          | $15.07             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL795746                               | 2029-05-01      | 6.0000%  | 0.0000% | $41258.00          | $134.03            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIBM1275                               | 2032-06-01      | 3.0000%  | 0.0000% | $6000.00           | $1010.67           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL725162                               | 2034-02-01      | 6.0000%  | 0.0000% | $204403520.00      | $1186397.66        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL767378                               | 2034-03-01      | 5.5000%  | 0.0000% | $150000.00         | $3321.22           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM7745                               | 2034-10-01      | 3.5000%  | 0.0000% | $13000.00          | $4725.12           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLRA3384                               | 2050-08-01      | 3.0000%  | 0.0000% | $8000.00           | $2731.84           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFM7261                               | 2036-05-01      | 2.0000%  | 0.0000% | $4000.00           | $1840.87           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL763527                               | 2034-02-01      | 6.5000%  | 0.0000% | $170000.00         | $2062.92           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT831063                               | 2025-10-01      | 5.5000%  | 0.0000% | $4890534.00        | $1135.90           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM7879                               | 2035-05-01      | 3.5000%  | 0.0000% | $2000.00           | $616.93            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL730637                               | 2033-08-01      | 5.0000%  | 0.0000% | $57000.00          | $312.55            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBO6225                               | 2049-12-01      | 3.0000%  | 0.0000% | $1000.00           | $231.15            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL775645                               | 2034-05-01      | 6.0000%  | 0.0000% | $40000.00          | $280.74            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL725236                               | 2034-03-01      | 4.5000%  | 0.0000% | $40000.00          | $503.96            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL656871                               | 2032-08-01      | 6.5000%  | 0.0000% | $90000.00          | $302.34            | Agency Mortgage-Backed Securities         |
| FNRM CL055PC R01F055                               | 2031-10-25      | 6.5000%  | 0.0000% | $140000.00         | $374.61            | Agency Collateralized Mortgage Obligation |
| FNMS 05.000 RE828546                               | 2035-08-01      | 5.0000%  | 0.0000% | $500000.00         | $4263.77           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM7877                               | 2036-03-01      | 3.5000%  | 0.0000% | $3000.00           | $1181.84           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTFM3321                               | 2038-11-01      | 4.5000%  | 0.0000% | $8000.00           | $1771.22           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL759090                               | 2034-01-01      | 6.0000%  | 0.0000% | $1543746.00        | $4329.77           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CTBM5922                               | 2029-09-01      | 6.0000%  | 0.0000% | $31595.00          | $533.42            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL727201                               | 2033-08-01      | 4.5000%  | 0.0000% | $243000.00         | $2230.13           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBD2440                               | 2047-01-01      | 3.5000%  | 0.0000% | $4000.00           | $686.71            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBJ4594                               | 2048-02-01      | 3.5000%  | 0.0000% | $30000.00          | $4148.13           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLRJ3056                               | 2054-12-01      | 5.0000%  | 0.0000% | $1008.00           | $982.29            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAO9700                               | 2042-07-01      | 3.5000%  | 0.0000% | $15745.00          | $2545.62           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLRQ0025                               | 2055-07-01      | 4.5000%  | 0.0000% | $4026.00           | $3827.25           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAQ4712                               | 2027-11-01      | 3.5000%  | 0.0000% | $103964.00         | $2268.28           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCB2556                               | 2052-01-01      | 3.0000%  | 0.0000% | $2000.00           | $1403.28           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB6815                               | 2053-05-01      | 5.0000%  | 0.0000% | $211197.00         | $176676.02         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBE8541                               | 2047-05-01      | 4.5000%  | 0.0000% | $2874.00           | $336.55            | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ3131                               | 2032-02-01      | 4.8950%  | 0.0000% | $1000.00           | $1019.19           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIBH5022                               | 2032-08-01      | 2.5000%  | 0.0000% | $20948.00          | $1387.99           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAP8449                               | 2027-11-01      | 2.5000%  | 0.0000% | $1000.00           | $25.35             | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CVAP4736                               | 2027-08-01      | 3.0000%  | 0.0000% | $128483.00         | $3015.36           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIBE3634                               | 2032-05-01      | 4.0000%  | 0.0000% | $18000.00          | $631.42            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2028-11-15      | 6.0000%  | 0.0000% | $15000.00          | $104.95            | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CL871232                               | 2036-04-01      | 6.0000%  | 0.0000% | $1463903.00        | $3691.14           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAP9565                               | 2027-10-01      | 3.5000%  | 0.0000% | $58054.00          | $1474.96           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBE6503                               | 2047-01-01      | 4.5000%  | 0.0000% | $30000.00          | $1471.52           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL813660                               | 2035-02-01      | 6.0000%  | 0.0000% | $102360.00         | $1968.87           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFM6355                               | 2050-08-01      | 4.5000%  | 0.0000% | $9000.00           | $2632.09           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL733743                               | 2033-09-01      | 6.0000%  | 0.0000% | $1132212.00        | $1938.82           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS0227                               | 2047-07-01      | 5.0000%  | 0.0000% | $3000.00           | $1706.21           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS3826                               | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $686.83            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLBR0165                               | 2050-12-01      | 2.0000%  | 0.0000% | $7200.00           | $3942.58           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0392                               | 2055-05-01      | 5.5000%  | 0.0000% | $1132.00           | $1121.46           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL740302                               | 2033-10-01      | 6.0000%  | 0.0000% | $5000000.00        | $997.77            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTFS2407                               | 2040-09-01      | 3.0000%  | 0.0000% | $2608.00           | $1730.90           | Agency Mortgage-Backed Securities         |
| FNMS 08.000 CL834758                               | 2029-05-01      | 8.0000%  | 0.0000% | $1000000.00        | $4650.00           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIBN5296                               | 2034-02-01      | 4.0000%  | 0.0000% | $1000.00           | $304.47            | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CLFM8350                               | 2051-09-01      | 1.5000%  | 0.0000% | $1000.00           | $597.03            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL890154                               | 2038-03-01      | 5.0000%  | 0.0000% | $101321.00         | $1755.14           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIFS1244                               | 2033-03-01      | 3.0000%  | 0.0000% | $1000.00           | $405.04            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL814522                               | 2035-04-01      | 4.5000%  | 0.0000% | $117960.00         | $1608.74           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL892528                               | 2036-09-01      | 6.0000%  | 0.0000% | $41506.00          | $314.58            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE5895                               | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1005.86           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB9335                               | 2054-10-01      | 6.0000%  | 0.0000% | $30178336.00       | $29570301.79       | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIAS4309                               | 2030-01-01      | 2.0000%  | 0.0000% | $22252.00          | $2278.10           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAS2228                               | 2029-04-01      | 3.0000%  | 0.0000% | $26187.00          | $1372.22           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIAS8291                               | 2031-11-01      | 2.0000%  | 0.0000% | $6000.00           | $1005.71           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS9829                               | 2047-06-01      | 3.5000%  | 0.0000% | $2000.00           | $209.98            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAU2437                               | 2030-06-01      | 2.5000%  | 0.0000% | $10777.00          | $967.13            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIBC2631                               | 2031-11-01      | 2.5000%  | 0.0000% | $24242.00          | $4556.16           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIAL3084                               | 2026-03-01      | 4.5000%  | 0.0000% | $2307.00           | $0.01              | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB2548                               | 2052-01-01      | 2.5000%  | 0.0000% | $3000.00           | $1954.39           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIBC5953                               | 2031-03-01      | 2.5000%  | 0.0000% | $12436.00          | $1701.21           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB3744                               | 2052-03-01      | 2.5000%  | 0.0000% | $1485.00           | $1037.19           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBD8963                               | 2046-11-01      | 3.0000%  | 0.0000% | $24000.00          | $4421.32           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIBM3174                               | 2032-05-01      | 3.5000%  | 0.0000% | $12000.00          | $1269.74           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL810403                               | 2035-01-01      | 6.0000%  | 0.0000% | $1050508.00        | $17698.67          | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIQO1479                               | 2038-07-01      | 3.0000%  | 0.0000% | $1231.00           | $1020.81           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTBM4146                               | 2029-12-01      | 5.5000%  | 0.0000% | $37135.00          | $512.50            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIBD6323                               | 2031-12-01      | 2.0000%  | 0.0000% | $9545.00           | $1246.93           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL846177                               | 2035-11-01      | 5.5000%  | 0.0000% | $48883.00          | $801.12            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBE0531                               | 2046-11-01      | 3.0000%  | 0.0000% | $3000.00           | $219.54            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBM4024                               | 2048-05-01      | 3.5000%  | 0.0000% | $1125.00           | $360.66            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL822789                               | 2035-04-01      | 5.0000%  | 0.0000% | $31679.00          | $315.87            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL872277                               | 2036-05-01      | 6.0000%  | 0.0000% | $25697.00          | $146.51            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBN3009                               | 2048-11-01      | 4.0000%  | 0.0000% | $6000.00           | $732.27            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBP1932                               | 2050-04-01      | 3.0000%  | 0.0000% | $14000.00          | $3989.65           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBH9277                               | 2048-02-01      | 3.5000%  | 0.0000% | $18000.00          | $2749.47           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAH4679                               | 2026-03-01      | 3.5000%  | 0.0000% | $72866.00          | $38.22             | Agency Mortgage-Backed Securities         |
| 08.000 FGPC C80359 G                               | 2025-11-01      | 8.0000%  | 0.0000% | $153000.00         | $2.61              | Agency Mortgage-Backed Securities         |
| Farm Federal Credit Bank                           | 2042-04-28      | 4.8500%  | 0.0000% | $3000.00           | $2800.85           | Agency Debentures and Agency Strips       |
| FEPC 03.000 CIQN1106                               | 2034-12-01      | 3.0000%  | 0.0000% | $9975.00           | $3256.75           | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G08672 G                               | 2045-10-01      | 4.0000%  | 0.0000% | $31920.00          | $2718.04           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G16141 G                               | 2027-04-01      | 3.5000%  | 0.0000% | $841004.00         | $3808.78           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G18689 G                               | 2033-05-01      | 3.5000%  | 0.0000% | $16000.00          | $1597.07           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS6675                               | 2046-02-01      | 4.0000%  | 0.0000% | $35000.00          | $3276.63           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZS7744                               | 2031-04-01      | 2.5000%  | 0.0000% | $16000.00          | $2586.86           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL9243                               | 2044-06-01      | 4.5000%  | 0.0000% | $18000.00          | $2988.95           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZS8911                               | 2029-01-01      | 6.0000%  | 0.0000% | $78000.00          | $463.85            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAW5578                               | 2044-08-01      | 3.5000%  | 0.0000% | $10710.00          | $803.50            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAT7216                               | 2028-06-01      | 2.5000%  | 0.0000% | $23548.00          | $1271.49           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAQ8046                               | 2043-01-01      | 3.5000%  | 0.0000% | $77669.00          | $3817.89           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAR9891                               | 2028-03-01      | 3.5000%  | 0.0000% | $28468.00          | $1237.98           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS5942                               | 2045-10-01      | 4.0000%  | 0.0000% | $50000.00          | $4692.64           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAV6368                               | 2029-01-01      | 3.5000%  | 0.0000% | $189000.00         | $4470.14           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS6520                               | 2046-01-01      | 3.5000%  | 0.0000% | $2000.00           | $237.42            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAS5403                               | 2030-07-01      | 2.5000%  | 0.0000% | $22000.00          | $2364.88           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAH8932                               | 2041-04-01      | 4.5000%  | 0.0000% | $128000.00         | $4491.52           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS7538                               | 2046-07-01      | 3.0000%  | 0.0000% | $1000.00           | $119.15            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZS8951                               | 2026-03-01      | 6.0000%  | 0.0000% | $56094.00          | $7.01              | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CIZS7893                               | 2026-06-01      | 5.0000%  | 0.0000% | $43000.00          | $0.03              | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAH5583                               | 2041-02-01      | 4.5000%  | 0.0000% | $17000.00          | $564.77            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZT1320                               | 2048-11-01      | 4.0000%  | 0.0000% | $5000.00           | $361.02            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIZS7892                               | 2026-09-01      | 4.5000%  | 0.0000% | $841000.00         | $15.44             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAL8113                               | 2042-02-01      | 5.5000%  | 0.0000% | $1000.00           | $142.28            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAS1758                               | 2029-02-01      | 3.5000%  | 0.0000% | $45000.00          | $1854.39           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIAH2888                               | 2026-02-01      | 4.5000%  | 0.0000% | $1700000.00        | $3078.27           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAH6283                               | 2041-04-01      | 5.0000%  | 0.0000% | $25000.00          | $2148.43           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAU0675                               | 2028-08-01      | 3.5000%  | 0.0000% | $55224.00          | $1222.42           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAV0087                               | 2043-10-01      | 3.5000%  | 0.0000% | $25892.00          | $3472.99           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAS1756                               | 2029-02-01      | 3.5000%  | 0.0000% | $25000.00          | $973.31            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAK5545                               | 2027-03-01      | 3.5000%  | 0.0000% | $44000.00          | $935.44            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAU5241                               | 2044-02-01      | 4.5000%  | 0.0000% | $6165.00           | $247.87            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL580077                               | 2031-09-01      | 6.5000%  | 0.0000% | $4691.00           | $0.24              | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAI1961                               | 2041-05-01      | 4.5000%  | 0.0000% | $27000.00          | $1798.19           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL626504                               | 2032-01-01      | 6.0000%  | 0.0000% | $51930.00          | $1319.59           | Agency Mortgage-Backed Securities         |
| FNMS 09.000 CL564318                               | 2030-11-01      | 9.0000%  | 0.0000% | $3560000.00        | $1177.27           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAH3428                               | 2026-01-01      | 3.5000%  | 0.0000% | $50101.00          | $118.61            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4510                               | 2043-02-01      | 3.5000%  | 0.0000% | $13950.00          | $2018.05           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAH5616                               | 2026-02-01      | 3.5000%  | 0.0000% | $16000.00          | $37.62             | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAS6141                               | 2030-11-01      | 2.5000%  | 0.0000% | $23380.00          | $3139.64           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS2339                               | 2038-10-01      | 6.0000%  | 0.0000% | $220820.00         | $1336.68           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL610107                               | 2031-10-01      | 6.5000%  | 0.0000% | $26035.00          | $5.87              | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTAL1443                               | 2029-10-01      | 5.5000%  | 0.0000% | $280558.00         | $1552.56           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIAL6449                               | 2027-01-01      | 4.5000%  | 0.0000% | $245000.00         | $26.85             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL637274                               | 2032-05-01      | 6.5000%  | 0.0000% | $17000.00          | $183.12            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL584932                               | 2031-06-01      | 6.0000%  | 0.0000% | $1000100.00        | $1343.65           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4731                               | 2047-08-01      | 4.0000%  | 0.0000% | $21000.00          | $2360.63           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS4168                               | 2044-12-01      | 4.0000%  | 0.0000% | $11000.00          | $1326.07           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL604629                               | 2031-09-01      | 6.0000%  | 0.0000% | $5000000.00        | $3816.77           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS3225                               | 2037-11-01      | 6.0000%  | 0.0000% | $191495.00         | $3258.89           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIAH6831                               | 2026-03-01      | 4.5000%  | 0.0000% | $1140000.00        | $3119.00           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAS7320                               | 2031-06-01      | 2.5000%  | 0.0000% | $21334.00          | $3175.87           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS4398                               | 2039-10-01      | 4.5000%  | 0.0000% | $190000.00         | $4751.52           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL607055                               | 2031-10-01      | 6.5000%  | 0.0000% | $225600.00         | $196.95            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAS8483                               | 2046-12-01      | 3.0000%  | 0.0000% | $20000.00          | $3888.32           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL628881                               | 2032-03-01      | 6.5000%  | 0.0000% | $80567.00          | $49.63             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAL9578                               | 2045-06-01      | 4.0000%  | 0.0000% | $3000.00           | $455.84            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAL7800                               | 2030-11-01      | 2.5000%  | 0.0000% | $3000.00           | $338.01            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIAR3967                               | 2028-04-01      | 2.0000%  | 0.0000% | $19984.00          | $884.47            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS9959                               | 2044-04-01      | 5.0000%  | 0.0000% | $11442.00          | $2046.53           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL558921                               | 2030-11-01      | 6.5000%  | 0.0000% | $36042.00          | $156.86            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAI1969                               | 2041-05-01      | 4.5000%  | 0.0000% | $10000.00          | $901.60            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC J17898 G                               | 2027-02-01      | 3.5000%  | 0.0000% | $50000.00          | $273.76            | Agency Mortgage-Backed Securities         |
| 05.000 FGPC A15455 G                               | 2033-11-01      | 5.0000%  | 0.0000% | $75000.00          | $842.35            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZJ5591                               | 2032-01-01      | 6.5000%  | 0.0000% | $984976.00         | $2569.94           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC A28797 G                               | 2034-11-01      | 7.0000%  | 0.0000% | $6434.00           | $24.26             | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G06193 G                               | 2040-05-01      | 5.5000%  | 0.0000% | $253713.00         | $3903.65           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI8816                               | 2039-05-01      | 4.5000%  | 0.0000% | $104563.00         | $1903.02           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G18513 G                               | 2029-05-01      | 3.5000%  | 0.0000% | $8305.00           | $494.87            | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G08263 G                               | 2038-04-01      | 5.5000%  | 0.0000% | $63350.00          | $529.13            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI8487                               | 2039-01-01      | 4.5000%  | 0.0000% | $39226.00          | $99.80             | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZK2531                               | 2025-09-01      | 3.5000%  | 0.0000% | $63923.00          | $6.96              | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G18579 G                               | 2030-12-01      | 3.5000%  | 0.0000% | $3000.00           | $248.45            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C54269 G                               | 2031-07-01      | 7.0000%  | 0.0000% | $12000.00          | $32.45             | Agency Mortgage-Backed Securities         |
| 03.500 FGPC J13949 G                               | 2025-12-01      | 3.5000%  | 0.0000% | $9736.00           | $17.36             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZJ3118                               | 2028-11-01      | 5.5000%  | 0.0000% | $35000.00          | $128.30            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G18710 G                               | 2033-10-01      | 3.5000%  | 0.0000% | $17000.00          | $1412.10           | Agency Mortgage-Backed Securities         |
| 02.000 FGPC J32659 G                               | 2030-09-01      | 2.0000%  | 0.0000% | $6833.00           | $1071.16           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZJ6588                               | 2032-11-01      | 5.5000%  | 0.0000% | $26000.00          | $82.84             | Agency Mortgage-Backed Securities         |
| 06.500 FGPC H09098 G                               | 2037-10-01      | 6.5000%  | 0.0000% | $401000.00         | $891.61            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZK3536                               | 2026-09-01      | 3.5000%  | 0.0000% | $490324.00         | $4798.42           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G18653 G                               | 2032-07-01      | 3.5000%  | 0.0000% | $22943.00          | $2973.30           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C47217 G                               | 2031-02-01      | 7.0000%  | 0.0000% | $39782.00          | $20.57             | Agency Mortgage-Backed Securities         |
| 05.000 FGPC C01753 G                               | 2034-01-01      | 5.0000%  | 0.0000% | $30000.00          | $351.62            | Agency Mortgage-Backed Securities         |
| 08.000 FGPC C48567 G                               | 2031-03-01      | 8.0000%  | 0.0000% | $744256.00         | $482.60            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI2345                               | 2034-08-01      | 4.5000%  | 0.0000% | $231787.00         | $3960.09           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZK7276                               | 2030-05-01      | 2.5000%  | 0.0000% | $24463.00          | $2527.51           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G08623 G                               | 2045-01-01      | 3.5000%  | 0.0000% | $24000.00          | $2084.51           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZI9251                               | 2039-09-01      | 5.5000%  | 0.0000% | $2000.00           | $54.96             | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZK3078                               | 2026-03-01      | 3.5000%  | 0.0000% | $379683.00         | $1057.24           | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C00716 G                               | 2029-02-01      | 6.0000%  | 0.0000% | $546000.00         | $485.05            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZJ1033                               | 2040-11-01      | 4.0000%  | 0.0000% | $84311.00          | $3090.69           | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C00602 G                               | 2028-02-01      | 6.0000%  | 0.0000% | $150000.00         | $39.47             | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZI6601                               | 2037-09-01      | 6.5000%  | 0.0000% | $1319437.00        | $2561.71           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZK6039                               | 2028-09-01      | 2.5000%  | 0.0000% | $23040.00          | $1385.09           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC J16564 G                               | 2026-09-01      | 3.5000%  | 0.0000% | $12000.00          | $42.61             | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL3761                               | 2042-09-01      | 3.5000%  | 0.0000% | $8378.00           | $1396.00           | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C00583 G                               | 2027-12-01      | 6.0000%  | 0.0000% | $8000.00           | $2.20              | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZI9474                               | 2039-12-01      | 4.0000%  | 0.0000% | $73714.00          | $2839.88           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CTZJ9339                               | 2031-03-01      | 4.5000%  | 0.0000% | $112971.00         | $3065.10           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZK7625                               | 2030-07-01      | 2.5000%  | 0.0000% | $1874.00           | $170.16            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C36306 G                               | 2030-02-01      | 7.0000%  | 0.0000% | $1072417.00        | $852.55            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL2967                               | 2042-04-01      | 3.5000%  | 0.0000% | $4022.00           | $354.43            | Agency Mortgage-Backed Securities         |
| 08.500 FGPC C37627 G                               | 2030-04-01      | 8.5000%  | 0.0000% | $952263.00         | $706.21            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZA0854                               | 2032-10-01      | 6.0000%  | 0.0000% | $600000.00         | $1319.57           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8062                               | 2050-05-01      | 3.0000%  | 0.0000% | $2000.00           | $496.74            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZA0587                               | 2029-02-01      | 5.5000%  | 0.0000% | $2712000.00        | $4552.10           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8304                               | 2053-03-01      | 3.5000%  | 0.0000% | $2000.00           | $1577.49           | Agency Mortgage-Backed Securities         |
| FEPC 08.500 CLZA0693                               | 2030-08-01      | 8.5000%  | 0.0000% | $250400.00         | $133.12            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD2067                               | 2052-08-01      | 4.0000%  | 0.0000% | $2000.00           | $1519.27           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL2636                               | 2042-02-01      | 3.5000%  | 0.0000% | $21000.00          | $1804.29           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8002                               | 2049-07-01      | 4.5000%  | 0.0000% | $2000.00           | $220.30            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZA2054                               | 2028-02-01      | 6.0000%  | 0.0000% | $379577.00         | $2270.47           | Agency Mortgage-Backed Securities         |
| FEPC 07.000 CTZA1951                               | 2026-06-01      | 7.0000%  | 0.0000% | $145000.00         | $144.80            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CISB8000                               | 2034-07-01      | 3.0000%  | 0.0000% | $20000.00          | $2120.08           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZA2622                               | 2026-05-01      | 3.5000%  | 0.0000% | $25000.00          | $86.66             | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIZA2614                               | 2026-04-01      | 4.0000%  | 0.0000% | $340000.00         | $1525.57           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZA1949                               | 2026-08-01      | 6.0000%  | 0.0000% | $375000.00         | $399.89            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTZA1990                               | 2027-02-01      | 5.0000%  | 0.0000% | $3500000.00        | $4536.46           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8074                               | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $273.04            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD8019                               | 2049-10-01      | 4.5000%  | 0.0000% | $3000.00           | $386.10            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZA0563                               | 2028-11-01      | 6.0000%  | 0.0000% | $3074015.00        | $1692.96           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTZA1909                               | 2025-11-01      | 5.0000%  | 0.0000% | $3150000.00        | $761.73            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZT1952                               | 2049-05-01      | 4.0000%  | 0.0000% | $38000.00          | $3167.92           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTZA2058                               | 2028-04-01      | 5.0000%  | 0.0000% | $63329.00          | $181.66            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIZS7381                               | 2026-08-01      | 4.5000%  | 0.0000% | $1335000.00        | $1750.60           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAS5405                               | 2030-07-01      | 2.5000%  | 0.0000% | $6000.00           | $596.86            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZS2117                               | 2038-04-01      | 5.0000%  | 0.0000% | $200000.00         | $4451.44           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAP8929                               | 2027-10-01      | 3.0000%  | 0.0000% | $115000.00         | $2776.24           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAL6715                               | 2045-02-01      | 4.0000%  | 0.0000% | $1000.00           | $72.36             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAH3847                               | 2026-04-01      | 4.0000%  | 0.0000% | $50104.00          | $191.93            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL8204                               | 2046-03-01      | 4.5000%  | 0.0000% | $8756.00           | $260.94            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL5930                               | 2043-01-01      | 4.5000%  | 0.0000% | $13000.00          | $1183.40           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL567182                               | 2031-03-01      | 6.5000%  | 0.0000% | $40000.00          | $7.47              | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL555071                               | 2032-02-01      | 6.5000%  | 0.0000% | $298800.00         | $431.79            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIAL3042                               | 2026-03-01      | 4.5000%  | 0.0000% | $28847.00          | $0.48              | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS2807                               | 2039-11-01      | 4.5000%  | 0.0000% | $28440.00          | $454.09            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAH4068                               | 2041-02-01      | 4.5000%  | 0.0000% | $5429.00           | $194.09            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAH5574                               | 2041-02-01      | 4.0000%  | 0.0000% | $4000.00           | $308.04            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL633323                               | 2032-04-01      | 5.5000%  | 0.0000% | $100000.00         | $2281.35           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAH3551                               | 2026-03-01      | 3.5000%  | 0.0000% | $73381.00          | $212.96            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL585061                               | 2031-10-01      | 6.5000%  | 0.0000% | $36788.00          | $161.09            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL545546                               | 2032-03-01      | 7.5000%  | 0.0000% | $318302.00         | $361.86            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS1358                               | 2037-04-01      | 4.5000%  | 0.0000% | $301134.00         | $4587.30           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAR4150                               | 2043-02-01      | 3.0000%  | 0.0000% | $25086.00          | $4582.05           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBC1507                               | 2046-08-01      | 4.5000%  | 0.0000% | $14813.00          | $1066.32           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBD7883                               | 2046-09-01      | 3.5000%  | 0.0000% | $1000.00           | $151.65            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL833320                               | 2035-08-01      | 4.5000%  | 0.0000% | $10001.00          | $104.93            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIBM1036                               | 2032-02-01      | 2.5000%  | 0.0000% | $2000.00           | $350.33            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL804641                               | 2034-12-01      | 6.0000%  | 0.0000% | $20000.00          | $104.11            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAZ8078                               | 2045-08-01      | 3.5000%  | 0.0000% | $1000.00           | $258.15            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL831604                               | 2036-06-01      | 6.0000%  | 0.0000% | $34247.00          | $113.45            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBO0988                               | 2049-07-01      | 3.5000%  | 0.0000% | $39000.00          | $4925.26           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTBM5440                               | 2038-11-01      | 4.5000%  | 0.0000% | $9000.00           | $1581.54           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIBC6850                               | 2031-05-01      | 2.5000%  | 0.0000% | $4691.00           | $1123.29           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAZ7916                               | 2026-04-01      | 3.5000%  | 0.0000% | $23000.00          | $86.56             | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD1015                               | 2048-05-01      | 4.5000%  | 0.0000% | $4000.00           | $2544.04           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLSD2563                               | 2052-10-01      | 4.5000%  | 0.0000% | $2000.00           | $1577.18           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLQF0409                               | 2052-09-01      | 5.0000%  | 0.0000% | $4003.00           | $3484.39           | Agency Mortgage-Backed Securities         |
| 06.500 FGPC C64672 G                               | 2032-03-01      | 6.5000%  | 0.0000% | $1108300.00        | $715.06            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB8505                               | 2035-10-01      | 2.5000%  | 0.0000% | $3000.00           | $1181.62           | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G08775 G                               | 2047-08-01      | 4.0000%  | 0.0000% | $10000.00          | $1125.58           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G16040 G                               | 2030-07-01      | 3.5000%  | 0.0000% | $5000.00           | $348.58            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G08682 G                               | 2045-12-01      | 4.0000%  | 0.0000% | $13000.00          | $1316.10           | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G08801 G                               | 2048-02-01      | 4.0000%  | 0.0000% | $8000.00           | $997.13            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC G02382 G                               | 2035-06-01      | 6.0000%  | 0.0000% | $20000.00          | $311.75            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL1168                               | 2026-01-01      | 3.5000%  | 0.0000% | $78145.00          | $118.72            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL500683                               | 2029-06-01      | 6.5000%  | 0.0000% | $300800.00         | $254.95            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G08785 G                               | 2047-09-01      | 4.0000%  | 0.0000% | $1000.00           | $121.57            | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G08300 G                               | 2038-11-01      | 5.5000%  | 0.0000% | $108533.00         | $538.92            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G18597 G                               | 2031-04-01      | 3.5000%  | 0.0000% | $4000.00           | $434.54            | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G04458 G                               | 2038-06-01      | 5.5000%  | 0.0000% | $446586.00         | $3229.77           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL8272                               | 2031-03-01      | 3.5000%  | 0.0000% | $19000.00          | $2229.15           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAL0003                               | 2026-02-01      | 4.0000%  | 0.0000% | $1100000.00        | $1284.68           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAH8854                               | 2041-04-01      | 4.5000%  | 0.0000% | $38000.00          | $2298.06           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL1107                               | 2041-11-01      | 4.5000%  | 0.0000% | $28000.00          | $1581.30           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CTAL7924                               | 2028-12-01      | 6.0000%  | 0.0000% | $13251.00          | $0.68              | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAI8946                               | 2026-09-01      | 3.5000%  | 0.0000% | $27424.00          | $181.01            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL3063                               | 2028-01-01      | 3.5000%  | 0.0000% | $2000.00           | $39.29             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL496250                               | 2029-04-01      | 6.5000%  | 0.0000% | $200000.00         | $152.28            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAJ5380                               | 2041-11-01      | 4.0000%  | 0.0000% | $9000.00           | $359.62            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAH9695                               | 2026-04-01      | 4.0000%  | 0.0000% | $84000.00          | $197.45            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIAL2665                               | 2026-04-01      | 4.5000%  | 0.0000% | $1309000.00        | $1766.20           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS3665                               | 2041-10-01      | 4.5000%  | 0.0000% | $36000.00          | $2051.77           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL575331                               | 2031-04-01      | 6.0000%  | 0.0000% | $4000000.00        | $4421.83           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIAL3197                               | 2026-06-01      | 5.0000%  | 0.0000% | $24456.00          | $0.03              | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL627702                               | 2032-02-01      | 6.5000%  | 0.0000% | $49000.00          | $131.34            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS0209                               | 2043-08-01      | 3.5000%  | 0.0000% | $7000.00           | $1234.08           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL566818                               | 2031-05-01      | 6.5000%  | 0.0000% | $145800.00         | $208.69            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZA0567                               | 2028-12-01      | 6.0000%  | 0.0000% | $567777.00         | $390.72            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL579463                               | 2031-04-01      | 6.0000%  | 0.0000% | $1002841.00        | $320.70            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CT256653                               | 2027-03-01      | 6.5000%  | 0.0000% | $1583003.00        | $3180.12           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTAL8062                               | 2029-06-01      | 5.5000%  | 0.0000% | $133067.00         | $248.96            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL575645                               | 2031-03-01      | 6.0000%  | 0.0000% | $380000.00         | $69.44             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL480950                               | 2029-03-01      | 6.5000%  | 0.0000% | $174900.00         | $396.42            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL434957                               | 2028-07-01      | 6.0000%  | 0.0000% | $670000.00         | $327.77            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL632768                               | 2032-02-01      | 6.5000%  | 0.0000% | $60000.00          | $249.44            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL1751                               | 2027-05-01      | 3.5000%  | 0.0000% | $310185.00         | $3296.93           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAH7507                               | 2026-03-01      | 3.5000%  | 0.0000% | $144403.00         | $353.35            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL629224                               | 2032-02-01      | 5.5000%  | 0.0000% | $31791.00          | $707.01            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL411493                               | 2028-04-01      | 6.0000%  | 0.0000% | $280000.00         | $243.66            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL456791                               | 2029-01-01      | 6.0000%  | 0.0000% | $203492.00         | $47.90             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL613922                               | 2031-12-01      | 6.0000%  | 0.0000% | $110000.00         | $513.19            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL545762                               | 2032-07-01      | 6.5000%  | 0.0000% | $1669933.00        | $2193.50           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLQA8274                               | 2050-03-01      | 3.5000%  | 0.0000% | $12000.00          | $2433.66           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAJ4147                               | 2026-11-01      | 3.5000%  | 0.0000% | $41670.00          | $256.96            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAL6745                               | 2044-08-01      | 4.0000%  | 0.0000% | $2000.00           | $244.97            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL601415                               | 2031-11-01      | 6.5000%  | 0.0000% | $205035.00         | $232.13            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CTZA2065                               | 2028-03-01      | 4.5000%  | 0.0000% | $1744306.00        | $3890.94           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT256676                               | 2027-04-01      | 5.5000%  | 0.0000% | $1050000.00        | $1913.77           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAL7970                               | 2029-04-01      | 4.0000%  | 0.0000% | $34000.00          | $136.14            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL535157                               | 2030-02-01      | 6.5000%  | 0.0000% | $22000.00          | $19.56             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL457001                               | 2029-01-01      | 6.0000%  | 0.0000% | $507600.00         | $346.37            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL630401                               | 2032-03-01      | 6.5000%  | 0.0000% | $50000.00          | $4.07              | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL8206                               | 2043-01-01      | 4.5000%  | 0.0000% | $11000.00          | $1374.38           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL571949                               | 2031-07-01      | 6.5000%  | 0.0000% | $256700.00         | $187.95            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAH6827                               | 2026-03-01      | 4.0000%  | 0.0000% | $990000.00         | $1805.26           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CTMA1608                               | 2033-10-01      | 3.5000%  | 0.0000% | $7000.00           | $731.08            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA3588                               | 2034-02-01      | 3.5000%  | 0.0000% | $29000.00          | $2155.28           | Agency Mortgage-Backed Securities         |
| FNRM CL051MB R21F051                               | 2051-08-25      | 3.0000%  | 0.0000% | $2700.00           | $1545.99           | Agency Collateralized Mortgage Obligation |
| FNMS 05.000 CLFS9044                               | 2054-05-01      | 5.0000%  | 0.0000% | $1000.00           | $920.18            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL943728                               | 2037-10-01      | 6.5000%  | 0.0000% | $49222.00          | $58.44             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAA4584                               | 2039-04-01      | 4.5000%  | 0.0000% | $18000.00          | $698.88            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL254199                               | 2032-01-01      | 6.5000%  | 0.0000% | $94500.00          | $141.26            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT255857                               | 2025-08-25      | 5.5000%  | 0.0000% | $4700000.00        | $19.69             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAB9469                               | 2043-05-01      | 3.5000%  | 0.0000% | $45623.00          | $3381.45           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL303713                               | 2026-02-01      | 6.5000%  | 0.0000% | $148200.00         | $3.11              | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT256516                               | 2026-12-01      | 5.5000%  | 0.0000% | $1221265.00        | $1695.61           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL398136                               | 2027-12-01      | 6.5000%  | 0.0000% | $174400.00         | $249.57            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA3219                               | 2032-12-01      | 3.5000%  | 0.0000% | $1000.00           | $130.22            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFS8852                               | 2052-04-01      | 2.5000%  | 0.0000% | $4000.00           | $3088.66           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 ZL310068                               | 2037-07-01      | 5.0000%  | 0.0000% | $118963.00         | $2694.29           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL889190                               | 2038-03-01      | 6.0000%  | 0.0000% | $175216.00         | $1260.28           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBU5201                               | 2054-11-01      | 6.0000%  | 0.0000% | $5978720.00        | $6062088.88        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT255970                               | 2025-10-01      | 6.0000%  | 0.0000% | $787967.00         | $295.05            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CNMA2958                               | 2027-02-01      | 2.0000%  | 0.0000% | $45434.00          | $1843.78           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL255741                               | 2035-05-01      | 6.0000%  | 0.0000% | $20351.00          | $245.63            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLBT7848                               | 2052-07-01      | 3.5000%  | 0.0000% | $5000.00           | $3816.93           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAB5004                               | 2027-04-01      | 3.5000%  | 0.0000% | $9000.00           | $146.79            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAA9154                               | 2039-08-01      | 4.5000%  | 0.0000% | $25013.00          | $2454.34           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDA1052                               | 2053-10-01      | 6.0000%  | 0.0000% | $2502068.00        | $2416422.31        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAB0194                               | 2039-01-01      | 5.5000%  | 0.0000% | $21000.00          | $254.22            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLDB0746                               | 2054-03-01      | 5.0000%  | 0.0000% | $2701648.00        | $2597294.05        | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAP5205                               | 2027-09-01      | 2.5000%  | 0.0000% | $173000.00         | $4990.50           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL589084                               | 2031-09-01      | 6.5000%  | 0.0000% | $82000.00          | $65.14             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL8383                               | 2045-10-01      | 4.5000%  | 0.0000% | $9000.00           | $1207.41           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCB5709                               | 2053-02-01      | 6.5000%  | 0.0000% | $1000.00           | $712.13            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CZ994137                               | 2048-11-01      | 5.5000%  | 0.0000% | $38393.00          | $2376.61           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAA8781                               | 2039-06-01      | 4.0000%  | 0.0000% | $49582.00          | $4425.38           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT256490                               | 2026-11-01      | 5.5000%  | 0.0000% | $1719742.00        | $2417.44           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL253673                               | 2031-03-01      | 7.5000%  | 0.0000% | $322792.00         | $249.97            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL905648                               | 2036-12-01      | 5.5000%  | 0.0000% | $143000.00         | $1481.57           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAB8446                               | 2028-02-01      | 2.5000%  | 0.0000% | $43000.00          | $1899.84           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT257125                               | 2028-03-01      | 5.5000%  | 0.0000% | $1200000.00        | $4283.94           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL987000                               | 2038-07-01      | 5.0000%  | 0.0000% | $1198884.00        | $4992.98           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL880330                               | 2036-04-01      | 6.0000%  | 0.0000% | $109000.00         | $970.02            | Agency Mortgage-Backed Securities         |
| FNRM CL016A R13F016                                | 2040-01-25      | 1.7500%  | 0.0000% | $55000.00          | $62.73             | Agency Collateralized Mortgage Obligation |
| FNMS 07.500 CL323640                               | 2029-04-01      | 7.5000%  | 0.0000% | $870000.00         | $288.58            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL252715                               | 2029-08-01      | 6.5000%  | 0.0000% | $410165.00         | $345.11            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAP0462                               | 2027-07-01      | 3.5000%  | 0.0000% | $32038.00          | $277.99            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAJ7688                               | 2041-12-01      | 4.0000%  | 0.0000% | $10000.00          | $430.02            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL1006                               | 2026-09-01      | 3.5000%  | 0.0000% | $179608.00         | $288.12            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CTAL1237                               | 2026-02-01      | 6.5000%  | 0.0000% | $1584297.00        | $101.24            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAP1651                               | 2042-08-01      | 3.0000%  | 0.0000% | $31410.00          | $3435.22           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL8081                               | 2031-02-01      | 3.5000%  | 0.0000% | $43000.00          | $667.05            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIAL3963                               | 2027-01-01      | 4.5000%  | 0.0000% | $128423.00         | $4.13              | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CIAL6713                               | 2027-01-01      | 4.5000%  | 0.0000% | $1400000.00        | $2422.40           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL0822                               | 2041-10-01      | 4.5000%  | 0.0000% | $55000.00          | $4477.80           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL1741                               | 2027-05-01      | 3.5000%  | 0.0000% | $320565.00         | $4798.34           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBM5098                               | 2048-12-01      | 5.0000%  | 0.0000% | $3000.00           | $584.80            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDE5914                               | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1006.58           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL815426                               | 2035-02-01      | 4.5000%  | 0.0000% | $27000.00          | $172.55            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL820242                               | 2035-07-01      | 5.0000%  | 0.0000% | $256000.00         | $3309.23           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL824343                               | 2035-08-01      | 5.0000%  | 0.0000% | $45116.00          | $123.02            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIBH5023                               | 2032-08-01      | 2.5000%  | 0.0000% | $2808.00           | $308.78            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIBD4529                               | 2031-09-01      | 2.5000%  | 0.0000% | $4608.00           | $859.62            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIBE2322                               | 2032-01-01      | 2.5000%  | 0.0000% | $9275.00           | $1527.61           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLRA2621                               | 2050-05-01      | 4.0000%  | 0.0000% | $22000.00          | $3798.36           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD2390                               | 2053-03-01      | 5.0000%  | 0.0000% | $3000.00           | $2407.81           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIZT2093                               | 2034-06-01      | 4.0000%  | 0.0000% | $7581.00           | $970.77            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CISB8155                               | 2037-05-01      | 3.0000%  | 0.0000% | $4000.00           | $2560.45           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZK7606                               | 2030-08-01      | 2.5000%  | 0.0000% | $5469.00           | $439.49            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZT1566                               | 2033-12-01      | 3.5000%  | 0.0000% | $40000.00          | $3160.99           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CTZS8801                               | 2026-03-01      | 6.5000%  | 0.0000% | $3020000.00        | $15.13             | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD5196                               | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $797.30            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZJ9294                               | 2027-11-01      | 5.5000%  | 0.0000% | $2415897.00        | $3090.83           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLSD8006                               | 2049-08-01      | 4.0000%  | 0.0000% | $2000.00           | $204.92            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZT0717                               | 2033-10-01      | 3.5000%  | 0.0000% | $28000.00          | $2323.23           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZL7894                               | 2044-03-01      | 4.5000%  | 0.0000% | $106000.00         | $3375.33           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS1558                               | 2044-01-01      | 4.0000%  | 0.0000% | $8000.00           | $866.17            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL872851                               | 2036-06-01      | 6.0000%  | 0.0000% | $34247.00          | $178.82            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 NP844838                               | 2036-04-01      | 5.5000%  | 0.0000% | $2000000.00        | $2401.96           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD1389                               | 2052-07-01      | 3.0000%  | 0.0000% | $5000.00           | $3499.13           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM2231                               | 2046-11-01      | 4.5000%  | 0.0000% | $1821.00           | $397.53            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM1032                               | 2046-04-01      | 4.5000%  | 0.0000% | $19016.00          | $4828.20           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CIZT1612                               | 2034-01-01      | 4.5000%  | 0.0000% | $25000.00          | $3050.91           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB8012                               | 2034-10-01      | 3.5000%  | 0.0000% | $12000.00          | $1667.17           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 3XZT0981                               | 2028-07-01      | 3.0000%  | 0.0000% | $23000.00          | $781.60            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL5060                               | 2043-02-01      | 3.5000%  | 0.0000% | $5000.00           | $617.10            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZT1989                               | 2033-01-01      | 3.5000%  | 0.0000% | $1000.00           | $221.62            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CISB0100                               | 2034-10-01      | 2.5000%  | 0.0000% | $3000.00           | $866.72            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB0979                               | 2038-01-01      | 3.5000%  | 0.0000% | $5000.00           | $3673.46           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD8038                               | 2050-01-01      | 3.5000%  | 0.0000% | $4000.00           | $587.45            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM3025                               | 2047-04-01      | 4.5000%  | 0.0000% | $6540.00           | $916.69            | Agency Mortgage-Backed Securities         |
| 05.500 FGPC A72770 G                               | 2038-02-01      | 5.5000%  | 0.0000% | $561816.00         | $4433.37           | Agency Mortgage-Backed Securities         |
| 06.000 FGPC G03794 G                               | 2038-01-01      | 6.0000%  | 0.0000% | $150000.00         | $925.52            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G08872 G                               | 2049-04-01      | 4.0000%  | 0.0000% | $8000.00           | $590.70            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G08857 G                               | 2049-01-01      | 4.0000%  | 0.0000% | $8000.00           | $518.98            | Agency Mortgage-Backed Securities         |
| 02.500 FGPC G16659 G                               | 2032-08-01      | 2.5000%  | 0.0000% | $5538.00           | $1207.85           | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G08370 G                               | 2039-10-01      | 5.5000%  | 0.0000% | $4316.00           | $92.65             | Agency Mortgage-Backed Securities         |
| 08.000 FGPC C34785 G                               | 2029-12-01      | 8.0000%  | 0.0000% | $705000.00         | $212.57            | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G06353 G                               | 2039-12-01      | 5.5000%  | 0.0000% | $183044.00         | $3688.97           | Agency Mortgage-Backed Securities         |
| 04.000 FGPC A86314 G                               | 2039-05-01      | 4.0000%  | 0.0000% | $87000.00          | $841.39            | Agency Mortgage-Backed Securities         |
| 04.500 FGPC G08600 G                               | 2044-08-01      | 4.5000%  | 0.0000% | $1000.00           | $57.63             | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G08269 G                               | 2038-05-01      | 5.5000%  | 0.0000% | $148809.00         | $1314.45           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G18369 G                               | 2025-12-01      | 3.5000%  | 0.0000% | $15554.00          | $31.32             | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C25256 G                               | 2029-04-01      | 6.0000%  | 0.0000% | $4185671.00        | $1110.11           | Agency Mortgage-Backed Securities         |
| 05.000 FGPC G08014 G                               | 2034-10-01      | 5.0000%  | 0.0000% | $50000.00          | $558.38            | Agency Mortgage-Backed Securities         |
| 04.500 FGPC G08853 G                               | 2048-12-01      | 4.5000%  | 0.0000% | $1000.00           | $71.69             | Agency Mortgage-Backed Securities         |
| 07.500 FGPC G00818 G                               | 2027-11-01      | 7.5000%  | 0.0000% | $2100.00           | $0.34              | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G05196 G                               | 2038-10-01      | 5.5000%  | 0.0000% | $544142.00         | $3391.46           | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G08831 G                               | 2048-08-01      | 4.0000%  | 0.0000% | $52000.00          | $3858.25           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA3275                               | 2048-01-01      | 3.0000%  | 0.0000% | $12000.00          | $1854.53           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL993138                               | 2038-10-01      | 6.0000%  | 0.0000% | $376400.00         | $1869.46           | Agency Mortgage-Backed Securities         |
| GNPL PN BX7841                                     | 2062-01-15      | 3.2500%  | 0.0000% | $2005.00           | $1390.46           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CVMA1580                               | 2028-09-01      | 3.0000%  | 0.0000% | $83604.00          | $4013.26           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA1658                               | 2028-10-01      | 3.5000%  | 0.0000% | $4000.00           | $183.15            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CNMA2899                               | 2027-02-01      | 2.5000%  | 0.0000% | $4574.00           | $169.56            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA3147                               | 2047-10-01      | 3.0000%  | 0.0000% | $3000.00           | $469.34            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTMA0436                               | 2030-04-01      | 5.5000%  | 0.0000% | $500000.00         | $2519.47           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIMA4384                               | 2036-07-01      | 2.5000%  | 0.0000% | $8000.00           | $4233.95           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4562                               | 2052-03-01      | 2.0000%  | 0.0000% | $3000.00           | $1965.52           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS7886                               | 2054-04-01      | 5.0000%  | 0.0000% | $1000.00           | $892.50            | Agency Mortgage-Backed Securities         |
| GNPL PN DA8503                                     | 2060-03-15      | 5.7200%  | 0.0000% | $3006.00           | $3172.36           | Agency Mortgage-Backed Securities         |
| GNPL PN CZ7772                                     | 2059-03-15      | 5.6600%  | 0.0000% | $3000.00           | $3090.90           | Agency Mortgage-Backed Securities         |
| GNPL PN DA8488                                     | 2059-05-15      | 5.8000%  | 0.0000% | $1000.00           | $1038.41           | Agency Mortgage-Backed Securities         |
| GNPL PN DA8497                                     | 2060-02-15      | 5.7500%  | 0.0000% | $2000.00           | $2082.58           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB9374                               | 2054-10-01      | 5.5000%  | 0.0000% | $1024.00           | $994.38            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3663                               | 2049-05-01      | 3.5000%  | 0.0000% | $4000.00           | $298.12            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3332                               | 2048-04-01      | 3.5000%  | 0.0000% | $2000.00           | $257.86            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3087                               | 2047-08-01      | 3.5000%  | 0.0000% | $12000.00          | $1351.88           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CVMA1162                               | 2027-07-01      | 3.0000%  | 0.0000% | $60479.00          | $1429.91           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4210                               | 2050-12-01      | 2.5000%  | 0.0000% | $2000.00           | $902.28            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIFM1810                               | 2034-04-01      | 4.0000%  | 0.0000% | $10000.00          | $1701.00           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4079                               | 2050-07-01      | 3.0000%  | 0.0000% | $16000.00          | $4543.50           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA3484                               | 2048-08-01      | 6.0000%  | 0.0000% | $6897.00           | $514.57            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CTCB9053                               | 2044-08-01      | 6.5000%  | 0.0000% | $2329932.00        | $1971431.95        | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM1028                               | 2049-06-01      | 3.5000%  | 0.0000% | $57000.00          | $4612.37           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLFM4904                               | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $413.83            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3027                               | 2047-06-01      | 4.0000%  | 0.0000% | $1000.00           | $105.21            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA2705                               | 2046-08-01      | 3.0000%  | 0.0000% | $1000.00           | $154.44            | Agency Mortgage-Backed Securities         |
| GNPL PN DH6641                                     | 2060-03-15      | 4.9600%  | 0.0000% | $1000.00           | $987.90            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAC8517                               | 2039-12-01      | 5.0000%  | 0.0000% | $100000.00         | $4018.24           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA6014                               | 2050-06-01      | 3.0000%  | 0.0000% | $11000.00          | $3938.90           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA3106                               | 2047-08-01      | 3.0000%  | 0.0000% | $1000.00           | $172.25            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3692                               | 2049-07-01      | 3.5000%  | 0.0000% | $10000.00          | $910.80            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA1188                               | 2048-02-01      | 3.5000%  | 0.0000% | $1653.00           | $200.55            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA2588                               | 2048-11-01      | 4.5000%  | 0.0000% | $4000.00           | $327.56            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3148                               | 2047-10-01      | 3.5000%  | 0.0000% | $2000.00           | $240.72            | Agency Mortgage-Backed Securities         |
| GNPL PN CN2872                                     | 2057-12-15      | 4.2100%  | 0.0000% | $4000.00           | $3715.04           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA3632                               | 2034-04-01      | 3.5000%  | 0.0000% | $59000.00          | $4592.57           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTMA3151                               | 2037-10-01      | 3.0000%  | 0.0000% | $14000.00          | $1921.47           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CVMA1419                               | 2028-03-01      | 3.0000%  | 0.0000% | $77125.00          | $2607.43           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA4080                               | 2050-07-01      | 3.5000%  | 0.0000% | $6000.00           | $1428.15           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA1316                               | 2042-12-01      | 2.5000%  | 0.0000% | $15028.00          | $2685.45           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIMA1386                               | 2028-02-01      | 2.0000%  | 0.0000% | $8582.00           | $394.22            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM8446                               | 2051-08-01      | 2.0000%  | 0.0000% | $1000.00           | $581.23            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAB7301                               | 2042-12-01      | 3.5000%  | 0.0000% | $1024.00           | $179.02            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIMA0678                               | 2026-03-01      | 4.0000%  | 0.0000% | $1000000.00        | $3041.54           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CVMA1358                               | 2028-01-01      | 3.0000%  | 0.0000% | $75082.00          | $2315.35           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM8911                               | 2051-02-01      | 3.5000%  | 0.0000% | $8000.00           | $3496.25           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CVMA1449                               | 2028-04-01      | 3.0000%  | 0.0000% | $83941.00          | $3333.47           | Agency Mortgage-Backed Securities         |
| GNPL PN DF8939                                     | 2059-12-15      | 4.9600%  | 0.0000% | $2000.00           | $1975.34           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAC8719                               | 2039-12-01      | 4.5000%  | 0.0000% | $4415.00           | $141.38            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIMA0732                               | 2026-04-01      | 4.0000%  | 0.0000% | $50000.00          | $197.34            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM3386                               | 2034-07-01      | 3.5000%  | 0.0000% | $30000.00          | $3787.90           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIBM3501                               | 2032-04-01      | 3.0000%  | 0.0000% | $25000.00          | $1783.68           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6322                               | 2053-05-01      | 5.5000%  | 0.0000% | $1400000.00        | $1170656.76        | Agency Mortgage-Backed Securities         |
| GNPL PN CO1755                                     | 2058-06-15      | 5.2400%  | 0.0000% | $2000.00           | $1995.39           | Agency Mortgage-Backed Securities         |
| GNPL PN CP3712                                     | 2058-05-15      | 5.1900%  | 0.0000% | $1000.00           | $993.26            | Agency Mortgage-Backed Securities         |
| GNPL PN CP0912                                     | 2063-04-15      | 4.9000%  | 0.0000% | $1000.00           | $983.01            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIBM4905                               | 2033-11-01      | 3.5000%  | 0.0000% | $11000.00          | $2427.26           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBM4097                               | 2047-07-01      | 4.5000%  | 0.0000% | $1543000.00        | $413307.66         | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBY6764                               | 2053-07-01      | 5.5000%  | 0.0000% | $680301.00         | $653886.33         | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL655083                               | 2032-08-01      | 6.5000%  | 0.0000% | $286936.00         | $312.60            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL745823                               | 2036-08-01      | 6.0000%  | 0.0000% | $250000.00         | $1164.64           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL784328                               | 2034-12-01      | 5.5000%  | 0.0000% | $50001.00          | $400.14            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIBJ4892                               | 2033-02-01      | 3.5000%  | 0.0000% | $3752.00           | $1253.96           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL713385                               | 2032-11-01      | 5.5000%  | 0.0000% | $6569.00           | $484.72            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL674952                               | 2032-12-01      | 5.5000%  | 0.0000% | $157861.00         | $1647.62           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL672488                               | 2032-11-01      | 5.5000%  | 0.0000% | $1477414.00        | $4860.84           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL711445                               | 2033-05-01      | 5.5000%  | 0.0000% | $5676.00           | $384.61            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL720735                               | 2033-07-01      | 5.5000%  | 0.0000% | $201807.00         | $1643.07           | Agency Mortgage-Backed Securities         |
| GNPL PN CN7606                                     | 2057-11-15      | 4.5000%  | 0.0000% | $2000.00           | $1889.45           | Agency Mortgage-Backed Securities         |
| GNPL PN CN2463                                     | 2058-01-15      | 4.4500%  | 0.0000% | $2867.00           | $2709.12           | Agency Mortgage-Backed Securities         |
| GNPL PN CP3622                                     | 2057-10-15      | 4.1900%  | 0.0000% | $1000.00           | $924.68            | Agency Mortgage-Backed Securities         |
| GNPL PN CP2685                                     | 2065-07-15      | 4.7400%  | 0.0000% | $2000.00           | $1908.13           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIBK7900                               | 2033-10-01      | 4.0000%  | 0.0000% | $6268.00           | $705.52            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCB4129                               | 2052-07-01      | 4.5000%  | 0.0000% | $3000.00           | $2288.25           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CICB2201                               | 2036-09-01      | 2.5000%  | 0.0000% | $6697.00           | $4752.15           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CNBM3267                               | 2028-01-01      | 3.5000%  | 0.0000% | $20628.00          | $938.40            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCB6698                               | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $769.74            | Agency Mortgage-Backed Securities         |
| GNPL PN CP7208                                     | 2057-11-15      | 4.0000%  | 0.0000% | $5000.00           | $4572.01           | Agency Mortgage-Backed Securities         |
| GNHA AL CO7817 H                                   | 2072-07-20      | 6.7010%  | 0.0000% | $2000.00           | $1959.11           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFA2086                               | 2053-10-01      | 4.5000%  | 0.0000% | $15632780.00       | $14830191.20       | Agency Mortgage-Backed Securities         |
| GNPL PN CI1769                                     | 2057-07-15      | 2.5700%  | 0.0000% | $4000.00           | $3298.21           | Agency Mortgage-Backed Securities         |
| GNPL PN CM3795                                     | 2058-05-15      | 4.7600%  | 0.0000% | $2016.00           | $1951.85           | Agency Mortgage-Backed Securities         |
| GNPL PN CJ1375                                     | 2058-02-15      | 5.0400%  | 0.0000% | $3072.00           | $3011.63           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3548                               | 2048-12-01      | 3.5000%  | 0.0000% | $8000.00           | $703.52            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM9088                               | 2035-06-01      | 3.5000%  | 0.0000% | $5000.00           | $2169.44           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM9043                               | 2049-02-01      | 4.0000%  | 0.0000% | $6000.00           | $2768.34           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA3082                               | 2047-07-01      | 3.0000%  | 0.0000% | $1000.00           | $171.51            | Agency Mortgage-Backed Securities         |
| FNMS 01.500 CIFM7905                               | 2036-07-01      | 1.5000%  | 0.0000% | $1000.00           | $524.82            | Agency Mortgage-Backed Securities         |
| GNPL PN DJ4971                                     | 2060-07-15      | 5.8500%  | 0.0000% | $1006.00           | $1050.79           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLCA2190                               | 2048-08-01      | 4.0000%  | 0.0000% | $2000.00           | $153.69            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS0675                               | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $629.78            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIBM1400                               | 2029-04-01      | 3.5000%  | 0.0000% | $14000.00          | $1379.39           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL831872                               | 2036-11-01      | 6.5000%  | 0.0000% | $4000.00           | $20.09             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAV2326                               | 2028-12-01      | 3.5000%  | 0.0000% | $38000.00          | $1700.92           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL675815                               | 2032-12-01      | 5.5000%  | 0.0000% | $42689.00          | $895.44            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL827953                               | 2035-05-01      | 6.0000%  | 0.0000% | $25540.00          | $408.66            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL769790                               | 2034-02-01      | 6.0000%  | 0.0000% | $1800000.00        | $3432.39           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL740345                               | 2033-10-01      | 4.5000%  | 0.0000% | $27000.00          | $232.85            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL729713                               | 2033-08-01      | 4.5000%  | 0.0000% | $231304.00         | $2612.06           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL759339                               | 2034-01-01      | 6.0000%  | 0.0000% | $18000000.00       | $128439.93         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL790968                               | 2034-09-01      | 4.5000%  | 0.0000% | $179093.00         | $4290.29           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT831438                               | 2026-04-01      | 6.0000%  | 0.0000% | $100000.00         | $33.80             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL776657                               | 2029-06-01      | 4.5000%  | 0.0000% | $200000.00         | $2305.40           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL871256                               | 2036-04-01      | 6.0000%  | 0.0000% | $1006528.00        | $4277.99           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIBN3975                               | 2034-01-01      | 3.0000%  | 0.0000% | $12000.00          | $1384.69           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDA0788                               | 2053-09-01      | 5.5000%  | 0.0000% | $5356280.00        | $4992481.77        | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL651463                               | 2032-07-01      | 6.5000%  | 0.0000% | $108956.00         | $640.68            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA0859                               | 2047-12-01      | 3.5000%  | 0.0000% | $29000.00          | $4243.62           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBN6710                               | 2049-06-01      | 4.5000%  | 0.0000% | $7000.00           | $2082.75           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL709697                               | 2033-06-01      | 5.5000%  | 0.0000% | $39486.00          | $28.92             | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HXBZ3041                               | 2032-02-01      | 4.7000%  | 0.0000% | $1000.00           | $1008.14           | Agency Mortgage-Backed Securities         |
| MNAR XX.XXX HYBZ3968                               | 2035-05-01      | 4.9400%  | 0.0000% | $1000.00           | $1010.00           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAV0315                               | 2028-11-01      | 2.5000%  | 0.0000% | $11422.00          | $1190.06           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA1396                               | 2043-02-01      | 3.5000%  | 0.0000% | $26516.00          | $3726.21           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL915662                               | 2037-04-01      | 6.0000%  | 0.0000% | $175000.00         | $3778.71           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL366200                               | 2026-06-01      | 6.5000%  | 0.0000% | $43400.00          | $11.51             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAA9133                               | 2039-08-01      | 4.5000%  | 0.0000% | $25924.00          | $1733.48           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL413212                               | 2028-03-01      | 6.0000%  | 0.0000% | $494627.00         | $106.68            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3276                               | 2048-02-01      | 3.5000%  | 0.0000% | $3000.00           | $386.81            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB4230                               | 2054-07-01      | 6.0000%  | 0.0000% | $1693802.00        | $1731425.46        | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL903010                               | 2036-12-01      | 5.5000%  | 0.0000% | $33300.00          | $362.03            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL885704                               | 2036-10-01      | 6.0000%  | 0.0000% | $1250000.00        | $1766.23           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL937009                               | 2037-06-01      | 6.0000%  | 0.0000% | $85000.00          | $1211.14           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL888352                               | 2037-05-01      | 5.5000%  | 0.0000% | $29000.00          | $387.84            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4398                               | 2051-08-01      | 2.0000%  | 0.0000% | $2000.00           | $1215.76           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA3416                               | 2048-07-01      | 4.5000%  | 0.0000% | $9000.00           | $712.80            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CL928938                               | 2037-12-01      | 7.0000%  | 0.0000% | $200000.00         | $1862.31           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2051-08-25      | 1.5000%  | 0.0000% | $1267.00           | $516.25            | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CL252255                               | 2029-02-01      | 6.5000%  | 0.0000% | $196000.00         | $165.97            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL897161                               | 2036-10-01      | 6.0000%  | 0.0000% | $1131789.00        | $2202.84           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA2764                               | 2046-09-01      | 2.5000%  | 0.0000% | $25250.00          | $4714.00           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2045-03-15      | 3.5000%  | 0.0000% | $201900.00         | $345.50            | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CL966347                               | 2037-12-01      | 6.0000%  | 0.0000% | $106000.00         | $1506.09           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL922433                               | 2037-01-01      | 5.5000%  | 0.0000% | $94705.00          | $899.70            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2049-02-15      | 3.5000%  | 0.0000% | $45000.00          | $4192.44           | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CL930407                               | 2039-01-01      | 6.0000%  | 0.0000% | $40737.00          | $619.85            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL452026                               | 2028-11-01      | 6.5000%  | 0.0000% | $33000.00          | $4.65              | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL535285                               | 2030-02-01      | 6.5000%  | 0.0000% | $249078.00         | $227.60            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL456276                               | 2028-12-01      | 6.0000%  | 0.0000% | $139000.00         | $121.37            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA2671                               | 2046-07-01      | 3.5000%  | 0.0000% | $2000.00           | $243.53            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CVMA1775                               | 2028-12-01      | 3.0000%  | 0.0000% | $61366.00          | $2927.37           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL928497                               | 2037-07-01      | 6.5000%  | 0.0000% | $800000.00         | $4470.45           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT929054                               | 2028-01-01      | 6.0000%  | 0.0000% | $183702.00         | $1545.67           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAC9236                               | 2040-07-01      | 4.5000%  | 0.0000% | $27000.00          | $225.63            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL535823                               | 2031-04-01      | 6.5000%  | 0.0000% | $113070.00         | $72.44             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CTMA1290                               | 2032-12-01      | 3.5000%  | 0.0000% | $9000.00           | $824.62            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL449112                               | 2028-11-01      | 6.5000%  | 0.0000% | $1041419.00        | $180.50            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL985558                               | 2038-06-01      | 5.5000%  | 0.0000% | $1337948.00        | $3412.58           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA3462                               | 2033-09-01      | 3.5000%  | 0.0000% | $18000.00          | $1463.52           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLMA4398                               | 2051-08-01      | 2.0000%  | 0.0000% | $4000.00           | $2431.52           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL986385                               | 2038-07-01      | 6.0000%  | 0.0000% | $1000000.00        | $2660.80           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA3143                               | 2047-09-01      | 3.0000%  | 0.0000% | $25000.00          | $4294.98           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL966463                               | 2038-01-01      | 6.0000%  | 0.0000% | $33216.00          | $393.98            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAA3222                               | 2039-04-01      | 4.0000%  | 0.0000% | $34795.00          | $2697.44           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA3377                               | 2048-05-01      | 3.0000%  | 0.0000% | $14000.00          | $2278.44           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3637                               | 2049-04-01      | 3.5000%  | 0.0000% | $27000.00          | $2052.77           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIMA3340                               | 2033-04-01      | 3.5000%  | 0.0000% | $20000.00          | $2242.85           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4379                               | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $580.02            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA3331                               | 2048-04-01      | 3.0000%  | 0.0000% | $23000.00          | $3356.25           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA3563                               | 2049-01-01      | 4.0000%  | 0.0000% | $24000.00          | $1615.03           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3939                               | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $138.58            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIMA2830                               | 2031-12-01      | 2.5000%  | 0.0000% | $1560.00           | $240.66            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3745                               | 2049-08-01      | 3.5000%  | 0.0000% | $12000.00          | $1216.92           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CTMA4072                               | 2040-07-01      | 2.5000%  | 0.0000% | $13218.00          | $4516.96           | Agency Mortgage-Backed Securities         |
| GNPL PN DC7227                                     | 2060-02-15      | 5.7900%  | 0.0000% | $1007.00           | $1050.96           | Agency Mortgage-Backed Securities         |
| GNPL PN DD2254                                     | 2059-11-15      | 4.7300%  | 0.0000% | $1000.00           | $972.77            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM3035                               | 2049-09-01      | 4.0000%  | 0.0000% | $2000.00           | $588.37            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM3387                               | 2035-03-01      | 3.5000%  | 0.0000% | $14000.00          | $2527.13           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAE1428                               | 2040-08-01      | 4.5000%  | 0.0000% | $6947.00           | $185.55            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLMA5135                               | 2053-09-01      | 4.0000%  | 0.0000% | $5000.00           | $4157.77           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLFA0907                               | 2054-09-01      | 5.5000%  | 0.0000% | $1024.00           | $1011.54           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAD6437                               | 2040-06-01      | 5.0000%  | 0.0000% | $39000.00          | $1779.19           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFA1059                               | 2054-02-01      | 6.5000%  | 0.0000% | $62982144.00       | $62938078.94       | Agency Mortgage-Backed Securities         |
| GNPL PN DJ7942                                     | 2060-06-15      | 5.9400%  | 0.0000% | $1044.00           | $1088.98           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTFS1677                               | 2040-03-01      | 3.0000%  | 0.0000% | $3000.00           | $1783.69           | Agency Mortgage-Backed Securities         |
| GNHA AL DJ0285 H                                   | 2075-04-20      | 6.7280%  | 0.0000% | $1000.00           | $1060.22           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFS2931                               | 2037-03-01      | 2.0000%  | 0.0000% | $5000.00           | $3200.85           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM1578                               | 2034-09-01      | 3.5000%  | 0.0000% | $3000.00           | $656.80            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM1367                               | 2049-08-01      | 3.5000%  | 0.0000% | $3000.00           | $265.15            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM4251                               | 2049-12-01      | 3.5000%  | 0.0000% | $7000.00           | $1068.38           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTAE0305                               | 2025-09-01      | 5.5000%  | 0.0000% | $416363.00         | $2.55              | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX3652                               | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1036.51           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFA2334                               | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $791.97            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA4838                               | 2052-12-01      | 3.5000%  | 0.0000% | $2000.00           | $1568.69           | Agency Mortgage-Backed Securities         |
| GNPL PN CH0471                                     | 2057-08-15      | 3.9400%  | 0.0000% | $1000.00           | $909.46            | Agency Mortgage-Backed Securities         |
| GNHA AL DJ1362 H                                   | 2075-03-20      | 6.7790%  | 0.0000% | $1000.00           | $1045.76           | Agency Mortgage-Backed Securities         |
| GNPL PN CR8826                                     | 2058-04-15      | 5.0800%  | 0.0000% | $1000.00           | $984.83            | Agency Mortgage-Backed Securities         |
| GNPL PN CS6535                                     | 2058-05-15      | 4.7600%  | 0.0000% | $5000.00           | $4840.90           | Agency Mortgage-Backed Securities         |
| GNPL PN DJ8021                                     | 2060-07-15      | 5.7000%  | 0.0000% | $1000.00           | $1033.34           | Agency Mortgage-Backed Securities         |
| GNPL PN DJ6459                                     | 2060-07-15      | 5.6600%  | 0.0000% | $1000.00           | $1030.36           | Agency Mortgage-Backed Securities         |
| GNPL PN DF9972                                     | 2059-11-15      | 4.9800%  | 0.0000% | $1000.00           | $983.88            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS2788                               | 2039-10-01      | 4.5000%  | 0.0000% | $65000.00          | $1951.95           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAI1059                               | 2041-06-01      | 4.5000%  | 0.0000% | $91000.00          | $2845.88           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAJ1405                               | 2041-09-01      | 4.0000%  | 0.0000% | $37832.00          | $2755.80           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CTAL9073                               | 2029-09-01      | 6.0000%  | 0.0000% | $48364.00          | $1866.85           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAV1710                               | 2043-11-01      | 4.5000%  | 0.0000% | $1000.00           | $181.67            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAX1556                               | 2030-02-01      | 2.5000%  | 0.0000% | $2625.00           | $191.36            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAW9153                               | 2044-07-01      | 5.0000%  | 0.0000% | $38000.00          | $4475.22           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAZ1870                               | 2045-06-01      | 4.0000%  | 0.0000% | $5000.00           | $928.92            | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLSD8030                               | 2049-12-01      | 3.0000%  | 0.0000% | $2000.00           | $347.40            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8043                               | 2050-02-01      | 2.5000%  | 0.0000% | $5000.00           | $1218.25           | Agency Mortgage-Backed Securities         |
| Farm Federal Credit Bank                           | 2040-02-10      | 5.7000%  | 0.0000% | $1000.00           | $1020.55           | Agency Debentures and Agency Strips       |
| 05.000 FGPC G31106 G                               | 2031-09-01      | 5.0000%  | 0.0000% | $105086.00         | $94.20             | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G30963 G                               | 2036-11-01      | 4.0000%  | 0.0000% | $7535.00           | $1281.88           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLSD8267                               | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $805.39            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CTZA2079                               | 2028-05-01      | 4.5000%  | 0.0000% | $102000.00         | $371.57            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLSD6654                               | 2052-06-01      | 3.5000%  | 0.0000% | $5000.00           | $4287.84           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZA2022                               | 2027-09-01      | 5.5000%  | 0.0000% | $1831000.00        | $2704.92           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CTZA2122                               | 2029-05-01      | 4.5000%  | 0.0000% | $725620.00         | $4703.24           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CTZA2109                               | 2029-02-01      | 4.5000%  | 0.0000% | $91186.00          | $313.96            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLSD8107                               | 2050-11-01      | 2.5000%  | 0.0000% | $6000.00           | $2582.66           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQA5381                               | 2049-12-01      | 3.0000%  | 0.0000% | $7000.00           | $1368.42           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBK8816                               | 2048-08-01      | 5.0000%  | 0.0000% | $14628.00          | $1501.49           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CTAV5504                               | 2034-01-01      | 4.5000%  | 0.0000% | $1172952.00        | $403708.51         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAS5614                               | 2030-08-01      | 2.5000%  | 0.0000% | $23986.00          | $2371.11           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAS1361                               | 2028-12-01      | 3.5000%  | 0.0000% | $39268.00          | $1533.38           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAV2092                               | 2043-11-01      | 3.5000%  | 0.0000% | $15516.00          | $972.02            | Agency Mortgage-Backed Securities         |
| FNRM CL022GP R02F022                               | 2032-04-25      | 6.2500%  | 0.0000% | $64000.00          | $1637.21           | Agency Collateralized Mortgage Obligation |
| FNMS 03.500 CLAX9149                               | 2045-01-01      | 3.5000%  | 0.0000% | $51679.00          | $4998.92           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAX1319                               | 2029-09-01      | 3.5000%  | 0.0000% | $33702.00          | $1459.02           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL670551                               | 2032-08-01      | 6.5000%  | 0.0000% | $1489615.00        | $1910.07           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAX1542                               | 2045-01-01      | 3.5000%  | 0.0000% | $12162.00          | $666.97            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAX3715                               | 2027-06-01      | 3.5000%  | 0.0000% | $100000.00         | $1548.40           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAU2394                               | 2029-05-01      | 2.5000%  | 0.0000% | $17183.00          | $631.98            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAU8780                               | 2028-10-01      | 2.5000%  | 0.0000% | $4384.00           | $317.10            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAW1544                               | 2029-03-01      | 4.0000%  | 0.0000% | $20000.00          | $733.75            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL672415                               | 2032-09-01      | 6.5000%  | 0.0000% | $50000.00          | $337.85            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAW1543                               | 2029-03-01      | 3.5000%  | 0.0000% | $19000.00          | $636.16            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAY2974                               | 2045-05-01      | 3.5000%  | 0.0000% | $23434.00          | $2167.81           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAW8749                               | 2044-07-01      | 4.5000%  | 0.0000% | $3970.00           | $198.89            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAX9172                               | 2045-01-01      | 3.5000%  | 0.0000% | $1257.00           | $89.29             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAY4301                               | 2044-12-01      | 4.0000%  | 0.0000% | $1600.00           | $403.96            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAV0692                               | 2043-12-01      | 4.0000%  | 0.0000% | $11000.00          | $1211.20           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAV9274                               | 2029-02-01      | 3.5000%  | 0.0000% | $27686.00          | $1145.32           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAX0672                               | 2044-08-01      | 3.5000%  | 0.0000% | $17407.00          | $1084.98           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAW2045                               | 2044-04-01      | 4.5000%  | 0.0000% | $20178.00          | $2093.54           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAR7312                               | 2028-08-01      | 3.0000%  | 0.0000% | $103791.00         | $2912.54           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAY3416                               | 2030-04-01      | 2.5000%  | 0.0000% | $25392.00          | $1908.88           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL653359                               | 2032-09-01      | 6.5000%  | 0.0000% | $221003.00         | $399.99            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB8236                               | 2038-04-01      | 3.5000%  | 0.0000% | $8000.00           | $4452.77           | Agency Mortgage-Backed Securities         |
| FNMS 08.000 CL695533                               | 2027-06-01      | 8.0000%  | 0.0000% | $250000.00         | $894.19            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAX3601                               | 2045-01-01      | 3.5000%  | 0.0000% | $6273.00           | $646.89            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAS9495                               | 2032-04-01      | 2.5000%  | 0.0000% | $21112.00          | $3607.54           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAU8968                               | 2029-01-01      | 2.5000%  | 0.0000% | $3885.00           | $130.12            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAV8516                               | 2029-03-01      | 3.5000%  | 0.0000% | $7000.00           | $300.36            | Agency Mortgage-Backed Securities         |
| 08.000 FGPC C38818 G                               | 2030-04-01      | 8.0000%  | 0.0000% | $266503.00         | $1960.67           | Agency Mortgage-Backed Securities         |
| 08.000 FGPC C43909 G                               | 2030-10-01      | 8.0000%  | 0.0000% | $82984.00          | $161.76            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C48005 G                               | 2031-02-01      | 7.0000%  | 0.0000% | $1585475.00        | $1725.52           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C29244 G                               | 2029-07-01      | 7.0000%  | 0.0000% | $50000.00          | $44.85             | Agency Mortgage-Backed Securities         |
| 08.500 FGPC C43899 G                               | 2030-10-01      | 8.5000%  | 0.0000% | $569523.00         | $3877.92           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI3182                               | 2035-04-01      | 5.0000%  | 0.0000% | $90766.00          | $1382.17           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC J30383 G                               | 2030-01-01      | 3.5000%  | 0.0000% | $34016.00          | $722.85            | Agency Mortgage-Backed Securities         |
| 06.500 FGPC C01197 G                               | 2031-07-01      | 6.5000%  | 0.0000% | $216718.00         | $127.01            | Agency Mortgage-Backed Securities         |
| 06.500 FGPC C35683 G                               | 2030-01-01      | 6.5000%  | 0.0000% | $1000000.00        | $2705.77           | Agency Mortgage-Backed Securities         |
| 08.000 FGPC C37136 G                               | 2030-03-01      | 8.0000%  | 0.0000% | $1346971.00        | $1159.48           | Agency Mortgage-Backed Securities         |
| 08.000 FGPC C49267 G                               | 2031-03-01      | 8.0000%  | 0.0000% | $194000.00         | $3405.26           | Agency Mortgage-Backed Securities         |
| 08.000 FGPC C37463 G                               | 2030-04-01      | 8.0000%  | 0.0000% | $1333110.00        | $3575.00           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C57765 G                               | 2031-09-01      | 7.0000%  | 0.0000% | $469492.00         | $432.81            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZM3904                               | 2047-08-01      | 3.5000%  | 0.0000% | $19118.00          | $3241.02           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI1904                               | 2034-05-01      | 5.0000%  | 0.0000% | $260000.00         | $1434.53           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C33164 G                               | 2029-11-01      | 7.0000%  | 0.0000% | $300385.00         | $2672.04           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC J30279 G                               | 2030-01-01      | 3.5000%  | 0.0000% | $32943.00          | $4019.12           | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A16817 G                               | 2033-12-01      | 6.0000%  | 0.0000% | $50000.00          | $270.41            | Agency Mortgage-Backed Securities         |
| 07.500 FGPC C32288 G                               | 2029-10-01      | 7.5000%  | 0.0000% | $10000.00          | $4.52              | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C51923 G                               | 2031-05-01      | 6.0000%  | 0.0000% | $236000.00         | $216.90            | Agency Mortgage-Backed Securities         |
| 07.500 FGPC C01325 G                               | 2032-01-01      | 7.5000%  | 0.0000% | $26711.00          | $45.12             | Agency Mortgage-Backed Securities         |
| 08.000 FGPC C41636 G                               | 2030-08-01      | 8.0000%  | 0.0000% | $6126838.00        | $2184.98           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI0253                               | 2033-06-01      | 4.5000%  | 0.0000% | $31900.00          | $267.94            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C01120 G                               | 2031-01-01      | 7.0000%  | 0.0000% | $57000.00          | $18.08             | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI8567                               | 2039-02-01      | 4.5000%  | 0.0000% | $249513.00         | $988.87            | Agency Mortgage-Backed Securities         |
| 08.000 FGPC C00569 G                               | 2027-11-01      | 8.0000%  | 0.0000% | $94500.00          | $10.04             | Agency Mortgage-Backed Securities         |
| 04.500 FGPC A97047 G                               | 2041-02-01      | 4.5000%  | 0.0000% | $70000.00          | $2509.52           | Agency Mortgage-Backed Securities         |
| 04.500 FGPC A96366 G                               | 2041-01-01      | 4.5000%  | 0.0000% | $16000.00          | $933.69            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C24962 G                               | 2029-04-01      | 6.0000%  | 0.0000% | $480000.00         | $274.40            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C15584 G                               | 2028-09-01      | 6.0000%  | 0.0000% | $62913.00          | $83.24             | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C18457 G                               | 2028-12-01      | 6.0000%  | 0.0000% | $495000.00         | $448.35            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C55740 G                               | 2030-01-01      | 7.0000%  | 0.0000% | $402542.00         | $824.05            | Agency Mortgage-Backed Securities         |
| 05.500 FGPC A89145 G                               | 2039-10-01      | 5.5000%  | 0.0000% | $12342.00          | $373.54            | Agency Mortgage-Backed Securities         |
| 02.000 FGPC J25686 G                               | 2028-09-01      | 2.0000%  | 0.0000% | $18530.00          | $1173.32           | Agency Mortgage-Backed Securities         |
| 08.000 FGPC C48007 G                               | 2031-02-01      | 8.0000%  | 0.0000% | $181000.00         | $1516.66           | Agency Mortgage-Backed Securities         |
| 08.000 FGPC C39762 G                               | 2030-06-01      | 8.0000%  | 0.0000% | $34377.00          | $46.50             | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C01306 G                               | 2032-01-01      | 7.0000%  | 0.0000% | $217000.00         | $284.47            | Agency Mortgage-Backed Securities         |
| 08.000 FGPC C37710 G                               | 2030-04-01      | 8.0000%  | 0.0000% | $731912.00         | $2218.63           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C60012 G                               | 2031-11-01      | 7.0000%  | 0.0000% | $72458.00          | $67.59             | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C55711 G                               | 2031-03-01      | 7.0000%  | 0.0000% | $1108904.00        | $3465.45           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CTZA1914                               | 2025-12-01      | 5.0000%  | 0.0000% | $10000000.00       | $3152.43           | Agency Mortgage-Backed Securities         |
| 08.500 FGPC C41171 G                               | 2030-08-01      | 8.5000%  | 0.0000% | $240303.00         | $316.91            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C24260 G                               | 2029-04-01      | 7.0000%  | 0.0000% | $25000.00          | $51.42             | Agency Mortgage-Backed Securities         |
| 08.000 FGPC C59341 G                               | 2031-10-01      | 8.0000%  | 0.0000% | $42153.00          | $259.93            | Agency Mortgage-Backed Securities         |
| 06.500 FGPC C13949 G                               | 2028-08-01      | 6.5000%  | 0.0000% | $21000.00          | $15.21             | Agency Mortgage-Backed Securities         |
| 08.000 FGPC C41674 G                               | 2030-08-01      | 8.0000%  | 0.0000% | $3749446.00        | $1154.19           | Agency Mortgage-Backed Securities         |
| 02.500 FGPC J32491 G                               | 2030-07-01      | 2.5000%  | 0.0000% | $4848.00           | $440.70            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZK4223                               | 2027-06-01      | 2.5000%  | 0.0000% | $24479.00          | $547.38            | Agency Mortgage-Backed Securities         |
| 08.500 FGPC C36261 G                               | 2030-02-01      | 8.5000%  | 0.0000% | $2241546.00        | $609.33            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C01147 G                               | 2031-03-01      | 7.0000%  | 0.0000% | $66069.00          | $61.34             | Agency Mortgage-Backed Securities         |
| 06.500 FGPC H09197 G                               | 2038-10-01      | 6.5000%  | 0.0000% | $571000.00         | $4770.99           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL2195                               | 2041-10-01      | 3.5000%  | 0.0000% | $16000.00          | $656.95            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC H09059 G                               | 2037-08-01      | 7.0000%  | 0.0000% | $295000.00         | $819.11            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C00782 G                               | 2029-04-01      | 7.0000%  | 0.0000% | $23000.00          | $14.58             | Agency Mortgage-Backed Securities         |
| 03.500 FGPC J15183 G                               | 2026-05-01      | 3.5000%  | 0.0000% | $24100.00          | $44.53             | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZL2511                               | 2041-12-01      | 4.0000%  | 0.0000% | $18000.00          | $2339.92           | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A82829 G                               | 2038-11-01      | 6.0000%  | 0.0000% | $13396.00          | $47.71             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL930731                               | 2039-03-01      | 4.5000%  | 0.0000% | $2706.00           | $36.60             | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB4036                               | 2052-07-01      | 5.0000%  | 0.0000% | $6000.00           | $4507.94           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL959642                               | 2037-11-01      | 6.0000%  | 0.0000% | $228000.00         | $2340.36           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAB3387                               | 2041-08-01      | 4.0000%  | 0.0000% | $2000.00           | $88.76             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL938342                               | 2037-07-01      | 6.0000%  | 0.0000% | $3000.00           | $18.02             | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL934272                               | 2038-06-01      | 5.0000%  | 0.0000% | $185641.00         | $2783.52           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CI890430                               | 2027-07-01      | 3.5000%  | 0.0000% | $13000.00          | $147.04            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL947216                               | 2037-10-01      | 6.0000%  | 0.0000% | $1000.00           | $17.66             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL995654                               | 2039-02-01      | 6.0000%  | 0.0000% | $9000.00           | $102.61            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL909141                               | 2038-01-01      | 6.0000%  | 0.0000% | $25000.00          | $646.97            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL942283                               | 2037-08-01      | 6.0000%  | 0.0000% | $34950.00          | $427.23            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CV890615                               | 2029-06-01      | 4.0000%  | 0.0000% | $96000.00          | $4759.14           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL901690                               | 2036-10-01      | 6.0000%  | 0.0000% | $41679.00          | $213.03            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL985462                               | 2038-07-01      | 6.0000%  | 0.0000% | $3249850.00        | $3413.99           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIFS3607                               | 2037-02-01      | 2.5000%  | 0.0000% | $2000.00           | $1410.86           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS0631                               | 2052-02-01      | 3.0000%  | 0.0000% | $4000.00           | $2609.30           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIFS0114                               | 2035-08-01      | 3.0000%  | 0.0000% | $1000.00           | $460.01            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIFS0114                               | 2035-08-01      | 3.0000%  | 0.0000% | $3000.00           | $1380.04           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM6753                               | 2050-10-01      | 4.0000%  | 0.0000% | $14000.00          | $4136.77           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIFM8732                               | 2036-09-01      | 2.0000%  | 0.0000% | $1000.00           | $467.83            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM8104                               | 2051-07-01      | 3.0000%  | 0.0000% | $1000.00           | $590.21            | Agency Mortgage-Backed Securities         |
| GNRA 2023-073 GA                                   | 2055-09-16      | 3.2500%  | 0.0000% | $35285568.00       | $30621226.71       | Agency Collateralized Mortgage Obligation |
| FNMS 02.500 CLFM9476                               | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $625.47            | Agency Mortgage-Backed Securities         |
| GNRA 2022-096 B                                    | 2057-05-16      | 2.2500%  | 0.0000% | $97804032.00       | $70382813.35       | Agency Collateralized Mortgage Obligation |
| FNMS 02.500 CLFS2596                               | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $667.18            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFS2050                               | 2051-02-01      | 4.0000%  | 0.0000% | $5000.00           | $3231.01           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLCA0462                               | 2047-09-01      | 3.5000%  | 0.0000% | $4440.00           | $459.94            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL916916                               | 2037-05-01      | 6.0000%  | 0.0000% | $147000.00         | $1104.02           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL942786                               | 2037-08-01      | 6.0000%  | 0.0000% | $43618.00          | $535.36            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFS4367                               | 2037-05-01      | 3.5000%  | 0.0000% | $1000.00           | $622.98            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIFM2815                               | 2033-04-01      | 2.5000%  | 0.0000% | $1000.00           | $260.23            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFS8874                               | 2052-06-01      | 3.0000%  | 0.0000% | $3000.00           | $2439.48           | Agency Mortgage-Backed Securities         |
| GNPL PN DB4189                                     | 2059-09-15      | 5.2000%  | 0.0000% | $5000.00           | $4994.44           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL896303                               | 2036-07-01      | 6.0000%  | 0.0000% | $35263.00          | $277.24            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLCC0393                               | 2055-05-01      | 5.5000%  | 0.0000% | $1026.00           | $1018.23           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL888029                               | 2036-12-01      | 6.0000%  | 0.0000% | $750000.00         | $3937.76           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL891799                               | 2036-07-01      | 6.0000%  | 0.0000% | $334495.00         | $750.82            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM3098                               | 2030-08-01      | 3.5000%  | 0.0000% | $96000.00          | $2008.35           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA1742                               | 2055-01-01      | 5.0000%  | 0.0000% | $1024.00           | $985.68            | Agency Mortgage-Backed Securities         |
| GNPL PN DC7220                                     | 2060-05-15      | 5.5300%  | 0.0000% | $2000.00           | $2065.83           | Agency Mortgage-Backed Securities         |
| GNPL PN DC4422                                     | 2059-09-15      | 5.6900%  | 0.0000% | $2000.00           | $2066.10           | Agency Mortgage-Backed Securities         |
| GNPL PN DD2262                                     | 2060-01-15      | 5.8400%  | 0.0000% | $1000.00           | $1048.89           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL929838                               | 2038-08-01      | 6.0000%  | 0.0000% | $49000.00          | $575.72            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLFS7624                               | 2054-03-01      | 6.5000%  | 0.0000% | $2000.00           | $1682.38           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS6256                               | 2052-08-01      | 3.5000%  | 0.0000% | $3000.00           | $2400.01           | Agency Mortgage-Backed Securities         |
| GNPL PN CS6537                                     | 2058-06-15      | 5.1300%  | 0.0000% | $3000.00           | $2970.07           | Agency Mortgage-Backed Securities         |
| GNPL PN DA8501                                     | 2060-03-15      | 5.7200%  | 0.0000% | $2000.00           | $2088.44           | Agency Mortgage-Backed Securities         |
| GNPL PN CR3470                                     | 2057-12-15      | 4.9000%  | 0.0000% | $3000.00           | $2925.67           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA1164                               | 2055-03-01      | 5.0000%  | 0.0000% | $1042.00           | $987.53            | Agency Mortgage-Backed Securities         |
| GNCL CL DF9983                                     | 2067-04-15      | 5.0500%  | 0.0000% | $2000.00           | $1936.28           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAD9338                               | 2025-09-01      | 4.0000%  | 0.0000% | $465000.00         | $19.34             | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAE9743                               | 2025-12-01      | 3.5000%  | 0.0000% | $219316.00         | $207.37            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAE5143                               | 2040-11-01      | 4.0000%  | 0.0000% | $50000.00          | $2808.50           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAE2873                               | 2040-08-01      | 4.5000%  | 0.0000% | $57219.00          | $2100.29           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CTAD0756                               | 2028-11-01      | 6.5000%  | 0.0000% | $2000000.00        | $3271.23           | Agency Mortgage-Backed Securities         |
| GNPL PN CR9629                                     | 2053-01-15      | 5.6700%  | 0.0000% | $4005.00           | $3922.87           | Agency Mortgage-Backed Securities         |
| GNPL PN CR2284                                     | 2057-12-15      | 4.8200%  | 0.0000% | $2000.00           | $1940.29           | Agency Mortgage-Backed Securities         |
| GNPL PN CU6224                                     | 2058-09-15      | 5.3700%  | 0.0000% | $1000.00           | $1008.82           | Agency Mortgage-Backed Securities         |
| GNPL PN CR9630                                     | 2053-01-15      | 5.6700%  | 0.0000% | $2000.00           | $1958.99           | Agency Mortgage-Backed Securities         |
| GNPL PN CQ7058                                     | 2058-05-15      | 5.2100%  | 0.0000% | $1000.00           | $994.66            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL953582                               | 2037-12-01      | 6.0000%  | 0.0000% | $302000.00         | $3934.48           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL942291                               | 2037-08-01      | 6.0000%  | 0.0000% | $1000100.00        | $4120.13           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL981740                               | 2038-07-01      | 6.0000%  | 0.0000% | $500000.00         | $2715.64           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL937300                               | 2037-04-01      | 6.0000%  | 0.0000% | $85783.00          | $1158.89           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT995498                               | 2026-11-01      | 6.0000%  | 0.0000% | $55544.00          | $87.68             | Agency Mortgage-Backed Securities         |
| GNPL PN DH1756                                     | 2060-03-15      | 5.7700%  | 0.0000% | $2000.00           | $2091.45           | Agency Mortgage-Backed Securities         |
| GNRM 2024-198 DB                                   | 2054-12-20      | 5.0000%  | 0.0000% | $11840176.00       | $11087030.30       | Agency Collateralized Mortgage Obligation |
| 04.500 FGPC G15110 G                               | 2025-08-15      | 4.5000%  | 0.0000% | $92449.00          | $0.29              | Agency Mortgage-Backed Securities         |
| 08.500 FGPC C37140 G                               | 2030-03-01      | 8.5000%  | 0.0000% | $153535.00         | $350.06            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C01166 G                               | 2031-04-01      | 6.0000%  | 0.0000% | $30653.00          | $33.34             | Agency Mortgage-Backed Securities         |
| 04.500 FGPC G08858 G                               | 2049-01-01      | 4.5000%  | 0.0000% | $9000.00           | $551.37            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G08542 G                               | 2043-08-01      | 4.0000%  | 0.0000% | $5000.00           | $337.57            | Agency Mortgage-Backed Securities         |
| 03.000 FGPC T61610 G                               | 2043-06-01      | 3.0000%  | 0.0000% | $50647.00          | $1114.50           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZI0448                               | 2033-08-01      | 6.5000%  | 0.0000% | $250000.00         | $3149.62           | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G08694 G                               | 2046-02-01      | 4.0000%  | 0.0000% | $1000.00           | $96.99             | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G16099 G                               | 2029-07-01      | 4.0000%  | 0.0000% | $130000.00         | $1693.19           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C38679 G                               | 2030-06-01      | 7.0000%  | 0.0000% | $301711.00         | $154.76            | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G08886 G                               | 2049-05-01      | 3.0000%  | 0.0000% | $1000.00           | $92.59             | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G14370 G                               | 2027-02-01      | 3.5000%  | 0.0000% | $14281.00          | $74.79             | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C00730 G                               | 2029-03-01      | 6.0000%  | 0.0000% | $3224363.00        | $3107.94           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G18519 G                               | 2029-07-01      | 3.5000%  | 0.0000% | $7000.00           | $394.65            | Agency Mortgage-Backed Securities         |
| 04.500 FGPC A97046 G                               | 2041-02-01      | 4.5000%  | 0.0000% | $48000.00          | $1414.64           | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G16318 G                               | 2032-03-01      | 3.0000%  | 0.0000% | $2000.00           | $295.94            | Agency Mortgage-Backed Securities         |
| 02.500 FGPC J32204 G                               | 2030-07-01      | 2.5000%  | 0.0000% | $25000.00          | $2730.87           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI8580                               | 2039-02-01      | 4.5000%  | 0.0000% | $67778.00          | $227.20            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI3342                               | 2035-07-01      | 4.5000%  | 0.0000% | $127256.00         | $1349.05           | Agency Mortgage-Backed Securities         |
| 08.500 FGPC C48569 G                               | 2031-03-01      | 8.5000%  | 0.0000% | $323808.00         | $331.11            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI5248                               | 2036-09-01      | 6.0000%  | 0.0000% | $261786.00         | $2768.52           | Agency Mortgage-Backed Securities         |
| 05.500 FGPC A37660 G                               | 2035-09-01      | 5.5000%  | 0.0000% | $78686.00          | $237.29            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C77715 G                               | 2033-03-01      | 6.0000%  | 0.0000% | $1024835.00        | $1769.96           | Agency Mortgage-Backed Securities         |
| 05.000 FGPC G16358 G                               | 2026-06-01      | 5.0000%  | 0.0000% | $2891000.00        | $1.84              | Agency Mortgage-Backed Securities         |
| 06.000 FGPC G04628 G                               | 2038-08-01      | 6.0000%  | 0.0000% | $3414.00           | $121.86            | Agency Mortgage-Backed Securities         |
| 04.500 FGPC G08708 G                               | 2046-05-01      | 4.5000%  | 0.0000% | $1000.00           | $112.39            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI8943                               | 2039-07-01      | 4.5000%  | 0.0000% | $56167.00          | $2425.99           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G18730 G                               | 2034-04-01      | 3.5000%  | 0.0000% | $20000.00          | $1699.96           | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G08273 G                               | 2038-06-01      | 5.5000%  | 0.0000% | $357720.00         | $3590.38           | Agency Mortgage-Backed Securities         |
| 05.500 FGPC A38942 G                               | 2035-05-01      | 5.5000%  | 0.0000% | $640419.00         | $4038.56           | Agency Mortgage-Backed Securities         |
| 04.500 FGPC G08700 G                               | 2046-03-01      | 4.5000%  | 0.0000% | $16000.00          | $1397.64           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI4614                               | 2035-09-01      | 4.5000%  | 0.0000% | $32000.00          | $248.64            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI8779                               | 2039-05-01      | 4.5000%  | 0.0000% | $134468.00         | $585.15            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC C91339 G                               | 2030-10-01      | 4.0000%  | 0.0000% | $63000.00          | $1562.54           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBH0304                               | 2047-04-01      | 4.5000%  | 0.0000% | $19415.00          | $995.52            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIBE7150                               | 2032-02-01      | 3.5000%  | 0.0000% | $36000.00          | $3698.24           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAE7929                               | 2025-12-01      | 3.5000%  | 0.0000% | $53334.00          | $56.90             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQY9602                               | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1006.90           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL8839                               | 2043-03-01      | 4.5000%  | 0.0000% | $13000.00          | $1887.36           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAE8870                               | 2040-11-01      | 4.5000%  | 0.0000% | $2927.00           | $45.00             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAL4502                               | 2028-11-01      | 4.0000%  | 0.0000% | $1000.00           | $40.03             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBM3549                               | 2047-06-01      | 4.0000%  | 0.0000% | $25000.00          | $4015.48           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL729379                               | 2033-08-01      | 6.0000%  | 0.0000% | $100000.00         | $1268.49           | Agency Mortgage-Backed Securities         |
| FNMA REMIC TRUST 2002-33       A1     20420625 7.0 | 2042-06-25      | 7.0000%  | 0.0000% | $150000.00         | $3791.54           | Agency Collateralized Mortgage Obligation |
| FNMS 05.000 CTBM3905                               | 2031-08-01      | 5.0000%  | 0.0000% | $179462.00         | $583.53            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS6601                               | 2053-12-01      | 3.5000%  | 0.0000% | $5000.00           | $4154.69           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL720147                               | 2033-07-01      | 4.5000%  | 0.0000% | $272000.00         | $2473.00           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM6558                               | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $614.63            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2035-06-15      | 4.5000%  | 0.0000% | $2000000.00        | $2064.88           | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CLFS8189                               | 2054-06-01      | 5.5000%  | 0.0000% | $3000.00           | $2873.83           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                         | 2038-03-25      | 5.2145%  | 0.0000% | $700000.00         | $4083.37           | Agency Collateralized Mortgage Obligation |
| FNMS 03.000 CLAL9031                               | 2046-08-01      | 3.0000%  | 0.0000% | $3380.00           | $744.63            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAD0227                               | 2034-05-01      | 5.5000%  | 0.0000% | $26000.00          | $271.70            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAZ8075                               | 2045-08-01      | 3.5000%  | 0.0000% | $24999.00          | $3280.49           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBC0178                               | 2046-01-01      | 4.5000%  | 0.0000% | $32931.00          | $2504.33           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBC0827                               | 2046-04-01      | 4.5000%  | 0.0000% | $4654.00           | $632.89            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTAL3285                               | 2029-04-01      | 5.5000%  | 0.0000% | $199060.00         | $2738.18           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAY0828                               | 2030-05-01      | 2.5000%  | 0.0000% | $12197.00          | $949.64            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAZ1772                               | 2045-07-01      | 3.5000%  | 0.0000% | $50117.00          | $1676.13           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CTFM1196                               | 2029-09-01      | 6.0000%  | 0.0000% | $10303.00          | $488.85            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAZ6973                               | 2045-11-01      | 4.0000%  | 0.0000% | $48000.00          | $1753.84           | Agency Mortgage-Backed Securities         |
| Fannie Mae                                         | 2032-09-25      | 4.8645%  | 0.0000% | $2500000.00        | $1165.79           | Agency Collateralized Mortgage Obligation |
| FNMS 03.500 CLAX3086                               | 2044-09-01      | 3.5000%  | 0.0000% | $4441.00           | $289.96            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL670405                               | 2032-07-01      | 6.5000%  | 0.0000% | $248622.00         | $248.39            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIFM1793                               | 2034-02-01      | 3.5000%  | 0.0000% | $32113.00          | $3053.45           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL672820                               | 2032-10-01      | 6.5000%  | 0.0000% | $46568.00          | $166.97            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLFA0987                               | 2055-03-01      | 6.0000%  | 0.0000% | $1065.00           | $1044.99           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLRA6136                               | 2051-10-01      | 2.5000%  | 0.0000% | $6000.00           | $4184.16           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL645174                               | 2032-08-01      | 6.5000%  | 0.0000% | $95329.00          | $357.62            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM2330                               | 2049-06-01      | 3.5000%  | 0.0000% | $15000.00          | $2496.85           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL659325                               | 2032-10-01      | 5.5000%  | 0.0000% | $30142.00          | $655.84            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL745514                               | 2036-01-01      | 6.5000%  | 0.0000% | $35000.00          | $561.15            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIBM5108                               | 2033-02-01      | 3.0000%  | 0.0000% | $10000.00          | $1689.55           | Agency Mortgage-Backed Securities         |
| FNRM RC014AQ R03F014                               | 2033-03-25      | 3.5000%  | 0.0000% | $200000.00         | $265.23            | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CZ257339                               | 2048-07-01      | 6.0000%  | 0.0000% | $163882.00         | $971.93            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CT256126                               | 2026-01-01      | 6.5000%  | 0.0000% | $64644.00          | $40.10             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL424242                               | 2028-04-01      | 6.0000%  | 0.0000% | $481570.00         | $149.44            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLBY7492                               | 2053-11-01      | 6.0000%  | 0.0000% | $2137328.00        | $1960074.59        | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL190370                               | 2036-06-01      | 6.0000%  | 0.0000% | $43000.00          | $359.96            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL394854                               | 2027-05-01      | 6.5000%  | 0.0000% | $575000.00         | $365.16            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL252806                               | 2029-10-01      | 7.5000%  | 0.0000% | $3535632.00        | $2808.21           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q06063 G                               | 2042-02-01      | 3.5000%  | 0.0000% | $20000.00          | $666.95            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL255900                               | 2035-09-01      | 6.0000%  | 0.0000% | $250000.00         | $2771.72           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CT256045                               | 2025-12-01      | 5.0000%  | 0.0000% | $15000000.00       | $4120.13           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CT255892                               | 2025-09-01      | 5.0000%  | 0.0000% | $52215718.00       | $2096.86           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL253796                               | 2031-04-01      | 7.5000%  | 0.0000% | $1602329.00        | $154.11            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS8380                               | 2046-11-01      | 4.0000%  | 0.0000% | $47479.00          | $4897.98           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS3707                               | 2044-11-01      | 4.0000%  | 0.0000% | $1000.00           | $119.44            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL866049                               | 2036-03-01      | 5.5000%  | 0.0000% | $270000.00         | $1718.28           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDC3239                               | 2054-09-01      | 5.5000%  | 0.0000% | $800000.00         | $763976.76         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS6408                               | 2046-01-01      | 3.5000%  | 0.0000% | $5000.00           | $541.53            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDB9505                               | 2054-08-01      | 5.5000%  | 0.0000% | $1521900.00        | $1498431.68        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAT3434                               | 2043-10-01      | 3.0000%  | 0.0000% | $28463.00          | $1155.42           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAX7183                               | 2029-11-01      | 2.5000%  | 0.0000% | $7511.00           | $126.03            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAW7396                               | 2027-01-01      | 3.5000%  | 0.0000% | $31000.00          | $181.50            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAS9490                               | 2047-04-01      | 4.5000%  | 0.0000% | $22000.00          | $2095.42           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAR5215                               | 2029-01-01      | 2.5000%  | 0.0000% | $14244.00          | $1745.50           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAU5665                               | 2043-09-01      | 4.5000%  | 0.0000% | $24038.00          | $1950.54           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD5853                               | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1004.81           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAU0080                               | 2043-09-01      | 4.0000%  | 0.0000% | $61468.00          | $3965.43           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAU7325                               | 2028-09-01      | 3.5000%  | 0.0000% | $39744.00          | $638.40            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAY0253                               | 2030-03-01      | 3.5000%  | 0.0000% | $4000.00           | $396.07            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL667972                               | 2032-10-01      | 5.5000%  | 0.0000% | $24129.00          | $586.71            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAU7258                               | 2043-10-01      | 3.5000%  | 0.0000% | $1000.00           | $177.24            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAW0715                               | 2044-03-01      | 3.5000%  | 0.0000% | $7432.00           | $1361.89           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAW5199                               | 2044-05-01      | 3.5000%  | 0.0000% | $17088.00          | $2900.13           | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CIAT6440                               | 2028-06-01      | 2.0000%  | 0.0000% | $22947.00          | $1403.26           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL648565                               | 2031-04-01      | 7.5000%  | 0.0000% | $681214.00         | $4129.09           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAU7552                               | 2028-10-01      | 3.5000%  | 0.0000% | $12000.00          | $235.06            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAW3321                               | 2044-06-01      | 3.5000%  | 0.0000% | $1794.00           | $111.11            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL649879                               | 2032-09-01      | 6.0000%  | 0.0000% | $3491790.00        | $1493.41           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAY8351                               | 2045-05-01      | 4.0000%  | 0.0000% | $7000.00           | $186.89            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLQF0492                               | 2052-09-01      | 5.5000%  | 0.0000% | $5000.00           | $3419.69           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CT256212                               | 2026-04-01      | 5.0000%  | 0.0000% | $2800000.00        | $1359.09           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT256802                               | 2027-07-01      | 5.5000%  | 0.0000% | $800000.00         | $1794.83           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT257372                               | 2028-09-01      | 6.0000%  | 0.0000% | $949132.00         | $3778.61           | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL313363                               | 2027-02-01      | 7.5000%  | 0.0000% | $82968576.00       | $9400.39           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2041-01-15      | 4.5000%  | 0.0000% | $3000000.00        | $542.84            | Agency Collateralized Mortgage Obligation |
| FNMS 07.500 CL254180                               | 2032-01-01      | 7.5000%  | 0.0000% | $4000400.00        | $648.13            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLBX8833                               | 2053-03-01      | 5.0000%  | 0.0000% | $200000.00         | $189394.12         | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CT257522                               | 2028-11-01      | 5.0000%  | 0.0000% | $1300000.00        | $3300.77           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT831901                               | 2026-10-01      | 5.5000%  | 0.0000% | $2000000.00        | $909.62            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL771548                               | 2034-03-01      | 5.0000%  | 0.0000% | $227000.00         | $1213.07           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C62525 G                               | 2032-01-01      | 7.0000%  | 0.0000% | $642674.00         | $1561.49           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C62869 G                               | 2032-01-01      | 7.0000%  | 0.0000% | $28000.00          | $83.23             | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G05267 G                               | 2038-12-01      | 5.5000%  | 0.0000% | $307516.00         | $2106.63           | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A64067 G                               | 2037-08-01      | 6.0000%  | 0.0000% | $25690.00          | $125.21            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G08847 G                               | 2048-11-01      | 4.0000%  | 0.0000% | $3000.00           | $216.89            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC G01943 G                               | 2035-10-01      | 6.0000%  | 0.0000% | $11555.00          | $116.05            | Agency Mortgage-Backed Securities         |
| 04.500 FGPC G16357 G                               | 2026-09-01      | 4.5000%  | 0.0000% | $4699000.00        | $86.39             | Agency Mortgage-Backed Securities         |
| 07.500 FGPC G01186 G                               | 2031-02-01      | 7.5000%  | 0.0000% | $130000.00         | $25.11             | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G01724 G                               | 2034-04-01      | 7.0000%  | 0.0000% | $42916.00          | $336.26            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G01227 G                               | 2031-03-01      | 7.0000%  | 0.0000% | $59000.00          | $162.68            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC G00951 G                               | 2028-07-01      | 6.0000%  | 0.0000% | $130000.00         | $82.58             | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C68290 G                               | 2032-06-01      | 7.0000%  | 0.0000% | $252250.00         | $2339.21           | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C70228 G                               | 2032-08-01      | 6.0000%  | 0.0000% | $2782.00           | $73.56             | Agency Mortgage-Backed Securities         |
| 06.000 FGPC G04626 G                               | 2038-08-01      | 6.0000%  | 0.0000% | $18149.00          | $116.51            | Agency Mortgage-Backed Securities         |
| 05.000 FGPC G01659 G                               | 2033-12-01      | 5.0000%  | 0.0000% | $90000.00          | $463.30            | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G08807 G                               | 2048-04-01      | 3.0000%  | 0.0000% | $1000.00           | $150.83            | Agency Mortgage-Backed Securities         |
| 05.000 FGPC G08833 G                               | 2048-07-01      | 5.0000%  | 0.0000% | $39000.00          | $4104.24           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C62740 G                               | 2032-01-01      | 7.0000%  | 0.0000% | $15000.00          | $198.22            | Agency Mortgage-Backed Securities         |
| 08.000 FGPC C61298 G                               | 2031-11-01      | 8.0000%  | 0.0000% | $152123.00         | $1188.37           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G01707 G                               | 2034-06-01      | 7.0000%  | 0.0000% | $5000.00           | $29.86             | Agency Mortgage-Backed Securities         |
| 07.500 FGPC C66709 G                               | 2032-05-01      | 7.5000%  | 0.0000% | $13737.00          | $82.72             | Agency Mortgage-Backed Securities         |
| 06.000 FGPC G01041 G                               | 2029-06-01      | 6.0000%  | 0.0000% | $322000.00         | $204.39            | Agency Mortgage-Backed Securities         |
| 07.500 FGPC G01158 G                               | 2030-12-01      | 7.5000%  | 0.0000% | $27900.00          | $12.17             | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZK2785                               | 2025-12-01      | 3.5000%  | 0.0000% | $1615184.00        | $2491.87           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS1294                               | 2037-01-01      | 6.0000%  | 0.0000% | $126000.00         | $802.35            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZM8576                               | 2048-10-01      | 4.0000%  | 0.0000% | $4000.00           | $284.40            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL6092                               | 2043-05-01      | 3.5000%  | 0.0000% | $11673.00          | $966.60            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CTZA1950                               | 2026-08-01      | 6.5000%  | 0.0000% | $500000.00         | $716.67            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZN1256                               | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $34.64             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZA1937                               | 2026-05-01      | 5.5000%  | 0.0000% | $647598.00         | $191.50            | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZA0782                               | 2031-09-01      | 7.5000%  | 0.0000% | $1450000.00        | $2227.35           | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZA0741                               | 2031-03-01      | 7.5000%  | 0.0000% | $4698549.00        | $3901.24           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZA0618                               | 2029-07-01      | 6.0000%  | 0.0000% | $25000.00          | $22.35             | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZL3855                               | 2042-10-01      | 3.0000%  | 0.0000% | $26484.00          | $4826.18           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZA0558                               | 2028-10-01      | 6.0000%  | 0.0000% | $171929.00         | $93.83             | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4751                               | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $126.74            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZI2395                               | 2034-08-01      | 6.5000%  | 0.0000% | $26363.00          | $110.40            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZS6739                               | 2026-10-01      | 3.5000%  | 0.0000% | $112000.00         | $773.89            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZA1947                               | 2026-07-01      | 5.5000%  | 0.0000% | $1000000.00        | $666.79            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS4372                               | 2039-03-01      | 6.0000%  | 0.0000% | $337410.00         | $2823.47           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZA0748                               | 2031-04-01      | 6.0000%  | 0.0000% | $95000.00          | $103.19            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZA2101                               | 2028-12-01      | 6.0000%  | 0.0000% | $762175.00         | $3030.53           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZS8543                               | 2029-11-01      | 2.5000%  | 0.0000% | $16539.00          | $1068.54           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZS7928                               | 2033-02-01      | 3.5000%  | 0.0000% | $1000.00           | $135.08            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZA2028                               | 2027-10-01      | 6.0000%  | 0.0000% | $1600000.00        | $2331.89           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZI4560                               | 2035-08-01      | 5.5000%  | 0.0000% | $33179.00          | $692.89            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZJ3015                               | 2028-09-01      | 6.0000%  | 0.0000% | $2546000.00        | $2924.29           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZA1895                               | 2025-08-25      | 5.5000%  | 0.0000% | $659878.00         | $30.09             | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZA0582                               | 2029-03-01      | 6.0000%  | 0.0000% | $76263.00          | $73.42             | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIZS7351                               | 2029-01-01      | 4.0000%  | 0.0000% | $18000.00          | $121.75            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZA1928                               | 2026-03-01      | 5.5000%  | 0.0000% | $1965000.00        | $1178.92           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZS4472                               | 2042-02-01      | 3.5000%  | 0.0000% | $1000.00           | $65.46             | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZJ4354                               | 2027-10-01      | 7.5000%  | 0.0000% | $25000.00          | $3.02              | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZS8416                               | 2025-11-01      | 3.5000%  | 0.0000% | $333629.00         | $391.09            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI0678                               | 2033-09-01      | 5.0000%  | 0.0000% | $371000.00         | $2376.08           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZS7854                               | 2032-09-01      | 3.5000%  | 0.0000% | $1000.00           | $128.03            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI4594                               | 2035-09-01      | 4.5000%  | 0.0000% | $189025.00         | $1351.85           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS3095                               | 2040-05-01      | 6.0000%  | 0.0000% | $115202.00         | $1267.70           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZA1958                               | 2026-10-01      | 6.0000%  | 0.0000% | $1000000.00        | $1908.60           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZA3790                               | 2030-05-01      | 2.5000%  | 0.0000% | $35325.00          | $3822.91           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZA2095                               | 2028-11-01      | 6.0000%  | 0.0000% | $674276.00         | $3806.63           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLZI0324                               | 2033-07-01      | 5.5000%  | 0.0000% | $218000.00         | $9.73              | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS1860                               | 2038-01-01      | 6.0000%  | 0.0000% | $288904.00         | $1159.04           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI9008                               | 2039-08-01      | 5.0000%  | 0.0000% | $34830.00          | $2045.79           | Agency Mortgage-Backed Securities         |
| 03.000 FGPC Q61246 G                               | 2049-01-01      | 3.0000%  | 0.0000% | $2000.00           | $230.46            | Agency Mortgage-Backed Securities         |
| 04.500 FGPC Q57426 G                               | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $79.64             | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZS9340                               | 2028-11-01      | 5.5000%  | 0.0000% | $47462.00          | $2594.32           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZS6734                               | 2028-05-01      | 3.5000%  | 0.0000% | $259900.00         | $4436.83           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC V83886 G                               | 2048-01-01      | 3.5000%  | 0.0000% | $25000.00          | $2562.54           | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q31128 G                               | 2045-02-01      | 4.0000%  | 0.0000% | $22886.00          | $3416.79           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZS9174                               | 2029-01-01      | 6.0000%  | 0.0000% | $8926.00           | $48.90             | Agency Mortgage-Backed Securities         |
| 08.000 FRPC G80131 G                               | 2027-07-17      | 8.0000%  | 0.0000% | $17010793.00       | $378.55            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZS9090                               | 2028-06-01      | 6.0000%  | 0.0000% | $24223.00          | $1857.83           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZS6869                               | 2029-01-01      | 3.5000%  | 0.0000% | $32000.00          | $1570.36           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C60443 G                               | 2031-11-01      | 7.0000%  | 0.0000% | $75000.00          | $1181.65           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL429544                               | 2028-06-01      | 6.0000%  | 0.0000% | $122000.00         | $128.63            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL254223                               | 2032-01-01      | 7.5000%  | 0.0000% | $1919018.00        | $4352.01           | Agency Mortgage-Backed Securities         |
| 07.500 FGPC C45720 G                               | 2030-12-01      | 7.5000%  | 0.0000% | $88900.00          | $311.27            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI4483                               | 2035-07-01      | 4.5000%  | 0.0000% | $25179.00          | $285.45            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL481162                               | 2029-01-01      | 6.0000%  | 0.0000% | $54008.00          | $21.27             | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZJ5852                               | 2032-03-01      | 6.0000%  | 0.0000% | $35000.00          | $43.33             | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI8371                               | 2038-12-01      | 6.0000%  | 0.0000% | $354356.00         | $4198.18           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZI6531                               | 2037-09-01      | 6.0000%  | 0.0000% | $13000.00          | $170.43            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI4636                               | 2035-10-01      | 4.5000%  | 0.0000% | $52754.00          | $333.01            | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2029-12-15      | 4.8041%  | 0.0000% | $1000000.00        | $1149.37           | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CTZS8843                               | 2027-09-01      | 6.0000%  | 0.0000% | $901502.00         | $2963.77           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C38530 G                               | 2030-05-01      | 7.0000%  | 0.0000% | $116509.00         | $63.27             | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZJ9298                               | 2028-08-01      | 6.0000%  | 0.0000% | $640730.00         | $3545.17           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL323995                               | 2029-10-01      | 6.0000%  | 0.0000% | $5000.00           | $3.38              | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL424186                               | 2028-04-01      | 6.0000%  | 0.0000% | $1761354.00        | $45.32             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL572221                               | 2031-03-01      | 6.0000%  | 0.0000% | $2012204.00        | $1538.80           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI8767                               | 2039-05-01      | 5.0000%  | 0.0000% | $100000.00         | $4182.14           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZK7527                               | 2030-07-01      | 3.5000%  | 0.0000% | $4000.00           | $292.06            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL3613                               | 2042-09-01      | 3.5000%  | 0.0000% | $24000.00          | $2454.33           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM2377                               | 2046-04-01      | 4.5000%  | 0.0000% | $16804.00          | $2898.66           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZJ5689                               | 2032-01-01      | 6.0000%  | 0.0000% | $2000000.00        | $789.53            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL535996                               | 2031-06-01      | 7.5000%  | 0.0000% | $12091392.00       | $5538.86           | Agency Mortgage-Backed Securities         |
| FNRM CL083BJ R21F083                               | 2050-04-25      | 3.0000%  | 0.0000% | $1000.00           | $685.05            | Agency Collateralized Mortgage Obligation |
| FEPC 06.000 CTZS8859                               | 2027-12-01      | 6.0000%  | 0.0000% | $71620.00          | $253.99            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL555000                               | 2032-10-01      | 6.0000%  | 0.0000% | $37825.00          | $273.03            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT256275                               | 2026-06-01      | 6.0000%  | 0.0000% | $558469.00         | $404.19            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL535699                               | 2031-01-01      | 6.5000%  | 0.0000% | $40000.00          | $17.49             | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q08306 G                               | 2042-05-01      | 3.5000%  | 0.0000% | $3000.00           | $443.54            | Agency Mortgage-Backed Securities         |
| 07.500 FGPC C00454 G                               | 2026-04-01      | 7.5000%  | 0.0000% | $95600.00          | $6.89              | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL435082                               | 2028-07-01      | 6.0000%  | 0.0000% | $100000.00         | $410.94            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZK7466                               | 2030-07-01      | 2.5000%  | 0.0000% | $3592.00           | $470.52            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZK4416                               | 2027-09-01      | 2.5000%  | 0.0000% | $8929.00           | $302.72            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL374459                               | 2027-03-01      | 6.5000%  | 0.0000% | $185700.00         | $48.38             | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CT255810                               | 2025-08-25      | 5.0000%  | 0.0000% | $8345803.00        | $24.47             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL822508                               | 2035-05-01      | 6.5000%  | 0.0000% | $27000.00          | $90.30             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDC0762                               | 2055-04-01      | 6.0000%  | 0.0000% | $242753.00         | $248802.42         | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS5944                               | 2045-10-01      | 3.5000%  | 0.0000% | $29000.00          | $4783.47           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL323812                               | 2029-07-01      | 6.0000%  | 0.0000% | $7000.00           | $5.52              | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2047-06-15      | 4.0000%  | 0.0000% | $75000.00          | $920.23            | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CL190342                               | 2033-10-01      | 6.0000%  | 0.0000% | $95773696.00       | $469956.80         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL580040                               | 2031-06-01      | 6.0000%  | 0.0000% | $1000000.00        | $726.36            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZI9489                               | 2039-12-01      | 4.5000%  | 0.0000% | $33824.00          | $895.13            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL427832                               | 2028-05-01      | 6.0000%  | 0.0000% | $264148.00         | $494.87            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZK3778                               | 2026-12-01      | 3.5000%  | 0.0000% | $84251.00          | $758.21            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL579458                               | 2031-04-01      | 6.5000%  | 0.0000% | $747626.00         | $675.61            | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI9022                               | 2039-08-01      | 5.0000%  | 0.0000% | $29495.00          | $3255.46           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL254766                               | 2033-06-01      | 5.0000%  | 0.0000% | $272000.00         | $1826.77           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL252439                               | 2029-04-01      | 6.5000%  | 0.0000% | $58500.00          | $47.61             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL454969                               | 2029-01-01      | 6.0000%  | 0.0000% | $29446.00          | $118.61            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL2445                               | 2041-12-01      | 3.5000%  | 0.0000% | $5000.00           | $688.54            | Agency Mortgage-Backed Securities         |
| FNRM CL061PL R98F061                               | 2028-11-25      | 6.0000%  | 0.0000% | $52000.00          | $358.90            | Agency Collateralized Mortgage Obligation |
| FEPC 03.500 CLZM0426                               | 2045-11-01      | 3.5000%  | 0.0000% | $25000.00          | $3838.97           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CLZL5099                               | 2043-02-01      | 3.5000%  | 0.0000% | $4028.00           | $350.17            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL579160                               | 2031-04-01      | 6.5000%  | 0.0000% | $660000.00         | $764.23            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT256041                               | 2025-12-01      | 5.5000%  | 0.0000% | $234298.00         | $90.50             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL566834                               | 2031-07-01      | 6.5000%  | 0.0000% | $58528.00          | $74.02             | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZK3931                               | 2027-03-01      | 3.0000%  | 0.0000% | $275000.00         | $4497.31           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC Q11909 G                               | 2042-10-01      | 3.5000%  | 0.0000% | $67466.00          | $3892.32           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL545759                               | 2032-07-01      | 6.5000%  | 0.0000% | $3287953.00        | $4974.59           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZJ9293                               | 2027-12-01      | 5.5000%  | 0.0000% | $5440.00           | $3.47              | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL190312                               | 2031-04-01      | 6.5000%  | 0.0000% | $184000.00         | $123.98            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL258672                               | 2036-04-01      | 6.0000%  | 0.0000% | $98380.00          | $1987.25           | Agency Mortgage-Backed Securities         |
| FEPC 05.000 CLZI1098                               | 2033-11-01      | 5.0000%  | 0.0000% | $50000.00          | $2710.36           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL253894                               | 2031-07-01      | 6.5000%  | 0.0000% | $134615.00         | $118.18            | Agency Mortgage-Backed Securities         |
| GNPL PN 749547                                     | 2053-04-15      | 6.0000%  | 0.0000% | $1000.00           | $900.07            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAZ2170                               | 2030-07-01      | 2.5000%  | 0.0000% | $11000.00          | $1248.49           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAW7132                               | 2044-10-01      | 4.0000%  | 0.0000% | $15000.00          | $2124.05           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIBM1064                               | 2030-11-01      | 3.5000%  | 0.0000% | $11000.00          | $761.14            | Agency Mortgage-Backed Securities         |
| FHLMC REMIC SERIES T-063       1A1    20450225 FLT | 2045-02-25      | 5.1687%  | 0.0000% | $200000.00         | $4637.82           | Agency Collateralized Mortgage Obligation |
| FNMS 04.000 CIAS9876                               | 2032-06-01      | 4.0000%  | 0.0000% | $1000.00           | $170.33            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBK8810                               | 2048-08-01      | 4.0000%  | 0.0000% | $26000.00          | $1752.60           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLAT0442                               | 2043-03-01      | 3.0000%  | 0.0000% | $25639.00          | $3231.42           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS5595                               | 2045-08-01      | 3.5000%  | 0.0000% | $11000.00          | $631.08            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAT8845                               | 2028-06-01      | 2.5000%  | 0.0000% | $21754.00          | $1066.26           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAV5119                               | 2029-01-01      | 2.5000%  | 0.0000% | $11066.00          | $335.55            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAV0663                               | 2043-12-01      | 4.5000%  | 0.0000% | $13867.00          | $753.66            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAT1107                               | 2043-04-01      | 3.5000%  | 0.0000% | $40111.00          | $4368.86           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAW1538                               | 2029-03-01      | 3.5000%  | 0.0000% | $69520.00          | $1664.34           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAS3594                               | 2029-10-01      | 3.0000%  | 0.0000% | $6000.00           | $468.35            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAS8195                               | 2031-10-01      | 2.5000%  | 0.0000% | $16003.00          | $2303.00           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAS4783                               | 2045-04-01      | 3.5000%  | 0.0000% | $20000.00          | $3996.31           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAS3499                               | 2029-10-01      | 2.5000%  | 0.0000% | $7885.00           | $509.09            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAS4684                               | 2030-03-01      | 3.5000%  | 0.0000% | $40393.00          | $1649.32           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAS7605                               | 2031-07-01      | 2.5000%  | 0.0000% | $25144.00          | $3692.93           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAS5619                               | 2030-08-01      | 2.5000%  | 0.0000% | $4999.00           | $257.58            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAX3008                               | 2044-10-01      | 4.0000%  | 0.0000% | $2000.00           | $176.53            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAZ1577                               | 2045-06-01      | 3.5000%  | 0.0000% | $11703.00          | $1263.38           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAU0992                               | 2043-09-01      | 4.5000%  | 0.0000% | $3033.00           | $150.52            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBJ9169                               | 2048-05-01      | 4.0000%  | 0.0000% | $7000.00           | $712.73            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFA0289                               | 2055-01-01      | 5.0000%  | 0.0000% | $1003.00           | $958.50            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLCB2644                               | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $696.89            | Agency Mortgage-Backed Securities         |
| GNCL CL BD8024                                     | 2059-07-15      | 3.3600%  | 0.0000% | $1000.00           | $952.05            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLCA4582                               | 2049-08-01      | 4.5000%  | 0.0000% | $4220.00           | $1050.42           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLCB8526                               | 2054-05-01      | 5.0000%  | 0.0000% | $866030.00         | $772706.24         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA3851                               | 2049-11-01      | 4.5000%  | 0.0000% | $17000.00          | $2125.00           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA1980                               | 2044-07-01      | 3.5000%  | 0.0000% | $20957.00          | $1375.24           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3210                               | 2047-12-01      | 3.5000%  | 0.0000% | $33000.00          | $4273.16           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLMA3574                               | 2049-01-01      | 3.5000%  | 0.0000% | $14000.00          | $1437.49           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA3008                               | 2047-05-01      | 4.5000%  | 0.0000% | $2000.00           | $202.98            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAC7260                               | 2039-09-01      | 4.0000%  | 0.0000% | $50498.00          | $3754.77           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CTMA2758                               | 2036-09-01      | 3.5000%  | 0.0000% | $20000.00          | $3320.83           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLMA3527                               | 2048-11-01      | 5.0000%  | 0.0000% | $20000.00          | $1694.07           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLCB7502                               | 2053-11-01      | 6.0000%  | 0.0000% | $21117440.00       | $18480125.40       | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CVMA1257                               | 2027-10-01      | 3.0000%  | 0.0000% | $65121.00          | $1459.78           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFM6739                               | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $355.01            | Agency Mortgage-Backed Securities         |
| GNPL PN DF2999                                     | 2060-01-15      | 5.6000%  | 0.0000% | $1000.00           | $1031.26           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIFM8297                               | 2035-12-01      | 3.0000%  | 0.0000% | $1000.00           | $371.62            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM6891                               | 2049-10-01      | 4.0000%  | 0.0000% | $1000.00           | $438.51            | Agency Mortgage-Backed Securities         |
| GNPL PN DF9978                                     | 2059-12-15      | 5.4000%  | 0.0000% | $1006.00           | $1021.11           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAC1329                               | 2039-03-01      | 4.5000%  | 0.0000% | $190206.00         | $1690.90           | Agency Mortgage-Backed Securities         |
| GNRA 2025-079 FB                                   | 2055-05-20      | 5.8280%  | 0.0000% | $50000000.00       | $49831309.38       | Agency Collateralized Mortgage Obligation |
| FNMS 02.500 CLAB8465                               | 2043-02-01      | 2.5000%  | 0.0000% | $20287.00          | $3543.36           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS8356                               | 2052-08-01      | 3.5000%  | 0.0000% | $1234.00           | $1025.95           | Agency Mortgage-Backed Securities         |
| GNRA 2023-063 MF                                   | 2053-05-20      | 5.3480%  | 0.0000% | $58125000.00       | $38257868.96       | Agency Collateralized Mortgage Obligation |
| FNMS 03.500 CIAB1939                               | 2025-12-01      | 3.5000%  | 0.0000% | $176734.00         | $283.45            | Agency Mortgage-Backed Securities         |
| FNMS 08.000 NP995783                               | 2037-11-01      | 8.0000%  | 0.0000% | $710000.00         | $3676.64           | Agency Mortgage-Backed Securities         |
| GNPL PN BW3011                                     | 2059-11-15      | 4.7500%  | 0.0000% | $2000.00           | $1934.81           | Agency Mortgage-Backed Securities         |
| GNPL PN CZ2400                                     | 2059-07-15      | 6.4400%  | 0.0000% | $1001.00           | $1068.13           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL3191                               | 2028-02-01      | 3.5000%  | 0.0000% | $1000.00           | $18.99             | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLCA7052                               | 2050-09-01      | 3.0000%  | 0.0000% | $6000.00           | $2367.84           | Agency Mortgage-Backed Securities         |
| 04.500 FGPC G60201 G                               | 2044-12-01      | 4.5000%  | 0.0000% | $3000.00           | $229.57            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G61846 G                               | 2049-01-01      | 4.0000%  | 0.0000% | $1000.00           | $60.55             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL5749                               | 2044-09-01      | 4.5000%  | 0.0000% | $42000.00          | $4620.57           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL596460                               | 2031-08-01      | 6.0000%  | 0.0000% | $148431.00         | $1921.45           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL639625                               | 2032-02-01      | 6.0000%  | 0.0000% | $23585.00          | $754.10            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL639690                               | 2032-03-01      | 6.0000%  | 0.0000% | $2001926.00        | $2496.55           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAH9054                               | 2041-04-01      | 4.5000%  | 0.0000% | $41000.00          | $1645.19           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAL6031                               | 2044-10-01      | 4.0000%  | 0.0000% | $4000.00           | $610.44            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL9259                               | 2031-08-01      | 3.5000%  | 0.0000% | $6000.00           | $602.28            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAH3483                               | 2026-02-01      | 3.5000%  | 0.0000% | $237281.00         | $780.64            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL555783                               | 2033-10-01      | 4.5000%  | 0.0000% | $104000.00         | $987.27            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CTAL9227                               | 2036-10-01      | 3.0000%  | 0.0000% | $9239.00           | $2063.63           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL579142                               | 2031-05-01      | 6.5000%  | 0.0000% | $336860.00         | $1231.10           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL580862                               | 2031-05-01      | 6.5000%  | 0.0000% | $298329.00         | $65.13             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAH1983                               | 2040-12-01      | 4.0000%  | 0.0000% | $48948.00          | $2623.95           | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G61713 G                               | 2045-02-01      | 3.5000%  | 0.0000% | $2000.00           | $502.38            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL615364                               | 2031-11-01      | 6.0000%  | 0.0000% | $50466.00          | $1313.07           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL1831                               | 2027-05-01      | 3.5000%  | 0.0000% | $32357.00          | $372.17            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL890097                               | 2038-10-01      | 6.0000%  | 0.0000% | $200000.00         | $2165.90           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL889691                               | 2038-07-01      | 6.0000%  | 0.0000% | $2000.00           | $14.97             | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL581669                               | 2031-07-01      | 6.5000%  | 0.0000% | $166700.00         | $110.65            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL625536                               | 2032-01-01      | 6.0000%  | 0.0000% | $252621.00         | $405.35            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CTAL8209                               | 2028-11-01      | 6.0000%  | 0.0000% | $225191.00         | $1583.43           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL589643                               | 2031-06-01      | 6.5000%  | 0.0000% | $289949.00         | $412.69            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQA1839                               | 2049-08-01      | 4.0000%  | 0.0000% | $4000.00           | $952.60            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAL6206                               | 2028-06-01      | 3.5000%  | 0.0000% | $64000.00          | $975.52            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL7306                               | 2042-09-01      | 4.5000%  | 0.0000% | $17000.00          | $2227.94           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAL4010                               | 2043-07-01      | 3.5000%  | 0.0000% | $6000.00           | $1020.61           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL433663                               | 2028-10-01      | 6.0000%  | 0.0000% | $444387.00         | $809.94            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL611144                               | 2032-01-01      | 6.0000%  | 0.0000% | $85802.00          | $829.48            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CIAL1859                               | 2026-06-01      | 5.0000%  | 0.0000% | $1182100.00        | $31.51             | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL596270                               | 2031-08-01      | 7.5000%  | 0.0000% | $876866.00         | $2866.57           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAL0160                               | 2041-05-01      | 4.5000%  | 0.0000% | $26000.00          | $1032.42           | Agency Mortgage-Backed Securities         |
| FNRM CL051BH R21F051                               | 2051-08-25      | 1.5000%  | 0.0000% | $1000.00           | $404.65            | Agency Collateralized Mortgage Obligation |
| FNMS 04.500 CLFS2587                               | 2052-08-01      | 4.5000%  | 0.0000% | $5000.00           | $3887.94           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL865854                               | 2036-03-01      | 6.0000%  | 0.0000% | $349778.00         | $4559.52           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL988936                               | 2038-08-01      | 6.0000%  | 0.0000% | $161746.00         | $1231.45           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL942165                               | 2037-07-01      | 6.0000%  | 0.0000% | $379671.00         | $1936.69           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL918555                               | 2037-06-01      | 6.0000%  | 0.0000% | $448573.00         | $1844.21           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL255554                               | 2034-12-04      | 5.5000%  | 0.0000% | $297435.00         | $3068.00           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT960213                               | 2027-09-01      | 5.5000%  | 0.0000% | $425000.00         | $2432.80           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL940730                               | 2037-10-01      | 6.0000%  | 0.0000% | $435000.00         | $1603.78           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL940717                               | 2037-10-01      | 6.0000%  | 0.0000% | $37151.00          | $451.17            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CI890802                               | 2027-01-01      | 4.5000%  | 0.0000% | $2000000.00        | $420.76            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT995628                               | 2029-02-01      | 5.5000%  | 0.0000% | $145000.00         | $536.41            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL954165                               | 2038-01-01      | 6.0000%  | 0.0000% | $2424.00           | $28.97             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL935039                               | 2039-03-01      | 4.5000%  | 0.0000% | $71946.00          | $3120.40           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAA2139                               | 2039-01-01      | 5.0000%  | 0.0000% | $39433.00          | $293.76            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT888281                               | 2027-04-01      | 6.0000%  | 0.0000% | $450000.00         | $995.44            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL942569                               | 2037-08-01      | 6.0000%  | 0.0000% | $57738.00          | $648.70            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL942950                               | 2037-09-01      | 6.0000%  | 0.0000% | $169422.00         | $534.14            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL946114                               | 2037-09-01      | 6.0000%  | 0.0000% | $500000.00         | $3734.57           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 K2253777                               | 2031-03-01      | 6.5000%  | 0.0000% | $220000.00         | $640.22            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAB1389                               | 2040-08-01      | 4.5000%  | 0.0000% | $23000.00          | $552.47            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CI890398                               | 2027-02-01      | 3.5000%  | 0.0000% | $101092.00         | $638.10            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLFS4371                               | 2052-02-01      | 3.5000%  | 0.0000% | $3000.00           | $2289.98           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2027-12-15      | 1.5000%  | 0.0000% | $60000.00          | $1719.29           | Agency Collateralized Mortgage Obligation |
| FNMS 03.500 CIAL6146                               | 2030-01-01      | 3.5000%  | 0.0000% | $6000.00           | $407.97            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIAL6761                               | 2030-05-01      | 3.0000%  | 0.0000% | $17678.00          | $1652.84           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL403503                               | 2028-04-01      | 6.5000%  | 0.0000% | $374400.00         | $288.22            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL567640                               | 2031-02-01      | 6.0000%  | 0.0000% | $6500000.00        | $1603.49           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CLZS1690                               | 2037-10-01      | 6.0000%  | 0.0000% | $30064.00          | $205.29            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL442294                               | 2028-10-01      | 6.0000%  | 0.0000% | $410373.00         | $409.88            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL601433                               | 2031-12-01      | 6.0000%  | 0.0000% | $60276.00          | $1599.90           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL484683                               | 2029-02-01      | 6.0000%  | 0.0000% | $238553.00         | $275.38            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CLQA5511                               | 2049-12-01      | 2.5000%  | 0.0000% | $4079.00           | $1164.37           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAJ8203                               | 2042-01-01      | 4.5000%  | 0.0000% | $36000.00          | $3525.80           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL510894                               | 2031-04-01      | 6.0000%  | 0.0000% | $1002061.00        | $1074.20           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL505614                               | 2029-07-01      | 6.5000%  | 0.0000% | $260000.00         | $240.64            | Agency Mortgage-Backed Securities         |
| FNMS 08.000 CL535031                               | 2029-12-01      | 8.0000%  | 0.0000% | $797000.00         | $431.63            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL500293                               | 2029-06-01      | 6.5000%  | 0.0000% | $307300.00         | $494.86            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL628193                               | 2032-02-01      | 6.5000%  | 0.0000% | $141800.00         | $167.43            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL442263                               | 2028-10-01      | 6.0000%  | 0.0000% | $717125.00         | $1618.60           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL555570                               | 2033-06-01      | 6.0000%  | 0.0000% | $47359.00          | $111.76            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL545638                               | 2032-05-01      | 6.5000%  | 0.0000% | $32000.00          | $94.00             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL604916                               | 2032-10-01      | 6.0000%  | 0.0000% | $93000.00          | $1159.06           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL590057                               | 2031-06-01      | 6.5000%  | 0.0000% | $119470.00         | $85.69             | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAL2687                               | 2027-01-01      | 4.0000%  | 0.0000% | $1050000.00        | $2690.59           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL535908                               | 2031-04-01      | 6.0000%  | 0.0000% | $10400409.00       | $3330.93           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL535811                               | 2031-04-01      | 6.5000%  | 0.0000% | $773977.00         | $429.94            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL313208                               | 2025-12-01      | 6.5000%  | 0.0000% | $208000.00         | $4.82              | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL484975                               | 2029-06-01      | 6.5000%  | 0.0000% | $302500.00         | $274.88            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL609648                               | 2031-11-01      | 6.5000%  | 0.0000% | $89840.00          | $192.90            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL505121                               | 2029-07-01      | 6.5000%  | 0.0000% | $150000.00         | $158.60            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 ZL310113                               | 2042-01-01      | 4.0000%  | 0.0000% | $9817.00           | $344.16            | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL545304                               | 2031-11-01      | 7.5000%  | 0.0000% | $2112447.00        | $1351.07           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT256198                               | 2026-04-01      | 5.5000%  | 0.0000% | $3674034.00        | $2515.08           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT257239                               | 2028-06-01      | 5.5000%  | 0.0000% | $716699.00         | $3171.82           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL555202                               | 2033-01-01      | 6.5000%  | 0.0000% | $479000.00         | $591.08            | Agency Mortgage-Backed Securities         |
| 09.000 FRPC G80102 G                               | 2027-11-25      | 9.0000%  | 0.0000% | $1000000.00        | $696.62            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAH3575                               | 2041-01-01      | 4.5000%  | 0.0000% | $29000.00          | $3327.68           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 K2253974                               | 2031-08-01      | 7.0000%  | 0.0000% | $375000.00         | $175.12            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 ZT310184                               | 2026-01-01      | 5.5000%  | 0.0000% | $228655.00         | $67.48             | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CTZA2160                               | 2030-04-01      | 4.0000%  | 0.0000% | $195623.00         | $2082.35           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL303828                               | 2026-04-01      | 6.5000%  | 0.0000% | $56200.00          | $4.38              | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAJ3258                               | 2041-10-01      | 4.5000%  | 0.0000% | $1351.00           | $43.47             | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CTZA1977                               | 2027-01-01      | 6.5000%  | 0.0000% | $733445.00         | $1411.50           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAJ3120                               | 2041-10-01      | 4.5000%  | 0.0000% | $28000.00          | $2897.70           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZA0727                               | 2030-11-01      | 6.5000%  | 0.0000% | $500000.00         | $992.06            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 ZL310151                               | 2044-09-01      | 5.5000%  | 0.0000% | $18000.00          | $1815.73           | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZA3831                               | 2030-08-01      | 2.5000%  | 0.0000% | $28520.00          | $3468.30           | Agency Mortgage-Backed Securities         |
| Freddie Mac                                        | 2025-12-15      | 3.5000%  | 0.0000% | $209990.00         | $2913.02           | Agency Collateralized Mortgage Obligation |
| FNMS 06.500 CL437394                               | 2028-09-01      | 6.5000%  | 0.0000% | $30000.00          | $39.44             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL639692                               | 2032-03-01      | 6.0000%  | 0.0000% | $8002219.00        | $11106.30          | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAH7052                               | 2026-02-01      | 3.5000%  | 0.0000% | $1864128.00        | $4707.40           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZA1912                               | 2025-10-01      | 6.0000%  | 0.0000% | $758234.00         | $160.54            | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLQC2074                               | 2051-04-01      | 4.0000%  | 0.0000% | $2000.00           | $703.27            | Agency Mortgage-Backed Securities         |
| FEPC 07.500 CLZS0385                               | 2028-03-01      | 7.5000%  | 0.0000% | $117202.00         | $26.82             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CT256852                               | 2027-08-01      | 6.0000%  | 0.0000% | $255000.00         | $892.87            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIBM3350                               | 2033-01-01      | 3.5000%  | 0.0000% | $6000.00           | $969.28            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CLAY7065                               | 2045-04-01      | 3.5000%  | 0.0000% | $18591.00          | $3721.60           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL673928                               | 2032-10-01      | 6.5000%  | 0.0000% | $109908.00         | $1962.01           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIBJ3940                               | 2032-12-01      | 2.5000%  | 0.0000% | $12762.00          | $1211.27           | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLBK0677                               | 2050-02-01      | 3.0000%  | 0.0000% | $21000.00          | $3471.34           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIBC2629                               | 2031-11-01      | 2.5000%  | 0.0000% | $24329.00          | $4147.16           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL725205                               | 2034-03-01      | 5.0000%  | 0.0000% | $2045.00           | $19.52             | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL724785                               | 2033-06-01      | 5.5000%  | 0.0000% | $30766.00          | $450.86            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIAX9718                               | 2029-12-01      | 2.5000%  | 0.0000% | $8835.00           | $1292.08           | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIBM1896                               | 2031-11-01      | 2.5000%  | 0.0000% | $24833.00          | $4223.45           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL648004                               | 2032-06-01      | 6.5000%  | 0.0000% | $189100.00         | $92.06             | Agency Mortgage-Backed Securities         |
| Fannie Mae                                         | 2035-05-25      | 6.7420%  | 0.0000% | $200000.00         | $3062.18           | Agency Collateralized Mortgage Obligation |
| FNMS 05.500 CL745283                               | 2036-01-01      | 5.5000%  | 0.0000% | $28000.00          | $373.77            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CIBC0732                               | 2031-03-01      | 3.0000%  | 0.0000% | $55827.00          | $3506.37           | Agency Mortgage-Backed Securities         |
| FNRM CL057BP R02F057                               | 2032-09-25      | 6.0000%  | 0.0000% | $8000.00           | $100.04            | Agency Collateralized Mortgage Obligation |
| FNMS 06.000 CL659490                               | 2033-02-01      | 6.0000%  | 0.0000% | $25000.00          | $131.84            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL810426                               | 2035-03-01      | 6.0000%  | 0.0000% | $10000.00          | $42.77             | Agency Mortgage-Backed Securities         |
| FNMS 07.500 CL535193                               | 2030-03-01      | 7.5000%  | 0.0000% | $66226.00          | $46.48             | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLCA7012                               | 2050-09-01      | 2.0000%  | 0.0000% | $3000.00           | $1540.51           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL535136                               | 2029-10-01      | 6.0000%  | 0.0000% | $8000.00           | $7.76              | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CICA2404                               | 2033-10-01      | 4.0000%  | 0.0000% | $20000.00          | $3071.76           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLZJ6481                               | 2032-04-01      | 6.5000%  | 0.0000% | $1044482.00        | $1175.80           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZS8837                               | 2026-08-01      | 6.0000%  | 0.0000% | $776484.00         | $581.43            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZS8836                               | 2027-08-01      | 6.0000%  | 0.0000% | $250000.00         | $1157.99           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZS8652                               | 2032-04-01      | 3.5000%  | 0.0000% | $4000.00           | $421.02            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZT1872                               | 2034-04-01      | 3.5000%  | 0.0000% | $33000.00          | $2801.81           | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZS9926                               | 2046-09-01      | 4.5000%  | 0.0000% | $24782.00          | $3578.12           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZT1807                               | 2030-06-01      | 5.5000%  | 0.0000% | $244560.00         | $2874.79           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZS8701                               | 2033-06-01      | 3.5000%  | 0.0000% | $17000.00          | $1625.77           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZS9132                               | 2029-01-01      | 5.5000%  | 0.0000% | $173654.00         | $666.27            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 ZTZT1316                               | 2026-06-01      | 5.5000%  | 0.0000% | $50698.00          | $382.79            | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZT1818                               | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $130.33            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CIZT1725                               | 2034-01-01      | 3.5000%  | 0.0000% | $28000.00          | $3660.40           | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB0856                               | 2035-06-01      | 3.5000%  | 0.0000% | $1000.00           | $639.95            | Agency Mortgage-Backed Securities         |
| 08.000 FGPC G01098 G                               | 2030-01-01      | 8.0000%  | 0.0000% | $516285.00         | $237.69            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC Q58905 G                               | 2048-10-01      | 4.0000%  | 0.0000% | $9000.00           | $640.74            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB8183                               | 2037-10-01      | 3.5000%  | 0.0000% | $3000.00           | $1927.16           | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CTZS8862                               | 2028-02-01      | 5.5000%  | 0.0000% | $930000.00         | $3026.06           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLZS4762                               | 2048-04-01      | 3.0000%  | 0.0000% | $3000.00           | $451.88            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZT1887                               | 2029-02-01      | 6.0000%  | 0.0000% | $5279.00           | $199.64            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZK7530                               | 2030-07-01      | 2.5000%  | 0.0000% | $9353.00           | $808.89            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB0019                               | 2034-06-01      | 3.5000%  | 0.0000% | $1000.00           | $130.55            | Agency Mortgage-Backed Securities         |
| FEPC 02.500 CIZS8664                               | 2032-08-01      | 2.5000%  | 0.0000% | $9900.00           | $1312.70           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZK4039                               | 2027-03-01      | 3.0000%  | 0.0000% | $350000.00         | $4184.40           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTSC0510                               | 2044-05-01      | 6.0000%  | 0.0000% | $2619.00           | $1861.32           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C66308 G                               | 2032-04-01      | 7.0000%  | 0.0000% | $141995.00         | $2082.37           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CLQD3009                               | 2051-12-01      | 3.0000%  | 0.0000% | $7897.00           | $2804.64           | Agency Mortgage-Backed Securities         |
| 06.000 FGPC G30450 G                               | 2029-01-01      | 6.0000%  | 0.0000% | $187090.00         | $1069.51           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL634603                               | 2031-11-01      | 6.0000%  | 0.0000% | $61927.00          | $548.09            | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAJ3058                               | 2026-10-01      | 3.5000%  | 0.0000% | $28266.00          | $178.30            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C64920 G                               | 2032-03-01      | 7.0000%  | 0.0000% | $25381.00          | $306.50            | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTSC0006                               | 2029-09-01      | 6.0000%  | 0.0000% | $5428.00           | $127.60            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC D70285 G                               | 2026-04-01      | 6.0000%  | 0.0000% | $25000.00          | $0.36              | Agency Mortgage-Backed Securities         |
| 07.000 FGPC A44755 G                               | 2036-04-01      | 7.0000%  | 0.0000% | $2753721.00        | $268.58            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C66164 G                               | 2032-04-01      | 7.0000%  | 0.0000% | $45000.00          | $685.12            | Agency Mortgage-Backed Securities         |
| FEPC 03.500 CISB8017                               | 2034-11-01      | 3.5000%  | 0.0000% | $24000.00          | $2924.59           | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C71150 G                               | 2032-09-01      | 6.0000%  | 0.0000% | $11756.00          | $110.35            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C71857 G                               | 2032-10-01      | 7.0000%  | 0.0000% | $26000.00          | $949.73            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C66168 G                               | 2032-04-01      | 7.0000%  | 0.0000% | $26531.00          | $102.98            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C68004 G                               | 2032-06-01      | 7.0000%  | 0.0000% | $598134.00         | $3918.72           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C65574 G                               | 2032-04-01      | 7.0000%  | 0.0000% | $66000.00          | $297.05            | Agency Mortgage-Backed Securities         |
| 04.000 FGPC N31025 G                               | 2033-09-01      | 4.0000%  | 0.0000% | $1000000.00        | $1316.60           | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C64807 G                               | 2032-02-01      | 6.0000%  | 0.0000% | $350000.00         | $624.31            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C78583 G                               | 2033-03-01      | 6.0000%  | 0.0000% | $1066986.00        | $1579.41           | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C77416 G                               | 2033-03-01      | 6.0000%  | 0.0000% | $461000.00         | $1409.80           | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C68917 G                               | 2032-07-01      | 6.0000%  | 0.0000% | $1560.00           | $44.06             | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G04688 G                               | 2038-09-01      | 5.5000%  | 0.0000% | $674108.00         | $4712.70           | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G03535 G                               | 2037-10-01      | 5.5000%  | 0.0000% | $71420.00          | $539.59            | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G05546 G                               | 2039-07-01      | 5.5000%  | 0.0000% | $44492.00          | $771.24            | Agency Mortgage-Backed Securities         |
| 03.500 FGPC G16207 G                               | 2032-07-01      | 3.5000%  | 0.0000% | $1000.00           | $180.43            | Agency Mortgage-Backed Securities         |
| 04.500 FGPC C91362 G                               | 2031-03-01      | 4.5000%  | 0.0000% | $40000.00          | $1309.77           | Agency Mortgage-Backed Securities         |
| 05.000 FGPC G05904 G                               | 2039-09-01      | 5.0000%  | 0.0000% | $44686.00          | $482.85            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C61105 G                               | 2031-12-01      | 7.0000%  | 0.0000% | $95000.00          | $1089.67           | Agency Mortgage-Backed Securities         |
| 06.500 FGPC C70373 G                               | 2032-09-01      | 6.5000%  | 0.0000% | $25800.00          | $320.95            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC G01947 G                               | 2035-05-01      | 7.0000%  | 0.0000% | $4959.00           | $58.32             | Agency Mortgage-Backed Securities         |
| 03.000 FGPC G08799 G                               | 2048-02-01      | 3.0000%  | 0.0000% | $16000.00          | $2215.44           | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C76042 G                               | 2033-01-01      | 6.0000%  | 0.0000% | $1856705.00        | $3979.89           | Agency Mortgage-Backed Securities         |
| 06.000 FGPC A49705 G                               | 2036-06-01      | 6.0000%  | 0.0000% | $25000.00          | $144.10            | Agency Mortgage-Backed Securities         |
| 05.500 FGPC A78593 G                               | 2038-06-01      | 5.5000%  | 0.0000% | $62689.00          | $544.76            | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C00644 G                               | 2028-08-01      | 6.0000%  | 0.0000% | $480000.00         | $336.69            | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G03381 G                               | 2037-09-01      | 5.5000%  | 0.0000% | $408797.00         | $4989.23           | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C01136 G                               | 2031-02-01      | 7.0000%  | 0.0000% | $125320.00         | $68.97             | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G03432 G                               | 2037-11-01      | 5.5000%  | 0.0000% | $469315.00         | $2707.87           | Agency Mortgage-Backed Securities         |
| FEPC 06.000 CTZJ9282                               | 2026-10-01      | 6.0000%  | 0.0000% | $1048032.00        | $1446.95           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CTZS9335                               | 2035-11-01      | 4.0000%  | 0.0000% | $10000.00          | $2122.87           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CIZT0661                               | 2033-09-01      | 4.0000%  | 0.0000% | $7172.00           | $1029.62           | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CTZS8853                               | 2027-08-01      | 6.5000%  | 0.0000% | $1515000.00        | $3948.08           | Agency Mortgage-Backed Securities         |
| 06.500 FGPC G01433 G                               | 2032-07-01      | 6.5000%  | 0.0000% | $332400.00         | $282.86            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C67052 G                               | 2032-05-01      | 7.0000%  | 0.0000% | $57090.00          | $106.12            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C01106 G                               | 2030-12-01      | 7.0000%  | 0.0000% | $175000.00         | $78.17             | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G07343 G                               | 2040-08-01      | 5.5000%  | 0.0000% | $3000.00           | $138.73            | Agency Mortgage-Backed Securities         |
| 05.000 FGPC G01840 G                               | 2035-07-01      | 5.0000%  | 0.0000% | $88000.00          | $838.39            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C68162 G                               | 2032-06-01      | 7.0000%  | 0.0000% | $56593.00          | $30.86             | Agency Mortgage-Backed Securities         |
| 05.000 FGPC C01811 G                               | 2034-04-01      | 5.0000%  | 0.0000% | $94000.00          | $1020.16           | Agency Mortgage-Backed Securities         |
| 06.000 FGPC C76293 G                               | 2033-01-01      | 6.0000%  | 0.0000% | $2077041.00        | $3704.54           | Agency Mortgage-Backed Securities         |
| 06.500 FGPC G01444 G                               | 2032-08-01      | 6.5000%  | 0.0000% | $75000.00          | $118.75            | Agency Mortgage-Backed Securities         |
| 07.000 FGPC C01161 G                               | 2031-04-01      | 7.0000%  | 0.0000% | $88000.00          | $45.19             | Agency Mortgage-Backed Securities         |
| 05.500 FGPC G03204 G                               | 2035-11-01      | 5.5000%  | 0.0000% | $340840.00         | $3166.80           | Agency Mortgage-Backed Securities         |
| FEPC 04.000 CLZS4652                               | 2046-02-01      | 4.0000%  | 0.0000% | $25000.00          | $2421.71           | Agency Mortgage-Backed Securities         |
| FEPC 03.000 CIZK4458                               | 2027-09-01      | 3.0000%  | 0.0000% | $100000.00         | $2031.92           | Agency Mortgage-Backed Securities         |
| 08.500 FGPC G01220 G                               | 2031-03-01      | 8.5000%  | 0.0000% | $208083.00         | $32.68             | Agency Mortgage-Backed Securities         |
| 06.500 FGPC C61765 G                               | 2031-12-01      | 6.5000%  | 0.0000% | $499200.00         | $3522.83           | Agency Mortgage-Backed Securities         |
| 04.000 FGPC G30628 G                               | 2032-10-01      | 4.0000%  | 0.0000% | $2000.00           | $134.15            | Agency Mortgage-Backed Securities         |
| GNRM 2021-136 LB                                   | 2051-08-20      | 2.5000%  | 0.0000% | $2100.00           | $1633.40           | Agency Collateralized Mortgage Obligation |
| FNMS 03.500 CIMA1096                               | 2027-05-01      | 3.5000%  | 0.0000% | $53332.00          | $1608.59           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CTFS5700                               | 2042-07-01      | 4.0000%  | 0.0000% | $100000.00         | $73059.62          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL992033                               | 2038-10-01      | 6.0000%  | 0.0000% | $540000.00         | $823.64            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLBC0311                               | 2046-03-01      | 4.5000%  | 0.0000% | $33024.00          | $2120.39           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLBC0605                               | 2046-02-01      | 4.0000%  | 0.0000% | $41453.00          | $4860.25           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL911617                               | 2037-05-01      | 6.0000%  | 0.0000% | $500000.00         | $2998.61           | Agency Mortgage-Backed Securities         |
| GNPL PN DD2263                                     | 2060-04-15      | 5.7900%  | 0.0000% | $4000.00           | $4165.34           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL914873                               | 2037-04-01      | 5.5000%  | 0.0000% | $150000.00         | $138.01            | Agency Mortgage-Backed Securities         |
| GNPL PN DB4201                                     | 2060-03-15      | 6.3500%  | 0.0000% | $2000.00           | $2155.35           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFS4703                               | 2053-05-01      | 4.5000%  | 0.0000% | $5000.00           | $3928.04           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIFM1812                               | 2034-10-01      | 4.0000%  | 0.0000% | $1000.00           | $223.59            | Agency Mortgage-Backed Securities         |
| GNPL PN DD2266                                     | 2060-03-15      | 5.6900%  | 0.0000% | $1003.00           | $1042.33           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL929962                               | 2038-09-01      | 6.0000%  | 0.0000% | $23000.00          | $539.34            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAA7937                               | 2037-01-01      | 4.5000%  | 0.0000% | $20623.00          | $234.69            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL905057                               | 2036-11-01      | 5.5000%  | 0.0000% | $145367.00         | $3913.21           | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL930919                               | 2039-04-01      | 4.5000%  | 0.0000% | $4000.00           | $155.33            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAA0938                               | 2038-12-01      | 5.0000%  | 0.0000% | $32574.00          | $629.68            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX LB907575                               | 2036-12-01      | 6.2850%  | 0.0000% | $1000.00           | $19.00             | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL919168                               | 2037-05-01      | 6.0000%  | 0.0000% | $94000.00          | $334.30            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CI890263                               | 2025-11-01      | 4.0000%  | 0.0000% | $2049229.00        | $1727.76           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CL929589                               | 2038-06-01      | 5.0000%  | 0.0000% | $172782.00         | $3409.20           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL981445                               | 2038-09-01      | 6.0000%  | 0.0000% | $50000.00          | $560.68            | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAA0653                               | 2038-12-01      | 5.0000%  | 0.0000% | $311660.00         | $2092.65           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL929013                               | 2037-12-01      | 6.0000%  | 0.0000% | $250000.00         | $1398.19           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAB1940                               | 2025-12-01      | 3.5000%  | 0.0000% | $123629.00         | $179.15            | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLFM3662                               | 2050-03-01      | 3.0000%  | 0.0000% | $18260.00          | $4735.40           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL988580                               | 2038-08-01      | 6.0000%  | 0.0000% | $364000.00         | $3197.80           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAA9611                               | 2039-07-01      | 4.0000%  | 0.0000% | $58854.00          | $1257.40           | Agency Mortgage-Backed Securities         |
| FNMS 03.500 CIAB3608                               | 2026-10-01      | 3.5000%  | 0.0000% | $133545.00         | $1083.54           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL972448                               | 2038-03-01      | 6.0000%  | 0.0000% | $235000.00         | $1150.51           | Agency Mortgage-Backed Securities         |
| GNPL PN DE6501                                     | 2060-01-15      | 5.4400%  | 0.0000% | $1000.00           | $1019.20           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CTAB0218                               | 2029-02-01      | 5.5000%  | 0.0000% | $795033.00         | $589.95            | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CL960428                               | 2037-12-01      | 6.5000%  | 0.0000% | $728128.00         | $2686.25           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAA9762                               | 2039-07-01      | 5.5000%  | 0.0000% | $30872.00          | $701.06            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAC1921                               | 2039-09-01      | 4.0000%  | 0.0000% | $8217.00           | $323.53            | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CIFM4382                               | 2035-10-01      | 2.5000%  | 0.0000% | $1000.00           | $402.13            | Agency Mortgage-Backed Securities         |
| FNMS 02.000 CLFM5849                               | 2050-12-01      | 2.0000%  | 0.0000% | $6000.00           | $3749.02           | Agency Mortgage-Backed Securities         |
| GNPL PN DE5565                                     | 2060-01-15      | 6.2000%  | 0.0000% | $1002.00           | $1074.60           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL979919                               | 2038-05-01      | 6.0000%  | 0.0000% | $135000.00         | $4851.64           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL953725                               | 2037-11-01      | 6.0000%  | 0.0000% | $67998.00          | $560.87            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CL995676                               | 2039-05-01      | 4.5000%  | 0.0000% | $121000.00         | $4515.14           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLFM3783                               | 2050-03-01      | 4.0000%  | 0.0000% | $5000.00           | $1527.25           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL986946                               | 2038-09-01      | 6.0000%  | 0.0000% | $154000.00         | $1369.41           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLBX5182                               | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $750.62            | Agency Mortgage-Backed Securities         |
| GNPL PN DE6507                                     | 2060-06-15      | 5.3900%  | 0.0000% | $1000.00           | $1018.63           | Agency Mortgage-Backed Securities         |
| GNPL PN DE5558                                     | 2059-12-15      | 5.7300%  | 0.0000% | $1000.00           | $1029.81           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFM5893                               | 2050-08-01      | 5.0000%  | 0.0000% | $9000.00           | $3205.04           | Agency Mortgage-Backed Securities         |
| GNPL PN CY4827                                     | 2059-07-15      | 5.8600%  | 0.0000% | $4002.00           | $4175.21           | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CIAE1816                               | 2025-10-01      | 4.0000%  | 0.0000% | $6017969.00        | $1316.60           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLAD6378                               | 2040-05-01      | 5.5000%  | 0.0000% | $3000.00           | $194.62            | Agency Mortgage-Backed Securities         |
| GNPL PN DA3196                                     | 2059-05-15      | 6.2700%  | 0.0000% | $2000.00           | $2131.01           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CT995477                               | 2029-01-01      | 5.5000%  | 0.0000% | $454464.00         | $1626.19           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL986046                               | 2038-07-01      | 6.0000%  | 0.0000% | $500000.00         | $3867.90           | Agency Mortgage-Backed Securities         |
| GNPL PN CP3715                                     | 2058-05-15      | 4.5500%  | 0.0000% | $1000.00           | $955.74            | Agency Mortgage-Backed Securities         |
| FNMS 07.000 NP954959                               | 2037-10-01      | 7.0000%  | 0.0000% | $598382.00         | $1840.46           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL985160                               | 2038-09-01      | 6.0000%  | 0.0000% | $103000.00         | $1303.53           | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLAC0746                               | 2039-09-01      | 5.0000%  | 0.0000% | $36583.00          | $970.51            | Agency Mortgage-Backed Securities         |
| GNPL PN CP3656                                     | 2057-12-15      | 3.9700%  | 0.0000% | $1000.00           | $913.81            | Agency Mortgage-Backed Securities         |
| FNMS 04.000 GIAB1724                               | 2025-11-01      | 4.0000%  | 0.0000% | $1795429.00        | $1073.44           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL992144                               | 2038-10-01      | 6.0000%  | 0.0000% | $225000.00         | $315.68            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAA8729                               | 2039-06-01      | 6.0000%  | 0.0000% | $160000.00         | $4969.92           | Agency Mortgage-Backed Securities         |
| GNPL PN CP1099                                     | 2058-01-15      | 5.5000%  | 0.0000% | $2000.00           | $2023.10           | Agency Mortgage-Backed Securities         |
| GNPL PN DK6737                                     | 2060-06-15      | 5.8400%  | 0.0000% | $2000.00           | $2104.09           | Agency Mortgage-Backed Securities         |

### Security 309: TRUIST BANK

- **C.1 - Title:** TRUIST BANK 4.370000%
- **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: ARP19XTQ2, C.3 - LEI: JJKC32MCHWDI71265Z06, C.5 - Other ID: ARP19XTQ2
- **C.18 - Value (incl. sponsor support):** $805000000.00
- **C.18.a - Value (excl. sponsor support):** $805000000.00
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEPC 02.000 CLSD8177 | 2051-11-01      | 2.0000%  | 0.0000% | $182225000.00      | $114724866.47      | Agency Mortgage-Backed Securities |
| FEPC 02.000 CLSD8172 | 2051-10-01      | 2.0000%  | 0.0000% | $173959470.00      | $108424157.96      | Agency Mortgage-Backed Securities |
| FNMS 02.000 CLMA4492 | 2051-12-01      | 2.0000%  | 0.0000% | $289473754.00      | $183775929.99      | Agency Mortgage-Backed Securities |
| FNMS 01.500 CLMA4138 | 2050-09-01      | 1.5000%  | 0.0000% | $281768210.00      | $146763139.92      | Agency Mortgage-Backed Securities |
| FNMS 02.000 CKMA4489 | 2051-11-01      | 2.0000%  | 0.0000% | $230346667.00      | $147380064.95      | Agency Mortgage-Backed Securities |
| GNII SF MA6338 M     | 2049-12-20      | 3.0000%  | 0.0000% | $740762517.00      | $128081840.86      | Agency Mortgage-Backed Securities |

### Security 310: BANK OF AMERICA NA

- **C.1 - Title:** BANK OF AMERICA NA 4.370000%
- **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: ARP19XTS8, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: ARP19XTS8
- **C.18 - Value (incl. sponsor support):** $45000000.00
- **C.18.a - Value (excl. sponsor support):** $45000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FNMS 02.000 CLCB1894 | 2051-10-01      | 2.0000%  | 0.0000% | $76288188.00       | $46350000.15       | Agency Mortgage-Backed Securities |

### Security 311: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XTT6, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: ARP19XTT6
- **C.18 - Value (incl. sponsor support):** $17986822.00
- **C.18.a - Value (excl. sponsor support):** $17986822.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | 0.0000% | $12900.00          | $13433.65          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | 0.0000% | $100.00            | $93.11             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | 0.0000% | $41600.00          | $42808.76          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | 0.0000% | $1200.00           | $1181.36           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-18      | 0.0000%  | 0.0000% | $2500.00           | $2459.35           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | 0.0000% | $1000.00           | $976.37            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 4.7500%  | 0.0000% | $596300.00         | $609152.51         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | 0.0000% | $100.00            | $74.14             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | 0.0000% | $100.00            | $90.80             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | 0.0000% | $100.00            | $72.82             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-09-30      | 3.5000%  | 0.0000% | $3900.00           | $3881.23           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | 0.0000% | $100.00            | $75.63             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-02      | 0.0000%  | 0.0000% | $100.00            | $98.22             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-10-16      | 0.0000%  | 0.0000% | $100.00            | $99.09             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-12      | 0.0000%  | 0.0000% | $1900.00           | $1876.80           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | 0.0000% | $17640000.00       | $17672457.60       | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Charles Schwab Family of Funds

**Date:** 2025-08-07

**By:** Dana Smith

**Name of Signing Officer:** Dana Smith

**Title of Signing Officer:** CFO